Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic modelling”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 199 records · Page 11
All sourcesNASA NTRSDOE OSTI
NASA NTRS1992

Passive stereo range imaging for semi-autonomous land navigation

The paper examines the use of stereo vision (SV) for obstacle detection in semiautonomous land navigation. Feature-based and field-based paradigms for SV are reviewed. The paper presents stochastic models and simple, efficient stereo matching algorithms for the field-based approach and describes a near-real-time vision system using these algorithms. Experimental results illustrate aspects of the stochastic models and lead to the first semiautonomous traversals of natural terrain to use SV for obstacle detection.

Matthies, Larry↗
DOE OSTI2023

Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

This work presents a novel method for generating electricity price scenarios from statistical properties of past electricity prices using a hybrid statistical and reduced-form stochastic model. Previous work in applying stochastic differential equations (SDE) to model electricity prices has focused on daily average prices. To extend stochastic price generation methods to hourly or sub-hourly pricing, we address several weaknesses in the state-of-the-art: (1) we replace the mean-reversion component of the SDE with an ARIMA process that is better able to characterize the daily and weekly trends; (2) we extend the price-spike, or jump process to account for conditional probabilities of price spikes occurring in consecutive time steps by replacing the traditional Poisson process for modeling jumps with a generalized point process model inspired by brain neuron models; and (3) we replace the traditional method of estimating spike intensity with empirical variance with a Markov process based on observed price spike intensity transitions. The method is demonstrated with electricity prices from the US ERCOT market and a use-case example is provided for bidding an energy storage unit into the day-ahead and real-time energy markets of ERCOT using stochastic optimization methods. Results show that the the synthetic price model out performs a (naive) persistence forecast model by resulting in 24% to 47% more in profits over 168 simulated days.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
NASA NTRS2007

POD Model Reconstruction for Gray-Box Fault Detection

Proper orthogonal decomposition (POD) is the mathematical basis of a method of constructing low-order mathematical models for the "gray-box" fault-detection algorithm that is a component of a diagnostic system known as beacon-based exception analysis for multi-missions (BEAM). POD has been successfully applied in reducing computational complexity by generating simple models that can be used for control and simulation for complex systems such as fluid flows. In the present application to BEAM, POD brings the same benefits to automated diagnosis. BEAM is a method of real-time or offline, automated diagnosis of a complex dynamic system.The gray-box approach makes it possible to utilize incomplete or approximate knowledge of the dynamics of the system that one seeks to diagnose. In the gray-box approach, a deterministic model of the system is used to filter a time series of system sensor data to remove the deterministic components of the time series from further examination. What is left after the filtering operation is a time series of residual quantities that represent the unknown (or at least unmodeled) aspects of the behavior of the system. Stochastic modeling techniques are then applied to the residual time series. The procedure for detecting abnormal behavior of the system then becomes one of looking for statistical differences between the residual time series and the predictions of the stochastic model.

Park, Han↗
NASA NTRS1983

A stochastic atmospheric model for remote sensing applications

There are many factors which reduce the accuracy of classification of objects in the satellite remote sensing of Earth's surface. One important factor is the variability in the scattering and absorptive properties of the atmospheric components such as particulates and the variable gases. For multispectral remote sensing of the Earth's surface in the visible and infrared parts of the spectrum the atmospheric particulates are a major source of variability in the received signal. It is difficult to design a sensor which will determine the unknown atmospheric components by remote sensing methods, at least to the accuracy needed for multispectral classification. The problem of spatial and temporal variations in the atmospheric quantities which can affect the measured radiances are examined. A method based upon the stochastic nature of the atmospheric components was developed, and, using actual data the statistical parameters needed for inclusion into a radiometric model was generated. Methods are then described for an improved correction of radiances. These algorithms will then result in a more accurate and consistent classification procedure.

Turner, R. E.↗
DOE OSTI2025

Reliability Analysis of Power Grids Considering Component Failures of Variable Energy Resources

This paper proposes an improved model for the reliability assessment of power systems considering component failures of variable energy resources (VER). The inherent intermittency of VER such as solar photovoltaic (PV) and wind farms, along with their susceptibility to component failures, present significant challenges to reliable system operation. These issues, combined with power grid operation and network constraints, complicate the reliable operation of VER-integrated power systems. Here, to address these concerns, this paper introduces a reliability assessment framework that considers VER input variability, its impact on component availability, and their resulting impact on overall system reliability. Stochastic models based on discrete Markov processes are developed to incorporate variable irradiance, wind speeds, and their effects on PV and wind component failure rates. A next-event and state transition-based approach is then developed to integrate the stochastic models into a mixed-timing sequential Monte Carlo simulation framework for composite reliability assessment. Case studies on the RTS-GMLC system demonstrate the effectiveness of the proposed model in evaluating the reliability of VER-integrated systems.

Pandit, Dilip [Sandia National Laboratories (SNL-N↗
NASA NTRS2013

Simulation of Inflated Pahoehoe Lava Flows

A new stochastic model simulates late-stage pahoehoe lobes where random processes dominate emplacement. The model prescribes probabilistic rules for determining where and when parcels of lava move within the lobe. Unlike a classical Brownian motion random walk, the model allows individual parcels to remain dormant, but fluid, for multiple time steps. The randomness of parcel volume transfers within the lobe interior as well as at the margins qualitatively reflects inflation processes observed in the field. The fraction of inflated volume to total volume increases with the total volume, with greater than 75% of the lobe volume contributed through inflation for typical lobes. The influence on planform shape and topographic cross-sectional profiles of total volume, source area and shape, topographic confinement, and sequential breakouts at the lobe margins, are all explored with the stochastic model. Each of these factors influences the overall lobe thickness and width. The model provides a means for assessing the relative importance of these processes through comparisons with field data. For the first time, Gaussian and parabolic functions are quantitatively fit to field measurements of pahoehoe lobes. Both functional forms provide adequate description of the cross-sectional flow shapes. When comparing simulated lobes to field data, sequential breakouts at the lobe margins are found to be an important process controlling the final topographic distribution of observed pahoehoe lobes.

modeling↗
DOE OSTI2023

Strongly intermittent far scrape-off layer fluctuations in Alcator C-Mod plasmas close to the empirical discharge density limit

Abstract Intermittent plasma fluctuations in the boundary region of the Alcator C-Mod device were comprehensively investigated using data time-series from gas puff imaging and mirror Langmuir probe diagnostics. Fluctuations were sampled during stationary plasma conditions in ohmically heated, lower single null diverted configurations with scans in both line-averaged density and plasma current, with Greenwald density fractions up to 0.85. Utilizing a stochastic model, we describe the plasma fluctuations as a super-position of uncorrelated pulses, with large-amplitude events corresponding to blob-like filaments moving through the scrape-off layer (SOL). A deconvolution method is used to estimate the pulse arrival times and amplitudes. The analysis reveals a significant increase of pulse amplitudes and waiting times as the line-averaged density approaches the empirical discharge density limit. Broadened and flattened average radial profiles are thus accompanied by strongly intermittent and large-amplitude fluctuations. Although these filaments are arriving less frequently at high line-averaged densities, we show that there are significant increases in radial far-SOL particle and heat fluxes which will further enhance plasma–wall interactions. The stochastic model has been used as a framework for study of the scalings in the intermittency parameter, flux and mean amplitude and waiting times, and is being used to inform predictive capability for the effects of filamentary transport as a function of Greenwald fraction.

Physics↗
NASA NTRS1981

A stochastic-dynamic model for global atmospheric mass field statistics

A model that yields the spatial correlation structure of atmospheric mass field forecast errors was developed. The model is governed by the potential vorticity equation forced by random noise. Expansion in spherical harmonics and correlation function was computed analytically using the expansion coefficients. The finite difference equivalent was solved using a fast Poisson solver and the correlation function was computed using stratified sampling of the individual realization of F(omega) and hence of phi(omega). A higher order equation for gamma was derived and solved directly in finite differences by two successive applications of the fast Poisson solver. The methods were compared for accuracy and efficiency and the third method was chosen as clearly superior. The results agree well with the latitude dependence of observed atmospheric correlation data. The value of the parameter c sub o which gives the best fit to the data is close to the value expected from dynamical considerations.

Ghil, M.↗