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All sourcesNASA NTRSDOE OSTI
NASA NTRS1973

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗
NASA NTRS2011

A Simulation Based Approach to Optimize Berth Throughput Under Uncertainty at Marine Container Terminals

Berth scheduling is a critical function at marine container terminals and determining the best berth schedule depends on several factors including the type and function of the port, size of the port, location, nearby competition, and type of contractual agreement between the terminal and the carriers. In this paper we formulate the berth scheduling problem as a bi-objective mixed-integer problem with the objective to maximize customer satisfaction and reliability of the berth schedule under the assumption that vessel handling times are stochastic parameters following a discrete and known probability distribution. A combination of an exact algorithm, a Genetic Algorithms based heuristic and a simulation post-Pareto analysis is proposed as the solution approach to the resulting problem. Based on a number of experiments it is concluded that the proposed berth scheduling policy outperforms the berth scheduling policy where reliability is not considered.

Golias, Mihalis M.↗
NASA NTRS1969

Stochastic crew motion modeling.

Representative data of actual forces and moments applicable to large spacecraft attitude control system for typical crew activities obtained through simulation programs

Hendricks, T. C.↗
NASA NTRS1996

Performance Robustness of Manipulator Collision Controller

In this paper, we propose that the manipulator impact control problem be approached from a stochastic optimal control perspective. The reason is that not only is such approach be able to model uncertainties in contact environment, force sensing, as well as manipulator dynamics, the controllers obtained is optimally robust in terms of performance. This result is verified by analyses and simulations.

model uncertainties contact environment force sens↗
NASA NTRS2000

A polymer, random walk model for the size-distribution of large DNA fragments after high linear energy transfer radiation

DNA double-strand breaks (DSBs) produced by densely ionizing radiation are not located randomly in the genome: recent data indicate DSB clustering along chromosomes. Stochastic DSB clustering at large scales, from > 100 Mbp down to < 0.01 Mbp, is modeled using computer simulations and analytic equations. A random-walk, coarse-grained polymer model for chromatin is combined with a simple track structure model in Monte Carlo software called DNAbreak and is applied to data on alpha-particle irradiation of V-79 cells. The chromatin model neglects molecular details but systematically incorporates an increase in average spatial separation between two DNA loci as the number of base-pairs between the loci increases. Fragment-size distributions obtained using DNAbreak match data on large fragments about as well as distributions previously obtained with a less mechanistic approach. Dose-response relations, linear at small doses of high linear energy transfer (LET) radiation, are obtained. They are found to be non-linear when the dose becomes so large that there is a significant probability of overlapping or close juxtaposition, along one chromosome, for different DSB clusters from different tracks. The non-linearity is more evident for large fragments than for small. The DNAbreak results furnish an example of the RLC (randomly located clusters) analytic formalism, which generalizes the broken-stick fragment-size distribution of the random-breakage model that is often applied to low-LET data.

DNA/radiation effects↗
NASA NTRS2015

Adaptive Stress Testing of Airborne Collision Avoidance Systems

This paper presents a scalable method to efficiently search for the most likely state trajectory leading to an event given only a simulator of a system. Our approach uses a reinforcement learning formulation and solves it using Monte Carlo Tree Search (MCTS). The approach places very few requirements on the underlying system, requiring only that the simulator provide some basic controls, the ability to evaluate certain conditions, and a mechanism to control the stochasticity in the system. Access to the system state is not required, allowing the method to support systems with hidden state. The method is applied to stress test a prototype aircraft collision avoidance system to identify trajectories that are likely to lead to near mid-air collisions. We present results for both single and multi-threat encounters and discuss their relevance. Compared with direct Monte Carlo search, this MCTS method performs significantly better both in finding events and in maximizing their likelihood.

Verification and Validation↗
NASA NTRS2022

Assessment of Two Stochastic Cloud Subcolumn Generators Using Observed Fields of Vertically Resolved Cloud Extinction

We evaluate two stochastic subcolumn generators used in GCMs to emulate subgrid cloud variability enabling comparisons with satellite observations and simulations of certain physical processes. Our evaluation necessitated the creation of a reference observational dataset that resolves horizontal and vertical cloud variability. The dataset combines two CloudSat cloud products that resolve two-dimensional cloud optical depth variability of liquid, ice, and mixed phase clouds when blended at ~200 m vertical and ~ 2 km horizontal scales. Upon segmenting the dataset to individual “scenes”, mean profiles of the cloud fields are passed as input to generators that produce scene-level cloud subgrid variability. The assessment of generator performance at the scale of individual scenes and in a mean sense is largely based on inferred joint histograms that partition cloud fraction within predetermined combinations of cloud top pressure –cloud optical thickness ranges. Our main finding is that both generators tend to underestimate optically thin clouds, while one of them also tends to overestimate some cloud types of moderate and high optical thickness. Associated radiative flux errors are also calculated by applying a simple transformation to the cloud fraction histogram errors, and are found to approach values almost as high as 3 Wm-2 for the cloud radiative effect in the shortwave part of the spectrum.

cloud variability↗
NASA NTRS2014

Mixed-field GCR Simulations for Radiobiological Research Using Ground Based Accelerators

Space radiation is comprised of a large number of particle types and energies, which have differential ionization power from high energy protons to high charge and energy (HZE) particles and secondary neutrons produced by galactic cosmic rays (GCR). Ground based accelerators such as the NASA Space Radiation Laboratory (NSRL) at Brookhaven National Laboratory (BNL) are used to simulate space radiation for radiobiology research and dosimetry, electronics parts, and shielding testing using mono-energetic beams for single ion species. As a tool to support research on new risk assessment models, we have developed a stochastic model of heavy ion beams and space radiation effects, the GCR Event-based Risk Model computer code (GERMcode). For radiobiological research on mixed-field space radiation, a new GCR simulator at NSRL is proposed. The NSRL-GCR simulator, which implements the rapid switching mode and the higher energy beam extraction to 1.5 GeV/u, can integrate multiple ions into a single simulation to create GCR Z-spectrum in major energy bins. After considering the GCR environment and energy limitations of NSRL, a GCR reference field is proposed after extensive simulation studies using the GERMcode. The GCR reference field is shown to reproduce the Z and LET spectra of GCR behind shielding within 20% accuracy compared to simulated full GCR environments behind shielding. A major challenge for space radiobiology research is to consider chronic GCR exposure of up to 3-years in relation to simulations with cell and animal models of human risks. We discuss possible approaches to map important biological time scales in experimental models using ground-based simulation with extended exposure of up to a few weeks and fractionation approaches at a GCR simulator.

Kim, Myung-Hee Y.↗
NASA NTRSDate not supplied

Computational Investigation of Oxidative Etch Pitting in FiberForm and Its Impact on Material Properties

Oxidation-driven carbon erosion does not occur uniformly but rather through the development of localized etch pits at active surface sites. These active sites form due to atomic defects on the carbon surface, making them significantly more reactive than the surrounding, non-defective areas. As a result, these sites are the first to react during ablation, leading to their removal. This process creates new defects in neighboring atoms, increasing their reactivity and causing localized carbon removal around these active sites. In this way, the highly reactive defective areas serve as nucleation points for the formation and growth of etch pits, which can have adverse effects on structural integrity of FiberForm. To better understand how these etch pits impact the material properties of carbon fiber microstructures, we have developed a new capability within the direct simulation Monte Carlo (DSMC) framework to capture the etch pit formation process. This capability, integrated into the DSMC code SPARTA (Stochastic Parallel Rarefied-gas Time-accurate Analyzer), models material removal in the presence of active sites, leading to the formation of etch pits. The current work focuses on studying the effects of these etch pits on the material properties of FiberForm, a widely used base material in thermal protection systems (TPS). The microstructure of virgin FiberForm, obtained via X-ray microtomography, is imported into SPARTA to generate the ablated geometries with etch pits. These modified microstructures are then analyzed using the Porous Microstructure Analysis (PuMA) software to compute various material properties, including elasticity, thermal conductivity, and permeability. We investigate the variation of these properties due to the complex surface topology changes caused by etch pit formation. Additionally, we compare the effects of pitting with the conventional model of shrinking fibers, traditionally used to simulate the ablation of carbon structures. Significant differences emerge between the two approaches. Consequently, this physically realistic model of material removal through etch pit formation offers improved accuracy in predicting the degradation of carbon-based TPS during oxidation. It also provides insights into other mechanisms, such as spallation, where chunks of material are removed into the flow due to etch pit growth. Ultimately, this model enhances our understanding of failure modes in these materials during ablation.

PuMA↗
NASA NTRSDate not supplied

Modeling the Stochastic Response of Fiber Reinforced Composites with Varied Representative Volume Element Sizes

Fiber reinforced composites are desirable in applications where low weight and high strength are needed, but are susceptible to variability and flaws during manufacturing, making failure predictions difficult. These flaws may occur at the microscale where mechanical properties vary locally due to regions of fiber clusters and matrix pockets. In this study, a multiscale approach was taken to model 3-point bend, 4-point bend, and tensile experiments of a unidirectional composite from only having microstructure scans of these samples and constituent properties from literature. These scans were sampled with different sized windows, and statistically equivalent microstructures were generated, then simulated for stiffness, strength, and fracture toughness using a reduced order micromechanical model and NASA’s Multiscale Analysis Tool (NASMAT). Mesoscale models were created with equivalent element sizes to microstructures and properties sampled from microscale simulation results. Results showed how microscale size affects certain mechanical properties. Also shown is how well mesoscale models agree to experiments when using stochastic element properties and varying element size.

microstructure↗
NASA NTRS1976

Modeling laser velocimeter signals as triply stochastic Poisson processes

Previous models of laser Doppler velocimeter (LDV) systems have not adequately described dual-scatter signals in a manner useful for analysis and simulation of low-level photon-limited signals. At low photon rates, an LDV signal at the output of a photomultiplier tube is a compound nonhomogeneous filtered Poisson process, whose intensity function is another (slower) Poisson process with the nonstationary rate and frequency parameters controlled by a random flow (slowest) process. In the present paper, generalized Poisson shot noise models are developed for low-level LDV signals. Theoretical results useful in detection error analysis and simulation are presented, along with measurements of burst amplitude statistics. Computer generated simulations illustrate the difference between Gaussian and Poisson models of low-level signals.

Mayo, W. T., Jr.↗
NASA NTRS2015

A Stochastic Scheduler for Integrated Arrival, Departure and Surface Operations in Los Angeles

In terminal airspace, integrating arrivals, departures, and surface operations with competing resources provides the potential of improving operational efficiency by removing barriers between different operations. This work develops a centralized stochastic scheduler for operations in a terminal area including airborne and surface operations using Non-dominated sorting genetic algorithm and Monte Carlo simulations. The scheduler handles completing resources between different flows, such as runway allocations, runway crossing, departure fixes, and other interaction way points between arrivals and departures. Meanwhile, the scheduler also takes time-varied uncertainties into account when optimizing schedules. The scheduler is run sequentially to identify the best and robust schedule for the next planning window. Resulting schedules decide the routes, speed or delays, and runway assignments with separation constraints at mergingdiverging waypoints in the air and crossing and separations on runways. The Los Angels terminal area was used as an example. The implementation of this stochastic scheduler for integrated arrival, departure and surface operations is completed. And several preliminary runs are finished for over 1,200 flights in LAX in a typical day. Sensitivity studies on various planning window sizes are presented, which shows that trade-off exits between planning window size and achievable minimum delay. Preliminary results on runway usage are also presented in this abstract. Because arrivals on the outer runways have to be followed by crossings on the inner runways, algorithmic runway allocation prefers inner runways for arrivals and outer runways for departures. More results will be presented in the final paper. And current terminal arrival and departure procedures based on first-come-first-serve procedure will also be set up and used as a baseline for comparison.

integrated scheduler↗
NASA NTRS1986

Satellite rainfall retrieval by logistic regression

The potential use of logistic regression in rainfall estimation from satellite measurements is investigated. Satellite measurements provide covariate information in terms of radiances from different remote sensors.The logistic regression technique can effectively accommodate many covariates and test their significance in the estimation. The outcome from the logistical model is the probability that the rainrate of a satellite pixel is above a certain threshold. By varying the thresholds, a rainrate histogram can be obtained, from which the mean and the variant can be estimated. A logistical model is developed and applied to rainfall data collected during GATE, using as covariates the fractional rain area and a radiance measurement which is deduced from a microwave temperature-rainrate relation. It is demonstrated that the fractional rain area is an important covariate in the model, consistent with the use of the so-called Area Time Integral in estimating total rain volume in other studies. To calibrate the logistical model, simulated rain fields generated by rainfield models with prescribed parameters are needed. A stringent test of the logistical model is its ability to recover the prescribed parameters of simulated rain fields. A rain field simulation model which preserves the fractional rain area and lognormality of rainrates as found in GATE is developed. A stochastic regression model of branching and immigration whose solutions are lognormally distributed in some asymptotic limits has also been developed.

Chiu, Long S.↗
NASA NTRS1987

Stochastic estimation of organized structures in turbulent channel flow

Linear stochastic estimation is used to approximate the conditional vector fields associated with high Reynolds stress producing events in numerically simulated turbulent channel flow. Joint probability density distributions of u-v are presented for y(+) between 1.35 and 180, and at each position the u-v values that make the greatest contributions to the average uv3 are used to define conditional ejection- and sweep-type events. In the y-z plane the conditional fields appear to be pairs of counter-rotating vortices. When the conditional event defined by the weighted probability density function is specified at a point close to the wall, the spacing and size of these eddies are consistent with the accepted wall streak spacing. As this point moves outwards, the eddy size increases significantly. An abrupt change in the flow angle occurs in the buffer layer and may indicate transition from streamwise oriented wall layer structures to hairpin vortices characterizing the outer layer.

Moin, P.↗
NASA NTRS2005

DNA Damage by Ionizing Radiation: Tandem Double Lesions by Charged Particles

Oxidative damages by ionizing radiation are the source of radiation-induced carcinogenesis, damage to the central nervous system, lowering of the immune response, as well as other radiation-induced damages to human health. Monte Carlo track simulations and kinetic modeling of radiation damages to the DNA employ available molecular and cellular data to simulate the biological effect of high and low LET radiation io the DNA. While the simulations predict single and double strand breaks and base damages, so far all complex lesions are the result of stochastic coincidence from independent processes. Tandem double lesions have not yet been taken into account. Unlike the standard double lesions that are produced by two separate attacks by charged particles or radicals, tandem double lesions are produced by one single attack. The standard double lesions dominate at the high dosage regime. On the other hand, tandem double lesions do not depend on stochastic coincidences and become important at the low dosage regime of particular interest to NASA. Tandem double lesions by hydroxyl radical attack of guanine in isolated DNA have been reported at a dosage of radiation as low as 10 Gy. The formation of two tandem base lesions was found to be linear with the applied doses, a characteristic of tandem lesions. However, tandem double lesions from attack by a charged particle have not been reported.

Huo, Winifred M.↗
NASA NTRS2020

Modeling the Uncertainties of Solar System Ephemerides for Robust Gravitational-wave Searches with Pular-timing Arrays

The regularity of pulsar emissions becomes apparent once we reference the pulses’ times of arrivals to the inertial rest frame of the solar system. It follows that errors in the determination of Earthʼs position with respect to the solar system barycenter can appear as a time-correlated bias in pulsar-timing residual time series, affecting the searches for low-frequency gravitational waves performed with pulsar-timing arrays. Indeed, recent array data sets yield different gravitational-wave background upper limits and detection statistics when analyzed with different solar system ephemerides. Crucially, the ephemerides do not generally provide usable error representations. In this article, we describe the motivation, construction, and application of a physical model of solar system ephemeris uncertainties, which focuses on the degrees of freedom (Jupiterʼs orbital elements) most relevant to gravitational-wave searches with pulsar-timing arrays. This model, BAYESEPHEM, was used to derive ephemeris-robust results in NANOGravʼs 11 yr stochastic-background search, and it provides a foundation for future searches by NANOGrav and other consortia. The analysis and simulations reported here suggest that ephemeris modeling reduces the gravitational-wave sensitivity of the 11 yr data set and that this degeneracy will vanish with improved ephemerides and with pulsar-timing data sets that extend well beyond a single Jovian orbital period.

M Vallisneri↗
NASA NTRSDate not supplied

A Holistic DSMC Transport Database for Re-Entry and Ablation Modeling

Hybrid simulation frameworks combining Computational Fluid Dynamics (CFD) and Direct Simulation Monte Carlo (DSMC) are frequently employed to efficiently perform high-fidelity solutions of environments containing combined continuum/rarified flow. The use of DSMC, a stochastic, particle-based method, is necessary for high-Knudsen flow where continuum-based assumptions governing CFD break down. However, the DSMC methodology is generally very computationally inefficient to model the continuum regime. In a CFD/DSMC hybrid approach, obtaining an accurate, high-fidelity solution hinges on the consistent treatment of transport properties and the used thermo-chemical models employed within the two solvers. In principle, in regions where CFD and DSMC are both employed, the same gas mixture under the same conditions should have the same properties, regardless of simulation type. Observed differences should be due to non-equilibrium processes, rather than differences in physical models. While the transport models governing CFD and DSMC simulations are starkly different, they can effectively be linked via their use of reduced Chapman-Enskog collision integrals. In CFD, these integrals are typically stored as fitted polynomial expressions and used to directly compute gas transport properties via mixing rules or the full Chapman-Enskog formulation. In DSMC, they can be used to derive the collision parameters needed for the phenomenological collision cross-section models that govern particle interactions, via a Nelder-Mead optimization scheme. The goal of this work is to provide a unified DSMC transport database encompassing the vast majority of known gas species encountered during atmospheric entry, on Earth or any other Solar body. This goal is largely possible due to recently performed ab-initio quantum chemistry calculations. Combined with other high-fidelity literature sources, the planned database will consist of collision integral data for over 200 neutral and ionized species and over 17000 binary collisions. From these collision integrals, Nelder-Mead optimization is used to compute Variable Soft Sphere (VSS) collision model parameters for DSMC, fitted from 300 K to 20000 K. Initial comparisons of transport properties of relevant equilibrium gas mixtures show great agreement between CFD and DSMC-derived results. The completed database will be able to be readily applied to model binary collisions of any gas mixture containing the included species over the specified temperature range, making it a valuable tool for future planetary probe modeling efforts. An example is shown below. Equilibrium mixture transport properties for a 19-species Titan atmospheric model [4] are computed using both fitted VSS parameters and the original CFD collision integral values. Deviations in computed properties between the two approaches is less than 5% for the entire temperature range.

M R Gosma↗
NASA NTRS1980

Wheat forecast economics effect study

A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.

Mehra, R. K.↗