Using linear programming to analyze and optimize stochastic flow lines
DEFF Research Database (Denmark)
Helber, Stefan; Schimmelpfeng, Katja; Stolletz, Raik
2011-01-01
This paper presents a linear programming approach to analyze and optimize flow lines with limited buffer capacities and stochastic processing times. The basic idea is to solve a huge but simple linear program that models an entire simulation run of a multi-stage production process in discrete time...... programming and hence allows us to solve buffer allocation problems. We show under which conditions our method works well by comparing its results to exact values for two-machine models and approximate simulation results for longer lines....
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic models for turbulent reacting flows
Energy Technology Data Exchange (ETDEWEB)
Kerstein, A. [Sandia National Laboratories, Livermore, CA (United States)
1993-12-01
The goal of this program is to develop and apply stochastic models of various processes occurring within turbulent reacting flows in order to identify the fundamental mechanisms governing these flows, to support experimental studies of these flows, and to further the development of comprehensive turbulent reacting flow models.
Stochastic Stabilityfor Contracting Lorenz Maps and Flows
Metzger, R. J.
In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].
Communication nets stochastic message flow and delay
Kleinrock, Leonard
2007-01-01
Considerable research has been devoted to the formulation and solution of problems involving flow within connected networks. Independent of these surveys, an extensive body of knowledge has accumulated on the subject of queues, particularly in regard to stochastic flow through single-node servicing facilities. This text combines studies of connected networks with those of stochastic flow, providing a basis for understanding the general behavior and operation of communication networks in realistic situations.Author Leonard Kleinrock of the Computer Science Department at UCLA created the basic p
Rough flows and homogenization in stochastic turbulence
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.
Pesin’s entropy formula for stochastic flows of diffeomorphisms
Institute of Scientific and Technical Information of China (English)
刘培东
1996-01-01
Pesin’s entropy formula relating entropy and Lyapunov exponents within the context of random dynamical systems generated by (discrete or continuous) stochastic flows of diffeomorphisms (including solution flows of stochastic differential equations on manifolds) is proved.
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...
Magnetic field line diffusion at the onset of stochasticity
International Nuclear Information System (INIS)
Elsaesser, K.; Deeskow, P.
1987-01-01
The Hamiltonian equations of a particle in a random set of waves just above the stochasticity threshold are considered both theoretically and numerically. First we derive the diffusion coefficient and the autocorrelation time perturbatively without using the thermodynamic limit, and we discuss the relevance of the Hamiltonian problem for particle acceleration and magnetic field line flow. Then we integrate the equations for an ensemble of magnetic field lines numerically for a model problem and show the time evolution of moments and correlations. Twice above the threshold we observe diffusive behaviour from the beginning, but the diffusion coefficient includes also the non-resonant modes. Just at threshold we find first a short phase of free acceleration, later a diffusion which is lower than predicted by the theoretical formula. The best way to analyze the problem is in terms of cumulants, but a reliable comparison with any theory requires also a time integration of the corresponding kinetic equations. (orig.)
Project Evaluation and Cash Flow Forecasting by Stochastic Simulation
Directory of Open Access Journals (Sweden)
Odd A. Asbjørnsen
1983-10-01
Full Text Available The net present value of a discounted cash flow is used to evaluate projects. It is shown that the LaPlace transform of the cash flow time function is particularly useful when the cash flow profiles may be approximately described by ordinary linear differential equations in time. However, real cash flows are stochastic variables due to the stochastic nature of the disturbances during production.
Stochastic modelling of two-phase flows including phase change
International Nuclear Information System (INIS)
Hurisse, O.; Minier, J.P.
2011-01-01
Stochastic modelling has already been developed and applied for single-phase flows and incompressible two-phase flows. In this article, we propose an extension of this modelling approach to two-phase flows including phase change (e.g. for steam-water flows). Two aspects are emphasised: a stochastic model accounting for phase transition and a modelling constraint which arises from volume conservation. To illustrate the whole approach, some remarks are eventually proposed for two-fluid models. (authors)
Control of open end plasma flow utilizing orbital stochasticity
International Nuclear Information System (INIS)
Hojo, Hitoshi
1995-01-01
It has been known that the control of plasma outside the confinement region of diverter plasma and others in a magnetic field confinement device is very important for improveing the confinement of bulk plasma. The control of plasma outside a confinement region bears two roles, one is the reduction of the thermal load on a diverter plate and others due to the plasma particles lost from the confinement region, and another is the restriction of the back flow of cold plasma and impurities generated outside the confinement region to a bulk plasma region. In this study, the new method of controlling plasma outside a confinement region called magnetic diverter is considered. To the plasma particles advancing along magnetic force lines, the reflection and capture of the plasma particles occur in the region of orbital stochasticity, and the thermal load on an end plate and the reverse flow to a bulk plasma region are restricted. The numerical computation model used regarding the particle control utilizing the orbital stochasticity and the results of calculating the orbit of plasma particles in a magnetic field are reported. (K.I.)
Research on stochastic power-flow study methods. Final report
Energy Technology Data Exchange (ETDEWEB)
Heydt, G. T. [ed.
1981-01-01
A general algorithm to determine the effects of uncertainty in bus load and generation on the output of conventional power flow analysis is presented. The use of statistical moments is presented and developed as a means for representing the stochastic process. Statistical moments are used to describe the uncertainties, and facilitate the calculations of single and multivarlate probability density functions of input and output variables. The transformation of the uncertainty through the power flow equations is made by the expansion of the node equations in a multivariate Taylor series about an expected operating point. The series is truncated after the second order terms. Since the power flow equations are nonlinear, the expected values of output quantities is in general not the solution to the conventional load flow problem using expected values of input quantities. The second order transformation offers a correction vector and allows the consideration of larger uncertainties which have caused significant error in the current linear transformation algorithms. Voltage controlled busses are included with consideration of upper and lower limits. The finite reactive power available at generation sites, and fixed ranges of transformer tap movement may have a significant effect on voltage and line power flow statistics. A method is given which considers limitation constraints in the evaluation of all output quantities. The bus voltages, line power flows, transformer taps, and generator reactive power requirements are described by their statistical moments. Their values are expressed in terms of the probability that they are above or below specified limits, and their expected values given that they do fall outside the limits. Thus the algorithm supplies information about severity of overload as well as probability of occurrence. An example is given for an eleven bus system, evaluating each quantity separately. The results are compared with Monte Carlo simulation.
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....
Spatial stochasticity and non-continuum effects in gas flows
Energy Technology Data Exchange (ETDEWEB)
Dadzie, S. Kokou, E-mail: k.dadzie@glyndwr.ac.uk [Mechanical and Aeronautical Engineering, Glyndwr University, Mold Road, Wrexham LL11 2AW (United Kingdom); Reese, Jason M., E-mail: jason.reese@strath.ac.uk [Department of Mechanical and Aerospace Engineering, University of Strathclyde, Glasgow G1 1XJ (United Kingdom)
2012-02-06
We investigate the relationship between spatial stochasticity and non-continuum effects in gas flows. A kinetic model for a dilute gas is developed using strictly a stochastic molecular model reasoning, without primarily referring to either the Liouville or the Boltzmann equations for dilute gases. The kinetic equation, a stochastic version of the well-known deterministic Boltzmann equation for dilute gas, is then associated with a set of macroscopic equations for the case of a monatomic gas. Tests based on a heat conduction configuration and sound wave dispersion show that spatial stochasticity can explain some non-continuum effects seen in gases. -- Highlights: ► We investigate effects of molecular spatial stochasticity in non-continuum regime. ► Present a simplify spatial stochastic kinetic equation. ► Present a spatial stochastic macroscopic flow equations. ► Show effects of the new model on sound wave dispersion prediction. ► Show effects of the new approach in density profiles in a heat conduction.
Stochastic description of heterogeneities of permeability within groundwater flow models
International Nuclear Information System (INIS)
Cacas, M.C.; Lachassagne, P.; Ledoux, E.; Marsily, G. de
1991-01-01
In order to model radionuclide migration in the geosphere realistically at the field scale, the hydrogeologist needs to be able to simulate groundwater flow in heterogeneous media. Heterogeneity of the medium can be described using a stochastic approach, that affects the way in which a flow model is formulated. In this paper, we discuss the problems that we have encountered in modelling both continuous and fractured media. The stochastic approach leads to a methodology that enables local measurements of permeability to be integrated into a model which gives a good prediction of groundwater flow on a regional scale. 5 Figs.; 8 Refs
A stochastic programming approach to manufacturing flow control
Haurie, Alain; Moresino, Francesco
2012-01-01
This paper proposes and tests an approximation of the solution of a class of piecewise deterministic control problems, typically used in the modeling of manufacturing flow processes. This approximation uses a stochastic programming approach on a suitably discretized and sampled system. The method proceeds through two stages: (i) the Hamilton-Jacobi-Bellman (HJB) dynamic programming equations for the finite horizon continuous time stochastic control problem are discretized over a set of sample...
Stochastic Modelling of Shiroro River Stream flow Process
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...
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
Rapid change of field line connectivity and reconnection in stochastic magnetic fields
International Nuclear Information System (INIS)
Huang, Yi-Min; Bhattacharjee, A.; Boozer, Allen H.
2014-01-01
Magnetic fields without a direction of continuous symmetry have the generic feature that neighboring field lines exponentiate away from each other and become stochastic, and hence the ideal constraint of preserving magnetic field line connectivity becomes exponentially sensitive to small deviations from ideal Ohm's law. The idea of breaking field line connectivity by stochasticity as a mechanism for fast reconnection is tested with numerical simulations based on reduced magnetohydrodynamics equations with a strong guide field line-tied to two perfectly conducting end plates. Starting from an ideally stable force-free equilibrium, the system is allowed to undergo resistive relaxation. Two distinct phases are found in the process of resistive relaxation. During the quasi-static phase, rapid change of field line connectivity and strong induced flow are found in regions of high field line exponentiation. However, although the field line connectivity of individual field lines can change rapidly, the overall pattern of field line mapping appears to deform gradually. From this perspective, field line exponentiation appears to cause enhanced diffusion rather than reconnection. In some cases, resistive quasi-static evolution can cause the ideally stable initial equilibrium to cross a stability threshold, leading to formation of intense current filaments and rapid change of field line mapping into a qualitatively different pattern. It is in this onset phase that the change of field line connectivity is more appropriately designated as magnetic reconnection. Our results show that rapid change of field line connectivity appears to be a necessary, but not a sufficient condition for fast reconnection.
Stochastic cycle selection in active flow networks
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.
Quantum dynamical time evolutions as stochastic flows on phase space
International Nuclear Information System (INIS)
Combe, P.; Rodriguez, R.; Guerra, F.; Sirigue, M.; Sirigue-Collin, M.
1984-01-01
We are mainly interested in describing the time development of the Wigner functions by means of stochastic processes. In the second section we recall the main properties of the Wigner functions as well as those of their Fourier transform. In the next one we derive the evolution equation of these functions for a class of Hamiltonians and we give a probabilistic expression for the solution of these equations by means of a stochastic flow in phase space which reminds of the classical flows. In the last section we remark that the previously defined flow can be extended to the bounded continuous functions on phase space and that this flow conserves the cone generated by the Wigner functions. (orig./HSI)
Stochastic theory of relaxation and collisional broadening of spectral line shapes
International Nuclear Information System (INIS)
Faid, K.
1986-01-01
A complete stochastic theory of relaxation is developed in terms of a homogeneous equation for the averaged density matrix of a system immersed in a thermal bath. This theory is then used as the basis of a new stochastic approach to the phenomenon of collisional broadening of spectral line shapes. Single-photon and multiphoton processes are studied. The features of a line shape are linked by simple expressions to the statistical properties of a stochastic hermitian Hamiltonian. The ordinary line shape predicted by Kubo's approach is generalized. The present approach predicts broadening as well as asymmetry and shift. A representation of line shapes in multiphoton processes by diagrams is also developed
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 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
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
Flows and stochastic Taylor series in Itô calculus
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.
PROBABILISTIC FLOW DISTRIBUTION AS A REACTION TO THE STOCHASTICITY OF THE LOAD IN THE POWER SYSTEM
Directory of Open Access Journals (Sweden)
A. M. Hashimov
2016-01-01
Full Text Available For the analysis and control of power systems deterministic approaches that are implemented in the form of well-known methods and models of calculation of steady-state and transient modes are mostly use in current practice. With the use of these methods it is possible to obtain solutions only for fixed circuit parameters of the system scheme and assuming that active and reactive powers as well as generation in nodal points of the network remain the same. In reality the stochastic character of power consumption cause the casual fluctuations of voltages at the nodes and power flows in electric power lines of the power system. Such casual fluctuations of operation can be estimated with the use of probabilistic simulation of the power flows. In the article the results of research of the influence of depth of casual fluctuations of the load power of the system on the probability distribution of voltage at nodes as well as on the flows of active and reactive power in the lines are presented. Probabilistic modeling of flow under stochastic load change is performed for different levels of fluctuations and under loading of the mode of the system up to peak load power. Test study to quantify the effect of stochastic variability of loads on the probabilistic distribution parameters of the modes was carried out on behalf of the electrical network of the real power system. The results of the simulation of the probability flow distribution for these fluctuations of the load, represented in the form of discrete sample values of the active power obtained with the use of the analytical Monte-Carlo method, and real data measurements of their values in the network under examination were compared.
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.
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
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.
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 forward and inverse groundwater flow and solute transport modeling
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
Stochastic Rotation Dynamics simulations of wetting multi-phase flows
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.
Stability of the line preserving flows
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.
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
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....
Flow line asymmetric nonimaging concentrating optics
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.
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
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
Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective
Energy Technology Data Exchange (ETDEWEB)
Wang, Hong [Pacific Northwest National Laboratory (PNNL); Aziz, H M Abdul [ORNL; Young, Stan [National Renewable Energy Laboratory (NREL); Patil, Sagar [Pacific Northwest National Laboratory (PNNL)
2017-10-01
Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections. In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.
Reliability-oriented multi-resource allocation in a stochastic-flow network
International Nuclear Information System (INIS)
Hsieh, C.-C.; Lin, M.-H.
2003-01-01
A stochastic-flow network consists of a set of nodes, including source nodes which supply various resources and sink nodes at which resource demands take place, and a collection of arcs whose capacities have multiple operational states. The network reliability of such a stochastic-flow network is the probability that resources can be successfully transmitted from source nodes through multi-capacitated arcs to sink nodes. Although the evaluation schemes of network reliability in stochastic-flow networks have been extensively studied in the literature, how to allocate various resources at source nodes in a reliable means remains unanswered. In this study, a resource allocation problem in a stochastic-flow network is formulated that aims to determine the optimal resource allocation policy at source nodes subject to given resource demands at sink nodes such that the network reliability of the stochastic-flow network is maximized, and an algorithm for computing the optimal resource allocation is proposed that incorporates the principle of minimal path vectors. A numerical example is given to illustrate the proposed algorithm
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.
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 Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows
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
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.
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.
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
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.
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.
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
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
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...
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
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
Illustrative Line Styles for Flow Visualization
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
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
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.
Stochastic and collisional diffusion in two-dimensional periodic flows
International Nuclear Information System (INIS)
Doxas, I.; Horton, W.; Berk, H.L.
1990-05-01
The global effective diffusion coefficient D* for a two-dimensional system of convective rolls with a time dependent perturbation added, is calculated. The perturbation produces a background diffusion coefficient D, which is calculated analytically using the Menlikov-Arnold integral. This intrinsic diffusion coefficient is then enhanced by the unperturbed flow, to produce the global effective diffusion coefficient D*, which we can calculate theoretically for a certain range of parameters. The theoretical value agrees well with numerical simulations. 23 refs., 4 figs
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
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.)
Stochastic Measurement Models for Quantifying Lymphocyte Responses Using Flow Cytometry
Kan, Andrey; Pavlyshyn, Damian; Markham, John F.; Dowling, Mark R.; Heinzel, Susanne; Zhou, Jie H. S.; Marchingo, Julia M.; Hodgkin, Philip D.
2016-01-01
Adaptive immune responses are complex dynamic processes whereby B and T cells undergo division and differentiation triggered by pathogenic stimuli. Deregulation of the response can lead to severe consequences for the host organism ranging from immune deficiencies to autoimmunity. Tracking cell division and differentiation by flow cytometry using fluorescent probes is a major method for measuring progression of lymphocyte responses, both in vitro and in vivo. In turn, mathematical modeling of cell numbers derived from such measurements has led to significant biological discoveries, and plays an increasingly important role in lymphocyte research. Fitting an appropriate parameterized model to such data is the goal of these studies but significant challenges are presented by the variability in measurements. This variation results from the sum of experimental noise and intrinsic probabilistic differences in cells and is difficult to characterize analytically. Current model fitting methods adopt different simplifying assumptions to describe the distribution of such measurements and these assumptions have not been tested directly. To help inform the choice and application of appropriate methods of model fitting to such data we studied the errors associated with flow cytometry measurements from a wide variety of experiments. We found that the mean and variance of the noise were related by a power law with an exponent between 1.3 and 1.8 for different datasets. This violated the assumptions inherent to commonly used least squares, linear variance scaling and log-transformation based methods. As a result of these findings we propose a new measurement model that we justify both theoretically, from the maximum entropy standpoint, and empirically using collected data. Our evaluation suggests that the new model can be reliably used for model fitting across a variety of conditions. Our work provides a foundation for modeling measurements in flow cytometry experiments thus
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...
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.
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.
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.
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⊥ .
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.)
Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations
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.
Stochastic analysis of unsaturated steady flows above the water table
Severino, Gerardo; Scarfato, Maddalena; Comegna, Alessandro
2017-08-01
Steady flow takes place into a three-dimensional partially saturated porous medium where, due to their spatial variability, the saturated conductivity Ks, and the relative conductivity Kr are modeled as random space functions (RSF)s. As a consequence, the flow variables (FVs), i.e., pressure-head and specific flux, are also RSFs. The focus of the present paper consists into quantifying the uncertainty of the FVs above the water table. The simple expressions (most of which in closed form) of the second-order moments pertaining to the FVs allow one to follow the transitional behavior from the zone close to the water table (where the FVs are nonstationary), till to their far-field limit (where the FVs become stationary RSFs). In particular, it is shown how the stationary limits (and the distance from the water table at which stationarity is attained) depend upon the statistical structure of the RSFs Ks, Kr, and the infiltrating rate. The mean pressure head >> has been also computed, and it is expressed as =Ψ0>(1+ψ>), being ψ a characteristic heterogeneity function which modifies the zero-order approximation Ψ0 of the pressure head (valid for a vadose zone of uniform soil properties) to account for the spatial variability of Ks and Kr. Two asymptotic limits, i.e., close (near field) and away (far field) from the water table, are derived into a very general manner, whereas the transitional behavior of ψ between the near/far field can be determined after specifying the shape of the various input soil properties. Besides the theoretical interest, results of the present paper are useful for practical purposes, as well. Indeed, the model is tested against to real data, and in particular it is shown how it is possible for the specific case study to grasp the behavior of the FVs within an environment (i.e., the vadose zone close to the water table) which is generally very difficult to access by direct inspection.
Stochastic flows, reaction-diffusion processes, and morphogenesis
International Nuclear Information System (INIS)
Kozak, J.J.; Hatlee, M.D.; Musho, M.K.; Politowicz, P.A.; Walsh, C.A.
1983-01-01
Recently, an exact procedure has been introduced [C. A. Walsh and J. J. Kozak, Phys. Rev. Lett.. 47: 1500 (1981)] for calculating the expected walk length for a walker undergoing random displacements on a finite or infinite (periodic) d-dimensional lattice with traps (reactive sites). The method (which is based on a classification of the symmetry of the sites surrounding the central deep trap and a coding of the fate of the random walker as it encounters a site of given symmetry) is applied here to several problems in lattice statistics for each of which exact results are presented. First, we assess the importance of lattice geometry in influencing the efficiency of reaction-diffusion processs in simple and multiple trap systems by reporting values of for square (cubic) versus hexagonal lattices in d = 2,3. We then show how the method may be applied to variable-step (distance-dependent) walks for a single walker on a given lattice and also demonstrate the calculation of the expected walk length for the case of multiple walkers. Finally, we make contact with recent discussions of ''mixing'' by showing that the degree of chaos associated with flows in certain lattice-systems can be calibrated by monitoring the lattice walks induced by the Poincare map of a certain parabolic function
Limits on reliable information flows through stochastic populations.
Boczkowski, Lucas; Natale, Emanuele; Feinerman, Ofer; Korman, Amos
2018-06-06
Biological systems can share and collectively process information to yield emergent effects, despite inherent noise in communication. While man-made systems often employ intricate structural solutions to overcome noise, the structure of many biological systems is more amorphous. It is not well understood how communication noise may affect the computational repertoire of such groups. To approach this question we consider the basic collective task of rumor spreading, in which information from few knowledgeable sources must reliably flow into the rest of the population. We study the effect of communication noise on the ability of groups that lack stable structures to efficiently solve this task. We present an impossibility result which strongly restricts reliable rumor spreading in such groups. Namely, we prove that, in the presence of even moderate levels of noise that affect all facets of the communication, no scheme can significantly outperform the trivial one in which agents have to wait until directly interacting with the sources-a process which requires linear time in the population size. Our results imply that in order to achieve efficient rumor spread a system must exhibit either some degree of structural stability or, alternatively, some facet of the communication which is immune to noise. We then corroborate this claim by providing new analyses of experimental data regarding recruitment in Cataglyphis niger desert ants. Finally, in light of our theoretical results, we discuss strategies to overcome noise in other biological systems.
stochastic estimation of transmissivity fields conditioned to flow connectivity data
Freixas, Genis; Fernàndez-Garcia, Daniel; Sanchez-vila, Xavier
2017-04-01
Most methods for hydraulic parameter interpretation rely on a number of simplifications regarding the homogeneity of the underlying porous media. This way, the actual heterogeneity of any natural parameter, such as transmissivity, is transferred to the estimated in a way heavily dependent on the interpretation method used. An example is a pumping test, in most cases interpreted by means of the Cooper-Jacob method, which implicitly assumes a homogeneous isotropic confined aquifer. It was shown that the estimates obtained from this method when applied to a real site are not local values, but still have a physical meaning; the estimated transmissivity is equal to the effective transmissivity characteristic of the regional scale, while the log-ratio of the estimated storage coefficient with respect to the actual real value (assumed constant), indicated by , is an indicator of flow connectivity, representative of the scale given by the distance between the pumping and the observation wells. In this work we propose a methodology to use together with actual measurements of the log transmissivity at selected points to obtain a map of the best local transmissivity estimates using cokriging. Since the interpolation involves two variables measured at different support scales, a critical point is the estimation of the covariance and crosscovariance matrices, involving some quadratures that are obtained using some simplified approach. The method was applied to a synthetic field displaying statistical anisotropy, showing that the use of connectivity indicators mixed with the local values provide a better representation of the local value map, in particular regarding the enhanced representation of the continuity of structures corresponding to either high or low values.
Performance analysis of flow lines with non-linear flow of material
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.
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.
Line width of Josephson flux flow oscillators
DEFF Research Database (Denmark)
Koshelets, V.P.; Dmitriev, P.N.; Sobolev, A.S.
2002-01-01
to be proven before one initiates real FFO applications. To achieve this goal a comprehensive set of line width measurements of the FFO operating in different regimes has been performed. FFOs with tapered shape have been successfully implemented in order to avoid the superfine resonant structure with voltage...... spacing of about 20 nV and extremely low differential resistance, recently observed in the IVC of the standard rectangular geometry. The obtained results have been compared with existing theories and FFO models in order to understand and possibly eliminate excess noise in the FFO. The intrinsic line width...
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.
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.
Fluctuating dynamics of nematic liquid crystals using the stochastic method of lines
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.
Sochi, Taha
2016-09-01
Several deterministic and stochastic multi-variable global optimization algorithms (Conjugate Gradient, Nelder-Mead, Quasi-Newton and global) are investigated in conjunction with energy minimization principle to resolve the pressure and volumetric flow rate fields in single ducts and networks of interconnected ducts. The algorithms are tested with seven types of fluid: Newtonian, power law, Bingham, Herschel-Bulkley, Ellis, Ree-Eyring and Casson. The results obtained from all those algorithms for all these types of fluid agree very well with the analytically derived solutions as obtained from the traditional methods which are based on the conservation principles and fluid constitutive relations. The results confirm and generalize the findings of our previous investigations that the energy minimization principle is at the heart of the flow dynamics systems. The investigation also enriches the methods of computational fluid dynamics for solving the flow fields in tubes and networks for various types of Newtonian and non-Newtonian fluids.
Extreme-Scale Stochastic Particle Tracing for Uncertain Unsteady Flow Analysis
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.
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)
Flows, scaling, and the control of moment hierarchies for stochastic chemical reaction networks
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
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)
A novel method for unsteady flow field segmentation based on stochastic similarity of direction
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.
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
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.
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.
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
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
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.
An iterative stochastic ensemble method for parameter estimation of subsurface flow models
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.
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.
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
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.
Stochastic Modeling of Direct Radiation Transmission in Particle-Laden Turbulent Flows
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.
Wave-optics modeling of the optical-transport line for passive optical stochastic cooling
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.
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.
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....
A study of the flow field surrounding interacting line fires
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...
Transitional free convection flows induced by thermal line sources
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
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)
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.
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.)
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.
Clustered iterative stochastic ensemble method for multi-modal calibration of subsurface flow models
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 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.
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.
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.
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
Extremely rare collapse and build-up of turbulence in stochastic models of transitional wall flows.
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
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
Harnessing Thin-Film Continuous-Flow Assembly Lines.
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.
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.
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.
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.)
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.
Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models
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.
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)
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
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
Stochastic field-line wandering in magnetic turbulence with shear. I. Quasi-linear theory
Energy Technology Data Exchange (ETDEWEB)
Shalchi, A. [Department of Physics and Astronomy, University of Manitoba, Winnipeg, Manitoba R3T 2N2 (Canada); Negrea, M.; Petrisor, I. [Department of Physics, University of Craiova, Association Euratom-MEdC, 13A.I.Cuza Str, 200585 Craiova (Romania)
2016-07-15
We investigate the random walk of magnetic field lines in magnetic turbulence with shear. In the first part of the series, we develop a quasi-linear theory in order to compute the diffusion coefficient of magnetic field lines. We derive general formulas for the diffusion coefficients in the different directions of space. We like to emphasize that we expect that quasi-linear theory is only valid if the so-called Kubo number is small. We consider two turbulence models as examples, namely, a noisy slab model as well as a Gaussian decorrelation model. For both models we compute the field line diffusion coefficients and we show how they depend on the aforementioned Kubo number as well as a shear parameter. It is demonstrated that the shear effect reduces all field line diffusion coefficients.
Stochastic field-line wandering in magnetic turbulence with shear. I. Quasi-linear theory
International Nuclear Information System (INIS)
Shalchi, A.; Negrea, M.; Petrisor, I.
2016-01-01
We investigate the random walk of magnetic field lines in magnetic turbulence with shear. In the first part of the series, we develop a quasi-linear theory in order to compute the diffusion coefficient of magnetic field lines. We derive general formulas for the diffusion coefficients in the different directions of space. We like to emphasize that we expect that quasi-linear theory is only valid if the so-called Kubo number is small. We consider two turbulence models as examples, namely, a noisy slab model as well as a Gaussian decorrelation model. For both models we compute the field line diffusion coefficients and we show how they depend on the aforementioned Kubo number as well as a shear parameter. It is demonstrated that the shear effect reduces all field line diffusion coefficients.
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.)
Fast wave power flow along SOL field lines in NSTX
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.
Müller, M. F.; Thompson, S. E.
2015-09-01
The prediction of flow duration curves (FDCs) in ungauged basins remains an important task for hydrologists given the practical relevance of FDCs for water management and infrastructure design. Predicting FDCs in ungauged basins typically requires spatial interpolation of statistical or model parameters. This task is complicated if climate becomes non-stationary, as the prediction challenge now also requires extrapolation through time. In this context, process-based models for FDCs that mechanistically link the streamflow distribution to climate and landscape factors may have an advantage over purely statistical methods to predict FDCs. This study compares a stochastic (process-based) and statistical method for FDC prediction in both stationary and non-stationary contexts, using Nepal as a case study. Under contemporary conditions, both models perform well in predicting FDCs, with Nash-Sutcliffe coefficients above 0.80 in 75 % of the tested catchments. The main drives of uncertainty differ between the models: parameter interpolation was the main source of error for the statistical model, while violations of the assumptions of the process-based model represented the main source of its error. The process-based approach performed better than the statistical approach in numerical simulations with non-stationary climate drivers. The predictions of the statistical method under non-stationary rainfall conditions were poor if (i) local runoff coefficients were not accurately determined from the gauge network, or (ii) streamflow variability was strongly affected by changes in rainfall. A Monte Carlo analysis shows that the streamflow regimes in catchments characterized by a strong wet-season runoff and a rapid, strongly non-linear hydrologic response are particularly sensitive to changes in rainfall statistics. In these cases, process-based prediction approaches are strongly favored over statistical models.
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.
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.
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
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.
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.
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.
In-Line Oil-Water Separation in Swirling Flow (USB stick)
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
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
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.
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 .
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
International Nuclear Information System (INIS)
Ye, Ming; Pan, Feng; Hu, Xiaolong; Zhu, Jianting
2007-01-01
Yucca Mountain has been proposed by the U.S. Department of Energy as the nation's long-term, permanent geologic repository for spent nuclear fuel or high-level radioactive waste. The potential repository would be located in Yucca Mountain's unsaturated zone (UZ), which acts as a critical natural barrier delaying arrival of radionuclides to the water table. Since radionuclide transport in groundwater can pose serious threats to human health and the environment, it is important to understand how much and how fast water and radionuclides travel through the UZ to groundwater. The UZ system consists of multiple hydrogeologic units whose hydraulic and geochemical properties exhibit systematic and random spatial variation, or heterogeneity, at multiple scales. Predictions of radionuclide transport under such complicated conditions are uncertain, and the uncertainty complicates decision making and risk analysis. This project aims at using geostatistical and stochastic methods to assess uncertainty of unsaturated flow and radionuclide transport in the UZ at Yucca Mountain. Focus of this study is parameter uncertainty of hydraulic and transport properties of the UZ. The parametric uncertainty arises since limited parameter measurements are unable to deterministically describe spatial variability of the parameters. In this project, matrix porosity, permeability and sorption coefficient of the reactive tracer (neptunium) of the UZ are treated as random variables. Corresponding propagation of parametric uncertainty is quantitatively measured using mean, variance, 5th and 95th percentiles of simulated state variables (e.g., saturation, capillary pressure, percolation flux, and travel time). These statistics are evaluated using a Monte Carlo method, in which a three-dimensional flow and transport model implemented using the TOUGH2 code is executed with multiple parameter realizations of the random model parameters. The project specifically studies uncertainty of unsaturated flow
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
Axial and Centrifugal Compressor Mean Line Flow Analysis Method
Veres, Joseph P.
2009-01-01
This paper describes a method to estimate key aerodynamic parameters of single and multistage axial and centrifugal compressors. This mean-line compressor code COMDES provides the capability of sizing single and multistage compressors quickly during the conceptual design process. Based on the compressible fluid flow equations and the Euler equation, the code can estimate rotor inlet and exit blade angles when run in the design mode. The design point rotor efficiency and stator losses are inputs to the code, and are modeled at off design. When run in the off-design analysis mode, it can be used to generate performance maps based on simple models for losses due to rotor incidence and inlet guide vane reset angle. The code can provide an improved understanding of basic aerodynamic parameters such as diffusion factor, loading levels and incidence, when matching multistage compressor blade rows at design and at part-speed operation. Rotor loading levels and relative velocity ratio are correlated to the onset of compressor surge. NASA Stage 37 and the three-stage NASA 74-A axial compressors were analyzed and the results compared to test data. The code has been used to generate the performance map for the NASA 76-B three-stage axial compressor featuring variable geometry. The compressor stages were aerodynamically matched at off-design speeds by adjusting the variable inlet guide vane and variable stator geometry angles to control the rotor diffusion factor and incidence angles.
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
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
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.
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...
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
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.
Millimeter-Gap Magnetically Insulated Transmission Line Power Flow Experiments
Energy Technology Data Exchange (ETDEWEB)
Hutsel, Brian Thomas [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Stoltzfus, Brian S. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Fowler, William E. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); LeChien, Keith R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Mazarakis, Michael G. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Moore, James K. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Mulville, Thomas D. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Savage, Mark E. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Stygar, William A. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); McKenney, John L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Jones, Peter A. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); MacRunnels, Diego J. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Long, Finis W. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Porter, John L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2014-09-01
An experiment platform has been designed to study vacuum power flow in magnetically insulated transmission lines (MITLs). The platform was driven by the 400-GW Mykonos-V accelerator. The experiments conducted quantify the current loss in a millimeter-gap MITL with respect to vacuum conditions in the MITL for two different gap distances, 1.0 and 1.3 mm. The current loss for each gap was measured for three different vacuum pump down times. As a ride along experiment, multiple shots were conducted with each set of hardware to determine if there was a conditioning effect to increase current delivery on subsequent shots. The experiment results revealed large differences in performance for the 1.0 and 1.3 mm gaps. The 1.0 mm gap resulted in current loss of 40%-60% of peak current. The 1.3 mm gap resulted in current losses of less than 5% of peak current. Classical MITL models that neglect plasma expansion predict that there should be zero current loss, after magnetic insulation is established, for both of these gaps. The experiments result s indicate that the vacuum pressure or pump down time did not have a significant effect on the measured current loss at vacuum pressures between 1e-4 and 1e-5 Torr. Additionally, there was not repeatable evidence of a conditioning effect that reduced current loss for subsequent full-energy shots on a given set of hardware. It should be noted that the experiments conducted likely did not have large loss contributions due to ion emission from the anode due to the relatively small current densi-ties (25-40 kA/cm) in the MITL that limited the anode temperature rise due to ohmic heating. The results and conclusions from these experiments may have limited applicability to MITLs of high current density (>400 kA/cm) used in the convolute and load region of the Z which experience temperature increases of >400° C and generate ion emission from anode surfaces.
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
On-line sample processing methods in flow analysis
DEFF Research Database (Denmark)
Miró, Manuel; Hansen, Elo Harald
2008-01-01
In this chapter, the state of the art of flow injection and related approaches thereof for automation and miniaturization of sample processing regardless of the aggregate state of the sample medium is overviewed. The potential of the various generation of flow injection for implementation of in...
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.
Passive tracer in a flow corresponding to two-dimensional stochastic Navier–Stokes equations
International Nuclear Information System (INIS)
Komorowski, Tomasz; Peszat, Szymon; Szarek, Tomasz
2013-01-01
In this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two-dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier–Stokes system with non-degenerate noise. The spectral gap property, with respect to the Wasserstein metric, for such a system was shown in Hairer and Mattingly (2008 Ann. Probab. 36 2050–91). In this paper we show that a similar property holds for the environment process corresponding to the Lagrangian observations of the velocity. Consequently we conclude the law of large numbers and the central limit theorem for the tracer. The proof of the central limit theorem relies on the martingale approximation of the trajectory process. (paper)
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
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.
Customized Pull Systems for Single-Product Flow Lines
Gaury, E.G.A.; Kleijnen, J.P.C.; Pierreval, H.
1998-01-01
Traditionally pull production systems are managed through classic control systems such as Kanban, Conwip, or Base stock, but this paper proposes ‘customized’ pull control. Customization means that a given production line is managed through a pull control system that in principle connects each stage
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.
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.
Distribution-Agnostic Stochastic Optimal Power Flow for Distribution Grids: Preprint
Energy Technology Data Exchange (ETDEWEB)
Baker, Kyri; Dall' Anese, Emiliano; Summers, Tyler
2016-09-01
This paper outlines a data-driven, distributionally robust approach to solve chance-constrained AC optimal power flow problems in distribution networks. Uncertain forecasts for loads and power generated by photovoltaic (PV) systems are considered, with the goal of minimizing PV curtailment while meeting power flow and voltage regulation constraints. A data- driven approach is utilized to develop a distributionally robust conservative convex approximation of the chance-constraints; particularly, the mean and covariance matrix of the forecast errors are updated online, and leveraged to enforce voltage regulation with predetermined probability via Chebyshev-based bounds. By combining an accurate linear approximation of the AC power flow equations with the distributionally robust chance constraint reformulation, the resulting optimization problem becomes convex and computationally tractable.
Safety System for Controlling Fluid Flow into a Suction Line
England, John Dwight (Inventor); Kelley, Anthony R. (Inventor); Cronise, Raymond J. (Inventor)
2018-01-01
A safety system includes a sleeve fitted within a pool's suction line at its inlet. The sleeve terminates with a plate that resides within the suction line. The plate has holes formed therethrough. A housing defining distinct channels is fitted in the sleeve so that the distinct channels lie within the sleeve. Each of the distinct channels has a first opening on one end thereof and a second opening on another end thereof. The second openings reside in the sleeve. The first openings are in fluid communication with the water in the pool, and are distributed around a periphery of an area of the housing that prevents coverage of all the first openings when a human interacts therewith. A first sensor is coupled to the sleeve to sense pressure therein, and a second pressure sensor is coupled to the plate to sense pressure in one of the plates' holes.
Nested separatrices in simple shear flows: the effect of localized disturbances on stagnation lines
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...
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...
Modeling and Control of a Manufacturing Flow Line using Partial Differential Equations
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
Feedback control for unsteady flow and its application to the stochastic Burgers equation
Choi, Haecheon; Temam, Roger; Moin, Parviz; Kim, John
1993-01-01
The study applies mathematical methods of control theory to the problem of control of fluid flow with the long-range objective of developing effective methods for the control of turbulent flows. Model problems are employed through the formalism and language of control theory to present the procedure of how to cast the problem of controlling turbulence into a problem in optimal control theory. Methods of calculus of variations through the adjoint state and gradient algorithms are used to present a suboptimal control and feedback procedure for stationary and time-dependent problems. Two types of controls are investigated: distributed and boundary controls. Several cases of both controls are numerically simulated to investigate the performances of the control algorithm. Most cases considered show significant reductions of the costs to be minimized. The dependence of the control algorithm on the time-descretization method is discussed.
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.
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.
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
International Nuclear Information System (INIS)
Eriksson, L.O.; Oppelstrup, J.
1994-12-01
A simulator for 2D stochastic continuum simulation and inverse modelling of groundwater flow has been developed. The simulator is well suited for method evaluation and what-if simulation and written in MATLAB. Conductivity fields are generated by unconditional simulation, conditional simulation on measured conductivities and calibration on both steady-state head measurements and transient head histories. The fields can also include fracture zones and zones with different mean conductivities. Statistics of conductivity fields and particle travel times are recorded in Monte-Carlo simulations. The calibration uses the pilot point technique, an inverse technique proposed by RamaRao and LaVenue. Several Kriging procedures are implemented, among others Kriging neighborhoods. In cases where the expectation of the log-conductivity in the truth field is known the nonbias conditions can be omitted, which will make the variance in the conditionally simulated conductivity fields smaller. A simulation experiment, resembling the initial stages of a site investigation and devised in collaboration with SKB, is performed and interpreted. The results obtained in the present study show less uncertainty than in our preceding study. This is mainly due to the modification of the Kriging procedure but also to the use of more data. Still the large uncertainty in cases of sparse data is apparent. The variogram represents essential characteristics of the conductivity field. Thus, even unconditional simulations take account of important information. Significant improvements in variance by further conditioning will be obtained only as the number of data becomes much larger. 16 refs, 26 figs
Energy Technology Data Exchange (ETDEWEB)
Eriksson, L O; Oppelstrup, J [Starprog AB (Sweden)
1994-12-01
A simulator for 2D stochastic continuum simulation and inverse modelling of groundwater flow has been developed. The simulator is well suited for method evaluation and what-if simulation and written in MATLAB. Conductivity fields are generated by unconditional simulation, conditional simulation on measured conductivities and calibration on both steady-state head measurements and transient head histories. The fields can also include fracture zones and zones with different mean conductivities. Statistics of conductivity fields and particle travel times are recorded in Monte-Carlo simulations. The calibration uses the pilot point technique, an inverse technique proposed by RamaRao and LaVenue. Several Kriging procedures are implemented, among others Kriging neighborhoods. In cases where the expectation of the log-conductivity in the truth field is known the nonbias conditions can be omitted, which will make the variance in the conditionally simulated conductivity fields smaller. A simulation experiment, resembling the initial stages of a site investigation and devised in collaboration with SKB, is performed and interpreted. The results obtained in the present study show less uncertainty than in our preceding study. This is mainly due to the modification of the Kriging procedure but also to the use of more data. Still the large uncertainty in cases of sparse data is apparent. The variogram represents essential characteristics of the conductivity field. Thus, even unconditional simulations take account of important information. Significant improvements in variance by further conditioning will be obtained only as the number of data becomes much larger. 16 refs, 26 figs.
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%
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)
Stochastic characteristics and Second Law violations of atomic fluids in Couette flow
Raghavan, Bharath V.; Karimi, Pouyan; Ostoja-Starzewski, Martin
2018-04-01
Using Non-equilibrium Molecular Dynamics (NEMD) simulations, we study the statistical properties of an atomic fluid undergoing planar Couette flow, in which particles interact via a Lennard-Jones potential. We draw a connection between local density contrast and temporal fluctuations in the shear stress, which arise naturally through the equivalence between the dissipation function and entropy production according to the fluctuation theorem. We focus on the shear stress and the spatio-temporal density fluctuations and study the autocorrelations and spectral densities of the shear stress. The bispectral density of the shear stress is used to measure the degree of departure from a Gaussian model and the degree of nonlinearity induced in the system owing to the applied strain rate. More evidence is provided by the probability density function of the shear stress. We use the Information Theory to account for the departure from Gaussian statistics and to develop a more general probability distribution function that captures this broad range of effects. By accounting for negative shear stress increments, we show how this distribution preserves the violations of the Second Law of Thermodynamics observed in planar Couette flow of atomic fluids, and also how it captures the non-Gaussian nature of the system by allowing for non-zero higher moments. We also demonstrate how the temperature affects the band-width of the shear-stress and how the density affects its Power Spectral Density, thus determining the conditions under which the shear-stress acts is a narrow-band or wide-band random process. We show that changes in the statistical characteristics of the parameters of interest occur at a critical strain rate at which an ordering transition occurs in the fluid causing shear thinning and affecting its stability. A critical strain rate of this kind is also predicted by the Loose-Hess stability criterion.
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.
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)
Stokes flow inside an evaporating liquid line for any contact angle
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.
Evaporation-induced flow in an inviscid liquid line at any contact angle
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.
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
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
Coping with flow: behavior, neurophysiology and modeling of the fish lateral line system.
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.
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.
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
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.
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...
A bio-inspired real-time capable artificial lateral line system for freestream flow measurements.
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.
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 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.
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...
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.
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.
A photoionization model for the optical line emission from cooling flows
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.
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)
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
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
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.
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
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)
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...
Investigation of heat transfer of tube line of staggered tube bank in two-phase flow
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.
International Nuclear Information System (INIS)
Abul-Magd, A.Y.; Mueller, K.
1992-01-01
We compare the transition from ordered to chaotic motion in a potential with that in a billiard, whose borders are defined by the maximal equipotential line of the potential system in the case of hydrogen in a uniform magnetic field. For the billiard we calculate the Poincare maps, the fraction of regular motion on the surface of section, and the stability properties of the shortest periodic orbits. In contrast to the H atom, the billiard shows a generic transition to chaos. While the shape of the orbits is determined by the boundary and is thus very similar, their properties of stability are different: The potential tends to stabilize the motion. The onset of instability in the billiard can be understood in terms of the curvature of the boundary; for the potential system the Gaussian curvature of the potential-energy surface is shown to be the relevant parameter
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.
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.
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
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.
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.
International Nuclear Information System (INIS)
De Ipiña, J M López; Vaquero, C; Gutierrez-Cañas, C; Pui, D Y H
2015-01-01
In multisource industrial scenarios (MSIS) coexist NOAA generating activities with other productive sources of airborne particles, such as parallel processes of manufacturing or electrical and diesel machinery. A distinctive characteristic of MSIS is the spatially complex distribution of aerosol sources, as well as their potential differences in dynamics, due to the feasibility of multi-task configuration at a given time. Thus, the background signal is expected to challenge the aerosol analyzers at a probably wide range of concentrations and size distributions, depending of the multisource configuration at a given time. Monitoring and prediction by using statistical analysis of time series captured by on-line particle analyzersin industrial scenarios, have been proven to be feasible in predicting PNC evolution provided a given quality of net signals (difference between signal at source and background). However the analysis and modelling of non-consistent time series, influenced by low levels of SNR (Signal-Noise Ratio) could build a misleading basis for decision making. In this context, this work explores the use of stochastic models based on ARIMA methodology to monitor and predict exposure values (PNC). The study was carried out in a MSIS where an case study focused on the manufacture of perforated tablets of nano-TiO 2 by cold pressing was performed. (paper)
Modeling a two-layer flow system at the subarctic, subalpine tree line during snowmelt
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.
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)
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.
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.
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)
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.
Stochastic ice stream dynamics.
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.
Energy Technology Data Exchange (ETDEWEB)
Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de [Max-Planck-Institut für Kernphysik, Saupfercheckweg 1, D-69117 Heidelberg (Germany)
2017-06-10
The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parameters applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.
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.)
A signal-flow-graph approach to on-line gradient calculation.
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.
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
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.
Directory of Open Access Journals (Sweden)
Nicholas Mansel Wilkinson
2014-02-01
Full Text Available Visual scan paths exhibit complex, stochastic dynamics. Even during visual fixation, the eye is in constant motion. Fixational drift and tremor are thought to reflect fluctuations in the persistent neural activity of neural integrators in the oculomotor brainstem, which integrate sequences of transient saccadic velocity signals into a short term memory of eye position. Despite intensive research and much progress, the precise mechanisms by which oculomotor posture is maintained remain elusive. Drift exhibits a stochastic statistical profile which has been modelled using random walk formalisms. Tremor is widely dismissed as noise. Here we focus on the dynamical profile of fixational tremor, and argue that tremor may be a signal which usefully reflects the workings of the oculomotor postural control. We identify signatures reminiscent of a certain flavour of transient neurodynamics; toric travelling waves which rotate around a central phase singularity. Spiral waves play an organisational role in dynamical systems at many scales throughout nature, though their potential functional role in brain activity remains a matter of educated speculation. Spiral waves have a repertoire of functionally interesting dynamical properties, including persistence, which suggest that they could in theory contribute to persistent neural activity in the oculomotor postural control system. Whilst speculative, the singularity hypothesis of oculomotor postural control implies testable predictions, and could provide the beginnings of an integrated dynamical framework for eye movements across scales.
Energy Technology Data Exchange (ETDEWEB)
Liu, Chun-Ho [The Hong Kong Polytechnic University, Kowloon (Hong Kong). Department of Building and Real Estate; Leung, Dennis Y.C. [The University of Hong Kong (Hong Kong). Department of Mechanical Engineering
2006-11-15
This study employs a direct numerical simulation (DNS) technique to study the flow, turbulence structure, and passive scalar plume transport behind line sources in an unstably stratified open channel flow. The scalar transport behaviors for five emission heights (z{sub s}=0, 0.25H, 0.5H, 0.75H, and H, where H is the channel height) at a Reynolds number of 3000, a Prandtl number and a Schmidt number of 0.72, and a Richardson number of -0.2 are investigated. The vertically meandering mean plume heights and dispersion coefficients calculated by the current DNS model agree well with laboratory results and field measurements in literature. It is found that the plume meandering is due to the movement of the positive and negative vertical turbulent scalar fluxes above and below the mean plume heights, respectively. These findings help explaining the plume meandering mechanism in the unstably stratified atmospheric boundary layer. (author)
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
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.
DEFF Research Database (Denmark)
Petersen, Jens; Nielsen, Mads; Lo, Pechin Chien Pau
2014-01-01
are not well suited for surfaces with high curvature, we therefore propose to derive columns from properly generated, non-intersecting flow lines. This guarantees solutions that do not self-intersect. The method is applied to segment human airway walls in computed tomography images in three-dimensions. Phantom.......5%, the alternative approach in 11.2%, and in 20.3% no method was favoured. Airway abnormality measurements obtained with the method on 490 scan pairs from a lung cancer screening trial correlate significantly with lung function and are reproducible; repeat scan R(2) of measures of the airway lumen diameter and wall...
On-line automatic detection of wood pellets in pneumatically conveyed wood dust flow
Sun, Duo; Yan, Yong; Carter, Robert M.; Gao, Lingjun; Qian, Xiangchen; Lu, Gang
2014-04-01
This paper presents a piezoelectric transducer based system for on-line automatic detection of wood pellets in wood dust flow in pneumatic conveying pipelines. The piezoelectric transducer senses non-intrusively the collisions between wood pellets and the pipe wall. Wavelet-based denoising is adopted to eliminate environmental noise and recover the collision events. Then the wood pellets are identified by sliding a time window through the denoised signal with a suitable threshold. Experiments were carried out on a laboratory test rig and on an industrial pneumatic conveying pipeline to assess the effectiveness and operability of the system.
Propagation of the initial value perturbation in a cylindrical lined duct carrying a gas flow
Directory of Open Access Journals (Sweden)
Agneta M. BALINT
2013-03-01
Full Text Available For the homogeneous Euler equation linearized around a non-slipping mean flow andboundary conditions corresponding to the mass-spring-damper impedance, smooth initial dataperturbations with compact support are considered. The propagation of this type of initial dataperturbations in a straight cylindrical lined duct is investigated. Such kind of investigations is missingin the existing literature. The mathematical tools are the Fourier transform with respect to the axialspatial variable and the Laplace transform with respect to the time variable. The functionalframework and sufficient conditions are researched that the so problem be well-posed in the sense ofHadamard and the Briggs-Bers stability criteria can be applied.
Bidimensional analysis of thermal stratification flow in the surge line of a PWR pressurizer
International Nuclear Information System (INIS)
Moreira, M.L.; Botelho, D.A.
1994-11-01
A numerical model is developed in order to understand the coolant thermal stratification and to develop a capability of predicting the failure of reactor components caused by this phenomenon. A period of this phenomenon in the surge line of a PWR reactor is simulated in two dimensions using the TURBO computer program. The flow cylindrical geometry is represented in 2 D by the space between two parallel plates, and the separation of the plates is estimated using similarity (the equivalence in the pressure drop). The results are compared to experimental data and to analogous results obtained from the COMMIX-1 C code (3 D). (author). 13 refs, 9 figs, 1 tab
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)
Effects of elevated line sources on turbulent mixing in channel flow
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.
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...
The profiles of Fe K α line from the inhomogeneous accretion flow
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.
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.
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
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
A finite-element model for moving contact line problems in immiscible two-phase flow
Kucala, Alec
2017-11-01
Accurate modeling of moving contact line (MCL) problems is imperative in predicting capillary pressure vs. saturation curves, permeability, and preferential flow paths for a variety of applications, including geological carbon storage (GCS) and enhanced oil recovery (EOR). The macroscale movement of the contact line is dependent on the molecular interactions occurring at the three-phase interface, however most MCL problems require resolution at the meso- and macro-scale. A phenomenological model must be developed to account for the microscale interactions, as resolving both the macro- and micro-scale would render most problems computationally intractable. Here, a model for the moving contact line is presented as a weak forcing term in the Navier-Stokes equation and applied directly at the location of the three-phase interface point. The moving interface is tracked with the level set method and discretized using the conformal decomposition finite element method (CDFEM), allowing for the surface tension and the wetting model to be computed at the exact interface location. A variety of verification test cases for simple two- and three-dimensional geometries are presented to validate the current MCL model, which can exhibit grid independence when a proper scaling for the slip length is chosen. Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA-0003525.
Improved Seam-Line Searching Algorithm for UAV Image Mosaic with Optical Flow.
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.
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
New scheduling rules for a dynamic flexible flow line problem with sequence-dependent setup times
Kia, Hamidreza; Ghodsypour, Seyed Hassan; Davoudpour, Hamid
2017-09-01
In the literature, the application of multi-objective dynamic scheduling problem and simple priority rules are widely studied. Although these rules are not efficient enough due to simplicity and lack of general insight, composite dispatching rules have a very suitable performance because they result from experiments. In this paper, a dynamic flexible flow line problem with sequence-dependent setup times is studied. The objective of the problem is minimization of mean flow time and mean tardiness. A 0-1 mixed integer model of the problem is formulated. Since the problem is NP-hard, four new composite dispatching rules are proposed to solve it by applying genetic programming framework and choosing proper operators. Furthermore, a discrete-event simulation model is made to examine the performances of scheduling rules considering four new heuristic rules and the six adapted heuristic rules from the literature. It is clear from the experimental results that composite dispatching rules that are formed from genetic programming have a better performance in minimization of mean flow time and mean tardiness than others.
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
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.
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
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.
Directory of Open Access Journals (Sweden)
Minas Bakalchev
2015-10-01
Full Text Available The perception of elements in a system often creates their interdependence, interconditionality, and suppression. The lines from a basic geometrical element have become the model of a reductive world based on isolation according to certain criteria such as function, structure, and social organization. Their traces are experienced in the contemporary world as fragments or ruins of a system of domination of an assumed hierarchical unity. How can one release oneself from such dependence or determinism? How can the lines become less “systematic” and forms more autonomous, and less reductive? How is a form released from modernistic determinism on the new controversial ground? How can these elements or forms of representation become forms of action in the present complex world? In this paper, the meaning of lines through the ideas of Le Corbusier, Leonidov, Picasso, and Hitchcock is presented. Spatial research was made through a series of examples arising from the projects of the architectural studio “Residential Transformations”, which was a backbone for mapping the possibilities ranging from playfulness to exactness, as tactics of transformation in the different contexts of the contemporary world.
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.
International Nuclear Information System (INIS)
Pless, Jacquelyn; Arent, Douglas J.; Logan, Jeffrey; Cochran, Jaquelin; Zinaman, Owen
2016-01-01
One energy policy objective in the United States is to promote the adoption of technologies that provide consumers with stable, secure, and clean energy. Recent work provides anecdotal evidence of natural gas (NG) and renewable electricity (RE) synergies in the power sector, however few studies quantify the value of investing in NG and RE systems together as complements. This paper uses discounted cash flow analysis and real options analysis to value hybrid NG-RE systems in distributed applications, focusing on residential and commercial projects assumed to be located in the states of New York and Texas. Technology performance and operational risk profiles are modeled at the hourly level to capture variable RE output and NG prices are modeled stochastically as geometric Ornstein-Uhlenbeck (OU) stochastic processes to capture NG price uncertainty. The findings consistently suggest that NG-RE hybrid distributed systems are more favorable investments in the applications studied relative to their single-technology alternatives when incentives for renewables are available. In some cases, NG-only systems are the favorable investments. Understanding the value of investing in NG-RE hybrid systems provides insights into one avenue towards reducing greenhouse gas emissions, given the important role of NG and RE in the power sector. - Highlights: • Natural gas and renewable electricity can be viewed as complements. • We model hybrid natural gas and renewable electricity systems at the hourly level. • We incorporate variable renewable power output and uncertain natural gas prices. • Hybrid natural gas and renewable electricity systems can be valuable investments.
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
Validation of the Actuator Line Model for Simulating Flows past Yawed Wind Turbine Rotors
DEFF Research Database (Denmark)
Shen, Wen Zhong; Zhu, Wei Jun; Yang, Hua
2015-01-01
The Actuator Line/Navier-Stokes model is validated against wind tunnel measurements for flows past the yawed MEXICO rotor and past the yawed NREL Phase VI rotor. The MEXICO rotor is operated at a rotational speed of 424 rpm, a pitch angle of −2.3˚, wind speeds of 10, 15, 24 m/s and yaw angles of 15......˚, 30˚ and 45˚. The computed loads as well as the velocity field behind the yawed MEXICO rotor are compared to the detailed pressure and PIV measurements which were carried out in the EU funded MEXICO project. For the NREL Phase VI rotor, computations were carried out at a rotational speed of 90.2 rpm...
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 quasi-one-dimensional theory of sound propagation in lined ducts with mean flow
Dokumaci, Erkan
2018-04-01
Sound propagation in ducts with locally-reacting liners has received the attention of many authors proposing two- and three-dimensional solutions of the convected wave equation and of the Pridmore-Brown equation. One-dimensional lined duct models appear to have received less attention. The present paper proposes a quasi-one-dimensional theory for lined uniform ducts with parallel sheared mean flow. The basic assumption of the theory is that the effects of refraction and wall compliance on the fundamental mode remain within ranges in which the acoustic fluctuations are essentially uniform over a duct section. This restricts the model to subsonic low Mach numbers and Helmholtz numbers of less than about unity. The axial propagation constants and the wave transfer matrix of the duct are given by simple explicit expressions and can be applied with no-slip, full-slip or partial slip boundary conditions. The limitations of the theory are discussed and its predictions are compared with the fundamental mode solutions of the convected wave equation, the Pridmore-Brown equation and measurements where available.
Degenerate variational integrators for magnetic field line flow and guiding center trajectories
Ellison, C. L.; Finn, J. M.; Burby, J. W.; Kraus, M.; Qin, H.; Tang, W. M.
2018-05-01
Symplectic integrators offer many benefits for numerically approximating solutions to Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two important Hamiltonian systems encountered in plasma physics—the flow of magnetic field lines and the guiding center motion of magnetized charged particles—resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates. New algorithms were recently developed using the variational integration formalism; however, those integrators were found to admit parasitic mode instabilities due to their multistep character. This work eliminates the multistep character, and therefore the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem "degenerate variational integration." Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that the resultant Euler-Lagrange equations are systems of first-order ordinary differential equations. We show that retaining the same degree of degeneracy when constructing discrete Lagrangians yields one-step variational integrators preserving a non-canonical symplectic structure. Numerical examples demonstrate the benefits of the new algorithms, including superior stability relative to the existing variational integrators for these systems and superior qualitative behavior relative to non-conservative algorithms.
Signal analysis of acoustic and flow-induced vibrations of BWR main steam line
Energy Technology Data Exchange (ETDEWEB)
Espinosa-Paredes, G., E-mail: gepe@xanum.uam.mx [División de Ciencias Básicas e Ingeniería, Universidad Autónoma Metropolitana-Iztapalapa, México, D.F. 09340 (Mexico); Prieto-Guerrero, A. [División de Ciencias Básicas e Ingeniería, Universidad Autónoma Metropolitana-Iztapalapa, México, D.F. 09340 (Mexico); Núñez-Carrera, A. [Comisión Nacional de Seguridad Nuclear y Salvaguardias, Doctor Barragán 779, Col. Narvarte, México, D.F. 03020 (Mexico); Vázquez-Rodríguez, A. [División de Ciencias Básicas e Ingeniería, Universidad Autónoma Metropolitana-Iztapalapa, México, D.F. 09340 (Mexico); Centeno-Pérez, J. [Instituto Politécnico Nacional, Escuela Superior de Física y Matemáticas Unidad Profesional “Adolfo López Mateos”, Av. IPN, s/n, México, D.F. 07738 (Mexico); Espinosa-Martínez, E.-G. [Departamento de Sistemas Energéticos, Universidad Nacional Autónoma de México, México, D.F. 04510 (Mexico); and others
2016-05-15
Highlights: • Acoustic and flow-induced vibrations of BWR are analyzed. • BWR performance after extended power uprate is considered. • Effect of acoustic side branches (ASB) is analyzed. • The ASB represents a reduction in the acoustic loads to the steam dryer. • Methodology developed for simultaneous analyzing the signals in the MSL. - Abstract: The aim of this work is the signal analysis of acoustic waves due to phenomenon known as singing in Safety Relief Valves (SRV) of the main steam lines (MSL) in a typical BWR5. The acoustic resonance in SRV standpipes and fluctuating pressure is propagated from SRV to the dryer through the MSL. The signals are analyzed with a novel method based on the Multivariate Empirical Mode Decomposition (M-EMD). The M-EMD algorithm has the potential to find common oscillatory modes (IMF) within multivariate data. Based on this fact, we implement the M-EMD technique to find the oscillatory mode in BWR considering the measurements obtained collected by the strain gauges located around the MSL. These IMF, analyzed simultaneously in time, allow obtaining an estimation of the effects of the multiple-SRV in the MSL. Two scenarios are analyzed: the first is the signal obtained before the installation of the acoustic dampers (ASB), and the second, the signal obtained after installation. The results show the effectiveness of the ASB to damp the strong resonances when the steam flow increases, which represents an important reduction in the acoustic loads to the steam dryer.
Signal analysis of acoustic and flow-induced vibrations of BWR main steam line
International Nuclear Information System (INIS)
Espinosa-Paredes, G.; Prieto-Guerrero, A.; Núñez-Carrera, A.; Vázquez-Rodríguez, A.; Centeno-Pérez, J.; Espinosa-Martínez, E.-G.
2016-01-01
Highlights: • Acoustic and flow-induced vibrations of BWR are analyzed. • BWR performance after extended power uprate is considered. • Effect of acoustic side branches (ASB) is analyzed. • The ASB represents a reduction in the acoustic loads to the steam dryer. • Methodology developed for simultaneous analyzing the signals in the MSL. - Abstract: The aim of this work is the signal analysis of acoustic waves due to phenomenon known as singing in Safety Relief Valves (SRV) of the main steam lines (MSL) in a typical BWR5. The acoustic resonance in SRV standpipes and fluctuating pressure is propagated from SRV to the dryer through the MSL. The signals are analyzed with a novel method based on the Multivariate Empirical Mode Decomposition (M-EMD). The M-EMD algorithm has the potential to find common oscillatory modes (IMF) within multivariate data. Based on this fact, we implement the M-EMD technique to find the oscillatory mode in BWR considering the measurements obtained collected by the strain gauges located around the MSL. These IMF, analyzed simultaneously in time, allow obtaining an estimation of the effects of the multiple-SRV in the MSL. Two scenarios are analyzed: the first is the signal obtained before the installation of the acoustic dampers (ASB), and the second, the signal obtained after installation. The results show the effectiveness of the ASB to damp the strong resonances when the steam flow increases, which represents an important reduction in the acoustic loads to the steam dryer.
International Nuclear Information System (INIS)
Peletier, Mark A.; Redig, Frank; Vafayi, Kiamars
2014-01-01
We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter m (BEP(m)), a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti (KMP) process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP(m) and the KMP, and a nonlinear heat equation for the Generalized Brownian Energy Process with parameter a (GBEP(a)). We prove the hydrodynamic limit rigorously for the BEP(m), and give a formal derivation for the GBEP(a). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form −log ρ; they involve dissipation or mobility terms of order ρ 2 for the linear heat equation, and a nonlinear function of ρ for the nonlinear heat equation
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.
Energy Technology Data Exchange (ETDEWEB)
J.A. Krommes
2009-05-19
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-χ 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.
Directory of Open Access Journals (Sweden)
Akke Kok
Full Text Available Shortening or omitting the dry period of dairy cows improves metabolic health in early lactation and reduces management transitions for dairy cows. The success of implementation of these strategies depends on their impact on milk yield and farm profitability. Insight in these impacts is valuable for informed decision-making by farmers. The aim of this study was to investigate how shortening or omitting the dry period of dairy cows affects production and cash flows at the herd level, and greenhouse gas emissions per unit of milk, using a dynamic stochastic simulation model. The effects of dry period length on milk yield and calving interval assumed in this model were derived from actual performance of commercial dairy cows over multiple lactations. The model simulated lactations, and calving and culling events of individual cows for herds of 100 cows. Herds were simulated for 5 years with a dry period of 56 (conventional, 28 or 0 days (n = 50 herds each. Partial cash flows were computed from revenues from sold milk, calves, and culled cows, and costs from feed and rearing youngstock. Greenhouse gas emissions were computed using a life cycle approach. A dry period of 28 days reduced milk production of the herd by 3.0% in years 2 through 5, compared with a dry period of 56 days. A dry period of 0 days reduced milk production by 3.5% in years 3 through 5, after a dip in milk production of 6.9% in year 2. On average, dry periods of 28 and 0 days reduced partial cash flows by €1,249 and €1,632 per herd per year, and increased greenhouse gas emissions by 0.7% and 0.5%, respectively. Considering the potential for enhancing cow welfare, these negative impacts of shortening or omitting the dry period seem justifiable, and they might even be offset by improved health.
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.
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...
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
Momentum Maps and Stochastic Clebsch Action Principles
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.
O'Neill, J. J.; Cai, X.; Kinnersley, R.
2015-12-01
Large-eddy simulation (LES) provides a powerful tool for developing our understanding of atmospheric boundary layer (ABL) dynamics, which in turn can be used to improve the parameterisations of simpler operational models. However, LES modelling is not without its own limitations - most notably, the need to parameterise the effects of all subgrid-scale (SGS) turbulence. Here, we employ a stochastic backscatter SGS model, which explicitly handles the effects of both forward and reverse energy transfer to/from the subgrid scales, to simulate the neutrally stratified ABL as well as flow within an idealised urban street canyon. In both cases, a clear improvement in LES output statistics is observed when compared with the performance of a SGS model that handles forward energy transfer only. In the neutral ABL case, the near-surface velocity profile is brought significantly closer towards its expected logarithmic form. In the street canyon case, the strength of the primary vortex that forms within the canyon is more accurately reproduced when compared to wind tunnel measurements. Our results indicate that grid-scale backscatter plays an important role in both these modelled situations.
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
Quintero-Chavarria, E.; Ochoa Gutierrez, L. H.
2016-12-01
Applications of the Self-potential Method in the fields of Hydrogeology and Environmental Sciences have had significant developments during the last two decades with a strong use on groundwater flows identification. Although only few authors deal with the forward problem's solution -especially in geophysics literature- different inversion procedures are currently being developed but in most cases they are compared with unconventional groundwater velocity fields and restricted to structured meshes. This research solves the forward problem based on the finite element method using the St. Venant's Principle to transform a point dipole, which is the field generated by a single vector, into a distribution of electrical monopoles. Then, two simple aquifer models were generated with specific boundary conditions and head potentials, velocity fields and electric potentials in the medium were computed. With the model's surface electric potential, the inverse problem is solved to retrieve the source of electric potential (vector field associated to groundwater flow) using deterministic and stochastic approaches. The first approach was carried out by implementing a Tikhonov regularization with a stabilized operator adapted to the finite element mesh while for the second a hierarchical Bayesian model based on Markov chain Monte Carlo (McMC) and Markov Random Fields (MRF) was constructed. For all implemented methods, the result between the direct and inverse models was contrasted in two ways: 1) shape and distribution of the vector field, and 2) magnitude's histogram. Finally, it was concluded that inversion procedures are improved when the velocity field's behavior is considered, thus, the deterministic method is more suitable for unconfined aquifers than confined ones. McMC has restricted applications and requires a lot of information (particularly in potentials fields) while MRF has a remarkable response especially when dealing with confined aquifers.
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.
Directory of Open Access Journals (Sweden)
Rosales Laura
2008-11-01
Full Text Available Abstract Background In hemodialysis, extracorporeal blood flow (Qb recommendation is 300–500 mL/min. To achieve the best Qb, we based our prescription on dynamic arterial line pressure (DALP. Methods This prospective study included 72 patients with catheter Group 1 (G1, 1877 treatments and 35 arterio-venous (AV fistulae Group 2 (G2, 1868 treatments. The dialysis staff was trained to prescribe Qb sufficient to obtain DALP between -200 to -250 mmHg. We measured ionic clearance (IK: mL/min, access recirculation, DALP (mmHg and Qb (mL/min. Six prescription zones were identified: from an optimal A zone (Qb > 400, DALP -200 to -250 to zones with lower Qb E (Qb -199. Results Treatments distribution in A was 695 (37% in G1 vs. 704 (37.7% in G2 (P = 0.7. In B 150 (8% in G1 vs. 458 (24.5% in G2 (P P = 0.62. IK in A was 214 ± 34 (G1 vs. 213 ± 35 (G2 (P = 0.65. IK Anova between G2 zones was: A vs. C and D (P P = 0.02. Conclusion In conclusion, an optimal Qb can de prescribed with DALP of -200 mmHg. Staff adherence to DLAP treatment prescription could be reached up to 81.3% in catheters and 84.1% in AV fistulae.
Energy Technology Data Exchange (ETDEWEB)
Jacob Raglend, I. [School of Electrical Sciences, Noorul Islam University, Kumaracoil 629 180 (India); Veeravalli, Sowjanya; Sailaja, Kasanur; Sudheera, B. [School of Electrical Sciences, Vellore Institute of Technology, Vellore 632 004 (India); Kothari, D.P. [FNAE, FNASC, SMIEEE, Vellore Institute of Technology University, Vellore 632 014 (India)
2010-07-15
A comparative study has been made on the solutions obtained using combined economic emission dispatch (CEED) problem considering line flow constraints using different intelligent techniques for the regulated power system to ensure a practical, economical and secure generation schedule. The objective of the paper is to minimize the total production cost of the power generation. Economic load dispatch (ELD) and economic emission dispatch (EED) have been applied to obtain optimal fuel cost of generating units. Combined economic emission dispatch (CEED) is obtained by considering both the economic and emission objectives. This bi-objective CEED problem is converted into single objective function using price penalty factor approach. In this paper, intelligent techniques such as genetic algorithm (GA), evolutionary programming (EP), particle swarm optimization (PSO), differential evolution (DE) are applied to obtain CEED solutions for the IEEE 30-bus system and 15-unit system. This proposed algorithm introduces an efficient CEED approach that obtains the minimum operating cost satisfying unit, emission and network constraints. The proposed algorithm has been tested on two sample systems viz the IEEE 30-bus system and a 15-unit system. The results obtained by the various artificial intelligent techniques are compared with respect to the solution time, total production cost and convergence criteria. The solutions obtained are quite encouraging and useful in the economic emission environment. The algorithm and simulation are carried out using Matlab software. (author)
International Nuclear Information System (INIS)
Jacob Raglend, I.; Veeravalli, Sowjanya; Sailaja, Kasanur; Sudheera, B.; Kothari, D.P.
2010-01-01
A comparative study has been made on the solutions obtained using combined economic emission dispatch (CEED) problem considering line flow constraints using different intelligent techniques for the regulated power system to ensure a practical, economical and secure generation schedule. The objective of the paper is to minimize the total production cost of the power generation. Economic load dispatch (ELD) and economic emission dispatch (EED) have been applied to obtain optimal fuel cost of generating units. Combined economic emission dispatch (CEED) is obtained by considering both the economic and emission objectives. This bi-objective CEED problem is converted into single objective function using price penalty factor approach. In this paper, intelligent techniques such as genetic algorithm (GA), evolutionary programming (EP), particle swarm optimization (PSO), differential evolution (DE) are applied to obtain CEED solutions for the IEEE 30-bus system and 15-unit system. This proposed algorithm introduces an efficient CEED approach that obtains the minimum operating cost satisfying unit, emission and network constraints. The proposed algorithm has been tested on two sample systems viz the IEEE 30-bus system and a 15-unit system. The results obtained by the various artificial intelligent techniques are compared with respect to the solution time, total production cost and convergence criteria. The solutions obtained are quite encouraging and useful in the economic emission environment. The algorithm and simulation are carried out using Matlab software. (author)
On-line monitoring system development for single-phase flow accelerated corrosion
International Nuclear Information System (INIS)
Lee, Na Young; Lee, Seung Gi; Ryu, Kyung Ha; Hwang, Il Soon
2007-01-01
Aged nuclear piping has been reported to undergo corrosion-induced accelerated failures, often without giving signatures to current inspection campaigns. Therefore, we need diverse sensors which can cover a wide area in an on-line application. We suggest an integrated approach to monitor the flow accelerated corrosion (FAC) susceptible piping. Since FAC is a combined phenomenon, we need to monitor as many parameters as possible and that cover wide area, since we do not know where the FAC occurs. For this purpose, we introduce the wearing rate model which focuses on the electrochemical parameters. Using this model, we can predict the wearing rate and then compare testing results. Through analysis we identified feasibility and then developed electrochemical sensors for high temperature application; we also introduced a mechanical monitoring system which is still under development. To support the validation of the monitored results, we adopted high temperature ultrasonic transducer (UT), which shows good resolution in the testing environment. As such, all the monitored results can be compared in terms of thickness. Our validation tests demonstrated the feasibility of sensors. To support direct thickness measurement for a wide-area, the direct current potential drop (DCPD) method will be researched to integrate into the developed framework
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
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.
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 ...
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 ...
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)
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
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Stochastic porous media equations
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.
Qian, Tiezheng
2009-10-29
This paper starts with an introduction to the Onsager principle of minimum energy dissipation which governs the optimal paths of deviation and restoration to equilibrium. Then there is a review of the variational approach to moving contact line hydrodynamics. To demonstrate the validity of our continuum hydrodynamic model, numerical results from model calculations and molecular dynamics simulations are presented for immiscible Couette and Poiseuille flows past homogeneous solid surfaces, with remarkable overall agreement. Our continuum model is also used to study the contact line motion on surfaces patterned with stripes of different contact angles (i.e. surfaces of varying wettability). Continuum calculations predict the stick-slip motion for contact lines moving along these patterned surfaces, in quantitative agreement with molecular dynamics simulation results. This periodic motion is tunable through pattern period (geometry) and contrast in wetting property (chemistry). The consequence of stick-slip contact line motion on energy dissipation is discussed. © 2009 IOP Publishing Ltd.
Experimental analysis of flow of ductile cast iron in stream lined gating systems
DEFF Research Database (Denmark)
Skov-Hansen, Søren Peter; Tiedje, Niels Skat
2008-01-01
Streamlined gating systems have been developed for production of high integrity ductile cast iron parts. Flow of ductile cast iron in streamlined gating systems was studied in glass fronted sand moulds where flow in the gating system and casting was recorded by a digital video camera. These results...... show how the quality of pouring, design of ingates, design of bends and flow over cores influence melt flow and act to determine the quality of the castings....
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
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...
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.
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...
Purged window apparatus. [On-line spectroscopic analysis of gas flow systems
Ballard, E.O.
1982-04-05
A purged window apparatus is described which utilizes tangentially injected heated purge gases in the vicinity of electromagnetic radiation transmitting windows and a tapered external mounting tube to accelerate these gases to provide a vortex flow on the window surface and a turbulent flow throughout the mounting tube thereby preventing backstreaming of flowing gases under investigation in a chamber to which a plurality of similar purged apparatus is attached with the consequent result that spectroscopic analyses can be undertaken for lengthy periods without the necessity of interrupting the flow for cleaning or replacing the windows due to contamination.
Directory of Open Access Journals (Sweden)
Akanksha Mishra
2016-03-01
Full Text Available As a result of privatization of the electrical industry the power transmission lines have to transfer power at their maximum transmission limits because of the competitive scenario of the electrical market. Hence, secured operation of power system has become one of the most important issues of modern era. In this paper, a probability of severity based placement strategy for Interline Power Flow Controller (IPFC has been proposed based on Composite Severity Index (CSI. The composite severity index provides an exact measure of stress in the line in terms of mega watt overloading and voltage instability. IPFC is placed on the line which has the highest probability of severity during the occurrence of different outages. The IPFC has been tuned for a multi-objective function using Differential Evolution (DE and the results have been compared with genetic Algorithm (GA. To verify the proposed method, it has been tested and implemented on IEEE 14 and 57 bus systems.
Zhou, Jie; Bhaskar, Atul; Zhang, Xin
2014-03-01
Sound transmission through a system of double shells, lined with poroelastic material in the presence of external mean flow, is studied. The porous material is modeled as an equivalent fluid because shear wave contributions are known to be insignificant. This is achieved by accounting for the energetically most dominant wave types in the calculations. The transmission characteristics of the sandwich construction are presented for different incidence angles and Mach numbers over a wide frequency range. It is noted that the transmission loss exhibits three dips on the frequency axis as opposed to flat panels where there are only two such frequencies—results are discussed in the light of these observations. Flow is shown to decrease the transmission loss below the ring frequency, but increase this above the ring frequency due to the negative stiffness and the damping effect added by the flow. In the absence of external mean flow, porous material provides superior insulation for most part of the frequency band of interest. However, in the presence of external flow, this is true only below the ring frequency—above this frequency, the presence of air gap in sandwich constructions is the dominant factor that determines the acoustic performance. In the absence of external flow, an air gap always improves sound insulation.
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.
Energy Technology Data Exchange (ETDEWEB)
Baer, T.A.; Cairncross, R.A.; Rao, R.R.; Sackinger, P.A.; Schunk, P.R.
1999-01-29
To date, few researchers have solved three-dimensional free-surface problems with dynamic wetting lines. This paper extends the free-surface finite element method described in a companion paper [Cairncross, R.A., P.R. Schunk, T.A. Baer, P.A. Sackinger, R.R. Rao, "A finite element method for free surface flows of incompressible fluid in three dimensions, Part I: Boundary-Fitted mesh motion.", to be published (1998)] to handle dynamic wetting. A generalization of the technique used in two dimensional modeling to circumvent double-valued velocities at the wetting line, the so-called kinematic paradox, is presented for a wetting line in three dimensions. This approach requires the fluid velocity normal to the contact line to be zero, the fluid velocity tangent to the contact line to be equal to the tangential component of web velocity, and the fluid velocity into the web to be zero. In addition, slip is allowed in a narrow strip along the substrate surface near the dynamic contact line. For realistic wetting-line motion, a contact angle which varies with wetting speed is required because contact lines in three dimensions typically advance or recede a different rates depending upon location and/or have both advancing and receding portions. The theory is applied to capillary rise of static fluid in a corner, the initial motion of a Newtonian droplet down an inclined plane, and extrusion of a Newtonian fluid from a nozzle onto a moving substrate. The extrusion results are compared to experimental visualization. Subject Categories
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)
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Slip-line field analysis of metal flow during two dimensional forging
International Nuclear Information System (INIS)
Fenton, R.G.; Khataan, H.A.
1981-01-01
A method of computation and a computer software package were developed for solving problems of two dimensional plastic flow between symmetrical dies of any specified shape. The load required to initiate plastic flow, the stress and velocity distributions in the plastic region of the metal, and the pressure distribution acting on the die are determined. The method can be used to solve any symmetrical plane strain flow problem regardless of the complexity of the die. The accurate solution obtained by this efficient method can provide valuable help to forging die designers. (Author) [pt
On-Line Detection of Distributed Attacks from Space-Time Network Flow Patterns
National Research Council Canada - National Science Library
Baras, J. S; Cardenas, A. A; Ramezani, V
2003-01-01
.... The directionality of the change in a network flow is assumed to have an objective or target. The particular problem of detecting distributed denial of service attacks from distributed observations is presented as a working framework...
PIV measurements of acoustic and flow-induced vibration in main stream lines
International Nuclear Information System (INIS)
Li, Yanrong; Someya, Satoshi; Okamoto, Koji
2009-01-01
Systems with closed side-branches are liable to an excitation of sound, as called cavity tone. In this study, flow-induced acoustic resonances of piping systems containing closed side-branches were investigated experimentally. The present investigation on the coaxial closed side-branches is the first rudimentary study to measure the pressure at the downstream side opening of the cavity by microphone and to visualize the fluid flow in the cross-section by using PIV. High-time-resolved PIV has a possibility to analyze the velocity field and the relation between sound propagation and flow field. The fluid flows at different points in the cavity interact with some phase differences and the relation can be clarified. (author)
Hydrodynamic pressure sensing with an artificial lateral line in steady and unsteady flows
International Nuclear Information System (INIS)
Venturelli, Roberto; Akanyeti, Otar; Visentin, Francesco; Fiorini, Paolo; Ježov, Jaas; Toming, Gert; Kruusmaa, Maarja; Chambers, Lily D; Brown, Jennifer; Megill, William M
2012-01-01
With the overall goal being a better understanding of the sensing environment from the local perspective of a situated agent, we studied uniform flows and Kármán vortex streets in a frame of reference relevant to a fish or swimming robot. We visualized each flow regime with digital particle image velocimetry and then took local measurements using a rigid body with laterally distributed parallel pressure sensor arrays. Time and frequency domain methods were used to characterize hydrodynamically relevant scenarios in steady and unsteady flows for control applications. Here we report that a distributed pressure sensing mechanism has the capability to discriminate Kármán vortex streets from uniform flows, and determine the orientation and position of the platform with respect to the incoming flow and the centre axis of the Kármán vortex street. It also enables the computation of hydrodynamic features which may be relevant for a robot while interacting with the flow, such as vortex shedding frequency, vortex travelling speed and downstream distance between vortices. A Kármán vortex street was distinguished in this study from uniform flows by analysing the magnitude of fluctuations present in the sensor measurements and the number of sensors detecting the same dominant frequency. In the Kármán vortex street the turbulence intensity was 30% higher than that in the uniform flow and the sensors collectively sensed the vortex shedding frequency as the dominant frequency. The position and orientation of the sensor platform were determined via a comparative analysis between laterally distributed sensor arrays; the vortex travelling speed was estimated via a cross-correlation analysis among the sensors. (paper)
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 Averaging and Stochastic Extremum Seeking
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...
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.
Alam, Md Anik; Shi, Zhenqi; Drennen, James K; Anderson, Carl A
2017-06-30
In-line monitoring of continuous powder flow is an integral part of the continuous manufacturing process of solid oral dosage forms in the pharmaceutical industry. Specifically, monitoring downstream from loss-in-weight (LIW) feeders and/or continuous mixers provides important data about the state of the process. Such measurements support control of the process and thereby enhance product quality. Near Infrared Spectroscopy (NIRS) is a potential PAT tool to monitor the homogeneity of a continuous powder flow stream in pharmaceutical manufacturing. However, the association of analytical results from NIR sampling of the powder stream and the homogeneity (content uniformity) of the resulting tablets provides several challenges; appropriate sampling strategies, adequately robust modeling techniques and poor sensitivities (for low dose APIs) are amongst them. Information from reflectance-based NIRS sampling is limited. The region of the powder bed that is interrogated is confined to the surface where the measurement is made. This potential bias in sampling may, in turn, limit the ability to predict the homogeneity of the finished dosage form. Further, changes to the processing parameters (e.g., rate of powder flow) often have a significant effect on the resulting data. Sample representation, interdependence between process parameters and their effects on powder flow behavior are critical factors for NIRS monitoring of continuous powder flow system. A transmission NIR method was developed as an alternative technique to monitor continuous powder flow and quantify API in the powder stream. Transmission NIRS was used to determine the thickness of the powder stream flowing from a loss-in-weight feeder. The thickness measurement of the powder stream provided an in-depth understanding about the effects of process parameters such as tube angles and powder flow rates on powder flow behaviors. This knowledge based approach helped to define an analytical design space that was
Robust Detection and Visualization of Jet-Stream Core Lines in Atmospheric Flow.
Kern, Michael; Hewson, Tim; Sadlo, Filip; Westermann, Rudiger; Rautenhaus, Marc
2018-01-01
Jet-streams, their core lines and their role in atmospheric dynamics have been subject to considerable meteorological research since the first half of the twentieth century. Yet, until today no consistent automated feature detection approach has been proposed to identify jet-stream core lines from 3D wind fields. Such 3D core lines can facilitate meteorological analyses previously not possible. Although jet-stream cores can be manually analyzed by meteorologists in 2D as height ridges in the wind speed field, to the best of our knowledge no automated ridge detection approach has been applied to jet-stream core detection. In this work, we -a team of visualization scientists and meteorologists-propose a method that exploits directional information in the wind field to extract core lines in a robust and numerically less involved manner than traditional 3D ridge detection. For the first time, we apply the extracted 3D core lines to meteorological analysis, considering real-world case studies and demonstrating our method's benefits for weather forecasting and meteorological research.
Latest evolution in a 300mm graphoepitaxy pilot line flow for L/S applications
Claveau, G.; Argoud, M.; Pimenta-Barros, P.; Chamiot-Maitral, G.; Tiron, R.; Chevalier, X.; Navarro, C.
2017-03-01
Directed Self Assembly (DSA) of block-copolymers (BCPs) used as a complementary technique to the 193nm immersion lithography has demonstrated sub-10nm node applications in both via and line/space patterning. We propose however to study the performance of graphoepitaxy which allows DSA with thicker initial BCP layer, higher multiplication factors and stronger orientation control of lamellae. The aim of this work is to use the 300mm pilot line available at LETI and Arkema's advanced materials to evaluate the performances of a novel graphoepitaxy process based on the work on a 38nm period lamellar PS-b-PMMA (L38) reported before.
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.
Development of a centrifugal in-line separator for oil-water flows
Slot, J.J.
2013-01-01
The world energy consumption will increase in the next decades. However, many aging oil fields are showing a steady decline in oil production. And they are producing increasing amounts of water, making the separation of the oil from the oil-water mixture an important processing step. In-line
Lagrangian and Hamiltonian Formulation of Transmission Line Systems with Boundary Energy Flow
Jeltsema, Dimitri; Schaft, Arjan J. van der
The classical Lagrangian and Hamiltonian formulation of an electrical transmission line is reviewed and extended to allow for varying boundary conditions, The method is based on the definition of an infinite-dimensional analogue of the affine Lagrangian and Hamiltonian input-output systems
DEFF Research Database (Denmark)
Tosello, Guido; Gava, Alberto; Hansen, Hans Nørgaard
2010-01-01
, the relationships between the filling pattern and the different process parameter settings have to be established. In this paper, a novel approach based on the use of weld lines as flow markers to trace the development of the flow front during the filling is proposed. The effects on the filling stage of process......Micro-injection moulding (micro-moulding) is a process which enables the mass production of polymer microproducts. In order to produce high-quality injection moulded micro-parts, a crucial aspect to be fully understood and optimised is the filling of the cavity by the molten polymer. As a result...... manufactured by micro-electrodischarge machining. A commercially available polystyrene grade polymer has been moulded using a high-speed injection moulding machine. The design of experiment technique was employed to determine the effect of the process parameters on the filling phase of the micro...
ethod of straight lines for a Bingham problem as a model for the flow of waxy crude oils
Directory of Open Access Journals (Sweden)
German Ariel Torres
2005-11-01
Full Text Available In this work, we develop a method of straight lines for solving a Bingham problem that models the flow of waxy crude oils. The model describes the flow of mineral oils with a high content of paraffin at temperatures below the cloud point (i.e. the crystallization temperature of paraffin and more specifically below the pour point at which the crystals aggregate themselves and the oil takes a jell-like structure. From the rheological point of view such a system can be modelled as a Bingham fluid whose parameters evolve according to the volume fractions of crystallized paraffin and the aggregation degree of crystals. We prove that the method is well defined for all times, a monotone property, qualitative behaviour of the solution, and a convergence theorem. The results are compared with numerical experiments at the end of this article.
Energy Technology Data Exchange (ETDEWEB)
Perez-Ruiz, Tomas; Martinez-Lozano, Carmen; Tomas, Virginia; Martin, Jesus
2004-07-01
A very sensitive fluorimetric method for the determination of menadione using a flow injection system is proposed. The method is based on the on-line reduction of menadione in dodecylsulphate micelles upon irradiation with UV light. The strong fluorescence of the reduced menadione in micellar medium is measured at 410 nm with excitation at 340 nm. The method shows a linear range between 2.42 and 245 ng ml{sup -1} and a limit of detection of 0.18 ng ml{sup -1}. The sample throughput was 90 injections per hour. The applicability of the assay was demonstrated by analysing this vitamin in commercial pharmaceutical preparations.
International Nuclear Information System (INIS)
Perez-Ruiz, Tomas; Martinez-Lozano, Carmen; Tomas, Virginia; Martin, Jesus
2004-01-01
A very sensitive fluorimetric method for the determination of menadione using a flow injection system is proposed. The method is based on the on-line reduction of menadione in dodecylsulphate micelles upon irradiation with UV light. The strong fluorescence of the reduced menadione in micellar medium is measured at 410 nm with excitation at 340 nm. The method shows a linear range between 2.42 and 245 ng ml -1 and a limit of detection of 0.18 ng ml -1 . The sample throughput was 90 injections per hour. The applicability of the assay was demonstrated by analysing this vitamin in commercial pharmaceutical preparations
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
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.
International Nuclear Information System (INIS)
Hinshelwood, D. D.; Schumer, J. W.; Allen, R. J.; Commisso, R. J.; Jackson, S. L.; Murphy, D. P.; Phipps, D.; Swanekamp, S. B.; Weber, B. V.; Ottinger, P. F.; Apruzese, J. P.; Cooperstein, G.; Young, F. C.
2011-01-01
A pinch-reflex ion diode is fielded on the pulsed-power machine Mercury (R. J. Allen, et al., 15th IEEE Intl. Pulsed Power Conf., Monterey, CA, 2005, p. 339), which has an inductive voltage adder (IVA) architecture and a magnetically insulated transmission line (MITL). Mercury is operated in positive polarity resulting in layered MITL flow as emitted electrons are born at a different potential in each of the adder cavities. The usual method for estimating the voltage by measuring the bound current in the cathode and anode of the MITL is not accurate with layered flow, and the interaction of the MITL flow with a pinched-beam ion diode load has not been studied previously. Other methods for determining the diode voltage are applied, ion diode performance is experimentally characterized and evaluated, and circuit and particle-in-cell (PIC) simulations are performed. Results indicate that the ion diode couples efficiently to the machine operating at a diode voltage of about 3.5 MV and a total current of about 325 kA, with an ion current of about 70 kA of which about 60 kA is proton current. It is also found that the layered flow impedance of the MITL is about half the vacuum impedance.
LHCb base-line level-0 trigger 3D-Flow implementation
International Nuclear Information System (INIS)
Crosetto, Dario B.
1999-01-01
The LHCb Level-0 trigger implementation with the 3D-Flow system offers full programmability, allowing it to adapt to unexpected operating conditions and enabling new, unpredicted physics. The implementation is described in detail and refers to components and technology available today. The 3D-Flow Processor system is a new, technology-independent concept in very fast, real-time system architectures. Based on the replication of a single type of circuit of 100k gates, which communicates in six directions: bi-directional with North, East, West, and South neighbors, unidirectional from Top to Bottom, the system offers full programmability, modularity, ease of expansion and adaptation to the latest technology. A complete study of its applicability to the LHCb calorimeter triggers is presented. Full description of the input data handling, either in digital or mixed digital-analog form, of the data processing, and the transmission of results to the global level-0 trigger decision unit are provided. Any level-0 trigger algorithm (2x2, 3x3, 4x4, etc.) with up to 20 steps, can be implemented with zero dead-time, while sustaining input data rate (up to 32-bit per input channel, per bunch crossing) at 40 MHz. For each step, each 3D-Flow processor can execute up to 26 operations, inclusive of compare, ranging, finding local maxima, and efficient data exchange with neighboring channels. (One-to-one correspondence between input channel and trigger tower.) Populated with only two main types of components, front-end FPGAs and 3D-Flow processors, a single type of board, it is shown how the whole Level-0 calorimeter trigger can be accommodated into six crates (9U), each containing 16 identical boards. All 3D-Flow inter-chip Bottom to Top ports connection are all contained on the board (data are multiplexed 2 : 1, PCB traces are shorter than 6 cm); all 3D-flow inter-chip North, East, West, and South ports connections, between boards and crates, are multiplexed (8+2) : 1 and are
Nerney, Steven; Suess, S. T.; Schmahl, E. J.
1995-01-01
The topology of the magnetic field in the heliosheath is illustrated using plots of the field lines. It is shown that the Archimedean spiral inside the terminal shock is rotated back in the heliosheath into nested spirals that are advected in the direction of the interstellar wind. The 22-year solar magnetic cycle is imprinted onto these field lines in the form of unipolar magnetic envelopes surrounded by volumes of strongly mixed polarity. Each envelope is defined by the changing tilt of the heliospheric current sheet, which is in turn defined by the boundary of unipolar high-latitude regions on the Sun that shrink to the pole at solar maximum and expand to the equator at solar minimum. The detailed shape of the envelopes is regulated by the solar wind velocity structure in the heliosheath.
Effect of alternate-vortex on flow-induced in-line oscillation
International Nuclear Information System (INIS)
Kondo, Masaya; Anoda, Yoshinari
1999-01-01
Experiments were performed to study the in-line oscillations of a flexible cylinder in a water crossflow to estimate the effects of alternate-vortex. The measured oscillations were analyzed using the Gabor wavelet function to define the temporal phase relation between the in-line displacement and the vortex-induced force. The analysis shows that 1) the stability region located between two excited regions is generated by alternate vortex effect, 2) the phase relation, which was changed as the crossflow velocity increased, can be classified into three categories, 3) though the contribution of the alternate vortex at the excited region was positive, the contribution at the stability region was negative. (author)
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Screening of Compounds Toxicity against Human Monocytic cell line-THP-1 by Flow Cytometry
Directory of Open Access Journals (Sweden)
Pick Neora
2004-01-01
Full Text Available The worldwide rapid increase in bacterial resistance to numerous antibiotics requires on-going development of new drugs to enter the market. As the development of new antibiotics is lengthy and costly, early monitoring of compound's toxicity is essential in the development of novel agents. Our interest is in a rapid, simple, high throughput screening method to assess cytotoxicity induced by potential agents. Some intracellular pathogens, such as Mycobacterium tuberculosis primary site of infection is human alveolar macrophages. Thus, evaluation of candidate drugs for macrophage toxicity is crucial. Protocols for high throughput drug toxicity screening of macrophages using flow cytometry are lacking in the literature. For this application we modified a preexisting technique, propidium iodide (PI exclusion staining and utilized it for rapid toxicity tests. Samples were prepared in 96 well plates and analyzed by flow cytometry, which allowed for rapid, inexpensive and precise assessment of compound's toxicity associated with cell death.
Katarzyna Czaczyk; Wojciech Juzwa
2012-01-01
Background. Flow cytometry constitutes an alternative for traditional methods of microorganisms identifi cation 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 signifi cant reduction of time required for analysis allowing monitoring of production process...
Description of classical and quantum interference in view of the concept of flow line
Davidovic, M.; Sanz, A. S.; Bozic, M.
2015-01-01
© 2015, Springer Science+Business Media New York. Bohmian mechanics, a hydrodynamic formulation of quantum mechanics, relies on the concept of trajectory, which evolves in time in compliance with dynamical information conveyed by the wave function. Here, this appealing idea is considered to analyze both classical and quantum interference, thus providing an alternative and more intuitive framework to understand the time evolution of waves either in terms of the flow of energy (for instance, fo...
Multi Parameter Flow Meter for On-Line Measurement of Gas Mixture Composition
Directory of Open Access Journals (Sweden)
Egbert van der Wouden
2015-04-01
Full Text Available In this paper we describe the development of a system and model to analyze the composition of gas mixtures up to four components. The system consists of a Coriolis mass flow sensor, density, pressure and thermal flow sensor. With this system it is possible to measure the viscosity, density, heat capacity and flow rate of the medium. In a next step the composition can be analyzed if the constituents of the mixture are known. This makes the approach universally applicable to all gasses as long as the number of components does not exceed the number of measured properties and as long as the properties are measured with a sufficient accuracy. We present measurements with binary and ternary gas mixtures, on compositions that range over an order of magnitude in value for the physical properties. Two platforms for analyses are presented. The first platform consists of sensors realized with MEMS fabrication technology. This approach allows for a system with a high level of integration. With this system we demonstrate a proof of principle for the analyses of binary mixtures with an accuracy of 10%. In the second platform we utilize more mature steel sensor technology to demonstrate the potential of this approach. We show that with this technique, binary mixtures can be measured within 1% and ternary gas mixtures within 3%.
Salvato, L.; Crossey, L. J.
2013-12-01
The Rio Chama is the largest stream tributary to the Rio Grande in northern New Mexico. The river's geographic location in a semiarid region results in high rates of evapotranspiration and highly variable streamflow. The Rio Chama is part of the San Juan-Chama Drinking Water Project, in which water from the San Juan River, southern Colorado, is diverted across the continental divide to the Rio Chama. Surface water moves through Abiquiu, El Vado and Heron Reservoirs to the Rio Grande to supply Albuquerque with potable drinking water. The results of these anthropogenic influences are a modified flow regime, less variability, greater base-flows, and smaller peak flows. We examined selected locations throughout the Rio Chama system to provide base-line water quality data for ongoing studies. This information will contribute to the development of the best plan to optimize flow releases and maximize benefits of the stakeholders and especially the riparian and stream ecosystems. We report results of two sampling trips representing extremes of the hydrograph in summer 2012 and fall 2012. We collected field parameters, processed water samples, and analyzed them for major anions and cations. The geochemistry enables us to better understand the impact of monthly releases of San Juan river water. We captured two points of the river's streamflow range, 54 cubic feet per second in October 2012 and 1,000 cubic feet per second in August 2012 and looked for variability within the results. We found that the reservoirs exhibit varying anion concentrations from samples taken at different depths. We compared stream waters and selected well samples at a stream transect. These samples allowed us to compare shallow ground water with the stream, and they indicated that the changes in ground water are attributed to sulfate reduction. The anion and cation inputs were most likely derived from gypsum, calcite, and salts, as there are many creeks discharging into the Rio Chama whose drainage
Photonic Low Cost Micro-Sensor for in-Line Wear Particle Detection in Flowing Lube Oils
Directory of Open Access Journals (Sweden)
Jon Mabe
2017-03-01
Full Text Available The presence of microscopic particles in suspension in industrial fluids is often an early warning of latent or imminent failures in the equipment or processes where they are being used. This manuscript describes work undertaken to integrate different photonic principles with a micro- mechanical fluidic structure and an embedded processor to develop a fully autonomous wear debris sensor for in-line monitoring of industrial fluids. Lens-less microscopy, stroboscopic illumination, a CMOS imager and embedded machine vision technologies have been merged to develop a sensor solution that is able to detect and quantify the number and size of micrometric particles suspended in a continuous flow of a fluid. A laboratory test-bench has been arranged for setting up the configuration of the optical components targeting a static oil sample and then a sensor prototype has been developed for migrating the measurement principles to real conditions in terms of operating pressure and flow rate of the oil. Imaging performance is quantified using micro calibrated samples, as well as by measuring real used lubricated oils. Sampling a large fluid volume with a decent 2D spatial resolution, this photonic micro sensor offers a powerful tool at very low cost and compacted size for in-line wear debris monitoring.
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
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
LHCb base-line level-0 trigger 3D-flow implementation
Crosetto, D
1999-01-01
The LHCb Level-0 trigger implementation with the 3D-Flow system offers full programmability, allowing it to adapt to unexpected operating conditions and enabling new, unpredicted physics. The implementation is described in detail and refers to components and technology available today. The 3D-Flow Processor system is a new, technology-independent concept in very fast, real-time system architectures. Based on the replication of a single type of circuit of 100 k gates, which communicates in six directions: bi-directional with North, East, West, and South neighbors, unidirectional from Top to Bottom, the system offers full programmability, modularity, ease of expansion and adaptation to the latest technology. A complete study of its applicability to the LHCb calorimeter triggers is presented. Full description of the input data handling, either in digital or mixed digital-analog form, of the data processing, and the transmission of results to the global level-0 trigger decision unit are provided. Any level-0 trig...
International Nuclear Information System (INIS)
Lee, N.Y.; Bahn, C.B.; Lee, S.G.; Kim, J.H.; Hwang, I.S.; Lee, J.H.; Kim, J.T.; Luk, V.
2004-01-01
Designs of contemporary nuclear power plants (NPPs) are concentrated on improving plant life as well as safety. As the nuclear industry prepares for continued operation beyond the design lifetime of existing NPP, aging management through advanced monitoring is called for. Therefore, we suggested two approaches to develop the on-line piping monitoring system. Piping located in some position is reported to go through flow accelerated corrosion (FAC). One is to monitor electrochemical parameters, ECP and pH, which can show occurrence of corrosion. The other is to monitor mechanical parameters, displacement and acceleration. These parameters are shown to change with thickness. Both measured parameters will be combined to quantify the amount of FAC of a target piping. In this paper, we report the progress of a multidisciplinary effort on monitoring of flow-induced vibration, which changes with reducing thickness. Vibration characteristics are measured using accelerometers, capacitive sensor and fiber optic sensors. To theoretically support the measurement, we analyzed the vibration mode change in a given thickness with the aid of finite element analysis assuming FAC phenomenon is represented only as thickness change. A high temperature flow loop has been developed to simulate the NPP secondary condition to show the applicability of new sensors. Ultrasonic transducer is introduced as validation purpose by directly measuring thickness. By this process, we identify performance and applicability of chosen sensors and also obtain base data for analyzing measured value in unknown conditions. (orig.)
Zhou, Jie; Bhaskar, Atul; Zhang, Xin
2013-08-01
This paper investigates the sound transmission characteristics through a system of double-panel lined with poroelastic material in the core. The panels are surrounded by external and internal fluid media where a uniform external mean flow exists on one side. Biot's theory is used to model the porous material. Three types of constructions—bonded-bonded, bonded-unbonded and unbonded-unbonded—are considered. The effect of Mach number of the external flow on the sound transmission over a wide frequency range in a diffuse sound field is examined. External mean flow is shown to give a modest increase in transmission loss at low frequency, but a significant increase at high frequency. It is brought out that calculations based on static air on the incidence side provide a conservative estimate of sound transmission through the sandwich structure. The acoustic performance of the sandwich panel for different configurations is presented. The effect of curvature of the panel is also brought out by using shallow shell theory.
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.
Stochastic tools in turbulence
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
Energy Technology Data Exchange (ETDEWEB)
Shahida, Shabnam; Khan, Muhammad Haleem [Univ. of Azad Jammu and Kashmir, Muzaffarabad (Pakistan). Dept. of Chemistry; Ali, Akbar [Pakistan Institute of Nuclear Science and Technology, Islamabad (Pakistan). Chemistry Div.
2014-02-15
A very sensitive, selective and simple flow injection time-based method was developed for on-line preconcentration and determination of thorium(IV) at micro g L{sup -1} levels in environmental samples. The system operation was based on thorium(IV) ion retention at pH 4.0 in the minicolumn at a flow rate of 15.2 mL min{sup -1}. The trapped complex was then eluted with 3.6 mol L{sup -1} HCl at a flow rate of 4.9 mL min{sup -1}. The amount of thorium(IV) in the eluate was measured spectrophotometrically at 651 nm using arsenazo-III solution (0.05 % in 3.6 mol L{sup -1} HCl stabilized with 1 % triton X-100, 4.9 mL min{sup -1}) as colorimetric reagent. All chemical, and flow injection variables were optimized for the quantitative preconcentration of metal and a study of interference level of various ions was also carried out. The system offered low backpressure and improved sensitivity and selectivity. At a preconcentration time of 60 s and a sample frequency of 40 h{sup -1}, the enhancement factor was 97, the detection limit was 0.25 μg L{sup -1}, and the precision expressed as relative standard deviation was 1.08 % (at 50 μg L{sup -1}), whereas for 300 s of the preconcentration time and a sample frequency of 10 h{sup -1}, the enhancement factor of 357, the detection limit (3s) of 0.069 μg L{sup -1} and the precision of 1.32 % (at 10 μg L{sup -1}) was reported. The accuracy of the developed method was sufficient and evaluated by the analysis of certified reference material IAEA-SL-1 (Lake Sediment) and spiked water samples.
International Nuclear Information System (INIS)
Shahida, Shabnam; Khan, Muhammad Haleem; Ali, Akbar
2014-01-01
A very sensitive, selective and simple flow injection time-based method was developed for on-line preconcentration and determination of thorium(IV) at micro g L"-"1 levels in environmental samples. The system operation was based on thorium(IV) ion retention at pH 4.0 in the minicolumn at a flow rate of 15.2 mL min"-"1. The trapped complex was then eluted with 3.6 mol L"-"1 HCl at a flow rate of 4.9 mL min"-"1. The amount of thorium(IV) in the eluate was measured spectrophotometrically at 651 nm using arsenazo-III solution (0.05 % in 3.6 mol L"-"1 HCl stabilized with 1 % triton X-100, 4.9 mL min"-"1) as colorimetric reagent. All chemical, and flow injection variables were optimized for the quantitative preconcentration of metal and a study of interference level of various ions was also carried out. The system offered low backpressure and improved sensitivity and selectivity. At a preconcentration time of 60 s and a sample frequency of 40 h"-"1, the enhancement factor was 97, the detection limit was 0.25 μg L"-"1, and the precision expressed as relative standard deviation was 1.08 % (at 50 μg L"-"1), whereas for 300 s of the preconcentration time and a sample frequency of 10 h"-"1, the enhancement factor of 357, the detection limit (3s) of 0.069 μg L"-"1 and the precision of 1.32 % (at 10 μg L"-"1) was reported. The accuracy of the developed method was sufficient and evaluated by the analysis of certified reference material IAEA-SL-1 (Lake Sediment) and spiked water samples.
Kinetics of Fe(II)-catalyzed transformation of 6-line ferrihydrite under anaerobic flow conditions
Energy Technology Data Exchange (ETDEWEB)
Yang, L.; Steefel, C.I.; Marcus, M.A.; Bargar, J.R.
2010-04-01
The readsorption of ferrous ions produced by the abiotic and microbially-mediated reductive dissolution of iron oxy-hydroxides drives a series of transformations of the host minerals. To further understand the mechanisms by which these transformations occur and their kinetics within a microporous flow environment, flow-through experiments were conducted in which capillary tubes packed with ferrihydrite-coated glass spheres were injected with inorganic Fe(II) solutions under circumneutral pH conditions at 25 C. Synchrotron X-ray diffraction was used to identify the secondary phase(s) formed and to provide data for quantitative kinetic analysis. At concentrations at and above 1.8 mM Fe(II) in the injection solution, magnetite was the only secondary phase formed (no intermediates were detected), with complete transformation following a nonlinear rate law requiring 28 hours and 150 hours of reaction at 18 and 1.8 mM Fe(II), respectively. However, when the injection solution consisted of 0.36 mM Fe(II), goethite was the predominant reaction product and formed much more slowly according to a linear rate law, while only minor magnetite was formed. When the rates are normalized based on the time to react half of the ferrihydrite on a reduced time plot, it is apparent that the 1.8 mM and 18 mM input Fe(II) experiments can be described by the same reaction mechanism, while the 0.36 input Fe(II) experiment is distinct. The analysis of the transformation kinetics suggest that the transformations involved an electron transfer reaction between the aqueous as well as sorbed Fe(II) and ferrihydrite acting as a semiconductor, rather than a simple dissolution and recrystallization mechanism. A transformation mechanism involving sorbed inner sphere Fe(II) alone is not supported, since the essentially equal coverage of sorption sites in the 18 mM and 1.8 mM Fe(II) injections cannot explain the difference in the transformation rates observed.
The effect of 25 years of oil field flow line service on epoxy fiberglass pipe
International Nuclear Information System (INIS)
Oswald, K.J.
1988-01-01
Glass fiber reinforced epoxy and vinyl ester piping systems have been used for over 35 years to control corrosion problems in oil fields and chemical and industrial plants and many case histories have been reported to document the successful performances of fiberglass reinforced thermosetting plastics in a wide range of corrosive services. This information is reinforced by laboratory test data from flat laminates and pipe exposed to numerous chemicals and mixtures of chemicals, but little has been published to document the effect of long-term, in-service exposure on fiberglass equipment. The purpose of this paper is to help to fill this void by comparing data from physical testing of pipe removed from successful corrosive service applications with data obtained from the same type of pipe at the time of manufacture. The information supplied in these papers represents only a few of the successful applications of filament wound epoxy and vinyl ester pipe as it is difficult to obtain permission to remove pipe from an operating line
Development of on-line monitoring system for flow accelerated corrosion
International Nuclear Information System (INIS)
Lee, N.Y.; Lee, S.G.; Hwang, I.S.; Kim, J.T.; Luk, V.K.
2005-01-01
Aged nuclear piping has been reported to undergo corrosion-induced accelerated failures, often without giving signatures to current inspection campaigns. Therefore, we need diverse sensors which can cover wide area in the on-line application. We suggested integrated approach to monitor the FAC-susceptible piping. Since FAC is a combined phenomenon, we need to monitor as many parameters as possible, and that cover wide area, since we don't know where the FAC occurs. For this purpose, we introduced wearing rate model, which concentrates on the electrochemical parameters. By the model, we can predict the wearing rate and then can compare the testing result. After we identified feasibility by analytical way, we developed electrochemical sensors for high temperature application, and introduced mechanical monitoring system, which is still under development. To support the validation of the monitored results, we adopted high temperature UT, which shows good resolution in the testing environment. By this way, all the monitored results can be compared in terms of thickness. Validation test shows the feasibility of sensors. To support direct thickness measurement for wide-area, Direct Current Potential Drop method will be researched to integrate to the developed framework. (authors)
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...
Directory of Open Access Journals (Sweden)
Kumar Sukhdeo
Full Text Available Colon cancer is a deadly disease affecting millions of people worldwide. Current treatment challenges include management of disease burden as well as improvements in detection and targeting of tumor cells. To identify disease state-specific surface antigen signatures, we combined fluorescent cell barcoding with high-throughput flow cytometric profiling of primary and metastatic colon cancer lines (SW480, SW620, and HCT116. Our multiplexed technique offers improvements over conventional methods by permitting the simultaneous and rapid screening of cancer cells with reduced effort and cost. The method uses a protein-level analysis with commercially available antibodies on live cells with intact epitopes to detect potential tumor-specific targets that can be further investigated for their clinical utility. Multiplexed antibody arrays can easily be applied to other tumor types or pathologies for discovery-based approaches to target identification.
International Nuclear Information System (INIS)
Shen Zhuqin; Zhang Yanan; Guo Dongfa; Huang Yun
1991-01-01
An on-line preconcentration time resolved fluorimetric method was developed for the determination of trace thorium in water, based on luminescence of complex Th-morin-TOPO (or TRPO)-sodium lauryl sulfate in sulfuric acid medium. Interferences from companied cations, such as Al 3+ and Zr 4+ , which emit fluorescence with much slower rising rate at the same condition were effectively eliminated through optimization of the manifold parameters and precisely controlling of the elution flow rate. Effects of nearly 40 ions were also investigated. The detection limit, the liner range and relative standard deviation for 50 ng Th are 2.5 ng/L, 0∼80 ng and 3.6%, respectively. Sampling rate is 30 per hour
DEFF Research Database (Denmark)
Buanuam, Janya; Miró, Manuel; Hansen, Elo Harald
2007-01-01
A fully automated flow-through microcolumn fractionation system with on-line post-extraction derivatization is proposed for monitoring of orthophosphate in solid samples of environmental relevance. The system integrates dynamic sequential extraction using 1.0 mol l-1 NH4Cl, 0.1 mol l-1 NaOH and 0...... of the operational times from days to hours, highly temporal resolution of the leaching process, and the capability for immediate decision for stopping or proceeding with the ongoing extraction. Very importantly, accurate determination of the various orthophosphate pools is ensured by minimization of the hydrolysis...... of extracted organic phosphorus and condensed inorganic phosphates within the time frame of the assay. The potential of the novel system for accommodation of the harmonized protocol from the Standards, Measurement and Testing (SMT) Program of the Commission of the European Communities for inorganic phosphorus...
DEFF Research Database (Denmark)
Breton, S. P.; Shen, Wen Zhong; Ivanell, S.
2017-01-01
Experimental data acquired in the New Mexico experiment on a yawed 4.5m diameter rotor model turbine are used here to validate the actuator line (AL) and actuator disc (AD) models implemented in the Large Eddy Simulation code EllipSys3D in terms of loading and velocity field. Even without modelling...... the AD model can reproduce the averaged features of the flow. The importance of using high quality airfoil data (including 3D corrections) as well as a fine grid resolution is highlighted by the results obtained. Overall, it is found that both models can satisfactorily predict the 3D velocity field...... and blade loading of the New Mexico rotor under yawed inflow....
On-line study of growth kinetics of single hyphae of Aspergillus oryzae in a flow-through cell
DEFF Research Database (Denmark)
Christiansen, Torben; Spohr, Anders Bendsen; Nielsen, Jens Bredal
1999-01-01
Using image analysis the growth kinetics of the single hyphae of the filamentous fungus Aspergillus oryzae has been determined on-line in a flow-through cell at different glucose concentrations in the range from 26 mg L-1 to 20 g L-1. The tip extension rate of the individual hyphae can be described...... with saturation type kinetics with respect to the length of the hyphae. The maximum tip extension rate is constant for all hyphae measured at the same glucose concentration, whereas the saturation constant for the hyphae varies significantly between the hyphae even within the same hyphal element. When apical...... branching occurs, it is observed that the tip extension rate decreases temporarily. The number of branches formed on a hypha is proportional to the length of the hypha that exceeds a certain minimum length required to support the growth of a new branch. The observed kinetics has been used to simulate...
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.)
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
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 ...
Laosunthara, Ampan; Akatsuka, Hiroshi
2016-09-01
In previous study, we experimentally examined physical properties of supersonic flow of weakly ionized expanding arc-jet plasma through an open magnetic field line (Bmax 0.16T). We found supersonic velocity of helium plasma up to Mach 3 and the space potential drop at the end of the magnets. To understand the plasma in numerical point of view, the flows of ion and neutral are treated by particle-based Direct Simulation Monte Carlo (DSMC) method, electron is treated as a fluid. The previous numerical study, we assumed 2 conditions. Ion and electron temperatures were the same (LTE condition). Ion and electron velocities were the same (current-free condition). We found that ion velocity decreased by collision with residual gas molecules (background pressure). We also found that space potential changing with background pressure. In other words, it was indicated that electric field exists and the current-free assumption is not proper. In this study, we add electron continuity and electron momentum equations to obtain electron velocity and space potential. We find that space potential changing with background pressure slightly. It is indicated that electron is essential to space potential formation than ion.
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
Fourier analysis and stochastic processes
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...
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.
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...
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.
Double diffusivity model under stochastic forcing
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
Elitism and Stochastic Dominance
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...
Musijowski, Jacek; Trojanowicz, Marek; Szostek, Bogdan; da Costa Lima, José Luis Fontes; Lapa, Rui; Yamashita, Hiroki; Takayanagi, Toshio; Motomizu, Shoji
2007-09-26
Considering recent reports on widespread occurrence and concerns about perfluoroalkyl substances (PFAS) in environmental and biological systems, analysis of these compounds have gained much attention in recent years. Majority of analyte-specific methods are based on a LC/MS/MS or a GC/MS detection, however many environmental or biological studies would benefit from a total organic fluorine (TOF) determination. Presented work was aimed at developing a method for TOF determination. TOF is determined as an amount of inorganic fluoride obtained after defluorination reaction conducted off-line using sodium biphenyl reagent directly on the sorbent without elution of retained analytes. Recovered fluoride was analyzed using flow-injection system with either fluorimetric or potentiometric detection. The TOF method was tested using perfluorocarboxylic acids (PFCA), including perfluorooctanoic acid (PFOA), as model compounds. Considering low concentrations of PFAS in natural samples, solid-phase extraction as a preconcentration procedure was evaluated. Several carbon-based sorbents were tested, namely multi-wall carbon nanotubes, carbon nanofibres and activated carbon. Good sorption of all analytes was achieved and defluorination reaction was possible to carry out directly on a sorbent bed. Recoveries obtained for PFCAs, adsorbed on an activated carbon sorbent, and measured as TOF, were 99.5+/-1.7, 110+/-9.4, 95+/-26, 120+/-32, 110+/-12 for C4, C6, C8, C10 and C12-PFCA, respectively. Two flow systems that would enable the defluorination reaction and fluoride determination in a single system were designed and tested.
Synthetic Sediments and Stochastic Groundwater Hydrology
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?
Singular stochastic differential equations
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.
International Nuclear Information System (INIS)
Welch, D.O.
1999-01-01
In this paper the author will discuss how the nature of the stress state in the flux-line lattice (FLL) of superconductors arises from the distribution, density, geometry, and strength of pinning centers. Under certain conditions this stress causes the onset of plastic deformation in the FLL for values of the current density below that required for flux-flow by general depinning. He will describe an analytic framework, based on a theory of plasticity of the FLL, which describes the flux-flow characteristics, including the possibility of thermally-activated flow and flux creep
From stochastic completion fields to tensor voting
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
Trajectory averaging for stochastic approximation MCMC algorithms
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.
International Nuclear Information System (INIS)
Chen Hanying; Gao Puzhen; Tan Sichao; Tang Jiguo; Hou Xiaofan; Xu Huiqiang; Wu Xiangcheng
2015-01-01
The coupling of multiple thermal-hydraulic parameters can result in complex flow instability in natural circulation system under rolling motion. A real-time thermal-hydraulic condition prediction is helpful to the operation of systems in such condition. A single hidden layer feedforward neural networks algorithm named extreme learning machine (ELM) is considered as suitable method for this application because of its extremely fast training time, good accuracy and simplicity. However, traditional ELM assumes that all the training data are ready before the training process, while the training data is received sequentially in practical forecasting of flowrate. Therefore, this paper proposes a forecasting method for flowrate under rolling motion based on on-line sequential ELM (OS-ELM), which can learn the data one by one or chunk-by-chunk. The experiment results show that the OS-ELM method can achieve a better forecasting performance than basic ELM method and still keep the advantage of fast training and simplicity. (author)
Hinna, Askell Hvid; Hupfeld, Stefan; Kuntsche, Judith; Brandl, Martin
2016-05-30
Due to their solubilizing capabilities, liposomes (phospholipid vesicles) are suited for designing formulations for intravenous administration of drug compounds which are poorly water-soluble. Despite the good in-vitro stability of such formulations with minimal drug leakage, upon i.v. injection there is a risk of premature drug loss due to drug transfer to plasma proteins and cell membranes. Here we report on the refinement of a recently introduced simple in vitro predictive tool by Hinna and colleagues in 2014, which brings small drug loaded (donor) liposomes in contact with large acceptor liposomes, the latter serving as a model mimicking biological sinks in the body. The donor- and acceptor-liposomes were subsequently separated using asymmetrical flow field-flow fractionation (AF4), during which the sample is exposed to a large volume of eluent which corresponds to a dilution factor of approximately 600. The model drug content in the donor- and acceptor fraction was quantified by on-line UV/VIS extinction measurements with correction for turbidity and by off-line HPLC measurements of collected fractions. The refined method allowed for (near) baseline separation of donor and acceptor vesicles as well as reliable quantification of the drug content not only of the donor- but now also of the acceptor-liposomes due to their improved size-homogeneity, colloidal stability and reduced turbidity. This improvement over the previously reported approach allowed for simultaneous quantification of both drug transfer and drug release to the aqueous phase. By sampling at specific incubation times, the release and transfer kinetics of the model compound p-THPP (5,10,15,20-tetrakis(4-hydroxyphenyl)21H,23H-porphine) was determined. p-THPP is structurally closely related to the photosensitizer temoporfin, which is in clinical use and under evaluation in liposomal formulations. The transfer of p-THPP to the acceptor vesicles followed 1st order kinetics with a half-life of
Automated Flight Routing Using Stochastic Dynamic Programming
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.
DEFF Research Database (Denmark)
Wang, Jianhua; Hansen, Elo Harald; Gammelgaard, Bente
2001-01-01
A simple flow injection on-line dilution procedure with detection by inductively coupled plasma mass spectrometry (ICP-MS) was developed for the determination of copper, zinc, arsenic, lead, selenium, nickel and molybdenum in human urine. Matrix effects were minimized by employing a dilution factor...
DEFF Research Database (Denmark)
Diacu, Elena; Andersen, Jens Enevold Thaulov
2003-01-01
A flow injection system has been developed, for on-line speciation. of Cr(III) and Cr(VI) by the Diphenylcarbazide (DPC) method with H2O2 oxidation followed by spectrophotometric detection at the 550 nm wavelength. The data thus obtained were subjected to a chemometric analysis (PLS), which showe...
Micro-level stochastic loss reserving
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
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)
Stochastic goal-oriented error estimation with memory
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 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)
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.
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
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 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)
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...
International Nuclear Information System (INIS)
Lamadie, F.
2013-01-01
Several processes used in research and industry are based on liquid-liquid extraction, a method designed for selective separation of products in a mixture. In liquid-liquid extraction, two immiscible liquids are contacted: an aqueous phase and an organic phase, one of which generally contains an extractant molecule capable of transferring the desired elements to the other phase. The transfer occurs at the contact surface between the two phases. After transfer, both phases are separated by settling. In practice, these operations are performed in industrial apparatus. In order to optimize the operation of these devices, it's important to determine the fundamental characteristics of the emulsion. These include parameters related to the fluid flow velocity as well as parameters related to fluid mixing such as the interfacial area, hold-up, and size distribution of the droplets population. Numerous imaging techniques can be used to measure these parameters. One of them, digital holography, is well-known for allowing complete reconstruction of information about a 3D flow in a single shot. This PhD work deals with a direct application of digital in line holography to droplets rising in a continuous liquid phase. The droplet size imposes a regime of intermediate-field diffraction hardly explored to date. Acquired diffraction patterns show that the usual dark disk model is not valid and that good agreement is obtained with a mixed model coupling thin lens with opaque disk. Hologram focusing is nevertheless performed with a dedicated automated method. A literature review has been conducted to identify the sharpest auto-focus function for our application. In a second step, in order to measure high retention rates, an inverse problem approach is applied on all the outliers and missing droplets. This hologram restitution treatment has been applied to experimental results with a comparison to independent measurements. The main results obtained with calibrated droplets are
Kurt, Melike; Moored, Keith
2018-04-19
We present experiments that examine the modes of interaction, the collective performance and the role of three-dimensionality in two pitching propulsors in an in-line arrangement. Both two-dimensional foils and three-dimensional rectangular wings of $AR = 2$ are examined. \\kwm{In contrast to previous work, two interaction modes distinguished as the coherent and branched wake modes are not observed to be directly linked to the propulsive efficiency, although they are linked to peak thrust performance and minimum power consumption as previously described \\cite[]{boschitsch2014propulsive}.} \\kwm{In fact, in closely-spaced propulsors peak propulsive efficiency of the follower occurs near its minimum power and this condition \\kwm{ reveals a} branched wake mode. Alternatively, for propulsors spaced far apart peak propulsive efficiency of the follower occurs near its peak thrust and this condition \\kwm{reveals a} coherent wake mode.} By examining the collective performance, it is discovered that there is an optimal spacing between the propulsors to maximize the collective efficiency. For two-dimensional foils the optimal spacing of $X^* = 0.75$ and the synchrony of $\\phi = 2\\pi /3$ leads to a collective efficiency and thrust enhancement of 50\\% and 32\\%, respectively, as compared to two isolated foils. In comparison, for $AR = 2$ wings the optimal spacing of $X^* = 0.25$ and the synchrony of $\\phi = 7\\pi /6$ leads to a collective efficiency and thrust enhancement of 30\\% and 22\\%, respectively. In addition, at the optimal conditions the collective lateral force coefficients in both the two- and three-dimensional cases are negligible, while operating off these conditions can lead to non-negligible lateral forces. Finally, the peak efficiency of the collective and the follower are shown to have opposite trends with increasing spacing in two- and three-dimensional flows. This is correlated to the breakdown of the impinging vortex on the follower wing in three
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.
Energy Technology Data Exchange (ETDEWEB)
Zhang Zhiqi [School of Chemistry and Materials Science, Shaanxi Normal University, Xi' an 710062 (China)]. E-mail: zqzhang@snnu.edu.cn; Liang Guoxi [School of Chemistry and Materials Science, Shaanxi Normal University, Xi' an 710062 (China)
2005-04-22
The mechanism of binding of carbamazepine (CBZ) with bovine serum albumin (BSA) has been investigated in vitro based on a new flow injection fluorometry coupled to the technique of dialysis sampling. The CBZ and BSA were mixed in different molar ratios in 0.050 mol L{sup -1} phosphate buffer (containing 0.9% NaCl), pH 7.4, and incubated at 37 {+-} 0.5 deg. C in a water bath. The dialysis sampler was utilized to sample free CBZ from mixed solution with a relative dialytic efficiency of 7.6%. Then the CBZ in dialysis solution was injected into carrier and on-line oxidized by lead dioxide solid-phase reactor into fluorescent product with a maximum excitation wavelength of 355 nm and a maximum emission wavelength of 478 nm. The fluorescence intensity measured was linear proportional with the concentration of free CBZ in mixed solution over the range of 1 x 10{sup -5} to 2 x 10{sup -4} mol L{sup -1} with the detection limit of 6 x 10{sup -6} mol L{sup -1}. According to the fluorescence measurement results from mixed solution, the association constant (K) estimated for CBZ-BSA binding and the number of the binding site (n) with Scatchard analysis were 1.08 x 10{sup 4} L mol{sup -1} and 0.94, respectively. Stern-Volmer plots indicated the presence of dynamic component in the quenching mechanism. The acting force was suggested to be mainly hydrophobic and the distance between the acceptor and donor was 3.12 nm. The estimated binding parameters agreed well with literature values.
Fontseré, Néstor; Blasco, Miquel; Maduell, Francisco; Vera, Manel; Arias-Guillen, Marta; Herranz, Sandra; Blanco, Teresa; Barrufet, Marta; Burrel, Marta; Montaña, Javier; Real, Maria Isabel; Mestres, Gaspar; Riambau, Vicenç; Campistol, Josep M
2011-01-01
Access blood flow (Qa) measurements are recommended by the current guidelines as one of the most important components in vascular access maintenance programs. This study evaluates the efficiency of Qa measurement with on-line conductivity (OLC-Qa) and blood temperature monitoring (BTM-Qa) in comparison with the gold standard saline dilution method (SDM-Qa). 50 long-term hemodialysis patients (42 arteriovenous fistulas/8 arteriovenous grafts) were studied. Bland-Altman and Lin's coefficient (ρ(c)) were used to study accuracy and precision. Mean values were 1,021.7 ± 502.4 ml/min SDM-Qa, 832.8 ± 574.3 ml/min OLC-Qa (p = 0.007) and 1,094.9 ± 491.9 ml/min with BTM-Qa (p = NS). Biases and ρ(c) obtained were -188.8 ml/min (ρ(c) 0.58) OLC-Qa and 73.2 ml/min (ρ(c) 0.89) BTM-Qa. The limits of agreement (bias ± 1.96 SD) obtained were from -1,119 to 741.3 ml/min (OLC-Qa) and -350.6 to 497.2 ml/min (BTM-Qa). BTM-Qa and OLC-Qa are valid noninvasive and practical methods to estimate Qa, although BTM-Qa was more accurate and had better concordance than OLC-Qa compared with SDM-Qa. Copyright © 2010 S. Karger AG, Basel.
Compressible cavitation with stochastic field method
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.
AESS: Accelerated Exact Stochastic Simulation
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
Sequential stochastic optimization
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
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.)
Stochastic processes inference theory
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.
Introduction to stochastic calculus
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...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
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)
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.)
Shiba, Tomonori; Mii, Masahiro
2005-12-01
Efficient plant regeneration system from cell suspension cultures was established in D. acicularis (2n=90) by monitoring ploidy level and visual selection of the cultures. The ploidy level of the cell cultures closely related to the shoot regeneration ability. The cell lines comprising original ploidy levels (2C+4C cells corresponding to DNA contents of G1 and G2 cells of diploid plant, respectively) showed high regeneration ability, whereas those containing the cells with 8C or higher DNA C-values showed low or no regeneration ability. The highly regenerable cell lines thus selected consisted of compact cell clumps with yellowish color and relatively moderate growth, suggesting that it is possible to select visually the highly regenerable cell lines with the original ploidy level. All the regenerated plantlets from the highly regenerable cell cultures exhibited normal phenotypes and no variations in ploidy level were observed by flow cytometry (FCM) analysis.
Narang, Ajit S; Sheverev, Valery; Freeman, Tim; Both, Douglas; Stepaniuk, Vadim; Delancy, Michael; Millington-Smith, Doug; Macias, Kevin; Subramanian, Ganeshkumar
2016-01-01
Drag flow force (DFF) sensor that measures the force exerted by wet mass in a granulator on a thin cylindrical probe was shown as a promising process analytical technology for real-time in-line high-resolution monitoring of wet mass consistency during high shear wet granulation. Our previous studies indicated that this process analytical technology tool could be correlated to granulation end point established independently through drug product critical quality attributes. In this study, the measurements of flow force by a DFF sensor, taken during wet granulation of 3 placebo formulations with different binder content, are compared with concurrent at line FT4 Powder Rheometer characterization of wet granules collected at different time points of the processing. The wet mass consistency measured by the DFF sensor correlated well with the granulation's resistance to flow and interparticulate interactions as measured by FT4 Powder Rheometer. This indicated that the force pulse magnitude measured by the DFF sensor was indicative of fundamental material properties (e.g., shear viscosity and granule size/density), as they were changing during the granulation process. These studies indicate that DFF sensor can be a valuable tool for wet granulation formulation and process development and scale up, as well as for routine monitoring and control during manufacturing. Copyright © 2016. Published by Elsevier Inc.
Dremel, B A; Li, S Y; Schmid, R D
1992-01-01
A flow-injection analysis (FIA) system based on fibre optic detection of oxygen consumption using immobilized glucose oxidase (GOD) and lactate oxidase (LOD) is described for the on-line monitoring of glucose and lactate concentrations in animal cell cultures. The consumption of oxygen was determined via dynamic quenching by molecular oxygen of the fluorescence of an indicator. GOD and LOD were immobilized on controlled pore glass (CPG) in enzyme reactors which were directly linked to a specially designed fibre optic flow-through cell covering the oxygen optrode. The system is linear for 0-30 mM glucose, with an r.s.d. of 5% at 30 mM (five measurements) and for 0-30 mM lactate, with an r.s.d. of 5% at 30 mM (five measurements). The enzyme reactors used were stable for more than 4 weeks in continuous operation, and it was possible to analyse up to 20 samples per hour. The system has been successfully applied to the on-line monitoring of glucose and lactate concentrations of an animal cell culture designed for the production of recombinant human antithrombine III (AT-III). Results of the on-line measurement obtained by the FIA system were compared with the off-line results obtained by a glucose and lactate analyser from Yellow Springs Instrument Company (YSI).
Stochastic equations for complex systems theoretical and computational topics
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 ...
Martinez, Emily M; Klebanoff, Samuel D; Secrest, Stephanie; Romain, Gabrielle; Haile, Samuel T; Emtage, Peter C R; Gilbert, Amy E
2018-04-01
High-throughput flow cytometry is an attractive platform for the analysis of adoptive cellular therapies such as chimeric antigen receptor T cell therapy (CAR-T) because it allows for the concurrent measurement of T cell-dependent cellular cytotoxicity (TDCC) and the functional characterization of engineered T cells with respect to percentage of CAR transduction, T cell phenotype, and measurement of T cell function such as activation in a single assay. The use of adherent tumor cell lines can be challenging in these flow-based assays. Here, we present the development of a high-throughput flow-based assay to measure TDCC for a CAR-T construct co-cultured with multiple adherent tumor cell lines. We describe optimal assay conditions (such as adherent cell dissociation techniques to minimize impact on cell viability) that result in robust cytotoxicity assays. In addition, we report on the concurrent use of T cell transduction and activation antibody panels (CD25) that provide further dissection of engineered T cell function. In conclusion, we present the development of a high-throughput flow cytometry method allowing for in vitro interrogation of solid tumor, targeting CAR-T cell-mediated cytotoxicity, CAR transduction, and engineered T cell characterization in a single assay.
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.
Symplectic Integrators to Stochastic Hamiltonian Dynamical Systems Derived from Composition Methods
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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.
Qian, Tiezheng; Wu, Congmin; Lei, Siu Long; Wang, Xiao Ping; Sheng, Ping
2009-01-01
This paper starts with an introduction to the Onsager principle of minimum energy dissipation which governs the optimal paths of deviation and restoration to equilibrium. Then there is a review of the variational approach to moving contact line
DEFF Research Database (Denmark)
Nielsen, Steffen; Sloth, Jens Jørgen; Hansen, Elo Harald
1996-01-01
-line and merged with an ammonium buffer solution of pH 9.1, which promotes precipitation and quantitative collection on the inner walls of an incorporated knotted Microline reactor. The Se(IV) preconcentrated by coprecipitation with the generated lanthanum hydroxide precipitate is subsequently eluted...... with hydrochloric acid, allowing an ensuing determination via hydride generation. At different sample flow rates, i.e., 4.8, 6.4 and 8.8 ml/min, enrichment factors of 30, 40 and 46, respectively, were obtained at a sampling frequency of 33 samples/h. The detection limit (3s) was 0.005 µg/l at a sample flow rate...
The research status and development trend of stochastic resonance
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.
Energy Technology Data Exchange (ETDEWEB)
Burguera-Pascu, Margarita [Department of Oral Medicine, School of Dentistry, University of Granada, Granada (Spain)], E-mail: margaburpas@hotmail.com; Rodriguez-Archilla, Alberto [Department of Oral Medicine, School of Dentistry, University of Granada, Granada (Spain); Burguera, Jose Luis; Burguera, Marcela; Rondon, Carlos; Carrero, Pablo [Department of Chemistry, Faculty of Sciences, University of Los Andes, Merida (Venezuela)
2007-09-26
An automated method is described for the determination of zinc in human saliva by electrothermal atomic absorption spectrometry (ET AAS) after on-line dilution of samples with a significant reduction of sample consumption per analysis (<0.4 mL including the dead volume of the system). In order to fulfill this aim without changing the sample transport conduits during the experiments, a flow injection (FI) dilution system was constructed. Its principal parts are: one propulsion device (peristaltic pump, PP) for either samples, standards or washing solution all located in an autosampler tray and for the surfactant solution (Triton X-100) used as diluent, and a two-position time based solenoid injector (TBSI{sub 1}) which allowed the introduction of 10 {mu}L of either solution in the diluent stream. To avoid unnecessary waste of samples, the TBSI{sub 1} also permitted the recirculation of the solutions to their respective autosampler cups. The downstream diluted solution fills a home made sampling arm assembly. The sequential deposition of 20 {mu}L aliquots of samples or standards on the graphite tube platform was carried out by air displacement with a similar time based solenoid injector (TBSI{sub 2}). The dilution procedure and the injection of solutions into the atomizer are computer controlled and synchronized with the operation of the temperature program. Samples or standards solutions were submitted to two drying steps (at 90 and 130 deg. C), followed by pyrolysis and atomization at 700 and 1700 deg. C, respectively. The aqueous calibration was linear up to 120.0 {mu}g L{sup -1} for diluted standard solutions/samples and its slope was similar (p > 0.05) to the standard addition curve, indicating lack of matrix effect. The precision tested by repeated analysis of real saliva samples was less than 3% and the detection limit (3{sigma}) was of 0.35 {mu}g L{sup -1}. To test the accuracy of the proposed procedure, recovery tests were performed, obtaining mean recovery
Selected ion flow tube mass spectrometry for on-line trace gas analysis in biology and medicine
Czech Academy of Sciences Publication Activity Database
Španěl, Patrik; Smith, D.
2007-01-01
Roč. 13, č. 1 (2007), s. 77-82 ISSN 1469-0667 R&D Projects: GA ČR GA202/06/0776 Institutional research plan: CEZ:AV0Z40400503 Keywords : selected ion flow tube mass spectroscopy (SIFT-MS) * breath analysis * breath metabolities * flowing afterglow mass spectrometry (FA-MS) Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 1.198, year: 2007
Stochastic time series analysis of hydrology data for water resources
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.
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.
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
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.
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)
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)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
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.
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 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 Estimation via Polynomial Chaos
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
Directory of Open Access Journals (Sweden)
Sungchul Hwang
2016-12-01
Full Text Available Many of the recent projects for new transmission line have considered the high-voltage direct current (HVDC system, owing to the many advantages of the direct current (DC system. The most noteworthy advantage is that a cable can serve as a substitute for the overhead transmission line in residential areas; therefore, the HVDC system application is increasing, and as the number of DC systems in the power system increases, the interaction assessment regarding the HVDC system gains importance. An index named multi-infeed interaction factor (MIIF is commonly used to estimate the interaction between power converters; however, the HVDC system is composed of two converters and a transmission line. The MIIF represents the interaction between the rectifiers and inverters, but not for the whole system. In this work, a method to assess the interaction of the whole system was therefore studied. To decide on the location of the new HVDC transmission system at the planning stage, in consideration of the interaction of the existing DC system, the line flow change distribution factor, according to the HVDC-transmission capacity change, was examined. Also, a power system transient -stability analysis was performed with different HVDC system locations, depending on the distribution factor. The simulation results indicate that when the factor is higher, two HVDC systems have a stronger interaction and are less stable in the transient state.
Mazzoni, M; Polesello, S; Rusconi, M; Valsecchi, S
2016-07-01
An on-line TFC (Turbulent Flow Chromatography) clean up procedures coupled with UHPLC-MS/MS (Ultra High Performance Liquid Chromatography Mass Spectrometry) multi-residue method was developed for the simultaneous determination of 8 perfluroalkyl carboxylic acids (PFCA, from 5 to 12 carbon atoms) and 3 perfluoroalkyl sulfonic acids (PFSA, from 4 to 8 carbon atoms) in environmental solid matrices. Fast sample preparation procedure was based on a sonication-assisted extraction with acetonitrile. Phospholipids in biological samples were fully removed by an off-line SPE purification before injection, using HybridSPE(®) Phospholipid Ultra cartridges. The development of the on-line TFC clean-up procedure regarded the choice of the stationary phase, the optimization of the mobile phase composition, flow rate and injected volume. The validation of the optimized method included the evaluation of matrix effects, accuracy and reproducibility. Signal suppression in the analysis of fortified extracts ranged from 1 to 60%, and this problem was overcome by using isotopic dilution. Since no certified reference materials were available for PFAS in these matrices, accuracy was evaluated by recoveries on spiked clam samples which were 98-133% for PFCAs and 40-60% for PFSAs. MLDs and MLQs ranged from 0.03 to 0.3ngg(-1) wet weight and from 0.1 to 0.9ngg(-1) wet weight respectively. Repeatability (intra-day precision) and reproducibility (inter-day precision) showed RSD from 3 to 13% and from 4 to 27% respectively. Validated on-line TFC/UHPLC-MS/MS method has been applied for the determination of perfluoroalkyl acids in different solid matrices (sediment, fish, bivalves and bird yolk). Copyright © 2016 Elsevier B.V. All rights reserved.
Menendez-Miranda, Mario; Fernandez-Arguelles, Maria T; Costa-Fernandez, Jose M; Encinar, Jorge Ruiz; Sanz-Medel, Alfredo
2014-08-11
Separation and identification of nanoparticles of different composition, with similar particle diameter, coexisting in heterogeneous suspensions of polymer-coated CdSe/ZnS quantum dots (QDs) have been thoroughly assessed by asymmetric flow field-flow fractionation (AF4) coupled on-line to fluorescence and inductively coupled plasma mass spectrometry (ICPMS) detectors. Chemical characterization of any previously on-line separated nanosized species was achieved by the measurement of the elemental molar ratios of every element involved in the synthesis of the QDs, using inorganic standards and external calibration by flow injection analysis (FIA). Such elemental molar ratios, strongly limited so far to pure single nanoparticles suspensions, have been achieved with adequate accuracy by coupling for the first time an ICP-QQQ instrument to an AF4 system. This hyphenation turned out to be instrumental to assess the chemical composition of the different populations of nanoparticles coexisting in the relatively complex mixtures, due to its capabilities to detect the hardly detectable elements involved in the synthesis. Interestingly such information, complementary to that obtained by fluorescence, was very valuable to detect and identify unexpected nanosized species, present at significant level, produced during QDs synthesis and hardly detectable by standard approaches. Copyright © 2014. Published by Elsevier B.V.
International Nuclear Information System (INIS)
Menendez-Miranda, Mario; Fernandez-Arguelles, Maria T.; Costa-Fernandez, Jose M.; Encinar, Jorge Ruiz; Sanz-Medel, Alfredo
2014-01-01
Highlights: • The hyphenated system allows unequivocal identification of nanoparticle populations. • AF4 separation permitted detection of unexpected nanosized species in a sample. • ICP-QQQ provides elemental ratios with adequate accuracy in every nanoparticle. • Purity and chemical composition of different quantum dot samples were assessed. - Abstract: Separation and identification of nanoparticles of different composition, with similar particle diameter, coexisting in heterogeneous suspensions of polymer-coated CdSe/ZnS quantum dots (QDs) have been thoroughly assessed by asymmetric flow field-flow fractionation (AF4) coupled on-line to fluorescence and inductively coupled plasma mass spectrometry (ICPMS) detectors. Chemical characterization of any previously on-line separated nanosized species was achieved by the measurement of the elemental molar ratios of every element involved in the synthesis of the QDs, using inorganic standards and external calibration by flow injection analysis (FIA). Such elemental molar ratios, strongly limited so far to pure single nanoparticles suspensions, have been achieved with adequate accuracy by coupling for the first time an ICP-QQQ instrument to an AF4 system. This hyphenation turned out to be instrumental to assess the chemical composition of the different populations of nanoparticles coexisting in the relatively complex mixtures, due to its capabilities to detect the hardly detectable elements involved in the synthesis. Interestingly such information, complementary to that obtained by fluorescence, was very valuable to detect and identify unexpected nanosized species, present at significant level, produced during QDs synthesis and hardly detectable by standard approaches
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
International Nuclear Information System (INIS)
Kim, C.K.; Kim, C.S.; Rho, B.H.; Lee, J.I.
2002-01-01
High resolution inductively coupled plasma mass spectrometry coupled with an on-line flow injection system (FI-HR-ICP-MS) was applied to determine the ultra-trace level 99 Tc in soil. The flow injection system (PrepLab TM ) was composed of two TEVA-Spec R resins, reduced remarkably the sample amounts and the analysis time, compared to the conventional analytical methods. In the flow injection system, Mo and Ru were sufficiently eliminated by using the flow injection system, with the decontamination factors of 1.6 x 10 4 and 9.9 x 10 5 , respectively. With the present method, it was possible to determine ultra-low level of 99 Tc in 3∼6 soil at 3-5 hours of analysis time per sample. The relative standard deviation for each sample was less than 4%. The detection limits for 99 Tc was 85 fg x ml -1 (0.05 mBq x ml -1 ), which was calculated from the three times standard deviation of the count rate of the blank. (author)
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.
Energy Technology Data Exchange (ETDEWEB)
Rodriguez, Jose Fernando; Garcia, Marcelo Horacio [Universidad de Illinois (United States); Admiraal, David Mark [Universidad de Nebraska en Lincoln (United States)
2001-06-01
In order to compute the total amount and vertical distribution of suspended sediment, a reference concentration near the bed or entrainment function is needed, and considerable research effort has been dedicated to obtain such formulae. Several entrainment functions are available in the literature, but all of them have been developed for steady, uniform flow conditions. The ability of such relationships to predict entrainment rates in unsteady flows has not been demonstrated, nor has there been any attempt to develop a general formulation that work for both steady and unsteady flow conditions. The traditional approach relates the entrainment of sediment to the wall shear stress associated with skin friction in a deterministic way, providing only a relation between mean values. An alternative is to consider both the shear stress and the entrainment as stochastic turbulent quantities and to express them in terms of their probability density functions (PDFs). In this way, statistics of the entrainment can be obtained from measured shear stress PDFs, either in steady or unsteady situations, since the effect of unsteadiness is embedded in the PDF. This new methodology was used to estimate sediment entrainment produced by the passage of vessels in the Mississippi River and the Illinois River. Using a low order cumulant expansion to describe the PDF of the shear stress and a generalized version of Garcia and Parker's entrainment relationship, an expression for the average of the entrainment as a function of the average, variance, skewness of the shear stress distribution was obtained. Predictions compared favourably with values reported in the literature. [Spanish] Para calcular la cantidad total y distribucion vertical de sedimento en suspension es preciso conocer una concentracion de referencia cerca del lecho o funcion de incorporacion, para lo cual se ha hecho un considerable esfuerzo por obtener dichas formulas. Existen varias funciones de incorporacion en la
Directory of Open Access Journals (Sweden)
Ladjedel O.
2015-01-01
Full Text Available An experimental study of turbulent flow past four cylinders in square arrangement with a space ratio of (T/D = P/D = 2.88 is performed. The investigation focuses on effects of Reynolds number and the shape of cylinders on the force and pressure coefficients of the cylinders. Two cases are investigated: four smooth cylinders (case1 and four grooved cylinders (case2. The cylinders are equipped with two grooves placed on the external surface at 90° and 270° degrees. 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 results show a bistable flow often exists behind the downstream cylinders is observed. By rising the Reynolds number the pressure coefficient increases in the absolute value.
Energy Technology Data Exchange (ETDEWEB)
Kim, Y.H.
2000-07-01
A numerical model adopting a partially staggered grid system for the location of dependent variables has been developed to analyze the fluid flow and temperature distributions in a molten zinc pot of No. 2 CGL of POSCO K wangyang strip mills. A control volume based finite difference procedure was employed to solve the conservation equations transformed by using the boundary-fitted-coordinate (BFC) system. The calculation results have shown that a change in the steel strip velocity has little influence on the overall flow pattern developed in the pot. The overall temperature distribution was rather uniform as predicted. However, charging cold ingots directly into the pot produced a non-uniform distribution of temperature. The local temperature fluctuations will promote the formation of intermetallic dross particles. It has been proposed that the non-uniform distribution of temperature could be reduced by selecting an appropriate channel inductor position as well as by optimizing the zinc ingot loading position. (author)
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.
Stochastic processes in cell biology
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...
Directory of Open Access Journals (Sweden)
André Jochums
2017-07-01
Full Text Available The uptake of nanomaterials into different cell types is a central pharmacological issue for the determination of nanotoxicity as well as for the development of drug delivery strategies. Most responses of the cells depend on their intracellular interactions with nanoparticles (NPs. Uptake behavior can be precisely investigated in vitro, with sensitive high throughput methods such as flow cytometry. In this study, we investigated two different standard cell lines, human lung carcinoma (A549 and mouse fibroblast (NIH/3T3 cells, regarding their uptake behavior of titanium dioxide NPs. Cells were incubated with different concentrations of TiO2 NPs and samples were taken at certain time points to compare the uptake kinetics of both cell lines. Samples were analyzed with the help of flow cytometry by studying changes in the side and forward scattering signal. To additionally enable a detection via fluorescence, NPs were labeled with the fluorescent dye fluorescein isothiocyanate (FITC and propidium iodide (PI. We found that NIH/3T3 cells take up the studied NPs more efficiently than A549 cells. These findings were supported by time-lapse microscopic imaging of the cells incubated with TiO2 NPs. Our results confirm that the uptake behavior of individual cell types has to be considered before interpreting any results of nanomaterial studies.
Anthemidis, A; Kazantzi, V; Samanidou, V; Kabir, A; Furton, K G
2016-08-15
A novel flow injection-fabric disk sorptive extraction (FI-FDSE) system was developed for automated determination of trace metals. The platform was based on a minicolumn packed with sol-gel coated fabric media in the form of disks, incorporated into an on-line solid-phase extraction system, coupled with flame atomic absorption spectrometry (FAAS). This configuration provides minor backpressure, resulting in high loading flow rates and shorter analytical cycles. The potentials of this technique were demonstrated for trace lead and cadmium determination in environmental water samples. The applicability of different sol-gel coated FPSE media was investigated. The on-line formed complex of metal with ammonium pyrrolidine dithiocarbamate (APDC) was retained onto the fabric surface and methyl isobutyl ketone (MIBK) was used to elute the analytes prior to atomization. For 90s preconcentration time, enrichment factors of 140 and 38 and detection limits (3σ) of 1.8 and 0.4μgL(-1) were achieved for lead and cadmium determination, respectively, with a sampling frequency of 30h(-1). The accuracy of the proposed method was estimated by analyzing standard reference materials and spiked water samples. Copyright © 2016 Elsevier B.V. All rights reserved.
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.
Directory of Open Access Journals (Sweden)
S. V. Badman
2007-05-01
Full Text Available We consider the contribution of the solar wind-driven Dungey-cycle to flux transport in Jupiter's and Saturn's magnetospheres, the associated voltages being based on estimates of the magnetopause reconnection rates recently derived from observations of the interplanetary medium in the vicinity of the corresponding planetary orbits. At Jupiter, the reconnection voltages are estimated to be ~150 kV during several-day weak-field rarefaction regions, increasing to ~1 MV during few-day strong-field compression regions. The corresponding values at Saturn are ~25 kV for rarefaction regions, increasing to ~150 kV for compressions. These values are compared with the voltages associated with the flows driven by planetary rotation. Estimates of the rotational flux transport in the "middle" and "outer" magnetosphere regions are shown to yield voltages of several MV and several hundred kV at Jupiter and Saturn respectively, thus being of the same order as the estimated peak Dungey-cycle voltages. We conclude that under such circumstances the Dungey-cycle "return" flow will make a significant contribution to the flux transport in the outer magnetospheric regions. The "return" Dungey-cycle flows are then expected to form layers which are a few planetary radii wide inside the dawn and morning magnetopause. In the absence of significant cross-field plasma diffusion, these layers will be characterized by the presence of hot light ions originating from either the planetary ionosphere or the solar wind, while the inner layers associated with the Vasyliunas-cycle and middle magnetosphere transport will be dominated by hot heavy ions originating from internal moon/ring plasma sources. The temperature of these ions is estimated to be of the order of a few keV at Saturn and a few tens of keV at Jupiter, in both layers.
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.
International Nuclear Information System (INIS)
Wang, Yi-Ting; Huang, C F; Chen, Wei-Jen; Chang, Y H; Liang, C-T; Kim, Gil-Ho; Lo, Shun-Tsung; Nicholls, J T; Lin, Li-Hung; Ritchie, D A; Dolan, B P
2012-01-01
We study the temperature flow of conductivities in a gated GaAs two-dimensional electron gas (2DEG) containing self-assembled InAs dots and compare the results with recent theoretical predictions. By changing the gate voltage, we are able to tune the 2DEG density and thus vary disorder and spin-splitting. Data for both the spin-resolved and spin-degenerate phase transitions are presented, the former collapsing to the latter with decreasing gate voltage and/or decreasing spin-splitting. The experimental results support a recent theory, based on modular symmetry, which predicts how the critical Hall conductivity varies with spin-splitting.
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
International Nuclear Information System (INIS)
Perkins, R.J.; Bell, R.E.; Diallo, A.; Gerhardt, S.; Hosea, J.C.; Jaworski, M.A.; LeBlanc, B.P.; Kramer, G.J.; Maingi, R.; Phillips, C.K.; Podestà, M.; Roquemore, L.; Scotti, F.; Ahn, J.-W.; Gray, T.K.; Green, D.L.; McLean, A.; Ryan, P.M.; Jaeger, E.F.; Sabbagh, S.
2013-01-01
Fast-wave heating and current drive efficiencies can be reduced by a number of processes in the vicinity of the antenna and in the scrape-off layer (SOL). On NSTX from around 25% to more than 60% of the high-harmonic fast-wave power can be lost to the SOL regions, and a large part of this lost power flows along SOL magnetic field lines and is deposited in bright spirals on the divertor floor and ceiling. We show that field-line mapping matches the location of heat deposition on the lower divertor, albeit with a portion of the heat outside of the predictions. The field-line mapping can then be used to partially reconstruct the profile of lost fast-wave power at the midplane in front of the antenna, and the losses peak close to the last closed flux surface as well as the antenna. This profile suggests a radial standing-wave pattern formed by fast-wave propagation in the SOL, and this hypothesis will be tested on NSTX-U. RF codes must reproduce these results so that such codes can be used to understand this edge loss and to minimize RF heat deposition and erosion in the divertor region on ITER. (paper)
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Liu, Laqun; Wang, Huihui; Guo, Fan; Zou, Wenkang; Liu, Dagang
2017-04-01
Based on the 3-dimensional Particle-In-Cell (PIC) code CHIPIC3D, with a new circuit boundary algorithm we developed, a conical magnetically insulated transmission line (MITL) with a 1.0-MV linear transformer driver (LTD) is explored numerically. The values of switch jitter time of LTD are critical parameters for the system, which are difficult to be measured experimentally. In this paper, these values are obtained by comparing the PIC results with experimental data of large diode-gap MITL. By decreasing the diode gap, we find that all PIC results agree well with experimental data only if MITL works on self-limited flow no matter how large the diode gap is. However, when the diode gap decreases to a threshold, the self-limited flow would transfer to a load-limited flow. In this situation, PIC results no longer agree with experimental data anymore due to the anode plasma expansion in the diode load. This disagreement is used to estimate the plasma expansion speed.
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
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)
Stochastic hyperfine interactions modeling library
Zacate, Matthew O.; Evenson, William E.
2011-04-01
The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized; however, there was a need to develop supplementary code to find an orthonormal set of (left and right) eigenvectors of complex, non-Hermitian matrices. In addition, example code is provided to illustrate the use of SHIML to generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A can be neglected. Program summaryProgram title: SHIML Catalogue identifier: AEIF_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIF_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU GPL 3 No. of lines in distributed program, including test data, etc.: 8224 No. of bytes in distributed program, including test data, etc.: 312 348 Distribution format: tar.gz Programming language: C Computer: Any Operating system: LINUX, OS X RAM: Varies Classification: 7.4 External routines: TAPP [1], BLAS [2], a C-interface to BLAS [3], and LAPACK [4] Nature of problem: In condensed matter systems, hyperfine methods such as nuclear magnetic resonance (NMR), Mössbauer effect (ME), muon spin rotation (μSR), and perturbed angular correlation spectroscopy (PAC) measure electronic and magnetic structure within Angstroms of nuclear probes through the hyperfine interaction. When
Chen, Zhi-Gang; Yin, Xi-Jie; Zhou, Youping
2015-08-01
Although deemed important to δ 18 O measurement by on-line high-temperature conversion techniques, how the GC conditions affect δ 18 O measurement is rarely examined adequately. We therefore directly injected different volumes of CO or CO-N 2 mix onto the GC column by a six-port valve and examined the CO yield, CO peak shape, CO-N 2 separation, and δ 18 O value under different GC temperatures and carrier gas flow rates. The results show the CO peak area decreases when the carrier gas flow rate increases. The GC temperature has no effect on peak area. The peak width increases with the increase of CO injection volume but decreases with the increase of GC temperature and carrier gas flow rate. The peak intensity increases with the increase of GC temperature and CO injection volume but decreases with the increase of carrier gas flow rate. The peak separation time between N 2 and CO decreases with an increase of GC temperature and carrier gas flow rate. δ 18 O value decreases with the increase of CO injection volume (when half m/z 28 intensity is rate. On average, the δ 18 O value of the injected CO is about 1‰ higher than that of identical reference CO. The δ 18 O distribution pattern of the injected CO is probably a combined result of ion source nonlinearity and preferential loss of C 16 O or oxygen isotopic exchange between zeolite and CO. For practical application, a lower carrier gas flow rate is therefore recommended as it has the combined advantages of higher CO yield, better N 2 -CO separation, lower He consumption, and insignificant effect on δ 18 O value, while a higher-than-60 °C GC temperature and a larger-than-100 µl CO volume is also recommended. When no N 2 peak is expected, a higher GC temperature is recommended, and vice versa. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.
Gitlin, Leonid; Hoera, Christian; Meier, Robert J; Nagl, Stefan; Belder, Detlev
2013-10-21
Real-time chemical reaction monitoring in microfluidic environments is demonstrated using luminescent chemical sensors integrated in PDMS/glass-based microscale reactors. A fabrication procedure is presented that allows for straightforward integration of thin polymer layers with optical sensing functionality in microchannels of glass-PDMS chips of only 150 μm width and of 10 to 35 μm height. Sensor layers consisting of polystyrene and an oxygen-sensitive platinum porphyrin probe with film thicknesses of about 0.5 to 4 μm were generated by combining spin coating and abrasion techniques. Optimal coating procedures were developed and evaluated. The chip-integrated sensor layers were calibrated and investigated with respect to stability, reproducibility and response times. These microchips allowed observation of dissolved oxygen concentration in the range of 0 to over 40 mg L(-1) with a detection limit of 368 μg L(-1). The sensor layers were then used for observation of a model reaction, the oxidation of sulphite to sulphate in a microfluidic chemical reactor and could observe sulphite concentrations of less than 200 μM. Real-time on-line monitoring of this chemical reaction was realized at a fluorescence microscope setup with 405 nm LED excitation and CCD camera detection.
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.)
On-line study of fungal morphology during submerged growth in a small flow-through cell
DEFF Research Database (Denmark)
Spohr, Anders Bendsen; Dam Mikkelsen, C.; Carlsen, Morten
1998-01-01
A flow-through cell is designed to measure the growth kinetics of hyphae of Aspergillus oryzae grown submerged in a well controlled environment. The different stages of the growth process are characterized, from the spore to the fully developed hyphal element with up to 60 branches and a total...... is determined. After about 10 h growth at a glucose concentration of 250 mg L-1, 6-7 branches have been set, and both the total hyphal length l(t) and the number of tips increase exponentially with time. The specific growth rate of the hyphae is 0.33 h(-1) while the average rate of the extension of the growing...... tips approaches 55 mu m h(-1). The growth kinetics for all the branches on the main hypha have also been found. The main hypha and all the branches grow at a rate which can be modeled by saturation kinetics with respect to the branch length and with nearly equal final tip speeds (160 mu m h(-1...
Stochastic Analysis with Financial Applications
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
International Nuclear Information System (INIS)
Proskouriakov, K.N.; Moukhine, V.S.
2002-01-01
In addition to investigation of thermal-hydraulic processes on NPP with use of computer codes the new system analysis of flow pulsation is worked out. System analysis shows that properties of heat rejection circuits of NPP as oscillatory system are not equal the sum of properties of its separate elements but gives the new properties which must be taken into account. Methods have been worked out for calculating and identifying the sources of thermal-hydraulic disturbances are intended to improve the means of early diagnostics of anomalies in the technological process, to forecast their development, to improve the efficiency of overhauling operations and safety in operation, and also to create advanced on-line monitoring and control of NPP. Conception of the control system development presents. Proposal for main topics R and D areas for advanced NPP monitoring, diagnostic and control are identified. (authors)
International Nuclear Information System (INIS)
Seki, Tatsuya; Oguma, Koichi
2004-01-01
A flow injection method has been developed for the determination of uranium is natural waters and high-purity aluminum by use of on-line preconcentration on a U/TEVA TM column and ICP-MS detection. The sample solution prepared as a nitric acid solution in 3 mol l -1 was passed through the U/TEVA TM column to collect uranium and uranium adsorbed was eluted with 0.1 mol l -1 nitric acid. The effluent was introduced directly into the nebulizer of the ICP-MS and 238 U was measured. The detection limit, calculated as 3-times the standard deviation of the background noise, was 3pg and the sample throughput was about 10 per hour. The proposed method was successfully applied to the determination of uranium in river-water reference materials, a seawater reference material and high-purity aluminum reference materials. (author)
Liu, Yu; He, Chuanbo
2015-12-01
In this discussion, the corrections to the errors found in the derivations and the numerical code of a recent analytical study (Zhou et al. Journal of Sound and Vibration 333 (7) (2014) 1972-1990) on sound transmission through double-walled cylindrical shells lined with poroelastic material are presented and discussed, as well as the further effect of the external mean flow on the transmission loss. After applying the corrections, the locations of the characteristic frequencies of thin shells remain unchanged, as well as the TL results above the ring frequency where BU and UU remain the best configurations in sound insulation performance. In the low-frequency region below the ring frequency, however, the corrections attenuate the TL amplitude significantly for BU and UU, and hence the BB configuration exhibits the best performance which is consistent with previous observations for flat sandwich panels.
Energy Technology Data Exchange (ETDEWEB)
Peng, Guilong [Key Laboratory of Eco-Environment of Three Gorges Region of Ministry of Education, Chongqing University, Chongqing, 400045 (China); Department of Chemistry, Beijing Key Laboratory of Microanalytical Methods and Instrumentation, Tsinghua University, Beijing, 100084 (China); He, Qiang, E-mail: heqiang0980@163.com [Key Laboratory of Eco-Environment of Three Gorges Region of Ministry of Education, Chongqing University, Chongqing, 400045 (China); Lu, Ying [Department of Mathematics and Physics, Armed Police College, Chengdu, 610213 (China); Huang, Jing [Research Center for Advanced Computation, College of Science, Xihua University, Chengdu, 610039 (China); Lin, Jin-Ming, E-mail: jmlin@mail.tsinghua.edu.cn [Department of Chemistry, Beijing Key Laboratory of Microanalytical Methods and Instrumentation, Tsinghua University, Beijing, 100084 (China)
2017-02-22
In this paper, a rapid and simple method using magnetic multi-walled carbon nanotubes (MWCNTS), as a solid-phase extraction (SPE) sorbent, was successfully developed for extraction and preconcentration trace amounts of Cr(III) in water samples. The synthesized magnetic-MWCNTs nanocomposite was characterized by scanning electron microscopy (SEM), transmission electron microscopy (TEM), Fourier transform infrared spectroscopy (FT-IR), X-ray photoelectron spectroscopy (XPS) and X-ray diffraction (XRD). A rhodamine derivative (R1) was synthesized and characterized as a highly selective and sensitive fluorescent derivatizing agent for Cr(III). After SPE procedure, Cr(III) analysis was performed by flow injection microfluidic chip with on-line fluorescent derivatization and laser-induced fluorescence (LIF) spectroscopy detection. The parameters, which affected the efficiency of the developed method were investigated and optimized. Under the optimized conditions, the method exhibited a linear dynamic range of 0–10.0 nM, with a detection limit of 0.094 nM and an enrichment factor of 38. Furthermore, real water samples were analyzed and good recoveries were obtained from 91.0 to 101.6%. - Graphical abstract: Flow injection microfluidic device with on-line fluorescent derivatization and detection coupled to LIF. - Highlights: • A highly selective and sensitive derivatizing reagent for Cr(III) was synthesized and characterized. • The magnetic-MWCNTs nanocomposite as a SPE sorbent was successfully synthesized and characterized. • A new portable detection system was developed for microfluidic chip FIA platform.
International Nuclear Information System (INIS)
Zhang Wei; Danielson, Neil D.
2003-01-01
An on-line quinine-sensitized photo-oxidation with quenched chemiluminescence (CL) detection method is developed for phenols using flow injection (FI) and liquid chromatography (LC). This detection method is based on the decrease of light emission from the luminol CL reaction due to the photo-oxidation of phenols that scavenge the photogenerated reactive oxygen species (e.g. singlet oxygen ( 1 O 2 ) and superoxide (O 2 · - )). On-line photo-oxidation is achieved using a coil photo-reactor made from fluoroethylene-propylene copolymer tubing (3048 mmx0.25 mm i.d.) coiled around a mercury UV lamp. A buffer of pH 7 and a concentration of 350 μM for quinine sulfate are determined optimum for the sensitized photo-oxidation. Using a carrier system flow rate of 60 μl/min, calibration curves taken by FI for 10 phenolic compounds in aqueous solutions showed this decreasing sensitivity order: 4-chlorophenol, phenol, 4-nitrophenol, 3-hydroxy-L-kynurenine, 2-nitrophenol, salicylate, 3-nitrophenol, catechol, 2,4-dinitrophenol, and 2,4-dichlorophenol. This detection method using two tandem coil photo-reactors is also applied for the LC separation of phenol, 4-nitrophenol and 4-chlorophenol on an octadecyl (C18) silica LC column using acetonitrile-H 2 O (40:60, v/v) as a mobile phase. The quenched CL detection limits (about 1 μM or 20 pmol) for phenol and 4-chlorophenol are comparable to those for UV detection at 254 nm. Some selectivity in the quenched CL detection is evident by no interference in the FI phenol response even when benzaldehyde and phenethanol concentrations are 8 and 15 times that of phenol
International Nuclear Information System (INIS)
Ortega, Claudia; Cerutti, Soledad; Silva, Maria F.; Olsina, Roberto A.; Martinez, Luis D.
2003-01-01
An on-line dysprosium preconcentration and determination system based on the hyphenation of cloud point extraction (CPE) to flow injection analysis (FIA) associated with ICP-OES was studied. For the preconcentration of dysprosium, a Dy(III)-2-(5-bromo-2-pyridylazo)-5-diethylaminophenol complex was formed on-line at pH 9.22 in the presence of nonionic micelles of PONPE-7.5. The micellar system containing the complex was thermostated at 30 C in order to promote phase separation, and the surfactant-rich phase was retained in a microcolumn packed with cotton at pH 9.2. The surfactant-rich phase was eluted with 4 mol L -1 nitric acid at a flow rate of 1.5 mL min -1 , directly in the nebulizer of the plasma. An enhancement factor of 50 was obtained for the preconcentration of 50 mL of sample solution. The detection limit value for the preconcentration of 50 mL of aqueous solution of Dy was 0.03 μg L -1 . The precision for 10 replicate determinations at the 2.0 μg L -1 Dy level was 2.2% relative standard deviation (RSD), calculated from the peak heights obtained. The calibration graph using the preconcentration system for dysprosium was linear with a correlation coefficient of 0.9994 at levels near the detection limits up to at least 100 μg L -1 . The method was successfully applied to the determination of dysprosium in urine. (orig.)
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
Slot-type pickup/kicker for AA stochastic cooling
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.
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.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
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…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
DEFF Research Database (Denmark)
Buanuam, Janya; Miró, Manuel; Hansen, Elo Harald
2006-01-01
Sequential injection microcolumn extraction (SI-MCE) based on the implementation of a soil containing microcartridge as external reactor in a sequential injection network is, for the first time, proposed for dynamic fractionation of macronutrients in environmental solids, as exemplified by the pa......Sequential injection microcolumn extraction (SI-MCE) based on the implementation of a soil containing microcartridge as external reactor in a sequential injection network is, for the first time, proposed for dynamic fractionation of macronutrients in environmental solids, as exemplified...... by the partitioning of inorganic phosphorous in agricultural soils. The on-line fractionation method capitalises on the accurate metering and sequential exposure of the various extractants to the solid sample by application of programmable flow as precisely coordinated by a syringe pump. Three different soil phase...... associations for phosphorus, that is, exchangeable, Al- and Fe-bound and Ca-bound fractions, were elucidated by accommodation in the flow manifold of the 3 steps of the Hietjles-Litjkema (HL) scheme involving the use of 1.0 M NH4Cl, 0.1 M NaOH and 0.5 M HCl, respectively, as sequential leaching reagents...
Nandakumar, M P; Lali, A M; Mattiasson, B
1999-01-01
A novel flow injection biosensor system for monitoring fermentation processes has been developed using an expanded micro bed as the enzyme reactor. An expanded bed reactor is capable of handling a mobile phase containing suspended matter like cells and cell debris. Thus, while the analyte is free to interact with the adsorbent, the suspended particulate matter passes through unhindered. With the use of a scaled down expanded bed in the flow injection analysis (FIA) system, it was possible to analyse samples directly from a fermentor without the pretreatment otherwise required to extract the analyte or remove the suspended cells. This technique, therefore, provides a means to determine the true concentrations of the metabolites in a fermentor, with more ease than possible with other techniques. Glucose oxidase immobilised on STREAMLINE was used to measure glucose concentration in a suspension of dead yeast cells. There was no interference from the cell particles even at high cell densities such as 15 gm dry weight per litre. The assay time was about 6 min. Accuracy and reproducibility of the system was found to be good. In another scheme, lactate oxidase was covalently coupled to STREAMLINE for expanded bed operation. With the on-line expanded micro bed FIA it was possible to follow the fermentation with Lactobacillus casei.
Trajectory averaging for stochastic approximation MCMC algorithms
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
Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines
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
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
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.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
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...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Variance decomposition in stochastic simulators.
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
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.
Brownian motion and stochastic calculus
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
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
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.
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