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NASA NTRS2002

Stochastic Models of Human Errors

Humans play an important role in the overall reliability of engineering systems. More often accidents and systems failure are traced to human errors. Therefore, in order to have meaningful system risk analysis, the reliability of the human element must be taken into consideration. Describing the human error process by mathematical models is a key to analyzing contributing factors. Therefore, the objective of this research effort is to establish stochastic models substantiated by sound theoretic foundation to address the occurrence of human errors in the processing of the space shuttle.

Elshamy, Maged↗

DOE OSTI2022

An Online Approach to Solve the Dynamic Vehicle Routing Problem with Stochastic Trip Requests for Paratransit Services

Many transit agencies operating paratransit and microtransit services have to respond to trip requests that arrive in real-time, which entails solving hard combinatorial and sequential decision-making problems under uncertainty. To avoid decisions that lead to significant inefficiency in the long term, vehicles should be allocated to requests by optimizing a non-myopic utility function or by batching requests together and optimizing a myopic utility function. While the former approach is typically offline, the latter can be performed online. We point out two major issues with such approaches when applied to paratransit services in practice. First, it is difficult to batch paratransit requests together as they are temporally sparse. Second, the environment in which transit agencies operate changes dynamically (e.g., traffic conditions can change over time), causing the estimates that are learned offline to become stale. To address these challenges, we propose a fully online approach to solve the dynamic vehicle routing problem (DVRP) with time windows and stochastic trip requests that is robust to changing environmental dynamics by construction. We focus on scenarios where requests are relatively sparse—our problem is motivated by applications to paratransit services. We formulate DVRP as a Markov decision process and use Monte Carlo tree search to evaluate actions for any given state. Accounting for stochastic requests while optimizing a non-myopic utility function is computationally challenging; indeed, the action space for such a problem is intractably large in practice. To tackle the large action space, we leverage the structure of the problem to design heuristics that can sample promising actions for the tree search. Our experiments using real-world data from our partner agency show that the proposed approach outperforms existing state-of-the-art approaches both in terms of performance and robustness.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

DOE OSTI2023

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1980

Optimal regulation in systems with stochastic time sampling

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

Montgomery, R. C.↗

NASA NTRS1998

Improved Modeling of Finite-Rate Turbulent Combustion Processes in Research Combustors

The objective of this thesis is to further develop and test a stochastic model of turbulent combustion in recirculating flows. There is a requirement to increase the accuracy of multi-dimensional combustion predictions. As turbulence affects reaction rates, this interaction must be more accurately evaluated. In this work a more physically correct way of handling the interaction of turbulence on combustion is further developed and tested. As turbulence involves randomness, stochastic modeling is used. Averaged values such as temperature and species concentration are found by integrating the probability density function (pdf) over the range of the scalar. The model in this work does not assume the pdf type, but solves for the evolution of the pdf using the Monte Carlo solution technique. The model is further developed by including a more robust reaction solver, by using accurate thermodynamics and by more accurate transport elements. The stochastic method is used with Semi-Implicit Method for Pressure-Linked Equations. The SIMPLE method is used to solve for velocity, pressure, turbulent kinetic energy and dissipation. The pdf solver solves for temperature and species concentration. Thus, the method is partially familiar to combustor engineers. The method is compared to benchmark experimental data and baseline calculations. The baseline method was tested on isothermal flows, evaporating sprays and combusting sprays. Pdf and baseline predictions were performed for three diffusion flames and one premixed flame. The pdf method predicted lower combustion rates than the baseline method in agreement with the data, except for the premixed flame. The baseline and stochastic predictions bounded the experimental data for the premixed flame. The use of a continuous mixing model or relax to mean mixing model had little effect on the prediction of average temperature. Two grids were used in a hydrogen diffusion flame simulation. Grid density did not effect the predictions except for peak temperature and tangential velocity. The hybrid pdf method did take longer and required more memory, but has a theoretical basis to extend to many reaction steps which cannot be said of current turbulent combustion models.

VanOverbeke, Thomas J.↗

DOE OSTI2023

Operation Optimization Using Reinforcement Learning with Integrated Artificial Reasoning Framework

In large and complex systems, operational decision-making requires a systematic analysis with a vast amount of data from both process parameters and component status monitoring. In this paper, we present an integrated artificial reasoning approach for system state transition models that can help operational decision-making with explainable and traceable reasoning. The integrated artificial reasoning framework is a physics-based approach of defining the system structure in a Bayesian network, so we leveraged it in a Markov decision process (MDP) for finding optimal operational solutions. In our proposed framework, the MDP is implemented on a dynamic Bayesian network (DBN), which represents causalities in a system. The multilevel flow modeling was utilized in order to extract these causalities in a more efficient and objective manner. Since multilevel flow modeling is based on the fundamental energy and mass conservation laws, the target system is decomposed into several mass, energy, and information structures, which serve as the basis for a DBN. The MDP consists of the processes of finding a solution for the Bellman equation, which can be derived from the conditional probability equations of the constructed DBN. System operators can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from the component degradation process or random failures. We analyzed a simplified example system to illustrate finding an optimal operational policy with this approach.

Kim, Junyung↗

NASA NTRS1992

Dynamic rain fade compensation techniques for the advanced communications technology satellite

The dynamic and composite nature of propagation impairments that are incurred on earth-space communications links at frequencies in and above the 30/20 GHz Ka band necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) project by the implementation of optimal processing schemes derived through the use of the ACTS Rain Attenuation Prediction Model and nonlinear Markov filtering theory. The ACTS Rain Attenuation Prediction Model discerns climatological variations on the order of 0.5 deg in latitude and longitude in the continental U.S. The time-dependent portion of the model gives precise availability predictions for the 'spot beam' links of ACTS. However, the structure of the dynamic portion of the model, which yields performance parameters such as fade duration probabilities, is isomorphic to the state-variable approach of stochastic control theory and is amenable to the design of such statistical fade processing schemes which can be made specific to the particular climatological location at which they are employed.

Manning, Robert M.↗

DOE OSTI2022

Analyzing Stochastic Computer Models: A Review with Opportunities

In modern science, computer models are often used to understand complex phenomena and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer models-providing a catalogue of statistical methods for practitioners, an introductory view for statisticians (whether familiar with deterministic computer models or not), and an emphasis on open questions of relevance to practitioners and statisticians. Gaussian process surrogate models take center stage in this review, and these, along with several extensions needed for stochastic settings, are explained. The basic issues of designing a stochastic computer experiment and calibrating a stochastic computer model are prominent in the discussion. Instructive examples, with data and code, are used to describe the implementation of, and results from, various methods.

agent based model↗

NASA NTRS1994

Inter-Agency Consultative Group for Space Science (IACG): Handbook of Missions and Payloads

The ACE spacecraft design is based on the Charge Composition Explorer (CCE) built by Johns Hopkins University (JHU) and the Applied Physics Lab (APL) for the AMPTE program. ACE is designed as a spinning spacecraft with its spin axis aligned to the Earth-Sun axis. The ACE launch weight will be approx. 633 kg, including 105 kg of scientific instruments and 184 kg of propellant. Using a Delta-class expendable launch vehicle, ACE will be launched into an L1 libration point (240 R(sub e)) orbit. Telemetry will be 6.7 kbps average, using tape recorder storage with daily readout to DSN. The experiment power requirement is approximately 76 W nominal and 96 W peak. The prime objective of the ACE mission is: (1) to determine accurate elemental and isotropic abundances including solar matter, local interstellar matter and local galactic matter; (2) to study the origin of elements and evolutionary processing in galactic nucleosynthesis, galactic evolution, origin and evolution of the solar system; (3) to study coronal formation and solar-wind acceleration processes; and (4) to study particle acceleration and transport, including coronal shock acceleration, stochastic flare acceleration, interplanetary shock acceleration, and interstellar acceleration and propagation. To accomplish this objective, ACE will perform comprehensive and coordinated determinations of the elemental and isotopic composition of energetic nuclei accelerated on the Sun, in interplanetary space, and from galactic sources. These observations will span five decades in energy, from solar wind to galactic cosmic ray energies, and will cover the element range from H-1 to Zr-40. Comparison of these samples of matter will be used to study the origin and subsequent evolution of both solar system and galactic material by isolating the effects of fundamental processes that include nucleosynthesis, charged and neutral particle separation, bulk plasma acceleration, and the acceleration of suprathermal and high-energy particles.

Source record↗

DOE OSTI2021

Visualization of Multi-Fidelity Approximations of Stochastic Economic Dispatch

As renewable energy generation deployment increases, the operation of electrical grids becomes more complex. Economic dispatch is part of a grid operator's regular decision process where the amount of energy to generate is determined based on the number of available generators and the actual level of energy demand. Renewable generators are inherently stochastic due to the chaotic nature of weather patterns, and thus, real-time decisions of economic dispatch become increasingly complex. Modeling efforts to assist in these decisions in the highest fidelity typically take hours to days to solve on leadership-class computers; too long for the 5-minute operational time-frame demanded of operators. Alternatively, multi-fidelity approximations can be used to predict generation levels quickly and with sufficient accuracy to be used for real-time operations. We have developed a visualization tool to demonstrate the utility of multi-fidelity approximations by displaying contextual results of economic dispatch approximations, comparisons across fidelity levels of generation levels and possible failures to meet demand, and meta-data on the modeling setup.

interactive visualization↗

NASA NTRS2014

Implementation of Statistical Process Control: Evaluating the Mechanical Performance of a Candidate Silicone Elastomer Docking Seal

The National Aeronautics and Space Administration has been developing a novel docking system to meet the requirements of future exploration missions to low-Earth orbit and beyond. A dynamic gas pressure seal is located at the main interface between the active and passive mating components of the new docking system. This seal is designed to operate in the harsh space environment, but is also to perform within strict loading requirements while maintaining an acceptable level of leak rate. In this study, a candidate silicone elastomer seal was designed, and multiple subscale test articles were manufactured for evaluation purposes. The force required to fully compress each test article at room temperature was quantified and found to be below the maximum allowable load for the docking system. However, a significant amount of scatter was observed in the test results. Due to the stochastic nature of the mechanical performance of this candidate docking seal, a statistical process control technique was implemented to isolate unusual compression behavior from typical mechanical performance. The results of this statistical analysis indicated a lack of process control, suggesting a variation in the manufacturing phase of the process. Further investigation revealed that changes in the manufacturing molding process had occurred which may have influenced the mechanical performance of the seal. This knowledge improves the chance of this and future space seals to satisfy or exceed design specifications.

docking seal↗

DOE OSTI2023

Using mechanistic models and machine learning to design single-color multiplexed nascent chain tracking experiments

mRNA translation is the ubiquitous cellular process of reading messenger-RNA strands into functional proteins. Over the past decade, large strides in microscopy techniques have allowed observation of mRNA translation at a single-molecule resolution for self-consistent time-series measurements in live cells. Dubbed Nascent chain tracking (NCT), these methods have explored many temporal dynamics in mRNA translation uncaptured by other experimental methods such as ribosomal profiling, smFISH, pSILAC, BONCAT, or FUNCAT-PLA. However, NCT is currently restricted to the observation of one or two mRNA species at a time due to limits in the number of resolvable fluorescent tags. In this work, we propose a hybrid computational pipeline, where detailed mechanistic simulations produce realistic NCT videos, and machine learning is used to assess potential experimental designs for their ability to resolve multiple mRNA species using a single fluorescent color for all species. Our simulation results show that with careful application this hybrid design strategy could in principle be used to extend the number of mRNA species that could be watched simultaneously within the same cell. We present a simulated example NCT experiment with seven different mRNA species within the same simulated cell and use our ML labeling to identify these spots with 90% accuracy using only two distinct fluorescent tags. We conclude that the proposed extension to the NCT color palette should allow experimentalists to access a plethora of new experimental design possibilities, especially for cell Signaling applications requiring simultaneous study of multiple mRNAs.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2020

Online accelerator optimization with a machine learning-based stochastic algorithm

Abstract Online optimization is critical for realizing the design performance of accelerators. Highly efficient stochastic optimization algorithms are needed for many online accelerator optimization problems in order to find the global optimum in the non-linear, coupled parameter space. In this study, we propose to use the multi-generation Gaussian process optimizer for online accelerator optimization and demonstrate that the algorithm is significantly more efficient than other stochastic algorithms that are commonly used in the accelerator community.

Zhang, Zhe (ORCID:0000000281430381)↗

DOE OSTI2022

Exponential Escape Rate of Filamentary Incubation in Mott Spiking Neurons

Mott materials such as vanadium oxides, when subject to a strong applied voltage, present an inhomogeneous insulator-to-metal transition with formation of metallic filaments within the insulating bulk. This property is enabling the development of compact and power-efficient neuromorphic devices known as Mott neurons. However, the nature of the transition has not been fully understood yet, as it may be attributed to different effects, including Joule self-heating and hot-carrier injection. Moreover, the experimental determination of the threshold voltage needed to induce the transition has proven to be challenging, as the transition becomes increasingly unpredictable when the threshold is approached. The physical understanding of these issues would not only deepen our understanding of Mott insulators, but would also be an important step toward the realization of neuromorphic devices based on such materials. In this work we use numerical simulations based on the Mott resistor network model to study the nature of the filament incubation and formation process. Here, we show that both electronic and thermal effects, in the form of current density focusing and Joule self-heating, respectively, contribute to the filamentary incubation and growth. Remarkably, we find that the percolation of the metallic filaments near the threshold is intrinsically stochastic, qualitatively similar to the familiar Arrhenius activated behavior and to the stochastic firing of biological neurons. More precisely, we characterize the filament percolation as a Poisson point process, which has the same probability distribution as mathematical models of neuronal firing with an exponential escape rate. Finally, we support the numerical simulation results by performing experiments in VO 2 that are in agreement with the exponential escape rate behavior. Thus, we establish a functionality of Mott insulators that opens a path toward implementing neuromorphic hardware with quantum materials.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2022

Counting generations in birth and death processes with competing Erlang and exponential waiting times

Lymphocyte populations, stimulated in vitro or in vivo, grow as cells divide. Stochastic models are appropriate because some cells undergo multiple rounds of division, some die, and others of the same type in the same conditions do not divide at all. If individual cells behave independently, then each cell can be imagined as sampling from a probability density of times to division and death. The exponential density is the most mathematically and computationally convenient choice. It has the advantage of satisfying the memoryless property, consistent with a Markov process, but it overestimates the probability of short division times. With the aim of preserving the advantages of a Markovian framework while improving the representation of experimentally-observed division times, we consider a multi-stage model of cellular division and death. We use Erlang-distributed (or, more generally, phase-type distributed) times to division, and exponentially distributed times to death. We classify cells into generations, using the rule that the daughters of cells in generation n are in generation n + 1. In some circumstances, our representation is equivalent to established models of lymphocyte dynamics. We find the growth rate of the cell population by calculating the proportions of cells by stage and generation. The exponent describing the late-time cell population growth, and the criterion for extinction of the population, differs from what would be expected if N steps with rate λ were equivalent to a single step of rate λ/N. We link with a published experimental dataset, where cell counts were reported after T cells were transferred to lymphopenic mice, using Approximate Bayesian Computation. In the comparison, the death rate is assumed to be proportional to the generation and the Erlang time to division for generation 0 is allowed to differ from that of subsequent generations. The multi-stage representation is preferred to a simple exponential in posterior distributions, and the mean time to first division is estimated to be longer than the mean time to subsequent divisions.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2023

Computational framework for modeling of physical process

Techniques, systems, and devices are described for providing a computational frame for estimating high-dimensional stochastic behaviors. In one exemplary aspect, a method for performing numerical estimation includes receiving a set of measurements of a stochastic behavior. The set of correlated measurements follows a non-standard probability distribution and is non-linearly correlated. Also, a non-linear relationship exists between a set of system variables that describes the stochastic behavior and a corresponding set of measurements. The method includes determining, based on the set of measurements, a numerical model of the stochastic behavior. The numerical model comprises a feature space comprising non-correlated features corresponding to the stochastic behavior. The non-correlated features have a dimensionality of M and the set of measurements has a dimensionality of N, M being smaller than N. The method includes generating a set of approximated system variables corresponding to the set of measurements based on the numerical model.

Chen, Xiao↗

DOE OSTI2024

Computational framework for modeling of physical process

Chen, Xiao↗

NASA NTRS1986

An optimal repartitioning decision policy

A central problem to parallel processing is the determination of an effective partitioning of workload to processors. The effectiveness of any given partition is dependent on the stochastic nature of the workload. The problem of determining when and if the stochastic behavior of the workload has changed enough to warrant the calculation of a new partition is treated. The problem is modeled as a Markov decision process, and an optimal decision policy is derived. Quantification of this policy is usually intractable. A heuristic policy which performs nearly optimally is investigated empirically. The results suggest that the detection of change is the predominant issue in this problem.

Nicol, D. M.↗