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At least 181 records · Page 10

On recontamination and directional-bias problems in Monte Carlo simulation of PDF turbulence models

Turbulent combustion can not be simulated adequately by conventional moment closure turbulence models. The difficulty lies in the fact that the reaction rate is in general an exponential function of the temperature, and the higher order correlations in the conventional moment closure models of the chemical source term can not be neglected, making the applications of such models impractical. The probability density function (pdf) method offers an attractive alternative: in a pdf model, the chemical source terms are closed and do not require additional models. A grid dependent Monte Carlo scheme was studied, since it is a logical alternative, wherein the number of computer operations increases only linearly with the increase of number of independent variables, as compared to the exponential increase in a conventional finite difference scheme. A new algorithm was devised that satisfies a restriction in the case of pure diffusion or uniform flow problems. Although for nonuniform flows absolute conservation seems impossible, the present scheme has reduced the error considerably.

Hsu, Andrew T.↗

The Containment Assurance Risk Framework of the Mars Sample Return Program

The Mars Sample Return campaign aims at bringing rock and atmospheric samples from Mars to Earth through a series of robotic missions. These missions would collect the samples being cached and deposited on Martian soil by the Perseverance rover, place them in a container, and launch them into Martian orbit for subsequent capture by an orbiter that would bring them back. Given there exists a non-zero probability that the samples contain biological material, precautions are being taken to design systems that would break the chain of contact between Mars and Earth. These include techniques such as sterilization of Martian particles, redundant containment vessels, and a robust reentry capsule capable of accurate landings without a parachute. Requirements exist that the probability of containment not assured of Martian-contaminated material into Earth’s biosphere be less than one in a million. To demonstrate compliance with this strict requirement, a statistical framework was developed to assess the likelihood of containment loss during each sample return phase and make a statement about the total combined mission probability of containment not assured. The work presented here describes this framework, which considers failure modes or fault conditions that can initiate failure sequences ultimately leading to containment not assured. Reliability estimates are generated from databases, design heritage, component specifications, or expert opinion in the form of probability density functions or point estimates and provided as inputs to the mathematical models that simulate the different failure sequences. The probabilistic outputs are then combined following the logic of several fault trees to compute the ultimate probability of containment not assured. Given the multidisciplinary nature of the problem and the different types of mathematical models used, the statistical tools needed for analysis are required to be computationally efficient. While standard Monte Carlo approaches are used for fast models, a multi-fidelity approach to rare event probabilities is proposed for expensive models. In this paradigm, inexpensive low-fidelity models are developed for computational acceleration purposes while the expensive high-fidelity model is kept in the loop to retain accuracy in the results. This work presents an example of end-to-end application of this framework highlighting the computational benefits of a multi-fidelity approach.

Giuseppe Cataldo↗

Mean and Random Errors of Visual Roll Rate Perception from Central and Peripheral Visual Displays

A large number of roll rate stimuli, covering rates from zero to plus or minus 25 deg/sec, were presented to subjects in random order at 2 sec intervals. Subjects were to make estimates of magnitude of perceived roll rate stimuli presented on either a central display, on displays in the peripheral ield of vision, or on all displays simultaneously. Response was by way of a digital keyboard device, stimulus exposition times were varied. The present experiment differs from earlier perception tasks by the same authors in that mean rate perception error (and standard deviation) was obtained as a function of rate stimulus magnitude, whereas the earlier experiments only yielded mean absolute error magnitude. Moreover, in the present experiment, all stimulus rates had an equal probability of occurrence, whereas the earlier tests featured a Gaussian stimulus probability density function. Results yield a ood illustration of the nonlinear functions relating rate presented to rate perceived by human observers or operators.

Vandervaart, J. C.↗

Retrieval of monthly rainfall indices from microwave radiometric measurements using probability distribution functions

An algorithm for the estimation of monthly rain totals for 5 deg cells over the ocean from histograms of SSM/I brightness temperatures has been developed. There are three novel features to this algorithm. First, it uses knowledge of the form of the rainfall intensity probability density function to augment the measurements. Second, a linear combination of the 19.35 and 22.235 GHz channels has been employed to reduce the impact of variability of water vapor. Third, an objective technique has been developed to estimate the rain layer thickness from the 19.35- and 22.235-GHz brightness temperature histograms. Comparison with climatologies and the GATE radar observations suggest that the estimates are reasonable in spite of not having a beam-filling correction. By-products of the retrievals indicate that the SSM/I instrument noise level and calibration stability are quite good.

Wilheit, Thomas T.↗

DONKEY: A Flexible and Accurate Algorithm for Clustering

We propose an accurate clustering algorithm suitable for the varied and multidimensional data sets that correspond to temporal snapshots from on-the-fly nonadiabatic trajectory-based simulations of photoexcited dynamics. The algorithm approximates the underlying probability density function using variable kernel density estimation, with local maxima corresponding to cluster centers. Each data point is then assigned to one of the maxima by employing a maximization procedure. Finally, clusters artificially separated by minor fluctuations in the probability density are merged. The algorithm does not require parameter tuning, which ensures flexibility and reduces the risk of bias. It is tested on several synthetic data sets, where it consistently outperforms conventional clustering algorithms. As a final example, the algorithm is applied to the excited dynamics of the norbornadiene ⇌ quadricyclane (C 7 H 8 ) molecular photoswitch, demonstrating how distinct reaction pathways can be identified.

algorithms↗

NASA B-57B Severe Storms Flight Program

Plots of winds encountered in-flight are presented for a severe turbulence case from JAWS flight 7 (near Denver on the afternoon of July 15, 1982). During the flight the B-57B showed a 30-knot increase in airspeed over a distance of about 426 ft and then a more gradual decrease of 40 to 50 knots over a distance of about 3.2 miles. This suspected outflow feature was associated with downdraft in excess of 20 knots. The horizontal wind direction changed almost 180 deg during the pass through the feature, and the intensity of velocity differences decreased for all three components within the downdraft. Calculated probability density functions for u, v, and w showed a jagged character; and distributions for Delta-u, Delta-v, and Delta-w were distinctly non-Gaussian. Based on skewness and kurtosis values, the data could probably best be modeled by a Pearson type VII (Student's t) distribution.

Painter, W. D.↗

Development and application of an empirical probability distribution for the prediction error of re-entry body maximum dynamic pressure

The relationship between actual and predicted re-entry maximum dynamic pressure is characterized using a probability density function and a cumulative distribution function derived from sounding rocket flight data. This paper explores the properties of this distribution and demonstrates applications of this data with observed sounding rocket re-entry body damage characteristics to assess probabilities of sustaining various levels of heating damage. The results from this paper effectively bridge the gap existing in sounding rocket reentry analysis between the known damage level/flight environment relationships and the predicted flight environment.

Lanzi, R. James↗

CloudSat-Constrained Cloud Ice Water Path and Cloud Top Height Retrievals from MHS 157 and 183.3 GHz Radiances

Ice water path (IWP) and cloud top height (ht) are two of the key variables in determining cloud radiative and thermodynamical properties in climate models. Large uncertainty remains among IWP measurements from satellite sensors, in large part due to the assumptions made for cloud microphysics in these retrievals. In this study, we develop a fast algorithm to retrieve IWP from the 157, 183.3+/-3 and 190.3 GHz radiances of the Microwave Humidity Sounder (MHS) such that the MHS cloud ice retrieval is consistent with CloudSat IWP measurements. This retrieval is obtained by constraining the empirical forward models between collocated and coincident measurements of CloudSat IWP and MHS cloud-induced radiance depression (Tcir) at these channels. The empirical forward model is represented by a lookup table (LUT) of Tcir-IWP relationships as a function of ht and the frequency channel.With ht simultaneously retrieved, the IWP is found to be more accurate. The useful range of the MHS IWP retrieval is between 0.5 and 10 kg/sq m, and agrees well with CloudSat in terms of the normalized probability density function (PDF). Compared to the empirical model, current operational radiative transfer models (RTMs) still have significant uncertainties in characterizing the observed Tcir-IWP relationships. Therefore, the empirical LUT method developed here remains an effective approach to retrieving ice cloud properties from the MHS-like microwave channels.

cloud top height↗

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

Mashiku, Alinda↗

A study of parameter identification

A set of definitions for deterministic parameter identification ability were proposed. Deterministic parameter identificability properties are presented based on four system characteristics: direct parameter recoverability, properties of the system transfer function, properties of output distinguishability, and uniqueness properties of a quadratic cost functional. Stochastic parameter identifiability was defined in terms of the existence of an estimation sequence for the unknown parameters which is consistent in probability. Stochastic parameter identifiability properties are presented based on the following characteristics: convergence properties of the maximum likelihood estimate, properties of the joint probability density functions of the observations, and properties of the information matrix.

Herget, C. J.↗

A Simple Stochastic Model for Generating Broken Cloud Optical Depth and Top Height Fields

A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.

Prigarin, Sergei M.↗

Structural Reliability Analysis and Optimization: Use of Approximations

This report is intended for the demonstration of function approximation concepts and their applicability in reliability analysis and design. Particularly, approximations in the calculation of the safety index, failure probability and structural optimization (modification of design variables) are developed. With this scope in mind, extensive details on probability theory are avoided. Definitions relevant to the stated objectives have been taken from standard text books. The idea of function approximations is to minimize the repetitive use of computationally intensive calculations by replacing them with simpler closed-form equations, which could be nonlinear. Typically, the approximations provide good accuracy around the points where they are constructed, and they need to be periodically updated to extend their utility. There are approximations in calculating the failure probability of a limit state function. The first one, which is most commonly discussed, is how the limit state is approximated at the design point. Most of the time this could be a first-order Taylor series expansion, also known as the First Order Reliability Method (FORM), or a second-order Taylor series expansion (paraboloid), also known as the Second Order Reliability Method (SORM). From the computational procedure point of view, this step comes after the design point identification; however, the order of approximation for the probability of failure calculation is discussed first, and it is denoted by either FORM or SORM. The other approximation of interest is how the design point, or the most probable failure point (MPP), is identified. For iteratively finding this point, again the limit state is approximated. The accuracy and efficiency of the approximations make the search process quite practical for analysis intensive approaches such as the finite element methods; therefore, the crux of this research is to develop excellent approximations for MPP identification and also different approximations including the higher-order reliability methods (HORM) for representing the failure surface. This report is divided into several parts to emphasize different segments of the structural reliability analysis and design. Broadly, it consists of mathematical foundations, methods and applications. Chapter I discusses the fundamental definitions of the probability theory, which are mostly available in standard text books. Probability density function descriptions relevant to this work are addressed. In Chapter 2, the concept and utility of function approximation are discussed for a general application in engineering analysis. Various forms of function representations and the latest developments in nonlinear adaptive approximations are presented with comparison studies. Research work accomplished in reliability analysis is presented in Chapter 3. First, the definition of safety index and most probable point of failure are introduced. Efficient ways of computing the safety index with a fewer number of iterations is emphasized. In chapter 4, the probability of failure prediction is presented using first-order, second-order and higher-order methods. System reliability methods are discussed in chapter 5. Chapter 6 presents optimization techniques for the modification and redistribution of structural sizes for improving the structural reliability. The report also contains several appendices on probability parameters.

Grandhi, Ramana V.↗

Reward and uncertainty in exploration programs

A set of variables which are crucial to the economic outcome of petroleum exploration are discussed. These are treated as random variables; the values they assume indicate the number of successes that occur in a drilling program and determine, for a particular discovery, the unit production cost and net economic return if that reservoir is developed. In specifying the joint probability law for those variables, extreme and probably unrealistic assumptions are made. In particular, the different random variables are assumed to be independently distributed. Using postulated probability functions and specified parameters, values are generated for selected random variables, such as reservoir size. From this set of values the economic magnitudes of interest, net return and unit production cost are computed. This constitutes a single trial, and the procedure is repeated many times. The resulting histograms approximate the probability density functions of the variables which describe the economic outcomes of an exploratory drilling program.

Kaufman, G. M.↗

Copacabana: a probabilistic membership assignment method for galaxy clusters

Cosmological analyses using galaxy clusters in optical/near-infrared photometric surveys require robust characterization of their galaxy content. Precisely determining which galaxies belong to a cluster is crucial. In this paper, we present the COlor Probabilistic Assignment of Clusters And BAyesiaN Analysis (Copacabana) algorithm. Copacabana computes membership probabilities for all galaxies within an aperture centred on the cluster using photometric redshifts, colours, and projected radial probability density functions. We use simulations to validate Copacabana and we show that it achieves up to 89 per cent membership accuracy with a mild dependence on photometric redshift uncertainties and choice of aperture size. We find that the precision of the photometric redshifts has the largest impact on the determination of the membership probabilities followed by the choice of the cluster aperture size. We also quantify how much these uncertainties in the membership probabilities affect the stellar mass–cluster mass scaling relation, a relation that directly impacts cosmology. Using the sum of the stellar masses weighted by membership probabilities (⁠μ * ⁠) as the observable, we find that Copacabana can reach an accuracy of 0.06 dex in the measurement of the scaling relation at low redshift for a Legacy Survey of Space and Time type survey. These results indicate the potential of Copacabana and μ * to be used in cosmological analyses of optically selected clusters in the future.

79 ASTRONOMY AND ASTROPHYSICS↗

Stochastic Control Synthesis of Systems with Structured Uncertainty

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Padula, Sharon L.↗

On Bayesian Inductive Inference & Predictive Estimation

We investigate Bayesian inference and the Principle of Maximum Entropy (PME) as methods for doing inference under uncertainty. This investigation is primarily through concrete examples that have been previously investigated in the literature. We find that it is possible to do Bayesian inference and PME inference using the same information, despite claims to the contrary, but that the results are not directly comparable. This is because Bayesian inference yields a probability density function (pdf) over the unknown model parameters, whereas PME yields point estimates. If mean estimates are extracted from the Bayesian pdfs, the resulting parameter estimates can differ radically from the PME values and also from the Maximum Likelihood values. We conclude that these differences are due to the Bayesian inference not assuming anything beyond the given prior probabilities and the data, whereas PME implicitly assumes that the given constraints are the only constraints that are operating. Since this assumption can be wrong, PME values may have to be revised when subsequent data shows evidence for more constraints. The entropy concentration previously "proved" by E. T. Jaynes is shown to be in error. Further, we show that PME is a generalized form of independence assumption, and so can be a very powerful method of inference when the variables being investigated are largely independent of each other.

Cheeseman, Peter↗

How to Obtain the Redshift Distribution from Probabilistic Redshift Estimates

Abstract A reliable estimate of the redshift distribution n ( z ) is crucial for using weak gravitational lensing and large-scale structures of galaxy catalogs to study cosmology. Spectroscopic redshifts for the dim and numerous galaxies of next-generation weak-lensing surveys are expected to be unavailable, making photometric redshift (photo- z ) probability density functions (PDFs) the next best alternative for comprehensively encapsulating the nontrivial systematics affecting photo- z point estimation. The established stacked estimator of n ( z ) avoids reducing photo- z PDFs to point estimates but yields a systematically biased estimate of n ( z ) that worsens with a decreasing signal-to-noise ratio, the very regime where photo- z PDFs are most necessary. We introduce Cosmological Hierarchical Inference with Probabilistic Photometric Redshifts ( CHIPPR ), a statistically rigorous probabilistic graphical model of redshift-dependent photometry that correctly propagates the redshift uncertainty information beyond the best-fit estimator of n ( z ) produced by traditional procedures and is provably the only self-consistent way to recover n ( z ) from photo- z PDFs. We present the chippr prototype code, noting that the mathematically justifiable approach incurs computational cost. The CHIPPR approach is applicable to any one-point statistic of any random variable, provided the prior probability density used to produce the posteriors is explicitly known; if the prior is implicit, as may be the case for popular photo- z techniques, then the resulting posterior PDFs cannot be used for scientific inference. We therefore recommend that the photo- z community focus on developing methodologies that enable the recovery of photo- z likelihoods with support over all redshifts, either directly or via a known prior probability density.

79 ASTRONOMY AND ASTROPHYSICS↗

Characterization of vegetation by microwave and optical remote sensing

Two series of carefully controlled experiments were conducted. First, plots of important crops (corn, soybeans, and sorghum), prairie grasses (big bluestem, switchgrass, tal fescue, orchardgrass, bromegrass), and forage legumes (alfalfa, red clover, and crown vetch) were manipulated to produce wide ranges of phytomass, leaf area index, and canopy architecture. Second, coniferous forest canopies were simulated using small balsam fir trees grown in large pots of soil and arranged systematically on a large (5 m) platform. Rotating the platform produced many new canopies for frequency and spatial averaging of the backscatter signal. In both series of experiments, backscatter of 5.0 GHz (C-Band) was measured as a function of view angle and polarization. Biophysical measurements included leaf area index, fresh and dry phytomass, water content of canopy elements, canopy height, and soil roughness and moisture content. For a subset of the above plots, additional measurements were acquired to exercise microwave backscatter models. These measurements included size and shape of leaves, stems, and fruit and the probability density function of leaf and stem angles. The relationships of the backscattering coefficients and the biophysical properties of the canopies were evaluated using statistical correlations, analysis of variance, and regression analysis. Results from the corn density and balsam fir experiments are discussed and analyses of data from the other experiments are summarized.

Daughtry, C. S. T.↗