Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Markov chain model”

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 325 records · Page 18
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Sequential Monte Carlo for Cut-Bayesian Posterior Computation

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We prove finite sample concentration bounds for estimators derived from the proposed method along with a linear tempering extension and apply these results to a realistic setting where a computer model is misspecified. We then illustrate the SMC method for inference in a modular chemical reactor example that includes submodels for reaction kinetics, turbulence, mass transfer, and diffusion. The samples obtained are commensurate with a direct-sampling approach that consists of running multiple Markov chains, with computational efficiency gains using the SMC method. Overall, the SMC method presented yields a novel, rigorous approach to computing with cut-Bayesian posterior distributions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

The clustering of DESI-like luminous red galaxies using photometric redshifts

ABSTRACT We present measurements of the redshift-dependent clustering of a DESI-like luminous red galaxy (LRG) sample selected from the Legacy Survey imaging data set, and use the halo occupation distribution (HOD) framework to fit the clustering signal. The photometric LRG sample in this study contains 2.7 million objects over the redshift range of 0.4 < z < 0.9 over 5655 deg2. We have developed new photometric redshift (photo-z) estimates using the Legacy Survey DECam and WISE photometry, with σNMAD = 0.02 precision for LRGs. We compute the projected correlation function using new methods that maximize signal-to-noise ratio while incorporating redshift uncertainties. We present a novel algorithm for dividing irregular survey geometries into equal-area patches for jackknife resampling. For a five-parameter HOD model fit using the MultiDark halo catalogue, we find that there is little evolution in HOD parameters except at the highest redshifts. The inferred large-scale structure bias is largely consistent with constant clustering amplitude over time. In an appendix, we explore limitations of Markov chain Monte Carlo fitting using stochastic likelihood estimates resulting from applying HOD methods to N-body catalogues, and present a new technique for finding best-fitting parameters in this situation. Accompanying this paper, we have released the Photometric Redshifts for the Legacy Surveys catalogue of photo-z’s obtained by applying the methods used in this work to the full Legacy Survey Data Release 8 data set. This catalogue provides accurate photometric redshifts for objects with z < 21 over more than 16 000 deg2 of sky.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS1973

An all digital phase locked loop for synchronization of a sinusoidal signal embedded in white Gaussian noise

An all digital phase locked loop which tracks the phase of the incoming sinusoidal signal once per carrier cycle is proposed. The different elements and their functions and the phase lock operation are explained in detail. The nonlinear difference equations which govern the operation of the digital loop when the incoming signal is embedded in white Gaussian noise are derived, and a suitable model is specified. The performance of the digital loop is considered for the synchronization of a sinusoidal signal. For this, the noise term is suitably modelled which allows specification of the output probabilities for the two level quantizer in the loop at any given phase error. The loop filter considered increases the probability of proper phase correction. The phase error states in modulo two-pi forms a finite state Markov chain which enables the calculation of steady state probabilities, RMS phase error, transient response and mean time for cycle skipping.

Reddy, C. P.↗
DOE OSTI2023

Diffusion growth mechanism of penta-twinned Ag nanocrystals from decahedral seeds

Crystals with penta-twinned structures can be produced from diverse fcc metals, but the mechanisms that control the final product shapes are still not well understood. By using the theory of absorbing Markov chains to account for the growth of penta-twinned decahedral seeds via atom deposition and surface diffusion, we predicted the formation of various types of products: decahedra, nanorods, and nanowires. We showed that the type of product depends on the morphology of the seed and that small differences between various seed morphologies can lead to significantly different products. For the case of uncapped decahedra seeds, we compared predictions from our model to nanowire morphologies obtained in two different experiments and obtained favorable agreement. Finally, possible extensions of our model are indicated.

36 MATERIALS SCIENCE↗
NASA NTRS1999

In Pursuit of Abundance Anomalies and the FIP Effect in Late-Type Stellar Coronae

Key EUVE and ASCA data have been retrieved from their respective archives. New software has been written in the IDL language to carry out data analysis and to interface with the relevant atomic physics databases. During the analysis of ASCA spectra, it was found that the abundances of elements other than Fe could not be constrained very well, and Fe abundances were not constrained unless the underlying emission measure distribution model was reasonably well-determined. Consequently, the study has concentrated on the quantity Fe/H. A method has been developed as a means of deriving Fe/H based on fitting the continuum to EUVE spectra, thereby using the Fe lines to determine the Fe abundance. A Monte Carlo Markov Chain algorithm was also developed to determine the emission measure distribution based on observed spectral lines. This is the first application of this type of monte carlo approach to this scientific problem. This work has resulted in three scientific publications, one of which published, one of which is now ready for submission and the other of which is still in preparation:

Drake, Jeremy↗
DOE OSTI2023

Photometry of Outer Solar System Objects from the Dark Energy Survey. I. Photometric Methods, Light-curve Distributions, and Trans-Neptunian Binaries

We report the methods of and initial scientific inferences from the extraction of precision photometric information for the >800 trans-Neptunian objects (TNOs) discovered in the images of the Dark Energy Survey (DES). Scene-modeling photometry is used to obtain shot-noise-limited flux measures for each exposure of each TNO, with background sources subtracted. Comparison of double-source fits to the pixel data with single-source fits are used to identify and characterize two binary TNO systems. A Markov Chain Monte Carlo method samples the joint likelihood of the intrinsic colors of each source as well as the amplitude of its flux variation, given the time series of multiband flux measurements and their uncertainties. A catalog of these colors and light-curve amplitudes A is included with this publication. We show how to assign a likelihood to the distribution q(A) of light-curve amplitudes in any subpopulation. Using this method, we find decisive evidence (i.e., evidence ratio <0.01) that cold classical (CC) TNOs with absolute magnitude 6 < H$_{r}$ < 8.2 are more variable than the hot classical (HC) population of the same H$_{r}$, reinforcing theories that the former form in situ and the latter arise from a different physical population. Resonant and scattering TNOs in this H$_{r}$ range have variability consistent with either the HCs or CCs. DES TNOs with H$_{r}$ < 6 are seen to be decisively less variable than higher-H$_{r}$ members of any dynamical group, as expected. More surprising is that detached TNOs are decisively less variable than scattering TNOs, which requires them to have distinct source regions or some subsequent differential processing.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2022

Receptance coupling substructure analysis and chatter frequency-informed machine learning for milling stability

This paper describes a milling stability identification approach that simultaneously considers: physics-based models for the tool tip frequency response functions and stability predictions; the binary result from a milling test (automatically labeled as stable or unstable based on frequency content); chatter frequency when an unstable result is obtained; and user risk tolerance. The algorithm applies probabilistic Bayesian machine learning with adaptive, parallelized Markov Chain Monte Carlo sampling to update the probability of stability with each milling test. Furthermore, the result is a robust solution for rapid convergence to optimized milling parameters for maximum metal removal rate using all available information.

42 ENGINEERING↗
NASA NTRS1996

Discrete Deterministic and Stochastic Petri Nets

Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.

MATHEMATICAL MODELS↗
NASA NTRS1990

Markov Chains For Testing Redundant Software

Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

White, Allan L.↗
NASA NTRS1989

Solving problems by interrogating sets of knowledge systems: Toward a theory of multiple knowledge systems

The main purpose is to develop a theory for multiple knowledge systems. A knowledge system could be a sensor or an expert system, but it must specialize in one feature. The problem is that we have an exhaustive list of possible answers to some query (such as what object is it). By collecting different feature values, in principle, it should be possible to give an answer to the query, or at least narrow down the list. Since a sensor, or for that matter an expert system, does not in most cases yield a precise value for the feature, uncertainty must be built into the model. Also, researchers must have a formal mechanism to be able to put the information together. Researchers chose to use the Dempster-Shafer approach to handle the problems mentioned above. Researchers introduce the concept of a state of recognition and point out that there is a relation between receiving updates and defining a set valued Markov Chain. Also, deciding what the value of the next set valued variable is can be phrased in terms of classical decision making theory such as minimizing the maximum regret. Other related problems are examined.

Dekorvin, Andre↗
NASA NTRS2013

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO).

MCMC↗
DOE OSTI2026

pop-cosmos : redshifts and physical properties of KiDS-1000 galaxies

ABSTRACT Principled Bayesian inference of galaxy properties has not previously been performed for wide-area weak-lensing surveys with millions of sources. We address this gap by applying the pop-cosmos generative model to perform spectral energy distribution (SED) fitting for 4 million KiDS (Kilo-Degree Survey)-1000 galaxies. Calibrated on deep COSMOS2020 photometric data, pop-cosmos specifies a physically motivated prior over the galaxy population up to $z \simeq 6$ in stellar population synthesis (SPS) parameter space. Using the Speculator SPS emulator with GPU (graphics processing unit)-accelerated Markov Chain Monte Carlo sampling, we perform full posterior inference at 8.2 GPU seconds per galaxy, obtaining joint constraints on galaxy redshifts and physical properties. We validate photometric redshifts against $\sim \!185\,\!000$ KiDS galaxies cross-matched to Dark Energy Spectroscopic Instrument Data Release 1 spectroscopic samples, achieving low bias ($2\times 10^{-3}$), scatter ($\sigma _{\mathrm{MAD}}=0.03$), and outlier fraction (3.2 per cent) for the Bright Galaxy Survey, with comparable performance (bias $3\times 10^{-2}$, $\sigma _{\mathrm{MAD}}=0.05$, 1.0 per cent outliers) for luminous red galaxies (LRGs). Within the LRG sample, we identify massive, dusty, star-forming contaminants at $z \simeq 0.4$ satisfying standard colour selections for quenched populations. We infer trends in stellar mass, star formation, metallicity, and dust across five tomographic redshift bins consistent with established scaling relations. Using specific star formation rate constraints, we identify $\sim$7 per cent of KiDS-1000 galaxies as quenched, versus 37 per cent implied by conservative colour cuts. This enables the construction of weak-lensing samples defined by physical properties while mitigating intrinsic alignment systematics and preserving statistical power. Our analysis validates pop-cosmos out of sample, establishing it as a scalable approach for galaxy evolution and cosmological analyses with photometric surveys.

Halder, Anik [Institute of Astronomy and Kavli Ins↗
DOE OSTI2021

PRIME

SAND2021-0565 O PRIME is a modeling framework designed for the real-time characterization and forecasting of partially observed epidemics. The method is designed to help guide medical resource allocation in the early epoch of the outbreak. Characterization is the estimation of infection spread parameters using daily counts of symptomatic patients. The estimation problem is posed as one of Bayesian inference and solved using a Markov Chain Monte Carlo technique. The framework can accommodate multiple epidemic waves and can help identify different disease dynamics at the regional, state, and country levels. Examples are provided using publicly available COVID-19 data. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Safta, Cosmin↗
DOE OSTI2024

PRIME - A Software Toolkit for the Characterization of Partially Observed Epidemics in a Bayesian Framework

PRIME is a modeling framework designed for the “real-time’” characterization and forecasting of partially observed epidemics. Characterization is the estimation of infection spread parameters using daily counts of symptomatic patients. The method is designed to help guide medical resource allocation in the early epoch of the outbreak. The estimation problem is posed as one of Bayesian inference and solved using a Markov Chain Monte Carlo technique. The framework can accommodate multiple epidemic waves and can help identify different disease dynamics at the regional, state, and country levels. We include examples using publicly available COVID-19 data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Quantum magic and multipartite entanglement in the structure of nuclei

Motivated by the Gottesman-Knill theorem, we present a detailed study of the quantum complexity of p -shell and s d -shell nuclei. Valence-space nuclear shell-model wave functions generated by the code are mapped to qubit registers using the Jordan-Wigner mapping (12 qubits for the p shell and 24 qubits for the s d shell), from which measures of the many-body entanglement ( n -tangles) and magic (nonstabilizerness) are determined. While exact evaluations of these measures are possible for nuclei with a modest number of active nucleons, Monte Carlo simulations are required for the more complex nuclei. The broadly applicable Pauli-string I ̂ Z ̂ exact (PSIZe) Markov chain Monte Carlo (MCMC) technique is introduced to accelerate the evaluation of measures of magic in deformed nuclei (with hierarchical wave functions), by factors of ≈ 8 for some nuclei. Significant multinucleon entanglement is found in the s d shell, dominated by proton-neutron configurations, along with significant measures of magic. This is evident not only for the deformed states, but also for nuclei on the path to instability via regions of shape coexistence and level inversion. These results indicate that quantum-computing resources will accelerate precision simulations of such nuclei and beyond. Published by the American Physical Society 2025

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

Analyzing count data with measurement error

In this article, we analyze observed count data such as the number of defects in a steel product where the observed counts are the true counts measured with errors. We account for the measurement error by using a measurement error model based on a latent lognormal (LLN) distribution. We consider making inference about a single population (e.g., from samples of a production lot) and a regression model (e.g., from runs of a designed experiment), where the measurement system properties are known, that is, the parameters of the LLN distribution are known. Then, we consider simultaneous inference for the single population and regression model as well as the measurement system. We demonstrate the proposed methodology with both simulated and real observed counts.

42 ENGINEERING↗
NASA NTRS2008

Black Hole Mergers as Probes of Structure Formation

Observations of gravitational waves from massive black hole (MBH) mergers can provide us with important clues about the era of structure formation in the early universe. Previous research in this field has been limited to calculating merger rates of MBHs using different models where many assumptions are made about the specific values of physical parameters of the mergers, resulting in merger rate estimates that span 5 to 6 orders of magnitude. We develop a semi-analytical, phenomenological model that includes plausible combinations of several physical parameters involved in the mergers. which we then turn around to determine how well LISA observations will be able to enhance our understanding of the universe during the critical z approximately equal to 5-30 structure formation era. We do this by generating synthetic LISA observable data (masses, redshifts, merger rates), which are then analyzed using a Markov Chain Monte Carlo (MCMC) method. This allows us to constrain the physical parameters of the mergers.

Alicea-Munoz, Emily↗