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Decentralized stochastic control

Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

Speyer, J. L.↗

Modeling the Variability of the BL Lacertae Object PKS 2155-304

The bright X-ray-selected BL Lacertae object PKS 2155-304 has been the target of two intense multi-wavelength campaigns in 1991 November and in 1994 May. Although the spectral energy distributions at both epochs were quite similar, the source exhibited two very distinct variability patterns that cannot be easily reconciled with homogeneous one-zone C7 jet models. During the first epoch the variability was almost achromatic in amplitude, with a time lag between X-rays and ultraviolet radiation (UV) of approximately three hours, while during the second epoch the variability amplitude increased as a function of wavelength with the EUV flare peaking approximately one day after the X-ray flare. We model the source using a time-dependent inhomogeneous accelerating jet model. We reproduce the general characteristics of the different variability signatures by assuming that plasma disturbances with different physical properties propagate downstream in an underlying jet characterized by the same set of physical parameters at both epochs. A time delay of approximately one day between the hardening of the UV spectral index and the UV flux present at both epochs is modeled with stochastic fluctuations in the particle acceleration manifested through small variations of the maximum energy of the injected electrons. We predict that similar time delays will be present in future observations even in the absence of strong variability event. We stress the importance of observations at neighboring frequencies as a diagnostic tool for the structure of the quiescent jet in blazars especially in the seemingly dull case in which strong variability is absent.

Georganopuolos, Markos↗

The Integrated Medical Model: A Risk Assessment and Decision Support Tool for Space Flight Medical Systems

The Integrated Medical Model (IMM) is a decision support tool that is useful to mission planners and medical system designers in assessing risks and designing medical systems for space flight missions. The IMM provides an evidence based approach for optimizing medical resources and minimizing risks within space flight operational constraints. The mathematical relationships among mission and crew profiles, medical condition incidence data, in-flight medical resources, potential crew functional impairments, and clinical end-states are established to determine probable mission outcomes. Stochastic computational methods are used to forecast probability distributions of crew health and medical resource utilization, as well as estimates of medical evacuation and loss of crew life. The IMM has been used in support of the International Space Station (ISS) medical kit redesign, the medical component of the ISS Probabilistic Risk Assessment, and the development of the Constellation Medical Conditions List. The IMM also will be used to refine medical requirements for the Constellation program. The IMM outputs for ISS and Constellation design reference missions will be presented to demonstrate the potential of the IMM in assessing risks, planning missions, and designing medical systems. The implementation of the IMM verification and validation plan will be reviewed. Additional planned capabilities of the IMM, including optimization techniques and the inclusion of a mission timeline, will be discussed. Given the space flight constraints of mass, volume, and crew medical training, the IMM is a valuable risk assessment and decision support tool for medical system design and mission planning.

Kerstman, Eric↗

Investigating Sources of Ozone over California Using AJAX Airborne Measurements and Models: Assessing the Contribution from Long Range Transport

High ozone (O3) concentrations at low altitudes (1.5e4 km) were detected from airborne Alpha Jet Atmospheric eXperiment (AJAX) measurements on 30 May 2012 off the coast of California (CA). We investigate the causes of those elevated O3 concentrations using airborne measurements and various models. GEOS-Chem simulation shows that the contribution from local sources is likely small. A back trajectory model was used to determine the air mass origins and how much they contributed to the O3 over CA. Low-level potential vorticity (PV) from Modern Era Retrospective analysis for Research and Applications 2 (MERRA-2) reanalysis data appears to be a result of the diabatic heating and mixing of airs in the lower altitudes, rather than be a result of direct transport from stratospheric intrusion. The Q diagnostic, which is a measure of the mixing of the air masses, indicates that there is sufficient mixing along the trajectory to indicate that O3 from the different origins is mixed and transported to the western U.S.The back-trajectory model simulation demonstrates the air masses of interest came mostly from the mid troposphere (MT, 76), but the contribution of the lower troposphere (LT, 19) is also significant compared to those from the upper troposphere/lower stratosphere (UTLS, 5). Air coming from the LT appears to be mostly originating over Asia. The possible surface impact of the high O3 transported aloft on the surface O3 concentration through vertical and horizontal transport within a few days is substantiated by the influence maps determined from the Weather Research and Forecasting Stochastic Time Inverted Lagrangian Transport (WRF-STILT) model and the observed increases in surface ozone mixing ratios. Contrasting this complex case with a stratospheric-dominant event emphasizes the contribution of each source to the high O3 concentration in the lower altitudes over CA. Integrated analyses using models, reanalysis, and diagnostic tools, allows high ozone values detected by in-situ measurements to be attributed to multiple source processes.

Ryoo, Ju-Mee↗

Visualizing Distributions from Multi-Return Lidar Data to Understand Forest Structure

Spatially distributed probability density functions (pdfs) are becoming relevant to the Earth scientists and ecologists because of stochastic models and new sensors that provide numerous realizations or data points per unit area. One source of these data is from multi-return airborne lidar, a type of laser that records multiple returns for each pulse of light sent towards the ground. Data from multi-return lidar is a vital tool in helping us understand the structure of forest canopies over large extents. This paper presents several new visualization tools that allow scientists to rapidly explore, interpret and discover characteristic distributions within the entire spatial field. The major contribution from-this work is a paradigm shift which allows ecologists to think of and analyze their data in terms of the distribution. This provides a way to reveal information on the modality and shape of the distribution previously not possible. The tools allow the scientists to depart from traditional parametric statistical analyses and to associate multimodal distribution characteristics to forest structures. Examples are given using data from High Island, southeast Alaska.

Kao, David L.↗

Structural considerations for a software life cycle dynamic simulation model

This paper presents the results of a preliminary study into the prospects for simulating the software implementation and maintenance life cycle process, with the aim of producing a computerized tool for use by management and software engineering personnel in project planning, tradeoff studies involving product, environmental, situational, and technological factors, and training. The approach taken is the modular application of a 'flow of resource' concept to the systems dynamics simulation modeling technique. The software life cycle process is represented as a number of stochastic, time-varying, interacting work tasks that each achieves one of the project milestones. Each task is characterized by the item produced, the personnel applied, and the budgetary profile.

Tausworthe, R. C.↗

The Status of the Mock LISA Data Challenges

For the last four years, many gravitational-wave researchers around the world have participated in the Mock LISA Data Challenges (MLDCs), a program to demonstrate and encourage the development of LISA data-analysis capabilities, tools and techniques. In this poster, we present a summary of the results of MLDC 3, which was completed in 2009. During MLDC 3, 27 participants from 15 institutions successfully analyzed data sets that included Galactic binaries, coalescing spinning massive black holes, extreme-mass-ratio inspirals, cosmic-string cusp bursts and a stochastic gravitational-wave background. We also describe the technical and scientific challenges that will be addressed by future MLI)Cs, starting with MLDC 4, which is currently in progress.

Baker, John↗

GPS-Based Reduced Dynamic Orbit Determination Using Accelerometer Data

Currently two gravity field satellite missions, CHAMP and GRACE, are equipped with high sensitivity electrostatic accelerometers, measuring the non-conservative forces acting on the spacecraft in three orthogonal directions. During the gravity field recovery these measurements help to separate gravitational and non-gravitational contributions in the observed orbit perturbations. For precise orbit determination purposes all these missions have a dual-frequency GPS receiver on board. The reduced dynamic technique combines the dense and accurate GPS observations with physical models of the forces acting on the spacecraft, complemented by empirical accelerations, which are stochastic parameters adjusted in the orbit determination process. When the spacecraft carries an accelerometer, these measured accelerations can be used to replace the models of the non-conservative forces, such as air drag and solar radiation pressure. This approach is implemented in a batch least-squares estimator of the GPS High Precision Orbit Determination Software Tools (GHOST), developed at DLR/GSOC and DEOS. It is extensively tested with data of the CHAMP and GRACE satellites. As accelerometer observations typically can be affected by an unknown scale factor and bias in each measurement direction, they require calibration during processing. Therefore the estimated state vector is augmented with six parameters: a scale and bias factor for the three axes. In order to converge efficiently to a good solution, reasonable a priori values for the bias factor are necessary. These are calculated by combining the mean value of the accelerometer observations with the mean value of the non-conservative force models and empirical accelerations, estimated when using these models. When replacing the non-conservative force models with accelerometer observations and still estimating empirical accelerations, a good orbit precision is achieved. 100 days of GRACE B data processing results in a mean orbit fit of a few centimeters with respect to high-quality JPL reference orbits. This shows a slightly better consistency compared to the case when using force models. A purely dynamic orbit, without estimating empirical accelerations thus only adjusting six state parameters and the bias and scale factors, gives an orbit fit for the GRACE B test case below the decimeter level. The in orbit calibrated accelerometer observations can be used to validate the modelled accelerations and estimated empirical accelerations computed with the GHOST tools. In along track direction they show the best resemblance, with a mean correlation coefficient of 93% for the same period. In radial and normal direction the correlation is smaller. During days of high solar activity the benefit of using accelerometer observations is clearly visible. The observations during these days show fluctuations which the modelled and empirical accelerations can not follow.

VanHelleputte, Tom↗

Improving Project Management with Simulation and Completion Distribution Functions

Despite the critical importance of project completion timeliness, management practices in place today remain inadequate for addressing the persistent problem of project completion tardiness. A major culprit in late projects is uncertainty, which most, if not all, projects are inherently subject to. This uncertainty resides in the estimates for activity durations, the occurrence of unplanned and unforeseen events, and the availability of critical resources. In response to this problem, this research developed a comprehensive simulation based methodology for conducting quantitative project completion time risk analysis. It is called the Project Assessment by Simulation Technique (PAST). This new tool enables project stakeholders to visualize uncertainty or risk, i.e. the likelihood of their project completing late and the magnitude of the lateness, by providing them with a completion time distribution function of their projects. Discrete event simulation is used within PAST to determine the completion distribution function for the project of interest. The simulation is populated with both deterministic and stochastic elements. The deterministic inputs include planned project activities, precedence requirements, and resource requirements. The stochastic inputs include activity duration growth distributions, probabilities for events that can impact the project, and other dynamic constraints that may be placed upon project activities and milestones. These stochastic inputs are based upon past data from similar projects. The time for an entity to complete the simulation network, subject to both the deterministic and stochastic factors, represents the time to complete the project. Repeating the simulation hundreds or thousands of times allows one to create the project completion distribution function. The Project Assessment by Simulation Technique was demonstrated to be effective for the on-going NASA project to assemble the International Space Station. Approximately $500 million per month is being spent on this project, which is scheduled to complete by 2010. NASA project stakeholders participated in determining and managing completion distribution functions produced from PAST. The first result was that project stakeholders improved project completion risk awareness. Secondly, using PAST, mitigation options were analyzed to improve project completion performance and reduce total project cost.

Cates, Grant R.↗

On the Accuracy of Probabilistic Bucking Load Prediction

The buckling strength of thin-walled stiffened or unstiffened, metallic or composite shells is of major concern in aeronautical and space applications. The difficulty to predict the behavior of axially compressed thin-walled cylindrical shells continues to worry design engineers as we enter the third millennium. Thanks to extensive research programs in the late sixties and early seventies and the contributions of many eminent scientists, it is known that buckling strength calculations are affected by the uncertainties in the definition of the parameters of the problem such as definition of loads, material properties, geometric variables, edge support conditions, and the accuracy of the engineering models and analysis tools used in the design phase. The NASA design criteria monographs from the late sixties account for these design uncertainties by the use of a lump sum safety factor. This so-called 'empirical knockdown factor gamma' usually results in overly conservative design. Recently new reliability based probabilistic design procedure for buckling critical imperfect shells have been proposed. It essentially consists of a stochastic approach which introduces an improved 'scientific knockdown factor lambda(sub a)', that is not as conservative as the traditional empirical one. In order to incorporate probabilistic methods into a High Fidelity Analysis Approach one must be able to assess the accuracy of the various steps that must be executed to complete a reliability calculation. In the present paper the effect of size of the experimental input sample on the predicted value of the scientific knockdown factor lambda(sub a) calculated by the First-Order, Second-Moment Method is investigated.

Arbocz, Johann↗

Investigation of energy management strategies for photovoltaic systems - An analysis technique

Progress is reported in formulating energy management strategies for stand-alone PV systems, developing an analytical tool that can be used to investigate these strategies, applying this tool to determine the proper control algorithms and control variables (controller inputs and outputs) for a range of applications, and quantifying the relative performance and economics when compared to systems that do not apply energy management. The analysis technique developed may be broadly applied to a variety of systems to determine the most appropriate energy management strategies, control variables and algorithms. The only inputs required are statistical distributions for stochastic energy inputs and outputs of the system and the system's device characteristics (efficiency and ratings). Although the formulation was originally driven by stand-alone PV system needs, the techniques are also applicable to hybrid and grid connected systems.

Cull, R. C.↗

Towards a Probabilistic Criterion for Preliminary Shell Design

Thin-walled stiffened or unstiffened, metallic or composite shells are widely used structural elements in aeronautical and space applications. Buckling strength, which is a major concern in all these areas, is affected by the uncertainties in the definition of loads, material properties, geometric variables, engineering models and the accuracy of the analysis tools used in the design phase. The NASA design criteria monographs from the late sixties account for these design uncertainties by the use of a lump sum safety factor or the so-called "knockdown" factor gamma, which usually results in an overly conservative design. In the present paper a new, reliability based, probabilistic design procedure for buckling critical imperfect isotropic shells is proposed. It essentially consists of a stochastic approach based on a new, improved "knockdown" factor lambda(sub a) that is not as conservative as the traditional one. It is felt that by quantifying and understanding the "problem uncertainties" such as initial imperfections and their influence on the design variables, one can develop a better engineered, better designed and safer system.

Arbocz, Johann↗

Life Predicted in a Probabilistic Design Space for Brittle Materials With Transient Loads

Analytical techniques have progressively become more sophisticated, and now we can consider the probabilistic nature of the entire space of random input variables on the lifetime reliability of brittle structures. This was demonstrated with NASA s CARES/Life (Ceramic Analysis and Reliability Evaluation of Structures/Life) code combined with the commercially available ANSYS/Probabilistic Design System (ANSYS/PDS), a probabilistic analysis tool that is an integral part of the ANSYS finite-element analysis program. ANSYS/PDS allows probabilistic loads, component geometry, and material properties to be considered in the finite-element analysis. CARES/Life predicts the time dependent probability of failure of brittle material structures under generalized thermomechanical loading--such as that found in a turbine engine hot-section. Glenn researchers coupled ANSYS/PDS with CARES/Life to assess the effects of the stochastic variables of component geometry, loading, and material properties on the predicted life of the component for fully transient thermomechanical loading and cyclic loading.

Nemeth, Noel N.↗

The local characteristic function of interplanetary particle propagation

An easily measurable intensity function which characterizes the interplanetary propagation of charged solar flare particles is presented. This function is nearly time invariant during a solar event despite the large variations of intensity and anisotropy, but varies from event to event. It characterizes the systematic and stochastic forces of the interplanetary magnetic field which focus and scatter the particles in pitch angle. The model of focused transport shows that this function is essentially determined by the local shape and amplitude of the pitch angle diffusion coefficient kappa (mu) and by the local value of the focusing length. The time profile of the solar particle injection is typically of negligible influence. The local characteristic function may be used as a powerful new tool for a systematic analysis of flare particle angular distributions, Examples are given.

Green, G.↗

Language Model Combination and Adaptation Using Weighted Finite State Transducers

In speech recognition systems language model (LMs) are often constructed by training and combining multiple n-gram models. They can be either used to represent different genres or tasks found in diverse text sources, or capture stochastic properties of different linguistic symbol sequences, for example, syllables and words. Unsupervised LM adaption may also be used to further improve robustness to varying styles or tasks. When using these techniques, extensive software changes are often required. In this paper an alternative and more general approach based on weighted finite state transducers (WFSTs) is investigated for LM combination and adaptation. As it is entirely based on well-defined WFST operations, minimum change to decoding tools is needed. A wide range of LM combination configurations can be flexibly supported. An efficient on-the-fly WFST decoding algorithm is also proposed. Significant error rate gains of 7.3% relative were obtained on a state-of-the-art broadcast audio recognition task using a history dependently adapted multi-level LM modelling both syllable and word sequences

Liu, X.↗

Lumley's PODT definition of large eddies and a trio of numerical procedures

Lumley's 1967 Moscow paper provided, for the first time, a completely rational definition of the physically-useful term 'large eddy', popular for a half-century. The numerical procedures based upon his results are: (1) PODT (Proper Orthogonal Decomposition Theorem), which extracts the Large Eddy structure of stochastic processes from physical or computer simulation two-point covariances, and 2) LEIM (Large-Eddy Interaction Model), a predictive scheme for the dynamical large eddies based upon higher order turbulence modeling. Earlier Lumley's work (1964) forms the basis for the final member of the triad of numerical procedures: this predicts the global neutral modes of turbulence which have surprising agreement with both structural eigenmodes and those obtained from the dynamical equations. The ultimate goal of improved engineering design tools for turbulence may be near at hand, partly due to the power and storage of 'supermicrocomputer' workstations finally becoming adequate for the demanding numerics of these procedures.

Payne, Fred R.↗

NASA Tech Briefs, September 2006

Topics covered include: Improving Thermomechanical Properties of SiC/SiC Composites; Aerogel/Particle Composites for Thermoelectric Devices; Patches for Repairing Ceramics and Ceramic- Matrix Composites; Lower-Conductivity Ceramic Materials for Thermal-Barrier Coatings; An Alternative for Emergency Preemption of Traffic Lights; Vehicle Transponder for Preemption of Traffic Lights; Automated Announcements of Approaching Emergency Vehicles; Intersection Monitor for Traffic-Light-Preemption System; Full-Duplex Digital Communication on a Single Laser Beam; Stabilizing Microwave Frequency of a Photonic Oscillator; Microwave Oscillators Based on Nonlinear WGM Resonators; Pointing Reference Scheme for Free-Space Optical Communications Systems; High-Level Performance Modeling of SAR Systems; Spectral Analysis Tool 6.2 for Windows; Multi-Platform Avionics Simulator; Silicon-Based Optical Modulator with Ferroelectric Layer; Multiplexing Transducers Based on Tunnel-Diode Oscillators; Scheduling with Automated Resolution of Conflicts; Symbolic Constraint Maintenance Grid; Discerning Trends in Performance Across Multiple Events; Magnetic Field Solver; Computing for Aiming a Spaceborne Bistatic- Radar Transmitter; 4-Vinyl-1,3-Dioxolane-2-One as an Additive for Li-Ion Cells; Probabilistic Prediction of Lifetimes of Ceramic Parts; STRANAL-PMC Version 2.0; Micromechanics and Piezo Enhancements of HyperSizer; Single-Phase Rare-Earth Oxide/Aluminum Oxide Glasses; Tilt/Tip/Piston Manipulator with Base-Mounted Actuators; Measurement of Model Noise in a Hard-Wall Wind Tunnel; Loci-STREAM Version 0.9; The Synergistic Engineering Environment; Reconfigurable Software for Controlling Formation Flying; More About the Tetrahedral Unstructured Software System; Computing Flows Using Chimera and Unstructured Grids; Avoiding Obstructions in Aiming a High-Gain Antenna; Analyzing Aeroelastic Stability of a Tilt-Rotor Aircraft; Tracking Positions and Attitudes of Mars Rovers; Stochastic Evolutionary Algorithms for Planning Robot Paths; Compressible Flow Toolbox; Rapid Aeroelastic Analysis of Blade Flutter in Turbomachines; General Flow-Solver Code for Turbomachinery Applications; Code for Multiblock CFD and Heat-Transfer Computations; Rotating-Pump Design Code; Covering a Crucible with Metal Containing Channels; Repairing Fractured Bones by Use of Bioabsorbable Composites; Kalman Filter for Calibrating a Telescope Focal Plane; Electronic Absolute Cartesian Autocollimator; Fiber-Optic Gratings for Lidar Measurements of Water Vapor; Simulating Responses of Gravitational-Wave Instrumentation; SOFTC: A Software Correlator for VLBI; Progress in Computational Simulation of Earthquakes; Database of Properties of Meteors; Computing Spacecraft Solar-Cell Damage by Charged Particles; Thermal Model of a Current-Carrying Wire in a Vacuum; Program for Analyzing Flows in a Complex Network; Program Predicts Performance of Optical Parametric Oscillators; Processing TES Level-1B Data; Automated Camera Calibration; Tracking the Martian CO2 Polar Ice Caps in Infrared Images; Processing TES Level-2 Data; SmaggIce Version 1.8; Solving the Swath Segment Selection Problem; The Spatial Standard Observer; Less-Complex Method of Classifying MPSK; Improvement in Recursive Hierarchical Segmentation of Data; Using Heaps in Recursive Hierarchical Segmentation of Data; Tool for Statistical Analysis and Display of Landing Sites; Automated Assignment of Proposals to Reviewers; Array-Pattern-Match Compiler for Opportunistic Data Analysis; Pre-Processor for Compression of Multispectral Image Data; Compressing Image Data While Limiting the Effects of Data Losses; Flight Operations Analysis Tool; Improvement in Visual Target Tracking for a Mobile Robot; Software for Simulating Air Traffic; Automated Vectorization of Decision-Based Algorithms; Grayscale Optical Correlator Workbench; "One-Stop Shopping" for Ocean Remote-Sensing and Model Data; State Analysis Database Tool; Generating CAHV and CAHVOmages with Shadows in ROAMS; Improving UDP/IP Transmission Without Increasing Congestion; FORTRAN Versions of Reformulated HFGMC Codes; Program for Editing Spacecraft Command Sequences; Flight-Tested Prototype of BEAM Software; Mission Scenario Development Workbench; Marsviewer; Tool for Analysis and Reduction of Scientific Data; ASPEN Version 3.0; Secure Display of Space-Exploration Images; Digital Front End for Wide-Band VLBI Science Receiver; Multifunctional Tanks for Spacecraft; Lightweight, Segmented, Mostly Silicon Telescope Mirror; Assistant for Analyzing Tropical-Rain-Mapping Radar Data; and Anion-Intercalating Cathodes for High-Energy- Density Cells.

Source record↗

Stochastic Formal Correctness of Numerical Algorithms

We provide a framework to bound the probability that accumulated errors were never above a given threshold on numerical algorithms. Such algorithms are used for example in aircraft and nuclear power plants. This report contains simple formulas based on Levy's and Markov's inequalities and it presents a formal theory of random variables with a special focus on producing concrete results. We selected four very common applications that fit in our framework and cover the common practices of systems that evolve for a long time. We compute the number of bits that remain continuously significant in the first two applications with a probability of failure around one out of a billion, where worst case analysis considers that no significant bit remains. We are using PVS as such formal tools force explicit statement of all hypotheses and prevent incorrect uses of theorems.

Daumas, Marc↗