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At least 73 records · Page 4

EUPDF: An Eulerian-Based Monte Carlo Probability Density Function (PDF) Solver. User's Manual

EUPDF is an Eulerian-based Monte Carlo PDF solver developed for application with sprays, combustion, parallel computing and unstructured grids. It is designed to be massively parallel and could easily be coupled with any existing gas-phase flow and spray solvers. The solver accommodates the use of an unstructured mesh with mixed elements of either triangular, quadrilateral, and/or tetrahedral type. The manual provides the user with the coding required to couple the PDF code to any given flow code and a basic understanding of the EUPDF code structure as well as the models involved in the PDF formulation. The source code of EUPDF will be available with the release of the National Combustion Code (NCC) as a complete package.

Raju, M. S.↗

Model-based prognostics for batteries which estimates useful life and uses a probability density function

This invention develops a mathematical model to describe battery behavior during individual discharge cycles as well as over its cycle life. The basis for the form of the model has been linked to the internal processes of the battery and validated using experimental data. Effects of temperature and load current have also been incorporated into the model. Subsequently, the model has been used in a Particle Filtering framework to make predictions of remaining useful life for individual discharge cycles as well as for cycle life. The prediction performance was found to be satisfactory as measured by performance metrics customized for prognostics for a sample case. The work presented here provides initial steps towards a comprehensive health management solution for energy storage devices.

Saha, Bhaskar↗

Measurements of the stochastic nature of atmospheric spectral amplitudes

The stochastic nature of the power spectral amplitudes of the neutral atmospheric boundary layer is examined. Probability density distributions and probability distributions of longitudinal and lateral power spectra amplitudes are computed from neutral atmospheric boundary layers. The statistical distributions are computed for frequencies of 0.006, 0.01, 0.03, 0.06, 0.1, and 0.5 Hz at each of the elevations of 18, 30, 60, 90, 120, and 150 m. When the probability density distributions are properly nondimensionalized, the data tend to collapse to a universal curve. An empirical curve fit to the universal nondimensionalized probability density distribution is also given. Probability distributions of individual frequency power spectral amplitudes are also presented for all elevations and frequencies. An interesting observation from the data is that greater than 10 percent of the time the power spectral amplitude at a given frequency will genrally be more than three times the temporal mean value computed by standard Fourier techniques. The standard power spectral density curves are also included in the report.

Cliff, W. C.↗

Force Density Function Relationships in 2-D Granular Media

An integral transform relationship is developed to convert between two important probability density functions (distributions) used in the study of contact forces in granular physics. Developing this transform has now made it possible to compare and relate various theoretical approaches with one another and with the experimental data despite the fact that one may predict the Cartesian probability density and another the force magnitude probability density. Also, the transforms identify which functional forms are relevant to describe the probability density observed in nature, and so the modified Bessel function of the second kind has been identified as the relevant form for the Cartesian probability density corresponding to exponential forms in the force magnitude distribution. Furthermore, it is shown that this transform pair supplies a sufficient mathematical framework to describe the evolution of the force magnitude distribution under shearing. Apart from the choice of several coefficients, whose evolution of values must be explained in the physics, this framework successfully reproduces the features of the distribution that are taken to be an indicator of jamming and unjamming in a granular packing. Key words. Granular Physics, Probability Density Functions, Fourier Transforms

Youngquist, Robert C.↗

Complexity for Survival of Living Systems

A logical connection between the survivability of living systems and the complexity of their behavior (equivalently, mental complexity) has been established. This connection is an important intermediate result of continuing research on mathematical models that could constitute a unified representation of the evolution of both living and non-living systems. Earlier results of this research were reported in several prior NASA Tech Briefs articles, the two most relevant being Characteristics of Dynamics of Intelligent Systems (NPO- 21037), NASA Tech Briefs, Vol. 26, No. 12 (December 2002), page 48; and Self-Supervised Dynamical Systems (NPO- 30634) NASA Tech Briefs, Vol. 27, No. 3 (March 2003), page 72. As used here, living systems is synonymous with active systems and intelligent systems. The quoted terms can signify artificial agents (e.g., suitably programmed computers) or natural biological systems ranging from single-cell organisms at one extreme to the whole of human society at the other extreme. One of the requirements that must be satisfied in mathematical modeling of living systems is reconciliation of evolution of life with the second law of thermodynamics. In the approach followed in this research, this reconciliation is effected by means of a model, inspired partly by quantum mechanics, in which the quantum potential is replaced with an information potential. The model captures the most fundamental property of life - the ability to evolve from disorder to order without any external interference. The model incorporates the equations of classical dynamics, including Newton s equations of motion and equations for random components caused by uncertainties in initial conditions and by Langevin forces. The equations of classical dynamics are coupled with corresponding Liouville or Fokker-Planck equations that describe the evolutions of probability densities that represent the uncertainties. The coupling is effected by fictitious information-based forces that are gradients of the information potential, which, in turn, is a function of the probability densities. The probability densities are associated with mental images both self-image and nonself images (images of external objects that can include other agents). The evolution of the probability densities represents mental dynamics. Then the interaction between the physical and metal aspects of behavior is implemented by feedback from mental to motor dynamics, as represented by the aforementioned fictitious forces. The interaction of a system with its self and nonself images affords unlimited capacity for increase of complexity. There is a biological basis for this model of mental dynamics in the discovery of mirror neurons that learn by imitation. The levels of complexity attained by use of this model match those observed in living systems. To establish a mechanism for increasing the complexity of dynamics of an active system, the model enables exploitation of a chain of reflections exemplified by questions of the form, "What do you think that I think that you think...?" Mathematically, each level of reflection is represented in the form of an attractor performing the corresponding level of abstraction with more details removed from higher levels. The model can be used to describe the behaviors, not only of biological systems, but also of ecological, social, and economics ones.

Zak, Michail↗

Simulations of Spray Reacting Flows in a Single Element LDI Injector With and Without Invoking an Eulerian Scalar PDF Method

This paper presents the numerical simulations of the Jet-A spray reacting flow in a single element lean direct injection (LDI) injector by using the National Combustion Code (NCC) with and without invoking the Eulerian scalar probability density function (PDF) method. The flow field is calculated by using the Reynolds averaged Navier-Stokes equations (RANS and URANS) with nonlinear turbulence models, and when the scalar PDF method is invoked, the energy and compositions or species mass fractions are calculated by solving the equation of an ensemble averaged density-weighted fine-grained probability density function that is referred to here as the averaged probability density function (APDF). A nonlinear model for closing the convection term of the scalar APDF equation is used in the presented simulations and will be briefly described. Detailed comparisons between the results and available experimental data are carried out. Some positive findings of invoking the Eulerian scalar PDF method in both improving the simulation quality and reducing the computing cost are observed.

Shih, Tsan-Hsing↗

Self-Supervised Dynamical Systems

Some progress has been made in a continuing effort to develop mathematical models of the behaviors of multi-agent systems known in biology, economics, and sociology (e.g., systems ranging from single or a few biomolecules to many interacting higher organisms). Living systems can be characterized by nonlinear evolution of probability distributions over different possible choices of the next steps in their motions. One of the main challenges in mathematical modeling of living systems is to distinguish between random walks of purely physical origin (for instance, Brownian motions) and those of biological origin. Following a line of reasoning from prior research, it has been assumed, in the present development, that a biological random walk can be represented by a nonlinear mathematical model that represents coupled mental and motor dynamics incorporating the psychological concept of reflection or self-image. The nonlinear dynamics impart the lifelike ability to behave in ways and to exhibit patterns that depart from thermodynamic equilibrium. Reflection or self-image has traditionally been recognized as a basic element of intelligence. The nonlinear mathematical models of the present development are denoted self-supervised dynamical systems. They include (1) equations of classical dynamics, including random components caused by uncertainties in initial conditions and by Langevin forces, coupled with (2) the corresponding Liouville or Fokker-Planck equations that describe the evolutions of probability densities that represent the uncertainties. The coupling is effected by fictitious information-based forces, denoted supervising forces, composed of probability densities and functionals thereof. The equations of classical mechanics represent motor dynamics that is, dynamics in the traditional sense, signifying Newton s equations of motion. The evolution of the probability densities represents mental dynamics or self-image. Then the interaction between the physical and metal aspects of a monad is implemented by feedback from mental to motor dynamics, as represented by the aforementioned fictitious forces. This feedback is what makes the evolution of probability densities nonlinear. The deviation from linear evolution can be characterized, in a sense, as an expression of free will. It has been demonstrated that probability densities can approach prescribed attractors while exhibiting such patterns as shock waves, solitons, and chaos in probability space. The concept of self-supervised dynamical systems has been considered for application to diverse phenomena, including information-based neural networks, cooperation, competition, deception, games, and control of chaos. In addition, a formal similarity between the mathematical structures of self-supervised dynamical systems and of quantum-mechanical systems has been investigated.

Zak, Michail↗

Practical Probabilistic Programming

Recent advances in probabilistic programming languages (PPLs) have provided the capability for exact inference: computing a closed-form probability distribution for a given probabilistic program. In particular, the new language Roulette uses a language oriented programming (LOP) approach, wherein analysts build new programming languages on top of a set of primitives provided by Roulette, which then translates these structures into a weighted model counting problem which can be solved by automated reasoning tools. However, because Roulette provides few convenience features, developing these new languages is challenging even for expert users. We developed a standard library of common probability functions for Roulette with the goal of improved usability. This included approximation of continuous probability density functions using discrete probability mass functions. We demonstrated this approach by modeling a cosmic ray striking a RAM controller. We found that Roulette provides a powerful interface for highly expressive probabilistic programs to be generated. In collaboration with the NNSA Advanced Simulation and Computing program, which resulted in development of a tool called Circulette, we were able to model complex circuits expressed in Verilog using probabilistic programs with an expressivity not previously possible. Our research question that motivated the development of a Roulette standard library was to determine whether non-experts could use a PPL to model relevant problems regarding radiation effects on microelectronics. This standard library improved the expressivity of Roulette by implementing common probability density functions, mathematical operators on distributions, and support for empirical distributions. While Roulette is a powerful modeling language, the untyped, LOP approach makes error messages difficult to understand and requires expert aid. We recommend further research on Roulette, especially with its error messages, to enable improved usability. At the same time, this project demonstrated that for users familiar with Roulette and the LOP approach, Roulette provides powerful new capabilities that can be integrated with other Sandia modeling capabilities.

97 MATHEMATICS AND COMPUTING↗

Generalized Maximum Entropy

A long standing mystery in using Maximum Entropy (MaxEnt) is how to deal with constraints whose values are uncertain. This situation arises when constraint values are estimated from data, because of finite sample sizes. One approach to this problem, advocated by E.T. Jaynes [1], is to ignore this uncertainty, and treat the empirically observed values as exact. We refer to this as the classic MaxEnt approach. Classic MaxEnt gives point probabilities (subject to the given constraints), rather than probability densities. We develop an alternative approach that assumes that the uncertain constraint values are represented by a probability density {e.g: a Gaussian), and this uncertainty yields a MaxEnt posterior probability density. That is, the classic MaxEnt point probabilities are regarded as a multidimensional function of the given constraint values, and uncertainty on these values is transmitted through the MaxEnt function to give uncertainty over the MaXEnt probabilities. We illustrate this approach by explicitly calculating the generalized MaxEnt density for a simple but common case, then show how this can be extended numerically to the general case. This paper expands the generalized MaxEnt concept introduced in a previous paper [3].

Cheeseman, Peter↗

Validation of TRMM Satellite Rainfall Products Over Oklahoma for a Three Year Period (1998-2000)

This study evaluates the level 2 and level 3 rainfall products from the Tropical Rainfall Measuring Mission gridded distribution of 118 high resolution tipping buckets from the Oklahoma Mesonet. The Tropical Rainfall Measuring Mission, a joint satellite mission between NASA and the National Space Development Agency (NASDA) of Japan, was designed to estimate global precipitation between 40 S and 40 N latitude. The TRMM satellite, consisting of two main precipitation sensors, a passive microwave (TMI) and precipitation radar (PR) sensors, was launched in 1997. Although the great advantage of TRMM has been its ability to sample precipitation globally over the tropical oceans in places where ground sensors do not exist, regional points over land still offer the best opportunity for validating these rain estimates. For this study, the gauge data was gridded at I x I degree resolution between 34 and 36 N and -95 and -100 W. The location of Oklahoma is somewhat unique, in that, it is located near the turning point for the satellite. This study investigates effects of temporal sampling on the satellite measurements and the resulting rainfall bias observed between space and ground based sensors. The first part of the study analyzes the monthly rainfall statistics of the 3AI2 (TMI), the 3A25 (PR) and the 31142 (combined sensors) with the rain gauges. It uses regression techniques and a computation of the probability density function (PDF) and cumulative probability density function (CDF) for each sensor to evaluate the effects of temporal sampling on the satellite products and the sufficiency of using two overpasses a day to estimate rainfall on a monthly scale. In further probing this issue, the study also looked at the direct coincidence of ground and satellite measurements by comparing instantaneous comparisons obtained from the level 2 orbital track data, e.g. 2A12, 2A25. Lastly, the effects of temporal sampling were further studied by sub-sampling the gauge data only at overpass times. This methodology provides a quantitative way of separately inferring the fraction of bias due to temporal sampling and the rainfall algorithm. In addition to showing the salient effects of temporal sampling, the study also revisits the historical problem of correlating point gauge estimates with area estimates, though, the problem is ameliorated by averaging and gridding the data to the area resolution scale of the satellite.

Fisher, Brad↗

Probability function of breaking-limited surface elevation

The effect of wave breaking on the probability function of surface elevation is examined. The surface elevation limited by wave breaking zeta sub b(t) is first related to the original wave elevation zeta(t) and its second derivative. An approximate, second-order, nonlinear, non-Gaussian model for zeta(t) of arbitrary but moderate bandwidth is presented, and an expression for the probability density function zeta sub b(t) is derived. The results show clearly that the effect of wave breaking on the probability density function of surface elevation is to introduce a secondary hump on the positive side of the probability density function, a phenomenon also observed in wind wave tank experiments.

Tung, C. C.↗

A comparative study of nonparametric methods for pattern recognition

The applied research discussed in this report determines and compares the correct classification percentage of the nonparametric sign test, Wilcoxon's signed rank test, and K-class classifier with the performance of the Bayes classifier. The performance is determined for data which have Gaussian, Laplacian and Rayleigh probability density functions. The correct classification percentage is shown graphically for differences in modes and/or means of the probability density functions for four, eight and sixteen samples. The K-class classifier performed very well with respect to the other classifiers used. Since the K-class classifier is a nonparametric technique, it usually performed better than the Bayes classifier which assumes the data to be Gaussian even though it may not be. The K-class classifier has the advantage over the Bayes in that it works well with non-Gaussian data without having to determine the probability density function of the data. It should be noted that the data in this experiment was always unimodal.

Hahn, S. F.↗

Distributions of Particles Accelerated by Strong Alfvénic Turbulence

This work presents a model for generating nonthermal power-law tails of particles’ energy probability density functions in turbulent collisionless plasmas, applicable to both nonrelativistic and relativistic scenarios. We propose that strong Alfvénic turbulence energizes plasma particles through curvature acceleration, particularly for particles with Larmor radii comparable to the scales of turbulence. When the energy density of the energized particles increases, the efficiency of the energy exchange process diminishes. As a result, the acceleration process saturates, leading to power-law distributions of particle momentum and energy. In the nonrelativistic case, the momentum probability density function scales as f(p)dp ∝ p −3 dp, while in the ultrarelativistic case, the energy probability density function scales as f(γ)dγ ∝ γ −3 dγ, where γ is the Lorentz factor. This model provides a unified framework for understanding particle acceleration in both energy regimes, complementing existing analytical approaches. The predicted scalings are consistent with available observations of energetic ion distributions in the heliosphere and with the findings from numerical simulations of ultrarelativistic particle acceleration in magnetically dominated plasma turbulence.

Alfven waves↗

On Orbital Elements of Extrasolar Planetary Candidates and Spectroscopic Binaries

We estimate probability densities of orbital elements, periods, and eccentricities, for the population of extrasolar planetary candidates (EPC) and, separately, for the population of spectroscopic binaries (SB) with solar-type primaries. We construct empirical cumulative distribution functions (CDFs) in order to infer probability distribution functions (PDFs) for orbital periods and eccentricities. We also derive a joint probability density for period-eccentricity pairs in each population. Comparison of respective distributions reveals that in all cases EPC and SB populations are, in the context of orbital elements, indistinguishable from each other to a high degree of statistical significance. Probability densities of orbital periods in both populations have P(exp -1) functional form, whereas the PDFs of eccentricities can he best characterized as a Gaussian with a mean of about 0.35 and standard deviation of about 0.2 turning into a flat distribution at small values of eccentricity. These remarkable similarities between EPC and SB must be taken into account by theories aimed at explaining the origin of extrasolar planetary candidates, and constitute an important clue us to their ultimate nature.

Stepinski, T. F.↗

Estimation of proportions in mixed pixels through their region characterization

A region of mixed pixels can be characterized through the probability density function of proportions of classes in the pixels. Using information from the spectral vectors of a given set of pixels from the mixed pixel region, expressions are developed for obtaining the maximum likelihood estimates of the parameters of probability density functions of proportions. The proportions of classes in the mixed pixels can then be estimated. If the mixed pixels contain objects of two classes, the computation can be reduced by transforming the spectral vectors using a transformation matrix that simultaneously diagonalizes the covariance matrices of the two classes. If the proportions of the classes of a set of mixed pixels from the region are given, then expressions are developed for obtaining the estmates of the parameters of the probability density function of the proportions of mixed pixels. Development of these expressions is based on the criterion of the minimum sum of squares of errors. Experimental results from the processing of remotely sensed agricultural multispectral imagery data are presented.

Chittineni, C. B.↗

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

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

Corbetta, M.↗