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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.

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At least 73 records · Page 4

NRAP-Open-IAM: Open-Source Integrated Assessment Model

NRAP Open IAM is the latest evolution in a series of quantitative models developed under the U.S. Department of Energy’s National Risk Assessment Partnership (NRAP) to address risk assessment, risk management and containment assurance questions of geological carbon storage (GCS). NRAP Open IAM allows a user to define a site specific GCS scenario, characterize important site features, events, and processes (considering uncertainty), couple together reduced order models of various system components to rapidly forecast response to CO 2 injection, and perform stochastic analysis to quantify containment effectiveness, leakage risk, and impact to receptors of concern.

Vasylkivska, Veronika S.↗

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis - Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

Bednarcyk, Brett A.↗

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis-Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

Bednarcyk, Brett A.↗

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.↗

Sequential decision analysis for nonstationary stochastic processes

A formulation of the problem of making decisions concerning the state of nonstationary stochastic processes is given. An optimal decision rule, for the case in which the stochastic process is independent of the decisions made, is derived. It is shown that this rule is a generalization of the Bayesian likelihood ratio test; and an analog to Wald's sequential likelihood ratio test is given, in which the optimal thresholds may vary with time.

Schaefer, B.↗

Stochastic and fractal analysis of fracture trajectories

Analyses of fracture trajectories are used to investigate structures that fall between 'micro' and 'macro' scales. It was shown that fracture trajectories belong to the class of nonstationary processes. It was also found that correlation distance, which may be related to a characteristic size of a fracture process, increases with crack length. An assemblage of crack trajectory processes may be considered as a diffusive process. Chudnovsky (1981-1985) introduced a 'crack diffusion coefficient' d which reflects the ability of the material to deviate the crack trajectory from the most energetically efficient path and thus links the material toughness to its structure. For the set of fracture trajectories in AISI 304 steel, d was found to be equal to 1.04 microns. The fractal dimension D for the same set of trajectories was found to be 1.133.

Bessendorf, Michael H.↗

Stochastic Verification by Analysis for Autonomous Systems Management Architecture (ASMA)

The Gateway Vehicle Systems Manager (VSM) is the top-level of a distributed, hierarchical software control system. VSM is data-driven and will make decisions related to mission, fault, resource management and vehicle control. These attributes combined with a high degree of autonomy make it susceptible to emergent behavior. In order to achieve the high level of confidence needed in this critical system, the VSM team has developed a multifaceted verification strategy employing traditional verification techniques, simulation, model checking, and runtime verification. Individual algorithms are verified using conventional testing and model checking using assume-guarantee contracts. A discrete event-based simulation approach is being developed to verify timelines. This presentation describes an enhancement to the verification approach using analysis to enhance system robustness by detecting and resolving the potential for emergent behavior. The verification by analysis employs a Software in the Loop (SITL) environment with real flight software executing on emulated processors, simulations of vehicle subsystems, flight dynamics, and human inputs. Since the possible input space and configuration data set are too large for exhaustive testing, a Monte Carlo approach is used to cover feasible scenarios, augmented with corner cases and known higher-risk scenarios. A key problem in using Monte Carlo-based system verification is evaluating test results to ensure that system behavior is correct. The presentation describes the approach the VSM team uses to monitor behavior for compliance with predetermined boundaries and to identify anomalous behavior for further analysis. This presentation describes the multi-level systems approach to verification, and the simulation-based layer that covers the feasible state space: 1. Overview of the Gateway VSM 2. Special challenges due to heterogeneous, hierarchical architecture 3. Modeling and simulation environment using flight software and system simulations 4. Developing input sets to ensure state-space coverage 5. Developing model and data configuration sets to ensure model coverage 6. Interpreting results without predetermined outcomes 7. Lessons learned and future work

Verification and Validation↗

A structural-stochastic model for the analysis and synthesis of cloud images

A structural-stochastic image model is developed for the analysis and synthesis of cloud images. The ability of the model to characterize the visual appearance of cloud fields observed by satellite with a limited number of parameters is demonstrated. The model merges structural and stochastic information, the stochastic model acting as a local statistical operator applied to the output of the structural model. The structural or large-scale organization of the scene is retrieved from the two-dimensional Fourier representation of the digital image. The pattern generated by the major Fourier components provides a first guess of the scene. The stochastic aspect is described by a Markov model of texture that assumes a binomial probability distribution for the local grey-level variability. This Markov model provides four parameters that represent the clustering strength in the horizontal, vertical and diagonal directions. These parameters are estimated by a standard maximum-likelihood technique. The image can be reproduced with a fair degree of verisimilitude from these parameters. The data compression factor is of the order of one hundred to several hundreds.

Garand, L.↗

Analysis and Mitigation of Cascading Failures Using a Stochastic Interaction Graph with Eigen-analysis

In studies on complex network systems using graph theory, eigen-analysis is typically performed on an undirected graph model of the network. However, when analyzing cascading failures in a power system, the interactions among failures suggest the need for a directed graph beyond the topology of the power system to model directions of failure propagation. To accurately quantify failure interactions for effective mitigation strategies, this paper proposes a stochastic interaction graph model and associated eigen-analysis. Different types of modes on failure propagations are defined and characterized by the eigenvalues of a stochastic interaction matrix, whose absolute values are unity, zero, or in between. Finding and interpreting these modes helps identify the probable patterns of failure propagation, either local or widespread, and the participating components based on eigenvectors. Then, by lowering the failure probabilities of critical components highly participating in a mode of widespread failures, cascading can be mitigated. Here, the validity of the proposed stochastic interaction graph model, eigen-analysis and the resulting mitigation strategies is demonstrated using simulated cascading failure data on an NPCC 140-bus system.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Stochastic Collocation Algorithm for Uncertainty Analysis

This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation. For instance, while the standard Galerkin approach to Polynomial Chaos requires multi-dimensional summations over the stochastic basis functions, the stochastic collocation method enables to collapse those summations to a one-dimensional summation only. This report furnishes the essential algorithmic details of the new stochastic collocation method and provides as a numerical example the solution of the Riemann problem with the stochastic collocation method used for the discretization of the stochastic parameters.

Mathelin, Lionel↗

Computer-aided-analysis of linear control system robustness

Stochastic robustness is a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems. The use of high-speed graphics workstations and control system design software in stochastic robustness analysis is discussed and demonstrated. It is shown that stochastic robustness makes good use of modern computational and graphic tools, and it is easily implemented using commercial control system design and analysis software.

Stengel, Robert F.↗

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45↗

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗

The relationship of sensor parameters to applications data analysis

A stochastic model for the data acquisition system in a multispectral scanner system, like the one utilized by the LANDSAT satellites, is presented. A list of noise sources which are known or presumed to have a significant effect in the information extraction process was constructed. Since the shot noise introduced by the photodetectors in the sensor system is signal level dependent, an atmospheric model was adopted which could adequately describe the amount of radiation that gets into the sensors based on the atmospheric transmittance. An analysis was carried out to find the output spectral statistics in terms of the input signal statistics and the system parameters. This was integrated into a set of FORTRAN programs that when supplied with, the class statistics, the noise levels introduced by the sensor system, the atmospheric transmittance, and the atmospheric path radiance, can be used to estimate the classification performance. In order to show the beneficts of this model a series of runs were performed in which the Thematic Mapper multispectral scanner was the system under consideration.

Landgrebe, D. A.↗

An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

Parrish, R. S.↗