SEARCH · Engineering Papers

Results for “Stochastic Sampling”

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.

SourceResearch connectionFrom yearThrough year

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

At least 451 records · Page 25

All sources NASA NTRS DOE OSTI

DOE OSTI2023

Searching for quasar candidates with periodic variations from the Zwicky Transient Facility: results and implications

ABSTRACT We conduct a systematic search for quasars with periodic variations from the archival photometric data of the Zwicky Transient Facility by cross-matching with the quasar catalogues of the Sloan Digital Sky Survey and Véron-Cetty and Véron. We first select out 184 primitive periodic candidates using the generalized Lomb–Scargle periodogram and autocorrelation function and then estimate their statistical significance of periodicity based on two red-noise models, i.e. damped random walk (DRW) and single power-law (SPL) models. As such, we finally identify 106 (DRW) and 86 (SPL) candidates with the most significant periodic variations out of 143 700 quasars. We further compare DRW and SPL models using Bayes factors, which indicate a relative preference of the SPL model for our primitive sample. We thus adopt the candidates identified with SPL as the final sample and summarize its basic properties. We extend the light curves of the selected candidates by supplying other archival survey data to verify their periodicity. However, only three candidates (with 6–8 cycles of periods) meet the selection criteria. This result clearly implies that, instead of being strictly periodic, the variability must be quasi-periodic or caused by stochastic red-noise. This exerts a challenge to the existing search approaches and calls for developing new effective methods.

Chen, Yong-Jie (ORCID:0000000342807673)↗

DOE OSTI2021

RAVEN Theory Manual

RAVEN is a software framework able to perform parametric and stochastic analysis based on the response of complex system codes. The initial development was aimed at providing dynamic risk analysis capabilities to the thermohydraulic code RELAP-7, currently under development at Idaho National Laboratory (INL). Although the initial goal has been fully accomplished, RAVEN is now a multi-purpose stochastic and uncertainty quantification platform, capable of communicating with any system code. In fact, the provided Application Programming Interfaces (APIs) allow RAVEN to interact with any code as long as all the parameters that need to be perturbed are accessible by input files or via python interfaces. RAVEN is capable of investigating system response and explore input space using various sampling schemes such as Monte Carlo, grid, or Latin hypercube. However, RAVEN strength lies in its system feature discovery capabilities such as: constructing limit surfaces, separating regions of the input space leading to system failure, and using dynamic supervised learning techniques. The development of RAVEN started in 2012 when, within the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program, the need to provide a modern risk evaluation framework arose. RAVEN’s principal assignment is to provide the necessary software and algorithms in order to employ the concepts developed by the Risk Informed Safety Margin Characterization (RISMC) program. RISMC is one of the pathways defined within the Light Water Reactor Sustainability (LWRS) program. In the RISMC approach, the goal is not just to identify the frequency of an event potentially leading to a system failure, but the proximity (or lack thereof) to key safety-related events. Hence, the approach is interested in identifying and increasing the safety margins related to those events. A safety margin is a numerical value quantifying the probability that a safety metric (e.g. peak pressure in a pipe) is exceeded under certain conditions. Most of the capabilities, implemented having RELAP-7 as a principal focus, are easily deployable to other system codes. For this reason, several side activates have been employed (e.g. RELAP5-3D, any MOOSE-based App, etc.) or are currently ongoing for coupling RAVEN with several different software. The aim of this document is to provide a set of commented examples that can help the user to become familiar with the RAVEN code usage.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1993

Numerical experiments with model monophyletic and paraphyletic taxa

The problem of how accurately paraphyletic taxa versus monophyletic (i.e., holophyletic) groups (clades) capture underlying species patterns of diversity and extinction is explored with Monte Carlo simulations. Phylogenies are modeled as stochastic trees. Paraphyletic taxa are defined in an arbitrary manner by randomly choosing progenitors and clustering all descendants not belonging to other taxa. These taxa are then examined to determine which are clades, and the remaining paraphyletic groups are dissected to discover monophyletic subgroups. Comparisons of diversity patterns and extinction rates between modeled taxa and lineages indicate that paraphyletic groups can adequately capture lineage information under a variety of conditions of diversification and mass extinction. This suggests that these groups constitute more than mere "taxonomic noise" in this context. But, strictly monophyletic groups perform somewhat better, especially with regard to mass extinctions. However, when low levels of paleontologic sampling are simulated, the veracity of clades deteriorates, especially with respect to diversity, and modeled paraphyletic taxa often capture more information about underlying lineages. Thus, for studies of diversity and taxic evolution in the fossil record, traditional paleontologic genera and families need not be rejected in favor of cladistically-defined taxa.

Non-NASA Center↗

DOE OSTI2023

Optimization with Neural Network Feasibility Surrogates: Formulations and Application to Security-Constrained Optimal Power Flow

In many areas of constrained optimization, representing all possible constraints that give rise to an accurate feasible region can be difficult and computationally prohibitive for online use. Satisfying feasibility constraints becomes more challenging in high-dimensional, non-convex regimes which are common in engineering applications. A prominent example that is explored in the manuscript is the security-constrained optimal power flow (SCOPF) problem, which minimizes power generation costs, while enforcing system feasibility under contingency failures in the transmission network. In its full form, this problem has been modeled as a nonlinear two-stage stochastic programming problem. In this work, we propose a hybrid structure that incorporates and takes advantage of both a high-fidelity physical model and fast machine learning surrogates. Neural network (NN) models have been shown to classify highly non-linear functions and can be trained offline but require large training sets. In this work, we present how model-guided sampling can efficiently create datasets that are highly informative to a NN classifier for non-convex functions. We show how the resultant NN surrogates can be integrated into a non-linear program as smooth, continuous functions to simultaneously optimize the objective function and enforce feasibility using existing non-linear solvers. Overall, this allows us to optimize instances of the SCOPF problem with an order of magnitude CPU improvement over existing methods.

24 POWER TRANSMISSION AND DISTRIBUTION↗

NASA NTRS1990

Estimation of subpixel vegetation cover using red-infrared scattergrams

The bulk properties of discontinuous vegetation canopies are estimated at subpixel scales by applying the method of moments to a linear stochastic geometric model of canopy-soil reflectance and one set of multispectral observations without ground truth. The procedure involves the formulation of conditional moments for subsets of pixels that possess similar properties and can be identified through their common orientation in red-infrared scattergrams. The analysis is facilitated by assuming geometric similarity among the canopy elements and by formulating a sampling scale ratio in terms of the bulk geometric scales of the canopy and the pixel. Three versions of the method are demonstrated using two simulated scenes and an actual forested watershed for which aerial radiometric data and corresponding ground truth were obtained.

Jasinski, Michael F.↗

DOE OSTI2025

Post-hoc reweighting of hadron production in the Lund string model

We present a method for reweighting flavor selection in the Lund string fragmentation model. This is the process of calculating and applying event weights enabling fast and exact variation of hadronization parameters on pre-generated event samples. The procedure is post hoc, requiring only a small amount of additional information stored per event, and allowing for efficient estimation of hadronization uncertainties without repeated simulation. Weight expressions are derived from the hadronization algorithm itself, and validated against direct simulation for a wide range of observables and parameter shifts. The hadronization algorithm can be viewed as a hierarchical Markov process with stochastic rejections, a structure common to many complex simulations outside of high-energy physics. This perspective makes the method modular, extensible, and potentially transferable to other domains. We demonstrate the approach in Pythia, including both coverage considerations and timing benefits. For the purpose of this paper, our goal is to develop and demonstrate the the formalism, and we therefore exclude several model variations for baryon production (popcorn model, junction production) needed for proton collisions. These will be the topic of a future paper.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

NASA NTRS1999

The NASA/MSFC Global Reference Atmospheric Model: 1999 Version (GRAM-99)

The latest version of Global Reference Atmospheric Model (GRAM-99) is presented and discussed. GRAM-99 uses either (binary) Global Upper Air Climatic Atlas (GUACA) or (ASCII) Global Gridded Upper Air Statistics (GGUAS) CD-ROM data sets, for 0-27 km altitudes. As with earlier versions, GRAM-99 provides complete geographical and altitude coverage for each month of the year. GRAM-99 uses a specially-developed data set, based on Middle Atmosphere Program (MAP) data, for 20-120 km altitudes, and NASA's 1999 version Marshall Engineering Thermosphere (MET-99) model for heights above 90 km. Fairing techniques assure smooth transition in overlap height ranges (20-27 km and 90-120 km). GRAM-99 includes water vapor and 11 other atmospheric constituents (O3, N2O, CO, CH4, CO2, N2, O2, O, A, He and H). A variable-scale perturbation model provides both large-scale (wave) and small-scale (stochastic) deviations from mean values for thermodynamic variables and horizontal and vertical wind components. The small-scale perturbation model includes improvements in representing intermittency ("patchiness"). A major new feature is an option to substitute Range Reference Atmosphere (RRA) data for conventional GRAM climatology when a trajectory passes sufficiently near any RRA site. A complete user's guide for running the program, plus sample input and output, is provided. An example is provided for how to incorporate GRAM-99 as subroutines in other programs (e.g., trajectory codes).

Justus, C. G.↗

NASA NTRS2022

Electron Energization and Thermal to Non-Thermal Energy Partition During Earth's Magnetotail Reconnection

Electrons in earth's magnetotail are energized significantly both in the form of heating and in the form of acceleration to non-thermal energies. While magnetic reconnection is considered to play an important role in this energization, it still remains unclear how electrons are energized and how energy is partitioned between thermal and non-thermal components. Here, we show, based on in situ observations by NASA's magnetospheric multiscale mission combined with multi-component spectral fitting methods, that the average electron energy ε¯(or equivalently temperature) is substantially higher when the locally averaged electric field magnitude |𝐸| is also higher. While this result is consistent with the classification of “plasma-sheet” and “tail-lobe” reconnection during which reconnection is considered to occur on closed and open magnetic field lines, respectively, it further suggests that a stochastic Fermi acceleration in 3D, reconnection-driven turbulence is essential for the production and confinement of energetic electrons in the reconnection region. The puzzle is that the non-thermal power-law component can be quite small even when the electric field is large and the bulk population is significantly heated. The fraction of non-thermal electron energies varies from sample to sample between ∼20% and ∼60%, regardless of the electric field magnitude. Interestingly, these values of non-thermal fractions are similar to those obtained for the above-the-looptop hard x-ray coronal sources for solar flares.

M Oka↗

DOE OSTI2020

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2023

The hidden structure of hydrodynamic transport in random fracture networks

We study the large-scale dynamics and prediction of hydrodynamic transport in random fracture networks. The flow and transport behaviour is characterized by first passage times and displacement statistics, which show heavy tails and anomalous dispersion with a strong dependence on the injection condition. The origin of these behaviours is investigated in terms of Lagrangian velocities sampled equidistantly along particle trajectories, unlike classical sampling strategies at a constant rate. The velocity series are analysed by their copula density, the joint distribution of the velocity unit scores, which reveals a simple, albeit hidden, correlation structure that can be described by a Gaussian copula. Based on this insight, we derive a Langevin equation for the evolution of equidistant particle speeds. In this framework, particle motion is quantified by a stochastic time-domain random walk, the joint density of particle position, and speed satisfies a Klein–Kramers equation. The upscaled theory quantifies particle motion in terms of the characteristic fracture length scale and the distribution of Eulerian flow velocities. That is, it is predictive in the sense that it does not require the a priori knowledge of transport attributes. The upscaled model captures non-Fickian transport features, and their dependence on the injection conditions in terms of the velocity point statistics and average fracture length. It shows that the first passage times and displacement moments are dominated by extremes occurring at the first step. The presented approach integrates the interaction of flow and structure into a predictive model for large-scale transport in random fracture networks.

42 ENGINEERING↗

DOE OSTI2022

Understanding Phase and Interfacial Effects of Spall Fracture in Additively Manufactured Ti-5Al-5V-5Mo-3Cr

Additive manufactured Ti-5Al-5V-5Mo-3Cr (Ti-5553) is being considered as an AM repair material for engineering applications because of its superior strength properties compared to other titanium alloys. Here, we describe the failure mechanisms observed through computed tomography, electron backscatter diffraction (EBSD), and scanning electron microscopy (SEM) of spall damage as a result of tensile failure in as-built and annealed Ti-5553. We also investigate the phase stability in native powder, as-built and annealed Ti-5553 through diamond anvil cell (DAC) and ramp compression experiments. We then explore the effect of tensile loading on a sample containing an interface between a Ti-6Al-V4 (Ti-64) baseplate and additively manufactured Ti-5553 layer. Post-mortem materials characterization showed spallation occurred in regions of initial porosity and the interface provides a nucleation site for spall damage below the spall strength of Ti-5553. Preliminary peridynamics modeling of the dynamic experiments is described. Finally, we discuss further development of Stochastic Parallel PARticle Kinteic Simulator (SPPARKS) Monte Carlo (MC) capabilities to include the integration of alpha (α)-phase and microstructural simulations for this multiphase titanium alloy.

36 MATERIALS SCIENCE↗

NASA NTRS1999

Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components

Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.

Source record↗

DOE OSTI2024

Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties

Quasars are bright and unobscured active galactic nuclei (AGN) thought to be powered by the accretion of matter around supermassive black holes at the centers of galaxies. The temporal variability of a quasar’s brightness contains valuable information about its physical properties. The UV/optical variability is thought to be a stochastic process, often represented as a damped random walk described by a stochastic differential equation (SDE). Upcoming wide-field telescopes such as the Rubin Observatory Legacy Survey of Space and Time (LSST) are expected to observe tens of millions of AGN in multiple filters over a ten year period, so there is a need for efficient and automated modeling techniques that can handle the large volume of data. Latent SDEs are machine learning models well suited for modeling quasar variability, as they can explicitly capture the underlying stochastic dynamics. In this work, we adapt latent SDEs to jointly reconstruct multivariate quasar light curves and infer their physical properties such as the black hole mass, inclination angle, and temperature slope. Our model is trained on realistic simulations of LSST ten year quasar light curves, and we demonstrate its ability to reconstruct quasar light curves even in the presence of long seasonal gaps and irregular sampling across different bands, outperforming a multioutput Gaussian process regression baseline. Our method has the potential to provide a deeper understanding of the physical properties of quasars and is applicable to a wide range of other multivariate time series with missing data and irregular sampling.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS2001

On the Accuracy of Probabilistic Bucking Load Prediction

The buckling strength of thin-walled stiffened or unstiffened, metallic or composite shells is of major concern in aeronautical and space applications. The difficulty to predict the behavior of axially compressed thin-walled cylindrical shells continues to worry design engineers as we enter the third millennium. Thanks to extensive research programs in the late sixties and early seventies and the contributions of many eminent scientists, it is known that buckling strength calculations are affected by the uncertainties in the definition of the parameters of the problem such as definition of loads, material properties, geometric variables, edge support conditions, and the accuracy of the engineering models and analysis tools used in the design phase. The NASA design criteria monographs from the late sixties account for these design uncertainties by the use of a lump sum safety factor. This so-called 'empirical knockdown factor gamma' usually results in overly conservative design. Recently new reliability based probabilistic design procedure for buckling critical imperfect shells have been proposed. It essentially consists of a stochastic approach which introduces an improved 'scientific knockdown factor lambda(sub a)', that is not as conservative as the traditional empirical one. In order to incorporate probabilistic methods into a High Fidelity Analysis Approach one must be able to assess the accuracy of the various steps that must be executed to complete a reliability calculation. In the present paper the effect of size of the experimental input sample on the predicted value of the scientific knockdown factor lambda(sub a) calculated by the First-Order, Second-Moment Method is investigated.

Arbocz, Johann↗

DOE OSTI2021

Quasi-brittle porous material: Simulated effect of stochastic air void structure on compressive strength

Highlights: • A simulation procedure to study the effect of porosity on the compressive strength of a quasi-brittle material is introduced • Based on the simulated results, the relationship between compressive strength and air void fraction (porosity) is presented. • A linear relationship was achieved between the cubic root of porosity and the simulated compressive strength. The effect of porosity comprised of spherical air voids on the compressive strength of quasi-brittle material was studied via simulations. The simulated porous structures were based on pore size distributions of two mortar samples measured by X-ray microtomography. While the simulation method set practical limits on the size of sample, the base of the statistics was established by simulating 128 small structures generated by sampling from pore structures of two mortars. By studying the application of the classical strength-porosity formulas to the simulated data, a new simple model was formed. A linear relationship was achieved between the cubic root of air void fraction (porosity) and the simulated compressive strength. The reasons for scattering of simulated strength around fitted trend remained unresolved in this study; no clear dependence on pore number or other distribution properties was observed. With the presented simulation approach, the dependence of compressive strength on porosity is achieved independently of disturbances that occur in experimental studies creating understanding of compressional behavior of low porosity materials.

36 MATERIALS SCIENCE↗

DOE OSTI2022

Asynchronous Reciprocal Coupling of Martini 2.2 Coarse-Grained and CHARMM36 All-Atom Simulations in an Automated Multiscale Framework

The appeal of multiscale modeling approaches is predicated on the promise of combinatorial synergy. However, this promise can only be realized when distinct scales are combined with reciprocal consistency. Here, we consider multiscale molecular dynamics (MD) simulations that combine the accuracy and macromolecular flexibility accessible to fixed-charge all-atom (AA) representations with the sampling speed accessible to reductive, coarse-grained (CG) representations. AA-to-CG conversions are relatively straightforward because deterministic routines with unique outcomes are achievable. Conversely, CG-to-AA conversions have many solutions due to a surge in the number of degrees of freedom. While automated tools for biomolecular CG-to-AA transformation exist, we find that one popular option, called Backward, is prone to stochastic failure and the AA models that it does generate frequently have compromised protein structure and incorrect stereochemistry. Although these shortcomings can likely be circumvented by human intervention in isolated instances, automated multiscale coupling requires reliable and robust scale conversion. In this work, we detail an extension to Multiscale Machine-learned Modeling Infrastructure (MuMMI), including an improved CG-to-AA conversion tool called sinceCG. This tool is reliable (~98% weakly correlated repeat success rate), automatable (no unrecoverable hangs), and yields AA models that generally preserve protein secondary structure and maintain correct stereochemistry. We describe how the MuMMI framework identifies CG system configurations of interest, converts them to AA representations, and simulates them at the AA scale while on-the-fly analyses provide feedback to update CG parameters. Application to systems containing the peripheral membrane protein RAS and proximal components of RAF kinase on complex eight-component lipid bilayers with ~1.5 million atoms is discussed in the context of MuMMI.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

NASA NTRS1994

Multivariate space - time analysis of PRE-STORM precipitation

This paper presents the methodologies and results of the multivariate modeling and two-dimensional spectral and correlation analysis of PRE-STORM rainfall gauge data. Estimated parameters of the models for the specific spatial averages clearly indicate the eastward and southeastward wave propagation of rainfall fluctuations. A relationship between the coefficients of the diffusion equation and the parameters of the stochastic model of rainfall fluctuations is derived that leads directly to the exclusive use of rainfall data to estimate advection speed (about 12 m/s) as well as other coefficients of the diffusion equation of the corresponding fields. The statistical methodology developed here can be used for confirmation of physical models by comparison of the corresponding second-moment statistics of the observed and simulated data, for generating multiple samples of any size, for solving the inverse problem of the hydrodynamic equations, and for application in some other areas of meteorological and climatological data analysis and modeling.

Polyak, Ilya↗

DOE OSTI2025

Surrogate optimization of variational quantum circuits

Variational quantum eigensolvers are touted as a near-term algorithm capable of impacting many applications. However, the potential has not yet been realized, with few claims of quantum advantage and high resource estimates, especially due to the need for optimization in the presence of noise. Finding algorithms and methods to improve convergence is important to accelerate the capabilities of near-term hardware for VQE or more broad applications of hybrid methods in which optimization is required. To this goal, we look to use modern approaches developed in circuit simulations and stochastic classical optimization, which can be combined to form a surrogate optimization approach to quantum circuits. Using an approximate (classical CPU/GPU) state vector simulator as a surrogate model, we efficiently calculate an approximate Hessian, passed as an input for a quantum processing unit or exact circuit simulator. This method will lend itself well to parallelization across quantum processing units. We demonstrate the capabilities of such an approach with and without sampling noise and a proof-of-principle demonstration on a quantum processing unit utilizing 40 qubits.

Gustafson, Erik J. [RIACS, Mtn. View] (ORCID:00000↗