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 37 records · Page 2

On the delay analysis of a TDMA channel with finite buffer capacity

The throughput performance of a TDMA channel with finite buffer capacity for transmitting data messages is considered. Each station has limited message buffer capacity and has Poisson message arrivals. Message arrivals will be blocked if the buffers are congested. Using the embedded Markov chain model, the solution procedure for the limiting system-size probabilities is presented in a recursive fashion. Numerical examples are given to demonstrate the tradeoffs between the blocking probabilities and the buffer sizing strategy.

Yan, T.-Y.↗

Vector computer memory bank contention

A number of vector supercomputers feature very large memories. Unfortunately the large capacity memory chips that are used in these computers are much slower than the fast central processing unit (CPU) circuitry. As a result, memory bank reservation times (in CPU ticks) are much longer than on previous generations of computers. A consequence of these long reservation times is that memory bank contention is sharply increased, resulting in significantly lowered performance rates. The phenomenon of memory bank contention in vector computers is analyzed using both a Markov chain model and a Monte Carlo simulation program. The results of this analysis indicate that future generations of supercomputers must either employ much faster memory chips or else feature very large numbers of independent memory banks.

Bailey, D. H.↗

Vector computer memory bank contention

A number of vector supercomputers feature very large memories. Unfortunately the large capacity memory chips that are used in these computers are much slower than the fast central processing unit (CPU) circuitry. As a result, memory bank reservation times (in CPU ticks) are much longer than on previous generations of computers. A consequence of these long reservation times is that memory bank contention is sharply increased, resulting in significantly lowered performance rates. The phenomenon of memory bank contention in vector computers is analyzed using both a Markov chain model and a Monte Carlo simulation program. The results of this analysis indicate that future generations of supercomputers must either employ much faster memory chips or else feature very large numbers of independent memory banks.

Bailey, David H.↗

Efficient parametric analysis of performance measures for communication networks

Efficient techniques for estimating performance measures in communication networks in a steady-state or transient setting are developed. These techniques may be used in a simulation environment or in connection with real-time observations. For Markov chain models, the recently proposed standard clock approach is extended, and a class of real-time algorithms for simultaneously generating multiple sample paths under different parameter sets is presented. Attention is focused on the link crash time estimation problem, where a 'crash' is defined as the first time a buffer overflows, given some initial conditions. An algorithm for estimating crash times under various traffic shocks is derived, where all estimates are obtained in parallel to an actual network's normal operation. An algorithm for crash time estimation of a G/D/1 link model is also derived using a different (perturbation-analysis-based) approach. Finally, extensive simulation results are provided to validate the proposed algorithms and compare them to brute-force simulation.

Cassandras, Christos G.↗

End-to-End QoS for Differentiated Services and ATM Internetworking

The Internet was initially design for non real-time data communications and hence does not provide any Quality of Service (QoS). The next generation Internet will be characterized by high speed and QoS guarantee. The aim of this paper is to develop a prioritized early packet discard (PEPD) scheme for ATM switches to provide service differentiation and QoS guarantee to end applications running over next generation Internet. The proposed PEPD scheme differs from previous schemes by taking into account the priority of packets generated from different application. We develop a Markov chain model for the proposed scheme and verify the model with simulation. Numerical results show that the results from the model and computer simulation are in close agreement. Our PEPD scheme provides service differentiation to the end-to-end applications.

Su, Hongjun↗

Markov chains for testing redundant software

A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.

White, Allan L.↗

The Communication Link and Error ANalysis (CLEAN) simulator

During the period July 1, 1993 through December 30, 1993, significant developments to the Communication Link and Error ANalysis (CLEAN) simulator were completed and include: (1) Soft decision Viterbi decoding; (2) node synchronization for the Soft decision Viterbi decoder; (3) insertion/deletion error programs; (4) convolutional encoder; (5) programs to investigate new convolutional codes; (6) pseudo-noise sequence generator; (7) soft decision data generator; (8) RICE compression/decompression (integration of RICE code generated by Pen-Shu Yeh at Goddard Space Flight Center); (9) Markov Chain channel modeling; (10) percent complete indicator when a program is executed; (11) header documentation; and (12) help utility. The CLEAN simulation tool is now capable of simulating a very wide variety of satellite communication links including the TDRSS downlink with RFI. The RICE compression/decompression schemes allow studies to be performed on error effects on RICE decompressed data. The Markov Chain modeling programs allow channels with memory to be simulated. Memory results from filtering, forward error correction encoding/decoding, differential encoding/decoding, channel RFI, nonlinear transponders and from many other satellite system processes. Besides the development of the simulation, a study was performed to determine whether the PCI provides a performance improvement for the TDRSS downlink. There exist RFI with several duty cycles for the TDRSS downlink. We conclude that the PCI does not improve performance for any of these interferers except possibly one which occurs for the TDRS East. Therefore, the usefulness of the PCI is a function of the time spent transmitting data to the WSGT through the TDRS East transponder.

Ebel, William J.↗

Parallelizing Timed Petri Net simulations

The possibility of using parallel processing to accelerate the simulation of Timed Petri Nets (TPN's) was studied. It was recognized that complex system development tools often transform system descriptions into TPN's or TPN-like models, which are then simulated to obtain information about system behavior. Viewed this way, it was important that the parallelization of TPN's be as automatic as possible, to admit the possibility of the parallelization being embedded in the system design tool. Later years of the grant were devoted to examining the problem of joint performance and reliability analysis, to explore whether both types of analysis could be accomplished within a single framework. In this final report, the results of our studies are summarized. We believe that the problem of parallelizing TPN's automatically for MIMD architectures has been almost completely solved for a large and important class of problems. Our initial investigations into joint performance/reliability analysis are two-fold; it was shown that Monte Carlo simulation, with importance sampling, offers promise of joint analysis in the context of a single tool, and methods for the parallel simulation of general Continuous Time Markov Chains, a model framework within which joint performance/reliability models can be cast, were developed. However, very much more work is needed to determine the scope and generality of these approaches. The results obtained in our two studies, future directions for this type of work, and a list of publications are included.

Nicol, David M.↗

Utilizing In Situ Directional Hyperspectral Measurements to Validate Bio-Indicator Simulations for a Corn Crop Canopy

Two radiative transfer canopy models, SAIL and the two-layer Markov-Chain Canopy Reflectance Model (MCRM), were coupled with in situ leaf optical properties to simulate canopy-level spectral band ratio vegetation indices with the focus on the photochemical reflectance index in a cornfield. In situ hyperspectral measurements were made at both leaf and canopy levels. Leaf optical properties were obtained from both sunlit and shaded leaves. Canopy reflectance was acquired for eight different relative azimuth angles (psi) at three different view zenith angles (Theta (sub v)), and later used to validate model outputs. Field observations of photochemical reflectance index (PRI) for sunlit leaves exhibited lower values than shaded leaves, indicating higher light stress. Canopy PRI expressed obvious sensitivity to viewing geometry, as a function of both Theta (sub v) and psi . Overall, simulations from MCRM exhibited better agreements with in situ values than SAIL. When using only sunlit leaves as input, the MCRM-simulated PRI values showed satisfactory correlation and RMSE, as compared to in situ values. However, the performance of the MCRM model was significantly improved after defining a lower canopy layer comprised of shaded leaves beneath the upper sunlit leaf layer. Four other widely used band ratio vegetation indices were also studied and compared with the PRI results. MCRM simulations were able to generate satisfactory simulations for these other four indices when using only sunlit leaves as input; but unlike PRI, adding shaded leaves did not improve the performance of MCRM. These results support the hypothesis that the PRI is sensitive to physiological dynamics while the others detect static factors related to canopy structure. Sensitivity analysis was performed on MCRM in order to better understand the effects of structure related parameters on the PRI simulations. Leaf area index (LAI) showed the most significant impact on MCRM-simulated PRI among the parameters studied. This research shows the importance of hyperspectral and narrow band sensor studies, and especially the necessity of including the green wavelengths (e.g., 531 nm) on satellites proposing to monitor carbon dynamics of terrestrial ecosystems.

Cheng, Yen-Ben↗

Probabilistic modeling of solar power systems

The author presents a probabilistic approach based on Markov chain theory to model stand-alone photovoltaic power systems and predict their long-term service performance. The major advantage of this approach is that it allows designers and developers of these systems to analyze the system performance as well as the battery subsystem performance in the long run and determine the system design requirements that meet a specified service performance level. The methodology presented is illustrated by using data for a radio repeater system for the Boston, Massachusetts, location.

Safie, Fayssal M.↗

SO2 on Venus: A final cross-calibration with Pioneer Venus

In our previous report, we noted that we had successfully completed all of the IUE observations which were proposed. A total of 7 Venus spectra were obtained. In the present reporting period, essentially all of the associated data reduction and analysis activities were completed, and Drs. Stern, Barker, and Na met to collaborate on data interpretation. The model atmosphere used in this analysis is similar to the one used in the analysis of the Pioneer Venus observations (Esposito, et al. 1979, 1988) and the previous IUE observations (Na, et al. 1990). In this model, sulfuric acid aerosols with a radius of about 1 micron are mixed uniformly with Rayleigh scattering gases throughout the cloud layer. There are two wavelength-independent absorbers. First, the aerosols are assumed to have a single scattering albedo of 0.98, and second a pure absorbing layer with an optical depth of 0.2 is added at an altitude of 75 mbar. The variable parameters in this model are the mixing ratios of SO2 at the cloud top (40 mbar level), and the scale height of SO2 at the same altitude. Model spectra were calculated using a radiative transfer code utilizing a Markov Chain method. Each model calculation takes into account the multiple scattering and the vertical inhomogeneity of the atmosphere. We reported those initial results at the 1992 meeting of the AAS Division of Planetary Sciences (Barker, Stern, and Na 1992) The important finding we have reached is that the 1991 IUE observations indicate that the long-term decline in Venus SO2 abundance has either halted or reversed. Our simultaneous groundbased measurements made on the McDonald Observatory 2.7 m corroborate this result. We are now preparing a paper describing these IUE results for publication in Icarus. With the IUE results reduced, we are also beginning a project to compare the 1991 IUE results to Pioneer Venus UV spectra made on the same dates.

Stern, S. Alan↗

A general cratering-history model and its implications for the lunar highlands

Through analysis of a large number of Monte Carlo and Markov Chain simulations, a model for determining crater accumulation and crater obliteration histories has been derived. The model generally applies to populations of large craters. It predicts that the following relationships hold for subequilibrium-density crater populations: (1) the more negative the production function's exponent, alpha (N near D super alpha) the lower the crater density at which the population size-frequency distribution will significantly depart from its production function; (2) the more negative the production function's exponent, the less obliteration a crater population will sustain after a set number of impacts. Application of the model to the lunar highlands implies (1) the production function for the large craters is highly structured, resembling the observed size-frequency distribution and not the function N near D to the -2; (2) even the densely cratered highlands have not attained crater saturation or equilibrium. Direct simulations of the highlands' crater population supports the model's implications.

Woronow, A.↗

Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree-day melting model. Lastly, we demonstrate that the data assimilation approach is useful for quantifying and reducing uncertainty related to model parameters and thus provides uncertainty bounds on snowmelt and rainfall contributions in such mountainous watersheds.

runoff↗

Bayesian Estimation of Earth’s Undiscovered Mineralogical Diversity Using Noninformative Priors

Recently, statistical distributions have been explored to provide estimates of the mineralogical diversity of Earth, and Earth-like planets. In this paper, a Bayesian approach is introduced to estimate Earth’s undiscovered mineralogical diversity. Samples are generated from a posterior distribution of the model parameters using Markov chain Monte Carlo simulations such that estimates and inference are directly obtained. It was previously shown that the mineral species frequency distribution conforms to a generalized inverse Gauss–Poisson (GIGP) large number of rare events model. Even though the model fit was good, the population size estimate obtained by using this model was found to be unreasonably low by mineralogists. In this paper, several zero-truncated, mixed Poisson distributions are fitted and compared, where the Poisson-lognormal distribution is found to provide the best fit. Subsequently, the population size estimates obtained by Bayesian methods are compared to the empirical Bayes estimates. Species accumulation curves are constructed and employed to estimate the population size as a function of sampling size. Finally, the relative abundances, and hence the occurrence probabilities of species in a random sample, are calculated numerically for all mineral species in Earth’s crust using the Poisson-lognormal distribution. These calculations are connected and compared to the calculations obtained in a previous paper using the GIGP model for which mineralogical criteria of an Earth-like planet were given.

Bayesian statistics↗

Computer simulation of surface and film processes

All the investigations which were performed employed in one way or another a computer simulation technique based on atomistic level considerations. In general, three types of simulation methods were used for modeling systems with discrete particles that interact via well defined potential functions: molecular dynamics (a general method for solving the classical equations of motion of a model system); Monte Carlo (the use of Markov chain ensemble averaging technique to model equilibrium properties of a system); and molecular statics (provides properties of a system at T = 0 K). The effects of three-body forces on the vibrational frequencies of triatomic cluster were investigated. The multilayer relaxation phenomena for low index planes of an fcc crystal was analyzed also as a function of the three-body interactions. Various surface properties for Si and SiC system were calculated. Results obtained from static simulation calculations for slip formation were presented. The more elaborate molecular dynamics calculations on the propagation of cracks in two-dimensional systems were outlined.

Tiller, W. A.↗

Load sharing in distributed real-time systems with state-change broadcasts

A decentralized dynamic load-sharing (LS) method based on state-change broadcasts is proposed for a distributed real-time system. Whenever the state of a node changes from underloaded to fully loaded and vice versa, the node broadcasts this change to a set of nodes, called a buddy set, in the system. The performance of the method is evaluated with both analytic modeling and simulation. It is modeled first by an embedded Markov chain for which numerical solutions are derived. The model solutions are then used to calculate the distribution of queue lengths at the nodes and the probability of meeting task deadlines. The analytical results show that buddy sets of 10 nodes outperform those of less than 10 nodes, and the incremental benefit gained from increasing the buddy set size beyond 15 nodes is insignificant. These and other analytical results are verified by simulation. The proposed LS method is shown to meet task deadlines with a very high probability.

Shin, Kang G.↗

Optimal service allocation among two heterogeneous traffic types with no queueing

Two communication traffic streams with Poisson statistics arrive at a network node. These are to be transmitted across a channel with a total bandwidth capacity of C slots. Messages not accepted at the node are assumed to be lost. Under the assumptions of exponential service time distributions, the problem of dynamic allocation of available channel bandwidth among the two traffic types is studied in order to minimize a weighted sum of blocking probabilities. Modeling the system as a two-dimensional Markov chain is studied to minimize a weighted sum of blocking probabilities. Modeling the system as a two-dimensional Markov chain, it is shown by an application of dynamic programming principles that the optimal policy has the form of a 'switching curve'.

Lambadaris, I.↗