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NASA NTRS2000

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.↗
NASA NTRS1985

Analysis of all-frequency variational behavior of the Kirchhoff approximation for a classic surface-scattering model

In testing a stochastic variational principle at high frequencies by using a Kirchhoffean trial function in an idealized model for surface scattering - a randomly embossed plane - we have found not only the predicted high-frequency improvement but also an unexpected low-frequency improvement in the calculated scattering amplitudes. To investigate systematically the all-frequency variational behavior, we consider here the deterministic one-boss case - Rayleigh's classic model whose exact solution is available for comparison - over all wavelengths, polarizations, and configurations of incidence and scattering. We examine analytically in particular the long-wave limit of the variational-Kirchhoff amplitudes; the results demonstrate improvements in both wavelength and angle depedence for horizontal (TM) polarization and some variational improvements for vertical (TE) polarization. This low-frequency behavior in tandem with the foreseen high-frequency improvement leads to good variational-Kirchhoff results through the intermediate resonance-frequency regime for this model.

Bird, J. F.↗
NASA NTRS1985

Probabilistic Structural Analysis Theory Development

The objective of the Probabilistic Structural Analysis Methods (PSAM) project is to develop analysis techniques and computer programs for predicting the probabilistic response of critical structural components for current and future space propulsion systems. This technology will play a central role in establishing system performance and durability. The first year's technical activity is concentrating on probabilistic finite element formulation strategy and code development. Work is also in progress to survey critical materials and space shuttle mian engine components. The probabilistic finite element computer program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) is being developed. The final probabilistic code will have, in the general case, the capability of performing nonlinear dynamic of stochastic structures. It is the goal of the approximate methods effort to increase problem solving efficiency relative to finite element methods by using energy methods to generate trial solutions which satisfy the structural boundary conditions. These approximate methods will be less computer intensive relative to the finite element approach.

Burnside, O. H.↗
NASA NTRS1994

Modulating terrestrial impacts from Oort cloud comets by the adiabatically changing galactic tides

Time modulation of the flux of new Jupiter-dominated Oort cloud comets is the subject of interest here. The major perturbation of these comets during the present epoch is due to the tidal field of the relatively smooth distribution of matter in the galactic disk. A secondary source of the near-parabolic comet flux are stars penetrating the inner Oort cloud and providing impulses that create brief comet showers. Substantial stellar-induced showers occur approximately every 100 m.y. Less frequent (but stronger) impulses due to giant molecular clouds can also perturb comets from the inner cloud. These occur on timescales of approximately equal to 500 m.y. In contrast to these infrequent stochastic shower phenomena is the continuously varying tidal-induced flux due to the galaxy. As the Sun orbits the galactic center it undergoes quasiharmonic motion about the galactic midplane, which is superimposed on the small eccentricity, near-Keplerian motion in the plane having epicycle period approximately equal to 150 m.y. In the process the galactic tidal field on the Sun/cloud system will vary causing a modulation of the observable Oort cloud flux. We have created a model of the galactic matter distribution as it affects the solar motion over a time interval ranging from 300 m.y. in the past to 100 m.y. into the future. As constraints on the disk's compact dark matter component we require consistency with the following: (1) the observed galactic rotation curve, (2) today's flux distribution of new comets, (3) the studies of K-giant distributions, and (4) the periodicity found in the terrestrial cratering record. The adiabatically varying galactic tidal torque is then determined and used to predict the time dependence of the flux. We find that a model in which approximately half the disk matter is compact is consistent with these constraints. Under such circumstances the peak-to-trough flux variation will be approx. equal to 5:1 with a full width of 9 m.y. This variability will manifest in the terrestrial cratering record and is consistent with the observed cratering periodicity, if over half of the impacts on Earth are caused by comets or asteroids that originate in the outer Oort cloud.

Matese, J. J.↗
NASA NTRS2006

Stochastic Evolutionary Algorithms for Planning Robot Paths

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

Fink, Wolfgang↗
NASA NTRS1987

Comprehensive modeling of turbulent particulate flows using Eulerian and Lagrangian schemes

This paper addresses turbulent particle dispersion and modulation effects in dilute gas-particle turbulent flows using the Eulerian and Lagrangian modeling approaches. Gradient diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangian formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. For the particle size and loading considered, the turbulence transport equations must be modified to account for the modulation effects. Models are proposed for both Eulerian and Lagrangian schemes. Comparisons and predictions are made in fully developed gas-solid pipe flow and confined coaxial jets laden with particles. For the monodispersed system investigated, Eulerian approach is less expensive and gives more consistent results than the Lagrangian approach. The Lagrangian technique should be further developed to eliminate current inherent inconsistencies especially with regard to the symmetry boundary condition.

Adeniji-Fashola, A.↗
NASA NTRS1990

Modeling of confined turbulent fluid-particle flows using Eulerian and Lagrangian schemes

Two important aspects of fluid-particulate interaction in dilute gas-particle turbulent flows (the turbulent particle dispersion and the turbulence modulation effects) are addressed, using the Eulerian and Lagrangian modeling approaches to describe the particulate phase. Gradient-diffusion approximations are employed in the Eulerian formulation, while a stochastic procedure is utilized to simulate turbulent dispersion in the Lagrangina formulation. The k-epsilon turbulence model is used to characterize the time and length scales of the continuous phase turbulence. Models proposed for both schemes are used to predict turbulent fully-developed gas-solid vertical pipe flow with reasonable accuracy.

Adeniji-Fashola, A.↗
NASA NTRS1994

Coherent-phase or random-phase acceleration of electron beams in solar flares

Time structures of electron beam signatures at radio wavelengths are investigated to probe correlated versus random behavior in solar flares. In particular we address the issue whether acceleration and injection of electron beams is coherently modulated by a single source, or whether the injection is driven by a stochastic (possibly spatially fragmented) process. We analyze a total of approximately = 6000 type III bursts observed by Ikarus (Zurich) in the frequency range of 100-500 MHz, during 359 solar flares with simultaneous greater than or = 25 keV hard X-ray emission, in the years 1890-1983. In 155 flares we find a total of 260 continuous type III groups, with an average number of 13 +/- 9 bursts per group, a mean duration of D = 12 +/- 14 s, a mean period of P = 2.0 +/- 1.2 s, with the highest burst rate at a frequency of nu = 310 +/- 120 MHz. Pulse periods have been measured between 0.5 and 10 s, and can be described by an exponential distribution, i.e., N(P) varies as e (exp -P/1.0s). The period shows a frequency dependence of P(nu)=46(exp-0.6)(sub MHz)s for different flares, but is invariant during a particular flare. We measure the mean period P and its standard deviation sigma (sub p) in each type III group, and quantify the degree of periodicity (or phase-coherence) by the dimensionless parameter sigma (sub p)P. The representative sample of 260 type III burst groups shows a mean periodicity of sigma (sub p/P) = 0.37 +/- 0.12, while Monte Carlo simulations of an equivalent set of truly random time series show a distinctly different value of sigma (sub p)P = 0.93 +/- 0.26. This result indicates that the injection of electron beams is coherently modulated by a particle acceleration source which is either compact or has a global organization on a timescale of seconds, in contrast to an incoherent acceleration source, which is stochastic either in time or space. We discuss the constraints on the size of the acceleration region resulting from electron beam propagation delays and from Alfvenic synchronization during a pulse period. We discuss two periodic preocesses in flares, which potentially control quasi-periodic particle acceleration: (1) MHD oscillations, and (2) current sheets with oscillatory dynamics.

Aschwanden, Markus J.↗
NASA NTRS1973

Control optimization, stabilization and computer algorithms for aircraft applications

Computationally useful algorithms are considered that can aid the control engineer in designing systems control in linear time invariant dynamics for aircraft applications. Structural aspects of system identification, matrix parameterization, and the effect of feedback on identifiability of systems. Adaptive and stochastic control model constructions are projected, and a method for approximate identification of aircraft characteristics and subsequent generation of control signals is outlined.

Mitter, S. K.↗
NASA NTRS1994

Multifrequency studies of bright radio supernova remnants. 2: W49B

We report radio observations of the supernova remnant W49B using the Very Large Array (VLA) of the NRAO at 90, 20, and 6 cm. This work continues the study of the properties of young, bright supernova remnants (SNRs) begun with 3C 391 (Moffett & Reynolds 1994). Here we present high-resolution images of total intensity, polarization, and spectral index of W49B. In large-scale morphology it is basically a box-shaped remnant expanding into an apparently inhomogeneous medium, but we also find small-scale structures, arcs and filaments, which lie interior to the outer shell in projection. The actual spatial position of the filaments is unknown, though we suspect that they are in the remnant interior rather than on the front or back face of the blast wave. In addition, their distribution in two dimensions suggests the projection of a helical structure. The shell edge, sharply rising in brightness for at least 3/4 of its circumference, still remains unresolved at our highest resolution (4 sec). This for our assumed distance of 8 kpc, the width of the region in which the emission appears is less than 0.16 pc, indicating short mean free paths for shock-accelerated electrons and high levels of MHD turbulence presumably causing the scattering. We find no polarized flux at 90 or 20 cm, with 3 sigma upper limits in polarized intensity of 36 mJy at 90 cm (45 sec resolution) and 7.2 mJy at 20 cm (5 sec resolution), or 22 micro-Jy/sq arcsec and 370 micro-jy/sq arcsec, respectively, for any emission extended on those scales. Polarized flux is present at 6 cm, but at a very low mean polarized fraction (total polarized flux divided by total flux) of 0.44% +/- 0.06%, which, as for 3C 391, is much lower than typical for bright SNRs at this frequency. The morphology in polarized intensity is poorly correlated with that in total intensity. We see excursions in the polarized fraction up to at least 10% in a few locations, but even where polarization is seen, typical levels are a few percent. Tangled or disordered magnetic fields in the emitting region of the radio shell may be responsible for depolarizing the radio synchrotron radiation, but some form of internal Faraday depolarization may also occur. We estimate the foreground Faraday rotation measure to be about -450 rad/sq m, similar to that found for 3C 391, which is also the Galactic plane and just about as distant. Spectral index images created from the total intensity images show that the spectral index across W49B is constant to within about Delta alpha approximately 0.1 in bright regions. This result weakly supports a common origin of the radio-emitting electrons, as in the blast wave, rather than in inhomogeneous turbulent regions of differing properties due to the stochastic (second-order Fermi) acceleration process. Variations at the level of Delta alpha approximately 0.1 are seen, but their significance is doubtful. New observations at 90 cm, using experimental three-dimensional imaging technology, may improve on this limit.

Moffett, David A.↗
NASA NTRS1989

An approximate methods approach to probabilistic structural analysis

A major research and technology program in Probabilistic Structural Analysis Methods (PSAM) is currently being sponsored by the NASA Lewis Research Center with Southwest Research Institute as the prime contractor. This program is motivated by the need to accurately predict structural response in an environment where the loadings, the material properties, and even the structure may be considered random. The heart of PSAM is a software package which combines advanced structural analysis codes with a fast probability integration (FPI) algorithm for the efficient calculation of stochastic structural response. The basic idea of PAAM is simple: make an approximate calculation of system response, including calculation of the associated probabilities, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The deterministic solution resulting should give a reasonable and realistic description of performance-limiting system responses, although some error will be inevitable. If the simple model has correctly captured the basic mechanics of the system, however, including the proper functional dependence of stress, frequency, etc. on design parameters, then the response sensitivities calculated may be of significantly higher accuracy.

Mcclung, R. C.↗
NASA NTRS2004

Combining Particle Filters and Consistency-Based Approaches for Monitoring and Diagnosis of Stochastic Hybrid Systems

Fault detection and isolation are critical tasks to ensure correct operation of systems. When we consider stochastic hybrid systems, diagnosis algorithms need to track both the discrete mode and the continuous state of the system in the presence of noise. Deterministic techniques like Livingstone cannot deal with the stochasticity in the system and models. Conversely Bayesian belief update techniques such as particle filters may require many computational resources to get a good approximation of the true belief state. In this paper we propose a fault detection and isolation architecture for stochastic hybrid systems that combines look-ahead Rao-Blackwellized Particle Filters (RBPF) with the Livingstone 3 (L3) diagnosis engine. In this approach RBPF is used to track the nominal behavior, a novel n-step prediction scheme is used for fault detection and L3 is used to generate a set of candidates that are consistent with the discrepant observations which then continue to be tracked by the RBPF scheme.

Narasimhan, Sriram↗
NASA NTRS1994

Advanced data assimilation in strongly nonlinear dynamical systems

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Miller, Robert N.↗
NASA NTRS2008

Energetic Consistency and Coupling of the Mean and Covariance Dynamics

The dynamical state of the ocean and atmosphere is taken to be a large dimensional random vector in a range of large-scale computational applications, including data assimilation, ensemble prediction, sensitivity analysis, and predictability studies. In each of these applications, numerical evolution of the covariance matrix of the random state plays a central role, because this matrix is used to quantify uncertainty in the state of the dynamical system. Since atmospheric and ocean dynamics are nonlinear, there is no closed evolution equation for the covariance matrix, nor for the mean state. Therefore approximate evolution equations must be used. This article studies theoretical properties of the evolution equations for the mean state and covariance matrix that arise in the second-moment closure approximation (third- and higher-order moment discard). This approximation was introduced by EPSTEIN [1969] in an early effort to introduce a stochastic element into deterministic weather forecasting, and was studied further by FLEMING [1971a,b], EPSTEIN and PITCHER [1972], and PITCHER [1977], also in the context of atmospheric predictability. It has since fallen into disuse, with a simpler one being used in current large-scale applications. The theoretical results of this article make a case that this approximation should be reconsidered for use in large-scale applications, however, because the second moment closure equations possess a property of energetic consistency that the approximate equations now in common use do not possess. A number of properties of solutions of the second-moment closure equations that result from this energetic consistency will be established.

Cohn, Stephen E.↗
NASA NTRS1989

Access of energetic particles to storm time ring current through enhanced radial 'diffusion'

It is proposed that the transport of particles with energy of at least approximately 40 keV into the geomagnetic storm time ring current can result from enhanced stochastic radial transport driven by fluctuating electric fields during a storm's main phase. The effects of such electric fields are estimated by applying radial diffusion theory, assuming a preexisting trapped-particle population as the initial condition. The feasibility of explaining observed flux increases of particles of at least approximately 40 keV at no more than approximately 4 earth radii by enhanced radial 'diffusion' is then demonstrated. It is estimated that the at least approximately 40-keV portion of the storm time ring current at approximately 3 earth radii consists of about 50 percent preexisting and about 50 percent new particles. The formation of the storm time ring current is found to be perhaps explainable via a combination of direct radial transport at energies no greater than approximately 40 keV and 'diffusive' radial transport at higher energies.

Lyons, L. R.↗
NASA NTRS1974

Approximations to and local properties of diffusions with discontinuous controls

The paper discusses several properties of control systems defined by stochastic differential equations, which are defined by the method of Girsanov, using a transformation of measures, and where the controls are discontinuous. Uniqueness of the multivariate distributions of the process is proved, and it is shown that the process is a limit, in a natural sense, of a certain discrete time approximation. Other questions, concerning the effects on the distributions of the paths, and of the cost of approximating the control by a smooth control and concerning local properties of the solution, are discussed.

Kushner, H. J.↗
NASA NTRS2003

A Eulerian-Lagrangian Model to Simulate Two-Phase/Particulate Flows

Figure 1 shows a snapshot of liquid fuel spray coming out of an injector nozzle in a realistic gas-turbine combustor. Here the spray atomization was simulated using a stochastic secondary breakup model (Apte et al. 2003a) with point-particle approximation for the droplets. Very close to the injector, it is observed that the spray density is large and the droplets cannot be treated as point-particles. The volume displaced by the liquid in this region is significant and can alter the gas-phase ow and spray evolution. In order to address this issue, one can compute the dense spray regime by an Eulerian-Lagrangian technique using advanced interface tracking/level-set methods (Sussman et al. 1994; Tryggvason et al. 2001; Herrmann 2003). This, however, is computationally intensive and may not be viable in realistic complex configurations. We therefore plan to develop a methodology based on Eulerian-Lagrangian technique which will allow us to capture the essential features of primary atomization using models to capture interactions between the fluid and droplets and which can be directly applied to the standard atomization models used in practice. The numerical scheme for unstructured grids developed by Mahesh et al. (2003) for incompressible flows is modified to take into account the droplet volume fraction. The numerical framework is directly applicable to realistic combustor geometries. Our main objectives in this work are: Develop a numerical formulation based on Eulerian-Lagrangian techniques with models for interaction terms between the fluid and particles to capture the Kelvin- Helmholtz type instabilities observed during primary atomization. Validate this technique for various two-phase and particulate flows. Assess its applicability to capture primary atomization of liquid jets in conjunction with secondary atomization models.

Apte, S. V.↗