Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic systems”

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 847 records · Page 47

A stochastic differential equation model of diurnal cortisol patterns

Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.

NASA Discipline Space Human Factors↗

Electromagnetic scattering theory

Electromagnetic scattering theory is discussed with emphasis on the general stochastic variational principle (SVP) and its applications. The stochastic version of the Schwinger-type variational principle is presented, and explicit expressions for its integrals are considered. Results are summarized for scalar wave scattering from a classic rough-surface model and for vector wave scattering from a random dielectric-body model. Also considered are the selection of trial functions and the variational improvement of the Kirchhoff short-wave approximation appropriate to large size-parameters. Other applications of vector field theory discussed include a general vision theory and the analysis of hydromagnetism induced by ocean motion across the geomagnetic field. Levitational force-torque in the magnetic suspension of the disturbance compensation system (DISCOS), now deployed in NOVA satellites, is also analyzed using the developed theory.

Bird, J. F.↗

The Impact of Aerosols on Cloud and Precipitation Processes: Cloud-Resolving Model Simulations

Cloud microphysics are inevitable affected by the smoke particle (CCN, cloud condensation nuclei) size distributions below the clouds. Therefore, size distribution parameterized as spectral bin microphysics are needed to explicitly study the effect of atmospheric aerosol concentration on cloud development, rainfall production, and rainfall rates convective clouds. Recently, two detailed spectral-bin microphysical schemes were implemented into the Goddard Cumulus Ensembel (GCE) model. The formulation for the explicit spectral-bim microphysical processes is based on solving stochastic kinetic equations for the size distribution functions of water droplets (i.e., cloud droplets and raindrops), and several types of ice particles [i.e., pristine ice crystals (columnar and plate-like), snow (dendrites and aggregates), groupel and frozen drops/hall] Each type is described by a special size distribution function containing many categories (i.e., 33 bins). Atmospheric aerosols are also described using number density size-distribution functions.A spectral-bin microphysical model is very expensive from a computational point of view and has only been implemented into the 2D version of the GCE at the present time. The model is tested by studying the evolution of deep cloud systems in the west Pacific warm pool region and in the mid-latitude using identical thermodynamic conditions but with different concentrations of CCN: a low "clean" concentration and a high "dirty" concentration. Besides the initial differences in aerosol concentration, preliminary results indicate that the low CCN concentration case produces rainfall at the surface sooner than the high CCN case but has less cloud water mass aloft. Because the spectral-bim model explicitly calculates and allows for the examination of both the mass and number concentration of cpecies in each size category, a detailed analysis of the instantaneous size spectrum can be obtained for the two cases. It is shown that since the low CCN case produces fever droplets, larger size develop due to greater condencational and collectional growth, leading to a broader size spectrum in comparison to the high CCN case.

Tao, Wei-Kuo↗

The Impact of Aerosols on Cloud and Precipitation Processes: Cloud-Resolving Model Simulations

Cloud microphysics are inevitably affected by the smoke particle (CCN, cloud condensation nuclei) size distributions below the clouds. Therefore, size distributions parameterized as spectral bin microphysics are needed to explicitly study the effects of atmospheric aerosol concentration on cloud development, rainfall production, and rainfall rates for convective clouds. Recently, two detailed spectral-bin microphysical schemes were implemented into the Goddard Cumulus Ensemble (GCE) model. The formulation for the explicit spectral-bin microphysical processes is based on solving stochastic kinetic equations for the size distribution functions of water droplets (i.e., cloud droplets and raindrops), and several types of ice particles (i.e., pristine ice crystals (columnar and plate-like), snow (dendrites and aggregates), graupel and frozen drops/hail). Each type is described by a special size distribution function containing many categories (i.e. 33 bins). Atmospheric aerosols are also described using number density size-distribution functions. A spectral-bin microphysical model is very expensive from a computational point of view and has only been implemented into the 2D version of the GCE at the present time. The model is tested by studying the evolution of deep cloud systems in the west Pacific warm pool region, in the sub-tropics (Florida) and in the mid-latitude using identical thermodynamic conditions but with different concentrations of CCN: a low 'clean' concentration and a high 'dirty' concentration.

Tao, Wei-Kuo↗

A non-gaussian model of continuous atmospheric turbulence for use in aircraft design

A non-Gaussian model of atmospheric turbulence is presented and analyzed. The model is restricted to the regions of the atmosphere where the turbulence is steady or continuous, and the assumptions of homogeneity and stationarity are justified. Also spatial distribution of turbulence is neglected, so the model consists of three independent, stationary stochastic processes which represent the vertical, lateral, and longitudinal gust components. The non-Gaussian and Gaussian models are compared with experimental data, and it is shown that the Gaussian model underestimates the number of high velocity gusts which occur in the atmosphere, while the non-Gaussian model can be adjusted to match the observed high velocity gusts more satisfactorily. Application of the proposed model to aircraft response is investigated, with particular attention to the response power spectral density, the probability distribution, and the level crossing frequency. A numerical example is presented which illustrates the application of the non-Gaussian model to the study of an aircraft autopilot system. Listings and sample results of a number of computer programs used in working with the model are included.

Reeves, P. M.↗

Improving FermiI Orbit Determination and Prediction in an Uncertain Atmospheric Drag Environment

Orbit determination and prediction of the Fermi Gamma-ray Space Telescope trajectory is strongly impacted by the unpredictability and variability of atmospheric density and the spacecrafts ballistic coefficient. Operationally, Global Positioning System point solutions are processed with an extended Kalman filter for orbit determination, and predictions are generated for conjunction assessment with secondary objects. When these predictions are compared to Joint Space Operations Center radar-based solutions, the close approach distance between the two predictions can greatly differ ahead of the conjunction. This work explores strategies for improving prediction accuracy and helps to explain the prediction disparities. Namely, a tuning analysis is performed to determine atmospheric drag modeling and filter parameters that can improve orbit determination as well as prediction accuracy. A 45 improvement in three-day prediction accuracy is realized by tuning the ballistic coefficient and atmospheric density stochastic models, measurement frequency, and other modeling and filter parameters.

orbit prediction↗

Improving Fermi Orbit Determination and Prediction in an Uncertain Atmospheric Drag Environment

Orbit determination and prediction of the Fermi Gamma-ray Space Telescope trajectory is strongly impacted by the unpredictability and variability of atmospheric density and the spacecraft's ballistic coefficient. Operationally, Global Positioning System point solutions are processed with an extended Kalman filter for orbit determination, and predictions are generated for conjunction assessment with secondary objects. When these predictions are compared to Joint Space Operations Center radar-based solutions, the close approach distance between the two predictions can greatly differ ahead of the conjunction. This work explores strategies for improving prediction accuracy and helps to explain the prediction disparities. Namely, a tuning analysis is performed to determine atmospheric drag modeling and filter parameters that can improve orbit determination as well as prediction accuracy. A 45% improvement in three-day prediction accuracy is realized by tuning the ballistic coefficient and atmospheric density stochastic models, measurement frequency, and other modeling and filter parameters.

orbit prediction↗

High Angular Resolution Gravitational Wave Astronomy

Since the very beginning of astronomy the location of objects on the sky has been a fundamental observational quantity that has been taken for granted. While precise two dimensional positional information is easy to obtain for observations in the electromagnetic spectrum, the positional accuracy of current and near future gravitational wave detectors is limited to between tens and hundreds of square degrees, which makes it extremely challenging to identify the host galaxies of gravitational wave events or to detect any electromagnetic counterparts. Gravitational wave observations provide information on source properties that is complementary to the information in any associated electromagnetic emission. Observing systems with multiple messengers thus has scientific potential much greater than the sum of its parts. A gravitational wave detector with higher angular resolution would significantly increase the prospects for finding the hosts of gravitational wave sources and triggering a multi-messenger follow-up campaign. An observatory with arcminute precision or better could be realised within the Voyage 2050 programme by creating a large baseline interferometer array in space and would have transformative scientific potential. Precise positional information of standard sirens would enable precision measurements of cosmological parameters and offer new insights on structure formation; a high angular resolution gravitational wave observatory would allow the detection of a stochastic background and resolution of the anisotropies within it; it would also allow the study of accretion processes around black holes; and it would have tremendous potential for tests of modified gravity and the discovery of physics beyond the Standard Model.

Gravitational waves↗

Controlled Quantum Packets

We look at time evolution of a physical system from the point of view of dynamical control theory. Normally we solve motion equation with a given external potential and we obtain time evolution. Standard examples are the trajectories in classical mechanics or the wave functions in Quantum Mechanics. In the control theory, we have the configurational variables of a physical system, we choose a velocity field and with a suited strategy we force the physical system to have a well defined evolution. The evolution of the system is the 'premium' that the controller receives if he has adopted the right strategy. The strategy is given by well suited laboratory devices. The control mechanisms are in many cases non linear; it is necessary, namely, a feedback mechanism to retain in time the selected evolution. Our aim is to introduce a scheme to obtain Quantum wave packets by control theory. The program is to choose the characteristics of a packet, that is, the equation of evolution for its centre and a controlled dispersion, and to give a building scheme from some initial state (for example a solution of stationary Schroedinger equation). It seems natural in this view to use stochastic approach to Quantum Mechanics, that is, Stochastic Mechanics [S.M.]. It is a quantization scheme different from ordinary ones only formally. This approach introduces in quantum theory the whole mathematical apparatus of stochastic control theory. Stochastic Mechanics, in our view, is more intuitive when we want to study all the classical-like problems. We apply our scheme to build two classes of quantum packets both derived generalizing some properties of coherent states.

DeMartino, Salvatore↗

HL-20 operations and support requirements for the Personnel Launch System mission

The processing, mission planning, and support requirements were defined for the HL-20 lifting-body configuration that can serve as a Personnel Launch System. These requirements were based on the assumption of an operating environment that incorporates aircraft and airline support methods and techniques that are applicable to operations. The study covered the complete turnaround process for the HL-20, including landing through launch, and mission operations, but did not address the support requirements of the launch vehicle except for the integrated activities. Support is defined in terms of manpower, staffing levels, facilities, ground support equipment, maintenance/sparing requirements, and turnaround processing time. Support results were drawn from two contracted studies, plus an in-house analysis used to define the maintenance manpower. The results of the contracted studies were used as the basis for a stochastic simulation of the support environment to determine the sufficiency of support and the effect of variance on vehicle processing. Results indicate the levels of support defined for the HL-20 through this process to be sufficient to achieve the desired flight rate of eight flights per year.

Morris, W. D.↗

Extracting Independent Local Oscillatory Geophysical Signals by Geodetic Tropospheric Delay

Zenith Tropospheric Delay (ZTD) due to water vapor derived from space geodetic techniques and numerical weather prediction simulated-reanalysis data exhibits non-linear and non-stationary properties akin to those in the crucial geophysical signals of interest to the research community. These time series, once decomposed into additive (and stochastic) components, have information about the long term global change (the trend) and other interpretable (quasi-) periodic components such as seasonal cycles and noise. Such stochastic component(s) could be a function that exhibits at most one extremum within a data span or a monotonic function within a certain temporal span. In this contribution, we examine the use of the combined Ensemble Empirical Mode Decomposition (EEMD) and Independent Component Analysis (ICA): the EEMD-ICA algorithm to extract the independent local oscillatory stochastic components in the tropospheric delay derived from the European Centre for Medium-Range Weather Forecasts (ECMWF) over six geodetic sites (HartRAO, Hobart26, Wettzell, Gilcreek, Westford, and Tsukub32). The proposed methodology allows independent geophysical processes to be extracted and assessed. Analysis of the quality index of the Independent Components (ICs) derived for each cluster of local oscillatory components (also called the Intrinsic Mode Functions (IMFs)) for all the geodetic stations considered in the study demonstrate that they are strongly site dependent. Such strong dependency seems to suggest that the localized geophysical signals embedded in the ZTD over the geodetic sites are not correlated. Further, from the viewpoint of non-linear dynamical systems, four geophysical signals the Quasi-Biennial Oscillation (QBO) index derived from the NCEP/NCAR reanalysis, the Southern Oscillation Index (SOI) anomaly from NCEP, the SIDC monthly Sun Spot Number (SSN), and the Length of Day (LoD) are linked to the extracted signal components from ZTD. Results from the synchronization analysis show that ZTD and the geophysical signals exhibit (albeit subtle) site dependent phase synchronization index.

Botai, O. J.↗

Stochastic Modeling and Generation of Partially Polarized or Partially Coherent Electromagnetic Waves

Many new Earth remote-sensing instruments are embracing both the advantages and added complexity that result from interferometric or fully polarimetric operation. To increase instrument understanding and functionality a model of the signals these instruments measure is presented. A stochastic model is used as it recognizes the non-deterministic nature of any real-world measurements while also providing a tractable mathematical framework. A stationary, Gaussian-distributed model structure is proposed. Temporal and spectral correlation measures provide a statistical description of the physical properties of coherence and polarization-state. From this relationship the model is mathematically defined. The model is shown to be unique for any set of physical parameters. A method of realizing the model (necessary for applications such as synthetic calibration-signal generation) is given and computer simulation results are presented. The signals are constructed using the output of a multi-input multi-output linear filter system, driven with white noise.

Davis, Brynmor↗

Stochastic process approximation for recursive estimation with guaranteed bound on the error covariance

An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.

Menga, G.↗

A stochastic optimal feedforward and feedback control methodology for superagility

A new control design methodology is developed: Stochastic Optimal Feedforward and Feedback Technology (SOFFT). Traditional design techniques optimize a single cost function (which expresses the design objectives) to obtain both the feedforward and feedback control laws. This approach places conflicting demands on the control law such as fast tracking versus noise atttenuation/disturbance rejection. In the SOFFT approach, two cost functions are defined. The feedforward control law is designed to optimize one cost function, the feedback optimizes the other. By separating the design objectives and decoupling the feedforward and feedback design processes, both objectives can be achieved fully. A new measure of command tracking performance, Z-plots, is also developed. By analyzing these plots at off-nominal conditions, the sensitivity or robustness of the system in tracking commands can be predicted. Z-plots provide an important tool for designing robust control systems. The Variable-Gain SOFFT methodology was used to design a flight control system for the F/A-18 aircraft. It is shown that SOFFT can be used to expand the operating regime and provide greater performance (flying/handling qualities) throughout the extended flight regime. This work was performed under the NASA SBIR program. ICS plans to market the software developed as a new module in its commercial CACSD software package: ACET.

Halyo, Nesim↗

Critical Slowing Down in Time-to-Extinction: An Example of Critical Phenomena in Ecology

We study a model for two competing species that explicitly accounts for effects due to discreteness, stochasticity and spatial extension of populations. The two species are equally preferred by the environment and do better when surrounded by others of the same species. We observe that the final outcome depends on the initial densities (uniformly distributed in space) of the two species. The observed phase transition is a continuous one and key macroscopic quantities like the correlation length of clusters and the time-to-extinction diverge at a critical point. Away from the critical point, the dynamics can be described by a mean-field approximation. Close to the critical point, however, there is a crossover to power-law behavior because of the gross mismatch between the largest and smallest scales in the system. We have developed a theory based on surface effects, which is in good agreement with the observed behavior. The course-grained reaction-diffusion system obtained from the mean-field dynamics agrees well with the particle system.

Gandhi, Amar↗

Quantum-Assisted Variational Segmentation for Image-to-Image Wildfire Detection Using Satellite Data

The quantum computing community has been searching for suitable applications to demonstrate the potential of near-term quantum devices. Quantum machine learning is a potential candidate, particularly using models that cannot be efficiently simulated with classical computers [1, 2]. This work focuses on a transition phase of quantum computers where the quantum machine learning model is still simulable classically but projected not to be simulable as the size of the model grows. Ultimately quantum computers may have advantages for high-dimensional real-world problems. Due to the limited number of qubits in current noisy intermediate-scale quantum (NISQ) devices, the direct application of quantum computers in high dimensional data is not feasible. To remedy this problem, an encoder-decoder architecture can be utilized. The encoder model would transform the high-dimensional data into a compact representation, to a level that small quantum computers can be used today (or in the near future), and the decoder would take the quantum processed outputs back to the high-dimensional space. Addressing the two challenges of quantum machine learning, this work investigates a hybrid supervised generative model with a quantum Ising Born machine embedded as the latent distribution. The model contains four main parts (Figure 1.a.): (1) a U-NET architecture responsible for learning segmentation flow, (2) a Prior network responsible for learning an encoded latent distribution of the input data, (3) a Born machine which represents the latent distribution, and (4) a Posterior network in charge of learning the joint encoded latent distribution of inputs and target data. The initial model, proposed by [3], is optimized by (1) maximizing the overlap of the prior and posterior latent distributions, and (2) minimizing the segmentation loss. The proposed model is designed to be investigated in a simulation environment applied to the real-world application of wildfire segmentation. Specifically, the model is designed to solve the patchy wildfire segmentations of Moderate Resolution Imaging Spectroradiometer (MODIS) by taking the MODIS observations and using Visible Infrared Imaging Radiometer Suite’s (VIIRS) consistent wildfire product as the target. The model solves patchy wildfire segmentations and provides insight into the epistemic errors sourced from model variation. The model utilizes the Born machine as a QUBO solver to represent the latent space as a Bernoulli distribution. The proposed configuration allows the variational segmentation model to leverage the true quantum probabilistic nature and derive a more expressive latent configuration, increasing the model performance in describing wildfire segmentations. The quantum probabilistic information of the Born machine is directly incorporated in the Kullback-Leibler divergence loss in the prior and posterior distributions, forcing the Bernoulli latent distribution to maximize the overlap of input and joint input-target distributions. The proposed model is then trained and compared with a baseline only consisting of direct Bernoulli latent distribution with no Born machine representing the latent space. The models are evaluated based on the segmentation metrics, such as precision, recall, intersect of union, with uncertainty boundaries accounting for the stochastic nature of the model. Our findings show that even in low latent-dimensional space (due to the limit in computational power of the classical quantum simulator), we are able to effectively capture the latent representation and hence the model performs better than the baseline. The findings are a projection for scaling the model into higher dimensional latent space with the Born machine surpassing the baseline performance. Figure 1. Sub-figure (a) demonstrates the architecture for the training phase. The model consists of a Prior and Posterior network that encode inputs and joint input-target data into compact representations, respectively. The Born machine represents the latent distribution, and the U-NET branch learns the segmentation patterns of the data. The stochasticity is introduced to the U-NET through its last layer to create meaningful but stochastic segmentations. Sub-figure (b) represents the inference phase where the model takes the stochastic behavior from the prior network and injects that into the U-NET. Each attempt of inference will generate different but similar segmentations from the same distribution of the wildfire event. REFERENCES [1] Coyle, B., Mills, D., Danos, V., & Kashefi, E. (2020). The Born supremacy: quantum advantage and training of an Ising Born machine. npj Quantum Information, 6(1), 1-11. [2] Liu, J. G., & Wang, L. (2018). Differentiable learning of quantum circuit born machines. Physical Review A, 98(6), 062324. [3] Kohl, S., Romera-Paredes, B., Meyer, C., De Fauw, J., Ledsam, J. R., Maier-Hein, K., ... & Ronneberger, O. (2018). A probabilistic u-net for segmentation of ambiguous images. Advances in neural information processing systems, 31.

quantum machine learning↗

A Physical Model of Moulin Formation and Evolution

Nearly all proglacial water discharge from the present-day Greenland Ice Sheet is routed englacially via moulins. Identification of these moulins in high-resolution imagery is a frequent topic of study, but the processes controlling how and where moulins form, including on past ice sheets for which remote-sensing data are not available, remain poorly understood. Because moulins may reasonably compose approximately 10-15% of the englacial-subglacial hydrologic system, the evolution and shape of moulins can alter the timing of meltwater inputs to the bed. This evolution can impact both the form of the subglacial hydrologic system and the structure of associated geomorphological structures. Here, we develop a physical model of moulin formation and evolution to constrain the role of englacial processes in controlling the form and structure of the subglacial hydrologic system. Ice deformation within and around a moulin is both viscous and elastic, with the rate of turbulent and heat dissipation from water circulation in the moulin controlling both moulin wall melting and warming of the surrounding ice. We find moulin geometry is responsive to changes in these parameters over hours to days, indicating that diurnal and multi-day variations in surface melt can substantially alter the geometry of a moulin and the pressure-discharge relationship at the bed of the ice sheet. These results should be considered carefully when determining surface water inputs for subglacial hydrologic models. In the future, a parameter space study of these results will be combined with an analytic model to create a predictive, stochastic model of moulin and crevasse locations. This future model will be applicable to constraining the potential for surface-to-bed connections in regions where the exact ice-sheet surface morphology is not known, including ice sheets under future warming atmospheric conditions, and paleo ice sheets, where moulins created modern landforms.

Andrews, Lauren C.↗

Numerical Model for Cosmic Rays Species Production and Propagation in the Galaxy

In recent years, considerable progress has been made in studying the propagation and origin of cosmic rays, as new and more accurate data have become available. Many models have been developed to study cosmic ray interactions and propagation showed flexibility in resembling various astrophysical conditions and good agreement with observational data. However, some astrophysical problems cannot be addressed using these models, such as the stochastic nature of the cosmic rays source, small-scale structures and inhomogeneities in the interstellar gas that can affect radioactive secondary abundance in cosmic rays. We have developed a new model and a corresponding computer code that can address some of these limitations. The model depends on the expansion of the backward stochastic solution of the general diffusion transport equation (Zhang 1999) starting from an observer position to solve a group of diffusion transport equations each of which represents a particular element or isotope of cosmic ray nuclei. In this paper we are focusing on key abundance ratios such as B/C, sub-Fe/Fe, (10)Be/(9)Be, (26)Al/(27)Al, (36)Cl/(37)Cl and (54)Mn/(55)Mn, which all have well established cross sections, to evaluate our model. The effect of inhomogeneity in the interstellar medium is investigated. The contribution of certain cosmic ray nuclei to the production of other nuclei is addressed. The contribution of various galactic locations to the production of cosmic ray nuclei observed at solar system is also investigated.

Farahat, Ashraf↗