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arXiv 2021年

作者： Zhang, Jiachen Crippa, Paola Genton, Marc G. Castruccio, Stefano Department of Applied and Computational Mathematics and Statistics University of Notre Dame United States Department of Civid and Environmental Engineering and Geoscience University of Notre Dame United States Statistics Program King Abdullah University of Science and Technology Saudi Arabia

The transition from non-renewable to renewable energies represents a global societal challenge, and developing a sustainable energy portfolio is an especially daunting task for developing countries where little to no information is available regarding the abundance of renewable resources such as wind. Weather model simulations are key to obtain such information when observational data are scarce and sparse over a country as large and geographically diverse as Saudi Arabia. However, output from such models is uncertain, as it depends on inputs such as the parametrization of the physical processes and the spatial resolution of the simulated domain. In such situations, a sensitivity analysis must be performed and the input may have a spatially heterogeneous influence of wind. In this work, we propose a latent Gaussian functional analysis of variance (ANOVA) model that relies on a nonstationary Gaussian Markov random field approximation of a continuous latent process. The proposed approach is able to capture the local sensitivity of Gaussian and non-Gaussian wind characteristics such as speed and threshold exceedances over a large simulation domain, and a continuous underlying process also allows us to assess the effect of different spatial resolutions. Our results indicate that (1) the non-local planetary boundary layer scheme and high spatial resolution are both instrumental in capturing wind speed and energy (especially over complex mountainous terrain), and (2) the impact of planetary boundary layer scheme and resolution on Saudi Arabia’s planned wind farms is small (at most 1.4%). Thus, our results lend support for the construction of these wind farms in the next decade. © 2021, CC BY-NC-ND.

关键词： Sensitivity analysis

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Multifunctional Hyperuniform Cellular Networks: Optimality, Anisotropy and Disorder

arXiv

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arXiv 2018年

作者： Torquato, S. Chen, D. Department of Chemistry Department of Physics Princeton Institute for the Science and Technology of Materials Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Department of Chemistry Princeton University PrincetonNJ08544 United States

Disordered hyperuniform heterogeneous materials are new, exotic amorphous states of matter that behave like crystals in the manner in which they suppress volume-fraction fluctuations at large length scales, and yet are statistically isotropic with no Bragg peaks. It has recently been shown that disordered hyperuniform dielectric two-dimensional cellular network solids possess complete photonic band gaps comparable in size to photonic crystals, while at the same time maintaining statistical isotropy, enabling waveguide geometries not possible with photonic crystals. Motivated by these developments, we explore other functionalities of various two-dimensional ordered and disordered hyperuniform cellular networks, including their effective thermal or electrical conductivities and elastic moduli. We establish the multifunctionality of a class of such low-density networks by demonstrating that they maximize or virtually maximize the effective conductivities and elastic moduli. This is accomplished using the machinery of homogenization theory, including optimal bounds and cross-property bounds, and statistical mechanics. We rigorously prove that anisotropic networks consisting of sets of intersecting parallel channels in the low-density limit, ordered or disordered, possess optimal effective conductivity tensors. For a variety of different disordered networks, we show that when short-range and long-range order increases, there is an increase in both the effective conductivity and elastic moduli of the network. Moreover, we demonstrate that the effective conductivity and elastic moduli of various disordered networks derived from disordered "stealthy" hyperuniform point patterns possess virtually optimal values. We note that the optimal networks for conductivity are also optimal for the fluid permeability associated with slow viscous flow through the channels as well as the mean survival time associated with diffusion-controlled reactions in the channels. In summary, we have

关键词： Elastic moduli

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Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction

arXiv

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arXiv 2020年

Facing increasing societal and economic pressure, many countries have established strategies to develop renewable energy portfolios, whose penetration in the market can alleviate the dependence on fossil fuels. In the case of wind, there is a fundamental question related to the resilience, and hence profitability, of future wind farms to a changing climate, given that current wind turbines have lifespans of up to thirty years. In this work we develop a new non-Gaussian method to adjust assimilated observational data to simulations and to estimate future wind, predicated on a trans-Gaussian transformation and a cluster-wise minimization of the Kullback-Leibler divergence. Future winds abundance will be determined for Saudi Arabia, a country with a recently established plan to develop a portfolio of up to 16 GW of wind energy. Further, we estimate the change in profits over future decades using additional high-resolution simulations, an improved method for vertical wind extrapolation and power curves from a collection of popular wind turbines. We find an overall increase in daily profit of $272,000 for the wind energy market for the optimal locations for wind farming in the country. Copyright © 2020, The Authors. All rights reserved.

关键词： Wind power

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Generation and structural characterization of Debye random media

arXiv

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arXiv 2020年

作者： Ma, Zheng Torquato, Salvatore Department of Physics Princeton University PrincetonNJ08544 United States Department of Chemistry Department of Physics Princeton Institute for the Science and Technology of Materials Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

In their seminal paper on scattering by an inhomogeneous solid, Debye and coworkers proposed a simple exponentially decaying function for the two-point correlation function of an idealized class of two-phase random media. Such Debye random media, which have been shown to be realizable, are singularly distinct from all other models of two-phase media in that they are entirely defined by their one- and two-point correlation functions. To our knowledge, there has been no determination of other microstructural descriptors of Debye random media. In this paper, we generate Debye random media in two dimensions using an accelerated Yeong-Torquato construction algorithm. We then ascertain microstructural descriptors of the constructed media, including their surface correlation functions, pore-size distributions, lineal-path function, and chord-length probability density function. Accurate semi-analytic and empirical formulas for these descriptors are devised. We compare our results for Debye random media to those of other popular models (overlapping disks and equilibrium hard disks), and find that the former model possesses a wider spectrum of hole sizes, including a substantial fraction of large holes. Our algorithm can be applied to generate other models defined by their two-point correlation functions, and their other microstructural descriptors can be determined and analyzed by the procedures laid out here. Copyright © 2020, The Authors. All rights reserved.

关键词： Random processes

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Dynamic Measure of Hyperuniformity and Nonhyperuniformity in Heterogeneous Media via the Diffusion Spreadability

arXiv

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arXiv 2021年

作者： Wang, Haina Torquato, Salvatore Department of Chemistry Princeton University PrincetonNJ08544 United States Department of Chemistry Department of Physics Princeton Center for Theoretical Science Princeton Institute for the Science and Technology of Materials Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

Time-dependent interphase diffusion processes in multiphase heterogeneous media arise ubiquitously in physics, chemistry and biology. Examples of heterogeneous media include composites, geological media, gels, foams and cell aggregates. The recently developed concept of spreadability, S(t), provides a direct link between time-dependent diffusive transport and the microstructure of two-phase media across length scales [Torquato, S., Phys. Rev. E., 104 054102 (2021)]. To investigate the capability of S(t) to probe microstructures of real heterogeneous media, we explicitly compute S(t) for well-known two-dimensional and three-dimensional idealized model structures that span across nonhyperuniform and hyperuniform classes. Among the former class, we study fully penetrable spheres and equilibrium hard spheres, and in the latter class, we examine sphere packings derived from "perfect glasses", uniformly randomized lattices (URL), disordered stealthy hyperuniform point processes and Bravais lattices. Hyperuniform media are characterized by an anomalous suppression of volume fraction fluctuations at large length scales compared to that of any nonhyperuniform medium. We further confirm that the small-, intermediate- and long-time behaviors of S(t) sensitively capture the small-, intermediate- and large-scale characteristics of the models. In instances in which the spectral density (Equation presented)V (k) has a power-law form B|k|α in the limit |k| → 0, the long-time spreadability provides a simple means to extract the value of the coefficients α and B that is robust against noise in (Equation presented)V (k) at small wavenumbers. For typical nonhyperuniform media, the intermediate-time spreadability is slower for models with larger values of the coefficient B = (Equation presented)V (0). Interestingly, the excess spreadability S(∞) - S(t) for URL packings has nearly exponential decay at small to intermediate t, but transforms to a power-law decay at large t, and the time f

关键词： Diffusion

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OnsagerNet: Learning stable and interpretable dynamics using a generalized Onsager principle

arXiv

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arXiv 2020年

作者： Yu, Haijun Tian, Xinyuan Weinan, E. Li, Qianxiao NCMIS LSEC Institute of Computational Mathematics and Scientific/Engineering Computing Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing100190 China School of Mathematical Sciences University of Chinese Academy of Sciences Beijing100049 China Department of Mathematics The Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Department of Mathematics National University of Singapore Singapore119077 Singapore Institute of High Performance Computing A*STAR Singapore138632 Singapore

We propose a systematic method for learning stable and physically interpretable dynamical models using sampled trajectory data from physical processes based on a generalized Onsager principle. The learned dynamics are autonomous ordinary differential equations parameterized by neural networks that retain clear physical structure information, such as free energy, diffusion, conservative motion and external forces. For high dimensional problems with a low dimensional slow manifold, an autoencoder with metric preserving regularization is introduced to find the low dimensional generalized coordinates on which we learn the generalized Onsager dynamics. Our method exhibits clear advantages over existing methods on benchmark problems for learning ordinary differential equations. We further apply this method to study Rayleigh-Bénard convection and learn Lorenz-like low dimensional autonomous reduced order models that capture both qualitative and quantitative properties of the underlying dynamics. This forms a general approach to building reduced order models for forced dissipative *** Codes 76E30, 34D20, 68T05/07, 82C35 Copyright © 2020, The Authors. All rights reserved.

关键词： Ordinary differential equations

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ON THE STABILITY OF POSITIVE SEMIGROUPS

arXiv

引用

arXiv 2021年

作者： Del Moral, Pierre Horton, Emma Jasra, Ajay Centre de Recherche Inria Bordeaux Sud-Ouest Talence 33405 France Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science & Technology Building 1 Thuwal23955-6900 Saudi Arabia

The stability and contraction properties of positive integral semigroups on Polish spaces are investigated. Our novel analysis is based on the extension of V -norm contraction methods, associated to functionally weighted Banach spaces for Markov semigroups, to positive semigroups. This methodology is applied to a general class of positive and possibly time-inhomogeneous bounded integral semigroups and their normalised versions. The spectral theorems that we develop are an extension of Perron-Frobenius and Krein-Rutman theorems for positive operators to a class of time-varying positive semigroups. In the context of time-homogeneous models, the regularity conditions discussed in the present article appear to be necessary and sufficient condition for the existence of leading eigenvalues. We review and illustrate the impact of these results in the context of positive semigroups arising in transport theory, physics, mathematical biology and signal processing. Copyright © 2021, The Authors. All rights reserved.

关键词： Banach spaces

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Manifold learning for organizing unstructured sets of process observations

arXiv

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arXiv 2018年

作者： Dietrich, Felix Kooshkbaghi, Mahdi Bollt, Erik M. Kevrekidis, Ioannis G. Department of Chemical and Biomolecular Engineering Department of Applied Mathematics and Statistics Johns Hopkins University BaltimoreMD21218 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Department of Mathematics Department of Electrical and Computer Engineering Clarkson Center for Complex Systems Science Clarkson University PotsdamNY13699-5815 United States

Data mining is routinely used to organize ensembles of short temporal observations so as to reconstruct useful, low-dimensional realizations of an underlying dynamical system. In this paper, we use manifold learning to organize unstructured ensembles of observations ("trials") of a system's response surface. We have no control over where every trial starts;and during each trial operating conditions are varied by turning "agnostic" knobs, which change system parameters in a systematic but unknown way. As one (or more) knobs "turn" we record (possibly partial) observations of the system response. We demonstrate how such partial and disorganized observation ensembles can be integrated into coherent response surfaces whose dimension and parametrization can be systematically recovered in a data-driven fashion. The approach can be justified through the Whitney and Takens embedding theorems, allowing reconstruction of manifolds/attractors through different types of observations. We demonstrate our approach by organizing unstructured observations of response surfaces, including the reconstruction of a cusp bifurcation surface for Hydrogen combustion in a Continuous Stirred Tank Reactor. Finally, we demonstrate how this observation-based reconstruction naturally leads to informative transport maps between input parameter space and output/state variable *** codes 37M20 Copyright © 2018, The Authors. All rights reserved.

关键词： Dynamical systems

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Modeling of Measurement Error in Financial Returns Data

arXiv

引用

arXiv 2024年

作者： Jasra, Ajay Maama, Mohamed Mijatović, Aleksandar School of Data Science The Chinese University of Hong Kong Shenzhen China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Department of Statistics University of Warwick United Kingdom

In this paper we consider the modeling of measurement error for fund returns data. In particular, given access to a time-series of discretely observed log-returns and the associated maximum over the observation period, we develop a stochastic model which models the true log-returns and maximum via a Lévy process and the data as a measurement error there-of. The main technical difficulty of trying to infer this model, for instance Bayesian parameter estimation, is that the joint transition density of the return and maximum is seldom known, nor can it be simulated exactly. Based upon the novel stick breaking representation of [12] we provide an approximation of the model. We develop a Markov chain Monte Carlo (MCMC) algorithm to sample from the Bayesian posterior of the approximated posterior and then extend this to a multilevel MCMC method which can reduce the computational cost to approximate posterior expectations, relative to ordinary MCMC. We implement our methodology on several applications including for real data. Copyright © 2024, The Authors. All rights reserved.

关键词： Markov chains

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Characterizing the hyperuniformity of ordered and disordered two-phase media

引用

Physical Review E 2021年第1期103卷 012123-012123页

作者： Jaeuk Kim Salvatore Torquato Department of Chemistry Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Princeton Institute for the Science and Technology of Materials Princeton University Princeton New Jersey 08544 USA and Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

The hyperuniformity concept provides a unified means to classify all perfect crystals, perfect quasicrystals, and exotic amorphous states of matter according to their capacity to suppress large-scale density fluctuations. While the classification of hyperuniform point configurations has received considerable attention, much less is known about the classification of hyperuniform two-phase heterogeneous media, which include composites, porous media, foams, cellular solids, colloidal suspensions, and polymer blends. The purpose of this article is to begin such a program for certain two-dimensional models of hyperuniform two-phase media by ascertaining their local volume-fraction variances σV2(R) and the associated hyperuniformity order metrics B¯V. This is a highly challenging task because the geometries and topologies of the phases are generally much richer and more complex than point-configuration arrangements, and one must ascertain a broadly applicable length scale to make key quantities dimensionless. Therefore, we purposely restrict ourselves to a certain class of two-dimensional periodic cellular networks as well as periodic and disordered or irregular packings of circular disks, some of which maximize their effective transport and elastic properties. Among the cellular networks considered, the honeycomb networks have minimal values of the hyperuniformity order metrics B¯V across all volume fractions. On the other hand, for all packings of circular disks examined, the triangular-lattice packings have the smallest values of B¯V for the possible range of volume fractions. Among all structures studied here, the triangular-lattice packing of circular disks have the minimal values of the order metric for almost all volume fractions. Our study provides a theoretical foundation for the establishment of hyperuniformity order metrics for general two-phase media and a basis to discover new hyperuniform two-phase systems with desirable bulk physical properties by inverse d

关键词： Patterns in complex systems

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