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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.

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At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Stochastic Models, Indices & Optimization Algorithms for Pricing & Hedging Reliability Risks in Modern Power Grids: Data Plan - Princeton

We collected and cleaned the synthetic grid data produced by NREL for the Texas and New York synthetic grids. We developed a high dimensional joint stochastic model for load at the zone level, and solar and wind power productions at the asset level, capturing the spatial and temporal dependencies between all the variables, and demonstrated how such a model could be fitted to historical data. We designed and implemented a simulation engine which can produce Monte Carlo scenarios for the hourly day-ahead values of load, and solar and wind power productions at the spatial and temporal resolutions of the historical data used to fit the model. Finally we developed an open-source Python package which can, from an input grid model, efficiently use forecasts and large numbers of Monte Carlo scenarios to provide unit commitment and economic dispatch for each of these scenarios. The high dimensional stochastic model and the subsequent Monte Carlo simulation engine were implemented in the package PGscen and the corresponding UC and ED optimization programs in the package Vatic.

14 SOLAR ENERGY↗
NASA NTRS1986

A structural-stochastic model for the analysis and synthesis of cloud images

A structural-stochastic image model is developed for the analysis and synthesis of cloud images. The ability of the model to characterize the visual appearance of cloud fields observed by satellite with a limited number of parameters is demonstrated. The model merges structural and stochastic information, the stochastic model acting as a local statistical operator applied to the output of the structural model. The structural or large-scale organization of the scene is retrieved from the two-dimensional Fourier representation of the digital image. The pattern generated by the major Fourier components provides a first guess of the scene. The stochastic aspect is described by a Markov model of texture that assumes a binomial probability distribution for the local grey-level variability. This Markov model provides four parameters that represent the clustering strength in the horizontal, vertical and diagonal directions. These parameters are estimated by a standard maximum-likelihood technique. The image can be reproduced with a fair degree of verisimilitude from these parameters. The data compression factor is of the order of one hundred to several hundreds.

Garand, L.↗
DOE OSTI2026

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45↗
NASA NTRS1972

An advanced stochastic model for threshold crossing studies of rotor blade vibrations.

A stochastic model to analyze turbulence-excited rotor blade vibrations, previously described by Gaonkar et al. (1971), is generalized to include nonuniformity of the atmospheric turbulence velocity across the rotor disk in the longitudinal direction. The results of the presented analysis suggest that the nonuniformity of the vertical turbulence over the rotor disk is of little influence on the random blade flapping response, at least as far as longitudinal nonuniformity is concerned.

Gaonkar, G. H.↗
NASA NTRS1971

A stochastic model for eye movements during fixation on a stationary target.

A stochastic model describing small eye movements occurring during steady fixation on a stationary target is presented. Based on eye movement data for steady gaze, the model has a hierarchical structure; the principal level represents the random motion of the image point within a local area of fixation, while the higher level mimics the jump processes involved in transitions from one local area to another. Target image motion within a local area is described by a Langevin-like stochastic differential equation taking into consideration the microsaccadic jumps pictured as being due to point processes and the high frequency muscle tremor, represented as a white noise. The transform of the probability density function for local area motion is obtained, leading to explicit expressions for their means and moments. Evaluation of these moments based on the model is comparable with experimental results.

Vasudevan, R.↗
DOE OSTI2022

Stochastic Model for High Temperature Oxidation of Cr–Ni Austenitic Steels Assisted by Spallation

Abstract Cr–Ni austenitic steels offer significant high temperature corrosion protection by forming a surface oxide layer. However, above critical service conditions (temperature, atmosphere, thermal cycling), oxidized surface can experience intensive degradation because of scale spallation, which could be detrimental to the in-service life. To predict the effect of scale spallation on oxidation kinetics, a simulation was implemented using a stochastic model. The model considers topological parameters and intensity of spallation which can occur, while delivering a true oxidation constant. The experimental procedure identified the amount of formed spalled scale and topology of spallation based on the use of element mapping of the surface. This information was used to determine a true kinetic constant for a corresponding spallation intensity in oxidized Cr–Ni austenitic steel. To illustrate the capability of the stochastic model, a parametric analysis was performed. The model verified how the spallation parameters could change the oxidation processes from parabolic growth of an adhered oxide layer without spallation to a mixed linear-parabolic, or with a constant thickness of residual scale at high spallation intensity. The spallation model will be used in a separate article to characterize high temperature surface degradation of several Cr–Ni austenitic steels during harsh oxidation environments.

36 MATERIALS SCIENCE↗
NASA NTRS2001

Stochastic Modeling and Generation of Partially Polarized or Partially Coherent Electromagnetic Waves

Many new Earth remote-sensing instruments are embracing both the advantages and added complexity that result from interferometric or fully polarimetric operation. To increase instrument understanding and functionality a model of the signals these instruments measure is presented. A stochastic model is used as it recognizes the non-deterministic nature of any real-world measurements while also providing a tractable mathematical framework. A stationary, Gaussian-distributed model structure is proposed. Temporal and spectral correlation measures provide a statistical description of the physical properties of coherence and polarization-state. From this relationship the model is mathematically defined. The model is shown to be unique for any set of physical parameters. A method of realizing the model (necessary for applications such as synthetic calibration-signal generation) is given and computer simulation results are presented. The signals are constructed using the output of a multi-input multi-output linear filter system, driven with white noise.

Davis, Brynmor↗
NASA NTRS1994

Stochastic model of the residual acceleration environment in microgravity

We describe a theoretical investigation of the effects that stochastic residual accelerations (g-jitter) onboard spacecraft can have on experiments conducted in a microgravity environment. We first introduce a stochastic model of the residual acceleration field, and develop a numerical algorithm to solve the equations governing fluid flow that allow for a stochastic body force. We next summarize our studies of two generic situations: stochastic parametric resonance and the onset of convective flow induced by a fluctuating acceleration field.

Vinals, Jorge↗
NASA NTRS2002

Stochastic Models of Human Errors

Humans play an important role in the overall reliability of engineering systems. More often accidents and systems failure are traced to human errors. Therefore, in order to have meaningful system risk analysis, the reliability of the human element must be taken into consideration. Describing the human error process by mathematical models is a key to analyzing contributing factors. Therefore, the objective of this research effort is to establish stochastic models substantiated by sound theoretic foundation to address the occurrence of human errors in the processing of the space shuttle.

Elshamy, Maged↗
NASA NTRS2003

Stochastic Models of Tropical Rain-Rate Fields

Because of the extreme variability of rain rate in space and time and the difficulties with remote sensing methods of measuring rain rates, accurate determination of rainfall over large areas and time periods has long been a problem for hydrologists, meteorogists, and climatologists. A number of statistical models of rain have been developed in order to investigate the impact of rain variability on satellite remote sensing methods, validation of satellite rain products, and generation of rain maps with accompanying error estimates. These models may be useful in examining 'sub-grid scale' issues in representing precipitation in numerical mdoels. A stochastic model will first be described which can generate time-dependent high-resolution spatial rain fields with space and time correlations similar to those seen in rain data, as well as representing the presence of areas with zero rain rate and log-normally distributed rain rates where there is rain. A simpler model derived from this, formulated in the spectral domain, seems to imply fractal-like rain statistics at small scales when fit to rain data.

Bell, Thomas L.↗
NASA NTRS1986

Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach

In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.

Hsia, Wei-Shen↗