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Results for “probability and statistical methods”

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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NASA NTRS1992

Comments on the present state and future directions of PDF methods

The one point probability density function (PDF) method is examined in light of its use in actual engineering problems. The PDF method, although relatively complicated, appears to be the only format available to handle the nonlinear stochastic difficulties caused by typical reaction kinetics. Turbulence modeling, if it is to play a central role in combustion modeling, has to be integrated with the chemistry in a way which produces accurate numerical solutions to combustion problems. It is questionable whether the development of turbulent models in isolation from the peculiar statistics of reactant concentrations is a fruitful line of development as far as propulsion is concerned. There are three issues for which additional viewgraphs are prepared: the one point pdf method; the amplitude mapping closure; and a hybrid strategy for replacing a full two point pdf treatment of reacting flows by a single point pdf and correlation functions. An appeal is made for the establishment of an adequate data base for compressible flow with reactions for Mach numbers of unity or higher.

Obrien, E. E.↗

DOE OSTI2024

Statistical Performance of Forced Oscillation Detectors in the Presence of Missing Measurements

In bulk power systems, measurement-based monitoring for large oscillations can help maintain system reliability. One of the challenges encountered in a recent field demonstration was the unavailability of measurements due to underlying measurement quality or communication problems. During the demonstration, the oscillation detector ignored a measurement location if even 10 seconds of data was missing. To extend the detector's ability to operate in these conditions, this paper evaluates the impact of three methods for addressing missing data. The strengths and weaknesses of each approach are evaluated using theoretical expressions for the probability of detection along with results from simulated data and publicly available field measurements. Based on these results, a suitable approach is identified that can extend the oscillation detector's performance when large segments of data are missing.

Follum, James D.↗

DOE OSTI2023

Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties

We present a novel stochastic optimal control framework that accounts for various types of uncertainties, with application to reentry trajectory planning. The formulation of the optimal trajectory control problem is presented in the context of an indirect method where a functional objective associated with the terminal vehicle speed is to be minimized. Uncertain input parameters in the optimal trajectory control model, including aerodynamic parameters and initial and terminal conditions, are modeled as aleatory random variables, while the statistical parameters of these aleatory distributions are themselves random variables. The parametric and model uncertainties are simultaneously propagated through an extended polynomial chaos expansion (EPCE) formalism. Several metrics are described to evaluate response statistics and presented as insightful tools for robust decision making. Specifically, the response probability density function (PDF) reflecting influence of both epistemic and aleatory uncertainties is obtained. By sampling over the random variables representing model error, an ensemble of response PDFs is generated and the associated failure probability is estimated as a random variable with its own polynomial chaos expansion. Besides, the sensitivity index functions of response PDF with respect to the statistical parameters are evaluated. Coupling parametric and model uncertainties within the EPCE framework leads to a robust and efficient paradigm for multilevel uncertainty propagation and PDF characterization in general optimal control problems.

Engineering↗

DOE OSTI2024

Characterization of a SiPM-based monolithic neutron scatter camera using dark counts

The Single Volume Scatter Camera (SVSC) Collaboration aims to develop portable neutron imaging systems for a variety of applications in nuclear non-proliferation. Conventional double-scatter neutron imagers are composed of several separate detector volumes organized in at least two planes. A neutron must scatter in two of these detector volumes for its initial trajectory to be reconstructed. As such, these systems typically have a large footprint and poor geometric efficiency. We report on the design and characterization of a prototype monolithic neutron scatter camera that is intended to significantly improve upon the geometrical shortcomings of conventional neutron cameras. The detector consists of a 50 mm×56 mm× 60 mm monolithic block of EJ-204 plastic scintillator instrumented on two faces with arrays of 64 Hamamatsu S13360-6075PE silicon photomultipliers (SiPMs). The electronic crosstalk is limited to < 5% between adjacent channels and < 0.1% between all other channel pairs. SiPMs introduce a significantly elevated dark count rate over PMTs, as well as correlated noise from after-pulsing and optical crosstalk. In this article, we characterize the dark count rate and optical crosstalk and present a modified event reconstruction likelihood function that accounts for them. We find that the average dark count rate per SiPM is 4.3 MHz with a standard deviation of 1.5 MHz among devices. The analysis method we employ to measure internal optical crosstalk also naturally yields the mean and width of the single-electron pulse height. Here, we calculate separate contributions to the width of the single-electron pulse-height from electronic noise and avalanche fluctuations. We demonstrate a timing resolution for a single-photon pulse to be (128 ± 4) ps. Finally, coincidence analysis is employed to measure external (pixel-to-pixel) optical crosstalk. We present a map of the average external crosstalk probability between 2×4 groups of SiPMs, as well as the in-situ timing characteristics extracted from the coincidence analysis. Further work is needed to characterize the performance of the camera at reconstructing single- and double-site interactions, as well as image reconstruction.

47 OTHER INSTRUMENTATION↗

NASA NTRS1987

Surface flaw reliability analysis of ceramic components with the SCARE finite element postprocessor program

The SCARE (Structural Ceramics Analysis and Reliability Evaluation) computer program on statistical fast fracture reliability analysis with quadratic elements for volume distributed imperfections is enhanced to include the use of linear finite elements and the capability of designing against concurrent surface flaw induced ceramic component failure. The SCARE code is presently coupled as a postprocessor to the MSC/NASTRAN general purpose, finite element analysis program. The improved version now includes the Weibull and Batdorf statistical failure theories for both surface and volume flaw based reliability analysis. The program uses the two-parameter Weibull fracture strength cumulative failure probability distribution model with the principle of independent action for poly-axial stress states, and Batdorf's shear-sensitive as well as shear-insensitive statistical theories. The shear-sensitive surface crack configurations include the Griffith crack and Griffith notch geometries, using the total critical coplanar strain energy release rate criterion to predict mixed-mode fracture. Weibull material parameters based on both surface and volume flaw induced fracture can also be calculated from modulus of rupture bar tests, using the least squares method with known specimen geometry and grouped fracture data. The statistical fast fracture theories for surface flaw induced failure, along with selected input and output formats and options, are summarized. An example problem to demonstrate various features of the program is included.

Gyekenyesi, John P.↗

NASA NTRS1987

Surface flaw reliability analysis of ceramic components with the SCARE finite element postprocessor program

Gyekenyesi, J. P.↗

NASA NTRS1990

A computationally efficient model for turbulent droplet dispersion in spray combustion

A novel model for turbulent droplet dispersion is formulated having significantly improved computational efficiency in comparison to the conventional point source stochastic sampling methodology. In the proposed model, a computational parcel representing a group of physical particles is considered to have a normal (Gaussian) probability density function (PDF) in three-dimensional space. The mean of each PDF is determined by Lagrangian tracking of each computational parcel, either deterministically or stochastically. The variance is represented by a turbulence-induced mean squared dispersion which is based on statistical inferences from the linearized direct modeling formulation for particle/eddy interactions. Convolution of the computational parcel PDF's produces a single PDF for the physical particle distribution profile. The validity of the new model is established by comparison with the conventional stochastic sampling method, where in each parcel is represented by a delta function distribution, for non-evaporating particles injected into simple turbulent air flows.

Litchford, Ron J.↗

NASA NTRS1991

Meteorite mass distributions and differences between Antarctic and non-Antarctic meteorites

Meteorite mass distributions provide important insight into real and apparent differences between Antarctic and non-Antarctic meteorites. Antarctic meteorites are typically smaller than non-Antarctic meteorites and represent a different portion of the mass distribution of infalling meteorites. This results from the different methods employed to acquire the collections and from the much smaller effective collecting area for Antarctic meteorites. Comparisons of the proportions and mass distributions of H and L chondrites for different ice fields suggest that previously reported high H to L ratio among Antarctic meteorites compared to witnessed falls results from an unrecognized H5 shower fall that covered the Allan Hills Main and Near Western ice fields in the relatively recent past. The probable presence of unrecognized shower falls among the Antarctic meteorites means that population statistics, even corrected for presently recognized pairing, cannot be used to support the suggestion by Dennison et al. (1986) of a temporal variation in the mixture of meteorites arriving on earth.

Huss, Gary R.↗

DOE OSTI2024

Full‐dimensional coupled‐channel statistical approach to atom‐triatom systems and applications to H/D + O 3 reaction

Abstract The statistical quantum model (SQM), which assumes that the reactivity is controlled by entrance/exit channel quantum capture probabilities, is well suited for chemical reactions with a long‐lived intermediate complex. In this work, a time‐independent coupled‐channel implementation of the SQM approach is developed for atom‐triatom systems in full dimensionality. As SQM treats the capture dynamics quantum mechanically, it is capable of handling quantum effects such as tunneling. A detailed study of the H/D + O 3 capture dynamics was performed by applying the newly developed SQM method on an accurate global potential energy surface. Agreement with previous ring polymer molecular dynamics (RPMD) results on the same potential energy surface is excellent except for very low temperatures. The SQM results are also in reasonably good agreement with available experimental rate coefficients. The strong H/D kinetic isotope effect underscores the dominant role of quantum tunneling under an entrance channel barrier at low temperatures.

Yang, Dongzheng↗

DOE OSTI2024

Exploration of a Potential DOOR Endpoint for Hospital-acquired Bacterial Pneumonia and Ventilator-associated Bacterial Pneumonia Using Six Registrational Trials for Antibacterial Drugs

Abstract Background Desirability of outcome ranking (DOOR) is an innovative approach to clinical trial design and analysis that uses an ordinal ranking system to incorporate the overall risks and benefits of a therapeutic intervention into a single measurement. Here we derived and evaluated a disease-specific DOOR endpoint for registrational trials for hospital-acquired bacterial pneumonia and ventilator-associated bacterial pneumonia (HABP/VABP). Methods Through comprehensive examination of data from nearly 4000 participants enrolled in six registrational trials for HABP/VABP submitted to the Food and Drug Administration (FDA) between 2005 and 2022, we derived and applied a HABP/VABP specific endpoint. We estimated the probability that a participant assigned to the study treatment arm would have a more favorable overall DOOR or component outcome than a participant assigned to comparator. Results DOOR distributions between treatment arms were similar in all trials. DOOR probability estimates ranged from 48.3% to 52.9% and were not statistically different. There were no significant differences between treatment arms in the component analyses. Although infectious complications and serious adverse events occurred more frequently in ventilated participants compared to non-ventilated participants, the types of events were similar. Conclusions Through a data-driven approach, we constructed and applied a potential DOOR endpoint for HABP/VABP trials. The inclusion of syndrome-specific events may help to better delineate and evaluate participant experiences and outcomes in future HABP/VABP trials and could help inform data collection and trial design.

Immunology↗

DOE OSTI2022

Classification of Photovoltaic Failures with Hidden Markov Modeling, an Unsupervised Statistical Approach

Failure detection methods are of significant interest for photovoltaic (PV) site operators to help reduce gaps between expected and observed energy generation. Current approaches for field-based fault detection, however, rely on multiple data inputs and can suffer from interpretability issues. In contrast, this work offers an unsupervised statistical approach that leverages hidden Markov models (HMM) to identify failures occurring at PV sites. Using performance index data from 104 sites across the United States, individual PV-HMM models are trained and evaluated for failure detection and transition probabilities. This analysis indicates that the trained PV-HMM models have the highest probability of remaining in their current state (87.1% to 93.5%), whereas the transition probability from normal to failure (6.5%) is lower than the transition from failure to normal (12.9%) states. A comparison of these patterns using both threshold levels and operations and maintenance (O&M) tickets indicate high precision rates of PV-HMMs (median = 82.4%) across all of the sites. Although additional work is needed to assess sensitivities, the PV-HMM methodology demonstrates significant potential for real-time failure detection as well as extensions into predictive maintenance capabilities for PV.

classification↗

NASA NTRS1974

Inelastic scattering in atom-diatomic molecule collisions. I - Rotational transitions in the sudden approximation

The impact parameter method and the sudden approximation are applied to determine the total probability of inelastic rotational transitions arising from a collision of an atom and a homonuclear diatomic molecule at large impact parameters. An analytical approximation to this probability is found for conditions where the electron exchange or overlap forces dominate the scattering. An approximate upper bound to the range of impact parameters for which rotational scattering can be important is determined. In addition, an estimate of the total inelastic cross section is found at conditions for which a statistical model describes the scattering well. The results of this analysis are applied to Ar-O2 collisions and may be readily applied to other combinations of atoms and molecules.

Stallcop, J. R.↗

NASA NTRS1995

Improved accuracy of radar WPMM estimated rainfall upon application of objective classification criteria

Application of the window probability matching method to radar and rain gauge data that have been objectively classified into different rain types resulted in distinctly different Z(sub e)-R relationships for the various classifications. These classification parameters, in addition to the range from the radar, are (a) the horizontal radial reflectivity gradients (dB/km); (b) the cloud depth, as scaled by the effective efficiency; (c) the brightband fraction within the radar field window; and (d) the height of the freezing level. Combining physical parameters to identify the type of precipitation and statistical relations most appropriate to the precipitation types results in considerable improvement of both point and areal rainfall measurements. A limiting factor in the assessment of the improved accuracy is the inherent variance between the true rain intensity at the radar measured volume and the rain intensity at the mouth of the rain guage. Therefore, a very dense rain gauge network is required to validate most of the suggested realized improvement. A rather small sample size is required to achieve a stable Z(sub e)-R relationship (standard deviation of 15% of R for a given Z(sub e)) -- about 200 mm of rainfall accumulated in all guages combined for each classification.

Rosenfeld, Daniel↗

NASA NTRS2008

Reliability and Confidence Interval Analysis of a CMC Turbine Stator Vane

High temperature ceramic matrix composites (CMC) are being explored as viable candidate materials for hot section gas turbine components. These advanced composites can potentially lead to reduced weight, enable higher operating temperatures requiring less cooling and thus leading to increased engine efficiencies. However, these materials are brittle and show degradation with time at high operating temperatures due to creep as well as cyclic mechanical and thermal loads. In addition, these materials are heterogeneous in their make-up and various factors affect their properties in a specific design environment. Most of these advanced composites involve two- and three-dimensional fiber architectures and require a complex multi-step high temperature processing. Since there are uncertainties associated with each of these in addition to the variability in the constituent material properties, the observed behavior of composite materials exhibits scatter. Traditional material failure analyses employing a deterministic approach, where failure is assumed to occur when some allowable stress level or equivalent stress is exceeded, are not adequate for brittle material component design. Such phenomenological failure theories are reasonably successful when applied to ductile materials such as metals. Analysis of failure in structural components is governed by the observed scatter in strength, stiffness and loading conditions. In such situations, statistical design approaches must be used. Accounting for these phenomena requires a change in philosophy on the design engineer s part that leads to a reduced focus on the use of safety factors in favor of reliability analyses. The reliability approach demands that the design engineer must tolerate a finite risk of unacceptable performance. This risk of unacceptable performance is identified as a component's probability of failure (or alternatively, component reliability). The primary concern of the engineer is minimizing this risk in an economical manner. The methods to accurately determine the service life of an engine component with associated variability have become increasingly difficult. This results, in part, from the complex missions which are now routinely considered during the design process. These missions include large variations of multi-axial stresses and temperatures experienced by critical engine parts. There is a need for a convenient design tool that can accommodate various loading conditions induced by engine operating environments, and material data with their associated uncertainties to estimate the minimum predicted life of a structural component. A probabilistic composite micromechanics technique in combination with woven composite micromechanics, structural analysis and Fast Probability Integration (FPI) techniques has been used to evaluate the maximum stress and its probabilistic distribution in a CMC turbine stator vane. Furthermore, input variables causing scatter are identified and ranked based upon their sensitivity magnitude. Since the measured data for the ceramic matrix composite properties is very limited, obtaining a probabilistic distribution with their corresponding parameters is difficult. In case of limited data, confidence bounds are essential to quantify the uncertainty associated with the distribution. Usually 90 and 95% confidence intervals are computed for material properties. Failure properties are then computed with the confidence bounds. Best estimates and the confidence bounds on the best estimate of the cumulative probability function for R-S (strength - stress) are plotted. The methodologies and the results from these analyses will be discussed in the presentation.

Murthy, Pappu L. N.↗

NASA NTRS1973

Bistatic-radar estimation of surface-slope probability distributions with applications to the moon.

A method for extracting surface-slope frequency distributions from bistatic-radar data has been developed and applied to the lunar surface. Telemetry transmissions from orbiting Apollo spacecraft were received on the earth after reflection from the lunar surface. The echo-frequency spectrum was related analytically to the probability distribution of lunar slopes. Standard regression techniques were used to solve the inverse problem of finding slope distributions from observed echo-frequency spectra. Data taken simultaneously at two wavelengths, 13 and 116 cm, have yielded diverse slope statistics.

Parker, M. N.↗

NASA NTRS1984

Research Relative to High Spatial Resolution Passive Microwave Sounding Systems

Methods to obtain high resolution passive microwave weather observations, and understanding of their probable impact on numerical weather prediction accuracy were investigated. The development of synthetic aperture concepts for geosynchronous passive microwave sounders were studied. The effects of clouds, precipitation, surface phenomena, and atmospheric thermal fine structure on a scale of several kilometers were examined. High resolution passive microwave sounders (e.g., AMSU) with an increased number of channels will produce initialization data for numerical weather prediction (NWP) models with both increased spatial resolution and coverage. The development of statistical models for error growth in high resolution primitive equation NWP models which permit the consequences of various observing system alternatives, including sensors and assimilation times and procedures is discussed. A high resolution three dimensional primitive equation NWP model to determine parameters in an error growth model similar to that formulated by Lorenz, but with more degrees of freedom is utilized.

Staelin, D. H.↗

NASA NTRS2011

Broken Ergodicity in MHD Turbulence in a Spherical Domain

Broken ergodicity (BE) occurs in Fourier method numerical simulations of ideal, homogeneous, incompressible magnetohydrodynamic (MHD) turbulence. Although naive statistical theory predicts that Fourier coefficients of fluid velocity and magnetic field are zero-mean random variables, numerical simulations clearly show that low-wave-number coefficients have non-zero mean values that can be very large compared to the associated standard deviation. In other words, large-scale coherent structure (i.e., broken ergodicity) in homogeneous MHD turbulence can spontaneously grow out of random initial conditions. Eigenanalysis of the modal covariance matrices in the probability density functions of ideal statistical theory leads to a theoretical explanation of observed BE in homogeneous MHD turbulence. Since dissipation is minimal at the largest scales, BE is also relevant for resistive magnetofluids, as evidenced in numerical simulations. Here, we move beyond model magnetofluids confined by periodic boxes to examine BE in rotating magnetofluids in spherical domains using spherical harmonic expansions along with suitable boundary conditions. We present theoretical results for 3-D and 2-D spherical models and also present computational results from dynamical simulations of 2-D MHD turbulence on a rotating spherical surface. MHD turbulence on a 2-D sphere is affected by Coriolus forces, while MHD turbulence on a 2-D plane is not, so that 2-D spherical models are a useful (and simpler) intermediate stage on the path to understanding the much more complex 3-D spherical case.

Shebalin, John V.↗

NASA NTRSDate not supplied

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

reinforcement learning↗