Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 415 records · Page 23
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

A Stochastic Intracellular Model of Anthrax Infection With Spore Germination Heterogeneity

We present a stochastic mathematical model of the intracellular infection dynamics of Bacillus anthracis in macrophages. Following inhalation of B. anthracis spores, these are ingested by alveolar phagocytes. Ingested spores then begin to germinate and divide intracellularly. This can lead to the eventual death of the host cell and the extracellular release of bacterial progeny. Some macrophages successfully eliminate the intracellular bacteria and will recover. Here, a stochastic birth-and-death process with catastrophe is proposed, which includes the mechanism of spore germination and maturation of B. anthracis . The resulting model is used to explore the potential for heterogeneity in the spore germination rate, with the consideration of two extreme cases for the rate distribution: continuous Gaussian and discrete Bernoulli. We make use of approximate Bayesian computation to calibrate our model using experimental measurements from in vitro infection of murine peritoneal macrophages with spores of the Sterne 34F2 strain of B. anthracis . The calibrated stochastic model allows us to compute the probability of rupture, mean time to rupture, and rupture size distribution, of a macrophage that has been infected with one spore. We also obtain the mean spore and bacterial loads over time for a population of cells, each assumed to be initially infected with a single spore. Our results support the existence of significant heterogeneity in the germination rate, with a subset of spores expected to germinate much later than the majority. Furthermore, in agreement with experimental evidence, our results suggest that most of the spores taken up by macrophages are likely to be eliminated by the host cell, but a few germinated spores may survive phagocytosis and lead to the death of the infected cell. Finally, we discuss how this stochastic modelling approach, together with dose-response data, allows us to quantify and predict individual infection risk following exposure.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2020

Long-Term Stochasticity Combines With Short-Term Variability in Assembly Processes to Underlie Rice Paddy Sustainability

Revealing temporal patterns of community assembly processes is important for understanding how microorganisms underlie the sustainability of agroecosystem. The ancient terraced rice paddies at Longji provide an ideal platform to study temporal dynamics of agroecosystem sustainability due to their chronosequential records of soil physicochemistry and well-archived microbial information along 630-year rice cultivation. We used statistical null models to evaluate microbial assembly processes along the soil chronosequences of Longji rice paddies through time. Stochastic and deterministic assembly processes jointly governed microbial community composition within successional eras (less than 250 years), and within-era determinism was mainly driven by soil fertility and redox conditions alone or in combination. Conversely, across successional eras (i.e., over 300 years), stochasticity linearly increased with increasing duration between eras and was eventually predominant for the whole 630 years. We suggest that the impact of stochasticity vs. determinism on assembly is timescale-dependent, and we propose that the importance of stochastic assembly of microbial community at longer timescales is due to the gradual changes in soil properties under long-term rice cultivation, which in turn contribute to the sustainability of paddy ecosystem by maintaining a diverse community of microorganisms with multi-functional traits. In total, our results indicate that knowledge on the timescales at which assembly processes govern microbial community composition is key to understanding the ecological mechanisms generating agroecosystem sustainability.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2024

Quadrature Based Neural Network Learning of Stochastic Hamiltonian Systems

Hamiltonian Neural Networks (HNNs) provide structure-preserving learning of Hamiltonian systems. In this paper, we extend HNNs to structure-preserving inversion of stochastic Hamiltonian systems (SHSs) from observational data. We propose the quadrature-based models according to the integral form of the SHSs’ solutions, where we denoise the loss-by-moment calculations of the solutions. The integral pattern of the models transforms the source of the essential learning error from the discrepancy between the modified Hamiltonian and the true Hamiltonian in the classical HNN models into that between the integrals and their quadrature approximations. This transforms the challenging task of deriving the relation between the modified and the true Hamiltonians from the (stochastic) Hamilton–Jacobi PDEs, into the one that only requires invoking results from the numerical quadrature theory. Meanwhile, denoising via moments calculations gives a simpler data fitting method than, e.g., via probability density fitting, which may imply better generalization ability in certain circumstances. Numerical experiments validate the proposed learning strategy on several concrete Hamiltonian systems. The experimental results show that both the learned Hamiltonian function and the predicted solution of our quadrature-based model are more accurate than that of the corrected symplectic HNN method on a harmonic oscillator, and the three-point Gaussian quadrature-based model produces higher accuracy in long-time prediction than the Kramers–Moyal method and the numerics-informed likelihood method on the stochastic Kubo oscillator as well as other two stochastic systems with non-polynomial Hamiltonian functions. Moreover, the Hamiltonian learning error εH arising from the Gaussian quadrature-based model is lower than that from Simpson’s quadrature-based model. These demonstrate the superiority of our approach in learning accuracy and long-time prediction ability compared to certain existing methods and exhibit its potential to improve learning accuracy via applying precise quadrature formulae.

Mathematics↗
DOE OSTI2016

Analysis of isothermal and cooling-rate-dependent immersion freezing by a unifying stochastic ice nucleation model

Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T , and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs) all have the same INP surface area (ISA); however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, N tot , and the heterogeneous ice nucleation rate coefficient, J het ( T ). This model is applied to address if (i) a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous-flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time-dependent isothermal frozen fractions exhibiting non-exponential behavior can be readily explained by this model considering varying ISA. An apparent cooling-rate dependence of J het is explained by assuming identical ISA in each droplet. When accounting for ISA variability, the cooling-rate dependence of ice nucleation kinetics vanishes as expected from classical nucleation theory. Finally, the model simulations allow for a quantitative experimental uncertainty analysis for parameters N tot , T , RH, and the ISA variability. We discuss the implications of our results for experimental analysis and interpretation of the immersion freezing process.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

Effects of coupling a stochastic convective parameterization with the Zhang–McFarlane scheme on precipitation simulation in the DOE E3SMv1.0 atmosphere model

Abstract. A stochastic deep convection parameterization is implemented into the US Department of Energy (DOE) Energy Exascale Earth System Model (E3SM) Atmosphere Model version 1.0 (EAMv1). This study evaluates its performance in simulating precipitation. Compared to the default model, the probability distribution function (PDF) of rainfall intensity in the new simulation is greatly improved. The well-known problem of “too much light rain and too little heavy rain” is alleviated, especially over the tropics. As a result, the contribution from different rain rates to the total precipitation amount is shifted toward heavier rain. The less frequent occurrence of convection contributes to suppressed light rain, while more intense large-scale and convective precipitation contributes to enhanced heavy total rain. The synoptic and intraseasonal variabilities of precipitation are enhanced as well to be closer to observations. The sensitivity of the rainfall intensity PDF to the model vertical resolution is examined. The relationship between precipitation and dilute convective available potential energy in the stochastic simulation agrees better with that in the Atmospheric Radiation Measurement (ARM) observations compared with the standard model simulation. The annual mean precipitation is largely unchanged with the use of the stochastic scheme except over the tropical western Pacific, where a moderate increase in precipitation represents a slight improvement. The responses of precipitation and its extremes to climate warming are similar with or without the stochastic deep convection scheme.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1975

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.↗
NASA NTRS1983

Identification and stochastic control of helicopter dynamic modes

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

Molusis, J. A.↗
NASA NTRS1985

Elements of a stochastic-dynamical theory of the long-term variability of the El Nino/Southern Oscillation

The rudiments of a stochastic-dynamical model for climatic systems with multiple equilibrium states are presented as a means for analyzing the long-term variability of the El Nino/Southern Oscillation (ENSO) events. It is shown that a combination of the unstable air-sea interaction, the seasonal cycle, and stochastic intraseasonal forcings must be considered in any model for ENSO. In particular, the instability in the air-sea interaction may be triggered by stochastic forcing. The possibility that stochastic events initiate the conditions leading to ENSO exacerbates the already difficult task of predicting ENSO patterns.

Lau, K.-M.↗
NASA NTRS1987

A combined stochastic feedforward and feedback control design methodology with application to autoland design

A combined stochastic feedforward and feedback control design methodology was developed. The objective of the feedforward control law is to track the commanded trajectory, whereas the feedback control law tries to maintain the plant state near the desired trajectory in the presence of disturbances and uncertainties about the plant. The feedforward control law design is formulated as a stochastic optimization problem and is embedded into the stochastic output feedback problem where the plant contains unstable and uncontrollable modes. An algorithm to compute the optimal feedforward is developed. In this approach, the use of error integral feedback, dynamic compensation, control rate command structures are an integral part of the methodology. An incremental implementation is recommended. Results on the eigenvalues of the implemented versus designed control laws are presented. The stochastic feedforward/feedback control methodology is used to design a digital automatic landing system for the ATOPS Research Vehicle, a Boeing 737-100 aircraft. The system control modes include localizer and glideslope capture and track, and flare to touchdown. Results of a detailed nonlinear simulation of the digital control laws, actuator systems, and aircraft aerodynamics are presented.

Halyo, Nesim↗
NASA NTRS1986

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.↗
NASA NTRS1987

Optoelectronic analogs of self-programming neural nets - Architecture and methodologies for implementing fast stochastic learning by simulated annealing

Self-organization and learning is a distinctive feature of neural nets and processors that sets them apart from conventional approaches to signal processing. It leads to self-programmability which alleviates the problem of programming complexity in artificial neural nets. In this paper architectures for partitioning an optoelectronic analog of a neural net into distinct layers with prescribed interconnectivity pattern to enable stochastic learning by simulated annealing in the context of a Boltzmann machine are presented. Stochastic learning is of interest because of its relevance to the role of noise in biological neural nets. Practical considerations and methodologies for appreciably accelerating stochastic learning in such a multilayered net are described. These include the use of parallel optical computing of the global energy of the net, the use of fast nonvolatile programmable spatial light modulators to realize fast plasticity, optical generation of random number arrays, and an adaptive noisy thresholding scheme that also makes stochastic learning more biologically plausible. The findings reported predict optoelectronic chips that can be used in the realization of optical learning machines.

Farhat, Nabil H.↗
NASA NTRS1988

A forward method for optimal stochastic nonlinear and adaptive control

A computational approach is taken to solve the optimal nonlinear stochastic control problem. The approach is to systematically solve the stochastic dynamic programming equations forward in time, using a nested stochastic approximation technique. Although computationally intensive, this provides a straightforward numerical solution for this class of problems and provides an alternative to the usual dimensionality problem associated with solving the dynamic programming equations backward in time. It is shown that the cost degrades monotonically as the complexity of the algorithm is reduced. This provides a strategy for suboptimal control with clear performance/computation tradeoffs. A numerical study focusing on a generic optimal stochastic adaptive control example is included to demonstrate the feasibility of the method.

Bayard, David S.↗
NASA NTRS1989

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.↗
NASA NTRS1990

Ion precipitation from the inner plasma sheet due to stochastic diffusion

Plasma sheet ions do not conserve their first adiabatic invariant when the magnetic field is appreciably tail-like. They do conserve a different adiabatic invariant but only to linear, rather than exponential, accuracy in the appropriate small parameter. Thus significant stochastic diffusion can occur for particles crossing the separatrix dividing the segments of orbits on which the particles cross and do not cross the tail midplane. Such ions can escape the plasma sheet and precipitate into the atmosphere. Stochastic scattering is strongest from those field lines where the ion's Larmor period in the normal component of the neutral sheet magnetic field approximately equals its bounce period. By comparing the rates of stochastic ion loss and convection in the tail, it is possible to estimate the location and thickness of the inner edge of the ion plasma sheet created by stochastic ion loss. Ions of different masses precipitate into the atmosphere at slightly different locations. Since wave particle interactions are not needed, this precipitation will always occur and should be particularly evident during quiet geomagnetic conditions, when it is less likely to be masked by other precipitation mechanisms.

Zelenyi, L.↗
NASA NTRS1992

Low-dimensional behavior and symmetry breaking of stochastic systems near criticality - Can these effects be observed in space and in the laboratory?

We demonstrate that nonlinear stochastic systems near criticality (including forced and self-organized criticality) will generally exhibit low-dimensional behavior. We give a connection between the fractal dimensions of finite-dimensional chaotic systems and the anomalous dimensions in stochastic systems near criticality. The effect of additional random noise on stochastic systems will be delineated in terms of the crossover phenomenon between competing criticalities. The possibility of observing such effects in space (such as the onset of substorms) and in the laboratory (such as stochastic particle heating in 'noisy' magnetic fields) will be discussed.

Chang, Tom↗
NASA NTRS1994

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↗
NASA NTRS1994

A new stochastic systems approach to structural integrity

This paper develops improved stochastic models for the description of a large variety of fatigue crack growth phenomena that occur in components of considerable importance to the functionality and reliability of complex engineering structures. In essence, the models are based on the McGill-Markov and Closure-Lognormal stochastic processes. Not only do these models have the capability of predicting the statistical dispersion of crack growth rates, they also, by incorporating the concept of crack closure, have the capability of transferring stochastic crack growth properties measured under ideal laboratory conditions to situations of industrial significance, such as those occurring under adverse loading and/or environmental conditions. The primary data required in order to be in a position to estimate the pertinent parameters of these stochastic models are obtained from a statistically significant number of replicate tests. In this paper, both the theory and the experimental technique are illustrated using a Ti-6Al-4V alloy. Finally, important structural integrity, reliability, availability and maintainability concepts are developed and illustrated.

Provan, James W.↗
NASA NTRS1994

Simulation of magnetic field line stochasticity at the magnetopause

We have conducted a three-dimensional particle simulation to study the magnetic field line stochasticity at the magnetopause current layer. Our results show that the magnetic field lines become stochastic due to the overlap of the destabilized multiple tearing mode islands, which agrees with the percolation model suggested by Galeev et al. (1986). After the field lines become stochastic, these tearing modes grow even 2-3 times faster than in the linear stage and saturate at an amplitude level 3-4 times bigger than the single tearing mode without mode-mode coupling. The field line stochasticity also causes a strong particle diffusion across the current layer. The diffusion coefficient reaches to 10(exp 9) sq m/s for typical magnetopause parameters. Associated with the particle diffusion, the current layer becomes broader in width. As a result, the magnetic energy is dissipated into particle energy by heating parallel to the local magnetic field. The particle energy increases by 60%, while the magnetic helicity, which has always been regarded as a good invariant, changes by 20%.

Wang, Zhi↗