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At least 451 records · Page 25

Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗

The Net Decay Time of Anomalies in Concentrations of Atmospheric Pollutants

This paper introduces a new parameter to characterize the random component in temporal variability of atmospheric pollutants and proposes a simple statistical technique for its evaluation. That parameter is the net decay time (or the time scale) of the local anomalies in concentrations of atmospheric pollutants, rather than the traditionally used chemical lifetimes of total amounts of the species. Using widely available data of hourly multi-year surface trace gas pollutant concentrations we demonstrate a simplified way to estimate the net decay time with an exponential approximation of lag-correlation functions. We assessed the decay times of fluctuations in observations of eight atmospheric pollutants (SO2, NO, NO2, NOy, O3, CO, NH3, and HNO3) at two urban sites and one cleaner rural site in the Eastern US. The time scales of temporal fluctuations (net decay times) vary from about one hour to slightly more than one day. These scales are generally much shorter in urban environments than in remote regions. We also compared day- and night-time observations in warm and cold seasons. At night in the cold season, time scales of fluctuations in atmospheric pollutants are usually the longest. Such estimates should be useful to air quality prediction, public health, and satellite remote sensing research communities.

air quality prediction↗

Probabilistic Look-ahead Contingency Analysis Integration with Commercial Tool and Practical Data

This paper presents an initial effort of integrating a smart sampling-based probabilistic look-ahead contingency analysis algorithm with General Electric (GE) Grid Solutions’ commercial energy management system (EMS) tool as a proof-of-concept for a seamless research tool integration using real world large-scale grid data. With the increasing impact of random forces such as variable generation and load, their stochastic behaviors cannot be ignored. However, the current practices are still dominated by deterministic tools. They are becoming increasingly inadequate for the future grid. The developed look-ahead contingency analysis algorithm incorporates forecast errors of variable energy and load to address the challenges brought by the increasing uncertainty of power system. The algorithm can reveal the potential violations caused by the variance of variable energy and load that are not normally detected by traditional deterministic approaches. To test its performance under practical environments ( real data with real commercial tool), significant efforts have been made to prepare test cases, modify GE EMS tool, and adapt an extreme value distribution algorithm to analyze the GE EMS’s violation-only outputs. The test results clearly demonstrate the effectiveness of the developed algorithm as new transformer violations that were not previously detected have been identified. This performance provides better situational awareness to engineers for their decision-making process under uncertainty. Moreover, with the discussion of computational performance and future work, this paper has shown a clear path for integrating the probabilistic algorithm with commercial tools to make us better equipped for the changing power system.

Modeling and simulation of power systems, constrai↗

A Provably Accurate Randomized Sampling Algorithm for Logistic Regression

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we present a simple, randomized sampling-based algorithm for logistic regression problem that guarantees high-quality approximations to both the estimated probabilities and the overall discrepancy of the model. Our analysis builds upon two simple structural conditions that boil down to randomized matrix multiplication, a fundamental and well-understood primitive of randomized numerical linear algebra. We analyze the properties of estimated probabilities of logistic regression when leverage scores are used to sample observations, and prove that accurate approximations can be achieved with a sample whose size is much smaller than the total number of observations. To further validate our theoretical findings, we conduct comprehensive empirical evaluations. Overall, our work sheds light on the potential of using randomized sampling approaches to efficiently approximate the estimated probabilities in logistic regression, offering a practical and computationally efficient solution for large-scale datasets.

Chowdhury, Agniva↗

A Universal Power-law Prescription for Variability from Synthetic Images of Black Hole Accretion Flows

We present a framework for characterizing the spatiotemporal power spectrum of the variability expected from the horizon-scale emission structure around supermassive black holes, and we apply this framework to a library of general relativistic magnetohydrodynamic (GRMHD) simulations and associated general relativistic ray-traced images relevant for Event Horizon Telescope (EHT) observations of Sgr A*. We find that the variability power spectrum is generically a red-noise process in both the temporal and spatial dimensions, with the peak in power occurring on the longest timescales and largest spatial scales. When both the time-averaged source structure and the spatially integrated light-curve variability are removed, the residual power spectrum exhibits a universal broken power-law behavior. On small spatial frequencies, the residual power spectrum rises as the square of the spatial frequency and is proportional to the variance in the centroid of emission. Beyond some peak in variability power, the residual power spectrum falls as that of the time-averaged source structure, which is similar across simulations; this behavior can be naturally explained if the variability arises from a multiplicative random field that has a steeper high-frequency power-law index than that of the time-averaged source structure. We briefly explore the ability of power spectral variability studies to constrain physical parameters relevant for the GRMHD simulations, which can be scaled to provide predictions for black holes in a range of systems in the optically thin regime. We present specific expectations for the behavior of the M87* and Sgr A* accretion flows as observed by the EHT.

79 ASTRONOMY AND ASTROPHYSICS↗

Four-D global reference atmosphere technical description, part 1

An empirical atmospheric model was developed which generates values for pressure, density, temperature, and winds from surface levels to orbital altitudes. The output parameters consist of components for: (1) latitude, longitude, and altitude dependent monthly and annual means; (2) quasi-biennial oscillations; and (3) random perturbations to simulate partially the variability due to synoptic, diurnal, planetary wave, and gravity wave variations. Quasi-biennial and random variation perturbations are computed from parameters determined from various empirical studies and are added to the monthly mean values. This model has been developed as a computer program called PROFILE which can be used to generate altitude profiles of atmospheric parameters along any simulated trajectory through the atmosphere. The PROFILE program was developed for design applications in the space shuttle program. Other applications of the model are discussed, such as for global circulation and diffusion studies, and for generating profiles for comparison with other atmospheric measurement techniques, (e.g. satellite measured temperature profiles).

Justus, C. G.↗

Monte Carlo investigation of thrust imbalance of solid rocket motor pairs

The Monte Carlo method of statistical analysis is used to investigate the theoretical thrust imbalance of pairs of solid rocket motors (SRMs) firing in parallel. Sets of the significant variables are selected using a random sampling technique and the imbalance calculated for a large number of motor pairs using a simplified, but comprehensive, model of the internal ballistics. The treatment of burning surface geometry allows for the variations in the ovality and alignment of the motor case and mandrel as well as those arising from differences in the basic size dimensions and propellant properties. The analysis is used to predict the thrust-time characteristics of 130 randomly selected pairs of Titan IIIC SRMs. A statistical comparison of the results with test data for 20 pairs shows the theory underpredicts the standard deviation in maximum thrust imbalance by 20% with variability in burning times matched within 2%. The range in thrust imbalance of Space Shuttle type SRM pairs is also estimated using applicable tolerances and variabilities and a correction factor based on the Titan IIIC analysis.

Sforzini, R. H.↗

Scattering from nonspherical Chebyshev particles. III - Variability in angular scattering patterns

Shape-induced variability in the scattered intensity from randomly oriented nonspherical particles is studied. A comparison is made between bands of shape-induced variability for six size intervals within the size parameter range of 1 to 20 and corresponding spherical intensities. It is found that averaging spherical intensities over narrow size ranges produces effects that are qualitatively similar to a slightly distorted single sphere. The results also show that, for Chebyshev particles which are neither small nor large compared to the wavelength, shape-induced variability is often comparable to the mean.

Mugnai, Alberto↗

The reflection of impulses from a nonlinear random sea

A model of the reflection of radar impulses from the sea at near-vertical incidence is used to account for non-Gaussian ocean waves statistics. The joint probability density function (pdf), of wave height and slope, is calculated according to the theory of Longuet-Higgins (1963) on the distribution of variables in a 'weakly nonlinear' random era. The long-crested approximation is made, a Phillips wave spectrum is assumed, and the Gram-Charlier series is truncated after skewness terms. It is found that the height and height-slope skewness coefficients bear the ratio 1:2 and that the derived impulse response and conditional cross section versus wave height are in excellent agreement with previous observations. Finally, it is suggested that the empirically determined and theoretically predicted sea state bias be corrected for in the routine processing of satellite radar altimeter data.

Jackson, F. C.↗

Missing Data and Multiple Imputation: An Unbiased Approach

The default method of dealing with missing data in statistical analyses is to only use the complete observations (complete case analysis), which can lead to unexpected bias when data do not meet the assumption of missing completely at random (MCAR). For the assumption of MCAR to be met, missingness cannot be related to either the observed or unobserved variables. A less stringent assumption, missing at random (MAR), requires that missingness not be associated with the value of the missing variable itself, but can be associated with the other observed variables. When data are truly MAR as opposed to MCAR, the default complete case analysis method can lead to biased results. There are statistical options available to adjust for data that are MAR, including multiple imputation (MI) which is consistent and efficient at estimating effects. Multiple imputation uses informing variables to determine statistical distributions for each piece of missing data. Then multiple datasets are created by randomly drawing on the distributions for each piece of missing data. Since MI is efficient, only a limited number, usually less than 20, of imputed datasets are required to get stable estimates. Each imputed dataset is analyzed using standard statistical techniques, and then results are combined to get overall estimates of effect. A simulation study will be demonstrated to show the results of using the default complete case analysis, and MI in a linear regression of MCAR and MAR simulated data. Further, MI was successfully applied to the association study of CO2 levels and headaches when initial analysis showed there may be an underlying association between missing CO2 levels and reported headaches. Through MI, we were able to show that there is a strong association between average CO2 levels and the risk of headaches. Each unit increase in CO2 (mmHg) resulted in a doubling in the odds of reported headaches.

Foy, M.↗

Design and Calibration of Autonomous Coherent Doppler Lidar for Space Missions

Developed a new algorithm for the simulation of three dimensional homogeneous turbulent velocity fields. For typical atmospheric conditions it is impossible to produce a simulated velocity field that simultaneously satisfy a given spatial correlation and the corresponding spatial spectrum because of spectral aliasing. The new algorithms produce a turbulent velocity field which has accurate spatial correlations which is required for performance predictions from space-based systems. Developed a new algorithm for extracting the spatial statistics of the atmospheric velocity field using coherent Doppler lidar. The performance of the algorithm was compared with past methods and the new algorithm produces useful results for space-based data, which was not possible before. Developed new methods for verification of the errors in ground-based and space-based Doppler lidar wind measurements. These new methods do not require independent in situ data. This is an important issue for the verification of space-based Doppler lidar measurements of the global wind field. The performance of the new algorithm was compared with past results for both space-based and ground-based operation. The new algorithm has the best performance and is the only algorithm that performed satisfactory for spacebased operation. The performance of coherent Doppler lidar for a space missions with various scanning geometries was determined using computer simulation which contained the effects of random instrumental velocity errors, wind shear, wind variability along the range-gate and from shot-to-shot, and random variations in atmospheric aerosol backscatter over the measurement volume. The bias in the velocity estimates was small and the accuracy in the is typically less than 0.5 m/s for high signal conditions. For a large number of shot per velocity estimate, the threshold signal level for acceptable estimates is proportional to the number of shots to the minus one half power. This agrees with previous results determined for ground-based measurements. The use of multi-element optical detectors for autonomous operation of coherent Doppler lidar was shown to be a very promising technique. Optimal detector geometries were determined by computer simulation of performance: for ground-based testing with a fixed calibration target and for space-based operation using the random surface returns. The effects of refractive turbulence on ground-based calibration of coherent Doppler lidar was determined by computer simulations and compared with theoretical predictions. New techniques were required to correctly predict performance for the focused beam geometry commonly used for verification of space-based operation. An improved velocity estimator was evaluated for space-based applications were signal shot measurements are used to produce vector wind measurements. This permits more accurate measurements when the signal level is not known a priori or not available from multiple shot measurements. The average Doppler lidar signal spectrum including the effects of velocity turbulence was derived and calculated. This permits new estimation algorithms for turbulence based on spectral estimates. In situ atmospheric measurements were conducted and analyzed using an instrumented kite-platform. This work helps provide the required in situ data for verification of Doppler lidar velocity statistics.

Frehlich, Rod G.↗

An approximate analysis of delay for fixed and variable length packets in an unslotted ALOHA channel

In this paper we compute the mean delay for an unslotted ALOHA random access channel for both fixed and variable length packets. The analysis is based on the concept of a user cycle and obtains steady state results. When the channel is 'stable', the results seem quite accurate. The input parameters to the model are the number of users, the mean think time, and mean retransmission time. The model yields total traffic, throughput and delay but only the latter is emphasized here. Because of the steady state nature of the analysis, no information is obtained on stability. The results are verified by simulation.

Ferguson, M. J.↗

Uncertainty Analysis of the CE-22 Advanced Nozzle Test Facility

This paper presents methods and results of a detailed measurement uncertainty analysis that was performed for the Advanced Nozzle Test Facility, CE-22, located at the NASA Glenn Research Center. Results for the uncertainty in thrust and flow coefficients, in addition to other variables of interest, are provided. Results are presented separately as random uncertainty (characterizing errors inherent to instrument or measurement environment, impacting repeatability), systematic uncertainty (capturing inaccuracies due to measurement process, calibration, installation effects or other sources which may introduce bias), and total combined uncertainty. The statistical methods and engineering judgments used to estimate elemental uncertainties are described. The analysis tool MANTUS (Measurement Analysis Tool for Uncertainty in Systems) was used to quantify instrumentation system uncertainty, and statistical analysis and engineering judgment were used to quantify other random and systematic uncertainty sources. The Monte Carlo method was used to propagate systematic and random elemental uncertainties to determine the uncertainties of various calculated variables of interest.

data quality↗

Combining remotely sensed and other measurements for hydrologic areal averages

A method is described for combining measurements of hydrologic variables of various sampling geometries and measurement accuracies to produce an estimated mean areal value over a watershed and a measure of the accuracy of the mean areal value. The method provides a means to integrate measurements from conventional hydrological networks and remote sensing. The resulting areal averages can be used to enhance a wide variety of hydrological applications including basin modeling. The correlation area method assigns weights to each available measurement (point, line, or areal) based on the area of the basin most accurately represented by the measurement. The statistical characteristics of the accuracy of the various measurement technologies and of the random fields of the hydrologic variables used in the study (water equivalent of the snow cover and soil moisture) required to implement the method are discussed.

Johnson, E. R.↗

Interactions Between Climate Mean and Variability Drive Future Agroecosystem Vulnerability

ABSTRACT Agriculture is crucial for global food supply and dominates the Earth's land surface. It is unknown, however, how slow but relentless changes in climate mean state, versus random extreme conditions arising from changing variability , will affect agroecosystems' carbon fluxes, energy fluxes, and crop production. We used an advanced weather generator to partition changes in mean climate state versus variability for both temperature and precipitation, producing forcing data to drive factorial‐design simulations of US Midwest agricultural regions in the Energy Exascale Earth System Model. We found that an increase in temperature mean lowers stored carbon, plant productivity, and crop yield, and tends to convert agroecosystems from a carbon sink to a source, as expected; it also can cause local to regional cooling in the earth system model through its effects on the Bowen Ratio. The combined effect of mean and variability changes on carbon fluxes and pools was nonlinear, that is, greater than each individual case. For instance, gross primary production reduces by 9%, 1%, and 13% due to change in mean temperature, change in temperature variability, and change in both temperature mean and variability, respectively. Overall, the scenario with change in both temperature and precipitation means leads to the largest reduction in carbon fluxes (−16% gross primary production), carbon pools (−35% vegetation carbon), and crop yields (−33% and −22% median reduction in yield for corn and soybean, respectively). By unambiguously parsing the effects of changing climate mean versus variability and quantifying their nonadditive impacts, this study lays a foundation for more robust understanding and prediction of agroecosystems' vulnerability to 21st‐century climate change.

54 ENVIRONMENTAL SCIENCES↗

An increase in marine heatwaves without significant changes in surface ocean temperature variability

Marine heatwaves (MHWs)—extremely warm, persistent sea surface temperature (SST) anomalies causing substantial ecological and economic consequences—have increased worldwide in recent decades. Concurrent increases in global temperatures suggest that climate change impacted MHW occurrences, beyond random changes arising from natural internal variability. Moreover, the long-term SST warming trend was not constant but instead had more rapid warming in recent decades. Here we show that this nonlinear trend can—on its own—appear to increase SST variance and hence MHW frequency. Using a Linear Inverse Model to separate climate change contributions to SST means and internal variability, both in observations and CMIP6 historical simulations, we find that most MHW increases resulted from regional mean climate trends that alone increased the probability of SSTs exceeding a MHW threshold. Our results suggest the need to carefully attribute global warming-induced changes in climate extremes, which may not always reflect underlying changes in variability.

54 ENVIRONMENTAL SCIENCES↗

Subsampling of Parametric Models with Bifidelity Boosting

Least squares regression is a ubiquitous tool for building emulators (a.k.a. surrogate models) of problems across science and engineering for purposes such as design space exploration and uncertainty quantification. When the regression data are generated using an experimental design process (e.g., a quadrature grid) involving computationally expensive models, or when the data size is large, sketching techniques have shown promise at reducing the cost of the construction of the regression model while ensuring accuracy comparable to that of the full data. However, random sketching strategies, such as those based on leverage scores, lead to regression errors that are random and may exhibit large variability. To mitigate this issue, we present a novel boosting approach that leverages cheaper, lower-fidelity data of the problem at hand to identify the best sketch among a set of candidate sketches. This in turn specifies the sketch of the intended high-fidelity model and the associated data. We provide theoretical analyses of this bifidelity boosting (BFB) approach and discuss the conditions the low- and high-fidelity data must satisfy for a successful boosting. In doing so, we derive a bound on the residual norm of the BFB sketched solution relating it to its ideal, but computationally expensive, high-fidelity boosted counterpart. Finally, empirical results on both manufactured and PDE data corroborate the theoretical analyses and illustrate the efficacy of the BFB solution in reducing the regression error, as compared to the nonboosted solution.

97 MATHEMATICS AND COMPUTING↗

iRF v2.0

A predictive, stable, and interpretable machine learning tool: the iterative random forest algorithm (iRF). iRF discovers high-order interactions among variables with the same order of computational cost as random forests (RF). We have demonstrated the utility of iRF in several applications in the biological and environmental sciences. It is a general purpose machine learning framework for building "explainable" predictive engines.

Brown, JamesB.↗