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At least 271 records · Page 15

Production of Loop-Top Hard X-Ray Emission

The main goal of this work has been to understand the particle acceleration mechanism (or mechanisms) in impulsive solar flares, using hard X-ray observations of high spatial and spectral resolution. Several new observations, including the observations by YOHKOH that reveal emission from both footpoints and loop tops, have suggested to us that a model employing stochastic acceleration is the most likely candidate for explaining energetic particles in a majority (if not all) of impulsive flares. In this model, most of the flare energy is initially converted into plasma waves and turbulence, which in turn can accelerate particles from thermal to relativistic energies on sub-second timescales. This research has provided important tools for the interpretation of the high spectral and spatial resolution observations obtained from the Ramaty High Energy Solar Spectroscopic Imager (RHESSI) . In the course of our research, we have focused on two different (but possibly related) stochastic acceleration models: (1) a model that employs high-frequency whistler turbulence and concentrates on the energetic electrons, and (2) a model that employs low frequency MHD waves, and is able to accelerate both the ambient electrons and ions.

Miller, James A.↗

Stochastic stability and instability of model ecosystems

In this work, we initiate a stability study of multispecies communities in stochastic environment by using Ito's differential equations as community models. By applying the direct method of Liapunov, we obtain sufficient conditions for stability and instability in the mean of the equilibrium populations. The conditions are expressed in terms of the dominant diagonal property of community matrices, which is a suitable mechanism for resolving the central problem of 'complexity vs stability' in model ecosystems. As a by-product of this analysis we exhibit important structural properties of the stochastic density-dependent models, and establish tolerance of community stability to a broad class of nonlinear time-varying perturbations.

Ladde, G. S.↗

Testing a dynamical model for mid-latitude sea surface temperature anomalies

The present investigation is concerned with the development and testing of a dynamical model for sea surface temperature (SST) anomalies in the midlatitudes. The model is an extension of the stochastic forcing model, suggested by Frankignoul and Hasselmann (1977), in which SST anomalies arise naturally as a response of the slowly varying upper ocean to the rapidly varying air-sea fluxes. The conducted analysis confirms strongly the validity of this model. The results suggest that advection by mean ocean currents plays an important role in some regions. Attention is given to the governing equations, a statistical model, SST anomaly advection, heat flux anomalies, wind-driven mass transport in the mixed layer, mixed-layer depth, aspects of model testing, and the atmospheric forcing.

Frankignoul, C.↗

Physical Models of Layered Polar Firn Brightness Temperatures from 0.5 to 2 GHz

We investigate physical effects influencing 0.5-2 GHz brightness temperatures of layered polar firn to support the Ultra Wide Band Software Defined Radiometer (UWBRAD) experiment to be conducted in Greenland and in Antarctica. We find that because ice particle grain sizes are very small compared to the 0.5-2 GHz wavelengths, volume scattering effects are small. Variations in firn density over cm- to m-length scales, however, cause significant effects. Both incoherent and coherent models are used to examine these effects. Incoherent models include a 'cloud model' that neglects any reflections internal to the ice sheet, and the DMRT-ML and MEMLS radiative transfer codes that are publicly available. The coherent model is based on the layered medium implementation of the fluctuation dissipation theorem for thermal microwave radiation from a medium having a nonuniform temperature. Density profiles are modeled using a stochastic approach, and model predictions are averaged over a large number of realizations to take into account an averaging over the radiometer footprint. Density profiles are described by combining a smooth average density profile with a spatially correlated random process to model density fluctuations. It is shown that coherent model results after ensemble averaging depend on the correlation lengths of the vertical density fluctuations. If the correlation length is moderate or long compared with the wavelength (approximately 0.6x longer or greater for Gaussian correlation function without regard for layer thinning due to compaction), coherent and incoherent model results are similar (within approximately 1 K). However, when the correlation length is short compared to the wavelength, coherent model results are significantly different from the incoherent model by several tens of kelvins. For a 10-cm correlation length, the differences are significant between 0.5 and 1.1 GHz, and less for 1.1-2 GHz. Model results are shown to be able to match the v-pol SMOS data closely and predict the h-pol data for small observation angles.

layered polar firn emission↗

Probabilistic high cycle fatigue failure analysis with application to liquid propellant rocket engines

A probabilistic high cycle fatigue (HCF) failure analysis of a welded duct in a rocket engine of the Space Shuttle main engine class is described. A state-of-the-art HCF failure prediction method was used in a Monte Carlo simulation to generate a distribution of failure lives. A stochastic stress/life model is used for material characterization, and a composite stress history is generated for accurately deriving the stress cycles for the fatigue-damage calculations. The HCF failure model expresses fatigue life as a function of stochastic parameters including environment, loads, material properties, geometry, and model specification errors. A series of HCF failure life analyses were performed to study the impact of a fixed parameter and to assess the importance of each stochastic input parameter through marginal analyses.

Sutharshana, S.↗

A Framework for the Optimization of Discrete-Event Simulation Models

With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

Joshi, B. D.↗

Do Fractal Models of Clouds Produces the Right 3D Radiative Effects?

Stochastic fractal models of clouds are often used to study 3D radiative effects and their influence on the remote sensing of cloud properties. Since it is important that the cloud models produce a correct radiative response, some researchers require the model parameters to match observed cloud properties such as scale-independent optical thickness variability. Unfortunately, matching these properties does not necessarily imply that the cloud models will cause the right 3D radiative effects. First, the matched properties alone only influence the 3D effects but do not completely determine them. Second, in many cases the retrieved cloud properties have been already biased by 3D radiative effects, and so the models may not match the true real clouds. Finally, the matched cloud properties cannot be considered independent from the scales at which they have been retrieved. This paper proposes an approach that helps ensure that fractal cloud models are realistic and produce the right 3D effects. The technique compares the results of radiative transfer simulations for the model clouds to new direct observations of 3D radiative effects in satellite images.

Varnai, Tamas↗

The energy spectra of solar flare hydrogen, helium, oxygen, and iron - Evidence for stochastic acceleration

The time-integrated differential energy spectra of H, He, O, and Fe measured in 10 large flare events observed at 1 AU over the energy range of 0.3-80 MeV/nucleon showed consistent patterns in their spectral shapes: particles with larger mean mass-to-charge ratios were generally less abundant at higher energies. A steady state model of stochastic particle acceleration with rigidity-dependent diffusion coefficients fit the spectra best; spectra representative of diffusive shock acceleration also described the spectra of some events with the same number of free parameters, but often fell off faster in energy above 30 MeV per nucleon than the observations. The two model predictions differed most at energies near 0.1 MeV per nucleon, below the lowest energies observed in this study. The stochastic model quantitatively described the observed spectral ordering with less efficient acceleration of species with larger mean mass-to-charge ratios.

Mazur, J. E.↗

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗

Modeling heart rate variability by stochastic feedback

We consider the question of how the cardiac rhythm spontaneously self-regulates and propose a new mechanism as a possible answer. We model the neuroautonomic regulation of the heart rate as a stochastic feedback system and find that the model successfully accounts for key characteristics of cardiac variability, including the 1/f power spectrum, the functional form and scaling of the distribution of variations of the interbeat intervals, and the correlations in the Fourier phases which indicate nonlinear dynamics.

Non-NASA Center↗

Modelling a particular class of stochastic systems

In this paper a method is given for obtaining a mathematical model of a class of black boxes having multiple inputs and multiple outputs in terms of Ito stochastic integral equations. This method is applicable to the class of black boxes having ergodic correlation functions when there is zero applied input. The point of view adopted in this paper is phenomenological in that it is desired that calculations made using the mathematical model should be 'close' to what is actually observed at the output of the black box.

Eyman, E. D.↗

Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Miller, Bard A.↗

Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Miller, Brad A.↗

Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Miller, Brad A.↗

Structural modelling and control design under incomplete parameter information: The maximum-entropy approach

A stochastic structural control model is described. In contrast to the customary deterministic model, the stochastic minimum data/maximum entropy model directly incorporates the least possible a priori parameter information. The approach is to adopt this model as the basic design model, thus incorporating the effects of parameter uncertainty at a fundamental level, and design mean-square optimal controls (that is, choose the control law to minimize the average of a quadratic performance index over the parameter ensemble).

Hyland, D. C.↗

The structure of evaporating and combusting sprays: Measurements and predictions

An apparatus was constructed to provide measurements in open sprays with no zones of recirculation, in order to provide well-defined conditions for use in evaluating spray models. Measurements were completed in a gas jet, in order to test experimental methods, and are currently in progress for nonevaporating sprays. A locally homogeneous flow (LHF) model where interphase transport rates are assumed to be infinitely fast; a separated flow (SF) model which allows for finite interphase transport rates but neglects effects of turbulent fluctuations on drop motion; and a stochastic SF model which considers effects of turbulent fluctuations on drop motion were evaluated using existing data on particle-laden jets. The LHF model generally overestimates rates of particle dispersion while the SF model underestimates dispersion rates. The stochastic SF flow yield satisfactory predictions except at high particle mass loadings where effects of turbulence modulation may have caused the model to overestimate turbulence levels.

Shuen, J. S.↗