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At least 37 records · Page 2

Stochastic modeling of crack initiation and short-crack growth under creep and creep-fatigue conditions

A simplified stochastic model is proposed for crack initiation and short-crack growth under creep and creep-fatigue conditions. Material inhomogeneity provides the random nature of crack initiation and early growth. In the model, the influence of microstructure is introduced by the variability of: (1) damage accumulation along grain boundaries, (2) critical damage required for crack initiation or growth, and (3) the grain-boundary length. The probabilities of crack initiation and growth are derived by using convolution integrals. The model is calibrated and used to predict the crack density and crack-growth rate of short cracks of 304 stainless steel under creep and creep-fatigue conditions. The mean-crack initiation lives are predicted to be within an average deviation of about 10 percent from the experimental results. The predicted cumulative distributions of crack-growth rate follow the experimental data closely. The applicability of the simplified stochastic model is discussed and the future research direction is outlined.

Kitamura, Takayuki↗

Stochastic modeling of crack initiation and short-crack growth under creep and creep-fatigue conditions

A simplified stochastic model is proposed for crack initiation and short-crack growth under creep and creep-fatigue conditions. Material inhomogeneity provides the random nature of crack initiation and early growth. In the model, the influence of microstructure is introduced by the variability of: (1) damage accumulation along grain boundaries, (2) critical damage required for crack initiation or growth, and (3) the grain-boundary length. The probabilities of crack initiation and growth are derived by using convolution integrals. The model is calibrated and used to predict the crack density and crack-growth rate of short cracks of 304 stainless steel under creep and creep-fatigue conditions. The mean-crack initiation lives are predicted to be within an average deviation of about 10 percent from the experimental results. The predicted comulative distributions of crack-growth rate follow the experimental data closely. The applicability of the simplified stochastic model is discussed and the future research direction is outlined.

Kitamura, Takayuki↗

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↗

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.↗

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↗

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.↗

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.↗

Characterization of flow and transport in a fracture network at the EGS Collab field experiment through stochastic modeling of tracer recovery

Energy extraction from subsurface reservoirs is important for addressing the increasing energy demand and environmental concerns such as global warming. However, the characterization of subsurface reservoirs, particularly reservoirs dominated by fracture networks remains a challenge due to the lack of means to directly observe subsurface processes. This study explores the feasibility and efficacy of characterizing fracture flow and transport processes in an enhanced geothermal system (EGS) testbed through stochastic tracer modeling. There are two enabling factors that allow application of stochastic modeling to characterize a subsurface reservoir. First, an abundance of geological and geophysical measurements enables the development of a high-fidelity and well-constrained fracture network model. Second, high-performance computing (HPC) allows running massive realizations efficiently. Six conservative tracer tests were stochastically modeled and produced satisfactory realizations that successfully reproduce field tracer recovery data from each tracer test. The evolution of flow and transport processes in the fracture network was then analyzed from these satisfactory realizations. This work demonstrates that stochastic tracer modeling on a high-fidelity fracture network model is feasible and can provide important insights regarding flow and transport characteristics in subsurface fractured reservoirs.

58 GEOSCIENCES↗

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↗

Solving inverse problems in stochastic models using deep neural networks and adversarial training

Inverse problems associated with stochastic models constitute a significant portion of scientific and engineering applications. In such cases the unknown quantities are distributions. The applicability of traditional methods is limited because of their demanding assumptions or prohibitive computational consumption; for example, maximum likelihood methods require closed-form density functions, and Markov Chain Monte Carlo needs a large number of simulations. We propose a new method that estimates the unknown distribution by matching the statistical properties between observed and simulated random processes. We leverage the expressive power of neural networks to approximate the unknown distribution and use a discriminative neural network for computing the statistical discrepancies between the observed and simulated random processes. Here we demonstrated numerically that the proposed methods can estimate both the model parameters and learn complicated unknown distributions.

42 ENGINEERING↗

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↗

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↗