Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic 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
All sourcesNASA NTRSDOE OSTI
NASA NTRS1994

The global resurfacing of Venus

The impact cratering record on Venus is unique among the terrestrial planets. Fully 84% of the craters are in pristine condition, and only 12% are fractured. Remarkably, only 2.5% of the craters and crater-related features are embayed by lava, although intense volcanism and tectonism have affected the entire planet. Furthermore, the spatial and hypsometric distribution of the craters is consistent with a completely random one, including stochastic variations. Monte Carlo simulations of equilibrium resurfacing models result in a minimum of 17 times more embayed craters than observed, or unobserved nonrandom crater distributions for resurfacing areas between 0.03% and 100% of the planet's surface. These models also are not consistent with the number and nonrandom distribution of volcanoes, and the nonrandom distribution of embayed and heavily fractured craters. The constraints imposed by the cratering record strongly indicate that Venus experienced a global resurfacing event about 300 m.y. ago followed by a dramatic reduction of volcanism and tectonism. This global resurfacing event ended abruptly (less than 10 m.y.). The present crater population has accumulated since then and remains largely intact. Thermal history models suggest that similar global resurfacing events probably occured episodically in the past. We show that neither the present level and style of geologic activity nor anything less than global resurfacing could have produced the observed cratering record. The effects of recent geologic activity are much less than those of the earlier global resurfacing event, when the record of all the early heavy bombardment and much of the later light bombardment was erased from the surface by massive volcanism and tectonic activity. Episodic regional resurfacing events that had global effects also occurred on Earth (e.g., the mid-Cretaceous superplume) and probably on Mars. On Mars they may have triggered the catastrophic releases of water that formed the outflow channels.

Strom, Robert G.↗
NASA NTRS1996

Iterative LQG Controller Design Through Closed-Loop Identification

This paper presents an iterative Linear Quadratic Gaussian (LQG) controller design approach for a linear stochastic system with an uncertain open-loop model and unknown noise statistics. This approach consists of closed-loop identification and controller redesign cycles. In each cycle, the closed-loop identification method is used to identify an open-loop model and a steady-state Kalman filter gain from closed-loop input/output test data obtained by using a feedback LQG controller designed from the previous cycle. Then the identified open-loop model is used to redesign the state feedback. The state feedback and the identified Kalman filter gain are used to form an updated LQC controller for the next cycle. This iterative process continues until the updated controller converges. The proposed controller design is demonstrated by numerical simulations and experiments on a highly unstable large-gap magnetic suspension system.

Hsiao, Min-Hung↗
NASA NTRS1998

The CUSP/Magnetosheath Interface on May 29, 1996: Interball-1 and Polar Observations

On May 29, 1996, under steady strong northward IMF and high solar wind dynamic pressure conditions both Polar and Interball cross field lines that pass through the northern cusp and apparently close to the post-cusp reconnection site. The magnetopause current observed by Interball consists of two quite distinct layers, an inner broad current that is quite turbulent and another current that is quite abrupt and quiet. Polar also crosses current layers, similar to the Interball inner one. These observations support a model in which cusp field lines experience essentially stochastic behavior but on average provide topological connection between the cusp and magnetosheath.

Savin, S. P.↗
NASA NTRS1997

Implicit Kalman filtering

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

Non-NASA Center↗
NASA NTRSDate not supplied

Game-Theoretic Modeling of Vegetation Composition, Structure, and Dynamics: Physical Constraints, Fundamental Processes, and Emergent Properties

Vegetation structural and compositional dynamics emerge from plant physiological and demographic processes, individual-based competition, vegetation-soil feedbacks, and environmental variations and disturbance events. Predicting long-term changes in vegetation requires scaling plant individual behavior to large scale ecosystem processes. In this presentation, we summarize our studies in the modeling of vegetation demographic processes, competitively dominant plant traits, plant hydraulic processes, and stochastic disturbance effects on ecosystems, and illustrate the roles of the underlying ecological processes and eco-evolutionary optimization in vegetation modeling. With the case studies of evolutionarily stable strategy of allocation, leaf traits, and plant hydraulic processes, we show how the ecosystem processes and vegetation dynamics are determined by the individual-based plant competition and variations of soil and climate conditions. The predictions of ecosystem carbon dynamics can be greatly different with those from the traditional “single-tree” models. We also discuss the tradeoffs of plant traits and evolutionarily optimal strategies in the modeling of terrestrial ecosystem dynamics in an Earth system model.

vegetation models↗
NASA NTRS1981

A numerical model study of long-term planetary wave predictability

A numerical model was developed to study planetary wave behavior over periods up to 4 months under the influences of stochastic and diffusive forcing by synoptic scale motions and of sea surface temperature anomalies. The model is suitable for Monte Carlo experiments which provide ensemble mean and variance predictions and permit the response to heating anomalies to be partly separated from random variability. The model incorporates the linear-balanced dynamical equations for wind at two tropospheric levels and temperature at one level. The model atmosphere is forced by semiempirical January heating linearly dependent on local air temperature. Topography and the lower boundary layer are represented by vertical motion and drag functions, respectively, of the lower level wind. The linear phase speeds of Rossby waves are modified to reflect the effect of the stratosphere.

Wobus, R. L.↗
NASA NTRS2016

A DSMC Surface Chemistry Model for Carbon-Based Ablators

A detailed molecular surface chemistry model for the DSMC (Direct Simulation Monte Carlo) method is proposed and implemented into the SPARTA (Stochastic PArallel Rarefied-gas Time-accurate Analyzer) DSMC solver. Molchanova et al. constructed a molecular model for surface recombination in DSMC that includes different surface processes (adsorption, desoprtion, Eley-Rideal and Langmuir-Hinshelwood). All surface processes can be divided into two groups: surface mechanisms, which involve only the particle adsorbed by the surface (desorption and Langmuir-Hinshelwood), and impact mechanisms, which also involve gas-phase particles (adsorption, Eley-Rideal). Using a similar approach, the 14-reaction kinetic model of oxygen-carbon interaction suggested by Zhlukhtov and Abe, as well as more recent models by Alba et al., Poovathinghal et al., and a new model developed in the scope of this work, are implemented in SPARTA. The computational results for the different oxidation models are compared with experimental results from Murray et al. (oxidation of a vitreous carbon surface due to a hyperthermal beam of O and O2), with a particular focus on fluxes, angular and Time-Of-Flight distributions of scattered particles.

oxidation↗
NASA NTRS1988

Effect of wet tropospheric path delays on estimation of geodetic baselines in the Gulf of California using the Global Positioning System

Surface Meteorological (SM) and Water Vapor Radiometer (WVR) measurements are used to provide an independent means of calibrating the GPS signal for the wet tropospheric path delay in a study of geodetic baseline measurements in the Gulf of California using GPS in which high tropospheric water vapor content yielded wet path delays in excess of 20 cm at zenith. Residual wet delays at zenith are estimated as constants and as first-order exponentially correlated stochastic processes. Calibration with WVR data is found to yield the best repeatabilities, with improved results possible if combined carrier phase and pseudorange data are used. Although SM measurements can introduce significant errors in baseline solutions if used with a simple atmospheric model and estimation of residual zenith delays as constants, SM calibration and stochastic estimation for residual zenith wet delays may be adequate for precise estimation of GPS baselines. For dry locations, WVRs may not be required to accurately model tropospheric effects on GPS baselines.

Tralli, David M.↗
NASA NTRS1989

Modern CACSD using the Robust-Control Toolbox

The Robust-Control Toolbox is a collection of 40 M-files which extend the capability of PC/PRO-MATLAB to do modern multivariable robust control system design. Included are robust analysis tools like singular values and structured singular values, robust synthesis tools like continuous/discrete H(exp 2)/H infinity synthesis and Linear Quadratic Gaussian Loop Transfer Recovery methods and a variety of robust model reduction tools such as Hankel approximation, balanced truncation and balanced stochastic truncation, etc. The capabilities of the toolbox are described and illustated with examples to show how easily they can be used in practice. Examples include structured singular value analysis, H infinity loop-shaping and large space structure model reduction.

Chiang, Richard Y.↗
NASA NTRS1987

Stochasticity in numerical solutions of the nonlinear Schroedinger equation

The cubically nonlinear Schroedinger equation is an important model of nonlinear phenomena in fluids and plasmas. Numerical solutions in a spatially periodic system commonly involve truncation to a finite number of Fourier modes. These solutions are found to be stochastic in the sense that the largest Liapunov exponent is positive. As the number of modes is increased, the size of this exponent appears to converge to zero, in agreement with the recent demonstration of the integrability of the spatially periodic case.

Shen, Mei-Mei↗
NASA NTRSDate not supplied

A Parallelized Oxidation-Driven Surface Recession Framework in DSMC Code, SPARTA

Spacecrafts rely on ablative thermal protection systems (TPS) made of composites consisting of a carbon-based reinforcement and a polymeric matrix. These materials are designed to withstand high-temperature oxidation and surface recession during re-entry into the Earth's atmosphere. However, ablation occurs due to a complex interplay of thermal, mechanical, and chemical factors, making it challenging to determine the individual impact of each on the TPS's overall degradation. In this study, we have developed an ablation model that can leverage a finite rate carbon oxidation model to predict material recession and surface states more accurately. Stochastic PArallel Rarified-gas Time-accurate Analyzer (SPARTA), a direct-simulation Monte Carlo (DSMC) code, is modified to allow oxidation-driven ablation of implicitly defined carbon surfaces. In SPARTA, implicit surfaces are generated from the grid corner point values via a marching cubes algorithm, therefore creating a new set of surface elements every time ablation is performed. The finite-rate oxidation model developed by Gopalan et. al can perform both gas-surface and pure-surface reactions and is now adapted to tally surface data on a per grid cell basis. The ablation functionality was also adjusted so once the reactions have occurred, the number of reactions leading to CO formation can be converted to corner point reduction values; therefore, carbon removal is directly proportional to surface recession. We also briefly discuss some unique challenges associated with parallelizing this dynamic surface state and geometry. Finally, we analyze the performance of this parallelized implicit chemistry model with simple 2D and 3D benchmark cases by producing surface state statistics, area changes over time, and visualization across a range of surface temperatures and processors with and without load-balancing.

DSMC↗
NASA NTRS2007

GPS-Based Reduced Dynamic Orbit Determination Using Accelerometer Data

Currently two gravity field satellite missions, CHAMP and GRACE, are equipped with high sensitivity electrostatic accelerometers, measuring the non-conservative forces acting on the spacecraft in three orthogonal directions. During the gravity field recovery these measurements help to separate gravitational and non-gravitational contributions in the observed orbit perturbations. For precise orbit determination purposes all these missions have a dual-frequency GPS receiver on board. The reduced dynamic technique combines the dense and accurate GPS observations with physical models of the forces acting on the spacecraft, complemented by empirical accelerations, which are stochastic parameters adjusted in the orbit determination process. When the spacecraft carries an accelerometer, these measured accelerations can be used to replace the models of the non-conservative forces, such as air drag and solar radiation pressure. This approach is implemented in a batch least-squares estimator of the GPS High Precision Orbit Determination Software Tools (GHOST), developed at DLR/GSOC and DEOS. It is extensively tested with data of the CHAMP and GRACE satellites. As accelerometer observations typically can be affected by an unknown scale factor and bias in each measurement direction, they require calibration during processing. Therefore the estimated state vector is augmented with six parameters: a scale and bias factor for the three axes. In order to converge efficiently to a good solution, reasonable a priori values for the bias factor are necessary. These are calculated by combining the mean value of the accelerometer observations with the mean value of the non-conservative force models and empirical accelerations, estimated when using these models. When replacing the non-conservative force models with accelerometer observations and still estimating empirical accelerations, a good orbit precision is achieved. 100 days of GRACE B data processing results in a mean orbit fit of a few centimeters with respect to high-quality JPL reference orbits. This shows a slightly better consistency compared to the case when using force models. A purely dynamic orbit, without estimating empirical accelerations thus only adjusting six state parameters and the bias and scale factors, gives an orbit fit for the GRACE B test case below the decimeter level. The in orbit calibrated accelerometer observations can be used to validate the modelled accelerations and estimated empirical accelerations computed with the GHOST tools. In along track direction they show the best resemblance, with a mean correlation coefficient of 93% for the same period. In radial and normal direction the correlation is smaller. During days of high solar activity the benefit of using accelerometer observations is clearly visible. The observations during these days show fluctuations which the modelled and empirical accelerations can not follow.

VanHelleputte, Tom↗
NASA NTRS1999

Improved Earth Sensor Performance Using a Sequentially Correlated Noise Model

Spacecraft attitude estimation by means of an extended Kalman filter requires a reasonably true model of the inherent noise of each sensor. For some sensors, the largest uncorrected noise comes not from the sensor itself, but from errors in the model for the predicted observations. This is certainly the case for Earth horizon sensors. The Earth horizon as seen from low Earth orbit is nearly a circle whose radius depends primarily on altitude. A straightforward latitude-dependent correction is added to this to account for the oblateness of the Earth. There also are both seasonal and stochastic variations in the horizon height. The seasonal variations can be predicted to some limited degree based on models derived from historical data. The stochastic component characteristically shows variations that are correlated both in time and space but which are unpredictable over long time spans. This work investigates whether Earth horizon sensor performance can be improved by solving for its systematic error as an augmentation of an attitude Kalman filter. It is found that using only Earth and Sun sensors, the augmented state is not fully observable. Even when magnetometer data is included, only the pitch axis component of the error can be improved; the roll component is unobservable.

Sedlak, J.↗
NASA NTRS1990

Application of stochastic robustness to aircraft control systems

Guaranteeing robustness has long been an important design objective of control system analysis. Stochastic robustness is a simple numerical procedure that can be used to measure and gain insight into robustness properties associated with linear control systems. In the realm of aircraft control systems, problems such as the effects of flight condition perturbations and model-order uncertainties on robustness are easily and effectively analyzed using stochastic robustness. The concept of stochastic robustness is reviewed and examples are presented demonstrating its use in flight control system analysis.

Ryan, Laura E.↗
NASA NTRS2008

Stochastic Transport Theory for Investigating the Three-Dimensional Canopy Structure from Space Measurements

Radiation reflected from vegetation canopies exhibits high spatial variation. Satellite-borne sensors measure the mean intensities emanating from heterogeneous vegetated pixels. The theory of radiative transfer in stochastic media provides the most logical linkage between satellite observations and the three-dimensional canopy structure through a closed system of simple equations which contains the mean intensity and higher statistical moments directly as its unknowns. Although this theory has been a highly active research field in recent years, its potential for satellite remote sensing of vegetated surfaces has not been fully realized because of the lack of models of a canopy pair-correlation function that the stochastic radiative transfer equations require. The pair correlation function is defined as the probability of finding simultaneously phytoelements at two points. This paper presents analytical and Monte Carlo generated pair correlation functions. Theoretical and numerical analyses show that the spatial correlation between phytoelements is primarily responsible for the effects of the three-dimensional canopy structure on canopy reflective and absorptive properties. The pair correlation function, therefore, is the most natural and physically meaningful measure of the canopy structure over a wide range of scales. The stochastic radiative transfer equations naturally admit this measure and thus provide a powerful means to investigate the three-dimensional canopy structure from space. Canopy reflectances predicted by the stochastic equations are assessed by comparisons with the PARABOLA measurements from coniferous and broadleaf forest stands in the BOREAS Southern Study Areas. The pair correlation functions are derived from data on tree structural parameters collected during field campaigns conducted at these sites. The simulated canopy reflectances compare well with the PARABOLA data.

Huang, Dong↗
NASA NTRS1997

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗
NASA NTRS1991

Compensator design for stability enhancement with collocated controllers

A continuum model rather than a finite element model is used. The optimal compensator design is formulated as a stochastic regulator problem and is shown to be solvable by the general infinite-dimensional theory developed by the author despite the lack of exponential stabilizability. Infinite-dimensional steady-state Riccati equations characterizing the feedback control gain and the Kalman filter gain operators can be solved explicitly. The associated performance indexes including the mean-square control-effort are calculated in closed form. As a first approximation, the compensator transfer function can be realized as a bank of bandpass filters in parallel centered at the undamped mode frequencies. Numerical calculations for the gain and bandwidths for a typical configuration are presented. The performance of the compensator is evaluated when in fact in the true model there is no actuator noise. The theoretical problem involved is to show that the infinite-dimensional stochastic process is asymptotically stationary. It is possible to calculate the steady-state covariance in closed form and thereby calculate performance indexes of interest explicitly, facilitating the choice of optimal design parameters.

Balakrishnan, A. V.↗
NASA NTRS1980

Preliminary evidence for the influence of physiography and scale upon the autocorrelation function of remotely sensed data

Previously established results demonstrate that LANDSAT data are autocorrelated and can be described by a univariate linear stochastic process known as auto-regressive-integrated-moving-average model of degree 1, 0, 1 or ARIMA (1, 0, 1). This model has two coefficients of interest for interpretation phi(1) and theta(1). In a comparison of LANDSAT thematic mapper simulator (TMS) data and LANDSAT MSS data several results were established: (1) The form of the relatedness as described by this model is not dependent upon system look angle or pixel size. (2) The phi(1) coefficient increases with decreasing pixel size and increasing topographic complexity. (3) Changes in topography have a greater influence upon phi(1) than changes in land cover class. (4) The theta(1) seems to vary with the amount of atmospheric haze. These patterns of variation in phi(1) and theta(1) are potentially exploitable by the remote sensing community to yield stochastically independent sets of observations, characterize topography, and reduce the number of bytes needed to store remotely sensed data.

Labovitz, M. L.↗