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At least 1,009 records · Page 56

Conservative Estimation of Tail Probabilities from Limited Sample Data

Several sparse-sample uncertainty quantification (UQ) methods are compared for conservative but not overly conservative estimation of small tail probabilities involving responses that lay beyond specified thresholds in the tails of probability distributions. Sixteen very differently shaped distributions (or probability density functions, PDFs) and tail probability magnitudes ranging from 10 -5 to 10 -1 are considered in order for the study to be relevant to a wide range of risk analysis and quantification of margins and uncertainty (QMU) problems. The emphasis of the study is on limited data regimes ranging from N = 2 to 20 samples, reflective of most experimental and some expensive computational situations. Relatively simple sparse-sample UQ methods tested for this regime involve statistical tolerance interval "Equivalent Normal and related "Ensemble of Normals" and "Superdistribution (SD) approaches. (The independently derived SD is effectively equivalent to the Bayesian posterior predictive distribution given the assumptions of the derivation.) The performance of the methods was generally improved for N ≥ 5 samples with a generalized Jackknife resampling technique, which determines a tail probability estimate by averaging estimates from smaller sub-samples. Several quantitative metrics for method conservatism and accuracy of tail probability estimation are used to assess and rank the methods' performance over many random trials for each test PDF and probability magnitude. A variant of Bootstrap resampling was also tried, but did not significantly improve tail probability estimates in most cases. Detailed results are presented from over 100-million tests over the above factors that provide useful granular information on which methods or combination of methods perform best in various areas of the factor space.

97 MATHEMATICS AND COMPUTING↗

A model for simulating random atmospheres as a function of latitude, season, and time

An empirical stochastic computer model was developed with the capability of generating random thermodynamic profiles of the atmosphere below an altitude of 99 km which are characteristic of any given season, latitude, and time of day. Samples of temperature, density, and pressure profiles generated by the model are statistically similar to measured profiles in a data base of over 6000 rocket and high-altitude atmospheric soundings; that is, means and standard deviations of modeled profiles and their vertical gradients are in close agreement with data. Model-generated samples can be used for Monte Carlo simulations of aircraft or spacecraft trajectories to predict or account for the effects on a vehicle's performance of atmospheric variability. Other potential uses for the model are in simulating pollutant dispersion patterns, variations in sound propagation, and other phenomena which are dependent on atmospheric properties, and in developing data-reduction software for satellite monitoring systems.

Campbell, J. W.↗

On the existence, uniqueness, and asymptotic normality of a consistent solution of the likelihood equations for nonidentically distributed observations: Applications to missing data problems

A general theorem is given which establishes the existence and uniqueness of a consistent solution of the likelihood equations given a sequence of independent random vectors whose distributions are not identical but have the same parameter set. In addition, it is shown that the consistent solution is a MLE and that it is asymptotically normal and efficient. Two applications are discussed: one in which independent observations of a normal random vector have missing components, and the other in which the parameters in a mixture from an exponential family are estimated using independent homogeneous sample blocks of different sizes.

Peters, C.↗

Directional solidification and annealing of Mn55Al45 alloys

The use of directional solidification to produce aligned or magnetic microstructures for the MnAl alloy and the effect of annealing on the bulk magnetic properties of the alloy are investigated. The phase composition, cylindrically shaped magnetization, and room-temperature magnetization of the samples are analyzed. The microstructure of a directionally solidified Al-Mn alloy is characterized by a two-phase structure consisting of randomly-oriented Al-rich fibers of about 40 at. pct Al dispersed in a textureless matrix of about 50 at. pct Al; the matrix phase contains at least 50 wt pct of the metastable and ferrimagnetic tau-phase, and the Al-rich fibers as a precipitated Cr5Al8-type Al-Mn phase. Significant macrosegregation for the thermally stable growth-up orientation is detected. The data reveal that the annealing enhances the cell-like microstructure observed transverse of the solidification direction and increases remanent magnetization and intrinsic coercivity.

Pirich, Ronald G.↗

System identification of the Large-Angle Magnetic Suspension Test Facility (LAMSTF)

The Large-Angle Magnetic Suspension Test Facility (LAMSTF), a laboratory-scale research project to demonstrate the magnetic suspension of objects over wide ranges of attitudes, has been developed. This system represents a scaled model of a planned Large-Gap Magnetic Suspension System (LGMSS). The LAMSTF system consists of a planar array of five copper electromagnets which actively suspend a small cylindrical permanent magnet. The cylinder is a rigid body and can be controlled to move in five independent degrees of freedom. Five position variables are sensed indirectly by using infra-red light-emitting diodes and light-receiving phototransistors. The motion of the suspended cylinder is in general nonlinear and hence only the linear, time-invariant perturbed motion about an equilibrium state is considered. One of the main challenges in this project is the control of the suspended element over a wide range of orientations. An accurate dynamic model plans an essential role in controller design. The analytical model of the LAMSTF system includes highly unstable real poles (about 10 Hz) and low-frequency flexible modes (about 0.16 Hz). Projection filters are proposed to identify the state space model from closed-loop test data in time domain. A canonical transformation matrix is also derived to transform the identified state space model into the physical coordinate. The LAMSTF system is stabilized by using a linear quadratic regulator (LQR) feedback controller. The rate information is obtained by calculating the back difference of the sensed position signals. The reference inputs contain five uncorrelated random signals. This control input and the system reponse are recorded as input/output data to identify the system directly from the projection filters. The sampling time is 4 ms and the model is fairly accurate in predicting the step responses for different controllers while the analytical model has a deficiency in the pitch axis.

Huang, Jen-Kuang↗

Dynamics of Single Chains of Suspended Ferrofluid Particles

We present an experimental study of the dynamics of isolated chains made of super-paramagnetic particles under the influence of a magnetic field. The motivation of this work is to understand if the chain fluctuations exist and, if it does, how does the fluctuation affect chain aggregation. We find that single chains strongly fluctuate and that the characteristic frequency of their fluctuations is inversely proportional to the magnetic field strength. The higher the field the lower the characteristic frequency of the chain fluctuations. In the high magnetic field limit, chains behave like rigid rods without any internal motions. In this work, we used ferrofluid particles suspended in water. These particles do not have any intrinsic magnetization. Once a magnetic field is applied, a dipole moment is induced in each particle, proportional to the magnetic field. A dipolar magnetic interaction then occurs between particles. If dipole-dipole magnetic energy is higher than the thermal energy, the result is a structure change inside the dipolar fluid. The ratio of these two energies is expressed by a coupling constant lambda as: lambda = (pi(a(exp 3))(chi(exp 2))(mu(sub 0))(H(sub 0))(exp 2))/18kT Where a is the particle radius, mu(sub 0) is the vacuum magnetic permeability, H(sub 0) the applied magnetic field, k the Boltzmann constant and T the absolute temperature. If lambda > 1, magnetic particles form chains along the field direction. The lateral coalescence of several chains may form bigger aggregates especially if the particle volume fraction is high. While many studies and applications deal with the rheological properties and the structural changes of these dipolar fluids, this work focuses on the understanding of the chain dynamics. In order to probe the chain dynamics, we used dynamic light scattering (DLS) in self-beating mode as our experimental technique. The experimental geometry is such that the scattering plane is perpendicular to the magnetic field. Therefore, only motions in this plane are probed. A very dilute sample of a ferrofluid emulsion with a particle volume fraction of 10(exp -5) is used in this experiment. We chose such a low volume fraction to avoid multiple light scattering as well as lateral chain-chain aggregation. DLS measures the dynamic structure factor S(q,t) of the sample (q is the scattering wave vector, t is the time). In the absence of the magnetic field, identical particles of ferrofluid droplets are randomly distributed and S(q,t) reduces to exp(-q(exp 2)2D(sub 0)t). D(sub 0)=(kT/(6(pi)(eta)(a)) is the diffusion coefficient of Brownian particles (where Xi = (6(pi)(eta)(a)) is the Stokes frictional coefficient of a spherical particle in a fluid of viscosity eta). If interactions or polydispersity can not be ignored, an effective diffusion coefficient is introduced. Formally, D(sub eff) is defined as: D(sub eff) = - q(exp -2) partial derivative of (ln(S(q,t)) with respect to time, as t goes to 0. D(sub eff) reduces to D(sub 0) if no interactions and only a few particles size are present. Therefore, we can use DLS to measure particle size. The particle radius was found to be a=0.23 mu m with 7% of polydispersity. In this case, if we vary the scattering angle theta (and so q) we do not have any change in the measured diffusion coefficient: it is q-independent. When a magnetic field is applied, particles aggregate into chains if lambda > 1. We first studied the kinetics of the chain formation when lambda = 406. At a fixed scattering angle, we measured diffusion coefficient D(sub eff) as a function of time. Experimentally, we find that D(sub eff) decreases monotonously with time. Physically, this means that chains are becoming longer and longer. Since we are only sensitive to motions in the scattering plane and since chains have their main axis perpendicular to this plane, the measured diffusion coefficient is the trans-verse diffusion coefficient. We can relate D(sub eff) to the mean number of particles per chain N(t) at a given time and to the diffusion coefficient of an isolated particle D(sub 0) as D(sub eff)=f(N(t))D(sub 0). Since f(N) is known from other recent work, N can be expressed as a function of the time. We found a square root dependency: N(t) proportional to the square root of t. As expected for very low volume fraction, this behavior is characteristic of a diffusion-limited aggregation as suggested by several authors and by our previous work. In this study, we focus on the dependence of the effective diffusion coefficient on the scattering angle and the magnetic field strength. After the magnetic field is applied (lambda = 406) for a long time, typically 6 hours, kinetics of chain formation becomes very slow. Chain size does not vary much over the next hour period. Thus, we can perform different interesting experiments. First, at a fixed magnetic field, we measure the effective diffusion coefficient as a function of the scattering angle (from 5 to 130 deg). Our results show that the measured diffusion coefficient increases linearly with the scattering angle: D(sub eff) proportional to q. If we do the same experiment for different lambda values, D(sub eff) depends on lambda as D(sub eff) proportional to lambda(exp -1/2). We also find for different lambda values that the same asymptotic D(sub eff) value is obtained when q approaches zero. The angle dependency of D(sub eff) suggests that an additional motion exists besides chain drifting. Chain size is constant during experiment, which was verified by measuring the same diffusion coefficient at the beginning and at the end of the angle switching. If chains are rigid, D(sub eff) is independent of q. Therefore, we found that D(sub eff) not only measures the motion of the entire chain but also its internal fluctuations. These internal motions are the fluctuations of the particles in the chain. To understand the q dependency of D(sub eff), let us look at the probing length used. In our study, the characteristic length scale probed is l=2pi/q which is in the range of 0.9<l/a<20. When l is much larger than the particle radius (l/a going to infinity) we are mainly sensitive to the center of mass diffusion of the chain. D(sub eff) is then the diffusion of the entire chain and depends only on N but not on q and lambda. The value D(sub eff) allows us to obtain the number of particles per chain N. In the opposite limit (i.e. l/a < 1), we are sensitive to motions on the size of individual particles. The main contributions to the measured diffusion coefficient come from internal motions of the chains (i.e. particles' fluctuations inside the chain). We investigated also the effect of the chain size on D(sub eff). For the same value of the magnetic interaction lambda and different chain sizes, we found that the slope of D(sub eff) versus q decreases when N increases as a power law D(sub eff) proportional to N(exp -0.7). This is an important behavior because this means that the longer the chain the slower its internal fluctuations besides the whole chain motion.

Cutillas, S.↗

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Chamis, Chrisos C.↗

Engineering-Level Model Atmospheres For Titan and Mars

An engineering-level atmospheric model for Titan has been developed for use in NASA s systems analysis studies of aerocapture and entry, descent and landing (EDL) applications in potential missions to Titan. Analogous to highly successful Global Reference Atmospheric Models for Earth (GRAM) and Mars (Mars-GRAM), the new model is called Titan-GRAM. Like GRAM and Mars-GRAM, an important feature of Titan-GRAM is its ability to simulate quasi-random perturbations for Monte-Carlo analyses in developing guidance, navigation and control algorithms, and for thermal systems design. Titan-GRAM features and sample results will be presented. Features of Mars-GRAM especially related to EDL applications will also be presented and illustrated.

Justus, C. G.↗

Maximum a posteriori decoder for digital communications

A system and method for decoding by identification of the most likely phase coded signal corresponding to received data. The present invention has particular application to communication with signals that experience spurious random phase perturbations. The generalized estimator-correlator uses a maximum a posteriori (MAP) estimator to generate phase estimates for correlation with incoming data samples and for correlation with mean phases indicative of unique hypothesized signals. The result is a MAP likelihood statistic for each hypothesized transmission, wherein the highest value statistic identifies the transmitted signal.

Altes, Richard A.↗

Probabilistic Sensitivity Analysis for Launch Vehicles with Varying Payloads and Adapters for Structural Dynamics and Loads

This paper examines Probabilistic Sensitivity Analysis (PSA) methods and tools in an effort to understand their utility in vehicle loads and dynamic analysis. Specifically, this study addresses how these methods may be used to establish limits on payload mass and cg location and requirements on adaptor stiffnesses while maintaining vehicle loads and frequencies within established bounds. To this end, PSA methods and tools are applied to a realistic, but manageable, integrated launch vehicle analysis where payload and payload adaptor parameters are modeled as random variables. This analysis is used to study both Regional Response PSA (RRPSA) and Global Response PSA (GRPSA) methods, with a primary focus on sampling based techniques. For contrast, some MPP based approaches are also examined.

McGhee, David S.↗

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.↗

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

Deep Learning for In-Situ Layer Quality Monitoring during Laser-Based Directed Energy Deposition (LB-DED) Additive Manufacturing Process

Defects are a leading issue for the rejection of parts manufactured through the Directed Energy Deposition (DED) Additive Manufacturing (AM) process. In an attempt to illuminate and advance in situ quality monitoring and control of workpieces, we present an innovative data-driven method that synchronously collects sensing data and AM process parameters with a low sampling rate during the DED process. The proposed data-driven technique determines the important influences that individual printing parameters and sensing features have on prediction at the inter-layer qualification to perform feature selection. Three Machine Learning (ML) algorithms including Random Forest (RF), Support Vector Machine (SVM), and Convolutional Neural Network (CNN) are used. During post-production, a threshold is applied to detect low-density occurrences such as porosity sizes and quantities from CT scans that render individual layers acceptable or unacceptable. This information is fed to the ML models for training. Training/testing are completed offline on samples deemed “high-quality” and “low-quality”, utilizing only features recorded from the build process. CNN results show that the classification of acceptable/unacceptable layers can reach between 90% accuracy while training/testing on a “high-quality” sample and dip to 65% accuracy when trained/tested on “low-quality”/“high-quality” (respectively), indicating over-fitting but showing CNN as a promising inter-layer classifier.

36 MATERIALS SCIENCE↗

Digital servo control of random sound test excitation

A digital servocontrol system for random noise excitation of a test object in a reverberant acoustic chamber employs a plurality of sensors spaced in the sound field to produce signals in separate channels which are decorrelated and averaged. The average signal is divided into a plurality of adjacent frequency bands cyclically sampled by a time division multiplex system, converted into digital form, and compared to a predetermined spectrum value stored in digital form. The results of the comparisons are used to control a time-shared up-down counter to develop gain control signals for the respective frequency bands in the spectrum of random sound energy picked up by the microphones.

Nakich, R. B.↗

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗

Excitation spectrum and low-temperature magnetism in the disordered defect-fluorite Ho2⁢Zr2⁢O7

In this work, we report on the thermomagnetic characterization and crystalline-electric field (CEF) energy scheme of the disordered defect-fluorite Ho2⁢Zr2⁢O7. This structural phase is distinguished by the coexistence of magnetic frustration and extensive disorder, with Ho3+ and Zr4+ sharing randomly the same 4⁢𝑎 site with even 50% occupancy, and an average 1/8 oxygen vacancy per unit cell. AC magnetic susceptibility measurements performed on powder samples down to 0.5 K revealed signs of slowing spin dynamics without glassy behavior, including a frequency dependent peak at ∼1K. Yet, no evidence for long-range magnetic order is found down to 200 mK in the specific heat. Inelastic neutron scattering measurements show a weak, low-lying CEF excitation around 2 meV, accompanied by a broad level centered at 60 meV. To fit our observations, we propose an approach to account for structural disorder in the crystal-field splitting of the non-Kramers Ho3+. Our model provides an explanation to the broadening of the high-energy, single-ion excitations and suggests that the zirconate ground-state wavefunction has zero magnetic moment. Through the breaking of local symmetry, structural disorder enables the magnetic response observed in Ho2⁢Zr2⁢O7, allowing the mixing of low-lying states at finite temperatures. Finally, we show that this scenario is in good agreement with the bulk properties reported in this work.

Gardner, Jason [ORNL] (ORCID:0000000278234072)↗

A software package for modeling and simulating fault graphs

This report describes a novel fault graph modeling language and a simulation tool for executing models specified in the language. The modeling language has three primary features that distinguish it from similar reliability analysis tools. These are (1) a random variable modeling several distinct outcomes of a single fault; (2) chains of faults in which one fault triggers another; and (3) time to fail sampled from probability distributions including positive normal, exponential, Weibull with a minimum, or immediate. These features are motivated by their use in a historical analysis of centrifuge reliability.

97 MATHEMATICS AND COMPUTING↗