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NASA NTRS2010

Optimization Testbed Cometboards Extended into Stochastic Domain

COMparative Evaluation Testbed of Optimization and Analysis Routines for the Design of Structures (CometBoards) is a multidisciplinary design optimization software. It was originally developed for deterministic calculation. It has now been extended into the stochastic domain for structural design problems. For deterministic problems, CometBoards is introduced through its subproblem solution strategy as well as the approximation concept in optimization. In the stochastic domain, a design is formulated as a function of the risk or reliability. Optimum solution including the weight of a structure, is also obtained as a function of reliability. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to 50 percent probability of success, or one failure in two samples. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponded to unity for reliability. Weight can be reduced to a small value for the most failure-prone design with a compromised reliability approaching zero. The stochastic design optimization (SDO) capability for an industrial problem was obtained by combining three codes: MSC/Nastran code was the deterministic analysis tool, fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life airframe component made of metallic and composite materials.

Patnaik, Surya N.↗

DOE OSTI2021

Jarzynski Equality for Conditional Stochastic Work

It has been established that the inclusive work for classical, Hamiltonian dynamics is equivalent to the two-time energy measurement paradigm in isolated quantum systems. However, a plethora of other notions of quantum work has emerged, and thus the natural question arises whether any other quantum notion can provide motivation for purely classical considerations. In the present analysis, we propose the conditional stochastic work for classical, Hamiltonian dynamics, which is inspired by the one-time measurement approach. This novel notion is built upon the change of expectation value of the energy conditioned on the initial energy surface. As main results, we obtain a generalized Jarzynski equality and a sharper maximum work theorem, which account for how non-adiabatic the process is. Our findings are illustrated with the parametric harmonic oscillator.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

NASA NTRS1987

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system structural components

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Cruse, T. A.↗

NASA NTRS1988

Probabilistic Structural Analysis Methods for select space propulsion system structural components (PSAM)

Cruse, T. A.↗

NASA NTRS1975

Connective stability of large-scale stochastic systems

The procedure of decomposition-aggregation analysis reported by Siljak (1973) and Grujic and Siljak (1973) has been used in a study of the connective-stability aspects of large-scale stochastic systems. An investigation is conducted of the tolerance of a system of interconnected deterministic subsystems to both deterministic and stochastic interactions. The connective stability in the mean is considered and the connective property of stability is defined. The defined concept is included in a modification of the comparison theorem described by Ladde (1975). Attention is also given to a derivation of the sufficient conditions for the connective stability in the mean.

Ladde, G. S.↗

NASA NTRS1989

Application of stochastic robustness to aircraft control systems

Stochastic robustness, a simple numerical procedure for estimating the stability robustness of linear, time-invariant systems, is applied to a forward-swept-wing aircraft control system. Based on Monte Carlo evaluation of the system's closed-loop eignevalues, this analysis approach introduces the probability of instability as a scalar stability robustness measure. The related stochastic root locus provides insight into robustness characteristics of the closed-loop system. Three Linear Quadratic controllers of decreasing robustness are chosen to demonstrate the use of stochastic robustness to analyze and compare control designs. Examples are presented illustrating the use of stochastic robustness analysis to address the effects of actuator dynamics and unmodeled dynamics on the stability robustness of the forward-swept-wing aircraft.

Stengel, Robert F.↗

NASA NTRS2011

The Analysis of the Patterns of Radiation-Induced DNA Damage Foci by a Stochastic Monte Carlo Model of DNA Double Strand Breaks Induction by Heavy Ions and Image Segmentation Software

To create a generalized mechanistic model of DNA damage in human cells that will generate analytical and image data corresponding to experimentally observed DNA damage foci and will help to improve the experimental foci yields by simulating spatial foci patterns and resolving problems with quantitative image analysis. Material and Methods: The analysis of patterns of RIFs (radiation-induced foci) produced by low- and high-LET (linear energy transfer) radiation was conducted by using a Monte Carlo model that combines the heavy ion track structure with characteristics of the human genome on the level of chromosomes. The foci patterns were also simulated in the maximum projection plane for flat nuclei. Some data analysis was done with the help of image segmentation software that identifies individual classes of RIFs and colocolized RIFs, which is of importance to some experimental assays that assign DNA damage a dual phosphorescent signal. Results: The model predicts the spatial and genomic distributions of DNA DSBs (double strand breaks) and associated RIFs in a human cell nucleus for a particular dose of either low- or high-LET radiation. We used the model to do analyses for different irradiation scenarios. In the beam-parallel-to-the-disk-of-a-flattened-nucleus scenario we found that the foci appeared to be merged due to their high density, while, in the perpendicular-beam scenario, the foci appeared as one bright spot per hit. The statistics and spatial distribution of regions of densely arranged foci, termed DNA foci chains, were predicted numerically using this model. Another analysis was done to evaluate the number of ion hits per nucleus, which were visible from streaks of closely located foci. In another analysis, our image segmentaiton software determined foci yields directly from images with single-class or colocolized foci. Conclusions: We showed that DSB clustering needs to be taken into account to determine the true DNA damage foci yield, which helps to determine the DSB yield. Using the model analysis, a researcher can refine the DSB yield per nucleus per particle. We showed that purely geometric artifacts, present in the experimental images, can be analytically resolved with the model, and that the quantization of track hits and DSB yields can be provided to the experimentalists who use enumeration of radiation-induced foci in immunofluorescence experiments using proteins that detect DNA damage. An automated image segmentaiton software can prove useful in a faster and more precise object counting for colocolized foci images.

Ponomarev, Artem↗

DOE OSTI2021

On the Stochastic Stability of Deep Markov Models

Deep Markov models (DMM) are generative models which are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models have not been thoroughly investigated. In this paper, we present a novel stability analysis method and provide sufficient conditions of DMM's stochastic stability. The proposed stability analysis is based on the contraction of probabilistic maps modeled by deep neural networks. We make connections between the spectral properties of neural network's weights and different types of used activation function on the stability and overall dynamic behavior of DMMs with Gaussian distributions. Based on the theory, we propose a few practical methods for designing constrained DMMs with guaranteed stability. We empirically substantiate our theoretical results via intuitive numerical experiments using the proposed stability constraints.

Drgona, Jan↗

DOE OSTI2021

Evaluate the impact of sensor accuracy on model performance in data-driven building fault detection and diagnostics using Monte Carlo simulation

The performance of data-driven fault detection and diagnostics (FDD) is heavily dependent on sensors. However, sensor inaccuracy and sensor faults are pervasive in building operation: inaccurate and missing sensor readings deteriorate FDD performance; sensor inaccuracy will also affect the selection of sensor for data-driven FDD in the model training process, which is another key factor of data-driven FDD performance. Sensor accuracy and sensor selection individually are well-studied research topics in this field, but the impact of sensor accuracy on sensor selection and its further impact on FDD performance has not been evaluated and quantified. In this paper, we developed a novel analysis methodology that comprehensively evaluates sensor fault on sensor selection and FDD accuracy. Monte Carlo simulation is applied to deal with multiple stochastic sensor inaccuracy and provide probabilistic analysis results of the impact of sensor inaccuracy on sensor selection and FDD accuracy. This methodology focuses on the net impact of fault states across a full sensor set. The developed methodology can be used for the early-stage sensor design and operation-stage sensor maintenance. Furthermore, a case study is conducted to demonstrate the analysis methodology using a commercial building model crated to Flexible Research Platform located at Oak Ridge National Laboratory, USA.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

DOE OSTI2024

Identifying Hydropower Operational Flexibilities in Presence of Streamflow and Net-load Uncertainty (Final Technical report)

In the existing operations, hydropower contributions to future system flexibility are generally modeled while maintaining traditional operating rules and constraints in supporting grid operation, such as the balancing of variable renewable energy production. Moreover, operation of large scale hydropower systems on major rivers has been investigated for decades, utilizing various systems engineering approaches, with the evolving electric grid, as the result of renewable resources integration, compounded by the changing climate (variability of river flows, intensification of hydrologic cycle resulting in more frequent extreme events) affecting water availability, the need for more advanced stochastic modeling and effective uncertainty analysis approaches have become necessary. The research results supported by this funding and presented in this report provide a new look at hydropower operational flexibility enforced by the changes identified above. Understanding how hydropower operates in response to the underlying uncertainties with respect to the system constraints is crucial in identifying its operational flexibility potentials. In this project, the flexibility of the operating hydropower facility is described by capturing uncertainties in both water and power system and formulating the operations as a multistage stochastic optimization problem. The proposed approach supports short- to seasonal-term operations and planning decision horizons.

13 HYDRO ENERGY↗

NASA NTRS2019

TURBOMAT: A Probabilistic Turbomachinery Aeroelastic Analysis Tool

An integration of aeroelastic analysis procedures with probabilistic analysis methods enables us to design safe reliable engines with quantified reliability. Towards this goal, a graphical user interface (GUI) based tool that integrates the codes Aeroelastic analysis of propfans (ASTROP2) and Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) is developed. The tool entitled TURBOMachinery Aeroelastic Analysis Tool (TURBOMAT), is developed utilizing the MATrix Laboratory (Matlab) Guide (Graphical User Interface Development) tool box. TURBOMAT provides a user friendly computational environment for rapid assessment of Turbomachinery blades flutter characteristics, subjected to uncertain loading conditions with variability in material and aerodynamic properties. The tool is seen as an education tool for new students and young engineers starting their careers in structural Aeroelasticity who want to learn and understand aeroelastic aspects of turbomachinery components, fans, compressors and turbines, including uncertainties in loading and material properties.A typical fan blade configuration geometry was chosen to demonstrate the tool. The results are presented in the form of probabilistic density function (PDF), the cumulative distribution function (CDF) and sensitivity factors. Both first order fast probability integration (FPI) and the Monto Carlo (MC) techniques are used in the analysis and compared. The tool enabled us to quantify blade flutter reliability as well as the ranking of uncertain variables and their importance to blade flutter response.

Aeroelastic Analysis↗

DOE OSTI2022

Sensitivity analysis of generic deep geologic repository with focus on spatial heterogeneity induced by stochastic fracture network generation

Geologic Disposal Safety Assessment Framework is a state-of-the-art simulation software toolkit for probabilistic post-closure performance assessment of systems for deep geologic disposal of nuclear waste developed by the United States Department of Energy. This paper presents a generic reference case and shows how it is being used to develop and demonstrate performance assessment methods within the Geologic Disposal Safety Assessment Framework that mitigate some of the challenges posed by high uncertainty and limited computational resources. Variance-based global sensitivity analysis is applied to assess the effects of spatial heterogeneity using graph-based summary measures for scalar and time-varying quantities of interest. Behavior of the system with respect to spatial heterogeneity is further investigated using ratios of water fluxes. This analysis shows that spatial heterogeneity is a dominant uncertainty in predictions of repository performance which can be identified in global sensitivity analysis using proxy variables derived from graph descriptions of discrete fracture networks. New quantities of interest defined using water fluxes proved useful for better understanding overall system behavior.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

NASA NTRS2005

Probabilisitc Geobiological Classification Using Elemental Abundance Distributions and Lossless Image Compression in Recent and Modern Organisms

Last year we presented techniques for the detection of fossils during robotic missions to Mars using both structural and chemical signatures[Storrie-Lombardi and Hoover, 2004]. Analyses included lossless compression of photographic images to estimate the relative complexity of a putative fossil compared to the rock matrix [Corsetti and Storrie-Lombardi, 2003] and elemental abundance distributions to provide mineralogical classification of the rock matrix [Storrie-Lombardi and Fisk, 2004]. We presented a classification strategy employing two exploratory classification algorithms (Principal Component Analysis and Hierarchical Cluster Analysis) and non-linear stochastic neural network to produce a Bayesian estimate of classification accuracy. We now present an extension of our previous experiments exploring putative fossil forms morphologically resembling cyanobacteria discovered in the Orgueil meteorite. Elemental abundances (C6, N7, O8, Na11, Mg12, Ai13, Si14, P15, S16, Cl17, K19, Ca20, Fe26) obtained for both extant cyanobacteria and fossil trilobites produce signatures readily distinguishing them from meteorite targets. When compared to elemental abundance signatures for extant cyanobacteria Orgueil structures exhibit decreased abundances for C6, N7, Na11, All3, P15, Cl17, K19, Ca20 and increases in Mg12, S16, Fe26. Diatoms and silicified portions of cyanobacterial sheaths exhibiting high levels of silicon and correspondingly low levels of carbon cluster more closely with terrestrial fossils than with extant cyanobacteria. Compression indices verify that variations in random and redundant textural patterns between perceived forms and the background matrix contribute significantly to morphological visual identification. The results provide a quantitative probabilistic methodology for discriminating putatitive fossils from the surrounding rock matrix and &om extant organisms using both structural and chemical information. The techniques described appear applicable to the geobiological analysis of meteoritic samples or in situ exploration of the Mars regolith. Keywords: cyanobacteria, microfossils, Mars, elemental abundances, complexity analysis, multifactor analysis, principal component analysis, hierarchical cluster analysis, artificial neural networks, paleo-biosignatures

Storrie-Lombardi, Michael C.↗

NASA NTRS1998

Aircraft Structural Mass Property Prediction Using Conceptual-Level Structural Analysis

This paper describes a methodology that extends the use of the Equivalent LAminated Plate Solution (ELAPS) structural analysis code from conceptual-level aircraft structural analysis to conceptual-level aircraft mass property analysis. Mass property analysis in aircraft structures has historically depended upon parametric weight equations at the conceptual design level and Finite Element Analysis (FEA) at the detailed design level ELAPS allows for the modeling of detailed geometry, metallic and composite materials, and non-structural mass coupled with analytical structural sizing to produce high-fidelity mass property analyses representing fully configured vehicles early in the design process. This capability is especially valuable for unusual configuration and advanced concept development where existing parametric weight equations are inapplicable and FEA is too time consuming for conceptual design. This paper contrasts the use of ELAPS relative to empirical weight equations and FEA. ELAPS modeling techniques are described and the ELAPS-based mass property analysis process is detailed Examples of mass property stochastic calculations produced during a recent systems study are provided This study involved the analysis of three remotely piloted aircraft required to carry scientific payloads to very high altitudes at subsonic speeds. Due to the extreme nature of this high-altitude flight regime,few existing vehicle designs are available for use in performance and weight prediction. ELAPS was employed within a concurrent engineering analysis process that simultaneously produces aerodynamic, structural, and static aeroelastic results for input to aircraft performance analyses. The ELAPS models produced for each concept were also used to provide stochastic analyses of wing structural mass properties. The results of this effort indicate that ELAPS is an efficient means to conduct multidisciplinary trade studies at the conceptual design level.

Sexstone, Matthew G.↗

NASA NTRS1998

Aircraft Structural Mass Property Prediction Using Conceptual-Level Structural Analysis

This paper describes a methodology that extends the use of the Equivalent LAminated Plate Solution (ELAPS) structural analysis code from conceptual-level aircraft structural analysis to conceptual-level aircraft mass property analysis. Mass property analysis in aircraft structures has historically depended upon parametric weight equations at the conceptual design level and Finite Element Analysis (FEA) at the detailed design level. ELAPS allows for the modeling of detailed geometry, metallic and composite materials, and non-structural mass coupled with analytical structural sizing to produce high-fidelity mass property analyses representing fully configured vehicles early in the design process. This capability is especially valuable for unusual configuration and advanced concept development where existing parametric weight equations are inapplicable and FEA is too time consuming for conceptual design. This paper contrasts the use of ELAPS relative to empirical weight equations and FEA. ELAPS modeling techniques are described and the ELAPS-based mass property analysis process is detailed. Examples of mass property stochastic calculations produced during a recent systems study are provided. This study involved the analysis of three remotely piloted aircraft required to carry scientific payloads to very high altitudes at subsonic speeds. Due to the extreme nature of this high-altitude flight regime, few existing vehicle designs are available for use in performance and weight prediction. ELAPS was employed within a concurrent engineering analysis process that simultaneously produces aerodynamic, structural, and static aeroelastic results for input to aircraft performance analyses. The ELAPS models produced for each concept were also used to provide stochastic analyses of wing structural mass properties. The results of this effort indicate that ELAPS is an efficient means to conduct multidisciplinary trade studies at the conceptual design level.

Sexstone, Matthew G.↗

NASA NTRS1991

A stochastic regulator for integrated communication and control systems. I - Formulation of control law. II - Numerical analysis and simulation

A state feedback control law for integrated communication and control systems (ICCS) is formulated by using the dynamic programming and optimality principle on a finite-time horizon. The control law is derived on the basis of a stochastic model of the plant which is augmented in state space to allow for the effects of randomly varying delays in the feedback loop. A numerical procedure for synthesizing the control parameters is then presented, and the performance of the control law is evaluated by simulating the flight dynamics model of an advanced aircraft. Finally, recommendations for future work are made.

Liou, Luen-Woei↗

DOE OSTI2025

A Regularized Variance-Reduced Modified Extragradient Method for Stochastic Hierarchical Games

We consider an N -player hierarchical game in which the i th player’s objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of stochastic hierarchical optimization problems, Stackelberg equilibrium problems, and leader-follower games. We develop an iteratively regularized and smoothed variance-reduced modified extragradient framework for iteratively approaching hierarchical equilibria in a stochastic setting. We equip our analysis with rate statements, complexity guarantees, and almost-sure convergence results. We then extend these statements to settings where the lower-level problem is solved inexactly and provide the corresponding rate and complexity statements. Our model framework encompasses many game theoretic equilibrium problems studied in the context of power markets. We present a realistic application to the study of virtual power plants, emphasizing the role of hierarchical decision making and regularization. Preliminary numerics suggest that empirical behavior compares well with theoretical guarantees.

Tikhonov regularization↗

DOE OSTI2022

Uncertainties in Local Intense Precipitation Flood Modeling

In the Task 1 report for the U.S. Nuclear Regulatory Commission (NRC) funded Local Intense Precipitation (LIP) Probabilistic Flood Hazard Assessment (PFHA) Pilot Study, the Pacific Northwest National Laboratory (PNNL) reviewed hydrologic and hydraulic modeling approaches for estimation of LIP flooding and their implementation in readily available simulation software packages (Prasad and Yuan 2020). NRC’s interest is in developing guidance for performing LIP PFHA at nuclear power plant (NPP) sites. This report describes the work done under Task 2 of the study that focused on describing uncertainties associated with LIP flood modeling. Two main types of uncertainties exist in LIP flood modeling: (1) aleatory uncertainties that arise from the inherent natural variability of the hydrometeorological system and (2) epistemic uncertainties that arise from the analysts’ incomplete knowledge of the hydrometeorological and site configuration. Principal sources for aleatory variability in LIP flood simulations at NPP sites include precipitation (i.e., magnitude, duration, and temporal distribution of LIP events), initial conditions (e.g., soil moisture content, stormwater drainage discharge, surface storage), boundary conditions (e.g., upstream discharge, downstream water surface elevations), and long-term temporal trends (e.g., climate change). This report describes approaches used for estimating the aleatory variability in precipitation including precipitation-frequency analysis, numerical weather prediction, and stochastic weather generation. Data sources that can be used to estimate aleatory variability in initial and boundary conditions are also described. Approaches to include effects of long-term trends like those from climate change into estimation of aleatory variability are summarized. Sources of epistemic uncertainty in LIP flood simulations at NPP sites include process representation (e.g., multiple approaches to represent runoff generation, stormwater drainage, and hydraulic routing), site configurations (e.g., site layout, flow features, status of temporary flood protection, blockage of drains), model resolution, and long-term temporal trends (e.g., known/planned site alterations, land-use changes at and in the vicinity of the site). The report describes alternative process representations (methods and models), particularly those implemented in the LIP flood simulation software packages reviewed in Task 1 report, and lists the associated model parameters. Approaches for estimating model parameters when surface and subsurface water exchanges occur are also described.

42 ENGINEERING↗