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At least 487 records · Page 27

Testing a dynamical model for mid-latitude sea surface temperature anomalies

The present investigation is concerned with the development and testing of a dynamical model for sea surface temperature (SST) anomalies in the midlatitudes. The model is an extension of the stochastic forcing model, suggested by Frankignoul and Hasselmann (1977), in which SST anomalies arise naturally as a response of the slowly varying upper ocean to the rapidly varying air-sea fluxes. The conducted analysis confirms strongly the validity of this model. The results suggest that advection by mean ocean currents plays an important role in some regions. Attention is given to the governing equations, a statistical model, SST anomaly advection, heat flux anomalies, wind-driven mass transport in the mixed layer, mixed-layer depth, aspects of model testing, and the atmospheric forcing.

Frankignoul, C.↗

Physical Models of Layered Polar Firn Brightness Temperatures from 0.5 to 2 GHz

We investigate physical effects influencing 0.5-2 GHz brightness temperatures of layered polar firn to support the Ultra Wide Band Software Defined Radiometer (UWBRAD) experiment to be conducted in Greenland and in Antarctica. We find that because ice particle grain sizes are very small compared to the 0.5-2 GHz wavelengths, volume scattering effects are small. Variations in firn density over cm- to m-length scales, however, cause significant effects. Both incoherent and coherent models are used to examine these effects. Incoherent models include a 'cloud model' that neglects any reflections internal to the ice sheet, and the DMRT-ML and MEMLS radiative transfer codes that are publicly available. The coherent model is based on the layered medium implementation of the fluctuation dissipation theorem for thermal microwave radiation from a medium having a nonuniform temperature. Density profiles are modeled using a stochastic approach, and model predictions are averaged over a large number of realizations to take into account an averaging over the radiometer footprint. Density profiles are described by combining a smooth average density profile with a spatially correlated random process to model density fluctuations. It is shown that coherent model results after ensemble averaging depend on the correlation lengths of the vertical density fluctuations. If the correlation length is moderate or long compared with the wavelength (approximately 0.6x longer or greater for Gaussian correlation function without regard for layer thinning due to compaction), coherent and incoherent model results are similar (within approximately 1 K). However, when the correlation length is short compared to the wavelength, coherent model results are significantly different from the incoherent model by several tens of kelvins. For a 10-cm correlation length, the differences are significant between 0.5 and 1.1 GHz, and less for 1.1-2 GHz. Model results are shown to be able to match the v-pol SMOS data closely and predict the h-pol data for small observation angles.

layered polar firn emission↗

A Bayesian Approach to Regional Decadal Predictability: Sparse Parameter Estimation in High-Dimensional Linear Inverse Models of High-Latitude Sea Surface Temperature Variability

Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model (LIM), has been widely used for regional climate predictability studies—typically focusing more on tropical or midlatitude studies. However, most LIM fitting techniques rely on point estimation techniques deriving from fluctuation–dissipation theory. In this methodological study we explore the use of Bayesian inference techniques for LIM parameter estimation of sea surface temperature (SST), to quantify the skillful decadal predictability of Bayesian LIM models at high latitudes. We show that Bayesian methods, when compared to traditional point estimation methods for LIM-type models, provide better calibrated probabilistic skill, while simultaneously providing better point estimates due to the regularization effect of the prior distribution in high-dimensional problems. We compare the effect of several priors, as well as maximum likelihood estimates, on 1) estimating parameter values on a perfect model experiment and 2) producing calibrated 1-yr SST anomaly forecast distributions using a preindustrial control run of the Community Earth System Model (CESM). Finally, we employ a host of probabilistic skill metrics to determine the extent to which an LIM can forecast SST anomalies at high latitudes. We find that the choice of prior distribution has an appreciable impact on estimation outcomes, and priors that emphasize physically relevant properties enhance the model’s ability to capture variability of SST anomalies.

54 ENVIRONMENTAL SCIENCES↗

Probabilistic high cycle fatigue failure analysis with application to liquid propellant rocket engines

A probabilistic high cycle fatigue (HCF) failure analysis of a welded duct in a rocket engine of the Space Shuttle main engine class is described. A state-of-the-art HCF failure prediction method was used in a Monte Carlo simulation to generate a distribution of failure lives. A stochastic stress/life model is used for material characterization, and a composite stress history is generated for accurately deriving the stress cycles for the fatigue-damage calculations. The HCF failure model expresses fatigue life as a function of stochastic parameters including environment, loads, material properties, geometry, and model specification errors. A series of HCF failure life analyses were performed to study the impact of a fixed parameter and to assess the importance of each stochastic input parameter through marginal analyses.

Sutharshana, S.↗

A Framework for the Optimization of Discrete-Event Simulation Models

With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

Joshi, B. D.↗

Do Fractal Models of Clouds Produces the Right 3D Radiative Effects?

Stochastic fractal models of clouds are often used to study 3D radiative effects and their influence on the remote sensing of cloud properties. Since it is important that the cloud models produce a correct radiative response, some researchers require the model parameters to match observed cloud properties such as scale-independent optical thickness variability. Unfortunately, matching these properties does not necessarily imply that the cloud models will cause the right 3D radiative effects. First, the matched properties alone only influence the 3D effects but do not completely determine them. Second, in many cases the retrieved cloud properties have been already biased by 3D radiative effects, and so the models may not match the true real clouds. Finally, the matched cloud properties cannot be considered independent from the scales at which they have been retrieved. This paper proposes an approach that helps ensure that fractal cloud models are realistic and produce the right 3D effects. The technique compares the results of radiative transfer simulations for the model clouds to new direct observations of 3D radiative effects in satellite images.

Varnai, Tamas↗

A Binomial Stochastic Framework for Efficiently Modeling Discrete Statistics of Convective Populations

Abstract Understanding the coupling between convective clouds and the general circulation, as well as addressing the gray zone problem in convective parameterization, requires insight into the genesis and maintenance of spatial patterns in cumulus cloud populations. In this study, a simple toy model for recreating populations of interacting convective objects as distributed over a two‐dimensional Eulerian grid is formulated to this purpose. Key elements at the foundation of the model include i) a fully discrete formulation for capturing discrete behavior in convective properties at small population sample sizes, ii) object age‐dependence for representing life‐cycle effects, and iii) a prognostic number budget allowing for object interactions and co‐existence of multiple species. A primary goal is to optimize the computational efficiency of this system. To this purpose the object birth rate is represented stochastically through a spatially aware Bernoulli process. The same binomial stochastic operator is applied to horizontal advection of objects, conserving discreteness in object number. The applicability to atmospheric convection as well as behavior implied by the formulation is assessed. Various simple applications of the BiOMi model (Binomial Objects on Microgrids) are explored, suggesting that important convective behavior can be captured at low computational cost. This includes i) subsampling effects and associated powerlaw scaling in the convective gray zone, ii) stochastic predator‐prey behavior, iii) the downscale turbulent energy cascade, and iv) simple forms of spatial organization and convective memory. Consequences and opportunities for convective parameterization in next‐generation weather and climate models are discussed.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Numerical Modelling of the Optical Stochastic Cooling Experiment at IOTA

A proof-of-principle optical-stochastic cooling (OSC) experiment is currently in its commissioning phase at the Fermilab’s IOTA ring. In support of this experiment, we recently implemented an OSC element in the ELEGANT tracking program. The model, based on a semi-analytic description of OSC [*], supports the simulation of a large number of macroparticles (10⁴-10⁶) over many turns (10⁶). This paper showcases the simulation capabilities to investigate the beam dynamics in the presence of cooling (or self-interacting radiation field in general) and quantify the impact of various sources of error (e.g. transverse and phase jitter), guide data analysis.

43 PARTICLE ACCELERATORS↗

Optimizing green infrastructure placement under precipitation uncertainty

Increased urbanization, infrastructure degradation, and climate change threaten to overwhelm stormwater systems across the nation, rendering them ineffective. Green Infrastructure (GI) practices are low cost, low regret strategies that can contribute to urban runoff management. However, questions remain as to how to best distribute GI practices through urban watersheds given precipitation uncertainty and the variable hydrological responses to them. We develop stochastic programming models to determine the optimal placement of GI practices across a set of candidate locations in a watershed to minimize the total expected runoff under medium-term precipitation uncertainties. Specifically, we first develop a two-stage stochastic programming model. Next, we reformulate this model using perturbed parameters to reduce the requisite computational time and extend it to multi-stage. In addition, we introduce constraints that allow for incorporating sub-catchment-level runoff reduction considerations. Furthermore, we account for hydrological connectivity in the watershed using an underlying acyclic connectivity graph of sub-catchments and incorporate various practical considerations into the models. In addition, we develop a systemic approach to downscale the existing daily precipitation projections into hourly units and efficiently estimate the corresponding hydrological responses. These advancements are brought together in a case study for an urban watershed in a mid-sized city in the U.S., where we perform sensitivity analyses, evaluate the importance of the considered constraints, and provide insights.

54 ENVIRONMENTAL SCIENCES↗

The energy spectra of solar flare hydrogen, helium, oxygen, and iron - Evidence for stochastic acceleration

The time-integrated differential energy spectra of H, He, O, and Fe measured in 10 large flare events observed at 1 AU over the energy range of 0.3-80 MeV/nucleon showed consistent patterns in their spectral shapes: particles with larger mean mass-to-charge ratios were generally less abundant at higher energies. A steady state model of stochastic particle acceleration with rigidity-dependent diffusion coefficients fit the spectra best; spectra representative of diffusive shock acceleration also described the spectra of some events with the same number of free parameters, but often fell off faster in energy above 30 MeV per nucleon than the observations. The two model predictions differed most at energies near 0.1 MeV per nucleon, below the lowest energies observed in this study. The stochastic model quantitatively described the observed spectral ordering with less efficient acceleration of species with larger mean mass-to-charge ratios.

Mazur, J. E.↗

The Stochastic Gause Predator-Prey model: Noise-induced extinctions and invariance

We consider the Gause predator-prey with general bounded or sub‑linear functional responses, – which includes those of Holling types Ⅰ–Ⅳ. – and multiplicative Gaussian noise. In contrast to previous studies, the prey in our model follows logistic dynamics while the predator's population is solely regulated by consumption of the prey. To ensure well-posedeness, we derive explicit Lyapunov‐type criteria ensuring global positivity and moment boundedness of solutions. We find conditions for noise‑induced extinctions, proving that stochasticity can drive either population to collapse even when the deterministic analogue predicts stable coexistence. In the case when the predator becomes extinct, we establish a limiting distribution for the predator's population. Last, for functional responses of Holling type Ⅰ, we provide sufficient conditions on the intensity of the noise for the existence and uniqueness of a stationary distribution.

Gause model↗

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗

Model data for Flood Frequency Analysis using Stochastic Storm Transposition and an Integrated Surface-Subsurface Hydrological Model

This archived provides scripts and input files used for the implementation of a novel approach to conduct process-based Flood Frequency Analysis using a Stochastic Storm Transposition (SST) and an Integrated Surface-Subsurface Hydrological Model (ISSHM). As a proof-of-concept, this study uses the ISSHM, Advanced Terrestrial Simulator (Amanzi-ATS) model, and the SST model, RainyDay, to conduct flood frequency analysis by simulating the flood response to 5,000 annual synthetic storm events in a ~2000 km2 Southeast Texas watershed.The Watershed Workflow package is implemented in Python3. The Jupyter notebooks can be executed through multiple open-source tools, for example, Anaconda Jupyter Lab, VS Studio Code, etc. Other data files include TXT, CSV, DAT, SBATCH, SHP, TIF, NetCDF, and HDF5 files, which can be read through Python scripts. The input files for the ATS model and RainyDay model have .XML and .SST extensions, respectively, and can be edited in any commonly used text editors.This archive contains:* Scripts and data files essential for generating the ATS model input. It uses the Watershed Workflow package to produce both mesh and ATS input files. * Jupyter notebooks designated for the ATS model evaluation, covering both long-term simulations and 40 rainfall-runoff events.* Input files required to simulate SST storm events using RainyDay.

54 ENVIRONMENTAL SCIENCES↗

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗

Modeling heart rate variability by stochastic feedback

We consider the question of how the cardiac rhythm spontaneously self-regulates and propose a new mechanism as a possible answer. We model the neuroautonomic regulation of the heart rate as a stochastic feedback system and find that the model successfully accounts for key characteristics of cardiac variability, including the 1/f power spectrum, the functional form and scaling of the distribution of variations of the interbeat intervals, and the correlations in the Fourier phases which indicate nonlinear dynamics.

Non-NASA Center↗

LOGOS

LOGOS is a software package which contains a set of discrete optimization models that can be employed for capital budgeting optimization problems. More specifically, provided a set of items (characterized by cost and reward values) and constraints, these models select the best combination of items which maximizes overall reward and satisfies the provided constraints. The developed models are based on different versions of the knapsack optimization algorithms. Two main classes of optimization models have been initially developed: deterministic and stochastic. Stochastic optimization models evolve deterministic models by explicitly considering data uncertainties (associated to constraints or item cost and reward). These models can be employed as stand-alone models or interfaced with the INL developed RAVEN code to propagate data uncertainties and analyze the generated data (i.e., sensitivity analysis).

Wang, Congjian↗

Stochastic Maxwell-Bloch equations for modeling amplified spontaneous emission

An approach for studying atom-radiation interaction has been developed, associating quantum operators with stochastic variables governed by discrete Heisenberg equations. This framework models general multilevel atomic systems using the paraxial approximation in both single- and multipass configurations. Simulation results for x-ray laser oscillators with parameters of interest are presented. Finally, the stochastic model is efficient to solve, as the required computational resources scale linearly with the number of emitters, and it may be applicable to various other quantum systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Modelling a particular class of stochastic systems

In this paper a method is given for obtaining a mathematical model of a class of black boxes having multiple inputs and multiple outputs in terms of Ito stochastic integral equations. This method is applicable to the class of black boxes having ergodic correlation functions when there is zero applied input. The point of view adopted in this paper is phenomenological in that it is desired that calculations made using the mathematical model should be 'close' to what is actually observed at the output of the black box.

Eyman, E. D.↗