Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Markov models”

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 649 records · Page 36

Operation Optimization using Reinforcement Learning with Integrated Artificial Reasoning Framework

In large and complex systems, operational decision-making requires a systematic analysis with a vast amount of data from both process parameters and component status monitoring. In this paper, we present an integrated artificial reasoning approach for system state transition models that can help operational decision-making with explainable and traceable reasoning. The integrated artificial reasoning framework is a physics-based approach of defining the system structure in a Bayesian network, so we leveraged it in a Markov decision process (MDP) for finding optimal operational solutions. In our proposed framework, the MDP is implemented on a dynamic Bayesian network (DBN), which represents causalities in a system. The multilevel flow modeling was utilized in order to extract these causalities in a more efficient and objective manner. Since multilevel flow modeling is based on the fundamental energy and mass conservation laws, the target system is decomposed into several mass, energy, and information structures, which serve as the basis for a DBN. The MDP consists of the processes of finding a solution for the Bellman equation, which can be derived from the conditional probability equations of the constructed DBN. System operators can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from the component degradation process or random failures. We analyzed a simplified example system to illustrate finding an optimal operational policy with this approach.

99 GENERAL AND MISCELLANEOUS↗

Dark matter clumps as sources of gravitational-wave glitches in LIGO-Virgo-KAGRA data

We consider the hypothetical possibility that nonstationary glitch features in the noise of ground-based gravitational-wave detectors could be produced by small dark matter clumps that pass through the earth in the vicinity of gravitational-wave detectors. Here, we first derive the gravitational-wave strain that would be generated by the passage of such a dark matter clump. We find that the strain is primarily sourced by the Newtonian gravitational acceleration of the mirrors toward the clump and by the Shapiro time delay of the photons in the laser beams as they pass through the gravitational potential created by the dark matter clump. We also find that the Newtonian acceleration effect dominates the gravitational-wave strain for both ground and space-based interferometers. We then compare our dark matter clump, gravitational-wave strain model to 84 Koi-Fish glitches detected during the second observing run of the LIGO/Virgo/KAGRA Collaboration through a Markov chain Monte Carlo Bayesian analysis. We find that all glitches but nine can be confidently rejected as having originated from dark matter clumps. For the remaining glitches, the dark matter hypothesis cannot be excluded, and the maximum a posteriori parameters yield minimum densities of about 10 −7 g⁡/cm 3 , within the model. These results allow us to place the first direct upper limits with gravitational-wave detectors on the local over-density of dark matter in the form of clumps in the local neighborhood of Earth, namely 𝜌 DM ⁢clumps ≲ 10 −15 g⁡/cm −3 .

Astronomy and AstroPhysics↗

A Note on the Effects of Linear Topology Preservation in Monte Carlo Simulations of Knotted Proteins

Monte Carlo simulations are a powerful technique and are widely used in different fields. When applied to complex molecular systems with long chains, such as those in synthetic polymers and proteins, they have the advantage of providing a fast and computationally efficient way to sample equilibrium ensembles and calculate thermodynamic and structural properties under desired conditions. Conformational Monte Carlo techniques employ a move set to perform the transitions in the simulation Markov chain. While accepted conformations must preserve the sequential bonding of the protein chain model and excluded volume among its units, the moves themselves may take the chain across itself. We call this a break in linear topology preservation. In this manuscript, we show, using simple protein models, that there is no difference in equilibrium properties calculated with a move set that preserves linear topology and one that does not. However, for complex structures, such as those of deeply knotted proteins, the preservation of linear topology provides correct equilibrium results but only after long relaxation. In any case, to analyze folding pathways, knotting mechanisms and folding kinetics, the preservation of linear topology may be an unavoidable requirement.

Especial, João N. C. (ORCID:0000000254765370)↗

Photometric Objects around Cosmic Webs (PAC) Delineated in a Spectroscopic Survey. I. Methods

We provide a method for estimating the projected density distribution ${\bar{n}}_{2}{w}_{p}({r}_{p})$ of photometric objects around spectroscopic objects in a spectroscopic survey. This quantity describes the distribution of photometric sources with certain physical properties (e.g., luminosity, mass, and color) around cosmic webs (PAC) traced by the spectroscopic objects. The method can make full use of current and future deep and wide photometric surveys to explore the formation of galaxies up to medium redshift (z s < 2) 3 with the aid of cosmological spectroscopic surveys that sample only a fairly limited species of objects (e.g., emission line galaxies). As an example, we apply the PAC method to the CMASS spectroscopic and HSC-SSP PDR2 photometric samples to explore the distribution of galaxies for a wide range of stellar masses from 10 9.0 to 10 12.0 M ⊙ around massive galaxies at z s ≈ 0.6. Using the abundance-matching method, we model ${\bar{n}}_{2}{w}_{p}({r}_{p})$ in N-body simulation using Markov chain Monte Carlo sampling, and we accurately measure the stellar–halo mass relation and stellar mass function for the whole mass range. We can also measure the conditional stellar mass function of satellites for central galaxies of different mass. The PAC method has many potential applications for studying the evolution of galaxies.

79 ASTRONOMY AND ASTROPHYSICS↗

Control theory for random systems

A survey is presented of the current knowledge available for designing and predicting the effectiveness of controllers for dynamic systems which can be modeled by ordinary differential equations. A short discussion of feedback control is followed by a description of deterministic controller design and the concept of system state. The need for more realistic disturbance models led to the use of stochastic process concepts, in particular the Gauss-Markov process. A compensator controlled system, with random forcing functions, random errors in the measurements, and random initial conditions, is treated as constituting a Gauss-Markov random process; hence the mean-square behavior of the controlled system is readily predicted. As an example, a compensator is designed for a helicopter to maintain it in hover in a gusty wind over a point on the ground.

Bryson, A. E., Jr.↗

HiRel: Hybrid Automated Reliability Predictor (HARP) integrated reliability tool system, (version 7.0). Volume 3: HARP Graphics Oriented (GO) input user's guide

The Hybrid Automated Reliability Predictor (HARP) integrated Reliability (HiRel) tool system for reliability/availability prediction offers a toolbox of integrated reliability/availability programs that can be used to customize the user's application in a workstation or nonworkstation environment. HiRel consists of interactive graphical input/output programs and four reliability/availability modeling engines that provide analytical and simulative solutions to a wide host of highly reliable fault-tolerant system architectures and is also applicable to electronic systems in general. The tool system was designed at the outset to be compatible with most computing platforms and operating systems, and some programs have been beta tested within the aerospace community for over 8 years. This document is a user's guide for the HiRel graphical preprocessor Graphics Oriented (GO) program. GO is a graphical user interface for the HARP engine that enables the drawing of reliability/availability models on a monitor. A mouse is used to select fault tree gates or Markov graphical symbols from a menu for drawing.

Bavuso, Salvatore J.↗

Probabilistic Path Planning of Montgolfier Balloons in Strong, Uncertain Wind Fields

Lighter-than-air vehicles such as hot-air balloons have been proposed for exploring Saturn s moon Titan, as well as other bodies with significant atmospheres. For these vehicles to navigate effectively, it is critical to incorporate the effects of surrounding wind fields, especially as these winds will likely be strong relative to the control authority of the vehicle. Predictive models of these wind fields are available, and previous research has considered problems of planning paths subject to these predicted forces. However, such previous work has considered the wind fields as known a priori, whereas in practical applications, the actual wind vector field is not known exactly and may deviate significantly from the wind velocities estimated by the model. A probabilistic 3D path-planning algorithm was developed for balloons to use uncertain wind models to generate time-efficient paths. The nominal goal of the algorithm is to determine what altitude and what horizontal actuation, if any is available on the vehicle, to use to reach a particular goal location in the least expected time, utilizing advantageous winds. The solution also enables one to quickly evaluate the expected time-to-goal from any other location and to avoid regions of large uncertainty. This method is designed for balloons in wind fields but may be generalized for any buoyant vehicle operating in a vector field. To prepare the planning problem, the uncertainty in the wind field is modeled. Then, the problem of reaching a particular goal location is formulated as a Markov decision process (MDP) using a discretized space approach. Solving the MDP provides a policy of what actuation option (how much buoyancy change and, if applicable, horizontal actuation) should be selected at any given location to minimize the expected time-to-goal. The results provide expected time-to-goal values from any given location on the globe in addition to the action policy. This stochastic approach can also provide insights not accessible by deterministic methods; for example, one can evaluate variability and risk associated with different scenarios, rather than only viewing the expected outcome.

Wolf, Michael↗

An Evolutionary Algorithm to Personalize Stool-Based Colorectal Cancer Screening

Fecal immunochemical testing (FIT) is an established method for colorectal cancer (CRC) screening. Measured FIT-concentrations are associated with both present and future risk of CRC, and may be used for personalized screening. However, evaluation of personalized screening is computationally challenging. In this study, a broadly applicable algorithm is presented to efficiently optimize personalized screening policies that prescribe screening intervals and FIT-cutoffs, based on age and FIT-history. We present a mathematical framework for personalized screening policies and a bi-objective evolutionary algorithm that identifies policies with minimal costs and maximal health benefits. The algorithm is combined with an established microsimulation model (MISCAN-Colon), to accurately estimate the costs and benefits of generated policies, without restrictive Markov assumptions. The performance of the algorithm is demonstrated in three experiments. In Experiment 1, a relatively small benchmark problem, the optimal policies were known. The algorithm approached the maximum feasible benefits with a relative difference of 0.007%. Experiment 2 optimized both intervals and cutoffs, Experiment 3 optimized cutoffs only. Optimal policies in both experiments are unknown. Compared to policies recently evaluated for the USPSTF, personalized screening increased health benefits up to 14 and 4.3%, for Experiments 2 and 3, respectively, without adding costs. Generated policies have several features concordant with current screening recommendations. The method presented in this paper is flexible and capable of optimizing personalized screening policies evaluated with computationally-intensive but established simulation models. It can be used to inform screening policies for CRC or other diseases. For CRC, more debate is needed on what features a policy needs to exhibit to make it suitable for implementation in practice.

60 APPLIED LIFE SCIENCES↗

Bayesian sequential optimal experimental design for nonlinear models using policy gradient reinforcement learning

We present a mathematical framework and computational methods for optimally designing a finite sequence of experiments. This sequential optimal experimental design (sOED) problem is formulated as a finite-horizon partially observable Markov decision process (POMDP) under a Bayesian setting and with information-theoretic utilities. The formulation is general and may accommodate continuous random variables, non-Gaussian posteriors, and nonlinear forward models. The sOED design policy incorporates elements of feedback and lookahead simultaneously, and we show it to generalize the commonly-used batch and greedy design strategies. We solve for the sOED policy using the policy gradient (PG) method from reinforcement learning, and provide a derivation for the PG expression in the sOED context. Adopting an actor-critic approach, the policy and value functions are parameterized using deep neural networks and improved via PG estimates produced from simulated episodes of designs and observations. The new PG-sOED algorithm is first validated on a linear-Gaussian benchmark, and then compared against other design baselines on a sensor movement problem for contaminant source inversion in a convection-diffusion field. As a result, we provide explanation for the policy behaviors using knowledge of the underlying physical process.

97 MATHEMATICS AND COMPUTING↗

A stochastic-dynamical approach to the study of the natural variability of the climate

A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.

Straus, D. M.↗

A Stochastic Intracellular Model of Anthrax Infection With Spore Germination Heterogeneity

We present a stochastic mathematical model of the intracellular infection dynamics of Bacillus anthracis in macrophages. Following inhalation of B. anthracis spores, these are ingested by alveolar phagocytes. Ingested spores then begin to germinate and divide intracellularly. This can lead to the eventual death of the host cell and the extracellular release of bacterial progeny. Some macrophages successfully eliminate the intracellular bacteria and will recover. Here, a stochastic birth-and-death process with catastrophe is proposed, which includes the mechanism of spore germination and maturation of B. anthracis . The resulting model is used to explore the potential for heterogeneity in the spore germination rate, with the consideration of two extreme cases for the rate distribution: continuous Gaussian and discrete Bernoulli. We make use of approximate Bayesian computation to calibrate our model using experimental measurements from in vitro infection of murine peritoneal macrophages with spores of the Sterne 34F2 strain of B. anthracis . The calibrated stochastic model allows us to compute the probability of rupture, mean time to rupture, and rupture size distribution, of a macrophage that has been infected with one spore. We also obtain the mean spore and bacterial loads over time for a population of cells, each assumed to be initially infected with a single spore. Our results support the existence of significant heterogeneity in the germination rate, with a subset of spores expected to germinate much later than the majority. Furthermore, in agreement with experimental evidence, our results suggest that most of the spores taken up by macrophages are likely to be eliminated by the host cell, but a few germinated spores may survive phagocytosis and lead to the death of the infected cell. Finally, we discuss how this stochastic modelling approach, together with dose-response data, allows us to quantify and predict individual infection risk following exposure.

59 BASIC BIOLOGICAL SCIENCES↗

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗

Stochastic simulation of occupant-driven energy use in a bottom-up residential building stock model

The residential buildings sector is one of the largest electricity consumers worldwide and contributes disproportionally to peak electricity demand in many regions. Strongly driven by occupant activities, household energy consumption is stochastic and heterogeneous in nature. However, most residential energy models applied by industry use homogeneous, deterministic activity schedules, which work well for predictions of annual energy consumption, but can result in unrealistic hourly or sub-hourly electric load profiles, with exaggerated or muted peaks. The increasing proportion of variable renewable energy generators means that representing the heterogeneity and stochasticity of occupant behavior is now crucial for reliable planning at both bulk-power and distribution-system scales. This work presents a novel and open-source occupancy simulation approach that can simulate a diverse set of individual occupant and household event schedules for all major electricity, fuel, and hot water end uses. To accomplish this, we evaluated three alternative occupant activity simulation approaches before selecting a hybrid combining time-inhomogeneous Markov chains and probability-sampling of event durations and magnitudes. Further, we integrated the stochastic occupancy simulation with an open-source bottom-up physics-simulation building stock model and published a set of 550,000 diverse household end-use activity schedules representing a national housing stock. The simulator was verified against time-use survey data, and simulation results were validated against measured end-use electricity data for accuracy and reliability. While we use data for the United States, our application demonstrates how similar approaches could be applied using the time-use survey data collected in many countries around the world.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Fracton Hydrodynamics without Time-Reversal Symmetry

Here, we present an effective field theory for the nonlinear fluctuating hydrodynamics of a single conserved charge with or without time-reversal symmetry, based on the Martin-Siggia-Rose formalism. Applying this formalism to fluids with only charge and multipole conservation, and with broken time-reversal symmetry, we predict infinitely many new dynamical universality classes, including some with arbitrarily large upper critical dimensions. Using large scale simulations of classical Markov chains, we find numerical evidence for a breakdown of hydrodynamics in quadrupole-conserving models with broken time-reversal symmetry in one spatial dimension. Our framework can be applied to the hydrodynamics around stationary states of open systems, broadening the applicability of previously developed ideas and methods to a wide range of systems in driven and active matter.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Generalized master equation for particle transport in binary random media with renewal statistics

Particle transport in binary stochastic mixtures is classically modeled assuming Markovian or exponential mixing statistics but in many applications material memory invalidates the Markov assumption. For non-Markovian mixing characterized by alternating renewal processes, a transport-theoretic framework is presented that provides an exact description of transport in nonscattering random binary media with general non-exponential statistics. Our approach is to Markovianize the problem by augmenting the {material type, particle flux} state space with the age or distance from the last interface. A Chapman-Kolmogorov equation is formulated for the joint probability density of the material type, particle flux, and age, and subsequently reduced to a generalized Master equation (GME) in differential form. This constitutes the primary result of this work. A state-updating Monte Carlo algorithm consistent with the GME is developed and benchmarked against analytical solutions for multiple chord-length laws. For purely absorbing renewal statistical media, the GME reproduces analytical benchmarks for the equilibrium age distribution, interior mean/variance of material-conditioned fluxes, and boundary transmittance. Simulations further demonstrate that a Markov (exponential) approximation of non-exponential statistics can introduce large errors in transmittance and interior flux profiles. Lastly, the reintroduction of memory due to scattering is briefly addressed through heuristic considerations.

Fluctuations & noise↗

Bayesian inference of structured latent spaces from neural population activity with the orthogonal stochastic linear mixing model

The brain produces diverse functions, from perceiving sounds to producing arm reaches, through the collective activity of populations of many neurons. Determining if and how the features of these exogenous variables (e.g., sound frequency, reach angle) are reflected in population neural activity is important for understanding how the brain operates. Often, high-dimensional neural population activity is confined to low-dimensional latent spaces. However, many current methods fail to extract latent spaces that are clearly structured by exogenous variables. This has contributed to a debate about whether or not brains should be thought of as dynamical systems or representational systems. Here, we developed a new latent process Bayesian regression framework, the orthogonal stochastic linear mixing model (OSLMM) which introduces an orthogonality constraint amongst time-varying mixture coefficients, and provide Markov chain Monte Carlo inference procedures. We demonstrate superior performance of OSLMM on latent trajectory recovery in synthetic experiments and show superior computational efficiency and prediction performance on several real-world benchmark data sets. We primarily focus on demonstrating the utility of OSLMM in two neural data sets: μ ECoG recordings from rat auditory cortex during presentation of pure tones and multi-single unit recordings form monkey motor cortex during complex arm reaching. We show that OSLMM achieves superior or comparable predictive accuracy of neural data and decoding of external variables (e.g., reach velocity). Most importantly, in both experimental contexts, we demonstrate that OSLMM latent trajectories directly reflect features of the sounds and reaches, demonstrating that neural dynamics are structured by neural representations. Together, these results demonstrate that OSLMM will be useful for the analysis of diverse, large-scale biological time-series datasets.

59 BASIC BIOLOGICAL SCIENCES↗

Probabilistic Motion Planning of Balloons in Strong, Uncertain Wind Fields

This paper introduces a new algorithm for probabilistic motion planning in arbitrary, uncertain vector fields, with emphasis on high-level planning for Montgolfiere balloons in the atmosphere of Titan. The goal of the algorithm is to determine what altitude--and what horizontal actuation, if any is available on the vehicle--to use to reach a goal location in the fastest expected time. The winds can vary greatly at different altitudes and are strong relative to any feasible horizontal actuation, so the incorporation of the winds is critical for guidance plans. This paper focuses on how to integrate the uncertainty of the wind field into the wind model and how to reach a goal location through the uncertain wind field, using a Markov decision process (MDP). The resulting probabilistic solutions enable more robust guidance plans and more thorough analysis of potential paths than existing methods.

Wolf, Michael T.↗

Planetary Crater Detection and Registration Using Marked Point Processes, Multiple Birth and Death Algorithms, and Region-Based Analysis

Because of the large variety of sensors and spacecraft collecting data, planetary science needs to integrate various multi-sensor and multi-temporal images. These multiple data represent a precious asset, as they allow the study of targets spectral responses and of changes in the surface structure; because of their variety, they also require accurate and robust registration. A new crater detection algorithm, used to extract features that will be integrated in an image registration framework, is presented. A marked point process-based method has been developed to model the spatial distribution of elliptical objects (i.e. the craters) and a birth-death Markov chain Monte Carlo method, coupled with a region-based scheme aiming at computational efficiency, is used to find the optimal configuration fitting the image. The extracted features are exploited, together with a newly defined fitness function based on a modified Hausdorff distance, by an image registration algorithm whose architecture has been designed to minimize the computational time.

Image Processing; Pattern Recognition↗