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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 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
NASA NTRS2018

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗
NASA NTRS2019

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗
NASA NTRS1977

Characterization of nonGaussian atmospheric turbulence for prediction of aircraft response statistics

Mathematical expressions were derived for the exceedance rates and probability density functions of aircraft response variables using a turbulence model that consists of a low frequency component plus a variance modulated Gaussian turbulence component. The functional form of experimentally observed concave exceedance curves was predicted theoretically, the strength of the concave contribution being governed by the coefficient of variation of the time fluctuating variance of the turbulence. Differences in the functional forms of response exceedance curves and probability densities also were shown to depend primarily on this same coefficient of variation. Criteria were established for the validity of the local stationary assumption that is required in the derivations of the exceedance curves and probability density functions. These criteria are shown to depend on the relative time scale of the fluctuations in the variance, the fluctuations in the turbulence itself, and on the nominal duration of the relevant aircraft impulse response function. Metrics that can be generated from turbulence recordings for testing the validity of the local stationary assumption were developed.

Mark, W. D.↗
NASA NTRS1983

A non-Gaussian statistical model for surface elevation of nonlinear random wave fields

Probability density function of the surface elevation of a nonlinear random wave field is obtained. The wave model is based on the Stokes expansion carried to the third order for both deep water waves and waves in finite depth. The amplitude and phase of the first-order component of the Stokes wave are assumed to be Rayleigh and uniformly distributed and slowly varying, respectively. The probability density function for the deep water case was found to depend on two parameters: the root-mean-square surface elevation and the significant slope. For water of finite depth, an additional parameter, the nondimensional depth, is also required. An important difference between the present result and the Gram-Charlier representation is that the present probability density functions are always nonnegative. It is also found that the 'constant' term in the Stokes expansion, usually neglected in deterministic studies, plays an important role in determining the details of the density function. The results compare well with laboratory and field experiment data.

Huang, N. E.↗
DOE OSTI2022

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1994

An evaluation with the Fourier Amplitude Sensitivity Test (FAST) of which land-surface parameters are of greatest importance in atmospheric modeling

Land-surface parameterizations based on a statistical-dynamical have been suggested recently to improve the representation of the surface forcing from heterogeneous land in atmospheric models. With this approach, land-surface characteristics are prescribed by probability density functions (PDFs) rather than single 'representative' values as in 'big-leaf' parameterizations. Yet the use of many PDFs results in an increased computational burden and requires the complex problem of representing covariances between PDFs to be addressed. In this study, a sensitivity analysis of a land-surface parameterization for atmospheric modeling was performed to evaluate the surface parameters most important to the variability of surface heat fluxes. The Fourier amplitude sensitivity test (FAST) used for this analysis determines the relative contribution of individual input parameters to the variance of energy fluxes resulting from a heterogeneous surface. By simultaneously varying all parameters according to their individual probability density functions, the number of computations needed is very much reduced by this technique. This analysis demonstrates that most of the variability of surface heat fluxes may be described by the distributions of relative stomatal conductance and surface roughness. Thus, the statistical-dynamical approach may be simplified by the use of only these two probability density functions.

Collins, Dan C.↗
NASA NTRS1993

PDF approach for compressible turbulent reacting flows

The objective of the present work is to develop a probability density function (pdf) turbulence model for compressible reacting flows for use with a CFD flow solver. The probability density function of the species mass fraction and enthalpy are obtained by solving a pdf evolution equation using a Monte Carlo scheme. The pdf solution procedure is coupled with a compressible CFD flow solver which provides the velocity and pressure fields. A modeled pdf equation for compressible flows, capable of capturing shock waves and suitable to the present coupling scheme, is proposed and tested. Convergence of the combined finite-volume Monte Carlo solution procedure is discussed, and an averaging procedure is developed to provide smooth Monte-Carlo solutions to ensure convergence. Two supersonic diffusion flames are studied using the proposed pdf model and the results are compared with experimental data; marked improvements over CFD solutions without pdf are observed. Preliminary applications of pdf to 3D flows are also reported.

Hsu, A. T.↗
DOE OSTI2020

Modeling and Control Using Stochastic Distribution Control Theory for Intersection Traffic Flow

In this work, we investigated stochastic distribution control theory-based traffic signal optimization to achieve a smooth and uniform flow of vehicles through signalized intersections. In this context, the static and linear dynamic stochastic distribution models were developed to express the relationship between the signal timing and the traffic queue length together with its probability density function. Two stochastic distribution control algorithms were designed to control the signal timing at intersections such that the probability density function of the traffic queue of each intersection road segment is made as narrow and as small as possible. Also, a recursive input-output traffic queue estimation model was proposed, which is data-driven and dynamic in nature, to calculate real-time traffic queue length using traffic signal timings and loop-detector data. The control algorithms were evaluated for a one-signal corridor, two-signal corridor, and 2 x 2 network of signalized intersections. MATLAB simulation examples are provided to demonstrate the use of the proposed algorithms and comparison to the existing widely-used semi-actuated control has been made. Desired results were obtained.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2005

Surveillance system and method having an adaptive sequential probability fault detection test

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Herzog, James P.↗
NASA NTRS2006

Surveillance system and method having an adaptive sequential probability fault detection test

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Bickford, Randall L.↗
NASA NTRS2008

Surveillance System and Method having an Adaptive Sequential Probability Fault Detection Test

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Bickford, Randall L.↗
NASA NTRS1977

Radar backscattering from a sea having an anisotropic large-scale surface, part 2

A two scale scattering model was derived that combines specular reflections from sea waves and Bragg scattering in a manner consistent with energy conservation. The effect of the tilting of the small scale roughness by the large scale roughness was included, which accounted for the reduction of reflected power. The special case of backscattering for which the transmitted polarization equaled the received polarization was considered. An anisotropic large scale surface was used to specify the probability density function of the large scale surface normal. In order to isolate the azimuthal variation of the normalized radar cross section produced by the anisotropic probability density function, an isotropical small scale spectrum was assumed.

Wentz, F. J.↗
NASA NTRS1988

Probabilistic structural analysis computer code (NESSUS)

Probabilistic structural analysis has been developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as SSME turbopump blades. The computer code NESSUS (Numerical Evaluation of Stochastic Structure Under Stress) was developed to serve as a primary computation tool for the characterization of the probabilistic structural response due to the stochastic environments by statistical description. The code consists of three major modules NESSUS/PRE, NESSUS/FEM, and NESSUS/FPI. NESSUS/PRE is a preprocessor which decomposes the spatially correlated random variables into a set of uncorrelated random variables using a modal analysis method. NESSUS/FEM is a finite element module which provides structural sensitivities to all the random variables considered. NESSUS/FPI is Fast Probability Integration method by which a cumulative distribution function or a probability density function is calculated.

Shiao, Michael C.↗
NASA NTRS1991

Maximum-entropy probability distributions under Lp-norm constraints

Continuous probability density functions and discrete probability mass functions are tabulated which maximize the differential entropy or absolute entropy, respectively, among all probability distributions with a given L sub p norm (i.e., a given pth absolute moment when p is a finite integer) and unconstrained or constrained value set. Expressions for the maximum entropy are evaluated as functions of the L sub p norm. The most interesting results are obtained and plotted for unconstrained (real valued) continuous random variables and for integer valued discrete random variables. The maximum entropy expressions are obtained in closed form for unconstrained continuous random variables, and in this case there is a simple straight line relationship between the maximum differential entropy and the logarithm of the L sub p norm. Corresponding expressions for arbitrary discrete and constrained continuous random variables are given parametrically; closed form expressions are available only for special cases. However, simpler alternative bounds on the maximum entropy of integer valued discrete random variables are obtained by applying the differential entropy results to continuous random variables which approximate the integer valued random variables in a natural manner. All the results are presented in an integrated framework that includes continuous and discrete random variables, constraints on the permissible value set, and all possible values of p. Understanding such as this is useful in evaluating the performance of data compression schemes.

Dolinar, S.↗
NASA NTRS1992

Design for cyclic loading endurance of composites

The present paper describes the application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to air craft wing type structures. The code performs a complete probabilistic structural analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of life of a wing type composite structure under different hygrothermal environments subjected to random pressure. The sensitivity of fatigue life to a number of critical structural/material variables is also computed from the analysis.

Shiao, Michael C.↗
NASA NTRS1993

Design for cyclic loading endurance of composites

The application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to aircraft wing type structures is described. The code performs a complete probabilistic analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups, and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of the fatigue life of a wing type composite structure under different hygrothermal environments subjected to the random pressure. The sensitivity of the fatigue life to a number of critical structural/material variables is also computed from the analysis.

Shiao, Michael C.↗
NASA NTRS2002

Optimization of Systems with Uncertainty: Initial Developments for Performance, Robustness and Reliability Based Designs

This paper presents a study on the optimization of systems with structured uncertainties, whose inputs and outputs can be exhaustively described in the probabilistic sense. By propagating the uncertainty from the input to the output in the space of the probability density functions and the moments, optimization problems that pursue performance, robustness and reliability based designs are studied. Be specifying the desired outputs in terms of desired probability density functions and then in terms of meaningful probabilistic indices, we settle a computationally viable framework for solving practical optimization problems. Applications to static optimization and stability control are used to illustrate the relevance of incorporating uncertainty in the early stages of the design. Several examples that admit a full probabilistic description of the output in terms of the design variables and the uncertain inputs are used to elucidate the main features of the generic problem and its solution. Extensions to problems that do not admit closed form solutions are also evaluated. Concrete evidence of the importance of using a consistent probabilistic formulation of the optimization problem and a meaningful probabilistic description of its solution is provided in the examples. In the stability control problem the analysis shows that standard deterministic approaches lead to designs with high probability of running into instability. The implementation of such designs can indeed have catastrophic consequences.

Crespo, Luis G.↗
NASA NTRS2011

Hypervelocity Impact Test Fragment Modeling: Modifications to the Fragment Rotation Analysis and Lightcurve Code

Hypervelocity impact tests on test satellites are performed by members of the orbital debris scientific community in order to understand and typify the on-orbit collision breakup process. By analysis of these test satellite fragments, the fragment size and mass distributions are derived and incorporated into various orbital debris models. These same fragments are currently being put to new use using emerging technologies. Digital models of these fragments are created using a laser scanner. A group of computer programs referred to as the Fragment Rotation Analysis and Lightcurve code uses these digital representations in a multitude of ways that describe, measure, and model on-orbit fragments and fragment behavior. The Dynamic Rotation subroutine generates all of the possible reflected intensities from a scanned fragment as if it were observed to rotate dynamically while in orbit about the Earth. This calls an additional subroutine that graphically displays the intensities and the resulting frequency of those intensities as a range of solar phase angles in a Probability Density Function plot. This document reports the additions and modifications to the subset of the Fragment Rotation Analysis and Lightcurve concerned with the Dynamic Rotation and Probability Density Function plotting subroutines.

Gouge, Michael F.↗