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NASA NTRS1996

Stochastic Filtering of Rain Profiles Using Radar, Surface-Referenced Radar, or Combined Radar-Radiometer Measurements

This paper describes a computationally efficient nearly optimal Bayesian algorithm to estimate rain (and drop size distribution) profiles, given a radar reflectivity profile at a single attenuating wavelength. In addition to estimating the averages of all the mutually ambiguous combinations of rain parameters that can produce the data observed, the approach also calculates the n-ns uncertainty in its estimates (this uncertainty thus quantifies "the amount of ambiguity" in the "solution"). The paper also describes a more general approach that can make estimates based on a radar reflectivity profile together with an approximate measurement of the path-integrated attenuation, or a radar reflectivity profile and a set of passive microwave brightness temperatures. This more general "combined" algorithm is currently being adapted for the Tropical Rainfall Measuring Mission.

Haddad, Ziad S.↗

NASA NTRS2007

POD Model Reconstruction for Gray-Box Fault Detection

Proper orthogonal decomposition (POD) is the mathematical basis of a method of constructing low-order mathematical models for the "gray-box" fault-detection algorithm that is a component of a diagnostic system known as beacon-based exception analysis for multi-missions (BEAM). POD has been successfully applied in reducing computational complexity by generating simple models that can be used for control and simulation for complex systems such as fluid flows. In the present application to BEAM, POD brings the same benefits to automated diagnosis. BEAM is a method of real-time or offline, automated diagnosis of a complex dynamic system.The gray-box approach makes it possible to utilize incomplete or approximate knowledge of the dynamics of the system that one seeks to diagnose. In the gray-box approach, a deterministic model of the system is used to filter a time series of system sensor data to remove the deterministic components of the time series from further examination. What is left after the filtering operation is a time series of residual quantities that represent the unknown (or at least unmodeled) aspects of the behavior of the system. Stochastic modeling techniques are then applied to the residual time series. The procedure for detecting abnormal behavior of the system then becomes one of looking for statistical differences between the residual time series and the predictions of the stochastic model.

Park, Han↗

NASA NTRS2015

The Effect of Stochastically Varying Creep Parameters on Residual Stresses in Ceramic Matrix Composites

Constituent properties, along with volume fraction, have a first order effect on the microscale fields within a composite material and influence the macroscopic response. Therefore, there is a need to assess the significance of stochastic variation in the constituent properties of composites at the higher scales. The effect of variability in the parameters controlling the time-dependent behavior, in a unidirectional SCS-6 SiC fiber-reinforced RBSN matrix composite lamina, on the residual stresses induced during processing is investigated numerically. The generalized method of cells micromechanics theory is utilized to model the ceramic matrix composite lamina using a repeating unit cell. The primary creep phases of the constituents are approximated using a Norton-Bailey, steady state, power law creep model. The effect of residual stresses on the proportional limit stress and strain to failure of the composite is demonstrated. Monte Carlo simulations were conducted using a normal distribution for the power law parameters and the resulting residual stress distributions were predicted.

residual stress↗

NASA NTRS2015

The Effect of Stochastically Varying Creep Parameters on Residual Stresses in Ceramic Matrix Composites

processing↗

DOE OSTI2023

Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, including many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process using exact (as opposed to variational) analysis. We relate the theory to the existing continuous-state Gaussian diffusion as well as other approaches to discrete diffusion, and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce “Blackout Diffusion”, which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10, Binarized MNIST, and CelebA datasets confirm the feasibility of our approach. Generalizing from specific (Gaussian) forward processes to discrete-state processes without a variational approximation sheds light on how to interpret diffusion models, which we discuss.

Santos, Javier E.↗

DOE OSTI2026

Muon tracking in a LiquidO opaque scintillator detector

LiquidO is an innovative radiation detector concept. The core idea is to exploit stochastic light confinement in a highly scattering medium to self-segment the detector volume. In this paper, we demonstrate event-by-event muon tracking in a LiquidO opaque scintillator detector prototype. The detector consists of a 30 mm cubic scintillator volume instrumented with 64 wavelength-shifting fibres arranged in an 8 × 8 grid with a 3.2 mm pitch and read out by silicon photomultipliers. A wax-based opaque scintillator with a scattering length of approximately 0.5 mm is used. The tracking performance of this LiquidO detector is characterised with cosmic-ray muons and the position resolution is demonstrated to be 450 μm per row of fibres. These results highlight the potential of LiquidO opaque scintillator detectors to achieve fine spatial resolution, enabling precise particle tracking and imaging.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2022

Impact of nuclear data covariance libraries on uncertainty quantification of sodium cooled fast reactor simulation

Uncertainty quantification in core modelling to assess reactor performance is a regular practice to identify design safety limits. Best-estimate plus uncertainty (BEPU) methods are commonly used to propagate uncertainties to core responses from input parameters, characterized by variance-covariance libraries. This study evaluates the impact of different covariance libraries on the uncertainty associated with core safety parameters and their propagation through reactor transient modelling for a metallic core (ABR-1000). The COMAC-1.0, COMMARA-2.0, and COMMARA-2.1 covariance libraries are used to propagate nuclear data uncertainties to neutron feedback coefficients using the Generalized Perturbation Theory, then through transient safety analyses to establish the confidence interval for safety performance of the reactor using stochastic sampling. The considered transients include Unprotected Transient Over Power and Unprotected Loss Of Flow. Most influential nuclide and reaction pairs in different variance-covariance libraries are identified and their impact on the uncertainty of safety parameters are evaluated. Significant differences were observed between uncertainties from COMAC compared to COMMARA libraries. Uncertainties from COMMARA libraries were consistently larger than COMAC for all cases. For structure, coolant density feedback coefficients and control rod worth, total nuclear data uncertainties were approximately 50% larger for COMMARA than COMAC. Differences were also observed in identification of top contributors of uncertainty in terms of reaction-cross sections. For instance, largest contribution to total uncertainty of radial expansion coefficient from COMMARA-2.0 and 2.1 originates from Na{sup 23} P1 Elastic cross section (0.81%) but from Pu{sup 239} Fission (0.53%) with COM C-1.0. Such differences are evaluated in this research for all quantities of interest. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

NASA NTRS1994

Electromagnetic and corpuscular emission from the solar flare of 1991 June 15: Continuous acceleration of relativistic particles

Data on X-, gamma-ray, optical and radio emission from the 1991 June 15 solar flare are considered. We have calculated the spectrum of protons that produces gamma-rays during the gradual phase of the flare. The primary proton spectrum can be described as a Bessel-function-type up to 0.8 GeV and a power law with the spectral index approximately equal to 3 from 0.8 up to 10 GeV or above. We have also analyzed data on energetic particles near the Earth. Their spectrum differed from that of primary protons producing gamma-ray line emission. In the gradual phase of the flare additional pulses of energy release occurred and the time profiles of cm-radio emission and gamma-rays in the 0.8-10 MeV energy band and above 50 MeV coincided. A continuous and simultaneous stochastic acceleration of the protons and relativistic electrons at the gradual phase of the flare is considered as a natural explanation of the data.

Kocharov, L. G.↗

NASA NTRS1994

Inter-Agency Consultative Group for Space Science (IACG): Handbook of Missions and Payloads

The ACE spacecraft design is based on the Charge Composition Explorer (CCE) built by Johns Hopkins University (JHU) and the Applied Physics Lab (APL) for the AMPTE program. ACE is designed as a spinning spacecraft with its spin axis aligned to the Earth-Sun axis. The ACE launch weight will be approx. 633 kg, including 105 kg of scientific instruments and 184 kg of propellant. Using a Delta-class expendable launch vehicle, ACE will be launched into an L1 libration point (240 R(sub e)) orbit. Telemetry will be 6.7 kbps average, using tape recorder storage with daily readout to DSN. The experiment power requirement is approximately 76 W nominal and 96 W peak. The prime objective of the ACE mission is: (1) to determine accurate elemental and isotropic abundances including solar matter, local interstellar matter and local galactic matter; (2) to study the origin of elements and evolutionary processing in galactic nucleosynthesis, galactic evolution, origin and evolution of the solar system; (3) to study coronal formation and solar-wind acceleration processes; and (4) to study particle acceleration and transport, including coronal shock acceleration, stochastic flare acceleration, interplanetary shock acceleration, and interstellar acceleration and propagation. To accomplish this objective, ACE will perform comprehensive and coordinated determinations of the elemental and isotopic composition of energetic nuclei accelerated on the Sun, in interplanetary space, and from galactic sources. These observations will span five decades in energy, from solar wind to galactic cosmic ray energies, and will cover the element range from H-1 to Zr-40. Comparison of these samples of matter will be used to study the origin and subsequent evolution of both solar system and galactic material by isolating the effects of fundamental processes that include nucleosynthesis, charged and neutral particle separation, bulk plasma acceleration, and the acceleration of suprathermal and high-energy particles.

Source record↗

DOE OSTI2023

Predicting rare events using neural networks and short-trajectory data

Estimating the likelihood, timing, and nature of events is a major goal of modeling stochastic dynamical systems. When the event is rare in comparison with the timescales of simulation and/or measurement needed to resolve the elemental dynamics, accurate prediction from direct observations becomes challenging. In such cases a more effective approach is to cast statistics of interest as solutions to Feynman-Kac equations (partial differential equations). Here, we develop an approach to solve Feynman-Kac equations by training neural networks on short-trajectory data. Our approach is based on a Markov approximation but otherwise avoids assumptions about the underlying model and dynamics. This makes it applicable to treating complex computational models and observational data. Additionally, we illustrate the advantages of our method using a low-dimensional model that facilitates visualization, and this analysis motivates an adaptive sampling strategy that allows on-the-fly identification of and addition of data to regions important for predicting the statistics of interest. Finally, we demonstrate that we can compute accurate statistics for a 75-dimensional model of sudden stratospheric warming. This system provides a stringent test bed for our method.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2009

The Principle of Energetic Consistency

A basic result in estimation theory is that the minimum variance estimate of the dynamical state, given the observations, is the conditional mean estimate. This result holds independently of the specifics of any dynamical or observation nonlinearity or stochasticity, requiring only that the probability density function of the state, conditioned on the observations, has two moments. For nonlinear dynamics that conserve a total energy, this general result implies the principle of energetic consistency: if the dynamical variables are taken to be the natural energy variables, then the sum of the total energy of the conditional mean and the trace of the conditional covariance matrix (the total variance) is constant between observations. Ensemble Kalman filtering methods are designed to approximate the evolution of the conditional mean and covariance matrix. For them the principle of energetic consistency holds independently of ensemble size, even with covariance localization. However, full Kalman filter experiments with advection dynamics have shown that a small amount of numerical dissipation can cause a large, state-dependent loss of total variance, to the detriment of filter performance. The principle of energetic consistency offers a simple way to test whether this spurious loss of variance limits ensemble filter performance in full-blown applications. The classical second-moment closure (third-moment discard) equations also satisfy the principle of energetic consistency, independently of the rank of the conditional covariance matrix. Low-rank approximation of these equations offers an energetically consistent, computationally viable alternative to ensemble filtering. Current formulations of long-window, weak-constraint, four-dimensional variational methods are designed to approximate the conditional mode rather than the conditional mean. Thus they neglect the nonlinear bias term in the second-moment closure equation for the conditional mean. The principle of energetic consistency implies that, to precisely the extent that growing modes are important in data assimilation, this term is also important.

Cohn, Stephen E.↗

DOE OSTI2026

Is the Matrix Completion of Reduced Density Matrices Unique?

Reduced density matrices are central to describing observables in many-body quantum systems. In electronic structure theory, the two-particle reduced density matrix (2-RDM) suffices to determine the energy and other key properties. Recent work has used matrix completion, leveraging the low-rank structure of RDMs and approximate theoretical models, to reconstruct the 2-RDM from partial data and thus reduce the computational cost. However, matrix completion is, in general, an under-determined problem. Revisiting Rosina’s theorem (Rosina, M. Queen’s Papers on Pure and Applied Mathematics , 1968, No. 11, 369), we here show that the matrix completion is unique under certain conditions, identifying the subset of 2-RDM elements that enables its exact reconstruction from incomplete information. Building on this, we introduce a hybrid quantum–stochastic algorithm that achieves exact matrix completion, demonstrated through applications to the Fermi–Hubbard model.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2025

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗

DOE OSTI2022

An efficient method to propagate model uncertainty when inverting seismic data for time domain seismic moment tensors

SUMMARY We present a computationally efficient method to approximately propagate uncertainty when linearly inverting seismic data for point source, time variable moment tensor components. The method is based on the assumption that the data residual, given by the difference between the observed seismic data and the data predicated by a linear inversion, contains the effects of both data and model uncertainty. Our method uses a distribution of data residuals, added directly to the data, in a pseudo-Monte Carlo scheme. Using the assumption that the data residual is a stochastic process, we use the well-known Karhunen–Loève (KL) theorem to construct a distribution of data residuals, where the required basis functions are constructed using Fourier series. The Fourier series are scaled by a product of a random variable and the real-valued spectral amplitudes of the original data residual’s spectrum. Thus, the Fourier series and spectral amplitudes are eigenfunction-eigenvalue pairs used in the KL-based construction of data residual distribution. Using tests with synthetic data, we show that our method compares closely with a Finite Difference Monte Carlo (FDMC) method that we presented previously. More importantly, the method presented here is computationally several orders of magnitude faster than our previous FDMC method, and requires no a priori assumptions of model and/or data uncertainty.

Poppeliers, Christian (ORCID:0000000159526849)↗

NASA NTRS1981

Blue compact dwarf galaxies. I - Neutral hydrogen observations of 115 galaxies

HI observations are reported for a sample of 115 blue compact dwarf (M sub B greater than approximately -18) galaxies or 'extragalactic H II regions' chosen mostly from the objective prism surveys of Markarian (1967-1974) and Haro (1956), with a few objects from Zwicky (1971) and other investigators. Ninety-three galaxies are detected. H I profiles, neutral hydrogen masses, total masses, and all available optical data are given for the 115 galaxies in a consistent and homogeneous system and in a useful format for statistical studies. The data are used in a companion paper to study the stochastic mode of star formation in galaxies.

Thuan, T. X.↗

NASA NTRS1995

Filtering Image Records Using Wavelets and the Zakai Equation

Consider the problem of detecting and localizing a faint object moving In an "essentially stationary" background, using a sequence of two-dimensional low-SNR images of the scene. A natural approach consists of "digitizing" each snapshot into a discrete set of observations, sufficiently (perhaps not exactly) matched to the object In question, then tracking the object using an appropriate stochastic filter. The tracking would be expected to make up for the low signal-to-noise ratio, this allowing one to "coherently" process successive images in order to beat down the noise and localize the object. Thus, "tracking" here does not refer to the usual notion of detecting then tracking: rather, we track in order to detect The problem then becomes one of choosing the appropriate image representation as well as the optimal (and necessarily nonlinear filter. We propose exact and approximate solutions using wavelets and the Zakai equation. The smoothness of the wavelets used is required in the derivation of the evolution equation for the conditional density giving the filter, and their orthogonality makes it possible to carry out actual computations of the Ito- and change-of-gauge-terms in the algorithm effectively.

Haddad, Ziad S.↗

NASA NTRS2010

Navier-Stokes Dynamics by a Discrete Boltzmann Model

This work investigates the possibility of particle-based algorithms for the Navier-Stokes equations and higher order continuum approximations of the Boltzmann equation; such algorithms would generalize the well-known Pullin scheme for the Euler equations. One such method is proposed in the context of a discrete velocity model of the Boltzmann equation. Preliminary results on shock structure are consistent with the expectation that the shock should be much broader than the near discontinuity predicted by the Pullin scheme, yet narrower than the prediction of the Boltzmann equation. We discuss the extension of this essentially deterministic method to a stochastic particle method that, like DSMC, samples the distribution function rather than resolving it completely.

Rubinstein, Robet↗

DOE OSTI2023

A data-driven framework for permeability prediction of natural porous rocks via microstructural characterization and pore-scale simulation

Understanding the microstructure–property relationships of porous media is of great practical significance, based on which macroscopic physical properties can be directly derived from measurable microstructural informatics. However, establishing reliable microstructure–property mappings in an explicit manner is difficult, due to the intricacy, stochasticity, and heterogeneity of porous microstructures. In this paper, a data-driven computational framework is presented to investigate the inherent microstructure–permeability linkage for natural porous rocks, where multiple techniques are integrated together, including microscopy imaging, stochastic reconstruction, microstructural characterization, pore-scale simulation, feature selection, and data-driven modeling. A large number of 3D digital rocks with a wide porosity range are acquired from microscopy imaging and stochastic reconstruction techniques. A broad variety of morphological descriptors are used to quantitatively characterize pore microstructures from different perspectives, and they compose the raw feature pool for feature selection. Here high-fidelity lattice Boltzmann simulations are conducted to resolve fluid flow passing through porous media, from which reliable permeability references are obtained. The optimal feature set that best represents permeability is identified through a performance-oriented feature selection process, upon which a cost-effective surrogate model is rapidly fitted to approximate the microstructure-permeability mapping via data-driven modeling. This surrogate model exhibits great advantages over empirical/analytical formulas in terms of prediction accuracy and generalization capacity, which can predict reliable permeability values spanning four orders of magnitude. Besides, feature selection also greatly enhances the interpretability of the data-driven prediction model, from which new insights into the mechanism of how microstructural characteristics determine intrinsic permeability are obtained.

58 GEOSCIENCES↗