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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 721 records · Page 40
All sourcesNASA NTRSDOE OSTI
NASA NTRS1983

Mixture Models for Dependent Observations

Parametric mixture models appropriate for data presented in homogeneous blocks of varying sizes from several unidentified source populations are considered. For most applications, the data elements within each block are dependent. Models are proposed for multivariate normal data incorporating two types of dependence, exchangeability of elements within blocks, and a Markov structure for blocks. The consequences of assuming exchangeability, when in fact the Markov structure holds, are explored. Computational problems for each model are considered, and results of a simple test of the exchangeability hypothesis for LANDSAT data are presented.

Peters, C.↗
DOE OSTI2015

An efficient parallel sampling technique for Multivariate Poisson-Lognormal model: Analysis with two crash count datasets

Our study investigates the Multivariate Poisson-lognormal (MVPLN) model that jointly models crash frequency and severity accounting for correlations. The ordinary univariate count models analyze crashes of different severity level separately ignoring the correlations among severity levels. The MVPLN model is capable to incorporate the general correlation structure and takes account of the over dispersion in the data that leads to a superior data fitting. But, the traditional estimation approach for MVPLN model is computationally expensive, which often limits the use of MVPLN model in practice. In this work, a parallel sampling scheme is introduced to improve the original Markov Chain Monte Carlo (MCMC) estimation approach of the MVPLN model, which significantly reduces the model estimation time. Two MVPLN models are developed using the pedestrian vehicle crash data collected in New York City from 2002 to 2006, and the highway-injury data from Washington State (5-year data from 1990 to 1994) The Deviance Information Criteria (DIC) is used to evaluate the model fitting. The estimation results show that the MVPLN models provide a superior fit over univariate Poisson-lognormal (PLN), univariate Poisson, and Negative Binomial models. Moreover, the correlations among the latent effects of different severity levels are found significant in both datasets that justifies the importance of jointly modeling crash frequency and severity accounting for correlations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Improvement of two-phase closure models in CTF using Bayesian inference

Under the Consortium for Advanced Simulation of Light Water Reactors (CASL) program, extensive capabilities have been developed in CTF to analyze light-water reactors (LWRs) for normal operating conditions, departure from nucleate boiling (DNB), and system transients. However, further improvements are required in the modeling and simulation of boiling water reactors (BWRs), which is a focus of the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program. In this work, CTF validation results were used to optimize selected modeling coefficients by calibrating to experimental data using a Bayesian inference approach. Here, calibration studies were conducted to improve (vapor) void fraction prediction without worsening the two-phase pressure drop prediction, as well as to improve the two-phase pressure drop prediction. Calibration was performed for interfacial drag and wall shear models. Surrogates were developed to alleviate the computational expense required for sampling the parameter space using Markov chain Monte Carlo (MCMC). An assessment performed with calibrated models demonstrated an improvement of CTF in its prediction of key parameters such as void fraction and two-phase pressure drop.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
NASA NTRS1989

Performance evaluation of automated manufacturing systems using generalized stochastic Petri Nets

The main objective of this research is to develop a generic modeling methodology with a flexible and modular framework to aid in the design and performance evaluation of integrated manufacturing systems using a unified model. After a thorough examination of the available modeling methods, the Petri Net approach was adopted. The concurrent and asynchronous nature of manufacturing systems are easily captured by Petri Net models. Three basic modules were developed: machine, buffer, and Decision Making Unit. The machine and buffer modules are used for modeling transfer lines and production networks. The Decision Making Unit models the functions of a computer node in a complex Decision Making Unit Architecture. The underlying model is a Generalized Stochastic Petri Net (GSPN) that can be used for performance evaluation and structural analysis. GSPN's were chosen because they help manage the complexity of modeling large manufacturing systems. There is no need to enumerate all the possible states of the Markov Chain since they are automatically generated from the GSPN model.

Al-Jaar, Robert Y.↗
DOE OSTI2020

HEPfit: a code for the combination of indirect and direct constraints on high energy physics models

HEPfit is a flexible open-source tool which, given the Standard Model or any of its extensions, allows to (i) fit the model parameters to a given set of experimental observables; (ii) obtain predictions for observables. HEPfit can be used either in Monte Carlo mode, to perform a Bayesian Markov Chain Monte Carlo analysis of a given model, or as a library, to obtain predictions of observables for a given point in the parameter space of the model, allowing HEPfit to be used in any statistical framework. In the present version, around a thousand observables have been implemented in the Standard Model and in several new physics scenarios. In this paper, we describe the general structure of the code as well as models and observables implemented in the current release.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2015

Progress Towards Prognostic Health Management of Passive Components in Advanced Reactors – Model Selection and Evaluation

This paper presents recent progress towards developing a prognostic health management framework for passive components of advanced reactors (AR). The focus of this paper is on lifecycle prognostics for passive components using a Bayesian prognostic algorithm that provides a natural framework for incorporating different sources of variability, and uncertainties inherent in the operations of AR. High-temperature creep damage, a prototypic failure mechanism in AR materials, is used as the context for this research. A Bayesian model selection approach is implemented to select the appropriate creep degradation model at any given time, using relevant sensor measurements reflecting the material degradation state. The model selection approach, based on reversible jump Markov chain Monte Carlo methods, is integrated with Bayesian particle filter-based prognostic framework. The proposed approach is evaluated using strain measurements obtained from accelerated creep testing of stainless steel specimens. Results indicate feasibility of the proposed approach in accurately identifying the creep degradation stage from the available measurements at a given time. Effect of uncertainties in material degradation model and measurement noise on the performance of the prognostic algorithm is also investigated.

advanced reactor prognostics↗
NASA NTRS2019

Multiple Rings of Millimeter Dust Emission in the HD 15115 Debris Disk

We present observations of the HD 15115 debris disk from the Atacama Large Millimeter/submillimeter Array (ALMA) at 1.3 mm that capture this intriguing system with the highest resolution (0."6 or 29 au) at millimeter wavelengths to date. This new ALMA image shows evidence for two rings in the disk separated by a cleared gap. By fitting models directly to the observed visibilities within a Markov Chain Monte Carlo framework, we are able to characterize the millimeter continuum emission and place robust constraints on the disk structure and geometry. In the best-fit model of a power-law disk with a Gaussian gap, the disk inner and outer edges are at 43.9 ± 5.8 au (0."89 ± 0."12) and 92.2 ± 2.4 au (1."88 ± 0."49), respectively, with a gap located at 58.9 ± 4.5 au (1."2 ± 0."10) with a fractional depth of 0.88 ± 0.10 and a width of 13.8 ± 5.6 au (0."28 ± 0."11). Because we do not see any evidence at millimeter wavelengths for the dramatic east–west asymmetry seen in scattered light, we conclude that this feature most likely results from a mechanism that only affects small grains. Using dynamical modeling and our constraints on the gap properties, we are able to estimate a mass for the possible planet sculpting the gap to be 0.16 ± 0.06 M(sub Jup).

MacGregor, Meredith A.↗
NASA NTRS1992

Frequency domain state-space system identification

An algorithm for identifying state-space models from frequency response data of linear systems is presented. A matrix-fraction description of the transfer function is employed to curve-fit the frequency response data, using the least-squares method. The parameters of the matrix-fraction representation are then used to construct the Markov parameters of the system. Finally, state-space models are obtained through the Eigensystem Realization Algorithm using Markov parameters. The main advantage of this approach is that the curve-fitting and the Markov parameter construction are linear problems which avoid the difficulties of nonlinear optimization of other approaches. Another advantage is that it avoids windowing distortions associated with other frequency domain methods.

Chen, Chung-Wen↗
DOE OSTI2018

Cluster Sampling Filters for Non-Gaussian Data Assimilation

This paper presents a fully non-Gaussian filter for sequential data assimilation. The filter is named the “cluster sampling filter”, and works by directly sampling the posterior distribution following a Markov Chain Monte-Carlo (MCMC) approach, while the prior distribution is approximated using a Gaussian Mixture Model (GMM). Specifically, a clustering step is introduced after the forecast phase of the filter, and the prior density function is estimated by fitting a GMM to the prior ensemble. Using the data likelihood function, the posterior density is then formulated as a mixture density, and is sampled following an MCMC approach. Four versions of the proposed filter, namely C ℓ MCMC , C ℓ HMC , MC- C ℓ HMC , and MC- C ℓ HMC are presented. C ℓ MCMC uses a Gaussian proposal density to sample the posterior, and C ℓ HMC is an extension to the Hamiltonian Monte-Carlo (HMC) sampling filter. MC- C ℓ MCMC and MC- C ℓ HMC are multi-chain versions of the cluster sampling filters C ℓ MCMC and C ℓ HMC respectively. The multi-chain versions are proposed to guarantee that samples are taken from the vicinities of all probability modes of the formulated posterior. The new methodologies are tested using a simple one-dimensional example, and a quasi-geostrophic (QG) model with double-gyre wind forcing and bi-harmonic friction. Here, numerical results demonstrate the usefulness of using GMMs to relax the Gaussian prior assumption especially in the HMC filtering paradigm.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1987

Reliability modeling of fault-tolerant computer based systems

Digital fault-tolerant computer-based systems have become commonplace in military and commercial avionics. These systems hold the promise of increased availability, reliability, and maintainability over conventional analog-based systems through the application of replicated digital computers arranged in fault-tolerant configurations. Three tightly coupled factors of paramount importance, ultimately determining the viability of these systems, are reliability, safety, and profitability. Reliability, the major driver affects virtually every aspect of design, packaging, and field operations, and eventually produces profit for commercial applications or increased national security. However, the utilization of digital computer systems makes the task of producing credible reliability assessment a formidable one for the reliability engineer. The root of the problem lies in the digital computer's unique adaptability to changing requirements, computational power, and ability to test itself efficiently. Addressed here are the nuances of modeling the reliability of systems with large state sizes, in the Markov sense, which result from systems based on replicated redundant hardware and to discuss the modeling of factors which can reduce reliability without concomitant depletion of hardware. Advanced fault-handling models are described and methods of acquiring and measuring parameters for these models are delineated.

Bavuso, Salvatore J.↗
NASA NTRS2018

Detection of Photospheric Features in the Near-Infrared Spectrum of a Class 0 Protostar

We present a near-infrared K-band R ≃ 1500 Keck spectrum of S68N, a Class 0 protostar in the Serpens molecular cloud. The spectrum shows a very red continuum, CO absorption bands, weak or non-existent atomic metal absorptions, and H2 emission lines. The near-IR H2 emission is consistent with excitation in shocks or by X-rays but not by UV radiation. We model the absorption component as a stellar photosphere plus circumstellar continuum emission with wavelength-dependent extinction. A Markov Chain Monte Carlo analysis shows that the most likely model parameters are consistent with a low-temperature, low-gravity photosphere with signifi cant extinction and no more than modest continuum veiling. Its T(eff) ≃ 3260 K effective temperature is similar to that of older, more evolved pre-main-sequence stars, but its surface gravity log g ≃ 2:4 cm/sq.s is approximately 1 dex lower. This implies that the radius of this protostar is a factor of ~ 3 larger than that of 106 yr old T Tauri stars. Its low veiling is consistent with a circumstellar disk having intrinsic near-IR emission that is less than or equal to that of more evolved Class I protostars. Along with the high extinction, this suggests that most of the circumstellar material is in a cold envelope, as expected for a Class 0 protostar. This is the first known detection and analysis of a Class 0 protostar absorption spectrum.

Thomas P Greene↗
DOE OSTI2015

Generalized correlation integral vectors: A distance concept for chaotic dynamical systems

Several concepts of fractal dimension have been developed to characterise properties of attractors of chaotic dynamical systems. Numerical approximations of them must be calculated by finite samples of simulated trajectories. In principle, the quantities should not depend on the choice of the trajectory, as long as it provides properly distributed samples of the underlying attractor. In practice, however, the trajectories are sensitive with respect to varying initial values, small changes of the model parameters, to the choice of a solver, numeric tolerances, etc. The purpose of this paper is to present a statistically sound approach to quantify this variability. We modify the concept of correlation integral to produce a vector that summarises the variability at all selected scales. The distribution of this stochastic vector can be estimated, and it provides a statistical distance concept between trajectories. Here, we demonstrate the use of the distance for the purpose of estimating model parameters of a chaotic dynamic model. The methodology is illustrated using computational examples for the Lorenz 63 and Lorenz 95 systems, together with a framework for Markov chain Monte Carlo sampling to produce posterior distributions of model parameters.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Robust Importance Sampling for Bayesian Model Calibration with Spatio-Temporal Data

This paper addresses two challenges in Bayesian calibration: 1) computational speed of existing sampling algorithms, and 2) calibration with spatio-temporal responses. The commonly used Markov Chain Monte Carlo (MCMC) approaches require many sequential model evaluations making the computational expense prohibitive. This paper proposes an efficient sampling algorithm: iterative importance sampling with genetic algorithm (IISGA). While iterative importance sampling enables computational efficiency, the genetic algorithm enables robustness by preventing sample degeneration and avoids getting stuck in multimodal search spaces. An inflated likelihood further enables robustness in high-dimensional parameter spaces by enlarging the target distribution. Spatio-temporal data complicate both surrogate modeling, which is necessary for expensive computational models, and the likelihood estimation. In this work, singular value decomposition is investigated for reducing the high-dimensional field data to a lower-dimensional space prior to Bayesian calibration. Then the likelihood is formulated and Bayesian inference is performed in the lower-dimension, latent space. An illustrative example is provided to demonstrate IISGA relative to existing sampling methods, and then IISGA is employed to calibrate a thermal battery model with 26 uncertain calibration parameters and spatio-temporal response data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Testing coupled dark energy with large scale structure observation

The coupling between the dark components provides a new approach to mitigate the coincidence problem of cosmological standard model. In this paper, dark energy is treated as a fluid with a constant equation of state, whose coupling with dark matter is Q-bar =3Hξ{sub x}ρ-bar {sub x}. In the frame of dark energy, we derive the evolution equations for the density and velocity perturbations. According to the Markov Chain Monte Carlo method, we constrain the model by currently available cosmic observations which include cosmic microwave background radiation, baryon acoustic oscillation, type Ia supernovae, and fσ{sub 8}(z) data points from redshift-space distortion. The results show the interaction rate in σ regions: ξ{sub x} = 0.00328{sub -0.00328-0.00328-0.00328}{sup +0.000736+0.00549+0.00816}, which means that the recently cosmic observations favor a small interaction rate which is up to the order of 10{sup -2}, meanwhile, the measurement of redshift-space distortion could rule out the large interaction rate in the σ region.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS2003

Optimal Limited Contingency Planning

For a given problem, the optimal Markov policy over a finite horizon is a conditional plan containing a potentially large number of branches. However, there are applications where it is desirable to strictly limit the number of decision points and branches in a plan. This raises the question of how one goes about finding optimal plans containing only a limited number of branches. In this paper, we present an any-time algorithm for optimal k-contingency planning. It is the first optimal algorithm for limited contingency planning that is not an explicit enumeration of possible contingent plans. By modelling the problem as a partially observable Markov decision process, it implements the Bellman optimality principle and prunes the solution space. We present experimental results of applying this algorithm to some simple test cases.

Meuleau, Nicolas↗
NASA NTRS2021

Computational Inference of Vibratory System with Incomplete Modal Information Using Parallel, Interactive and Adaptive Markov Chains

Inverse analysis of vibratory system is an important subject in fault identification, model updating, and robust design and control. It is challenging subject because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield results that are similar with respect to actual response measurements; and 3) uncertainties inevitably exist. The aim of this research is to leverage upon computational intelligence through statistical inference to facilitate an enhanced, probabilistic framework using incomplete modal response measurement. This new framework is built upon efficient inverse identification through optimization, whereas Bayesian inference is employed to account for the effect of uncertainties. To overcome the computational cost barrier, we adopt Markov chain Monte Carlo (MCMC) to characterize the target function/distribution. Instead of using single Markov chain in conventional Bayesian approach, we develop a new sampling theory with multiple parallel, interactive and adaptive Markov chains and incorporate it into Bayesian inference. This can harness the collective power of these Markov chains to realize the concurrent search of multiple local optima. The number of required Markov chains and their respective initial model parameters are automatically determined via Monte Carlo simulation-based sample pre-screening followed by K-means clustering analysis. These enhancements can effectively address the aforementioned challenges in finite element inverse analysis. The validity of this framework is systematically demonstrated through case studies.

K Zhou↗
DOE OSTI2021

Bayesian analysis for estimating statistical parameter distributions of elasto-viscoplastic material models

High temperature design methods rely on constitutive models for inelastic deformation and failure typically calibrated against the mean of experimental data without considering the associated scatter. Variability may arise from the experimental data acquisition process, from heat-to-heat material property variations, or both and need to be accurately captured to predict parameter bounds leading to efficient component design. Applying the Bayesian Markov Chain Monte Carlo (MCMC) method to produce statistical models capturing the underlying uncertainty in the experimental data is an area of ongoing research interest. This work varies aspects of the Bayesian MCMC method and explores their effect on the posterior parameter distributions for a uniaxial elasto-viscoplastic damage model using synthetically generated reference data. From our analysis with the uniaxial inelastic model we determine that an informed prior distribution including different types of test conditions results in more accurate posterior parameter distributions. The parameter posterior distributions, however, do not improve when increasing the number of similar experimental data. Additionally, changing the amount of scatter in the data affects the quality of the posterior distributions, especially for the less sensitive model parameters. Moreover, we perform a sensitivity study of the model parameters against the likelihood function prior to the Bayesian analysis. The results of the sensitivity analysis help to determine the reliability of the posterior distributions and reduce the dimensionality of the problem by fixing the insensitive parameters. The comprehensive study described in this work demonstrates how to efficiently apply the Bayesian MCMC methodology to capture parameter uncertainties in high temperature inelastic material models. Quantifying these uncertainties in inelastic models will improve high temperature engineering design practices and lead to safer, more effective component designs.

42 ENGINEERING↗
DOE OSTI2025

Particle Markov Chain Monte Carlo Approach to Inference in Transient Surface Kinetics

Here, in this work, we develop a novel Bayesian approach to study the adsorption and desorption of CO onto a Pd(111) surface, a process of great importance in natural sciences. The motivation for this work comes from the recent availability of time-resolved infrared spectroscopy data and the need for model interpretability and uncertainty quantification in chemical processes. The objective is to learn the relevant parameters that characterize the process: coverage with time, rate constants, activation energies, and pre-exponential factors. Our approach consists of three main schemes: (i) a problem design and probabilistic model for the whole system, (ii) a particle Markov chain Monte Carlo sampler to learn the hidden coverages and rate constant parameters, and (iii) two Bayesian formulations to infer the activation energies and pre-exponential factors. The flexibility of the Bayesian framework allows for uncertainty quantification where possible and integration of mathematical constraints in the model to reflect the system physically. We found that our results for the activation energies and pre-exponential factor are in agreement with those reported in the experimental literature, independently, and we provide discussions on the advantages and disadvantages as well as applicability to other systems.

36 MATERIALS SCIENCE↗