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Information on the identification and control of spacecraft is given. Maximum likelihood estimation, identification accuracy issues, steady state identifiability analysis and stochastic error with process noise are among the topics addressed.
A formulation is given for a collection of phonons (sound) in a fluid at a non-zero temperature which uses the simple harmonic oscillator twice; one to give a stochastic thermal 'noise' process and the other which generates a coherent Glauber state of phonons. Simple thermodynamic observables are calculated and the acoustic two point function, 'contrast' is presented. The role of 'coherence' in an equilibrium system is clarified by these results and the simple harmonic oscillator is a key structure in both the formulation and the calculations.
The fundamental nature of processes that led to the emergence of life has been a subject of long-standing debate. One view holds that the origin of life is an event governed by chance, and the result of so many random events is unpredictable. This view was eloquently expressed by Jacques Monod in his book Chance or Necessity. In an alternative view, the origin of life is considered a deterministic event. Its details need not be deterministic in every respect, but the overall behavior is predictable. A corollary to the deterministic view is that the emergence of life must have been determined primarily by universal chemistry and biochemistry rather than by subtle details of environmental conditions. In my lecture I will explore two different paradigms for the emergence of life and discuss their implications for predictability and universality of life-forming processes. The dominant approach is that the origin of life was guided by information stored in nucleic acids (the RNA World hypothesis). In this view, selection of improved combinations of nucleic acids obtained through random mutations drove evolution of biological systems from their conception. An alternative hypothesis states that the formation of protocellular metabolism was driven by non-genomic processes. Even though these processes were highly stochastic the outcome was largely deterministic, strongly constrained by laws of chemistry. I will argue that self-replication of macromolecules was not required at the early stages of evolution; the reproduction of cellular functions alone was sufficient for self-maintenance of protocells. In fact, the precise transfer of information between successive generations of the earliest protocells was unnecessary and could have impeded the discovery of cellular metabolism. I will also show that such concepts as speciation and fitness to the environment, developed in the context of genomic evolution also hold in the absence of a genome.
We examine the generation of kappa distributions in the solar wind plasma near 1 au. Several mechanisms are mentioned in the literature, each characterized by a specific relationship between the solar wind plasma features, the interplanetary magnetic field (IMF), and the kappa index-the parameter that governs the kappa distributions. This relationship serves as a signature condition that helps the identification of the mechanism in the plasma. In general, a mechanism that generates kappa distributions involves a single or a series of stochastic or physical processes that induces local correlations among particles. We identify three fundamental solar wind plasma conditions that can generate kappa distributions, noted as (i) Debye shielding, (ii) frozen IMF, and (iii) temperature fluctuations, each one prevailing in different scales of solar wind plasma and magnetic field properties. Moreover, our findings show that the kappa distributions, and thus, their generating mechanisms, vary significantly with solar wind features: (i) the kappa index has different dependence on the solar wind speed for slow and fast modes, i.e., slow wind is characterized by a quasi-constant kappa index, K (is) approx. 4.3 +/- 0.7, while fast wind exhibits kappa indices that increase with bulk speed; (ii) the dispersion of magnetosonic waves is more effective for lower kappa indices (i.e., further from thermal equilibrium); and (iii) the kappa and polytropic indices are positively correlated, as it was anticipated by the theory.
To date, while the use of CFD for aerospace vehicle design and development is prevalent, the documentation of uncertainties associated with the simulations are rare. Instead, the current state-of-the-art relies heavily on the experience of the CFD practitioner to estimate the uncertainty associated with their simulations through simple sensitivity studies or subject matter expertise. This practice will have to be replaced with a formal uncertainty quantification (UQ) process if CFD is to play an expanded role in the research and engineering design community, test and evaluation community, and ultimately certification for flight. Accounting for uncertainties in a formal manner is a tedious process. Moreover, the typical CFD practitioner is not likely to be familiar with formal UQ methods. These factors have prevented the adoption of UQ methods in the engineering design and development cycle. This presentation will outline a credible approach to UQ using Probability Boxes that is straightforward to apply, and can readily be automated using existing UQ tool sets such as the DAKOTA packaged developed at Sandia. The added expense incurred when moving away from a deterministic CFD process to a stochastic one that captures uncertainties to enable risk-informed decision making will be discussed, as well as effective ways to reduce the computational costs.
The stochastic order redshift technique (SORT) is a simple, efficient, and robust method to improve cosmological redshift measurements. The method relies upon having a small (∼10 per cent) reference sample of high-quality redshifts. Within pencil- beam-like sub-volumes surrounding each galaxy, we use the precise dN/dz distribution of the reference sample to recover new redshifts and assign them one-to-one to galaxies such that the original rank order of redshifts is preserved. Preserving the rank order is motivated by the fact that random variables drawn from Gaussian probability density functions with different means but equal standard deviations satisfy stochastic ordering. This process is repeated for sub-volumes surrounding each galaxy in the survey. This results in every galaxy being assigned multiple ‘recovered’ redshifts from which a new redshift estimate is determined. An earlier paper applied SORT to a mock Sloan Digital Sky Survey at z 0.2 and accurately recovered the two-point correlation function (2PCF) on scales > 4 h−1Mpc. In this paper, we test the performance of SORT in surveys spanning the redshift range 0.75 < z < 2.25. We used two mock surveys extracted from the Small MultiDark–Planck and Bolshoi–Planck N-body simulations with dark matter haloes that were populated by the Santa Cruz semi-analytic model. We find that SORT overall improves redshift estimates, accurately recovers the redshift-space 2PCF ξ (s) on scales > 2.5 h−1Mpc, and provides improved local density estimates in regions of average or higher density, which may allow for improved understanding of how galaxy properties relate to their environments.
The random element method is a generalization of the random vortex method that was developed for the numerical modeling of momentum transport processes as expressed in terms of the Navier-Stokes equations. The method is based on the concept that random walk, as exemplified by Brownian motion, is the stochastic manifestation of diffusional processes. The algorithm based on this method is grid-free and does not require the diffusion equation to be discritized over a mesh, it is thus devoid of numerical diffusion associated with finite difference methods. Moreover, the algorithm is self-adaptive in space and explicit in time, resulting in an improved numerical resolution of gradients as well as a simple and efficient computational procedure. The method is applied here to an assortment of problems of diffusion of momentum and energy in one-dimension as well as heat conduction in two-dimensions in order to assess its validity and accuracy. The numerical solutions obtained are found to be in good agreement with exact solution except for a statistical error introduced by using a finite number of elements, the error can be reduced by increasing the number of elements or by using ensemble averaging over a number of solutions.
Magnetic reconnection is a significant mechanism for energy release across many astrophysical applications. In the solar atmosphere, reconnection is considered a primary contributor of flare evolution and coronal heating. Directly observing reconnection occurring in the solar atmosphere, however, is not trivial considering that the scale size of the diffusion region is magnitudes smaller than the observational capabilities of current instrumentation, and coronal magnetic field measurements are not currently sufficient to capture the process. Meanwhile, reconnection occurring in the Earth's magnetosphere transfers energy from the solar wind through a comparable process, although on vastly different scales. Magnetospheric measurements are made in situ rather than remotely; ergo, comparison of observations between the two regimes allows for potentially significant insight into reconnection as a stochastic and possibly turbulent process. We will present a set of observations from long-duration solar events and compare them to in situ measurements from the magnetosphere.
Stochastic operators are applied to an analysis of some deterministic systems of signal transformation. The distribution of a random process at the output of a system is given through its distribution at the input and through a stochastic Green's function. A two-point correlation function is derived to obtain a solution to differential equations which contain coefficients, boundary conditions, or right-hand terms representing random processes.
This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.
The threat of low-altitude wind shear has prompted development of aircraft-based sensors that measure winds directly on the aircraft's intended flight path. Measurements from these devices are subject to turbulence inputs and measurement error, as well as to the underlying wind profile. Stochastic estimators are developed to process on-board Doppler sensor measurements, producing optimal estimates of the winds along the path. A stochastic prediction technique is described to predict the hazard to the aircraft from the estimates as well as the level of uncertainty of the hazard prediction. The stochastic prediction technique is demonstrated in a simulated microburst wind shear environment. Use of the technique in a decision-making process is discussed.
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.
Because application of conventional optimal linear regulator theory to flight controller design requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. Therefore, a stochastic linear model that was developed is presented which accounts for aircraft parameter and initial uncertainty, measurement noise, turbulence, pilot command and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.
Time structures of electron beam signatures at radio wavelengths are investigated to probe correlated versus random behavior in solar flares. In particular we address the issue whether acceleration and injection of electron beams is coherently modulated by a single source, or whether the injection is driven by a stochastic (possibly spatially fragmented) process. We analyze a total of approximately = 6000 type III bursts observed by Ikarus (Zurich) in the frequency range of 100-500 MHz, during 359 solar flares with simultaneous greater than or = 25 keV hard X-ray emission, in the years 1890-1983. In 155 flares we find a total of 260 continuous type III groups, with an average number of 13 +/- 9 bursts per group, a mean duration of D = 12 +/- 14 s, a mean period of P = 2.0 +/- 1.2 s, with the highest burst rate at a frequency of nu = 310 +/- 120 MHz. Pulse periods have been measured between 0.5 and 10 s, and can be described by an exponential distribution, i.e., N(P) varies as e (exp -P/1.0s). The period shows a frequency dependence of P(nu)=46(exp-0.6)(sub MHz)s for different flares, but is invariant during a particular flare. We measure the mean period P and its standard deviation sigma (sub p) in each type III group, and quantify the degree of periodicity (or phase-coherence) by the dimensionless parameter sigma (sub p)P. The representative sample of 260 type III burst groups shows a mean periodicity of sigma (sub p/P) = 0.37 +/- 0.12, while Monte Carlo simulations of an equivalent set of truly random time series show a distinctly different value of sigma (sub p)P = 0.93 +/- 0.26. This result indicates that the injection of electron beams is coherently modulated by a particle acceleration source which is either compact or has a global organization on a timescale of seconds, in contrast to an incoherent acceleration source, which is stochastic either in time or space. We discuss the constraints on the size of the acceleration region resulting from electron beam propagation delays and from Alfvenic synchronization during a pulse period. We discuss two periodic preocesses in flares, which potentially control quasi-periodic particle acceleration: (1) MHD oscillations, and (2) current sheets with oscillatory dynamics.
Sufficient conditions for optimal stochastic control of diffusion processes governed by vector equations satisfying local Lipschitz conditions
Distribution theory to represent stochastic modulation and noise processes
Distribution theory to represent stochastic modulation and noise processes as analytic time functions
The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted