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Results for “Stochastic processes & statistics”

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
NASA NTRS1972

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.↗
NASA NTRS1975

Stochastic model for fatigue crack size and cost effective design decisions

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Hanagud, S.↗
NASA NTRS1972

Stationary conditions for stochastic differential equations

This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.

Adomian, G.↗
NASA NTRS1973

Reflectance of vegetation, soil, and water

There are no author-identified significant results in this report. This report deals with the selection of the best channels from the 24-channel aircraft data to represent crop and soil conditions. A three-step procedure has been developed that involves using univariate statistics and an F-ratio test to indicate the best 14 channels. From the 14, the 10 best channels are selected by a multivariate stochastic process. The third step involves the pattern recognition procedures developed in the data analysis plan. Indications are that the procedures in use are satsifactory and will extract the desired information from the data.

Wiegand, C. L.↗
DOE OSTI2025

Production of neutron-rich isotopes for 𝑍 ≥ 98 in the 238 U + 248 Cm reaction

Multinucleon transfer (MNT) reactions in actinide systems are a promising method to synthesize transuranium neutron-rich elements. Appropriate theoretical approaches are needed to understand the mechanisms behind MNT. We employ a microscopic approach to calculate neutron-rich isotope production in the reaction 238 U + 248 Cm system. Here, the stochastic mean-field (SMF) approach is used to calculate the primary cross sections in MNT reactions based on the quasifission and inverse quasifission processes, and a statistical de-excitation model with GEMINI ++ code to calculate the secondary fragment cross sections. The calculated cross sections using SMF and GEMINI ++ explain available experimental results for the 238 U + 248 Cm system at 𝐸 c.m. = 898.7 MeV energy. This shows the effectiveness and applicability of the quantal diffusion approach, based on the SMF theory, in heavy-ion collisions. Production of transuranium neutron-rich elements with a proton number up to 𝑍=101 is obtained with sizable cross sections. Theoretical results calculated for the 𝑍=102–105 region, for which there are no experimental data, show that the cross-section values would be lower than the microbarn level. SMF theory does not contain any adjustable parameters other than the standard parameters of the energy density functional used in the TDHF theory and is an important approach for the microscopic understanding of reaction mechanisms.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2026

Generalized master equation for particle transport in binary random media with renewal statistics

Particle transport in binary stochastic mixtures is classically modeled assuming Markovian or exponential mixing statistics but in many applications material memory invalidates the Markov assumption. For non-Markovian mixing characterized by alternating renewal processes, a transport-theoretic framework is presented that provides an exact description of transport in nonscattering random binary media with general non-exponential statistics. Our approach is to Markovianize the problem by augmenting the {material type, particle flux} state space with the age or distance from the last interface. A Chapman-Kolmogorov equation is formulated for the joint probability density of the material type, particle flux, and age, and subsequently reduced to a generalized Master equation (GME) in differential form. This constitutes the primary result of this work. A state-updating Monte Carlo algorithm consistent with the GME is developed and benchmarked against analytical solutions for multiple chord-length laws. For purely absorbing renewal statistical media, the GME reproduces analytical benchmarks for the equilibrium age distribution, interior mean/variance of material-conditioned fluxes, and boundary transmittance. Simulations further demonstrate that a Markov (exponential) approximation of non-exponential statistics can introduce large errors in transmittance and interior flux profiles. Lastly, the reintroduction of memory due to scattering is briefly addressed through heuristic considerations.

Fluctuations & noise↗
NASA NTRS1978

Nonparametric algorithms for the search of signals

Two algorithms for the search of signals in noise are constructed. Two independent measurable properties of a discreet time-dependent stochastic process F are described. The functions A sub K and B sub K fully satisfy conditions for the application of a test based on Spearman's rank correlation coefficient. A statistic to which the one-sided signal test can be applied is constructed under sufficiently natural assumptions about the noise process. The constructed statistics are simplified. Processing results from calculations of statistics constructed for concrete processes are presented.

Myshenkova, T. S.↗
DOE OSTI2025

Evolution of intermittent filaments in the scrape-off layer of NSTX

Filamentary structures naturally arise from background turbulence in the scrape-off layer (SOL) of plasmas, leading to significant particle and heat transport that can degrade overall plasma confinement. This enhanced transport can contribute to unacceptably high heat loads on plasma-facing components. As such, understanding the physics of SOL plasma filaments is critical for predicting and mitigating their effects in future fusion devices. On the National Spherical Torus Experiment (NSTX), plasma filaments—commonly referred to as “blobs”—were investigated using the gas-puff imaging (GPI) diagnostic in the edge and SOL regions. The analysis involved identifying, segmenting, and tracking the characteristic contours of the blobs in each frame of the GPI video sequences. Their evolution was characterized through shape descriptors, velocity, and angular velocity derived from their contour coordinates. The results indicate that as the blob area increases, their shapes become more concave and less circular, suggesting reduced structural stability in larger blobs. This result aligns with previous theoretical results where it was shown that larger blobs are more susceptible to instabilities [Krasheninnikov et al., J. Plasma Phys. 74, 679–717 (2008) and D'Ippolito et al., Phys. Plasmas 18, 060501 (2011)]. A positive correlation was observed between radial velocity and radial position, suggesting radially outward acceleration of the filaments, potentially driven by decreasing viscous drag toward the far SOL. Interestingly, blobs in background SOL turbulence exhibited minimal spinning in contrast to filaments originating from edge localized modes, which show substantial rotation during their paths [Lampert et al., Phys. Plasmas 29, 102502 (2022)]. Statistical analysis of the solidity and total curvature shape descriptors, along with their temporal evolution, revealed relatively broad, near-Gaussian distributions. This suggests that blob morphology is strongly influenced by stochastic turbulent processes in the surrounding plasma environment. Blob parameters were also compared with bulk plasma and radial profile measurements. Notable trends were found between blob rotation and poloidal velocity with collisionality and line-integrated density. These findings contribute to a deeper understanding of blob dynamics and provide valuable insights for refining SOL turbulence models.

Covariance and correlation↗
DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1976

Toward the modeling of land use change: A spatial analysis using remote sensing and historical data

It was hypothesized that the chronological observation of land use change could be shown to follow a predictable pattern and these patterns could be correlated with other statistical data to develop transition probabilities suitable for modeling purposes. A literature review and preliminary research, however, indicated a totally stochastic approach was not practical for simulating land use change and thus a more deterministic approach was adopted. The approach used assumes the determinants of the land use conversion process are found in the market place, where land transactions among buyers and sellers occur. Only one side of the market transaction process is studied, however, namely, the purchaser's desires in securing an ideal or suitable site. The problem was to identify the ideal qualities, quantities or attributes desired in an industrial site (or housing development), and to formulate a general algorithmic statement capable of identifying potential development sites. Research procedures involved developing a list of variables previously noted in the literature to be related to site selection and streamlining the list to a set suitable for statistical testing. A sample of 157 industries which have located (or relocated) in the 16-county Knoxville metropolitan region since 1950 was selected for industrial location analysis. Using NASA color infrared photography and Tennessee Valley Authority historical aerial photography, data were collected on the spatial characteristics of each industrial location event. These data were then subjected to factor analysis to determine the interrelations of variables.

Honea, R. B.↗
DOE OSTI2025

Hybrid chemical characterization of latent images in EUV resist with 12 nm half-pitch features

With the advancement of high numerical aperture extreme ultraviolet (EUV) lithography, the new platform will enable chipmakers to achieve critical dimensions of 8 nm. However, resist materials face significant challenges in delivering increased sensitivity while managing rising stochastic variations. We aim to develop comprehensive techniques to characterize the chemical profile of latent images, stored in EUV resists after exposure and postexposure baking, which is essential for understanding the origin of stochastic effects. Infrared photo-induced force microscopy (IR PiFM) is a bimodal atomic force microscopy technique combined with an infrared light source, allowing for simultaneous sub-5 nm topographic and chemical characterization within a localized environment. Critical-dimension resonant soft X-ray scatterometry (CD-RSoXS) provides statistical data that reveal structural and chemical information for comparative analysis. For the first time, IR PiFM has been used to chemically map the latent images of EUV resists (after exposure and postexposure baking) at a record high resolution of 12 nm half-pitch, enabling nondestructive analysis of patterns prior to development. Furthermore, CD-RSoXS offers direct experimental observation and comparison of exposed, postexposure baked, and developed patterns, which align with the IR PiFM results. We demonstrate that the IR PiFM technique offers valuable insights into both high spatial resolution and local chemical information simultaneously. In addition, CD-RSoXS provides statistical results that support our main findings. This hybrid metrology approach leverages a multifaceted dataset by combining the most reliable information from each source, which is essential for a comprehensive understanding of the stochastic effects in EUV lithography processes.

O’Reilly, Padraic↗
NASA NTRS1981

The stochastic evolution of asteroidal regoliths and the origin of brecciated and gas-rich meteorites

A model is constructed which views regolith evolution on asteroids as a stochastic process. Average values are shown to be poor descriptors of regolith depth. The utility of the average depth is not significantly increased by avoiding large craters or thick ejecta deposits, a procedure adopted in previous regolith studies. The statistical uncertainty associated with regolith depth severely limits the power of regolith models in predicting parent-body size for brecciated meteorites. A Monte Carlo algorithm was used to simulate the random walks and corresponding charged-particle irradiation histories of grains in regoliths. On rocky asteroids, only about 20 percent of the grains was exposed to solar cosmic ray ions. Results based on present-day conditions in the asteroid belt agree well with irradiation features observed in gas-rich meteorites. An origin during epochs of early solar system evolution is not required.

Housen, K. R.↗
NASA NTRS1981

Stochastic self-propagating star formation in the Large Magellanic Cloud

The considered investigation provides a unifying theoretical basis for an understanding of a variety of observations on the Large Magellanic Cloud (LMC). It is demonstrated that an intrinsically statistical theory can supply a model for individual objects. With the aid of the model of stochastic self-propagating star formation described by Gerola and Seiden (1978), many structural features, both in the stars and in the gas are related to the process of star formation and the evolution of the LMC. It is found that the pattern of massive star formation in the LMC is partially ordered. The stars occur in large clumps and their global pattern is basically irregular and asymmetric with respect to the rotation center. The mean rate of chemical evolution of the LMC is smaller than that of the Milky Way. This fact is largely explained by the model in terms of the difference in shear for these galaxies. The formation of large, dense regions of massive stars has a great effect on the gas.

Feitzinger, V.↗
NASA NTRS1971

The closure approximation in the hierarchy equations.

The expectation of the solution process in a stochastic operator equation can be obtained from averaged equations only under very special circumstances. Conditions for validity are given and the significance and validity of the approximation in widely used hierarchy methods and the ?self-consistent field' approximation in nonequilibrium statistical mechanics are clarified. The error at any level of the hierarchy can be given and can be avoided by the use of the iterative method.

Adomian, G.↗
NASA NTRS1975

A survey of design methods for failure detection in dynamic systems

A number of methods for the detection of abrupt changes (such as failures) in stochastic dynamical systems were surveyed. The class of linear systems were emphasized, but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗
NASA NTRS1975

A survey of design methods for failure detection in dynamic systems

A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed. The class of linear systems is concentrated on but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗
NASA NTRS1982

Fokker-Planck response of stochastic satellites

The present investigation is concerned with the effects of stochastic geometry and random environmental torques on the pointing accuracy of spinning and three-axis stabilized satellites. The study of pointing accuracies requires a knowledge of the rates of error growth over and above any criteria for the asymptotic stability of the satellites. For this reason the investigation is oriented toward the determination of the statistical properties of the responses of the satellites. The geometries of the satellites are considered stochastic so as to have a phenomenological model of the motions of the flexible structural elements of the satellites. A widely used method of solving stochastic equations is the Fokker-Planck approach where the equations are assumed to define a Markoff process and the transition probability densities of the responses are computed directly as a function of time. The Fokker-Planck formulation is used to analyze the response vector of a rigid satellite.

Huang, T. C.↗
DOE OSTI2026

Raptor: A Python Library for Porosity Predictions in Additive Manufacturing

Raptor is an efficient Python library for simulating stochastic lack-of-fusion (sLoF) defects in additive manufacturing (AM) processes. These defects arise from stochastic variations in the melt pool boundary leading to undermelting from insufficient overlap between adjacent melt pools or successive layers (Grasso & Colosimo, 2017; Khairallah et al., 2016). Performance variability of AM parts is a pressing challenge in qualification and certification of AM parts; this is in part due to the poorly understood formation rate and statistics of sLoF defects. Raptor is designed to capture the explicit morphologies of sLoF defects and their statistics to accelerate qualification and certification efforts of AM parts in critical applications.

Subraveti, Vamsi [Vanderbilt University]↗