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At least 379 records · Page 21

Application of stochastic robustness to aircraft control systems

Stochastic robustness, a simple numerical procedure for estimating the stability robustness of linear, time-invariant systems, is applied to a forward-swept-wing aircraft control system. Based on Monte Carlo evaluation of the system's closed-loop eignevalues, this analysis approach introduces the probability of instability as a scalar stability robustness measure. The related stochastic root locus provides insight into robustness characteristics of the closed-loop system. Three Linear Quadratic controllers of decreasing robustness are chosen to demonstrate the use of stochastic robustness to analyze and compare control designs. Examples are presented illustrating the use of stochastic robustness analysis to address the effects of actuator dynamics and unmodeled dynamics on the stability robustness of the forward-swept-wing aircraft.

Stengel, Robert F.↗

A disturbance based control/structure design algorithm

Some authors take a classical approach to the simultaneous structure/control optimization by attempting to simultaneously minimize the weighted sum of the total mass and a quadratic form, subject to all of the structural and control constraints. Here, the optimization will be based on the dynamic response of a structure to an external unknown stochastic disturbance environment. Such a response to excitation approach is common to both the structural and control design phases, and hence represents a more natural control/structure optimization strategy than relying on artificial and vague control penalties. The design objective is to find the structure and controller of minimum mass such that all the prescribed constraints are satisfied. Two alternative solution algorithms are presented which have been applied to this problem. Each algorithm handles the optimization strategy and the imposition of the nonlinear constraints in a different manner. Two controller methodologies, and their effect on the solution algorithm, will be considered. These are full state feedback and direct output feedback, although the problem formulation is not restricted solely to these forms of controller. In fact, although full state feedback is a popular choice among researchers in this field (for reasons that will become apparent), its practical application is severely limited. The controller/structure interaction is inserted by the imposition of appropriate closed-loop constraints, such as closed-loop output response and control effort constraints. Numerical results will be obtained for a representative flexible structure model to illustrate the effectiveness of the solution algorithms.

Mclaren, Mark D.↗

Mechanical model of an earthquake fault

The dynamic behavior of a simple mechanical model of an earthquake fault is studied. This model, introduced originally by Burridge and Knopoff (1967), consists of an elastically coupled chain of masses in contact with a moving rough surface. The present version of the model retains the full Newtonian dynamics with inertial effects and contains no externally imposed stochasticity or spatial inhomogeneity. The only nonlinear feature is a velocity-weakening stick-slip friction force between the masses and the moving surface. This system is being driven persistently toward a slipping instability and therefore exhibits noisy sequences of earthquakelike events. These events are observed in numerical simulations, and many of their features can be predicted analytically.

Carlson, J. M.↗

Reliable automatic plan selection for visual robotic positioning

Reliability analysis techniques developed for robotics are applied to a six-DOF (degree-of-freedom) visual positioning system. The task is to measure an object's pose and then grip the object reliably subject to time and accuracy constraints. Errors due to pixel truncation in the stadimetric vision system, forward kinematic and inverse kinematic uncertainties, and joint position and velocity noise are stochastically modeled. Simulation results for PUMA 500 kinematic and dynamic characteristics are presented.

Mcinroy, John E.↗

Radio Occultation Investigation of the Rings of Saturn and Uranus

The proposed work addresses two main objectives: (1) to pursue the development of the random diffraction screen model for analytical/computational characterization of the extinction and near-forward scattering by ring models that include particle crowding, uniform clustering, and clustering along preferred orientations (anisotropy). The characterization is crucial for proper interpretation of past (Voyager) and future (Cassini) ring, occultation observations in terms of physical ring properties, and is needed to address outstanding puzzles in the interpretation of the Voyager radio occultation data sets; (2) to continue the development of spectral analysis techniques to identify and characterize the power scattered by all features of Saturn's rings that can be resolved in the Voyager radio occultation observations, and to use the results to constrain the maximum particle size and its abundance. Characterization of the variability of surface mass density among the main ring, features and within individual features is important for constraining the ring mass and is relevant to investigations of ring dynamics and origin. We completed the developed of the stochastic geometry (random screen) model for the interaction of electromagnetic waves with of planetary ring models; used the model to relate the oblique optical depth and the angular spectrum of the near forward scattered signal to statistical averages of the stochastic geometry of the randomly blocked area. WE developed analytical results based on the assumption of Poisson statistics for particle positions, and investigated the dependence of the oblique optical depth and angular spectrum on the fractional area blocked, vertical ring profile, and incidence angle when the volume fraction is small. Demonstrated agreement with the classical radiative transfer predictions for oblique incidence. Also developed simulation procedures to generate statistical realizations of random screens corresponding to uniformly packed ring models, and used the results to characterize dependence of the extinction and near-forward scattering on ring thickness, packing fraction, and the ring opening angle.

Marouf, Essam A.↗

Probabilistic measures for biological adaptation and resilience

This paper introduces an approach to quantifying ecological resilience in biological systems, particularly focusing on noisy systems responding to episodic disturbances with sudden adaptations. Incorporating concepts from nonequilibrium statistical mechanics, we propose a measure termed “ecological resilience through adaptation,” specifically tailored to noisy, forced systems that undergo physiological adaptation in the face of stressful environmental changes. Randomness plays a key role, accounting for model uncertainty and the inherent variability in the dynamical response among components of biological systems. Our measure of resilience is rooted in the probabilistic description of states within these systems and is defined in terms of the dynamics of the ensemble average of a model-specific observable quantifying success or well-being. Our approach utilizes stochastic linear response theory to compute how the expected success of a system, originally in statistical equilibrium, dynamically changes in response to a environmental perturbation and a subsequent adaptation. Importantly, the resulting mathematical derivations allow for the estimation of resilience in terms of ensemble averages of simulated or experimental data. Finally, through a simple but clear conceptual example, we illustrate how our resilience measure can be interpreted and compared to other existing frameworks in the literature. The methodology is general but inspired by applications in plant systems, with the potential for broader application to complex biological processes.

60 APPLIED LIFE SCIENCES↗

Supercooled Goldstone Bosons at the QCD Chiral Phase Transition

We discuss a universal nonequilibrium enhancement of long-wavelength Goldstone bosons induced by quenches to the broken phase in Model G—the dynamical universality class of an 𝑂⁡(4) antiferromagnet and the chiral phase transition in QCD. Scaling arguments for the coarsening dynamics describing the formation of the chiral condensate predict a parametric enhancement in the infrared spectra of Goldstone bosons, a prediction confirmed by stochastic simulations of the transition. The details of the enhancement are determined by the nonlinear dynamics of a superfluid effective theory, which is a limit of Model G reflecting the broken 𝑂⁡(4) symmetry. Our results translate to a parametric enhancement of low-momentum pions in heavy-ion collisions at the LHC, which are underpredicted in current hydrodynamic models without critical dynamics.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Time-resolved turbulent dynamo in a laser plasma

Understanding magnetic-field generation and amplification in turbulent plasma is essential to account for observations of magnetic fields in the universe. A theoretical framework attributing the origin and sustainment of these fields to the so-called fluctuation dynamo was recently validated by experiments on laser facilities in low-magnetic-Prandtl-number plasmas (Pm < 1). However, the same framework proposes that the fluctuation dynamo should operate differently when Pm ≳ 1, the regime relevant to many astrophysical environments such as the intracluster medium of galaxy clusters. This paper reports an experiment that creates a laboratory Pm ≳ 1 plasma dynamo. We provide a time-resolved characterization of the plasma’s evolution, measuring temperatures, densities, flow velocities, and magnetic fields, which allows us to explore various stages of the fluctuation dynamo’s operation on seed magnetic fields generated by the action of the Biermann-battery mechanism during the initial drive-laser target interaction. The magnetic energy in structures with characteristic scales close to the driving scale of the stochastic motions is found to increase by almost three orders of magnitude and saturate dynamically. It is shown that the initial growth of these fields occurs at a much greater rate than the turnover rate of the driving-scale stochastic motions. Here, our results point to the possibility that plasma turbulence produced by strong shear can generate fields more efficiently at the driving scale than anticipated by idealized magnetohydrodynamics (MHD) simulations of the nonhelical fluctuation dynamo; this finding could help explain the large-scale fields inferred from observations of astrophysical systems.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Time-resolved turbulent dynamo in a laser plasma

Understanding magnetic-field generation and amplification in turbulent plasma is essential to account for observations of magnetic fields in the universe. A theoretical framework attributing the origin and sustainment of these fields to the so-called fluctuation dynamo was recently validated by experiments on laser facilities in low-magnetic-Prandtl-number plasmas (Pm<1). However, the same framework proposes that the fluctuation dynamo should operate differently when Pm≳1, the regime relevant to many astrophysical environments such as the intracluster medium of galaxy clusters. This paper reports an experiment that creates a laboratory Pm≳1 plasma dynamo. We provide a time-resolved characterization of the plasma’s evolution, measuring temperatures, densities, flow velocities, and magnetic fields, which allows us to explore various stages of the fluctuation dynamo’s operation on seed magnetic fields generated by the action of the Biermann-battery mechanism during the initial drive-laser target interaction. The magnetic energy in structures with characteristic scales close to the driving scale of the stochastic motions is found to increase by almost three orders of magnitude and saturate dynamically. It is shown that the initial growth of these fields occurs at a much greater rate than the turnover rate of the driving-scale stochastic motions. Our results point to the possibility that plasma turbulence produced by strong shear can generate fields more efficiently at the driving scale than anticipated by idealized magnetohydrodynamics (MHD) simulations of the nonhelical fluctuation dynamo; this finding could help explain the large-scale fields inferred from observations of astrophysical systems.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Gyrokinetic particle simulations of interactions between energetic particles and magnetic islands induced by neoclassical tearing modes

Interactions between energetic particles (EPs) and neoclassical tearing mode (NTM) islands in the DIII-D tokamak are studied using the global gyrokinetic toroidal code (GTC). GTC simulations find that the EP radial profile is partially flattened within the magnetic island regions and that there are stochastic regions in the particle phase space. Radial particle flux is induced mainly around the magnetic island regions and decreases with time to almost zero when the initial EP distribution achieves a new steady-state in the absence of EP sources. Stochastic regions of magnetic field lines induced by the superposition of multiple islands have weak effects on the particle flux when the width of stochastic regions is smaller than the EP drift orbit width. In conclusion, the perturbed parallel EP current induced by the magnetic islands has weak stabilizing effects on the linear growth rate of the NTM instability in this DIII-D experiment.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A stochastic covariance shrinkage approach to particle rejuvenation in the ensemble transform particle filter

Rejuvenation in particle filters is necessary to prevent the collapse of the weights when the number of particles is insufficient to properly sample the high-probability regions of the state space. Rejuvenation is often implemented in a heuristic manner by the addition of random noise that widens the support of the ensemble. This work aims at improving canonical rejuvenation methodology by the introduction of additional prior information obtained from climatological samples; the dynamical particles used for importance sampling are augmented with samples obtained from stochastic covariance shrinkage. A localized variant of the proposed method is developed. Numerical experiments with the Lorenz '63 model show that modified filters significantly improve the analyses for low dynamical ensemble sizes. Furthermore, localization experiments with the Lorenz '96 model show that the proposed methodology is extendable to larger systems.

54 ENVIRONMENTAL SCIENCES↗

Protein drift-diffusion dynamics and phase separation in curved cell membranes and dendritic spines: Hybrid discrete-continuum methods

We develop methods for investigating protein drift-diffusion dynamics in heterogeneous cell membranes and the roles played by geometry, diffusion, chemical kinetics, and phase separation. Our hybrid stochastic numerical methods combine discrete particle descriptions with continuum-level models for tracking the individual protein drift-diffusion dynamics when coupled to continuum fields. We show how our approaches can be used to investigate phenomena motivated by protein kinetics within dendritic spines. The spine geometry is hypothesized to play an important biological role regulating synaptic strength, protein kinetics, and self-assembly of clusters. We perform simulation studies for model spine geometries varying the neck size to investigate how phase-separation and protein organization is influenced by different shapes. We also show how our methods can be used to study the roles of geometry in reaction-diffusion systems including Turing instabilities. Furthermore, our methods provide general approaches for investigating protein kinetics and drift-diffusion dynamics within curved membrane structures.

97 MATHEMATICS AND COMPUTING↗

Stochastic Adaptive Droop Control in Frequency Regulation of Power Systems With Intermittent Generators

Modern power systems (MPSs), including microgrids (MGs), are increasingly incorporating multiple renewable energy sources (RESs) such as wind and solar power, as well as battery storage and controllable loads. While environmentally beneficial, these sources pose challenges for control and management due to their intermittent and stochastic nature, especially in maintaining frequency stability with multiple interconnected generators of varying capacities. Traditional droop control methods are effective in systems with generators that are dispatchable and have fixed generation capacities, but they fall short when applied to systems with RESs, where generation capacities are dynamic and affected by unpredictable environmental conditions. To address these challenges, this paper introduces a novel stochastic adaptive droop control (SADC) method for load frequency control (LFC). The proposed method adapts droop coefficients in real time, based on the measured stochastic data of power generation capacities, enabling more effective frequency regulation in systems with variable and intermittent power generation. Unlike traditional adaptive control methods, which assume constant or slowly-varying system parameters, this approach accounts for stochastic processes by modeling them as Markov chains, enabling robust performance under highly dynamic and unpredictable conditions. The key contributions of this work include the development of real-time droop coefficient adaptation algorithms, derivation of their stability and convergence properties, and the demonstration of the advantages of the method through simulations. Case studies highlight the improved performance of frequency regulation, particularly in addressing the impact of stochastic weather conditions and the benefits of reducing dependence on battery reserves in dealing with intermittency of RESs. Finally, this paper provides a comprehensive analysis of the theoretical foundations of the method, as well as practical implementation insights for future power systems with high penetration of RESs.

24 POWER TRANSMISSION AND DISTRIBUTION↗

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multi-Fidelity Stochastic Economic Dispatch for Operating Low Carbon Power Grids

Grid operators can address the inherently stochastic nature of renewables by solving a two-stage stochastic programming model that minimizes the cost of dispatch decisions while accounting for the complex grid dynamics. It is common to use a sample average approximation to estimate the expectation of the second stage costs in this model. However, the large sample count needed for numerical accuracy makes effective modeling large-scale electric grids computationally intractable. We introduce a control variate multi-fidelity estimator for the second-stage recourse that enables high quality dispatch decisions in real-time with a reduced computational burden. We obtain a hierarchy of model fidelities by linearizing the AC power flow system representation to DC power flow, and by relaxing transmission and voltage network constraints. We evaluate the performance of our proposed method on a synthetic grid with 73 buses against a deterministic baseline with persistence forecast and a high-fidelity reference. Our analysis shows a computational speed-up of 7.62x with a minimal loss in accuracy. The multi-fidelity method is well suited to fidelity combinations that use a simplified network topology in their lower fidelity model and is an attractive option for applications where accurate grid modeling needed on a limited computational budget.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Statistical Learning for Nonlinear Model Reduction from Local Simulations of Stochastic and Particle- and Agent-Based Systems

Stochastic physical systems across the sciences that have very high-dimensional state spaces, with a large number of fast degrees of freedom that force direct simulators to proceed by integration steps that are orders of magnitude smaller than events of interests (e.g., particle collisions). Examples range from molecular motion to dynamics of large populations of cells. A grand challenge in the simulation and understanding of such systems is the systematic construction of accurate, interpretable, reduced models, enabling faster simulations, revealing fundamental properties of the dynamics, and predicting phenomena of interest that the original simulator could not reached with sufficient accuracy or within a given computational budget. In this projected we developed novel statistical estimation/machine learning techniques for analyzing and building empirical reduced models for important families of high-dimensional stochastic systems, in particular: - we developed techniques for estimating interaction kernels in interacting particle- and agent-based systems, which are ubiquitous in Physics, Biology and many other sciences, given observed trajectories of the system; - we developed techniques for nonlinear model reduction for high-dimensional stochastic systems that have a small number of unknown, nonlinear slow variables, and a large number of fast modes, that are possibly of large magnitude, given observed short trajectories of the system in the form of bursts of trajectories from different initial conditions; - we developed novel techniques for estimating linear dynamical systems on graphs when both the dynamics and the underlying graph are unknown, and we have a sparse set of space-time observations; - we considered the problem of estimating an unknown nonlinear observation function of a standard process (e.g. Brownian motion), so that we can recognized if an observed dynamics is "just" a nonlinear version of a known dynamics; we also developed benchmarks for learning algorithms aimed at learning and classifying diffusion processes.

97 MATHEMATICS AND COMPUTING↗