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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
All sourcesNASA NTRSDOE OSTI
NASA NTRS1980

Evaluation of computing systems using functionals of a Stochastic process

An intermediate model was used to represent the probabilistic nature of a total system at a level which is higher than the base model and thus closer to the performance variable. A class of intermediate models, which are generally referred to as functionals of a Markov process, were considered. A closed form solution of performability for the case where performance is identified with the minimum value of a functional was developed.

Meyer, J. F.↗
NASA NTRS1997

Incompatible Stochastic Processes and Complex Probabilities

The definition of conditional probabilities is based upon the existence of a joint probability. However, a reconstruction of the joint probability from given conditional probabilities imposes certain constraints upon the latter, so that if several conditional probabilities are chosen arbitrarily, the corresponding joint probability may not exist.

Probabilities Mathematics↗
DOE OSTI2014

A First-Passage Kinetic Monte Carlo method for reaction–drift–diffusion processes

Stochastic reaction–diffusion models are now a popular tool for studying physical systems in which both the explicit diffusion of molecules and noise in the chemical reaction process play important roles. The Smoluchowski diffusion-limited reaction model (SDLR) is one of several that have been used to study biological systems. Exact realizations of the underlying stochastic processes described by the SDLR model can be generated by the recently proposed First-Passage Kinetic Monte Carlo (FPKMC) method. This exactness relies on sampling analytical solutions to one and two-body diffusion equations in simplified protective domains. In this work we extend the FPKMC to allow for drift arising from fixed, background potentials. As the corresponding Fokker–Planck equations that describe the motion of each molecule can no longer be solved analytically, we develop a hybrid method that discretizes the protective domains. The discretization is chosen so that the drift–diffusion of each molecule within its protective domain is approximated by a continuous-time random walk on a lattice. New lattices are defined dynamically as the protective domains are updated, hence we will refer to our method as Dynamic Lattice FPKMC or DL-FPKMC. We focus primarily on the one-dimensional case in this manuscript, and demonstrate the numerical convergence and accuracy of our method in this case for both smooth and discontinuous potentials. We also present applications of our method, which illustrate the impact of drift on reaction kinetics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.

Machine learning↗
DOE OSTI2021

Reducing Ground-based Astrometric Errors with Gaia and Gaussian Processes

Stochastic field distortions caused by atmospheric turbulence are a fundamental limitation to the astrometric accuracy of ground-based imaging. This distortion field is measurable at the locations of stars with accurate positions provided by the Gaia DR2 catalog; we develop the use of Gaussian process regression (GPR) to interpolate the distortion field to arbitrary locations in each exposure. We introduce an extension to standard GPR techniques that exploits the knowledge that the 2D distortion field is curl-free. Applied to several hundred 90 s exposures from the Dark Energy Survey as a test bed, we find that the GPR correction reduces the variance of the turbulent astrometric distortions ≈12× , on average, with better performance in denser regions of the Gaia catalog. The rms per-coordinate distortion in the riz bands is typically ≈7 mas before any correction and ≈2 mas after application of the GPR model. The GPR astrometric corrections are validated by the observation that their use reduces, from 10 to 5 mas rms, the residuals to an orbit fit to riz-band observations over 5 yr of the r = 18.5 trans-Neptunian object Eris. We also propose a GPR method, not yet implemented, for simultaneously estimating the turbulence fields and the 5D stellar solutions in a stack of overlapping exposures, which should yield further turbulence reductions in future deep surveys.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Chemomechanical weakening of muscovite quantified with in situ liquid nanoindentation

Abstract Chemomechanical weakening of layered phyllosilicate muscovite mica was studied as a function of chemical environment via in situ liquid-nanoindentation under four conditions (dry, deionized water, and two NaCl solutions of different pH). While traditional indentation analyses of layered materials with extreme mechanical anisotropy have been limited due to displacement bursts (pop-ins), here the bursts were used as proxies for delamination, fracture, and spalling events. Since displacement bursts during an indent represent a stochastic process, 120 indents were conducted for each condition to generate statistically significant amounts of data. In total, over 9000 bursts were assessed using a load–displacement threshold criterion, classifying this as a high-throughput nanoscale fracture technique. For each burst, initiation load, initiation displacement, plastic zone volume at initiation, and energy dissipation were analyzed. A power-law relationship between the burst load and burst energy was noted which separated the bursts into two continuous distributions: (1) bursts due only to the mechanics of the indent and (2) bursts due to both the mechanics of the indent and the environment. By using a cumulative probability distribution, it was found that the NaCl solutions decreased the minimum plastic zone volume necessary to initiate a displacement burst by an order of magnitude relative to the dry condition. Finally, the underlying mechanisms explaining the trends in initiation volume as a function of environment were discussed, with a focus on the chemomechanical degradation processes via chemical attack and cation exchange.

36 MATERIALS SCIENCE↗
NASA NTRS1984

The spatial structure of terrain - A process signal in satellite digital images

Pattern recognition procedures applied to Landsat imagery carry an implicit assumption that the digital data are independently distributed. That assumption is incorrect over virtually any terrain. Deviations from independence occur because slopes follow a systematic pattern of variation arising from the slope-forming processes. That pattern can be identified using the stochastic process methodology of Box and Jenkins.Angles of adjacent slopes are autocorrelated and the bidirectional reflectance function transfers these systematic slope changes to the sensor. Imagery becomes autocorrelated through this transfer. Autocorrelation in the imagery can be removed through direct calculation from a digital elevation model or by use of stochastic process methodology. The latter has the advantage that the residuals are white noise; and it is applicable in any area, even where a D.E.M. is unavailable. The stochastic process signal can be used to study terrain processes.

Craig, R. G.↗
DOE OSTI2013

A Stochastic Diffusion Process for the Dirichlet Distribution

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle. Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Convergence of statistical moments of particle density time series in scrape-off layer plasmas

Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a fixed shape, an exponential distribution of waiting times, and amplitudes represents the radial motion of blob-like structures. With an analytic formulation of the process at hand, we derive expressions for the mean squared error on estimators of sample mean and sample variance as a function of sample length, sampling frequency, and the parameters of the stochastic process. Employing that the probability distribution function of a particularly relevant stochastic process is given by the gamma distribution, we derive estimators for sample skewness and kurtosis and expressions for the mean squared error on these estimators. Numerically, generated synthetic time series are used to verify the proposed estimators, the sample length dependency of their mean squared errors, and their performance. We find that estimators for sample skewness and kurtosis based on the gamma distribution are more precise and more accurate than common estimators based on the method of moments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗