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 793 records · Page 44

Time domain probabilistic seismic risk analysis using ground motion prediction equations of Fourier amplitude spectra

Modeling of Fourier amplitude spectra (FAS) of seismic motions has gained much attention in engineering seismology. In the past few years, several ground motion prediction equations (GMPEs) and inter-frequency correlation structure of FAS have been established. Due to many preferable characteristics of FAS, probabilistic seismic hazard/risk analysis is rapidly changing from ergodic, spectrum acceleration Sa(T 0 )-based approach to non-ergodic, site-specific, FAS-based approach. This paper presents time domain intrusive framework for probabilistic seismic risk analysis using GMPE of FAS. Herein, methodology for time domain stochastic ground motion modeling based on GMPEs of FAS is presented in some detail. The simulated uncertain motions are modeled as a random process and represented by polynomial chaos Karhunen-Loève expansion. The random process excitations are further propagated into the uncertain structural system using Galerkin stochastic finite element method (SFEM). Probabilistic evolution of structural response is solved, and such solution is used to develop seismic risk for any damage state. The presented framework is illustrated through seismic risk analysis of a four-story building subjected to possible earthquakes from two strike slip faults. The influences of the epistemic uncertainties in source stress drop Δσ and site attenuation κ0 on seismic risk are investigated. The need for non-ergodic seismic risk analysis with source-specific and site specific characterizations is emphasized.

58 GEOSCIENCES↗

Deep Generative Models for Fast Photon Shower Simulation in ATLAS

The need for large-scale production of highly accurate simulated event samples for the extensive physics programme of the ATLAS experiment at the Large Hadron Collider motivates the development of new simulation techniques. Building on the recent success of deep learning algorithms, variational autoencoders and generative adversarial networks are investigated for modelling the response of the central region of the ATLAS electromagnetic calorimeter to photons of various energies. The properties of synthesised showers are compared with showers from a full detector simulation using GEANT4 . Both variational autoencoders and generative adversarial networks are capable of quickly simulating electromagnetic showers with correct total energies and stochasticity, though the modelling of some shower shape distributions requires more refinement. This feasibility study demonstrates the potential of using such algorithms for ATLAS fast calorimeter simulation in the future and shows a possible way to complement current simulation techniques.

97 MATHEMATICS AND COMPUTING↗

Stochasticity and positive feedback enable enzyme kinetics at the membrane to sense reaction size

Here, we present detailed kinetic analyses of a panel of soluble lipid kinases and phosphatases, as well as Ras activating proteins, acting on their respective membrane surface substrates. The results reveal that the mean catalytic rate of such interfacial enzymes can exhibit a strong dependence on the size of the reaction system—in this case membrane area. Experimental measurements and kinetic modeling reveal how stochastic effects stemming from low molecular copy numbers of the enzymes alter reaction kinetics based on mechanistic characteristics of the enzyme, such as positive feedback. For the competitive enzymatic cycles studied here, the final product—consisting of a specific lipid composition or Ras activity state—depends on the size of the reaction system. Furthermore, we demonstrate how these reaction size dependencies can be controlled by engineering feedback mechanisms into the enzymes.

59 BASIC BIOLOGICAL SCIENCES↗

Multispectral data acquisition and classification - Computer modeling for smart sensor design

In this paper a model of the processes involved in multispectral remote sensing and data classification is developed as a tool for designing and evaluating smart sensors. The model has both stochastic and deterministic elements and accounts for solar radiation, atmospheric radiative transfer, surface reflectance, sensor spectral reponses, and classification algorithms. Preliminary results are presented which indicate the validity and usefulness of this approach. Future capabilities of smart sensors will ultimately be limited by the accuracy with which multispectral remote sensing processes and their error sources can be computationally modeled.

Park, S. K.↗

A stochastic solver based on the residence time algorithm for crystal plasticity models

Abstract The deformation of crystalline materials by dislocation motion takes place in discrete amounts determined by the Burgers vector. Dislocations may move individually or in bundles, potentially giving rise to intermittent slip. This confers plastic deformation with a certain degree of variability that can be interpreted as being caused by stochastic fluctuations in dislocation behavior. However, crystal plasticity (CP) models are almost always formulated in a continuum sense, assuming that fluctuations average out over large material volumes and/or cancel out due to multi-slip contributions. Nevertheless, plastic fluctuations are known to be important in confined volumes at or below the micron scale, at high temperatures, and under low strain rate/stress deformation conditions. Here, we develop a stochastic solver for CP models based on the residence-time algorithm that naturally captures plastic fluctuations by sampling among the set of active slip systems in the crystal. The method solves the evolution equations of explicit CP formulations, which are recast as stochastic ordinary differential equations and integrated discretely in time. The stochastic CP model is numerically stable by design and naturally breaks the symmetry of plastic slip by sampling among the active plastic shear rates with the correct probability. This can lead to phenomena such as intermittent slip or plastic localization without adding external symmetry-breaking operations to the model. The method is applied to body-centered cubic tungsten single crystals under a variety of temperatures, loading orientations, and imposed strain rates.

42 ENGINEERING↗

Optimal ride control for the Twin Otter, STOL aircraft

An aircraft with low wing loading, such as the deHavilland, Twin Otter, exhibits a relatively large acceleration sensitivity to wind gusts. These undesirable aircraft motions can be reduced using an automatic ride control system. In this paper, the techniques of quadratic optimal control theory are utilized to investigate the capabilities of such a ride control system. The effects of the wind gusts on the aircraft can be modeled by a vector stochastic process containing seven states. The impact of this disturbance model on the optimal control system structure is assessed and comparison is made to a system without gust feedback.

Holley, W. E.↗

Dynamic Probabilistic Safety Assessment Studies for Advanced Reactor Using RAVEN

Probabilistic Safety Assessment (PSA) is used extensively to evaluate the risks associated with complex engineering systems like Nuclear Power Plants (NPPs). Current PSA models are based on the Event-Tree/Fault-Tree (ET/FT) methodology. ET and FT models are static and are based on Boolean logic approaches. In the past, concerns have been raised in the literature regarding the capability of the traditional static modelling approaches to adequately account for the impact of process, hardware, software, firmware and human interactions on the stochastic system behaviour. To overcome the limitations of the traditional approach to PSA, several dynamic PSA methodologies have been proposed. One of the dynamic PSA methodologies used for dynamic evaluations is Dynamic Event Tree (DET) framework which can be used to assess the impact of the parameter variability and scenario dynamics on the PSA model for the initiating event. The DET framework couples the stochastic model (number of component/trains that start on demand, operator action timing, etc.) with a Thermal-Hydraulic (TH) model of the plant. This paper explores the use of DET along with a case study on advanced reactor. The initiating event selected for the study was Class IV power supply failure event. The TH analysis considering uncertainty in various parameters was performed using RELAP5 and Reactor Analysis and Virtual control ENvironment (RAVEN) tool. Based on the uncertainty analysis, it is concluded that the peak clad temperatures (PCT) are within the limits in all the code runs implying a high-degree of safety margin. However, variation in time to reach the PCT was observed among the code runs and the mean time to reach the PCT was found to be around 8590sec (approximately 2.4 hours). Hence, sufficient time margin is available for human intervention and the operator might have a relatively stress-free state during such an accident scenario. Due to the static nature of the traditional PSA models, the safety margin available was lesser, whereas, with the help of dynamic PSA models, one can demonstrate that the actual available safety margin is more in the present case study and is valuable input from the design point of view.

99 GENERAL AND MISCELLANEOUS↗

Stochastic Adaptive Droop Control in Frequency Regulation of Power Systems With Intermittent Generators

Modern power systems (MPSs), including microgrids (MGs), are increasingly incorporating multiple renewable energy sources (RESs) such as wind and solar power, as well as battery storage and controllable loads. While environmentally beneficial, these sources pose challenges for control and management due to their intermittent and stochastic nature, especially in maintaining frequency stability with multiple interconnected generators of varying capacities. Traditional droop control methods are effective in systems with generators that are dispatchable and have fixed generation capacities, but they fall short when applied to systems with RESs, where generation capacities are dynamic and affected by unpredictable environmental conditions. To address these challenges, this paper introduces a novel stochastic adaptive droop control (SADC) method for load frequency control (LFC). The proposed method adapts droop coefficients in real time, based on the measured stochastic data of power generation capacities, enabling more effective frequency regulation in systems with variable and intermittent power generation. Unlike traditional adaptive control methods, which assume constant or slowly-varying system parameters, this approach accounts for stochastic processes by modeling them as Markov chains, enabling robust performance under highly dynamic and unpredictable conditions. The key contributions of this work include the development of real-time droop coefficient adaptation algorithms, derivation of their stability and convergence properties, and the demonstration of the advantages of the method through simulations. Case studies highlight the improved performance of frequency regulation, particularly in addressing the impact of stochastic weather conditions and the benefits of reducing dependence on battery reserves in dealing with intermittency of RESs. Finally, this paper provides a comprehensive analysis of the theoretical foundations of the method, as well as practical implementation insights for future power systems with high penetration of RESs.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Novel Framework to Project the Permafrost Fate With Explicit Quantification of Soil Property and Future Climate Uncertainties

This study develops a novel general framework to project the permafrost fate with rigorous uncertainty quantification to assess dominant sources. Borehole temperature records from three sites in the Russian western Arctic are used to constrain the uncertainty of a high‐fidelity freeze‐thaw model. Projections from 9 Global Climate Models (GCM) are stochastically downscaled to generate future trajectories of surface ground heat flux. Under the two emission scenarios SSP2‐4.5 and SSP5‐8.5, the projected average thawing depths by 2100 vary from 0.4 to 14.4 m or 2.1 to 17.7 m, and the increase in the top 10 m average temperature from 2015 to 2100 is 1.2–2.7°C or 1.9–3.0°C. The results show that the freeze‐thaw model uncertainty can sometimes dominate over that of GCM outputs, calling for site‐specific information to improve model accuracy. The framework is applicable for understanding permafrost degradation and related uncertainties at larger scales.

Bayesian downscaling↗

Distributionally robust facility location problem under decision-dependent stochastic demand

While the traditional facility location problem considers exogenous demand, in some applications, locations of facilities could affect the willingness of customers to use certain types of services, e.g., carsharing, and therefore they also affect realizations of random demand. Moreover, a decision maker may not know the exact distribution of such endogenous demand and how it is affected by location choices. In this paper, we consider a distributionally robust facility location problem, in which we interpret the moments of stochastic demand as functions of facility-location decisions. We reformulate a two-stage decision-dependent distributionally robust optimization model as a monolithic formulation, and then derive exact mixed-integer linear programming reformulation as well as valid inequalities when the means and variances of demand are piecewise linear functions of location solutions. We conduct extensive computational studies, in which we compare our model with a decision-dependent deterministic model, as well as stochastic programming and distributionally robust models without the decision-dependent assumption. Here, the results show superior performance of our approach with remarkable improvement in profit and quality of service under various settings, in addition to computational speed-ups given by formulation enhancements. These results draw attention to the need of considering the impact of location decisions on customer demand within this strategic-level planning problem.

97 MATHEMATICS AND COMPUTING↗

Spatial modelling of total storm rainfall

The spatial structure of the depth of rainfall from a stationary storm event is investigated by using point process techniques. Cells are assumed to be stationary and to be distributed in space either independently according to a Poisson process, or with clustering according to a Neyman-Scott scheme. Total storm rainfall at the centre of each cell is a random variable and rainfall is distributed around the centre in a way specified by a spread function that may incorporate random parameters. The mean, variance and covariance structure of the precipitation depth at a point are obtained for different spread functions. For exponentially distributed centre depth and a spread function having quadratically exponential decay, the total storm depth at any point in the field is shown to have a gamma distribution. The probability of zero rainfall at a point is investigated, as is the stochastic variability of model parameters from storm to storm. Data from the Upper Rio Guaire basin in Venezuela are used in illustration.

Rodriguez-Iturbe, I.↗

A generative modeling approach to reconstructing 21 cm tomographic data

Abstract Analyses of the cosmic 21 cm signal are hampered by astrophysical foregrounds that are far stronger than the signal itself. These foregrounds, typically confined to a wedge-shaped region in Fourier space, often necessitate the removal of a vast majority of modes, thereby degrading the quality of the data anisotropically. To address this challenge, we introduce a novel deep generative model based on stochastic interpolants to reconstruct the 21 cm data lost to wedge filtering. Our method leverages the non-Gaussian nature of the 21 cm signal to effectively map wedge-filtered 3D lightcones to samples from the conditional distribution of wedge-recovered lightcones. We demonstrate how our method is able to restore spatial information effectively, considering both varying cosmological initial conditions and astrophysics. Furthermore, we discuss a number of future avenues where this approach could be applied in analyses of the 21 cm signal, potentially offering new opportunities to improve our understanding of the Universe during the epochs of cosmic dawn and reionization. Code, pre-trained models, and scripts for making plots in this paper can be found here .

Sabti, Nashwan (ORCID:000000027924546X)↗

A Machine Learning Assisted Development of a Model for the Populations of Convective and Stratiform Clouds

Abstract Traditional parameterizations of the interaction between convection and the environment have relied on an assumption that the slowly varying large‐scale environment is in statistical equilibrium with a large number of small and short‐lived convective clouds. They fail to capture nonequilibrium transitions such as the diurnal cycle and the formation of mesoscale convective systems as well as observed precipitation statistics and extremes. Informed by analysis of radar observations, cloud‐permitting model simulation, theory, and machine learning, this work presents a new stochastic cloud population dynamics model for characterizing the interactions between convective and stratiform clouds, with the goal of informing the representation of these interactions in global climate models. Fifteen wet seasons of precipitating cloud observations by a C‐band radar at Darwin, Australia are fed into a machine learning algorithm to obtain transition functions that close a set of coupled equations relating large‐scale forcing, mass flux, the convective cell size distribution, and the stratiform area. Under realistic large‐scale forcing, the derived transition functions show that, on the one hand, interactions with stratiform clouds act to dampen the variability in the size and number of convective cells and therefore in the convective mass flux. On the other, for a given convective area fraction, a larger number of smaller cells is more favorable for the growth of stratiform area than a smaller number of larger cells. The combination of these two factors gives rise to solutions with a few convective cells embedded in a large stratiform area, reminiscent of mesoscale convective systems.

54 ENVIRONMENTAL SCIENCES↗

The insertion of human dynamics models in the flight control loops of V/STOL research aircraft. Appendix 2: The optimal control model of a pilot in V/STOL aircraft control loops

An overview is presented of research work focussed on the design and insertion of classical models of human pilot dynamics within the flight control loops of V/STOL aircraft. The pilots were designed and configured for use in integrated control system research and design. The models of human behavior that were considered are: McRuer-Krendel (a single variable transfer function model); and Optimal Control Model (a multi-variable approach based on optimal control and stochastic estimation theory). These models attempt to predict human control response characteristics when confronted with compensatory tracking and state regulation tasks. An overview, mathematical description, and discussion of predictive limitations of the pilot models is presented. Design strategies and closed loop insertion configurations are introduced and considered for various flight control scenarios. Models of aircraft dynamics (both transfer function and state space based) are developed and discussed for their use in pilot design and application. Pilot design and insertion are illustrated for various flight control objectives. Results of pilot insertion within the control loops of two V/STOL research aricraft (Sikorski Black Hawk UH-60A, McDonnell Douglas Harrier II AV-8B) are presented and compared against actual pilot flight data. Conclusions are reached on the ability of the pilot models to adequately predict human behavior when confronted with similar control objectives.

Zipf, Mark E.↗

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Drozda, T. G.↗

Optimal Estimation of Clock Values and Trends from Finite Data

We show how to solve two problems of optimal linear estimation from a finite set of phase data. Clock noise is modeled as a stochastic process with stationary dth increments. The covariance properties of such a process are contained in the generalized autocovariance function (GACV). We set up two principles for optimal estimation: with the help of the GACV, these principles lead to a set of linear equations for the regression coefficients and some auxiliary parameters. The mean square errors of the estimators are easily calculated. The method can be used to check the results of other methods and to find good suboptimal estimators based on a small subset of the available data.

stationary increments↗