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At least 37 records · Page 2

A Discrete Probability Function Method for the Equation of Radiative Transfer

A discrete probability function (DPF) method for the equation of radiative transfer is derived. The DPF is defined as the integral of the probability density function (PDF) over a discrete interval. The derivation allows the evaluation of the PDF of intensities leaving desired radiation paths including turbulence-radiation interactions without the use of computer intensive stochastic methods. The DPF method has a distinct advantage over conventional PDF methods since the creation of a partial differential equation from the equation of transfer is avoided. Further, convergence of all moments of intensity is guaranteed at the basic level of simulation unlike the stochastic method where the number of realizations for convergence of higher order moments increases rapidly. The DPF method is described for a representative path with approximately integral-length scale-sized spatial discretization. The results show good agreement with measurements in a propylene/air flame except for the effects of intermittency resulting from highly correlated realizations. The method can be extended to the treatment of spatial correlations as described in the Appendix. However, information regarding spatial correlations in turbulent flames is needed prior to the execution of this extension.

Sivathanu, Y. R.

Scope of Gradient and Genetic Algorithms in Multivariable Function Optimization

Global optimization of a multivariable function - constrained by bounds specified on each variable and also unconstrained - is an important problem with several real world applications. Deterministic methods such as the gradient algorithms as well as the randomized methods such as the genetic algorithms may be employed to solve these problems. In fact, there are optimization problems where a genetic algorithm/an evolutionary approach is preferable at least from the quality (accuracy) of the results point of view. From cost (complexity) point of view, both gradient and genetic approaches are usually polynomial-time; there are no serious differences in this regard, i.e., the computational complexity point of view. However, for certain types of problems, such as those with unacceptably erroneous numerical partial derivatives and those with physically amplified analytical partial derivatives whose numerical evaluation involves undesirable errors and/or is messy, a genetic (stochastic) approach should be a better choice. We have presented here the pros and cons of both the approaches so that the concerned reader/user can decide which approach is most suited for the problem at hand. Also for the function which is known in a tabular form, instead of an analytical form, as is often the case in an experimental environment, we attempt to provide an insight into the approaches focusing our attention toward accuracy. Such an insight will help one to decide which method, out of several available methods, should be employed to obtain the best (least error) output. *

Shaykhian, Gholam Ali

Simulation of Stochastic Processes by Coupled ODE-PDE

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Zak, Michail

Stochastic estimation of conditional eddies in turbulent channel flow

Several long-standing issues regarding linear estimation and coherent structures are addressed, and some questions that were addressed partially, but never with the benefit of full, three-dimensional information are answered. The objectives were to: determine how well linear estimates approximate the field obtained by true conditional averaging, using events such as those in quadrant analysis; determine the extent to which the three-dimensional linearly estimated fields correspond to coherent structures, and the degree and manner in which they differ; evaluate the type and nature of the structural information gained by employing several different types of events; and learn more about the 3-D structure of important coherent motions that occur in wall turbulence. The results indicate that linear stochastic estimation can be used effectively in the study of numerical data bases consisting of three-dimensional vector fields, both velocity and vorticity. Two-point stochastic estimation yields more structural information and more detail than single-point estimation. The structures observed occurred repeatedly within the flow, but much can not be said about their dominance or the probability of their occurrence without further systematic studies of their frequency.

Adrian, R. J.

Bidirectional Classical Stochastic Processes with Measurements and Feedback

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

Hahne, G. E.

Generalized covariance analysis for partially autonomous deep space missions

A new covariance analysis method is presented that is suitable for the evaluation of multiple impulsive controllers acting on some stochastic process x. The method accommodates batch and sequential estimators with equal ease and accounts for time-delay effects in a natural manner. The formalism is developed in terms of a generalized state vector that is formed from the system state vector x, augmented by various fixed epoch estimates, and a data vector formed from discrete time observations of the system. Recursions are developed for time transition, measurement incorporation, and impulsive control updating of the generalized covariance matrix. Means of limiting the dimensional growth of the generalized state vector via the processes of estimator epoch adjustment and measurement vector deflation are described and the application of numerically stable matrix factorization methods to the generalized covariance recursions is outlined. The method is applied to the Magellan spacecraft to demonstrate the capability of ground-based optimal estimation and control of gyro/star scanner misalignment.

Boone, Jack N.

Life Modeling and Design Analysis for Ceramic Matrix Composite Materials

The primary research efforts focused on characterizing and modeling static failure, environmental durability, and creep-rupture behavior of two classes of ceramic matrix composites (CMC), silicon carbide fibers in a silicon carbide matrix (SiC/SiC) and carbon fibers in a silicon carbide matrix (C/SiC). An engineering life prediction model (Probabilistic Residual Strength model) has been developed specifically for CMCs. The model uses residual strength as the damage metric for evaluating remaining life and is posed probabilistically in order to account for the stochastic nature of the material s response. In support of the modeling effort, extensive testing of C/SiC in partial pressures of oxygen has been performed. This includes creep testing, tensile testing, half life and residual tensile strength testing. C/SiC is proposed for airframe and propulsion applications in advanced reusable launch vehicles. Figures 1 and 2 illustrate the models predictive capabilities as well as the manner in which experimental tests are being selected in such a manner as to ensure sufficient data is available to aid in model validation.

Source record

Stochastic availability analysis of operational data systems in the Deep Space Network

Existing availability models of standby redundant systems consider only an operator's performance and its interaction with the hardware performance. In the case of operational data systems in the Deep Space Network (DSN), in addition to an operator system interface, a controller reconfigures the system and links a standby unit into the network data path upon failure of the operating unit. A stochastic (Markovian) process technique is used to model and analyze the availability performance and occurrence of degradation due to partial failures are quantitatively incorporated into the model. Exact expressions of the steady state availability and proportion degraded performance measures are derived for the systems under study. The interaction among the hardware, operator, and controller performance parameters and that interaction's effect on data availability are evaluated and illustrated for an operational data processing system.

Issa, T. N.

An Adaptive Technique for a Redundant-Sensor Navigation System

An on-line adaptive technique is developed to provide a self-contained redundant-sensor navigation system with a capability to utilize its full potentiality in reliability and performance. The gyro navigation system is modeled as a Gauss-Markov process, with degradation modes defined as changes in characteristics specified by parameters associated with the model. The adaptive system is formulated as a multistage stochastic process: (1) a detection system, (2) an identification system and (3) a compensation system. It is shown that the sufficient statistics for the partially observable process in the detection and identification system is the posterior measure of the state of degradation, conditioned on the measurement history.

Chien, T. T.

Improved Modeling of Finite-Rate Turbulent Combustion Processes in Research Combustors

The objective of this thesis is to further develop and test a stochastic model of turbulent combustion in recirculating flows. There is a requirement to increase the accuracy of multi-dimensional combustion predictions. As turbulence affects reaction rates, this interaction must be more accurately evaluated. In this work a more physically correct way of handling the interaction of turbulence on combustion is further developed and tested. As turbulence involves randomness, stochastic modeling is used. Averaged values such as temperature and species concentration are found by integrating the probability density function (pdf) over the range of the scalar. The model in this work does not assume the pdf type, but solves for the evolution of the pdf using the Monte Carlo solution technique. The model is further developed by including a more robust reaction solver, by using accurate thermodynamics and by more accurate transport elements. The stochastic method is used with Semi-Implicit Method for Pressure-Linked Equations. The SIMPLE method is used to solve for velocity, pressure, turbulent kinetic energy and dissipation. The pdf solver solves for temperature and species concentration. Thus, the method is partially familiar to combustor engineers. The method is compared to benchmark experimental data and baseline calculations. The baseline method was tested on isothermal flows, evaporating sprays and combusting sprays. Pdf and baseline predictions were performed for three diffusion flames and one premixed flame. The pdf method predicted lower combustion rates than the baseline method in agreement with the data, except for the premixed flame. The baseline and stochastic predictions bounded the experimental data for the premixed flame. The use of a continuous mixing model or relax to mean mixing model had little effect on the prediction of average temperature. Two grids were used in a hydrogen diffusion flame simulation. Grid density did not effect the predictions except for peak temperature and tangential velocity. The hybrid pdf method did take longer and required more memory, but has a theoretical basis to extend to many reaction steps which cannot be said of current turbulent combustion models.

VanOverbeke, Thomas J.

Polarization tracking of a partially coherent signal using a double loop

We consider the problem of simultaneously estimating the phase and polarization angles of a linearly polarized electromagnetic wave. The solution of this problem has applications to space communications and ionospheric probing. The nonlinear stochastic characteristics of a cross-coupled double-loop implementation for the tracker are evaluated using the multidimensional Fokker-Planck equation. The exact stationary probability density is found for a special case of equal signal-to-noise ratio (SNR) in the two loops. The stationary probability density is obtained for a general class of double loops when the two loop bandwidths differ greatly.

Ohlson, J. E.

Stochastic histories of dust grains in the interstellar medium

The purpose is to study an evolving system of refractory dust grains within the Interstellar Medium (ISM). This is done via a combination of Monte Carlo processes and a system of partial differential equations, where refractory dust grains formed within supernova remnants and ejecta from high mass loss stars are subjected to the processes of sputtering and collisional fragmentation in the diffuse media and accretion within the cold molecular clouds. In order to record chemical detail, the authors take each new particle to consist of a superrefractory core plus a more massive refractory mantle. The particles are allowed to transfer to and fro between the different phases of the interstellar medium (ISM) - on a time scale of 10(exp 8) years - until either the particles are destroyed or the program finishes at a Galaxy time of 6x10(exp 9) years. The resulting chemical and size spectrum(s) are then applied to various astrophysical problems with the following results. For an ISM which has no collisional fragmentation of the dust grains, roughly 10 percent by mass of the most refractory material survives the rigors of the ISM intact, which leaves open the possibility that fossilized isotopically anomalous material may have been present within the primordial solar nebula. Stuctured or layered refractory dust grains within the model cannot explain the observed interstellar depletions of refractory material. Fragmentation due to grain-grain collisions in the diffuse phase plus the accretion of material in the molecular cloud phase can under certain circumstances cause a bimodal distribution in grain size.

Liffman, Kurt

Stochastic time-optimal control problems

Two types of stochastic time-optimal controls in a one-dimensional setting are considered. Multidimensional problems, in the case of complete state information available and the system modeled by stochastic differential equations, are studied under the formulation of minimizing the expected transient-response time. The necessary condition of optimality is the satisfaction for the value function of a parabolic partial differential equation with boundary conditions. The sufficient condition of optimality is also provided, based on Dynkin's formula. Finally, three examples are given.

Zhang, W.

Sequential filter design for precision orbit determination and physical constant refinement

Earth-based spacecraft tracking data have historically been processed with classical least squares filtering techniques both for navigation purposes and for physical constant determination. The small, stochastic nongravitational forces acting on the spacecraft are described to motivate the use of sequential estimation as an alternative to the least squares fitting procedures. The stochastic forces are investigated both in terms of their effect on the tracking data and their influence on estimation accuracy. A flexible sequential filter design which leaves the existing trajectory, variational equations, data observable and partial computations undisturbed is described. A detailed filter design is presented that meets the precision demands and flexibility requirements of deep space navigation and of scientific problems.

Curkendall, D. W.

Static assignment of complex stochastic tasks using stochastic majorization

We consider the problem of statically assigning many tasks to a (smaller) system of homogeneous processors, where a task's structure is modeled as a branching process, and all tasks are assumed to have identical behavior. We show how the theory of majorization can be used to obtain a partial order among possible task assignments. Our results show that if the vector of numbers of tasks assigned to each processor under one mapping is majorized by that of another mapping, then the former mapping is better than the latter with respect to a large number of objective functions. In particular, we show how measurements of finishing time, resource utilization, and reliability are all captured by the theory. We also show how the theory may be applied to the problem of partitioning a pool of processors for distribution among parallelizable tasks.

Nicol, David

Time-dependent behavior of active galactic nuclei with pair production

We study the properties of coupled partial differential equations describing the time-dependent behavior of the photon and electron occupation numbers for conditions likely to be found near active galactic nuclei (AGN). The processes governing electron acceleration are modeled by a stochastic accelerator, and we include acceleration by Alfvenic and whistler turbulence. The acceleration of electrons is limited by Compton and synchrotron losses, and the number density of electrons depends on pair production and annihilation processes. We also treat particle escape from the system. We examine the steady, (possibly) oscillatory, and unstable solutions that arise for various choices of parameters. We examine instabilities related to pair production and trapping and consider the formation of pair jets.

Li, H.

Balance in Astronauts Performing Jumps, Walking and Quiet Stance Following Spaceflight

Introduction: Both balance and locomotor ataxia is severe in astronauts returning from spaceflight with serious implications for unassisted landings. As a part of an ongoing effort to demonstrate the functional significance of the postflight ataxia problem our laboratory has evaluated jumping, walking heel-to-toe and quite stance balance immediately following spaceflight. Methods: Six astronauts from 12-16 day flights and three from 6-month flights were asked to perform three self-initiated two-footed jumps from a 30-cm-high platform, walking for 10 steps (three trials) placing the feet heel to toe in tandem, arms folded across the chest and the eyes closed, and lastly, recover from a simulated fall by standing from a prone position on the floor and with eyes open maintain a quiet stance for 3 min with arms relaxed along the side of the body and feet comfortably positioned on a force plate. Crewmembers were tested twice before flight, on landing day (short-duration), and days 1, 6, and 30 following all flight durations. Results/Conclusions: Many of astronauts tested fell on their first postflight jump but recovered by the third jump showing a rapid learning progression. Changes in take-off strategy were clearly evident in duration of time in the air between the platform and the ground (significant reduction in time to land), and also in increased asymmetry in foot latencies on take-off postflight. During the tandem heel-to-toe walking task there was a significant decrease in percentage of correct steps on landing day (short-duration crew) and on first day following landing (long-duration) with only partial recovery the following day. Astronauts for both short and long duration flight times appeared to be unaware of foot position relative to their bodies or the floor. During quite stance most of crewmembers tested exhibited increased stochastic activity (larger short-term COP diffusion coefficients postflight in all planes and increases in mean sway speed).

Reschke, Millard F.