Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Stochastic modelling”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 1,063 records · Page 59
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Stochastic room temperature creep of 316 L stainless steel

The creep behavior of 316 L stainless steel at room temperature was evaluated as a function of time and applied stress using a new high-throughput approach. Several common creep models were evaluated against the observations, leading to deeper analysis of a stress-dependent modified logarithmic creep model. Within this model, multiple sources of uncertainty were compared. Aleatoric stochastic variation between samples under nominally identical conditions was identified as the primary contributor to uncertainty in creep response. Under any particular set of conditions, the sample-to-sample variability in creep strain was as high as a factor of two, highlighting the engineering importance of characterizing large statistical datasets. The model's extrapolation capabilities were assessed by comparing predictions derived from calibration on partial, shorter-duration subsets of the data. In conclusion, these findings underscore the importance of accounting for stochastic effects in predictive modeling of aging phenomena.

High-throughput↗
NASA NTRS2004

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

Gonzalez, Oscar R.↗
DOE OSTI2022

Why is it still too warm or cold in my house? Examining the relationships between energy efficient capital and household energy insecurity

Here, this paper examines the relationships between energy efficient (EE) capital technology and household energy insecurity in the United States. The theoretical model of these relationships employs household production theory to capture the demand for and production of household energy services, and a stochastic production frontier approach to describe how having access to and the usage intensity of EE capital technology could help alleviate inefficiency in the production of household energy services. A working hypothesis formulated from the theoretical model posits that having EE capital technology in the home will reduce the level of household energy insecurity experienced. The extent of energy insecurity experienced is inferred from an energy insecurity index value assigned to each household, generated via the application of a dichotomous Rasch model to questions contained in the 2015 Residential Energy Consumption Survey. Noting the potential simultaneous relationship that exists between a household having access to and the usage intensity of EE capital technology and the experience of being energy insecure, an instrumental variables approach was employed to estimate a series of ordered logit models. Results suggest access to EE capital technology in the form of Energy Star® appliances, Energy Star® windows, or a SMART thermostat does not reduce the probability of experiencing a greater level of energy insecurity. Nor does the usage intensity of EE capital. Thus, policy instruments designed to alleviate household energy insecurity may need to go beyond simply helping households obtain EE capital technology.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
NASA NTRS2001

Noise effects on the complex patterns of abnormal heartbeats

Patients at high risk for sudden death often exhibit complex heart rhythms in which abnormal heartbeats are interspersed with normal heartbeats. We analyze such a complex rhythm in a single patient over a 12-h period and show that the rhythm can be described by a theoretical model consisting of two interacting oscillators with stochastic elements. By varying the magnitude of the noise, we show that for an intermediate level of noise, the model gives best agreement with key statistical features of the dynamics.

NASA Discipline Cardiopulmonary↗
DOE OSTI2023

A simple way to integrate distributed storage into a wholesale electricity market

Abstract Current plans to decarbonize the electric supply system imply that the generation from wind and solar sources will grow substantially. This growth will increase the uncertainty of system operations due to the inherent variability of these renewable sources, and as a result, more reserve capacity will be required to provide the ramping (flexibility) needed for reliable operations. This paper assumes that all of the increased uncertainty comes from wind farms on the grid, and it shows how distributed storage managed locally by aggregators can provide the ramping needed without introducing a separate market for flexibility. This can be accomplished when the aggregators minimize the expected daily cost of the energy purchased from the grid for their customers by submitting optimal bids into the wholesale market with high and low price thresholds for discharging and charging the storage. This model is illustrated using a stochastic multi-period security constrained optimal power flow together with realistic data for a reduction of the network in the Northeast Power Coordinating Council region of the United States. The results show that the bidding strategy for distributed storage provides ramping to the grid just as effectively as storage managed by a system operator.

Lamadrid, Alberto J.↗
DOE OSTI2022

Subsurface microbial communities as a tool for characterizing regional-scale groundwater flow

Subsurface microbial community distribution patterns are influenced by biogeochemical and groundwater fluxes and may inform hydraulic connections along groundwater-flow paths. This study examined the regional-scale microbial community of the Death Valley Regional Flow System and evaluated whether subsurface communities can be used to identify groundwater-flow paths between recharge and discharge areas. Samples were collected from 36 sites in three groundwater basins: Pahute Mesa–Oasis Valley (PMOV), Ash Meadows (AM), and Alkali Flat–Furnace Creek Ranch (AFFCR). Microbial diversity within and between communities varied by location, and communities were separated into two overall groups that affiliated with the AM and PMOV/AFFCR basins. Network analysis revealed patterns between clusters of common microbes that represented groundwaters with similar geochemical conditions and largely corroborated hydraulic connections between recharge and discharge areas. Null model analyses identified deterministic and stochastic ecological processes contributing to microbial community assemblages. Most communities were more different than expected and governed by dispersal limitation, geochemical differences, or undominating processes. However, certain communities from sites located within or near the Nevada National Security Site were more similar than expected and dominated by homogeneous dispersal or selection. Overall, the (dis)similarities between the microbial communities of DVRFS recharge and discharge areas supported previously documented hydraulic connections between: (1) Spring Mountains and Ash Meadows; (2) Frenchman and Yucca Flat and Amargosa Desert; and (3) Amargosa Desert and Death Valley. However, only a portion of the flow path between Pahute Mesa and Oasis Valley could be supported by microbial community analyses, likely due to well-associated artifacts in samples from the two Oasis Valley sites. This study demonstrates the utility of combining microbial data with hydrologic, geologic, and water-chemistry information to comprehensively characterize groundwater systems, highlighting both strengths and limitations of this approach.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

Assessing the potential of composite confining systems for secure and long-term CO 2 retention in geosequestration

A potential geologic target for CO 2 storage should ensure secure containment of injected CO 2 . Traditionally, this objective has been achieved by targeting reservoirs with overlying seals-regionally extensive, low permeability units that have been proven capable of retaining buoyant fluid accumulations over geologic time. However, considering that the amount of CO 2 is limited by a decadal injection period, vertical migration of CO 2 can be effectively halted by a composite system of discontinuous shale/silt/mudstone barriers in bedded sedimentary rocks. Here, we studied the impact of depositional architectures in a composite confining system on CO 2 migration and confinement at reservoir scale. We stochastically generated lithologically heterogeneous reservoir models containing discontinuous barriers consistent with statistical distributions of net-sand-to-gross-shale ratio (NTG) and horizontal correlation lengths derived from well log data and observations of producing hydrocarbon fields in Southern Louisiana. We then performed an extensive suite of reservoir simulations of CO 2 injection and post-injection to evaluate the sensitivity of CO 2 plume migration and pressure response of the composite system to a series of geologic and fluid parameters including the lateral continuity of barriers, NTG, permeability anisotropy within the sand body, and capillary pressure contrast between the sand and shale facies. The results indicate that lateral continuity of barriers and NTG are the dominant controls on CO 2 plume geometry and pressure build-up in the reservoir, while the impact of NTG is particularly pronounced. The significance of intraformational barriers becomes apparent as they facilitate the local capillary trapping of CO 2 . Those barriers improve the pore space occupancy by promoting a more dispersed shape of the plume and ultimately retard the buoyancy-driven upward migration of the plume post injection.

58 GEOSCIENCES↗
DOE OSTI2024

Differentiable stochastic halo occupation distribution

ABSTRACT In this work, we demonstrate how differentiable stochastic sampling techniques developed in the context of deep reinforcement learning can be used to perform efficient parameter inference over stochastic, simulation-based, forward models. As a particular example, we focus on the problem of estimating parameters of halo occupation distribution (HOD) models that are used to connect galaxies with their dark matter haloes. Using a combination of continuous relaxation and gradient re-parametrization techniques, we can obtain well-defined gradients with respect to HOD parameters through discrete galaxy catalogue realizations. Having access to these gradients allows us to leverage efficient sampling schemes, such as Hamiltonian Monte Carlo, and greatly speed up parameter inference. We demonstrate our technique on a mock galaxy catalogue generated from the Bolshoi simulation using a standard HOD model and find near-identical posteriors as standard Markov chain Monte Carlo techniques with an increase of ∼8× in convergence efficiency. Our differentiable HOD model also has broad applications in full forward model approaches to cosmic structure and cosmological analysis.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

A Distributionally Robust Resilience Enhancement Strategy for Distribution Networks Considering Decision-Dependent Contingencies

When performing the resilience enhancement for distribution networks, there are two obstacles to reliably model the uncertain contingencies: 1) decision-dependent uncertainty (DDU) due to various line hardening decisions, and 2) distributional ambiguity due to limited outage information during extreme weather events (EWEs). Here, to address these two challenges, this paper develops scenario-wise decision-dependent ambiguity sets (SWDD-ASs), where the DDU and distributional ambiguity inherent in EWE-induced contingencies are simultaneously captured for each possible EWE scenario. Then, a two-stage tri-level decision-dependent distributionally robust resilient enhancement (DD-DRRE) model is formulated, whose outputs include the optimal line hardening, distributed generation (DG) allocation, and proactive network reconfiguration strategy under the worst-case distributions in SWDD-ASs. Subsequently, the DD-DRRE model is equivalently recast to a mixed-integer linear programming (MILP)-based master problem and multiple scenario-wise subproblems, facilitating the adoption of a customized column-and-constraint generation (C&CG) algorithm. Finally, case studies demonstrate a remarkable improvement in the out-of-sample performance of our model, compared to its prevailing stochastic and robust counterparts. Moreover, the potential values of incorporating the ambiguity and distributional information are quantitatively estimated, providing a useful reference for planners with different budgets and risk-aversion levels.

decision-dependent uncertainty↗
DOE OSTI2021

Application of Scalar Filtered Density Function to Turbulent Flows Under Supercritical Condition

Abstract The scalar filtered density function (FDF) methodology is extended and employed for large eddy simulation (LES) of turbulent flows under supercritical condition. To describe real fluid behavior, the extended methodology incorporates the generalized heat and mass diffusion models along with real fluid thermodynamic relations which are derived using the cubic Peng–Robinson equation of state. These models are implemented within the stochastic differential equations comprising the scalar FDF transport. Simulations are conducted of a temporally developing mixing layer under supercritical condition and the results are assessed by comparing with data generated by direct numerical simulation (DNS) of the same layer. The consistency of the proposed FDF methodology is assessed. The LES-FDF predictions are shown to agree favorably with the DNS data and exhibit several key features pertaining to supercritical turbulent flows.

Energy & Fuels↗
DOE OSTI2025

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗
NASA NTRS1969

Optimal stochastic control.

Optimal stochastic control, discussing dynamic mathematical models described by differential equations

Wonham, W. M.↗
NASA NTRS1976

Probabilistic and deterministic aspects of linear estimation in geodesy

Recent advances in observational techniques related to geodetic work (VLBI, laser ranging) make it imperative that more consideration should be given to modeling problems. Uncertainties in the effect of atmospheric refraction, polar motion and precession-nutation parameters, cannot be dispensed with in the context of centimeter level geodesy. Even physical processes that have generally been previously altogether neglected (station motions) must now be taken into consideration. The problem of modeling functions of time or space, or at least their values at observation points (epochs) is explored. When the nature of the function to be modeled is unknown. The need to include a limited number of terms and to a priori decide upon a specific form may result in a representation which fails to sufficiently approximate the unknown function. An alternative approach of increasing application is the modeling of unknown functions as stochastic processes.

Dermanis, A.↗
NASA NTRS1982

Advanced reliability modeling of fault-tolerant computer-based systems

Two methodologies for the reliability assessment of fault tolerant digital computer based systems are discussed. The computer-aided reliability estimation 3 (CARE 3) and gate logic software simulation (GLOSS) are assessment technologies that were developed to mitigate a serious weakness in the design and evaluation process of ultrareliable digital systems. The weak link is based on the unavailability of a sufficiently powerful modeling technique for comparing the stochastic attributes of one system against others. Some of the more interesting attributes are reliability, system survival, safety, and mission success.

Bavuso, S. J.↗
NASA NTRS1982

Study of sensor spectral responses and data processing algorithms and architectures for onboard feature identification

A computational model of the deterministic and stochastic processes involved in remote sensing is used to study spectral feature identification techniques for real-time onboard processing of data acquired with advanced earth-resources sensors. Preliminary results indicate that: Narrow spectral responses are advantageous; signal normalization improves mean-square distance (MSD) classification accuracy but tends to degrade maximum-likelihood (MLH) classification accuracy; and MSD classification of normalized signals performs better than the computationally more complex MLH classification when imaging conditions change appreciably from those conditions during which reference data were acquired. The results also indicate that autonomous categorization of TM signals into vegetation, bare land, water, snow and clouds can be accomplished with adequate reliability for many applications over a reasonably wide range of imaging conditions. However, further analysis is required to develop computationally efficient boundary approximation algorithms for such categorization.

Huck, F. O.↗