Nonlinear filtering - The exact dynamical equations satisfied by the conditional mode.
Exact dynamical equation derived for conditional density mode representing stochastic process
DIFFERENTIAL EQUATION↗
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Results for “stochastic dynamics”
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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Advances and trends in computational structures technology
The major goals of computational structures technology (CST) are outlined, and recent advances in CST are examined. These include computational material modeling, stochastic-based modeling, computational methods for articulated structural dynamics, strategies and numerical algorithms for new computing systems, multidisciplinary analysis and optimization. The role of CST in the future development of structures technology and the multidisciplinary design of future flight vehicles is addressed, and the future directions of CST research in the prediction of failures of structural components, the solution of large-scale structural problems, and quality assessment and control of numerical simulations are discussed.
Noor, A. K.↗
Performance Robustness of Manipulator Collision Controller
In this paper, we propose that the manipulator impact control problem be approached from a stochastic optimal control perspective. The reason is that not only is such approach be able to model uncertainties in contact environment, force sensing, as well as manipulator dynamics, the controllers obtained is optimally robust in terms of performance. This result is verified by analyses and simulations.
model uncertainties contact environment force sens↗
Spacecraft dynamic environments
Zero-gravity conditions in Earth orbit cannot be obtained in the Shuttle Orbiter, however, through careful planning, the dynamic environment and its effects on experiments can be minimized. Futhermore, although the dynamic environment of the Shuttle Orbiter is to a large degree stochastics, it is possible to predict characteristics of this environments so that scientists and technologists can plan their experiments and mission managers can plan missions with a view toward minimizing the effects of spacecraft dynamics on experiments. Characteristics of the dynamic environment that might be predicted include typical and "worst case" values of vehicle acceleration for the anticipated acceleration sources, typical number of acceleration event, duration times of disctete acceleration events, bandwidth of acceleration time history, etc.
Fichtl, G. H.↗
Optimization of structures undergoing harmonic or stochastic excitation
The optimal design was investigated of simple structures subjected to dynamic loads, with constraints on the structures' responses. Optimal designs were examined for one dimensional structures excited by harmonically oscillating loads, similar structures excited by white noise, and a wing in the presence of continuous atmospheric turbulence. The first has constraints on the maximum allowable stress while the last two place bounds on the probability of failure of the structure. Approximations were made to replace the time parameter with a frequency parameter. For the first problem, this involved the steady state response, and in the remaining cases, power spectral techniques were employed to find the root mean square values of the responses. Optimal solutions were found by using computer algorithms which combined finite elements methods with optimization techniques based on mathematical programming. It was found that the inertial loads for these dynamic problems result in optimal structures that are radically different from those obtained for structures loaded statically by forces of comparable magnitude.
Johnson, E. H.↗
Learning Forecasts of Rare Stratospheric Transitions from Short Simulations
Abstract Rare events arising in nonlinear atmospheric dynamics remain hard to predict and attribute. We address the problem of forecasting rare events in a prototypical example, sudden stratospheric warmings (SSWs). Approximately once every other winter, the boreal stratospheric polar vortex rapidly breaks down, shifting midlatitude surface weather patterns for months. We focus on two key quantities of interest: the probability of an SSW occurring, and the expected lead time if it does occur, as functions of initial condition. These optimal forecasts concretely measure the event’s progress. Direct numerical simulation can estimate them in principle but is prohibitively expensive in practice: each rare event requires a long integration to observe, and the cost of each integration grows with model complexity. We describe an alternative approach using integrations that are short compared to the time scale of the warming event. We compute the probability and lead time efficiently by solving equations involving the transition operator, which encodes all information about the dynamics. We relate these optimal forecasts to a small number of interpretable physical variables, suggesting optimal measurements for forecasting. We illustrate the methodology on a prototype SSW model developed by Holton and Mass and modified by stochastic forcing. While highly idealized, this model captures the essential nonlinear dynamics of SSWs and exhibits the key forecasting challenge: the dramatic separation in time scales between a single event and the return time between successive events. Our methodology is designed to fully exploit high-dimensional data from models and observations, and has the potential to identify detailed predictors of many complex rare events in meteorology.
Finkel, Justin↗
A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems
In this note, we present a novel data-based approach to investigate the non-Gaussian stochastic distribution control problem. As the motivation of this note, the existing methods have been summarised regarding to the drawbacks, for example, neural network weights training for unknown stochastic distribution and so on. To overcome these disadvantages, a new transformation for dynamic probability density function is given by kernel density estimation using interpolation. Based upon this transformation, a representative model has been developed while the stochastic distribution control problem has been transformed into an optimisation problem. Then, data-based direct optimisation and identification-based indirect optimisation have been proposed. In addition, the convergences of the presented algorithms are analysed and the effectiveness of these algorithms has been evaluated by numerical examples. In summary, the contributions of this note are as follows: 1) a new data-based probability density function transformation is given; 2) the optimisation algorithms are given based on the presented model; and 3) a new research framework is demonstrated as the potential extensions to the existing stochastic distribution control.
42 ENGINEERING↗
Storage ring nonlinear dynamics optimization with multi-objective multi-generation Gaussian process optimizer
Nonlinear beam dynamics optimization is essential in a low emittance storage ring design. Multi-objective optimization algorithms are needed in order to simultaneously optimize the dynamic aperture and the momentum aperture. In this study we demonstrate the application of a highly efficient stochastic optimization algorithm, the multi-generation Gaussian process optimizer (MG-GPO), to storage ring nonlinear dynamics optimization by successfully applying the method to the SPEAR3 upgrade lattice. It is shown that the new method, owing to its capability of selecting high rank candidates from a large number of trial solutions, converges significantly faster than the commonly used traditional algorithms, multi-objective genetic algorithms (MOGA) and particle swarm optimization (PSO).
46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
Regulating loops in de Sitter spacetime
Perturbative quantum field theory (QFT) calculations in de Sitter space are riddled with contributions that diverge over time. These contributions often arise from loop integrals, which are notoriously hard to compute in de Sitter. We discuss an approach to evaluate loop integrals that contribute to equal-time correlators of a scalar field theory in a fixed de Sitter background. Our method is based on the Mellin-Barnes representation of correlation functions, which allows us to regulate loop divergences by adjusting the masses of the fields, or by gently deforming the underlying de Sitter spacetime. The resulting expressions have a similar structure as a standard answer from dimensional regularization in flat space QFT. These features of the regulator are illustrated with two examples, worked out in detail. Along the way, we illuminate the physical origin of these divergences and their interpretation with the machinery of the dynamical renormalization group. Our approach regulates the IR divergences of massless and massive particles in the same way. For massless scalars, the loop corrections can be incorporated as systematic improvements to the stochastic inflation framework, allowing for a more precise description of the IR dynamics of such fields in de Sitter. Published by the American Physical Society 2024
Astronomy & Astrophysics↗
Distribution System Segmented Model Simplification with Independent Dynamically Changing End-Use Loads
With more emerging technologies in power distribution systems, to support quasi-static time-series (QSTS) simulation over short time frames, accurately modeling the dynamic behavior of end-use load under various conditions is im- portant. However, time and cost can be a burden for the QSTS simulation of thousands of houses representing dynamic load behaviors on large distribution feeders. There are two main contributions of this paper in order to reduce the QSTS simulation complexity. First, the paper presents a method to stochasti- cally model the dynamic behavior of end-use load for QSTS simulations. Second, using the stochastically modeled load behavior as an input to a distribution sys- tem, and building on our previous QSTS simulation simplification/acceleration method that relies on uniform load behavior, this paper presents a segment substitution approach for the simplification of distribution system models with independent dynamically changing end-use loads. Our numerical results show that compared to GridLAB-D, a software tool that simulates end-use load be- havior through physical models, the proposed stochastic modeling approach achieved an 89.3% simulation time reduction for end-use loads, while accurately capturing the temporally changing total load behavior. Moreover, the QSTS simulation of a large test distribution system through OpenDSS showed that the proposed simplification method decreased the feeder simulation time by a factor of three at less than 0.3% voltage error. Compared to our previous method with independent dynamic loads, the voltage error is reduced by a factor of four.
Power distribution system modeling, stochastic pro↗
Stochastic mean-field theory and applications to multinucleon transfer and kinetic energy dissipation processes in heavy-ion collisions
In this Review article, a brief description of the stochastic mean-field (SMF) theory for describing reaction dynamics in low-energy heavy-ion collisions at bombarding energies in the vicinity of the Coulomb barrier is presented. In these collisions, as a result of strong Pauli blocking, binary nucleon collisions do not have a significant effect on the dissipation and fluctuations. At low energies, the mean-field fluctuations, due to initial correlations, have a dominant effect on fluctuations of macroscopic variables. The SMF theory proposes the determination of an ensemble of single-particle density matrices by specifying random initial fluctuations according to a distribution law. Employing an ensemble of single-particle density matrices, not only the mean values but also the distribution functions of the one-body observables can be determined. If the di-nuclear structure is maintained in heavy-ion collisions, such as deep inelastic collisions and fast quasi-fission reactions, a much simpler description of the reaction mechanism can be derived in terms of several macroscopic variables such as mass and charge asymmetry, and relative linear and relative angular momentum. In this case, by geometric projection of the SMF equations, it is possible to derive the quantal Langevin equations for macroscopic variables. As an application of quantal transport description, an analysis of multinucleon transfers and kinetic energy dissipation and fluctuations is presented for selected quasi-fission reactions.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
A Unified Statistical Rain-Attenuation Model for Communication Link Fade Predictions and Optimal Stochastic Fade Control Design Using a Location-Dependent Rain-Statistic Database
A static and dynamic rain-attenuation model is presented which describes the statistics of attenuation on an arbitrarily specified satellite link for any location for which there are long-term rainfall statistics. The model may be used in the design of the optimal stochastic control algorithms to mitigate the effects of attenuation and maintain link reliability. A rain-statistics data base is compiled, which makes it possible to apply the model to any location in the continental U.S. with a resolution of 0-5 degrees in latitude and longitude. The model predictions are compared with experimental observations, showing good agreement.
Manning, Robert M.↗
Stochastic Kinetics of Nanocatalytic Systems
Catalytic reaction events occurring on the surface of a nanoparticle constitute a complex stochastic process. Although advances in modern single-molecule experiments enable direct measurements of individual catalytic turnover events occurring on a segment of a single nanoparticle, we do not yet know how to measure the number of catalytic sites in each segment or how the catalytic turnover counting statistics and the catalytic turnover time distribution are related to the microscopic dynamics of catalytic reactions. Here, we address these issues by presenting a stochastic kinetics for nanoparticle catalytic systems. We propose a new experimental measure of the number of catalytic sites in terms of the mean and variance of the catalytic event count. By considering three types of nanocatalytic systems, we investigate how the mean, the variance, and the distribution of the catalytic turnover time depend on the catalytic reaction dynamics, the heterogeneity of catalytic activity, and communication among catalytic sites. This work enables accurate quantitative analyses of single-molecule experiments for nanocatalytic systems and enzymes with multiple catalytic sites.
Statistical Physics↗
Inference of Rock Flow and Mechanical Properties from Injection-Induced Microseismic Events During Geologic CO 2 Storage
Monitoring microseismic activities during CO 2 injection into geologic formations is important for ensuring the safety of the storage operations. The resulting data provide insight into the response of the storage formation to CO 2 injection and can be used to infer the underlying rock flow and mechanical properties. In this paper, assimilation of microseismic data is performed for dynamic characterization of the storage formation by using a stochastic simulation model to forecast the microseismic response of a geologic formation during CO 2 injection. Two modeling approaches are adopted to predict the space-time distribution of the injection-induced microseismicity. The first model is based on pore pressure relaxation assumption, while the second model uses coupled flow and geomechanics simulation to establish the complex physical relation between the storage formation properties and the corresponding microseismic responses during CO 2 injection. The stochastic predictive models in each case are used in ensemble data assimilation frameworks to estimate rock properties from the observed microseismic data. Two data assimilation methods are considered: (i) a new ensemble-based stochastic point process filter (EnPPF) that can directly integrate discrete microseismic events, and (ii) a variant of ensemble smoother, known as the ensemble smoother with multiple data assimilation (ES-MDA), which requires continuous representation of microseismic events for assimilation. The two methods are successfully applied to a geologically realistic model of the Farnsworth Field in Texas, with complex geologic flow units and interacting fault systems.
42 ENGINEERING↗
Cosmological implications of a B – L charged hidden scalar: leptogenesis and gravitational waves*
In this study, we investigated the cosmological implications of a complex singlet scalar $ {\cal{S}}$ with non-trivial $ B-L$ charges in the conformal $ U(1)_{B-L}$ theory. It was found that, in a sizable region of parameter space, $ {\cal{S}}$ may disturb the resonant leptogenesis mechanism, which is used to generate baryon asymmetry, and affect the symmetry breaking dynamics in the strong first order phase transition. The stochastic gravitational waves (GWs) produced at the phase transition can be probed in future GW experiments. The GW searches prefer a relatively light $ {\cal{S}}$ at the TeV-scale; however, this is difficult to detect directly at future high-energy colliders.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
Optimal lateral guidance for low L/D shuttle vehicle entry
Optimal lateral guidance switching thresholds for low L/D shuttle vehicle entry, using optimal stochastic control theory for problem formulation in conjunction with dynamic programming
Deyst, J. J.↗
Buckling of structures; Proceedings of the Symposium, Harvard University, Cambridge, Mass., June 17-21, 1974
The papers deal with such topics as the buckling and post-buckling behavior of plates and shells; methods of calculating critical buckling and collapse loads; finite element representations for thin-shell instability analysis; theory and experiment in the creep buckling of plates and shells; creep instability of thick shell structures; analytical and numerical studies of the influence of initial imperfections on the elastic buckling of columns; mode interaction in stiffened panels under compression; imperfection-sensitivity in the interactive buckling of stiffened plates; buckling of stochastically imperfect structures; and the Liapunov stability of elastic dynamic systems. A special chapter is devoted to design problems, including the design of a Mars entry 'aeroshell', and buckling design in vehicle structures. Individual items are announced in this issue.
Budiansky, B.↗
Origin of regular satellites
The regular satellites of Jupiter and Saturn are generally believed to have accreted within cooling circumplanetary nebulae. Small silicate bodies are lost into the planet by gas drag before ice can condense. Larger silicate protosatellites survive by exerting tidal torques on the gas, clearing low-density 'tunnels' around their orbits. The nebula is thus divided into a series of gas rings depleted in silicates. Cooling eventually allows ice condensation, yielding another generation of icy bodies. Collisional accretion of these objects accounts for stochastic density variations of Saturn's inner satellites. High dynamic pressure may have prevented accretion in the inner part of the Jovian nebula; J5 may be an ablated remnant of a larger body.
Weidenschilling, S. J.↗