Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic analysis”

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 433 records · Page 24

Physics-Based Methods of Failure Analysis and Diagnostics in Human Space Flight

The Integrated Health Management (IHM) for the future aerospace systems requires to interface models of multiple subsystems in an efficient and accurate information environment at the earlier stages of system design. The complexity of modern aeronautic and aircraft systems (including e.g. the power distribution, flight control, solid and liquid motors) dictates employment of hybrid models and high-level reasoners for analysing mixed continuous and discrete information flow involving multiple modes of operation in uncertain environments, unknown state variables, heterogeneous software and hardware components. To provide the information link between key design/performance parameters and high-level reasoners we rely on development of multi-physics performance models, distributed sensors networks, and fault diagnostic and prognostic (FD&P) technologies in close collaboration with system designers. The main challenges of our research are related to the in-flight assessment of the structural stability, engine performance, and trajectory control. The main goal is to develop an intelligent IHM that not only enhances components and system reliability, but also provides a post-flight feedback helping to optimize design of the next generation of aerospace systems. Our efforts are concentrated on several directions of the research. One of the key components of our strategy is an innovative approach to the diagnostics/prognostics based on the real time dynamical inference (DI) technologies extended to encompass hybrid systems with hidden state trajectories. The major investments are into the multiphysics performance modelling that provides an access of the FD&P technologies to the main performance parameters of e.g. solid and liquid rocket motors and composite materials of the nozzle and case. Some of the recent results of our research are discussed in this chapter. We begin by introducing the problem of dynamical inference of stochastic nonlinear models and reviewing earlier results. Next, we present our analytical approach to the solution of this problem based on the path integral formulation. The resulting algorithm does not require an extensive global search for the model parameters, provides optimal compensation for the effects of dynamical noise, and is robust for a broad range of dynamical models. In the following Section the strengths of the algorithm are illustrated illustrated by inferring the parameters of the stochastic Lorenz system and comparing the results with those of earlier research. Next, we discuss a number of recent results in application to the development of the IHM for aerospace system. Firstly, we apply dynamical inference approach to a solution of classical three tank problems with mixed unknown continuous and binary parameters. The problem is considered in the context of ground support system for filling fuel tanks of liquid rocket motors. It is shown that the DI algorithm is well suited for successful solution of a hybrid version of this benchmark problem even in the presence of additional periodic and stochastic perturbation of unknown strength. Secondly, we illustrate our approach by its application to an analysis of the nozzle fault in a solid rocket motor (SRM). The internal ballistics of the SRM is modelled as a set of one-dimensional partial differential equations coupled to the dynamics of the propellant regression. In this example we are specifically focussed on the inference of discrete and continuous parameters of the nozzle blocking fault and on the possibility of an application of the DI algorithm to reducing the probability of "misses" of an on-board FD&P for SRM. In the next section re-contact problem caused by first stage/upper stage separation failure is discussed. The reaction forces imposed on the nozzle of the upper stage during the re-contact and their connection to the nozzle damage and to the thrust vector control (TVC) signal are obtained. It is shown that transient impact induced torquean be modelled as a response of an effective damped oscillator. A possible application of the DI algorithm to the inference of damage parameters and predicting fault dynamics ahead of time using the actuator signal is discussed. Finally, we formulate Bayesian inferential framework for development of the IHM system for in-flight structural health monitoring (SHM) of composite materials. We consider the signal generated by piezoelectric actuator mounted on composite structure generating elastic waves in it. The signal received by the sensor is than compared with the baseline signal. The possibility of damage inference is discussed in the context of development of the SHM.

Smelyanskiy, Vadim N.↗

Improved filters for angular filter refractometry

Angular filter refractometry is an optical diagnostic that measures the absolute contours of a line-integrated density gradient by placing a filter with alternating opaque and transparent zones in the focal plane of a probe beam, which produce corresponding alternating light and dark regions in the image plane. Identifying transitions between these regions with specific zones on the angular filter (AF) allows the line-integrated density to be determined, but the sign of the density gradient at each transition is degenerate and must be broken using other information about the object plasma. Additional features from diffraction in the filter plane often complicate data analysis. Here, in this paper, we present an improved AF design that uses a stochastic pixel pattern with a sinusoidal radial profile to minimize unwanted diffraction effects in the image caused by the sharp edges of the filter bands. We also present a technique in which a pair of AFs with different patterns on two branches of the same probe beam can be used to break the density gradient degeneracy. Both techniques are demonstrated using a synthetic diagnostic and data collected on the OMEGA EP (extended performance) laser.

47 OTHER INSTRUMENTATION↗

Geological activity shapes the microbiome in deep-subsurface aquifers by advection

Subsurface environments host diverse microorganisms in fluid-filled fractures; however, little is known about how geological and hydrological processes shape the subterranean biosphere. Here, we sampled three flowing boreholes weekly for 10 mo in a 1478-m-deep fractured rock aquifer to study the role of fracture activity (defined as seismically or aseismically induced fracture aperture change) and advection on fluid-associated microbial community composition. We found that despite a largely stable deep-subsurface fluid microbiome, drastic community-level shifts occurred after events signifying physical changes in the permeable fracture network. The community-level shifts include the emergence of microbial families from undetected to over 50% relative abundance, as well as the replacement of the community in one borehole by the earlier community from a different borehole. Null-model analysis indicates that the observed spatial and temporal community turnover was primarily driven by stochastic processes (as opposed to deterministic processes). We, therefore, conclude that the observed community-level shifts resulted from the physical transport of distinct microbial communities from other fracture(s) that outpaced environmental selection. Given that geological activity is a major cause of fracture activity and that geological activity is ubiquitous across space and time on Earth, our findings suggest that advection induced by geological activity is a general mechanism shaping the microbial biogeography and diversity in deep-subsurface habitats across the globe.

59 BASIC BIOLOGICAL SCIENCES↗

Cross-scale dynamics and the evolutionary emergence of infectious diseases

When emerging pathogens encounter new host species for which they are poorly adapted, they must evolve to escape extinction. Pathogens experience selection on traits at multiple scales, including replication rates within host individuals and transmissibility between hosts. We analyze a stochastic model linking pathogen growth and competition within individuals to transmission between individuals. Our analysis reveals a new factor, the cross-scale reproductive number of a mutant virion, that quantifies how quickly mutant strains increase in frequency when they initially appear in the infected host population. This cross-scale reproductive number combines with viral mutation rates, single-strain reproductive numbers, and transmission bottleneck width to determine the likelihood of evolutionary emergence, and whether evolution occurs swiftly or gradually within chains of transmission. We find that wider transmission bottlenecks facilitate emergence of pathogens with short-term infections, but hinder emergence of pathogens exhibiting cross-scale selective conflict and long-term infections. Furthermore, our results provide a framework to advance the integration of laboratory, clinical, and field data in the context of evolutionary theory, laying the foundation for a new generation of evidence-based risk assessment of emergence threats.

59 BASIC BIOLOGICAL SCIENCES↗

Reflectance of vegetation, soil, and water

There are no author-identified significant results in this report. This report deals with the selection of the best channels from the 24-channel aircraft data to represent crop and soil conditions. A three-step procedure has been developed that involves using univariate statistics and an F-ratio test to indicate the best 14 channels. From the 14, the 10 best channels are selected by a multivariate stochastic process. The third step involves the pattern recognition procedures developed in the data analysis plan. Indications are that the procedures in use are satsifactory and will extract the desired information from the data.

Wiegand, C. L.↗

An approximate methods approach to probabilistic structural analysis

A major research and technology program in Probabilistic Structural Analysis Methods (PSAM) is currently being sponsored by the NASA Lewis Research Center with Southwest Research Institute as the prime contractor. This program is motivated by the need to accurately predict structural response in an environment where the loadings, the material properties, and even the structure may be considered random. The heart of PSAM is a software package which combines advanced structural analysis codes with a fast probability integration (FPI) algorithm for the efficient calculation of stochastic structural response. The basic idea of PAAM is simple: make an approximate calculation of system response, including calculation of the associated probabilities, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The deterministic solution resulting should give a reasonable and realistic description of performance-limiting system responses, although some error will be inevitable. If the simple model has correctly captured the basic mechanics of the system, however, including the proper functional dependence of stress, frequency, etc. on design parameters, then the response sensitivities calculated may be of significantly higher accuracy.

Mcclung, R. C.↗

Robustness of solutions to a benchmark control problem

The stochastic robustness of solutions to a benchmark control design problem has been analyzed. The analysis quantifies the controllers' stability and performance robustness with structured uncertainties in up to six system parameters. The analysis provides insights about system response that are not readily derived from other robustness criteria, providing a common ground for judging controllers produced by alternative methods.

Stengel, Robert F.↗

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗

Single-Band VLBI Absolute Astrometry

The ionospheric path delay impacts single-band very long baseline interferometry (VLBI) group delays, which limits their applicability for absolute astrometry. I consider two important cases: when observations are made simultaneously in two bands, but delays in only one band are available for a subset of observations and when observations are made at one band design. I developed optimal procedures of data analysis for both cases using Global Navigation Satellite System (GNSS) ionosphere maps, provided a stochastic model that describes ionospheric errors, and evaluated their impact on source position estimates. I demonstrate that the stochastic model is accurate at a level of 15%. I found that using GNSS ionospheric maps as is introduces serious biases in estimates of declination and I developed a procedure that almost eliminates them. I found serendipitously that GNSS ionospheric maps have multiplicative errors and have to be scaled by 0.85 in order to mitigate the declination bias. A similar scale factor was found in comparison of the vertical total electron content from satellite altimetry against GNSS ionospheric maps. I favor interpretation of this scaling factor as a manifestation of the inadequacy of the thin shell model of the ionosphere. I showed that we are able to model the ionospheric path delay to the extent that no noticeable systematic errors emerge and we are able to assess adequately the contribution of the ionosphere-driven random errors on source positions. This makes single-band absolute astrometry a viable option that can be used for source position determination.

Radio astrometry↗

Analysis of subgrid models using direct and large-eddy simulations of isotropic turbulence

Direct and large eddy simulations of forced and decaying isotropic turbulence have been performed using a pseudospectral and a finite-difference code. Subgrid models that include a one-equation subgrid kinetic energy model with and without a stochastic backscatter forcing term and a new scale similarity model have been analyzed in both Fourier space and physical space. The Fourier space analysis showed that the energy transfer across the cutoff wavenumber k(sub c) is dominated by local interaction. The correlation between the exact and the modeled (by a spectral eddy viscosity) nonlinear terms and the subgrid energy transfer in physical space was found to be quite low. In physical space, a similar correlation analysis was carried out using top hat filtering. Results show that the subgrid stress and the energy flux predicted by the subgrid models correlates very well with the exact data. The scale similarity model showed very high correlation for reasonable grid resolution. However, with decrease in grid resolution, the scale similarity model became more uncorrelated, when compared to the kinetic energy subgrid model. The subgrid models were then used for large-eddy simulations for a range of Reynolds number. It was determined that the dissipation was modeled poorly and that the correlation with the exact results was quite low for all the models. In general, for coarse grid resolution, the scale similarity model consistently showed very low correlation while the kinetic energy model showed a relatively higher correlation. These results suggest that to use the scale similarity model relatively fine grid resolution may be required, whereas, the kinetic energy model could be used even in coarse grid.

Menon, S.↗

Narrow band noise as a model of time-dependent accelerations - Study of the stability of a fluid surface in a microgravity environment

We introduce a stochastic model to analyze in quantitative detail the effect of the high frequency components of the residual accelerations onboard spacecraft (often called g-jitter) on fluid motion. The residual acceleration field is modeled as a narrow band noise characterized by three independent parameters: its intensity G squared, a dominant frequency Omega, and a characteristic spectral width tau exp -1. The white noise limit corresponds to Omega tau goes to O, with G squared tau finite, and the limit of a periodic g-jitter (or deterministic limit) can be recovered for Omega tau goes to infinity, G squared finite. The analysis of the response of a fluid surface subjected to a fluctuating gravitational field leads to the stochastic Mathieu equation driven by both additive and multiplicative noise. We discuss the stability of the solutions of this equation in the two limits of white noise and deterministic forcing, and in the general case of narrow band noise. The results are then applied to typical microgravity conditions.

Casademunt, Jaume↗

Stochastic and hybrid-stress plate/shell finite elements for hot-section components

The research effort in the Center for the Advancement of Computational Mechanics at Georgia Tech has two main thrusts. The first of these is the development of special approaches for the numerical stress analysis of solids and structures whose material and geometric properties are uncertain. The second seeks to develop and implement high-efficiency plate and shell elements. The stochastic element method, currently being implemented, will be able to more accurately portray the probabilistic nature of stress, strain, and displacement in actual structures. Current research has provided a hybrid-stress shell element whose behavior is acceptable for aspect ratios as high as 30 to 1. Thus, substantially more complex analyses will be practicable as soon as this element is fully implemented. An additional advantage of the hybrid approach is that it permits more accurate stress-recovery at the upper and lower surfaces of the shell, an important consideration in high thickness-gradient applications. The software associated with the above research is being implemented in the form of extensions to the Nessus code. The hybrid shell element has been successfully tested in several small-deformation elastic analyses. The theoretical formulation of the stochastic elements is essentially complete; its implementation is just beginning.

Atluri, S. N.↗

Analysis of all-frequency variational behavior of the Kirchhoff approximation for a classic surface-scattering model

In testing a stochastic variational principle at high frequencies by using a Kirchhoffean trial function in an idealized model for surface scattering - a randomly embossed plane - we have found not only the predicted high-frequency improvement but also an unexpected low-frequency improvement in the calculated scattering amplitudes. To investigate systematically the all-frequency variational behavior, we consider here the deterministic one-boss case - Rayleigh's classic model whose exact solution is available for comparison - over all wavelengths, polarizations, and configurations of incidence and scattering. We examine analytically in particular the long-wave limit of the variational-Kirchhoff amplitudes; the results demonstrate improvements in both wavelength and angle depedence for horizontal (TM) polarization and some variational improvements for vertical (TE) polarization. This low-frequency behavior in tandem with the foreseen high-frequency improvement leads to good variational-Kirchhoff results through the intermediate resonance-frequency regime for this model.

Bird, J. F.↗

Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen–Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

97 MATHEMATICS AND COMPUTING↗

Multi-Fidelity Active Subspaces for Wind Farm Uncertainty Quantification

Wind plants operate in stochastic environments characterized by complex turbulent flow dynamics and high-dimensional random variables. A key step in uncertainty quantification studies is sensitivity analysis and dimension reduction that can facilitate the development of surrogate models to be used for forward and inverse propagation or optimization under uncertainty. Prior work has shown active subspaces are an effective tool for identifying important directions in the space of stochastic inputs; however, they have only been applied to single-fidelity wind plant models. In this study, we investigate the efficacy of a multi-fidelity active subspace method for analyzing the uncertainty in wind plant power output. The multi-fidelity active subspace estimator offers the promise of increased accuracy in identifying active subspaces as compared to a single-fidelity estimator for the same computational cost, or a reduction in cost for the same accuracy. This makes the study of uncertainty in larger wind plants and with higher fidelity physics tractable. The multi-fidelity active subspace method is applied to gridded and existing wind plant layouts with single and multiple inflow conditions and its performance for surrogate modeling and uncertainty propagation is compared against a single-fidelity active subspace method. This multi-fidelity approach yields substantial computational speedups of 2x - 3.4x across the test cases along with acceptable accuracy in surrogate modeling and computing statistical moments.

active subspace↗

Stochastic Models of Human Errors

Humans play an important role in the overall reliability of engineering systems. More often accidents and systems failure are traced to human errors. Therefore, in order to have meaningful system risk analysis, the reliability of the human element must be taken into consideration. Describing the human error process by mathematical models is a key to analyzing contributing factors. Therefore, the objective of this research effort is to establish stochastic models substantiated by sound theoretic foundation to address the occurrence of human errors in the processing of the space shuttle.

Elshamy, Maged↗

Pyomo.DOE: An open-source package for model-based design of experiments in Python

Predictive mathematical models are a cornerstone of science and engineering. Yet selecting, calibrating, and validating said science-based models often remains an art in practice. Model-based design of experiments (MBDoE) provides a systematic framework to maximize information gain from experiments while minimizing time and resource costs. But MBDoE remains limited to niche application areas, in part because practitioners must integrate expertise in statistics, computational optimization, and modeling. To help reduce this barrier, we introduce Pyomo.DOE, an open-source package for MBDoE. Pyomo.DOE uses a nonlinear sensitivity analysis code k_aug to quickly approximate the Fisher information matrix and leverages a new stochastic programming abstraction. We demonstrate Pyomo.DOE with the first application of MBDoE to fixed-bed breakthrough experiments, which highlights the power of Pyomo.DOE to quantify the value of experimental modifications a priori for large-scale partial differential-algebraic equation (PDAE) models. Here we also provide a mathematical primer on MBDoE targeted at general chemical engineers.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Backup power or bill savings? How electricity tariffs impact residential solar-plus-storage usage in the United States

Adoption of paired solar-plus-storage systems has accelerated in recent years, driven by both the demand for backup power and a desire to manage utility bills. Tradeoffs between those two uses can arise through the reserve setting on the battery storage system, which serves to maintain a minimum state of charge in case of a power interruption. Our paper applies an economic framework to evaluate this tradeoff in terms of changes in bill savings and customer reliability value across reserve levels, considering how those tradeoffs depend on the underlying electricity rate structure and levels. The analysis is based on a representative set of load profiles, solar profiles, tariff designs, and stochastic power interruption events across ten different regions in the United States. We find that the opportunity cost of holding storage capacity in reserve, in terms of foregone bill reductions, outweighs any gains in reliability value from mitigated power interruptions in the majority of customer situations. Higher storage reserve levels increase total customer value only in specific circumstances, such as for customers with inferior reliability (10x average interruptions), with a very high value of lost load ($50/kWh), and with tariff or interconnection rules that disallow grid charging. However, even this result is dampened when considering tariff designs with higher price differentials that increase the opportunity cost of holding storage in reserve (e.g. import/export or time-of-use rates). Allowing grid charging in tariffs essentially eliminates the necessity to hold any storage in reserve in all sensitivity cases explored.

Electric resilience↗