Analysis of decoders for convolutional codes by stochastic sequential machine methods
Convolutional code decoder modeled as autonomous stochastic sequential machine, considering finite Markov chain theory for error probability
Morrissey, T. N., Jr.↗
SEARCH · Engineering Papers
Results for “Stochastic modelling”
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.
Stochastic self-propagating star formation in the Large Magellanic Cloud
The considered investigation provides a unifying theoretical basis for an understanding of a variety of observations on the Large Magellanic Cloud (LMC). It is demonstrated that an intrinsically statistical theory can supply a model for individual objects. With the aid of the model of stochastic self-propagating star formation described by Gerola and Seiden (1978), many structural features, both in the stars and in the gas are related to the process of star formation and the evolution of the LMC. It is found that the pattern of massive star formation in the LMC is partially ordered. The stars occur in large clumps and their global pattern is basically irregular and asymmetric with respect to the rotation center. The mean rate of chemical evolution of the LMC is smaller than that of the Milky Way. This fact is largely explained by the model in terms of the difference in shear for these galaxies. The formation of large, dense regions of massive stars has a great effect on the gas.
Feitzinger, V.↗
3D Radiative Aspects of the Increased Aerosol Optical Depth Near Clouds
To characterize aerosol-cloud interactions it is important to correctly retrieve aerosol optical depth in the vicinity of clouds. It is well reported in the literature that aerosol optical depth increases with cloud cover. Part of the increase comes from real physics as humidification; another part, however, comes from 3D cloud effects in the remote sensing retrievals. In many cases it is hard to say whether the retrieved increased values of aerosol optical depth are remote sensing artifacts or real. In the presentation, we will discuss how the 3D cloud affects can be mitigated. We will demonstrate a simple model that can assess the enhanced illumination of cloud-free columns in the vicinity of clouds. This model is based on the assumption that the enhancement in the cloud-free column radiance comes from the enhanced Rayleigh scattering due to presence of surrounding clouds. A stochastic cloud model of broken cloudiness is used to simulate the upward flux.
Marshak, Alexander↗
A Data-Driven Methodology for Contextual Unit Commitment Using Regression Residuals
Day after day, system operators are faced with the challenge of taking unit commitment (UC) decisions under uncertain net load conditions. The standard operating procedure for taking UC decisions begins by leveraging auxiliary data on covariates (such as the day of the week or latest weather information) to generate a point prediction for net load, which is used in solving a deterministic UC problem. Such an approach, however, is known to deliver a notoriously poor out-of-sample (OOS) performance, as it completely disregards the stochastic nature of net load. While stochastic programming models explicitly represent uncertainty, they mostly do so using a generic set of scenarios that neglect covariate observations, squandering useful auxiliary data that could be harnessed to glean insights into uncertainty. In this article, we discuss a contextual stochastic optimization approach to UC, which effectively exploits covariate observations while explicitly assessing uncertainty so as to boost the OOS performance of UC decisions. The key thrust of our approach is to leverage regression models, along with their empirical residuals, to set up and solve sample average approximation problems. Not only do we prove that our approach satisfies the requisite conditions for asymptotic optimality and consistency laid out in (Kannan et al., 2022), but we also assess its performance on several case studies conducted using real-world data collected in California ISO and New York ISO grids. In conclusion, results show that the proposed approach can significantly improve OOS performance compared to alternative methods proposed in the literature under varying dataset sizes.
Yurdakul, Ogun↗
Implementation of Stochastic Gradient Descent in an Automated Glow Peak Identification Software for Multiple Thermoluminescent Dosimeter Types
A glow-curve analysis code was previously developed in C++ to analyze thermoluminescent dosimeter glow curves using automated peak detection while applying a first-order kinetics model. A newer version of this code was implemented to improve the automated peak detection and curve fitting models. The Stochastic Gradient Descent Algorithm was introduced to replace the prior approach of taking first and second-order derivatives for peak detection. Additionally, early stopping mechanisms were invoked to improve the previously used Levenberg-Marquardt Algorithm employed for curve fitting. The two software versions were compared through glow curve analysis of different thermoluminescent dosimeter materials and calculation of the corresponding figures of merit. Altogether improvements were shown, namely an increase in the number of peaks detected and a reduction of the mean figure of merit by approximately 46%.
137Cs↗
An Overview of Latest Model Reduction and Control Methods of Large Flexible Space Structures
The latest trends and theoretical developments involved with the modeling and control of Large Flexible Space Structures (LFSS) are described. The paper addresses first the basic problems, characteristics, and difficulties inherent in modeling and control of LFSS. Major sources of difficulties and errors are the stiffness and damping operators of the dynamic model. Extensions of Linear Quadratic Gaussian (LQG) theory as applied to LFSS are presented, including frequency-shaped cost functionals and perturbation methods. The minimum data/maximum entropy approach which uses a stochastic design model to overcome difficulties found in the LQG-based methods is described. Latest trends in system theory including balanced realization and singular-value analysis are used to determine reduced order controllers and models. Ad hoc methods such as component cost analysis and modal cost analysis are discussed in context with the closed-loop reduction problem of controller order versus performance. The minimum data/maximum entropy approach also addresses controller order versus performance. Those areas of control science and large scale systems that appear to have an important role in understanding and solving LFSS modeling and control are also identified.
Santiago, J. M.↗
Systems Engineering Metrics: Organizational Complexity and Product Quality Modeling
Innovative organizational complexity and product quality models applicable to performance metrics for NASA-MSFC's Systems Analysis and Integration Laboratory (SAIL) missions and objectives are presented. An intensive research effort focuses on the synergistic combination of stochastic process modeling, nodal and spatial decomposition techniques, organizational and computational complexity, systems science and metrics, chaos, and proprietary statistical tools for accelerated risk assessment. This is followed by the development of a preliminary model, which is uniquely applicable and robust for quantitative purposes. Exercise of the preliminary model using a generic system hierarchy and the AXAF-I architectural hierarchy is provided. The Kendall test for positive dependence provides an initial verification and validation of the model. Finally, the research and development of the innovation is revisited, prior to peer review. This research and development effort results in near-term, measurable SAIL organizational and product quality methodologies, enhanced organizational risk assessment and evolutionary modeling results, and 91 improved statistical quantification of SAIL productivity interests.
Mog, Robert A.↗
Multi-Period Active Distribution Network Planning Using Multi-Stage Stochastic Programming and Nested Decomposition by SDDIP
This paper presents a multi-period active distribution network planning (ADNP) with distributed generation (DG). The objective of the proposed ADNP is to minimize the total planning cost, subject to both investment and operation constraints. The paper proposes a multi-stage stochastic optimization model to address DG uncertainties over several periods, in which the decisions are made sequentially by only using the present-stage information. A nested decomposition method is proposed which applies the stochastic dual dynamic integer programming (SDDIP) method to address computational intractabilities of the proposed ADNP approach. The presented numerical results and discussions on a 33-bus distribution system and a large-scale 906-bus system verify the effectiveness of the proposed ADNP method and its solution method.
24 POWER TRANSMISSION AND DISTRIBUTION↗
The He I 10830 line in Arcturus produced by stochastic shocks
An investigation is conducted as to whether strong shocks produced in time-dependent stochastic wave models can explain the formation of the He I 10830 line in a cool giant star like Arcturus. The exploratory research is based on the work of Cuntz (1987) who found that stochastic waves lead to overtaking and merging of shocks producing occasionally very strong shocks with temperatures larger than 40,000 K in the postshock regions.
Cuntz, Manfred↗
The effects of earth model uncertainty on the inversion of seismic data for seismic source functions
SUMMARY We use Monte Carlo simulations to explore the effects of earth model uncertainty on the estimation of the seismic source time functions that correspond to the six independent components of the point source seismic moment tensor. Specifically, we invert synthetic data using Green’s functions estimated from a suite of earth models that contain stochastic density and seismic wave-speed heterogeneities. We find that the primary effect of earth model uncertainty on the data is that the amplitude of the first-arriving seismic energy is reduced, and that this amplitude reduction is proportional to the magnitude of the stochastic heterogeneities. Also, we find that the amplitude of the estimated seismic source functions can be under- or overestimated, depending on the stochastic earth model used to create the data. This effect is totally unpredictable, meaning that uncertainty in the earth model can lead to unpredictable biases in the amplitude of the estimated seismic source functions.
58 GEOSCIENCES↗
Probabilistic Groundwater Modeling of the RDX Plume at Los Alamos National Laboratory to Support Risk Assessment - 20359
A plume of the contaminant hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) with concentrations greater than the New Mexico tap water drinking standard (9.66 ppb) is present in the regional aquifer near the southwestern boundary of Los Alamos National Laboratory (LANL). A risk assessment is performed for exposure to regional aquifer groundwater, with long-term predictions of RDX concentrations provided by a calibrated, probabilistic, numerical fate and transport model. The structure of the model is hierarchical, with the RDX Regional Aquifer (RA) groundwater model acting as the primary tool for analysis of downgradient RDX concentrations. The RA model is deeply informed by the conceptual site model (CSM) and is calibrated using site RDX concentration data and hydraulic head measurements, along with other analyses. The model is calibrated using data through December 2019. Where data are scarce other lines of evidence are used to inform inputs, including the multiphase RDX Vadose Zone (VZ) model and Pipe and Disk analytical screening tool. Model inputs are described with informative prior distributions using a robust approach to development that incorporates all available lines of evidence for every parameter used as an input to the RA model. Calibration is performed using a classical nonlinear optimization routine, which is then used to initialize a Bayesian calibration. The Bayesian calibration constrains the uncertainty in the classical calibration, ultimately providing posterior distributions for all model parameters. The challenges of the calibration include high-dimensional parameter space, including spatially heterogeneous hydraulic conductivities, comparatively sparse data, and low RDX concentrations. Posterior parameter distributions developed in the calibration process are then used for stochastic predictive model runs into the future. The result of the forward runs is spatially and temporally explicit estimates of head and concentration with uncertainty at all points in space and time. The probabilistic modeling approach presented here includes innovative computational and statistical methods that leverage high-performance computing (HPC) resources. It makes use of prior modeling work performed at the chromium plume site in the central LANL area, with extensive updates. The risk assessment will ultimately be used to support decision-making at the site, using multiple appropriately weighted sources of information, as well as uncertainty, sensitivity, and value-of-information analyses. (authors)
12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
Optimization models for integrated biorefinery operations
Variations of physical and chemical characteristics of biomass lead to an uneven flow of biomass in a biorefinery, which reduces equipment utilization and increases operational costs. Uncertainty of biomass supply and high processing costs increase the risk of investing in the US’s cellulosic biofuel industry. We propose a stochastic programming model to streamline processes within a biorefinery. A chance constraint models system’s reliability requirement that the reactor is operating at a high utilization rate given uncertain biomass moisture content, particle size distribution, and equipment failure. The model identifies operating conditions of equipment and inventory level to maintain a continuous flow of biomass to the reactor. Furthermore, the sample average approximation method approximates the chance constraint and a bisection search-based heuristic solves this approximation. A case study is developed using real-life data collected at Idaho National Laboratory’s biomass processing facility. An extensive computational analysis indicates that sequencing of biomass bales based on moisture level, increasing storage capacity, and managing particle size distribution, increases utilization of the reactor and reduces operational costs.
09 BIOMASS FUELS↗
Coexistence of Synchronization and Stochasticity in Thermally Coupled Mott Oscillators
Synchronization is conventionally regarded as a mechanism for suppressing variability and enforcing order in coupled systems, from pendula and lasers to neurons and electronic oscillators. Here, we show that synchronization can also embed stochasticity at finer scales. We observe this phenomenon in thermally coupled VO 2 neuristors, where robust in-phase synchronization at the microsecond scale coexists with spike onset fluctuations at the nanosecond scale, with no fixed leader. The coexistence of order and disorder originates from stochastic domain-level physics of the insulator–metal and metal–insulator transitions, where local variations in transition temperature drive cycle-to-cycle randomness in nucleation, percolation, and relaxation. A stochastic domain model reproduces this effect by generating synchronized spike trains with random lead–lag jitter, and experimental interspike interval statistics confirm the persistence of fine-scale variability despite macroscopic phase locking. These findings establish that synchronization and stochasticity can coexist within the same physical platform, revealing hidden disorder within collective order. Furthermore, this insight reframes synchronization as not purely deterministic, but as a universal context where microscopic variability can persist, with implications for electronics, cryptography, and the fundamental physics of order–disorder coexistence.
75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
Binary Quantum Control Optimization with Uncertain Hamiltonians
Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum controls under uncertainties. In this paper, we consider a stochastic discrete optimization formulation of a discretized binary optimal quantum control problem involving Hamiltonians with predictable uncertainties. We propose a sample-based reformulation that optimizes both risk-neutral and risk-averse measurements of control policies, and solve these with two gradient-based algorithms using sum-up-rounding approaches. Furthermore, we discuss the differentiability of the objective function and prove upper bounds of the gaps between the optimal solutions to binary control problems and their continuous relaxations. We conduct numerical simulations on various sized problem instances based on two applications of quantum pulse optimization; we evaluate different strategies to mitigate the impact of uncertainties in quantum systems. In conclusion, we demonstrate that the controls of our stochastic optimization model achieve significantly higher quality and robustness compared with the controls of a deterministic model.
conditional value-at-risk (CVaR)↗
A Simple Model for the Cloud Adjacency Effect and the Apparent Bluing of Aerosols Near Clouds
In determining aerosol-cloud interactions, the properties of aerosols must be characterized in the vicinity of clouds. Numerous studies based on satellite observations have reported that aerosol optical depths increase with increasing cloud cover. Part of the increase comes from the humidification and consequent growth of aerosol particles in the moist cloud environment, but part comes from 3D cloud-radiative transfer effects on the retrieved aerosol properties. Often, discerning whether the observed increases in aerosol optical depths are artifacts or real proves difficult. The paper provides a simple model that quantifies the enhanced illumination of cloud-free columns in the vicinity of clouds that are used in the aerosol retrievals. This model is based on the assumption that the enhancement in the cloud-free column radiance comes from enhanced Rayleigh scattering that results from the presence of the nearby clouds. The enhancement in Rayleigh scattering is estimated using a stochastic cloud model to obtain the radiative flux reflected by broken clouds and comparing this flux with that obtained with the molecules in the atmosphere causing extinction, but no scattering.
Marshak, Alexander↗
Automated Flight Routing Using Stochastic Dynamic Programming
Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.
Ng, Hok K.↗
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↗
Advancing process-based flood frequency analysis for assessing flood hazard and population flood exposure
Recent studies have showcased the use of process-based hydrological models with Stochastic Storm Transposition (SST) techniques to conduct Flood Frequency Analysis (FFA). This framework, referred hereby FFA-SST, has proved to be a robust strategy to estimate peak flows of specific annual exceedance probability (e.g., 100-year peak flow) that can reflect natural and anthropogenic disturbances, including changes in land use and meteorological patterns. With the objective of advancing the FFA-SST framework, this study presents for the first time the use of an Integrated Surface-Subsurface Hydrological Model (ISSHM) to conduct FFA-SST by extending the analysis from peak flow responses to flood extent, enabling a unique view and analysis of flood hazard and population flood exposure at the basin scale. As a proof-of-concept, we used the ISSHM, Advanced Terrestrial Simulator (Amanzi-ATS) model, and the SST model, RainyDay, to conduct FFA-SST by simulating the flood response to 5,000 annual synthetic storm events in a 2,227 $km^2$ Southeast Texas watershed. We demonstrate that ATS, without site-specific calibration, provides a robust process-based representation of peak flows, flood extent, streamflow, evapotranspiration, soil moisture content, and water storage changes. Our results and analyses, covering frequency curves up to a 500-year return period for peak flows, basin inundation fractions, and the number of people exposed to flooding, offer a unique perspective to analyze flood impacts across spatial scales. Overall, this study provides critical insights for flood risk management by extending the FFA-SST framework to include both flood hazard and population flood exposure analyses at the basin scale. Such an approach will empower stakeholders and disaster emergency agencies with a more comprehensive understanding of flood impacts across the entire basin domain, facilitating informed decision-making for flood risk assessment and management.
58 GEOSCIENCES↗