Some applications of stochastic differential equations to optimal nonlinear filtering.
Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
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Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
Tree cover delineation is a useful instrument in deriving Above Ground Biomass (AGB) density estimates from Very High Resolution (VHR) airborne imagery data. Numerous algorithms have been designed to address this problem, but most of them do not scale to these datasets, which are of the order of terabytes. In this paper, we present a semi-automated probabilistic framework for the segmentation and classification of 1-m National Agriculture Imagery Program (NAIP) for tree-cover delineation for the whole of Continental United States, using a High Performance Computing Architecture. Classification is performed using a multi-layer Feedforward Backpropagation Neural Network and segmentation is performed using a Statistical Region Merging algorithm. The results from the classification and segmentation algorithms are then consolidated into a structured prediction framework using a discriminative undirected probabilistic graphical model based on Conditional Random Field, which helps in capturing the higher order contextual dependencies between neighboring pixels. Once the final probability maps are generated, the framework is updated and re-trained by relabeling misclassified image patches. This leads to a significant improvement in the true positive rates and reduction in false positive rates. The tree cover maps were generated for the whole state of California, spanning a total of 11,095 NAIP tiles covering a total geographical area of 163,696 sq. miles. The framework produced true positive rates of around 88% for fragmented forests and 74% for urban tree cover areas, with false positive rates lower than 2% for both landscapes. Comparative studies with the National Land Cover Data (NLCD) algorithm and the LiDAR canopy height model (CHM) showed the effectiveness of our framework for generating accurate high-resolution tree-cover maps.
Coupled process–microstructure–property modeling, and understanding the sources of uncertainty and their propagation toward error in part property prediction, are key steps toward full utilization of additive manufacturing (AM) for predictable quality part development. The OpenFOAM model for process conditions, the ExaCA model for as-solidified grain structure, and the ExaConstit model for constitutive mechanical properties are used as part of the ExaAM modeling framework to examine a few of the various sources of uncertainty in the modeling workflow. In addition to “random” uncertainty (due to random number generation in the orientations and locations of grains present), the heterogeneous nucleation density N 0 and the mean substrate grain spacing S 0 are varied to examine their impact of grain area development as a function of build height in the simulated microstructure. While mean grain area after 1 mm of build is found to be sensitive to N 0 and S 0 , particularly at small N 0 and large S 0 (despite some convergence toward similar values), the resulting grain shapes and overall textures develop in a reasonably similar manner. As a result of these similar textures, ExaConstit simulation using ExaCA representative volume elements (RVEs) from various permutations of N 0 , S 0 , and location within the build resulted in similar yield stress, stress–strain curve shape, and stress triaxiality distributions. It is concluded that for this particular material and scan pattern, 15 layers is sufficient for ExaCA texture and ExaConstit predicted properties to become relatively independent of additional layer simulation, provided that reasonable estimates for N 0 and S 0 are used. However, additional layers of ExaCA will need to be run to obtain mean grain areas independent of build height and baseplate structure.
Turbine blades in rocket and jet engine turbomachinery experience enormous harmonic loading conditions. These loads result from the integer number of upstream and downstream stator vanes as well as the other turbine stages. Assessing the blade structural integrity is a complex task requiring an initial characterization of whether resonance is possible and then performing a forced response analysis if that condition is met. The standard technique for forced response analysis in rocket engines is to decompose a CFD-generated flow field into its harmonic components, and to then perform a frequency response analysis at the problematic natural frequencies. Recent CFD analysis and water-flow testing at NASA/MSFC, though, indicates that this technique may miss substantial harmonic and non-harmonic excitation sources that become present in complex flows. A substantial effort has been made to account for this denser spatial Fourier content in frequency response analysis (described in another paper by the author), but the question still remains whether the frequency response analysis itself is capable of capturing the excitation content sufficiently. Two studies comparing frequency response analysis with transient response analysis, therefore, of bladed-disks undergoing this complex flow environment have been performed. The first is of a bladed disk with each blade modeled by simple beam elements. Six loading cases were generated by varying a baseline harmonic excitation in different ways based upon cold-flow testing from Heritage Fuel Air Turbine Test. It was hypothesized that the randomness and other variation from the standard harmonic excitation would reduce the blade structural response, but the results showed little reduction. The second study was of a realistic model of a bladed-disk excited by the same CFD used in the J2X engine program. It was hypothesized that enforcing periodicity in the CFD (inherent in the frequency response technique) would overestimate the response. The results instead showed that the transient analysis results were up to 10% higher for "clean" nodal diameter excitations and six times larger for "messy" excitations, where substantial Fourier content around the main harmonic exists. Because the bulk of resonance problems are due to the "clean" excitations, a 10% underprediction is not necessarily a problem, especially since the average response in the transient is similar to the frequency response result, and so in a realistic finite life calculation, the life would be same. However, in the rare cases when the "messy" excitations harmonics are identified as the source of potential resonance concerns, this research does indicate that frequency response analysis is inadequate for accurate characterization of blade structural capability.
Almost all nuclear power plants in the United States are operating past their intended lifetimes or are requesting lifetime extensions. Therefore, understanding changes to the concrete containment structure over time is crucial to evaluate the structure’s continued viability. Concrete materials are heterogeneous particulate composites that exhibit viscoelastic material properties, which can lead to slow deformation over time, causing stress redistribution and the potential for creep cracking. A code to generate random, three dimensional (3D) concrete microstructures has been developed and paired with finite element analysis to predict the long-term viscoelastic properties of concrete. Data from these simulations are used to develop constitutive equations for the viscoelastic behavior of the homogenized concrete. The codes in this work are used to virtualize laboratory experiments, to obtain long-term creep data in a faster, cheaper manner. To validate this work, the simulated creep behavior of concrete is compared to 800 d of experimental data that has been extended to 27 y of data using the Time-Temperature superposition (TTS) principal. Excellent agreement between the simulation results and experimental data is seen.
This manuscript describes a synthetic strategy and structure–property investigation of unprecedented phosphonium-based zwitterionic homopolymers (polyzwitterions) and random copolymers (zwitterionomers). Free radical polymerization of 4-(diphenylphosphino)styrene (DPPS) provided neutral polymers containing reactive triarylphosphines. Quantitative postpolymerization alkylation of these pendant functionalities generated a library of polymers containing various concentrations of neutral phosphines, phosphonium ions, and phosphonium sulfobetaine zwitterions. The zwitterionic homo- and copolymers exhibited significantly higher glass transition temperatures (T g ) and enhanced mechanical reinforcement in comparison to neutral and phosphonium analogues. These changes in T g and mechanical properties were attributed to nanoscale morphological domains, which formed due to electrostatic interactions between zwitterionic groups, as revealed by X-ray scattering and broadband dielectric spectroscopy (BDS). BDS revealed increased static dielectric constants (>25) for the phosphonium zwitterionomers compared to ionomeric or neutral analogues. These high static dielectric constants for the solvent-free polyzwitterions supported their stronger polarization response in comparison with polymers containing neutral phosphines and phosphonium ions, and these interactions accounted for morphological differences and enhanced mechanical behavior. This work describes a versatile strategy for modulating electrostatic interactions with tunable mechanical properties for an unprecedented family of zwitterionic polymers.
The development of a probabilistic structural analysis methodology (PSAM) is described. In the near-term, the methodology will be applied to designing critical components of the next generation space shuttle main engine. In the long-term, PSAM will be applied very broadly, providing designers with a new technology for more effective design of structures whose character and performance are significantly affected by random variables. The software under development to implement the ideas developed in PSAM resembles, in many ways, conventional deterministic structural analysis code. However, several additional capabilities regarding the probabilistic analysis makes the input data requirements and the resulting output even more complex. As a result, an intelligent front- and back-end to the code is being developed to assist the design engineer in providing the input data in a correct and appropriate manner. The type of knowledge that this entails is, in general, heuristically-based, allowing the fairly well-understood technology of production rules to apply with little difficulty. However, the PSAM code, called NESSUS, is written in FORTRAN-77 and runs on a DEC VAX. Thus, the associated expert system, called NESSUS/EXPERT, must run on a DEC VAX as well, and integrate effectively and efficiently with the existing FORTRAN code. This paper discusses the process undergone to select a suitable tool, identify an appropriate division between the functions that should be performed in FORTRAN and those that should be performed by production rules, and how integration of the conventional and AI technologies was achieved.
Intense lasers can easily drive nonadiabatic transitions of excited electron wave packets across the Brillouin zones, thus transition dipole moments (TDM) between energy bands of solids should be continuous, satisfying crystal symmetry, and periodic at zone boundaries. While current ab initio algorithms are powerful in calculating band structures of solids, they all introduced random phases into the eigenfunctions at each crystal momentum k. In this work, we show how to choose a “smooth-periodic” gauge where TDMs can be smooth versus k, preserving crystal symmetry, as well as maintaining periodic at boundaries. The symmetry properties of TDMs with respect to k ensure the absence of even-order harmonics from MgO with inversion symmetry, while the TDM in the “smooth-periodic” gauge for broken-symmetry ZnO is responsible for even harmonics that were underestimated in previous simulations. These results reveal the importance of correctly treating the complex TDMs that satisfy crystal symmetry and continuous across zone boundaries in nonlinear laser-solid interactions, which has been elusive in most theories so far.
In the field of metamaterial research, random structures offer a novel and less conventional approach compared to traditional periodic designs. Designing random metamaterials is challenging when it comes to ensuring intercon- nectivity, which is essential for manufacturability. This study introduces an innovative framework for generating random metamaterials using graph al- gorithms, ensuring connectivity and adaptability across various base shapes, including cylinders, triangles, pyramids, and cubes. By employing graph algorithms, our framework enhances the intuitiveness and efficiency of de- sign representation and manipulation, streamlining the design process. The framework generates families of designs that exhibit a wide range of prop- erty magnitudes that can be adjusted intuitively by modifying the input parameters. The rapid design process allows many designs to be generated, offering the user a multitude of solutions around the target property range. The designs can be effectively implemented in various fields and subjected to diverse analytical studies, including static, dynamic, and eigenfrequency assessments. We illustrate computational results for two key properties (stiff- ness and acoustic impedance), showcasing the method’s effectiveness through examples ranging from rod-based to cube-based designs. Here, the framework not only advances metamaterial research but also creates new opportunities for innovation in fields requiring customized material properties.
A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.
The current project developed a novel HT-CALPHAD/DFT approach, which can quickly design new high-performance structural alloys for the application of FE power plants. The PI will mainly take charge of high-throughput DFT simulations and computational thermodynamics of the selected multicomponent alloy systems for the FE power plant applications. At the end of the project, a novel hybrid model based on high throughput CALPHAD/DFT simulations and computational thermodynamics will be developed to provide guidance on how to identify multi-component new high-performance structural alloys with much less computational effort needed. It will address the extensive computation time needed for DFT on the new alloys design. In addition, it will also address the well-known headache of DFT, i.e. how to make the accurate prediction of the high-temperature equilibria. The novel hybrid model the PI proposed will not only be applied to the design of high-performance structural alloys in FE power plants but in many different applications, such as nuclear reactors. This hybrid modeling approach includes four sections: 1) HT-CALPHAD modeling of Al-Co-Cr-Ni-Fe system with FCC and BCC phase. In this section, 3561 non-equiatomic compositions were randomly generated in order to investigate the phase stability of single FCC and BCC phases. Meanwhile, we proposed a data screening procedure to screen out the good candidates within these compositions, considering the temperature range, average density, and melting temperature, etc. 2) Investigation of FCC-Cr lattice stability in Fe-Cr system. We systematically assessed the reliability of FCC-Cr lattice stability derived by DFT and CALPHAD approaches. Meanwhile, the Fe-Cr binary system was chosen as a case study to verify the Cr lattice stability obtained by both approaches. 3) High-throughput DFT modeling on elastic properties of Al-Co-Cr-Ni-Fe systems. We predicted and established the FCC quinary elastic constant database of the Al-Co-Cr-Fe-Ni systems at 0K by using special quasi-random structure (SQS) approach. The predictions will start with pure elements of Al-Co-Cr-Fe-Ni system and will be continued with binaries, ternaries, quaternaries, and finally the quinary compositions. 3) Modeling of temperature-dependent elastic properties in Al-Co-Cr-Ni-Fe systems. In this part, we predict the thermal expansion coefficient and elastic stiffness coefficient as a function of temperature by applying quasiharmonic approximation. With this approach, the elastic properties of HEAs at elevate temperature can be estimated.
Here, we present a novel minimum entropy control algorithm for a class of stochastic nonlinear systems subjected to non-Gaussian noises. The entropy control can be considered as an optimization problem for the system randomness attenuation, but the mean value has to be considered separately. To overcome this disadvantage, a new representation of the system stochastic properties was given using the cumulant-generating function based on the moment-generating function, in which the mean value and the entropy was reflected by the shape of the cumulant-generating function. Based on the samples of the system output and control input, a time-variant linear model was identified, and the minimum entropy optimization was transformed to system stabilization. Then, an optimal control strategy was developed to achieve the randomness attenuation, and the boundedness of the controlled system output was analyzed. The effectiveness of the presented control algorithm was demonstrated by a numerical example. In this paper, a data-driven minimum entropy design is presented without pre-knowledge of the system model; entropy optimization is achieved by the system stabilization approach in which the stochastic distribution control and minimum entropy are unified using the same identified structure; and a potential framework is obtained since all the existing system stabilization methods can be adopted to achieve the minimum entropy objective.
Existing methods for generating synthetic genotype data are ill-suited for replicating the effects of assortative mating (AM). We propose rb_dplr, a novel and computationally efficient algorithm for generating high-dimensional binary random variates that effectively recapitulates AM-induced genetic architectures using the Bahadur order-2 approximation of the multivariate Bernoulli distribution. The rBahadur R library is available through the Comprehensive R Archive Network at https://CRAN.R-project.org/package=rBahadur.
One of the desirable properties of a pseudorandom number generator is that the sequence of numbers it generates should have very low autocorrelation for all shifts except for zero shift and those that are multiples of its cycle length. Due to the simple methods of constructing random numbers, the ideal is often not quite fulfilled. A simple method of examining any random generator for previously unsuspected regularities is discussed. Once they are discovered it is often easy to derive the mathematical relationships, which describe the mathematical relationships, which describe the regular behavior. As examples, it is shown that high correlation exists in mixed and multiplicative congruential random number generators and prime moduli Lehmer generators for shifts a fraction of their cycle lengths.
Pairs of colocated piezoelectric transducers, independently controlled by multichannel adaptive controller, employed as actuators and sensors to achieve simultaneous attenuation of both extensional and flexural motion. Single pair used to provide simultaneous control of flexural and extensional waves, or two pairs used to control torsional motion also. Capability due to nature of piezoelectric transducers, when bonded to surfaces of structures and activated by oscillating voltages, generate corresponding oscillating distributions of stresses in structures. Phases and amplitudes of actuator voltages adjusted by controller to impede flow of vibrational energy simultaneously, in waves of various forms, beyond locations of actuators. Concept applies equally to harmonic or random response of structure and to multiple responses of structure to transverse bending, torsion, and compression within structural element. System has potential for many situations in which predominant vibration transmission path through framelike structure.
We investigate the induced superconducting pair correlations in junctions between a conventional spin-singlet s-wave superconductor and a disordered normal metal. Decomposing the pair amplitude based on its symmetries in the time domain, we demonstrate that the odd-time, or equivalently odd-frequency, spin-singlet p-wave correlations are both significant in size and entirely robust against random nonmagnetic disorder. We find that these odd-frequency correlations can even be generated by disorder. Our results show that anisotropic odd-frequency pairing represent an important fraction of the proximity-induced correlations in disordered superconducting hybrid structures.
The U.S. Department of Energy (DOE), Lockheed Martin (LM), and NASA Glenn Research Center (GRC) have been developing the Stirling Radioisotope Generator (SRG110) for use as a power system for space science missions. The launch environment enveloping potential missions results in a random input spectrum that is significantly higher than historical RPS launch levels and is a challenge for designers. Analysis presented in prior work predicted that tailoring the compliance at the generator-spacecraft interface reduced the dynamic response of the system thereby allowing higher launch load input levels and expanding the range of potential generator missions. To confirm analytical predictions, a dynamic simulator representing the generator structure, Stirling convertors and heat sources was designed and built for testing with and without a compliant interface. Finite element analysis was performed to guide the generator simulator and compliant interface design so that test modes and frequencies were representative of the SRG110 generator. This paper presents the dynamic simulator design, the test setup and methodology, test article modes and frequencies and dynamic responses, and post-test analysis results. With the compliant interface, component responses to an input environment exceeding the SRG110 qualification level spectrum were all within design allowables. Post-test analysis included finite element model tuning to match test frequencies and random response analysis using the test input spectrum. Analytical results were in good overall agreement with the test results and confirmed previous predictions that the SRG110 power system may be considered for a broad range of potential missions, including those with demanding launch environments.
A characteristic feature of “quantum chaotic” systems is that their eigenspectra and eigenstates display universal statistical properties described by random matrix theory (RMT). However, eigenstates of local systems also encode structure beyond RMT. To capture this feature, we introduce a framework that allows us to compare the properties of eigenstates in local systems with those of pure random states. In particular, our framework defines a notion of distance between quantum state ensembles that utilizes the Kullback-Leibler divergence to compare the microcanonical distribution of entanglement entropy (EE) of eigenstates with a reference RMT distribution generated by pure random states (with appropriate constraints). This notion gives rise to a quantitative metric for quantum chaos that not only accounts for averages of the distributions but also higher moments. The differences in moments are compared on a highly resolved scale set by the standard deviation of the RMT distribution, which is exponentially small in system size. As a result, the metric can distinguish between chaotic and integrable behaviors and, in addition, quantify and compare the of chaos (in terms of proximity to RMT behavior) between two systems that are assumed to be chaotic. We implement our framework in local, minimally structured, Floquet random circuits, as well as a canonical family of many-body Hamiltonians, the mixed-field Ising model (MFIM). Importantly, for Hamiltonian systems, we find that the reference random distribution must be appropriately constrained to incorporate the effect of energy conservation in order to describe the ensemble properties of midspectrum eigenstates. The metric captures deviations from RMT across all models and parameters, including those that have been previously identified as strongly chaotic, and for which other diagnostics of chaos such as level spacing statistics look strongly thermal. In Floquet circuits, the dominant source of deviations is the second moment of the distribution, and this persists for all system sizes. For the MFIM, we find significant variation of the KL divergence in parameter space. Notably, we find a small region where deviations from RMT are minimized, suggesting that “maximally chaotic” Hamiltonians may exist in fine-tuned pockets of parameter space. Published by the American Physical Society 2024