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 217 records · Page 12

Predictability in a solvable stochastic climate model

A highly idealized atmospheric model is presented for the purpose of examining the limits of predictability for the large scales of the temperature field. The model is of the semiempirical type introduced by Budyko (1968, 1969) and Sellers (1969), but forced by a white noise heating term. The advantage of the considered model is its simplicity and the fact that analytical methods can be used throughout so that each assumption and simplification can be examined explicitly. On the other hand, the model lacks many features expected to be important in the real geophysical system. The predictability problem is illustrated by considering first a simple model for the global temperature. The characteristic time for the decay of a global temperature anomaly is determined by the ratio of the associated heat storage to the radiative loss rate.

North, G. R.↗

A stochastic-dynamic model for global atmospheric mass-field statistics

Global atmospheric mass field error correlations based on satellite observations and on numerical forecasts show strong and systematic latitude dependence. A model for the latitude dependent spatial correlation structure of mass field forecast errors is derived from dynamical considerations. Three methods of solution were tested. In the first method, the equation was solved by expansion in spherical harmonics, and the correlation function was computed analytically using the expansion coefficients. In the second method, the finite difference equivalent of the equation was solved using a fast poisson solver. The correlation function was computed using stratified sampling of the individual realizations. In the third method, a higher order equation was derived, and solved directly in finite differences by two successive applications of the fast poisson solver. The three methods were compared for accuracy and efficiency, and the third method was chosen as clearly superior.

Ghil, M.↗

Stochastic performance modeling and evaluation of obstacle detectability with imaging range sensors

Statistical modeling and evaluation of the performance of obstacle detection systems for Unmanned Ground Vehicles (UGVs) is essential for the design, evaluation, and comparison of sensor systems. In this report, we address this issue for imaging range sensors by dividing the evaluation problem into two levels: quality of the range data itself and quality of the obstacle detection algorithms applied to the range data. We review existing models of the quality of range data from stereo vision and AM-CW LADAR, then use these to derive a new model for the quality of a simple obstacle detection algorithm. This model predicts the probability of detecting obstacles and the probability of false alarms, as a function of the size and distance of the obstacle, the resolution of the sensor, and the level of noise in the range data. We evaluate these models experimentally using range data from stereo image pairs of a gravel road with known obstacles at several distances. The results show that the approach is a promising tool for predicting and evaluating the performance of obstacle detection with imaging range sensors.

Matthies, Larry↗

Titan ballute aerocapture using the stochastic TitanGRAM model

Aerocapture using a towed, inflatable ballute system has been shown to provide a sifnificatn performance advantages compared to traditional technologies, including lower heating rates and accomodation of larger navigational uncertainties. This paper extends previous results by designing a ballute aerocapture separation algorithm that can operate in a more realistic Titan atmospheric model based on TitanGRAM.

Titan↗

Unit-Sphere Multiaxial Stochastic-Strength Model Applied to Anisotropic and Composite Materials

Models that predict the failure probability of brittle materials under multiaxial loading have been developed by authors such as Batdorf, Evans, and Matsuo. These "unit-sphere" models assume that the strength-controlling flaws are randomly oriented, noninteracting planar microcracks of specified geometry but of variable size. This methodology has been extended to predict the multiaxial strength response of transversely isotropic brittle materials, including polymer matrix composites (PMCs), by considering (1) flaw-orientation anisotropy, whereby a preexisting microcrack has a higher likelihood of being oriented in one direction over another direction, and (2) critical strength, or K (sub Ic) orientation anisotropy, whereby the level of critical strength or fracture toughness for mode I crack propagation, K (sub Ic), changes with regard to the orientation of the microstructure. In this report, results from finite element analysis of a fiber-reinforced-matrix unit cell were used with the unit-sphere model to predict the biaxial strength response of a unidirectional PMC previously reported from the World-Wide Failure Exercise. Results for nuclear-grade graphite materials under biaxial loading are also shown for comparison. This effort was successful in predicting the multiaxial strength response for the chosen problems. Findings regarding stress-state interactions and failure modes also are provided.

Nemeth, Noel, N.↗

Unit-Sphere Anisotropic Multiaxial Stochastic-Strength Model Probability Density Distribution for the Orientation of Critical Flaws

Models that predict the failure probability of monolithic glass and ceramic components under multiaxial loading have been developed by authors such as Batdorf, Evans, and Matsuo. These "unit-sphere" failure models assume that the strength-controlling flaws are randomly oriented, noninteracting planar microcracks of specified geometry but of variable size. This report develops a formulation to describe the probability density distribution of the orientation of critical strength-controlling flaws that results from an applied load. This distribution is a function of the multiaxial stress state, the shear sensitivity of the flaws, the Weibull modulus, and the strength anisotropy. Examples are provided showing the predicted response on the unit sphere for various stress states for isotropic and transversely isotropic (anisotropic) materials--including the most probable orientation of critical flaws for offset uniaxial loads with strength anisotropy. The author anticipates that this information could be used to determine anisotropic stiffness degradation or anisotropic damage evolution for individual brittle (or quasi-brittle) composite material constituents within finite element or micromechanics-based software

Nemeth, Noel↗

A new stochastic systems approach to structural integrity

This paper develops improved stochastic models for the description of a large variety of fatigue crack growth phenomena that occur in components of considerable importance to the functionality and reliability of complex engineering structures. In essence, the models are based on the McGill-Markov and Closure-Lognormal stochastic processes. Not only do these models have the capability of predicting the statistical dispersion of crack growth rates, they also, by incorporating the concept of crack closure, have the capability of transferring stochastic crack growth properties measured under ideal laboratory conditions to situations of industrial significance, such as those occurring under adverse loading and/or environmental conditions. The primary data required in order to be in a position to estimate the pertinent parameters of these stochastic models are obtained from a statistically significant number of replicate tests. In this paper, both the theory and the experimental technique are illustrated using a Ti-6Al-4V alloy. Finally, important structural integrity, reliability, availability and maintainability concepts are developed and illustrated.

Provan, James W.↗

Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

Aguilo, Miguel A.↗

Modeling Noise: Paths toward AI-Enabled Stochastic Earth System Models and Parameterizations

Some of the key challenges in Earth system prediction arise from an uncertain representation of unpredictable natural variability, across time and space scales. This variability, hereafter referred to as noise, represents the quantity against which the strength of a signal of interest is measured to assess predictability. Underestimating or overestimating this noise in Earth system models can lead to issues ranging between overconfidence in an erroneous prediction and a lack thereof in an otherwise accurate one. Noise is part of the physical processes in the Earth system and can amplify or damp a signal of interest in a complex manner that is not systematically characterized. Specifically, while there has been significant progress in our understanding of multiscale interactions among known modes of variability (potentially predictable signals), how these are impacted by the noise is not clear. Recent effort toward stochastic parametrization schemes that provide a representation of noise due to uncertain sub-grid processes in climate models (Berner et al., 2017 and references therein) has shown promise not only in reducing biases and improving probabilistic prediction but also in improving the representation of natural variability in the model toward what is observed. However, today’s standard schemes for stochastic parametrization are still simplistic as they do not take the state of the atmosphere into account (other than by the use of multiplicative noise for model tendencies). Furthermore they require hand-tuning and trial-and-error testing for the magnitude of the added noise, which is difficult in a chaotic system that is as complex as the Earth system.

58 GEOSCIENCES↗

Quantum Gravity and Laser Interferometry: Towards Observable Predictions

Understanding quantum gravity remains one of the deepest challenges in modern physics, as direct experimental access to Planck-scale effects is beyond current technological reach. However, recent theoretical advances indicate that quantum fluctuations of spacetime may produce measurable effects in precision experiments, particularly near causal horizons. This opens new avenues for testing quantum gravity phenomena through high-precision measurement techniques. This dissertation develops multiple theoretical models to characterize these effects and examines their potential observational signatures in future gravitational wave interferometers. We begin by investigating the role of quantum fluctuations in near-horizon geometries through the lens of the AdS/CFT correspondence, which provides a powerful framework for understanding the interplay between quantum field theory and general relativity via holographic principles. By modeling stochastic energy-momentum sources in Rindler-AdS spacetime, we demonstrate that vacuum fluctuations transform the Einstein equations into a Langevin-type stochastic differential equation, leading to potentially observable fluctuations in photon traversal times. Extending this approach to Minkowski spacetime, we establish a correspondence between gravitational shockwaves and fluid dynamics, showing that near-horizon perturbations satisfy an equation analogous to that governing incompressible fluids, thereby reinforcing the membrane paradigm and hydrodynamic analogies in the context of the fluid/gravity duality. Furthermore, we construct the covariant phase space of a spherically symmetric causal diamond in Minkowski spacetime, identifying two fundamental charges that govern its evolution. These results provide a foundation for quantizing causal horizons and understanding their microscopic degrees of freedom. Building upon these theoretical developments, we further examine a related stochastic phenomenon: the gravitational wave memory background arising from the cumulative memory steps produced by supermassive black hole mergers. After reviewing the standard stochastic gravitational wave background, gravitational memory effects, and BMS symmetries, we model the stochastic memory background using a Brownian motion framework. We show that while the cumulative memory background initially appears above the sensitivity curve of space-based interferometers like LISA, the realistic subtraction of individually resolvable merger events substantially suppresses the residual signal, making its detection more challenging. This highlights the critical importance of source subtraction when evaluating the detectability of gravitational memory effects. By bridging fundamental theory with experimental prospects, this dissertation contributes to the ongoing effort to uncover the quantum nature of spacetime through precision measurement techniques. Whether through detecting quantum spacetime fluctuations, gravitational memory backgrounds, or probing the symmetries of causal horizons, the pursuit of observable quantum gravity phenomena continues to expand the frontiers of both theory and experiment.

Zhang, Yiwen [Caltech] (ORCID:0000000323559416)↗

Bounded state space

This investigation is divided functionally into three different areas: (1) study of bounded state space, (2) nonlinear smoothing theory, and (3) system identification. (1) Study of bounded state space: necessary and sufficient conditions for an optimal control are obtained for a bounded state space optimal control problem. The difficulty of determining the so-called jump conditions is eliminated; however, the problem of determining the points where the response either enters or leaves the boundary still remains unsolved. (2) Nonlinear smoothing theory: nonlinear fixed-interval, fixed-point and fixed-lag smoothing of a random signal generated by a stochastic differential equation are investigated. Results on the asymptotic stability of a linear constant-parameter fixed-interval smoothing filter are obtained. (3) System identification: a particular stochastic modelling problem is solved. An Ito stochastic integral equation is used to mathematically model a black box having multiple inputs and multiple outputs. A new method for identifying system parameters is presented.

Eyman, E. D.↗