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DOE OSTI2024

Visualisation and outlier detection for probability density function ensembles

Abstract Exploratory data analysis (EDA) for functional data—data objects where observations are entire functions—is a difficult problem that has seen significant attention in recent literature. This surge in interest is motivated by the ubiquitous nature of functional data, which are prevalent in applications across fields such as meteorology, biology, medicine and engineering. Empirical probability density functions (PDFs) can be viewed as constrained functional data objects that must integrate to one and be nonnegative. They show up in contexts such as yearly income distributions, zooplankton size structure in oceanography and in connectivity patterns in the brain, among others. While PDF data are certainly common in modern research, little attention has been given to EDA specifically for PDFs. In this paper, we extend several methods for EDA on functional data for PDFs and compare them on simulated data that exhibit different types of variation, designed to mimic that seen in real‐world applications. We then use our new methods to perform EDA on the breakthrough curves observed in gas transport simulations for underground fracture networks.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1996

Evaluation of joint probability density function models for turbulent nonpremixed combustion with complex chemistry

Two types of mixing sub-models are evaluated in connection with a joint-scalar probability density function method for turbulent nonpremixed combustion. Model calculations are made and compared to simulation results for homogeneously distributed methane-air reaction zones mixing and reacting in decaying turbulence within a two-dimensional enclosed domain. The comparison is arranged to ensure that both the simulation and model calculations a) make use of exactly the same chemical mechanism, b) do not involve non-unity Lewis number transport of species, and c) are free from radiation loss. The modified Curl mixing sub-model was found to provide superior predictive accuracy over the simple relaxation-to-mean submodel in the case studied. Accuracy to within 10-20% was found for global means of major species and temperature; however, nitric oxide prediction accuracy was lower and highly dependent on the choice of mixing sub-model. Both mixing submodels were found to produce non-physical mixing behavior for mixture fractions removed from the immediate reaction zone. A suggestion for a further modified Curl mixing sub-model is made in connection with earlier work done in the field.

Smith, N. S. A.↗

NASA NTRS2002

Eulerian Mapping Closure Approach for Probability Density Function of Concentration in Shear Flows

The Eulerian mapping closure approach is developed for uncertainty propagation in computational fluid mechanics. The approach is used to study the Probability Density Function (PDF) for the concentration of species advected by a random shear flow. An analytical argument shows that fluctuation of the concentration field at one point in space is non-Gaussian and exhibits stretched exponential form. An Eulerian mapping approach provides an appropriate approximation to both convection and diffusion terms and leads to a closed mapping equation. The results obtained describe the evolution of the initial Gaussian field, which is in agreement with direct numerical simulations.

He, Guowei↗

NASA NTRS1984

The non-Gaussian joint probability density function of slope and elevation for a nonlinear gravity wave field

On the basis of the mapping method developed by Huang et al. (1983), an analytic expression for the non-Gaussian joint probability density function of slope and elevation for nonlinear gravity waves is derived. Various conditional and marginal density functions are also obtained through the joint density function. The analytic results are compared with a series of carefully controlled laboratory observations, and good agreement is noted. Furthermore, the laboratory wind wave field observations indicate that the capillary or capillary-gravity waves may not be the dominant components in determining the total roughness of the wave field. Thus, the analytic results, though derived specifically for the gravity waves, may have more general applications.

Huang, N. E.↗

DOE OSTI2025

Voltage Probability Density Function Shaping Control Strategy Considering Grid Operational Uncertainties

It is well-known that power systems operation always affected by various uncertainties which make the bus voltage a random process that can be characterized by its probability density function (PDF) at any time instant. In this context, this paper presents a novel PDF-based voltage control framework for power systems. By modeling voltage as a stochastic process, we formulate a stochastic differential equationthat captures grid uncertainties. The associated Fokker-Planck-Kolmogorov equation is derived to describe the evolution of the voltage PDF, which enables the formulation of a PDF-shaping control strategy. To simplify the PDF control formulation, a B-spline neural network is introduced for real-time estimation and regulation of the voltage distribution. The proposed PDF control law updates voltage references for energy storage systems and synchronous generators using real-time PDF measurements and feedback signals. The proposed method is validated on a modified Kundur’s two-area system. Simulation results demonstrate that the controller can significantly improve the voltage stability under stochastic conditions, highlighting its effectiveness in modern inverter-rich grids.

Gui, Yonghao [ORNL] (ORCID:0000000250435534)↗

NASA NTRS2012

Representation of Probability Density Functions from Orbit Determination using the Particle Filter

Statistical orbit determination enables us to obtain estimates of the state and the statistical information of its region of uncertainty. In order to obtain an accurate representation of the probability density function (PDF) that incorporates higher order statistical information, we propose the use of nonlinear estimation methods such as the Particle Filter. The Particle Filter (PF) is capable of providing a PDF representation of the state estimates whose accuracy is dependent on the number of particles or samples used. For this method to be applicable to real case scenarios, we need a way of accurately representing the PDF in a compressed manner with little information loss. Hence we propose using the Independent Component Analysis (ICA) as a non-Gaussian dimensional reduction method that is capable of maintaining higher order statistical information obtained using the PF. Methods such as the Principal Component Analysis (PCA) are based on utilizing up to second order statistics, hence will not suffice in maintaining maximum information content. Both the PCA and the ICA are applied to two scenarios that involve a highly eccentric orbit with a lower apriori uncertainty covariance and a less eccentric orbit with a higher a priori uncertainty covariance, to illustrate the capability of the ICA in relation to the PCA.

Mashiku, Alinda K.↗

NASA NTRS2004

Carrier Modulation Via Waveform Probability Density Function

Beyond the classic modes of carrier modulation by varying amplitude (AM), phase (PM), or frequency (FM), we extend the modulation domain of an analog carrier signal to include a class of general modulations which are distinguished by their probability density function histogram. Separate waveform states are easily created by varying the pdf of the transmitted waveform. Individual waveform states are assignable as proxies for digital ONEs or ZEROs. At the receiver, these states are easily detected by accumulating sampled waveform statistics and performing periodic pattern matching, correlation, or statistical filtering. No fundamental natural laws are broken in the detection process. We show how a typical modulation scheme would work in the digital domain and suggest how to build an analog version. We propose that clever variations of the modulating waveform (and thus the histogram) can provide simple steganographic encoding.

Williams, Glenn L.↗

NASA NTRS2006

Carrier Modulation Via Waveform Probability Density Function

Beyond the classic modes of carrier modulation by varying amplitude (AM), phase (PM), or frequency (FM), we extend the modulation domain of an analog carrier signal to include a class of general modulations which are distinguished by their probability density function histogram. Separate waveform states are easily created by varying the pdf of the transmitted waveform. Individual waveform states are assignable as proxies for digital one's or zero's. At the receiver, these states are easily detected by accumulating sampled waveform statistics and performing periodic pattern matching, correlation, or statistical filtering. No fundamental physical laws are broken in the detection process. We show how a typical modulation scheme would work in the digital domain and suggest how to build an analog version. We propose that clever variations of the modulating waveform (and thus the histogram) can provide simple steganographic encoding.

Williams, Glenn L.↗

NASA NTRS1977

Estimated probability density functions for the times between flashes in the storms of 12 September 1975, 26 August 1975, and 13 July 1976

A report is given to supplement the progress report of June 17, 1977. In that progress report gamma, lognormal, and Rayleigh probability density functions were fitted to the times between lightning flashes in the storms of 9/12/75, 8/26/75, and 7/13/76 by the maximum likelihood method. The goodness of fit is checked by the Kolmogoroff-Smirnoff test. Plots of the estimated densities along with normalized histograms are included to provide a visual check on the goodness of fit. The lognormal densities are the most peaked and have the highest tails. This results in the best fit to the normalized histogram in most cases. The Rayleigh densities have too broad and rounded peaks to give good fits. In addition, they have the lowest tails. The gamma densities fall inbetween and give the best fit in a few cases.

Tretter, S. A.↗

DOE OSTI2022

Regularized inversion of aerosol hygroscopic growth factor probability density function: application to humidity-controlled fast integrated mobility spectrometer measurements

Abstract. Aerosol hygroscopic growth plays an important role in atmospheric particle chemistry and the effects of aerosol on radiation and hence climate. The hygroscopic growth is often characterized by a growth factor probability density function (GF-PDF), where the growth factor is defined as the ratio of the particle size at a specified relative humidity to its dry size. Parametric, least-squares methods are the most widely used algorithms for inverting the GF-PDF from measurements of the humidified tandem differential mobility analyzer (HTDMA) and have been recently applied to the GF-PDF inversion from measurements of the humidity-controlled fast integrated mobility spectrometer (HFIMS). However, these least-squares methods suffer from noise amplification due to the lack of regularization in solving the ill-posed problem, resulting in significant fluctuations in the retrieved GF-PDF and even occasional failures of convergence. In this study, we introduce nonparametric, regularized methods to invert the aerosol GF-PDF and apply them to HFIMS measurements. Based on the HFIMS kernel function, the forward convolution is transformed into a matrix-based form, which facilitates the application of the nonparametric inversion methods with regularizations, including Tikhonov regularization and Twomey's iterative regularization. Inversions of the GF-PDF using the nonparameteric methods with regularization are demonstrated using HFIMS measurements simulated from representative GF-PDFs of ambient aerosols. The characteristics of reconstructed GF-PDFs resulting from different inversion methods, including previously developed least-squares methods, are quantitatively compared. The result shows that Twomey's method generally outperforms other inversion methods. The capabilities of Twomey's method in reconstructing the pre-defined GF-PDFs and recovering the mode parameters are validated.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1991

Investigations of turbulent scalar fields using probability density function approach

Scalar fields undergoing random advection have attracted much attention from researchers in both the theoretical and practical sectors. Research interest spans from the study of the small scale structures of turbulent scalar fields to the modeling and simulations of turbulent reacting flows. The probability density function (PDF) method is an effective tool in the study of turbulent scalar fields, especially for those which involve chemical reactions. It has been argued that a one-point, joint PDF approach is the one to choose from among many simulation and closure methods for turbulent combustion and chemically reacting flows based on its practical feasibility in the foreseeable future for multiple reactants. Instead of the multi-point PDF, the joint PDF of a scalar and its gradient which represents the roles of both scalar and scalar diffusion is introduced. A proper closure model for the molecular diffusion term in the PDF equation is investigated. Another direction in this research is to study the mapping closure method that has been recently proposed to deal with the PDF's in turbulent fields. This method seems to have captured the physics correctly when applied to diffusion problems. However, if the turbulent stretching is included, the amplitude mapping has to be supplemented by either adjusting the parameters representing turbulent stretching at each time step or by introducing the coordinate mapping. This technique is still under development and seems to be quite promising. The final objective of this project is to understand some fundamental properties of the turbulent scalar fields and to develop practical numerical schemes that are capable of handling turbulent reacting flows.

Gao, Feng↗

NASA NTRS1986

Steady-state probability density function of the phase error for a DPLL with an integrate-and-dump device

The steady-state behavior of a particular type of digital phase-locked loop (DPLL) with an integrate-and-dump circuit following the phase detector is characterized in terms of the probability density function (pdf) of the phase error in the loop. Although the loop is entirely digital from an implementation standpoint, it operates at two extremely different sampling rates. In particular, the combination of a phase detector and an integrate-and-dump circuit operates at a very high rate whereas the loop update rate is very slow by comparison. Because of this dichotomy, the loop can be analyzed by hybrid analog/digital (s/z domain) techniques. The loop is modeled in such a general fashion that previous analyses of the Real-Time Combiner (RTC), Subcarrier Demodulator Assembly (SDA), and Symbol Synchronization Assembly (SSA) fall out as special cases.

Simon, M.↗

NASA NTRS1972

Investigation of estimators of probability density functions

Four research projects are summarized which include: (1) the generation of random numbers on the IBM 360/44, (2) statistical tests used to check out random number generators, (3) Specht density estimators, and (4) use of estimators of probability density functions in analyzing large amounts of data.

Speed, F. M.↗

DOE OSTI2025

Evaluation of probability density function descriptions for three-component Rayleigh–Taylor mixing

Results from simulations of a three-component Rayleigh–Taylor (RT) mixing problem are presented. These simulations are conducted in heavy–light–heavy and heavy–intermediate–light configurations, and each of these configurations are further considered in high- and low-Reynolds-number regimes. This results in RT-unstable flow with one or both interfaces initially unstable, permitting the influence of problem configuration on the statistical description of three-component RT-driven mixing to be considered. Mass fraction covariances are observed to undergo a sign change through the mixing layer in all four configurations considered. This appears to be unique to the multi-component case and represents another way in which multi-component RT mixing differs from the two-component case. Qualitative and quantitative comparisons of joint and marginal probability density function (PDF) descriptions of species concentration are made. Three-, five-, and six-parameter model PDFs are compared against simulation data to assess how accurately they describe the mixing, and it is found that three-component mixing requires at least a five-parameter model PDF to accurately describe the mixing. Notably, the marginal distributions of three-component mixing do not appear to conform to a beta distribution, representing a departure from the classical two-component RT case. In conclusion, statistical neutrality also appears to influence the optimal choice of model PDF, which is found to be a function of problem configuration.

Large-eddy simulation↗

NASA NTRS1995

Coupled Monte Carlo Probability Density Function/ SPRAY/CFD Code Developed for Modeling Gas-Turbine Combustor Flows

The success of any solution methodology for studying gas-turbine combustor flows depends a great deal on how well it can model various complex, rate-controlling processes associated with turbulent transport, mixing, chemical kinetics, evaporation and spreading rates of the spray, convective and radiative heat transfer, and other phenomena. These phenomena often strongly interact with each other at disparate time and length scales. In particular, turbulence plays an important role in determining the rates of mass and heat transfer, chemical reactions, and evaporation in many practical combustion devices. Turbulence manifests its influence in a diffusion flame in several forms depending on how turbulence interacts with various flame scales. These forms range from the so-called wrinkled, or stretched, flamelets regime, to the distributed combustion regime. Conventional turbulence closure models have difficulty in treating highly nonlinear reaction rates. A solution procedure based on the joint composition probability density function (PDF) approach holds the promise of modeling various important combustion phenomena relevant to practical combustion devices such as extinction, blowoff limits, and emissions predictions because it can handle the nonlinear chemical reaction rates without any approximation. In this approach, mean and turbulence gas-phase velocity fields are determined from a standard turbulence model; the joint composition field of species and enthalpy are determined from the solution of a modeled PDF transport equation; and a Lagrangian-based dilute spray model is used for the liquid-phase representation with appropriate consideration of the exchanges of mass, momentum, and energy between the two phases. The PDF transport equation is solved by a Monte Carlo method, and existing state-of-the-art numerical representations are used to solve the mean gasphase velocity and turbulence fields together with the liquid-phase equations. The joint composition PDF approach was extended in our previous work to the study of compressible reacting flows. The application of this method to several supersonic diffusion flames associated with scramjet combustor flow fields provided favorable comparisons with the available experimental data. A further extension of this approach to spray flames, three-dimensional computations, and parallel computing was reported in a recent paper. The recently developed PDF/SPRAY/computational fluid dynamics (CFD) module combines the novelty of the joint composition PDF approach with the ability to run on parallel architectures. This algorithm was implemented on the NASA Lewis Research Center's Cray T3D, a massively parallel computer with an aggregate of 64 processor elements. The calculation procedure was applied to predict the flow properties of both open and confined swirl-stabilized spray flames.

Source record↗

NASA NTRS1998

EUPDF: Eulerian Monte Carlo Probability Density Function Solver for Applications With Parallel Computing, Unstructured Grids, and Sprays

The success of any solution methodology used in the study of gas-turbine combustor flows depends a great deal on how well it can model the various complex and rate controlling processes associated with the spray's turbulent transport, mixing, chemical kinetics, evaporation, and spreading rates, as well as convective and radiative heat transfer and other phenomena. The phenomena to be modeled, which are controlled by these processes, often strongly interact with each other at different times and locations. In particular, turbulence plays an important role in determining the rates of mass and heat transfer, chemical reactions, and evaporation in many practical combustion devices. The influence of turbulence in a diffusion flame manifests itself in several forms, ranging from the so-called wrinkled, or stretched, flamelets regime to the distributed combustion regime, depending upon how turbulence interacts with various flame scales. Conventional turbulence models have difficulty treating highly nonlinear reaction rates. A solution procedure based on the composition joint probability density function (PDF) approach holds the promise of modeling various important combustion phenomena relevant to practical combustion devices (such as extinction, blowoff limits, and emissions predictions) because it can account for nonlinear chemical reaction rates without making approximations. In an attempt to advance the state-of-the-art in multidimensional numerical methods, we at the NASA Lewis Research Center extended our previous work on the PDF method to unstructured grids, parallel computing, and sprays. EUPDF, which was developed by M.S. Raju of Nyma, Inc., was designed to be massively parallel and could easily be coupled with any existing gas-phase and/or spray solvers. EUPDF can use an unstructured mesh with mixed triangular, quadrilateral, and/or tetrahedral elements. The application of the PDF method showed favorable results when applied to several supersonic-diffusion flames and spray flames. The EUPDF source code will be available with the National Combustion Code (NCC) as a complete package.

Raju, M. S.↗

DOE OSTI2025

Probability Density Function for the spatial and intensity distribution of neutron-induced defects in Silicon

The ability to model semiconductor device degradation under neutron irradiation depends upon having a robust modeling capability for the neutron-induced collision cascades as well as a means to analytically fit the resulting probability distributions of defect production and ionizing energy deposition for purposes of extrapolation to low-probability, high-consequence scenarios. In this paper, the widely-utilized binary collision approximation codes MARLOWE and SRIM are deployed in conjunction with a critical examination of their parameterizations as benchmarked against higher-fidelity molecular dynamics simulations. A simple 3-parameter form described by the Generalized Logistic Distribution is shown to be a good fit to Frenkel pair and ionization intensity distributions in bulk silicon. The BCA codes are then applied to simulate cascades in 5 nm layers of a representative gate-all-around nanosheet transistor, where joint probability distributions of threshold levels of damage to multiple layers are evaluated.

36 MATERIALS SCIENCE↗

NASA NTRS1985

On the probability density function of the squared envelope of a sum of random phase vectors

Weber et al. (1980) have found that a generic problem arises in the study of multiuser FHMA/MFSK systems. According to this problem, the presence of the other channel users acts as interference to reception of the desired user's transmission. The present investigation is concerned with a recursive solution in which the recursion parameter is the number of vectors in the sum. A mathematical characterization of such a solution is presented, taking into account the simple two-vector case in which a well-known closed form result is possible. Some numerical results are also discussed. It is pointed out that the considered recursive solution provides a break in the bottleneck associated with the exact computation of the error probability performance of multiuser FHMA/MFSK systems and single access MFSK systems corrupted by multitone jamming.

Simon, M. K.↗