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At least 109 records · Page 6

Hypervelocity Impact Test Fragment Modeling: Modifications to the Fragment Rotation Analysis and Lightcurve Code

Hypervelocity impact tests on test satellites are performed by members of the orbital debris scientific community in order to understand and typify the on-orbit collision breakup process. By analysis of these test satellite fragments, the fragment size and mass distributions are derived and incorporated into various orbital debris models. These same fragments are currently being put to new use using emerging technologies. Digital models of these fragments are created using a laser scanner. A group of computer programs referred to as the Fragment Rotation Analysis and Lightcurve code uses these digital representations in a multitude of ways that describe, measure, and model on-orbit fragments and fragment behavior. The Dynamic Rotation subroutine generates all of the possible reflected intensities from a scanned fragment as if it were observed to rotate dynamically while in orbit about the Earth. This calls an additional subroutine that graphically displays the intensities and the resulting frequency of those intensities as a range of solar phase angles in a Probability Density Function plot. This document reports the additions and modifications to the subset of the Fragment Rotation Analysis and Lightcurve concerned with the Dynamic Rotation and Probability Density Function plotting subroutines.

Gouge, Michael F.↗

On the use of the noncentral chi-square density function for the distribution of helicopter spectral estimates

A probability density function for the variability of ensemble averaged spectral estimates from helicopter acoustic signals in Gaussian background noise was evaluated. Numerical methods for calculating the density function and for determining confidence limits were explored. Density functions were predicted for both synthesized and experimental data and compared with observed spectral estimate variability.

Garber, Donald P.↗

Weighted greedy-optimal design of computer experiments for kernel-based and Gaussian process model emulation and calibration

This article is concerned with the approximation of high-dimensional functions by kernel-based methods. Motivated by uncertainty quantification, which often necessitates the construction of approximations that are accurate with respect to a probability density function of random variables, we aim at minimizing the approximation error with respect to a weighted $L^p$-norm. We present a greedy procedure for designing computer experiments based upon a weighted modification of the pivoted Cholesky factorization. The method successively generates nested samples with the goal of minimizing error in regions of high probability. Numerical experiments validate that this new importance sampling strategy is superior to other sampling approaches, especially when used with non-product probability density functions. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data.

97 MATHEMATICS AND COMPUTING↗

Force Density Function Relationships in 2-D Granular Media

An integral transform relationship is developed to convert between two important probability density functions (distributions) used in the study of contact forces in granular physics. Developing this transform has now made it possible to compare and relate various theoretical approaches with one another and with the experimental data despite the fact that one may predict the Cartesian probability density and another the force magnitude probability density. Also, the transforms identify which functional forms are relevant to describe the probability density observed in nature, and so the modified Bessel function of the second kind has been identified as the relevant form for the Cartesian probability density corresponding to exponential forms in the force magnitude distribution. Furthermore, it is shown that this transform pair supplies a sufficient mathematical framework to describe the evolution of the force magnitude distribution under shearing. Apart from the choice of several coefficients, whose evolution of values must be explained in the physics, this framework successfully reproduces the features of the distribution that are taken to be an indicator of jamming and unjamming in a granular packing. Key words. Granular Physics, Probability Density Functions, Fourier Transforms

Youngquist, Robert C.↗

A Novel Data-based Stochastic Distribution Control for Non-Gaussian Stochastic Systems

In this note, we present a novel data-based approach to investigate the non-Gaussian stochastic distribution control problem. As the motivation of this note, the existing methods have been summarised regarding to the drawbacks, for example, neural network weights training for unknown stochastic distribution and so on. To overcome these disadvantages, a new transformation for dynamic probability density function is given by kernel density estimation using interpolation. Based upon this transformation, a representative model has been developed while the stochastic distribution control problem has been transformed into an optimisation problem. Then, data-based direct optimisation and identification-based indirect optimisation have been proposed. In addition, the convergences of the presented algorithms are analysed and the effectiveness of these algorithms has been evaluated by numerical examples. In summary, the contributions of this note are as follows: 1) a new data-based probability density function transformation is given; 2) the optimisation algorithms are given based on the presented model; and 3) a new research framework is demonstrated as the potential extensions to the existing stochastic distribution control.

42 ENGINEERING↗

Use of a priori statistics to minimize acquisition time for RFI immune spread spectrum systems

The optimum acquisition sweep strategy was determined for a PN code despreader when the a priori probability density function was not uniform. A psuedo noise spread spectrum system was considered which could be utilized in the DSN to combat radio frequency interference. In a sample case, when the a priori probability density function was Gaussian, the acquisition time was reduced by about 41% compared to a uniform sweep approach.

Holmes, J. K.↗

Nonlinear Attitude Filtering Methods

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

F Landis Markley↗

The Vertical Distribution of Thin Features Over the Arctic Analysed from CALIPSO Observations: Optically Thin Clouds - Part 1

Clouds play a crucial role in the Arctic climate system. Therefore, it is essential to accurately and reliably quantify and understand cloud properties over the Arctic. It is also important to monitor and attribute changes in Arctic clouds. Here, we exploit the capability of the CALIPSO-CALIOP instrument and provide comprehensive statistics of tropospheric thin clouds, otherwise extremely difficult to monitor from passive satellite sensors.We use 4 yr of data (June 2006.May 2010) over the circumpolar Arctic, here defined as 67-82 deg. N, and characterize probability density functions of cloud base and top heights, geometrical thickness and zonal distribution of such cloud layers, separately for water and ice phases, and discuss seasonal variability of these properties. When computed for the entire study area, probability density functions of cloud base and top heights and geometrical thickness peak at 200-400, 1000-2000 and 400-800 m, respectively, for thin water clouds, while for ice clouds they peak at 6-8, 7-9 and 400-1000 m, respectively. In general, liquid clouds were often identified below 2 km during all seasons, whereas ice clouds were sensed throughout the majority of the upper troposphere and also, but to a smaller extent, below 2 km for all seasons.

DeVasthale, Abhay↗

Probabilistic Aeroelastic Analysis Developed for Turbomachinery Components

Aeroelastic analyses for advanced turbomachines are being developed for use at the NASA Glenn Research Center and industry. However, these analyses at present are used for turbomachinery design with uncertainties accounted for by using safety factors. This approach may lead to overly conservative designs, thereby reducing the potential of designing higher efficiency engines. An integration of the deterministic aeroelastic analysis methods with probabilistic analysis methods offers the potential to design efficient engines with fewer aeroelastic problems and to make a quantum leap toward designing safe reliable engines. In this research, probabilistic analysis is integrated with aeroelastic analysis: (1) to determine the parameters that most affect the aeroelastic characteristics (forced response and stability) of a turbomachine component such as a fan, compressor, or turbine and (2) to give the acceptable standard deviation on the design parameters for an aeroelastically stable system. The approach taken is to combine the aeroelastic analysis of the MISER (MIStuned Engine Response) code with the FPI (fast probability integration) code. The role of MISER is to provide the functional relationships that tie the structural and aerodynamic parameters (the primitive variables) to the forced response amplitudes and stability eigenvalues (the response properties). The role of FPI is to perform probabilistic analyses by utilizing the response properties generated by MISER. The results are a probability density function for the response properties. The probabilistic sensitivities of the response variables to uncertainty in primitive variables are obtained as a byproduct of the FPI technique. The combined analysis of aeroelastic and probabilistic analysis is applied to a 12-bladed cascade vibrating in bending and torsion. Out of the total 11 design parameters, 6 are considered as having probabilistic variation. The six parameters are space-to-chord ratio (SBYC), stagger angle (GAMA), elastic axis (ELAXS), Mach number (MACH), mass ratio (MASSR), and frequency ratio (WHWB). The cascade is considered to be in subsonic flow with Mach 0.7. The results of the probabilistic aeroelastic analysis are the probability density function of predicted aerodynamic damping and frequency for flutter and the response amplitudes for forced response.

Reddy, T. S. R.↗

Progress in the development of PDF turbulence models for combustion

A combined Monte Carlo-computational fluid dynamic (CFD) algorithm was developed recently at Lewis Research Center (LeRC) for turbulent reacting flows. In this algorithm, conventional CFD schemes are employed to obtain the velocity field and other velocity related turbulent quantities, and a Monte Carlo scheme is used to solve the evolution equation for the probability density function (pdf) of species mass fraction and temperature. In combustion computations, the predictions of chemical reaction rates (the source terms in the species conservation equation) are poor if conventional turbulence modles are used. The main difficulty lies in the fact that the reaction rate is highly nonlinear, and the use of averaged temperature produces excessively large errors. Moment closure models for the source terms have attained only limited success. The probability density function (pdf) method seems to be the only alternative at the present time that uses local instantaneous values of the temperature, density, etc., in predicting chemical reaction rates, and thus may be the only viable approach for more accurate turbulent combustion calculations. Assumed pdf's are useful in simple problems; however, for more general combustion problems, the solution of an evolution equation for the pdf is necessary.

Hsu, Andrew T.↗

Effects of baryonic feedback on the cosmic web

Here, we study the effect of baryons on the cosmic web—halos, filaments, walls, and voids. To do so, we apply a modified version of NEXUS, a cosmic web morphological analysis algorithm, to the IllustrisTNG simulations. We find that halos lose more than 10% of their mass due to baryons, mostly to filaments and a small portion to walls and voids. However, the mass transfer does not significantly shift the boundaries of structures, leaving the volume fractions of the cosmic structures largely unaffected. We quantify the effects of baryonic feedback on the power spectrum and the probability density function of the density field for individual cosmic structures. For the power spectrum, most suppression due to feedback can be accounted for by including M ≥ 10 12 M ⊙ /h halos, without considering other cosmic structures. However, when examining the probability density function of the density field, we find nearly 100% suppression of the emptiest regions and 10%-level effects (boost or suppression) in the remaining regions of filaments, walls, and voids. Our results indicate the importance of modeling the effects of baryons in the whole cosmic web, not just halos, for cosmological analysis beyond two-point statistics or field-based inferences.

79 ASTRONOMY AND ASTROPHYSICS↗

Position-dependent matter density probability distribution function

Here, we introduce the position-dependent probability distribution function (PDF) of the smoothed matter field as a cosmological observable. In comparison to the PDF itself, the spatial variation of the position-dependent PDF is simpler to model and has distinct dependence on cosmological parameters. We demonstrate that the position-dependent PDF is characterized by variations in the local mean density, and we compute the linear response of the PDF to the local density using separate universe N-body simulations. The linear response of the PDF to the local density field can be thought of as the linear bias of regions of the matter field selected based on density. We provide a model for the linear response, which accurately predicts our simulation measurements. We also validate our results and test the separate universe consistency relation for the local PDF using global universe simulations. We find excellent agreement between the two, and we demonstrate that the separate universe method gives a lower variance determination of the linear response.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Modeling of Cavity Residence Time via Modeled Lagrangian Particle Tracking

One of the critical components in a scramjet is the cavity flame holder. In evaluating the sizing of this component, the residence time of the fuel in the cavity is a common parameter used. However, to obtain the residence time via CFD is an expensive undertaking. One method is to perform an LES simulation of the cavity and use Lagrangian particle tracking to obtain both the mean and probability density function of the time that the particles remain in the cavity. While this method affords a significant amount of information, it is very costly in CPU run time. A simpler method involves performing a time accurate RANS simulation of the cavity, and when converged, overlay a traceable scalar in the cavity region, and then record the decay of this scalar’s flux at a downstream location. The time scale of the decay rate can then be estimated and a residence time inferred. This method is less computationally expensive than the LES approach, but still requires a time-accurate solution while only providing a mean cavity residence time evaluation. In this paper a method of determining the mean cavity residence time as well as the Probability Density Function (PDF) of the residence time is proposed and demonstrated. This method is based on Lagrangian particle tracking modeled by the Generalized Langevin Equation and is implemented as a post-processing step for a steady RANS solution. Computational cost is on the order of minutes and the results are in agreement with values obtained by the LES and scalar decay methods.

Langevin↗

Efficient Calibration of Expensive Computational Models

Accounting for uncertainty when calibrating expensive computational models is a common challenge faced by scientists and engineers. Often Bayesian techniques are adopted to estimate a probability density function over the model parameters given noisy empirical data. The methods used to perform this type of probabilistic calibration are computationally prohibitive in that they require a large number of evaluations of the expensive model. In these cases, surrogate modeling -- that is, using a fast-to-evaluate, lower fidelity stand-in for the original computational model -- may be the only option to alleviate this computational burden. However, the upfront cost of generating training data to build a surrogate model can itself be expensive. As such, it is important to be judicious when selecting training points at which the full-fidelity model is evaluated. Here, an active learning approach is proposed that enables efficient selection of training points using approximate samples of the calibrated parameter probability density function. In this way, the training points can be concentrated in regions where the calibration algorithm requires high model accuracy.

active learning↗

Nonparametric maximum likelihood estimation of probability densities by penalty function methods

When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.

Demontricher, G. F.↗

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗

Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations

Predictive modeling typically relies on Bayesian model calibration to provide uncertainty quantification. Variational inference utilizing fully independent (“mean-field”) Gaussian distributions are often used as approximate probability density functions. This simplification is attractive since the number of variational parameters grows only linearly with the number of unknown model parameters. However, the resulting diagonal covariance structure and unimodal behavior can be too restrictive to provide useful approximations of intractable Bayesian posteriors that exhibit highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors for these problems can be obtained by considering the family of Gaussian mixtures. Gaussian mixtures are capable of capturing multiple modes and approximating any distribution to an arbitrary degree of accuracy, while maintaining some analytical tractability. Unfortunately, variational inference using Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. The existence of multiple local minima due to strong nonconvex trends in the loss functions often associated with variational inference present additional complications, These challenges motivate the need for robust initialization procedures to improve the performance and computational scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with a global optimization stage in model parameter space. In this step, local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace approximation. Finally, the mixture weights are determined through constrained least squares regression. The robustness and scalability of the proposed methodology is demonstrated through application to an ensemble of synthetic tests using high-dimensional, multimodal probability density functions. Here, the practical aspects of the approach are demonstrated with inversion problems in structural dynamics.

97 MATHEMATICS AND COMPUTING↗

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↗