Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic analysis”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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

At least 541 records · Page 30

Stochastic parametric skeletal dosimetry model for humans: Pediatric and adult computational skeleton phantoms for internal bone marrow dosimetry

Currently, computational phantoms that simulate skeletal tissues are used in active red bone marrow (AM) internal dosimetry. Up-to-date reference computational phantoms recommended by the ICRP are based on the analysis of CT-images of cadavers. Such phantoms have significant disadvantages. One disadvantage is that the assessment of uncertainty due to the population variability of skeleton dimensions and microstructure results from the limited availability of autopsy material. Another disadvantage is the simplified modelling of cortical layer and bone microarchitecture. A method of stochastic parametric skeletal dosimetry modelling of the bone structures – SPSD modelling – has been developed as an alternative to the ICRP reference phantoms. In the framework of this approach, skeletal phantom parameters are evaluated based on extensively reviewed results of published measurements of real bones. The SPSD approach allows for the assessment of both population-average values and their variability. SPSD-phantoms of the skeleton are modelled in voxel representation. They consist of smaller phantoms of the bone sites – segments – described by simple geometric shapes with uniform microarchitecture parameters. Such segmentation makes it possible to account for non-homogeneous skeletal microarchitecture and to model the bone structure with the required voxel resolution to elaborate suitable skeletal phantoms. The current study presents the parameters of the SPSD skeletal phantoms for the following age-groups: newborn, 1-year-old, 5-year-old, 10-year-old, 15-year-old (male and female), and adult (male and female). This skeletal phantom can be used for dosimetry as an alternative to available reference phantoms for bone-seeking radionuclides. The above-mentioned age- and sex-specific skeletal phantoms are comprised of 289 unique segments. The characteristics of the SPSD phantoms do not contradict published data and are in good agreement with the measurement results of real bones.

Science & Technology - Other Topics↗

Will Stochastic Devices Play Nice With Others in Neuromorphic Hardware?: There’s More to a Probabilistic System Than Noisy Devices

Achieving brain-like efficiency in computing requires a co-design between the development of neural algorithms, brain-inspired circuit design, and careful consideration of how to use emerging devices. The recognition that leveraging device-level noise as a source of controlled stochasticity represents an exciting prospect of achieving brain-like capabilities in probabilistic neural algorithms, but the reality of integrating stochastic devices with deterministic devices in an already-challenging neuromorphic circuit design process is formidable. Here, we explore how the brain combines different signaling modalities into its neural circuits as well as consider the implications of more tightly integrated stochastic, analog, and digital circuits. Further, by acknowledging that a fully CMOS implementation is the appropriate baseline, we conclude that if mixing modalities is going to be successful for neuromorphic computing, it will be critical that device choices consider strengths and limitations at the overall circuit level.

42 ENGINEERING↗

Data-Driven Transition Path Analysis Yields a Statistical Understanding of Sudden Stratospheric Warming Events in an Idealized Model

Abstract Atmospheric regime transitions are highly impactful as drivers of extreme weather events, but pose two formidable modeling challenges: predicting the next event (weather forecasting) and characterizing the statistics of events of a given severity (the risk climatology). Each event has a different duration and spatial structure, making it hard to define an objective “average event.” We argue here that transition path theory (TPT), a stochastic process framework, is an appropriate tool for the task. We demonstrate TPT’s capacities on a wave–mean flow model of sudden stratospheric warmings (SSWs) developed by Holton and Mass, which is idealized enough for transparent TPT analysis but complex enough to demonstrate computational scalability. Whereas a recent article (Finkel et al. 2021) studied near-term SSW predictability, the present article uses TPT to link predictability to long-term SSW frequency. This requires not only forecasting forward in time from an initial condition, but also backward in time to assess the probability of the initial conditions themselves. TPT enables one to condition the dynamics on the regime transition occurring, and thus visualize its physical drivers with a vector field called the reactive current . The reactive current shows that before an SSW, dissipation and stochastic forcing drive a slow decay of vortex strength at lower altitudes. The response of upper-level winds is late and sudden, occurring only after the transition is almost complete from a probabilistic point of view. This case study demonstrates that TPT quantities, visualized in a space of physically meaningful variables, can help one understand the dynamics of regime transitions.

Meteorology & Atmospheric Sciences↗

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↗

Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter

Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.

Orbit Determination↗

Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series

Abstract In this article we propose an extension of singular spectrum analysis for interval‐valued time series. The proposed methods can be used to decompose and forecast the dynamics governing a set‐valued stochastic process. The resulting components on which the interval time series is decomposed can be understood as interval trendlines, cycles, or noise. Forecasting can be conducted through a linear recurrent method, and we devised generalizations of the decomposition method for the multivariate setting. The performance of the proposed methods is showcased in a simulation study. We apply the proposed methods so to track the dynamics governing the Argentina Stock Market (MERVAL) in real time, in a case study over a period of turbulence that led to discussions of the government of Argentina with the International Monetary Fund.

de Carvalho, Miguel↗

Probabilistic analysis of masked loads with aggregated photovoltaic production

In this paper we present a probabilistic analysis framework to estimate behind-the-meter photovoltaic generation in real time. We develop a forward model consisting of a spatiotemporal stochastic process that represents the photovoltaic generation and a stochastic differential equation with jumps that represents the demand. Here, we employ this model to disaggregate the behind-the-meter photovoltaic generation using net load and irradiance measurements.

14 SOLAR ENERGY↗

A comprehensive review of nonlinear oscillators in hydrokinetic energy harnessing using flow-induced vibrations

A comprehensive review of hydrokinetic energy converters based on alternating lift technology (ALT) is provided. Emphasis is on nonlinear oscillators based on Flow Induced Vibration (FIV) or Oscillation (FIO). Due to strong coupling in Fluid-Structure Interaction (FSI), and in order to maximize the hydrokinetic harnessed energy, design of nonlinear oscillators and analysis by model tests or computational fluid dynamics dominates this area. Research confirmed that the nonlinear oscillator can harvest energy from a stochastic excitation modeled by a generic wide spectrum, and overcome the most severe oscillator limitations: specifically, the need for continuous frequency tuning due to the narrow bandwidth response, and low efficiency outside the narrow bandwidth oscillator response. This review covers the following aspects of nonlinear oscillators in ALT converters: (1) Geometric changes in oscillator cross-section; e.g., circular, square, rectangular, or trilateral shapes. (2) Passive turbulence control of FIV/FIO. (3) Position based nonlinear stiffness. (4) Multi-cylinder synergistic FIV/FIO. (5) Mechanically linked oscillators. (6) Velocity-based, nonlinear, adaptive harnessing damping.

42 ENGINEERING↗

Computation of linear MHD instabilities with the multi-region relaxed MHD energy principle

Over the last decade, a variational principle based on a generalisation of Taylor's relaxation, referred to as multi-region relaxed magnetohydrodynamics (MRxMHDs) has been developed. The numerical solutions of the MRxMHD equilibria have been constructed using the Stepped Pressure Equilibrium Code (SPEC) (Hudson et al 2012 Phys. Plasmas 19 112502). In principle, SPEC could also be established to describe the MRxMHD stability of an equilibrium. In this work, a theoretical framework is developed to relate the second variation of the energy functional to the so-called Hessian matrix, enabling the prediction of MHD linear instabilities of cylindrical plasmas, and is implemented in SPEC. The negative and positive eigenvalues of the Hessian matrix predict the stability of an equilibrium. Verification studies of SPEC stability results with the M3D-C 1 code and the tearing mode $\Delta^{^{\prime}}$ criterion have been conducted for ideal and resistive MHD instabilities, respectively, in a pressureless cylindrical tokamak, and have shown good agreement. Overall, our stability analysis is a critical step towards understanding the MHD stability of three-dimensional MHDs where nested flux surfaces, magnetic islands and stochastic regions co-exist.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Noise-aware circuit compilations for a continuously parameterized two-qubit gateset

State-of-the-art noisy-intermediate-scale quantum processors are currently implemented across a variety of hardware platforms, each with their own distinct gatesets. As such, circuit compilation should not only be aware of but also deeply connect to the native gateset and noise properties of each. Trapped-ion processors are one such platform that provides a gateset that can be continuously parameterized across both one- and two-qubit gates. Here we use the Quantum Scientific Computing Open User Testbed to study noise-aware compilations focused on continuously parameterized two-qubit 𝑍⁢𝑍 gates (based on the Mølmer-Sørensen interaction) using $\scriptsize{SUPERSTAQ}$, a quantum software platform for hardware-aware circuit compiler optimizations. We discuss the realization of 𝑍⁢𝑍 gates with arbitrary angle on the all-to-all connected trapped-ion system. Then we discuss a variety of different compiler optimizations that innately target these 𝑍⁢𝑍 gates and their noise properties. These optimizations include moving from a restricted maximally entangling gateset to a continuously parameterized one, swap mirroring to further reduce the total entangling angle of the operations, focusing the heaviest 𝑍⁢𝑍 angle participation on the best-performing gate pairs, and circuit approximation to remove the least impactful 𝑍⁢𝑍 gates. We demonstrate these compilation approaches on the hardware with randomized quantum volume circuits, observing the potential to realize a larger quantum volume as a result of these optimizations. Using differing yet complementary analysis techniques, we observe the distinct improvements in system performance provided by these noise-aware compilations and study the role of stochastic and coherent error channels for each compilation choice.

Noise↗

Dynamic Network Analysis of Nuclear Science Literature for Research Influence Assessment

Analyzing nuclear science literature via data-driven methods is a critical step for assessing research influence and technology advancements. Indicators of scholarly activities may be buried in large volumes of nuclear research publications and collaboration networks over time. Mining for relevant scholarly influence trends in large volumes of text can be computationally challenging; however, open-source information on research collaborations over time can offer opportunities to extract meaningful insights. While network centrality analysis of scholarly research provides topology-based insights, additional emphasis on dynamics associated with the diffusion of information through these networks is important. Here this paper represents a step in that direction through the development of a novel dynamic network analysis framework and computational engine to identify key entities and capabilities over time within global scholarly nuclear science collaboration networks. Network theoretic, stochastic simulation, and optimization methods are leveraged to address variability in scholarly interactions, influence propagation, and collaboration patterns via network connections. A topic-aware influence maximization algorithm is developed to address the goal of identifying key influential authors in diverse research topics over time. Efficient parallelized implementation of the algorithm is applied to reduce computational costs. A proof-of-concept case study using open-source Scopus data with 33,517 published nuclear research papers from 2000-2019 is presented and representative analytic insights are generated. Broad implications of these insights are discussed and future research directions are also identified.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Worst-error analysis of batch filter and sequential filter in navigation problems

This paper proposes a worst-error analysis for dealing with problems of estimation of spacecraft trajectories in deep space missions. Navigation filters in use assume either constant or stochastic (Markov) models for their estimated parameters. When the actual behavior of these parameters does not follow the pattern of the assumed model, the filters sometimes result in very poor performance. To prepare for such pathological cases, the worst errors of both batch and sequential filters are investigated based on the incremental sensitivity studies of these filters. By finding critical switching instances of non-gravitational accelerations, intensive tracking can be carried out around those instances. Also the worst errors in the target plane provide a measure in assignment of the propellant budget for trajectory corrections. Thus the worst-error study presents useful information as well as practical criteria in establishing the maneuver and tracking strategy of spacecraft's missions.

Nishimura, T.↗

Neurocomputing

The present work is intended to give technologists, research scientists, and mathematicians a graduate-level overview of the field of neurocomputing. After exploring the relationship of this field to general neuroscience, attention is given to neural network building blocks, the self-adaptation equations of learning laws, the data-transformation structures of associative networks, and the multilayer data-transformation structures of mapping networks. Also treated are the neurocomputing frontiers of spatiotemporal, stochastic, and hierarchical networks, 'neurosoftware', the creation of neural network-based computers, and neurocomputing applications in sensor processing, control, and data analysis.

Hecht-Nielsen, Robert↗

Estimation of spectral emissivity in the thermal infrared

A number of algorithms are available in the literature that attempt to remove most of the effects of temperature from thermal multispectral data where the final goal is to extract emissivity differences. Early approaches include adjacent spectral band ratioing, broad band radiance normalization and the use of one band where emissivities are generally high (e.g., 11 to 12 micrometers) to determine the temperature. More recent work has produced two techniques that use data averaging to extract temperature to leave a quantity related to emissivity changes. These two techniques have been investigated and compared and appear to provide reasonable results. The analysis presented in this paper develops a thermal IR multispectral temperature/emissivity estimation procedure based on formal estimation theory, Gaussian statistics, and a stochastic radiance signal model including the effects of both temperature and emissivity. The importance of this work is that this is an optimal estimation procedure which will provide minimum variance estimates of temperature and emissivity changes directly. Section 2 discusses optimal linear spectral emissivity estimation and Section 3 is a summary.

Kryskowski, David↗

Simulating Impacts of Extreme Events on Grids with High Penetrations of Wind Power Resources: Preprint

As extreme weather events become more frequent and intense, the demand for connecting grid operation and infrastructure planning with extreme event models will increase as well. We present a methodology for creating damage contingencies and scenarios for electric transmission grids during a hurricane strike. Included is an example case study: Hurricane Dolly damaging a synthetic 2000 bus test system during its landing in Southern Texas. Using WIND Toolkit meteorological data in conjunction with fragility curves for various electric grid elements, we generate stochastic damage scenarios that can be used for short- and long-term planning problems including emergency asset management. We perform statistical analysis of damages and quantify topological effects on example synthetic grid. Also, we investigate loss-of-load events during two-day economic dispatch experiment. Finally, we point out various shortcomings of our method and suggest how it can be improved.

contingencies↗

Lifetime Reliability Prediction of Ceramic Structures Under Transient Thermomechanical Loads

An analytical methodology is developed to predict the probability of survival (reliability) of ceramic components subjected to harsh thermomechanical loads that can vary with time (transient reliability analysis). This capability enables more accurate prediction of ceramic component integrity against fracture in situations such as turbine startup and shutdown, operational vibrations, atmospheric reentry, or other rapid heating or cooling situations (thermal shock). The transient reliability analysis methodology developed herein incorporates the following features: fast-fracture transient analysis (reliability analysis without slow crack growth, SCG); transient analysis with SCG (reliability analysis with time-dependent damage due to SCG); a computationally efficient algorithm to compute the reliability for components subjected to repeated transient loading (block loading); cyclic fatigue modeling using a combined SCG and Walker fatigue law; proof testing for transient loads; and Weibull and fatigue parameters that are allowed to vary with temperature or time. Component-to-component variation in strength (stochastic strength response) is accounted for with the Weibull distribution, and either the principle of independent action or the Batdorf theory is used to predict the effect of multiaxial stresses on reliability. The reliability analysis can be performed either as a function of the component surface (for surface-distributed flaws) or component volume (for volume-distributed flaws). The transient reliability analysis capability has been added to the NASA CARES/ Life (Ceramic Analysis and Reliability Evaluation of Structures/Life) code. CARES/Life was also updated to interface with commercially available finite element analysis software, such as ANSYS, when used to model the effects of transient load histories. Examples are provided to demonstrate the features of the methodology as implemented in the CARES/Life program.

Nemeth, Noel N.↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Towards a Robust Sampling Approach: A Computational Review and Design

As pointed out in several other works, the estimation of the reliability of the electrical grid can not be conducted without the estimation of the stochastic phenomena of electicity demand and electricity production by variable renewable sources. Therefore, sampling procedures have become integral in the design of engineering structures and analysis. Commonly referred to as Monte Carlo uncertainty analysis or integration, the general objective of these procedures is to establish specifics about the uncertainty of an output characteristic of such an engineering system, given uncertainty about its input characteristics. These sampling procedures are applied in a context in which establishing such specifics cannot be performed through other means. Variance-reduction techniques are designed to lessen the variability among estimators to estimate statistics of those output uncertainties. Importance-sampling techniques, on the other hand, are designed to reduce the number of samples needed to estimate a particular statistic—e.g., a tail probability. The combination of these approaches can reduce the computational burden considerably for a particular estimator and statistic. Importance sampling—geared and designed as it is toward improving a particular estimator—suffers, unfortunately, from the unintended consequence of reducing the performance of other estimators in terms of their variance. The objective of this paper is to offer an alternative sampling procedure where this variance does not grow unacceptably large for a suite of estimators. Moreover, it is anticipated that, with additional knowledge of how an engineering output characteristic responds to its input characteristics, tuning parameters of the input’s sampling procedure can be set to improve the output characteristic’s estimation. This work proves the effectiveness of the suggested alternative approach. Such positive outcome will lead to a decrease of the computational burden of performing stochastic optimization of integrated energy systems (e.g., components dispatch, and portfolio composition). In particular, capturing the contribution to the overall system cost of rare and unlikely events and patterns of the electricity demand and production will become less computationally expensive. This is due to the fact that the approach demonstrated here will allow the sampling of those rare occurrences more frequently without misrepresenting their probabilistic impacts.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗