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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 361 records · Page 20
All sourcesNASA NTRSDOE OSTI
DOE OSTI2018

Random Walk on a Perturbation of the Infinitely-Fast Mixing Interchange Process

We consider a random walk in dimension d≥1 in a dynamic random environment evolving as an interchange process with rate γ>0. We prove that, if we choose γ large enough, almost surely the empirical velocity of the walker X{sub t}/t eventually lies in an arbitrary small ball around the annealed drift. This statement is thus a perturbation of the case γ=+∞ where the environment is refreshed between each step of the walker. We extend three-way part of the results of Huveneers and Simenhaus (Electron J Probab 20(105):42, 2015), where the environment was given by the 1-dimensional exclusion process: (i) We deal with any dimension d≥1; (ii) We treat the much more general interchange process, where each particle carries a transition vector chosen according to an arbitrary law μ; (iii) We show that X{sub t}/t is not only in the same direction of the annealed drift, but that it is also close to it.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1973

First-excursion probability in non-stationary random vibration.

The first-excursion probability of a non-stationary Gaussian process with zero mean has been studied. Within the framework of the point process approach, a variety of analytical approximations applicable to stationary random processes is extended herein to non-stationary random processes. The extension is possible owing to a recent definition of non-stationary envelope processes proposed by the author. With the aid of numerical examples, merits of each approximation are examined by comparing with the results of simulation. It is found that under non-stationary excitations with short duration, the Markov approximation is the best among all the approximations discussed in this paper.

Yang, J.-N.↗
NASA NTRS1976

Arrival time of satellite-broadened laser pulses

A method for measuring the time of arrival of very narrow laser pulses which have been reflected and randomly broadened by a target is examined. It is known that these return pulses from the target have very small rise times. A threshold detection algorithm that detects the rising edge of the pulse is used for obtaining the pulse arrival times. The errors of the scheme are evaluated numerically for different pulse shapes, and a loose bound on the errors of detecting a typical pulse is obtained. A gamma-density model is used to characterize the random gain processes of the optical receiver, and the effect of such random gains on the errors of threshold detection is analyzed.

Iyer, R. S.↗
NASA NTRS2014

Chromospheric Variability: Analysis of 36 years of Time Series from the National Solar Observatory/Sacramento Peak Ca II K-line Monitoring Program

Analysis of more than 36 years of time series of seven parameters measured in the NSO/AFRL/Sac Peak K-line monitoring program elucidates five elucidates five components of the variation: (1) the solar cycle (period approx. 11 years), (2) quasi-periodic variations (periods approx 100 days), (3) a broad band stochastic process (wide range of periods), (4) rotational modulation, and (5) random observational errors. Correlation and power spectrum analyses elucidate periodic and aperiodic variation of the chromospheric parameters. Time-frequency analysis illuminates periodic and quasi periodic signals, details of frequency modulation due to differential rotation, and in particular elucidates the rather complex harmonic structure (1) and (2) at time scales in the range approx 0.1 - 10 years. These results using only full-disk data further suggest that similar analyses will be useful at detecting and characterizing differential rotation in stars from stellar light-curves such as those being produced by NASA's Kepler observatory. Component (3) consists of variations over a range of timescales, in the manner of a 1/f random noise process. A timedependent Wilson-Bappu effect appears to be present in the solar cycle variations (1), but not in the stochastic process (3). Component (4) characterizes differential rotation of the active regions, and (5) is of course not characteristic of solar variability, but the fact that the observational errors are quite small greatly facilitates the analysis of the other components. The recent data suggest that the current cycle is starting late and may be relatively weak. The data analyzed in this paper can be found at the National Solar Observatory web site http://nsosp.nso.edu/cak_mon/, or by file transfer protocol at ftp://ftp.nso.edu/idl/cak.parameters.

Solar physics↗
NASA NTRS1966

Flowgraph techniques for closed systems.

Flowgraph techniques for closed systems, discussing properties, approximation method, topology equation, frequency response, constraints, oscillatory and stochastic processes, etc

HARMONIC OSCILLATOR↗
DOE OSTI2019

Random walks on jammed networks: Spectral properties

Using random walk analyses we explore diffusive transport on networks obtained from contacts between isotropically compressed, monodisperse, frictionless sphere packings generated over a range of pressures in the vicinity of the jamming transition p → 0 . For conductive particles in an insulating medium, conduction is determined by the particle contact network with nodes representing particle centers and edges contacts between particles. The transition rate is not homogeneous, but is distributed inhomogeneously due to the randomness of packing and concomitant disorder of the contact network, e.g., the distribution of the coordination number. A narrow escape time scale is used to write a Markov process for random walks on the particle contact network. This stochastic process is analyzed in terms of spectral density of the random, sparse, Euclidean and real, symmetric, positive, semidefinite transition rate matrix. Findings reveal network structures derived from jammed particles have properties similar to ordered, euclidean lattices but also some unique properties that distinguish them from other structures that are in some sense more homogeneous. Specifically, the distribution of eigenvalues of the transition rate matrix follow a power law with spectral dimension 3. Yet, quantitative details of the statistics of the eigenvectors show subtle differences with homogeneous lattices and allow us to distinguish between topological and geometric sources of disorder in the network.

42 ENGINEERING↗
DOE OSTI2016

Stochastic Schrödinger evolution over piecewise enlarged filtrations

This paper constructs a nonlinear filtering framework that admits appearances of new information processes at random times by introducing piecewise enlargements of filtrations and proposes a new energy-based Schrodinger evolution expressed as a stochastic differential equation on a complex Hilbert space. Each information process is modeled as the sum of a random variable taking the eigenvalues of a Hamiltonian and an independent Brownian bridge noise. It is shown that under a piecewise enlarged filtration, the wave function is a jump-diffusion process until it collapses at some terminal time. In between discontinuities, the dynamics of the state vector are governed by different Wiener processes and diffusion coefficients. This motivates the introduction of an inclusive chain of Kolmogorov probability spaces or a *-isomorphic chain of commutative von Neumann probability spaces, on which the quantum system evolves differently based on the number of active information processes. The expectation of the Hamiltonian at a given state is the solution of a second-order nonlinear differential equation determined by one of the possible regimes that the quantum system belongs to. It is shown that the collapse rate is a submartingale with positive jumps and the Shannon entropy process is a supermartingale with expected negative jumps when passing to higher-order probability spaces. The framework is extended to the case when the Hamiltonian is modeled as a function of a set of commutative operators, where each operator is associated with a different piecewise enlarged filtration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

A bayesian approach to estimate the size and structure of the broad-line region in active galactic nuclei using reverberation mapping data

This is the first paper in a series devoted to the systematic study of the size and structure of the broad-line region (BLR) in active galactic nuclei (AGNs) using reverberation mapping (RM) data. We employ a recently developed Bayesian approach that statistically describes the variability as a damped random walk process and delineates the BLR structure using a flexible disk geometry that can account for a variety of shapes, including disks, rings, shells, and spheres. We allow for the possibility that the line emission may respond non-linearly to the continuum, and we detrend the light curves when there is clear evidence for secular variation. We use a Markov Chain Monte Carlo implementation based on Bayesian statistics to recover the parameters and uncertainties for the BLR model. The corresponding transfer function is obtained self-consistently. We tentatively constrain the virial factor used to estimate black hole masses; more accurate determinations will have to await velocity-resolved RM data. Application of our method to RM data with Hβ monitoring for about 40 objects shows that the assumed BLR geometry can reproduce quite well the observed emission-line fluxes from the continuum light curves. We find that the Hβ BLR sizes obtained from our method are on average ∼20% larger than those derived from the traditional cross-correlation method. Nevertheless, we still find a tight BLR size-luminosity relation with a slope of α = 0.55 ± 0.03 and an intrinsic scatter of ∼0.18 dex. In particular, we demonstrate that our approach yields appropriate BLR sizes for some objects (such as Mrk 142 and PG 2130+099) where traditional methods previously encountered difficulties.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2020

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Detector Calibration to Quantify Random Summing in HPGe Spectroscopy

While calibrating a High Purity Germanium (HPGe) Radiation Detector for Xenon-133 (133Xe) the process of random summing occurs which leads to excess counts in the 160.6keV peak from random summing of the 81keV photons at the 162keV energy. Multiple samples of 133Xe with varying levels of radioactivity were assayed to determine a relationship between the occurrence of random summing and the net area of the 160.6keV peak. When the calculated efficiencies in the 160.6keV peak were compared to the theoretical efficiency obtained from a multi-energy calibration at 160.6keV, the amount of random summing could be estimated as excess observed efficiency and correlated to the sample activity. While a trend is apparent in the data, the mechanisms that contribute to the trend are still being studied so the data can be accurately correlated.

07 ISOTOPE AND RADIATION SOURCES↗
DOE OSTI2017

Occupation Time of a Randomly Accelerated Particle on the Positive Half Axis: Results for the First Five Moments

In the random acceleration process a point particle is accelerated by Gaussian white noise with zero mean. Although several fundamental statistical properties of the motion have been analyzed in detail, the statistics of occupation times is still not well understood. We consider the occupation or residence time T{sub +} on the positive x axis of a particle which is randomly accelerated on the unbounded x axis for a time t. The first two moments of T{sub +} were recently derived by Ouandji Boutcheng et al. (J Stat Mech 053213:1–10, 2016). With an alternate approach utilizing basis functions which have proved useful in other studies of randomly accelerated motion, results for the first five moments are obtained in this paper.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

SU-D-BRD-07: Evaluation of the Effectiveness of Statistical Process Control Methods to Detect Systematic Errors For Routine Electron Energy Verification

Purpose: To evaluate the ability of statistical process control methods to detect systematic errors when using a two dimensional (2D) detector array for routine electron beam energy verification. Methods: Electron beam energy constancy was measured using an aluminum wedge and a 2D diode array on four linear accelerators. Process control limits were established. Measurements were recorded in control charts and compared with both calculated process control limits and TG-142 recommended specification limits. The data was tested for normality, process capability and process acceptability. Additional measurements were recorded while systematic errors were intentionally introduced. Systematic errors included shifts in the alignment of the wedge, incorrect orientation of the wedge, and incorrect array calibration. Results: Control limits calculated for each beam were smaller than the recommended specification limits. Process capability and process acceptability ratios were greater than one in all cases. All data was normally distributed. Shifts in the alignment of the wedge were most apparent for low energies. The smallest shift (0.5 mm) was detectable using process control limits in some cases, while the largest shift (2 mm) was detectable using specification limits in only one case. The wedge orientation tested did not affect the measurements as this did not affect the thickness of aluminum over the detectors of interest. Array calibration dependence varied with energy and selected array calibration. 6 MeV was the least sensitive to array calibration selection while 16 MeV was the most sensitive. Conclusion: Statistical process control methods demonstrated that the data distribution was normally distributed, the process was capable of meeting specifications, and that the process was centered within the specification limits. Though not all systematic errors were distinguishable from random errors, process control limits increased the ability to detect systematic errors using routine measurement of electron beam energy constancy.

07 ISOTOPE AND RADIATION SOURCES↗
DOE OSTI2013

On collisional diffusion in a stochastic magnetic field

The effect of particle collisions on the transport in a stochastic magnetic field in tokamaks is investigated. The model of resonant magnetic perturbations generated by external coils at the plasma edge is used for the stochastic magnetic field. The particle collisions are simulated by a random walk process along the magnetic field lines and the jumps across the field lines at the collision instants. The dependencies of the local diffusion coefficients on the mean free path λ{sub mfp}, the diffusion coefficients of field lines D{sub FL}, and the collisional diffusion coefficients, χ{sub ⊥} are studied. Based on these numerical data and the heuristic arguments, the empirical formula, D{sub r}=χ{sub ⊥}+v{sub ||}D{sub FL}/(1+L{sub c}/λ{sub mfp}), for the local diffusion coefficient is proposed, where L{sub c} is the characteristic length of order of the connection length l{sub c}=πqR{sub 0}, q is the safety factor, R{sub 0} is the major radius. The formula quite well describes the results of numerical simulations. In the limiting cases, the formula describes the Rechester-Rosenbluth and Laval scalings.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2017

A new process sensitivity index to identify important system processes under process model and parametric uncertainty

Hydrological models are always composed of multiple components that represent processes key to intended model applications. When a process can be simulated by multiple conceptual-mathematical models (process models), model uncertainty in representing the process arises. While global sensitivity analysis methods have been widely used for identifying important processes in hydrologic modeling, the existing methods consider only parametric uncertainty but ignore the model uncertainty for process representation. To address this problem, this study develops a new method to probe multimodel process sensitivity by integrating the model averaging methods into the framework of variance-based global sensitivity analysis, given that the model averaging methods quantify both parametric and model uncertainty. A new process sensitivity index is derived as a metric of relative process importance, and the index includes variance in model outputs caused by uncertainty in both process models and model parameters. For demonstration, the new index is used to evaluate the processes of recharge and geology in a synthetic study of groundwater reactive transport modeling. The recharge process is simulated by two models that converting precipitation to recharge, and the geology process is also simulated by two models of different parameterizations of hydraulic conductivity; each process model has its own random parameters. The new process sensitivity index is mathematically general, and can be applied to a wide range of problems in hydrology and beyond.

Dai, Heng↗