Analysis of decoders for convolutional codes by stochastic sequential machine methods
Decoder analysis for convolutional codes by stochastic sequential machine model
Morrissey, T. N., Jr.↗
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Results for “Stochastic analysis”
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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Release a public version of HERON (HERON 2.0) with improved algorithms for the treatment of energy storage
Integrated energy systems (IESs) are essential for decarbonizing electricity and industrial sectors and fully exploiting these systems requires sophisticated planning, scheduling, and dispatching tools to maximize their socio-economic benefits. The Holistic Energy Resource Optimization Network (HERON) is a generic software plugin for the Risk Analysis Virtual Environment (RAVEN) to perform stochastic technoeconomic analysis of IES with economic drivers. This report summarizes the updates made to HERON 2.0. Particularly, we demonstrate one of the added features, Function-based Control Mechanics, by comparing a price-based dispatch strategy with the original perfect foresight baselines. Our case studies successfully demonstrate that the model is capable to incorporate artificial control algorithm into the dispatch of IES components. In addition, our results from the price-based strategy indicate that the control strategies of IES components are key to the economic and temporal performance of our model; therefore, more sophisticated dispatch strategies are required to improve the model performance.
25 ENERGY STORAGE↗
Evaluation of Hybrid FPOG Applications in Regulated and Deregulated Markets Using HERON
Recent changes in the U.S. energy market, such as low natural gas prices and increased electricity production for variable renewable energy (VRE) sources, have led to an economic crisis for existing light-water reactor (LWR) nuclear power plants (NPP). Many owners and operators of LWRs have elected to decommission these plants rather than continue using them as consistent sources of clean baseload power. This has led to exploration of various possibilities to increase the economic viability of these units, including market restructuring to monetize benefits LWRs already provide to the grid through ancillary markets, load following and economic dispatch, and possible integration of secondary systems directly to the NPP for production of additional products through technologies such as hydrogen electrolysis or water desalination. Previous studies have considered the technologies associated with these Integrated Energy Systems (IES) activities, and the analysis of markets for these secondary products. To analyze the economic viability of various system configurations including IES, especially given the uncertainty surrounding load demand, electricity prices, and the availability of VRE resources, the stochastic technoeconomic analysis package HERON (Heuristic Energy Resource Optimization Network) was released earlier this year as an extension of the risk analysis framework RAVEN (Risk Analysis Virtual Environment). HERON focuses foremost on making the complex uncertainty quantification analysis tools approachable for energy systems analysts, also providing general dispatch optimization algorithms for those workflows. HERON continues to be improved and tested as a significant part of the IES viability analyses performed in this work. HERON is not a capacity expansion model. To consider market and grid energy system development in a variety of scenarios, HERON is best used in coupling with modelling tools such as US-REGEN, which sacrifice some of the uncertainty analysis and resolution of HERON's modelling for the ability to efficiently predict the change in the grid energy system's profile due to economic drivers over decades. HERON can then use this information to explore the economic viability of introducing changes to the predicted outcomes, such as the introduction of an IES. In this work, experts at EPRI using US-REGEN provide six projection scenarios for use in HERON stochastic technoeconomic analysis (STEA) in considering the options available for increasing LWR economic viability through introduction of a hydrogen-centric IES using a high-temperature steam electrolysis plant (HTSE), hydrogen storage, and a constant-rate contracted hydrogen consumer. The results obtained are differential in nature; they do not report expected profits for any configuration, but rather report on the possible increase in the NPV of a configuration with respect to a baseline no-IES configuration. Due to the uncertainty captured in the variable net load of the systems, there is likewise uncertainty in the mean values reported. We consider this viability both in terms of a regulated market, where the energy producers and IES are owned and operated by single entity, as well as a deregulated market, where the IES chooses its bid for electricity generation and is then dispatched by the grid system operator. Results indicate that for deregulated markets, the inclusion of the IES is often statistically beneficial. This is especially true in policies that are not favorable towards nuclear, as nuclear is less often dispatched and is forced to deal with frequent idle capacity. In the nominal case as well as the case of carbon tax policies, inclusion of the IES clearly benefited the economic performance of the NPP. In the regulated case, however, there was a trend towards minimizing the IES, likely due to the optimal sizing performed by US-REGEN of the NPP within the system as well as the lack of penalty for idle capacity at the NPP in the regulated market analyses.
99 GENERAL AND MISCELLANEOUS↗
Data and code for Daily and Multi-Day Extreme Rainfall Analysis Under Future Climates Using Stochastic Storm Transposition and NEX-GDDP-CMIP6 Over CONUS
This data package provides inputs, codes, and outputs for a comprehensive analysis of projected changes in extreme precipitation across 10 regions of the continental United States, using 34 downscaled Earth System Models (ESMs) from the NASA Earth Exchange Global Daily Downscaled Projections, Coupled Model Intercomparison Project Phase 6 (NEX-GDDP-CMIP6) dataset. These models are part of the Coupled Model Intercomparison Project Phase 6 (CMIP6), a coordinated climate modeling framework widely used to assess climate change impacts. The analysis applies a stochastic storm transposition method to quantify changes in extreme rainfall under two Shared Socioeconomic Pathway (SSP) climate scenarios—SSP2-4.5 (moderate emissions) and SSP5-8.5 (high emissions)—compared to historical conditions (1995–2014 vs. 2081–2100). The dataset includes rainfall depth estimates for extreme events with return periods from 2 to 500 years across multiple storm durations (1, 3, and 5 days) for each of the 10 U.S. regions. Weighted ensemble statistics are derived from individual ESM performance against historical precipitation patterns, enabling robust uncertainty quantification through both sign-based and permutation-test-based model agreement assessments. Key analyses address: (1) relative changes in extreme precipitation for each climate scenario, (2) differences between SSP scenarios (SSP5-8.5 vs. SSP2-4.5), (3) contrasts between rare and frequent events, and (4) variations between multi-day and daily storm durations. The workflow produces ensemble statistics—median, 5th, 25th, 75th, and 95th percentiles—along with model agreement metrics that identify regions and event types with robust climate change signals. The dataset includes: processed rainfall depth outputs (netCDF format) from the RainyDay Python package, ESM weights from historical performance evaluation using DayMet observations, ensemble statistics across all storm dimensions, and figures summarizing key findings.
54 ENVIRONMENTAL SCIENCES↗
Sobol’ sensitivity analysis of a 1D stochastic elasto-plastic seismic wave propagation
Not Available
Wang, Hexiang (ORCID:0000000332036086)↗
MASTODON: An Open-Source Software for Seismic Analysis and Risk Assessment of Critical Infrastructure
Seismic analysis and risk assessment of safety-critical infrastructure like hospitals, nuclear power plants, dams, and facilities handling radioactive materials involve computationally intensive numerical models and coupled multiphysics scenarios. They are also performed in a strict regulatory environment that requires high software quality assurance standards, and in the case of safety-related nuclear facilities, a conformance to the American Society of Mechanical Engineers Nuclear Quality Assurance (NQA-1) standard. This paper introduces the open-source finite-element software, MASTODON (Multi-hazard Analysis of Stochastic Time-Domain Phenomena), which implements state-of-the-art seismic analysis and risk assessment tools in a quality-controlled environment. MASTODON is built on MOOSE (Multi-physics Object-Oriented Simulation Environment), which is a highly parallelizable, NQA-1 conforming, coupled multiphysics, finite-element framework developed at Idaho National Laboratory. MASTODON is capable of fault rupture and source-to-site wave propagation using the domain reduction method, nonlinear site response, and soil-structure interaction analysis, implicit and explicit time integration, automated stochastic simulations, and seismic probabilistic risk assessment. When coupled with other MOOSE applications, MASTODON can also solve strongly and weakly coupled multiphysics problems. This paper presents a summary of the capabilities of MASTODON and some demonstrative examples.
42 ENGINEERING↗
Preliminary Nuclear Containment Vessel Modeling for Multi-Hazard Probabilistic Risk Assessment under Seismic Hazards and Concrete Degradation
The current practice for natural phenomena hazards (NPH) risk assessment of nuclear facilities is to compute the risk for each hazard independently and then compound the total risk as a combination of single hazard risks. This state of practice does not consider correlations between hazards and the cascading impacts to structures, systems, and components (SSCs), and could thus underestimate the NPH risk or overestimate the nuclear facility safety. Events such as the Fukushima Daiichi accident have highlighted the importance of multi-hazard risk considerations to nuclear power plants (NPPs) that quantify the cascading damage effects to SSCs in the risk models. Moreover, the current fleet of NPPs in the United States is aging; these NPPs are now expected to operate well beyond their initially planned design life. Aging-related deterioration can potentially decrease the capacity of critical structures such as containment vessels to withstand NPH. Such aging considerations may not be adequately accounted for by the current NPH risk assessment guidelines. This paper presents a preliminary modeling and simulation of a representative reinforced concrete containment vessel subjected to seismic mainshock and aftershock considering concrete degradation due to alkali silica reaction. The broader aim is to develop multi-hazard time-dependent fragility functions that could be subsequently used in the probabilistic risk assessment (PRA) model. The multi-hazard component comes into play due to the consideration of damage to the containment vessel under seismic loads and concrete degradation. Consideration of concrete degradation also brings into play the time-dependent nature of the containment vessel response. The response of the containment vessel under varying degrees of concrete degradation to seismic loads is investigated. The results presented are simulated using the Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) software for seismic analysis and the Blackbear software for concrete degradation and damage modeling. Both software are open source and developed within the Multiphysics Object-Oriented Simulation Environment (MOOSE).
42 ENGINEERING↗
Stochastic properties of ultralight scalar field gradients
Ultralight axion-like particles are well-motivated dark matter candidates that are the target of numerous direct detection efforts. In the vicinity of the Solar System, such particles can be treated as oscillating scalar fields. The velocity dispersion of the Milky Way determines a coherence time of about 10 6 oscillations, beyond which the amplitude of the axion field fluctuates stochastically. Any analysis of data from an axion direct detection experiment must carefully account for this stochastic behavior to properly interpret the results. This is especially true for experiments sensitive to the gradient of the axion field that are unable to collect data for many coherence times. Indeed, the direction, in addition to the amplitude, of the axion field gradient fluctuates stochastically. We present the first complete stochastic treatment for the gradient of the axion field, including multiple computationally efficient methods for performing likelihood-based data analysis, which can be applied to any axion signal, regardless of coherence time. Additionally, we demonstrate that ignoring the stochastic behavior of the gradient of the axion field can potentially result in failure to discover a true axion signal
79 ASTRONOMY AND ASTROPHYSICS↗
Observability Analysis of a Power System Stochastic Dynamic Model Using a Derivative-Free Approach
Serving as a prerequisite to power system dynamic state estimation, the observability analysis of a power system dynamic model has recently attracted the attention of many power engineers. However, because this model is typically nonlinear and large-scale, the analysis of its observability is a challenge to the traditional derivative-based methods. Indeed, the linear-approximation-based approach may provide unreliable results while the nonlinear-technique-based approach inevitably faces extremely complicated derivations. Furthermore, because power systems are intrinsically stochastic, the traditional deterministic approaches may lead to inaccurate observability analyses. In this work, facing these challenges, we propose a novel polynomial-chaos-based derivative-free observability analysis approach that not only is free of any linear approximations, but also accounts for the stochasticity of the dynamic model while bringing a low implementation complexity. Furthermore, this approach enables us to quantify the degree of observability of a stochastic model, what conventional deterministic methods cannot do. The excellent performance of the proposed method has been demonstrated by performing extensive simulations using a synchronous generator model with IEEE-DC1A exciter and the TGOV1 turbine governor.
24 POWER TRANSMISSION AND DISTRIBUTION↗
The structure of evaporating and combusting sprays: Measurements and predictions
An apparatus developed, to allow observations of monodisperse sprays, consists of a methane-fueled turbulent jet diffusion flame with monodisperse methanol drops injected at the burner exit. Mean and fluctuating-phase velocities, drop sizes, drop-mass fluxes and mean-gas temperatures were measured. Initial drop diameters of 100 and 180 microns are being considered in order to vary drop penetration in the flow and effects of turbulent dispersion. Baseline tests of the burner flame with no drops present were also conducted. Calibration tests, needed to establish methods for predicting drop transport, involve drops supported in the post-flame region of a flat-flame burner operated at various mixture ratios. Spray models which are being evaluated include: (1) locally homogeneous flow (LFH) analysis, (2) deterministic separated flow (DSF) analysis and (3) stochastic separated flow (SSF) analysis.
Shuen, J. S.↗
Code and Data for "Carbon Mitigation Payments Can Reduce the Riskiness of Bioenergy Crop Production"
A stochastic domination analysis model was developed to examine the effect that emerging carbon markets can have on the spatially varying returns and risk profiles of bioenergy crops relative to conventional crops. The code is written in MATLAB, and includes the calculated output. See the README file for instructions to run the code.
bioenergy crops↗
An Empirical Analysis of Local Search on Stochastic Optimization for Planner Strategy Selection
Optimization of expected values in a stochastic domain is common in real world applications.
Optimization Planner Strategy Selection Empirical ↗
Linearized Frequency-Domain Gust Analysis and Adjoint-Based Sensitivities
Gust analysis is added to a linearized frequency-domain method in FUN3D, a NASA computational fluid dynamics solver. The method linearizes about a nonlinear static equilibrium condition and is therefore appropriate for problems with small perturbations such as transonic stochastic gust analysis. In addition to the gust analysis, adjoint-based sensitivities of stochastic gust constraints are implemented for multidisciplinary design optimization. The linearized frequency-domain gust model and adjoint-based sensitivities are described and verified. The method is applied to an optimization for mass minimization of the AGARD 445.6 wing subject to a stochastic gust constraint limiting the displacement of the wing tip.
Aeroelasticity↗
Approximation methods for stochastic petri nets
Stochastic Marked Graphs are a concurrent decision free formalism provided with a powerful synchronization mechanism generalizing conventional Fork Join Queueing Networks. In some particular cases the analysis of the throughput can be done analytically. Otherwise the analysis suffers from the classical state explosion problem. Embedded in the divide and conquer paradigm, approximation techniques are introduced for the analysis of stochastic marked graphs and Macroplace/Macrotransition-nets (MPMT-nets), a new subclass introduced herein. MPMT-nets are a subclass of Petri nets that allow limited choice, concurrency and sharing of resources. The modeling power of MPMT is much larger than that of marked graphs, e.g., MPMT-nets can model manufacturing flow lines with unreliable machines and dataflow graphs where choice and synchronization occur. The basic idea leads to the notion of a cut to split the original net system into two subnets. The cuts lead to two aggregated net systems where one of the subnets is reduced to a single transition. A further reduction leads to a basic skeleton. The generalization of the idea leads to multiple cuts, where single cuts can be applied recursively leading to a hierarchical decomposition. Based on the decomposition, a response time approximation technique for the performance analysis is introduced. Also, delay equivalence, which has previously been introduced in the context of marked graphs by Woodside et al., Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's is slower, but the accuracy is generally better. Delay equivalence often fails to converge, while flow equivalent aggregation can lead to potentially bad results if a strong dependence of the mean completion time on the interarrival process exists.
Jungnitz, Hauke Joerg↗
Numerical Validation of an Algorithm for Combined Soiling and Degradation Analysis of Photovoltaic Systems
We describe and demonstrate an open-source algorithm for simultaneously quantifying degradation and soiling of photovoltaic (PV) systems from energy-production time series data. The new analysis is based on year-on-year degradation rate analysis combined with stochastic rate and recovery soiling analysis. The algorithm is designed to fit into the workflow provided by RdTools, a Python module maintained by NREL and collaboratively developed with the community, which provides a framework and functions for degradation and loss-factor analysis of PV field data. We demonstrate the method on numerically simulated PV data sets and show that it reduces the root-mean-square error of the P50 degradation rate estimate when soiling is present.
14 SOLAR ENERGY↗
Stochastic Distribution Control Theory-Its Potential Application in Risk Management in Financial Systems
Stochastic Distribution Control (SDC) theory [1], originated by the author in 1996, aims at developing modeling and control strategies for dynamic and non-Gaussian stochastic systems by controlling the shape of the probability density functions of some concerned variables and parameters in stochastic systems. It generalizes the capability of standard stochastic differential equations and can therefore be applied to generic non-Gaussian systems. Since it was established in 1996, it has found a wide spectrum of applications in non-Gaussian stochastic system control, data mining, filtering and optimization for uncertain systems. In this short opinion article, discussions will be made on potential applications of SDC theory to financial systems in terms of risk analysis and management.
97 MATHEMATICS AND COMPUTING↗
Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing
The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.
Jones, Robert L.↗
Instability and turbulent relaxation in a stochastic magnetic field
An analysis of instability dynamics in a stochastic magnetic field is presented for the tractable case of the resistive interchange. Externally prescribed static magnetic perturbations convert the eigenmode problem to a stochastic differential equation, which is solved by the method of averaging. The dynamics are rendered multi-scale, due to the size disparity between the test mode and magnetic perturbations. Maintaining quasi-neutrality at all orders requires that small-scale convective cell turbulence be driven by disparate scale interaction. Here, the cells in turn produce turbulent mixing of vorticity and pressure, which is calculated by fluctuation-dissipation type analyses, and are relevant to pump-out phenomena. The development of correlation between the ambient magnetic perturbations and the cells is demonstrated, showing that turbulence will 'lock on' to ambient stochasticity. Magnetic perturbations are shown to produce a magnetic braking effect on vorticity generation at large scale. Detailed testable predictions are presented. The relations of these findings to the results of available simulations and recent experiments are discussed.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗