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At least 109 records · Page 6

Probabilistic Analysis and Density Parameter Estimation Within Nessus

This NASA educational grant has the goal of promoting probabilistic analysis methods to undergraduate and graduate UTSA engineering students. Two undergraduate-level and one graduate-level course were offered at UTSA providing a large number of students exposure to and experience in probabilistic techniques. The grant provided two research engineers from Southwest Research Institute the opportunity to teach these courses at UTSA, thereby exposing a large number of students to practical applications of probabilistic methods and state-of-the-art computational methods. In classroom activities, students were introduced to the NESSUS computer program, which embodies many algorithms in probabilistic simulation and reliability analysis. Because the NESSUS program is used at UTSA in both student research projects and selected courses, a student version of a NESSUS manual has been revised and improved, with additional example problems being added to expand the scope of the example application problems. This report documents two research accomplishments in the integration of a new sampling algorithm into NESSUS and in the testing of the new algorithm. The new Latin Hypercube Sampling (LHS) subroutines use the latest NESSUS input file format and specific files for writing output. The LHS subroutines are called out early in the program so that no unnecessary calculations are performed. Proper correlation between sets of multidimensional coordinates can be obtained by using NESSUS' LHS capabilities. Finally, two types of correlation are written to the appropriate output file. The program enhancement was tested by repeatedly estimating the mean, standard deviation, and 99th percentile of four different responses using Monte Carlo (MC) and LHS. These test cases, put forth by the Society of Automotive Engineers, are used to compare probabilistic methods. For all test cases, it is shown that LHS has a lower estimation error than MC when used to estimate the mean, standard deviation, and 99th percentile of the four responses at the 50 percent confidence level and using the same number of response evaluations for each method. In addition, LHS requires fewer calculations than MC in order to be 99.7 percent confident that a single mean, standard deviation, or 99th percentile estimate will be within at most 3 percent of the true value of the each parameter. Again, this is shown for all of the test cases studied. For that reason it can be said that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ; furthermore, the newest LHS module is a valuable new enhancement of the program.

Godines, Cody R.↗

A Multi-Fidelity Gaussian Process Regression Method for Probabilistic Wind Farm Power Curve Estimation

Accurate estimation of the power curve for wind turbines or wind farms is crucial to ensure their efficient operation and management. However, conventional methods for power curve estimation rely either on expensive and infrequent measurements or on low-quality numerical simulations. Moreover, the majority of previous studies on power curve estimation for wind turbines or wind farms focused on deterministic estimation, which provides a point estimate of the relationship between wind speed and power generation. Nevertheless, the deterministic approach fails to consider the inherent uncertainty associated with wind energy production resulting from varying turbine characteristics. This can lead to inaccurate power generation estimation and suboptimal decisions regarding energy management. In this paper, a kernel density estimation (KDE) based Multi-Fidelity Gaussian Process Regression (MFGPR) model is proposed to fuse theoretical power curve data and the ground true measurements to create a mapping of wind speed and wind power. By conducting a case study on an actual wind farm in China, the efficacy of the proposed MFGPR model was demonstrated in characterizing the variability of wind power. The probabilistic MFGPR model was also able to generate confidence intervals that encompassed the measured power, thereby improving the accuracy and confidence in wind power estimation or wind resource assessment. Overall, the proposed MFGPR model offers a reliable approach to integrate high-fidelity ground measurements and theoretical power curve data, resulting in precise wind resource assessment and power estimation.

Gaussian process regression↗

Using Spatial Density to Characterize Volcanic Fields on Mars

We introduce a new tool to planetary geology for quantifying the spatial arrangement of vent fields and volcanic provinces using non parametric kernel density estimation. Unlike parametricmethods where spatial density, and thus the spatial arrangement of volcanic vents, is simplified to fit a standard statistical distribution, non parametric methods offer more objective and data driven techniques to characterize volcanic vent fields. This method is applied to Syria Planum volcanic vent catalog data as well as catalog data for a vent field south of Pavonis Mons. The spatial densities are compared to terrestrial volcanic fields.

Richardson, J. A.↗

Use of robust estimators in parametric classifiers

The parametric approach to density estimation and classifier design is a well studied subject. The parametric approach is desirable because basically it reduces the problem of classifier design to that of estimating a few parameters for each of the pattern classes. The class parameters are usually estimated using maximum-likelihood (ML) estimators. ML estimators are, however, very sensitive to the presence of outliers. Several robust estimators of mean and covariance matrix and their effect on the probability of error in classification are examined. Comments are made about alpha-ranked (alpha-trimmed) estimators.

Safavian, S. Rasoul↗

Studies on spectral analysis of randomly sampled signals: Application to laser velocimetry data

Spectral analysis is very useful in determining the frequency characteristics of many turbulent flows, for example, vortex flows, tail buffeting, and other pulsating flows. It is also used for obtaining turbulence spectra from which the time and length scales associated with the turbulence structure can be estimated. These estimates, in turn, can be helpful for validation of theoretical/numerical flow turbulence models. Laser velocimetry (LV) is being extensively used in the experimental investigation of different types of flows, because of its inherent advantages; nonintrusive probing, high frequency response, no calibration requirements, etc. Typically, the output of an individual realization laser velocimeter is a set of randomly sampled velocity data. Spectral analysis of such data requires special techniques to obtain reliable estimates of correlation and power spectral density functions that describe the flow characteristics. FORTRAN codes for obtaining the autocorrelation and power spectral density estimates using the correlation-based slotting technique were developed. Extensive studies have been conducted on simulated first-order spectrum and sine signals to improve the spectral estimates. A first-order spectrum was chosen because it represents the characteristics of a typical one-dimensional turbulence spectrum. Digital prefiltering techniques, to improve the spectral estimates from randomly sampled data were applied. Studies show that the spectral estimates can be increased up to about five times the mean sampling rate.

Sree, David↗

On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.

Uncertainty↗

Reference Correlations for the Density and Viscosity of Molten Alkali and Alkaline Earth Fluoride Salts

While there is a significant body of literature pertaining to thermophysical property measurements of molten salts, there is often a wide degree of variability among independent measurements of the same compounds. As such, the scientific community benefits greatly from an unbiased, independent assessment of duplicate datasets, so that reference correlations which describe these thermophysical properties as functions of temperature can be determined and then commonly used by researchers, scientists, and engineers. With regard to molten fluoride compounds, a significant time has elapsed since density and viscosity reference correlations have been determined; Janz conducted the most recent effort, in 1988, to provide reference correlations for the densities and viscosities of molten fluoride compounds via the National Standard Reference Data System coordinated by the National Bureau of Standards. Since then, new data have been published for molten fluoride compounds, and a new precedent has surfaced for putting forth reference correlations that involve fitting to multiple primary datasets. In this work, reference correlations are put forth for molten alkali and alkaline earth fluoride compounds in an effort to provide updated, improved correlations for general use. For molten alkali fluoride densities, estimated uncertainties with a 95% confidence interval are summarized as follows: LiF (0.63%), NaF (0.48%), KF (0.76%), RbF (0.93%), and CsF (0.75%). For molten alkaline earth fluoride densities, an estimated uncertainty was not able to be quantified for BeF 2 because of limited data; however, estimated uncertainties with a 95% confidence interval are summarized as follows for the remaining alkaline earth fluorides: MgF 2 (1.5%), CaF 2 (0.92%), SrF 2 (1.6%), and BaF 2 (0.23%). For molten alkali fluoride viscosities, uncertainty was not able to be quantified for RbF and CsF because of limited data; however, estimated uncertainties with a 95% confidence interval are summarized as follows for the remaining alkali fluorides: LiF (4.4%), NaF (3.0%), and KF (4.0%). For molten alkaline earth fluoride viscosities, limited consistent data resulted in the recommendation of single datasets (from literature) that are deemed to be the most trustworthy based on the quality of the underlying experimental studies.

Birri, A. [Oak Ridge National Laboratory (ORNL), O↗

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↗

Nebular properties from far-infrared spectrosopy

We describe a semiempirical methodology-based on measurements of far-infrared (FIR) lines-that yields information on electron densities in regions where various ionic species exist, effective temperatures (T(sub eff)) for stars ionizing H II regions, and gas-phase heavy element abundances. Although this capability has long been available via optical data, the special features of FIR lines-relative insensitivity to extinction and electron temperature variations-extend the analysis ability. Several line ratios serve as diagnostics of electron density, N(sub e), probing different ionization conditions and different density regimes. The more N(sub e)-diagnostic observations made, the more reliable will be the deciphering of the actual variation in density throughout a nebula. A method to estimate T(sub eff) from the FIR (N III)/(N II) line ratio requires that the nebula be ionization bounded and that substantially all of the flux from the revevant lines be observed. However, to estimate T(sub eff) by a second method that uses the ratio of FIR (S III)/(O III) lines, an ionization-bounded nebula is a sufficient, but not necessary, condition. These restrictions are unnecessary for estimating densities and heavy element abundances. We show that a fairly general determination of metallicity, via the S/H ratio, may be made for H II regions with observations of just two lines-(S III) 19 micron and a hydrogen recombination line (or appropriate substitute). These techniques are applied to recent FIR data for the G333.6-0.2 H II region, including application to the recently measured (N II) 122 and 205 micron lines.

Rubin, Robert H.↗

A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters

Sensitivity analysis and reliability assessment are two important aspects of structural and system safety. Epistemic uncertainty with respect to probabilistic model of input parameters due to lack of knowledge is present in many scarce-data applications and complicates the characterization of uncertainty in model response. In this article, we present two importance measures to evaluate the impact of distribution parameters on the probability distribution function (PDF) of the output and the failure probability. The epistemic uncertainty associated with the distribution parameters is modeled as random variables. Additionally, a modified extended polynomial chaos expansion (MEPCE) approach is introduced in which aleatory and epistemic random variables are modeled and propagated simultaneously while allowing the separate assessment for any single epistemic variable. A MEPCE-based kernel density estimation (KDE) construction provides a composite map from each epistemic variable to the response PDF. The functional global sensitivity index of the PDF with respect to the distribution parameters is thus derived, as a function of output, which is both more informative and more efficient than standard scalar sensitivity measures. Reliability sensitivity indices can be readily evaluated by integrating the global sensitivity index function over the failure zone. Three illustrative examples are used to demonstrate the proposed methodology.

42 ENGINEERING↗

Improved Data Interpretation through Identification of Time Series Periodicity Changes

Analysis and interpretation of time series data is easiest when the data values occur at uniform intervals in time, but actual data may have differing data sampling frequencies, such as monthly and daily readings. Applying data analysis techniques, such as smoothing, to such a data set may not give a representative result between time segments. The ability to automatically distinguish time segments of differing data frequency would provide a means for applying data analysis independently to each segment, though a suitable blending at segment boundaries would be required. A method for detecting frequency changes was developed and applied to Gaussian and median smoothing of hydraulic head data from groundwater wells at the U.S. Department of Energy Hanford Site in southeastern Washington state. The process identifies time segments of high-frequency (daily) or low-frequency (greater than daily) data using adjusted-bandwidth Gaussian kernel density estimation and a threshold value, which are further refined to address small blocks of low-frequency data within larger blocks of high-frequency data. User-selectable levels of smoothing are then applied independently to the time segments prior to combining the segment results for a single smoothed data set. This time segment identification approach provides effective low- and high-frequency data separation, which provides a method to apply data analysis independently to each time segment.

97 MATHEMATICS AND COMPUTING↗

Cauchy Drag Estimation For Low Earth Orbiters

Recent work on minimum variances estimators based on Cauchy distributions appear relevant to orbital drag estimation. Samples form Cauchy distributions which are part of a class of heavy-tailed distributions, are characterized by long stretches of fairly small variation, punctuated by large variations that are many times larger than could be expected from a Gaussian. Such behavior can occur when solar storms perturb the atmosphere. In this context, the present work describes an embedding of the scalar Idan-Speyer Cauchy Estimator to estimate density corrections, within an Extended Kalman Filter that estimates the state of a low Earth orbiter. In contrast to the baseline Kalman approach, the larger formal errors of the present approach fully and conservatively bound the predictive error distribution, even in the face of unanticipated density disturbances of hundreds of percent.

Low Earth↗

Conformal Hierarchical Simulation-Based Inference with Local Validity

Trustworthy and interpretable uncertainty quantification is a long-standing challenge in artificial intelligence. Simulation-based inference (SBI) comprises a broad swath of approaches for estimating latent parameters with uncertainties. Although flexible neural density estimators in SBI can be remark- ably expressive capturing highly structured, high-dimensional posteriors their credible regions can be badly mis-calibrated and are often only accompanied by heuristic coverage checks. We present the first SBI framework that delivers finite-sample local valid coverage guarantees that hold in the neighborhood of each observation. Our framework can couple any off-the-shelf hierarchical SBI engine with a confor- mal Bayesian post-processing step that operates on the posterior predictive density. A kernel-weighted conformity score adapts the conformal quantile to the local geometry of the data, yielding prediction sets that are simultaneously (i) marginally calibrated, (ii) locally valid, and (iii) hierarchical, handling global and observation-specific parameters in a single pass. Through experiments on synthetic data and benchmarks from neuroscience and physics, we show that our approach attains 1 − α coverage, where prior SBI methods under- or over-cover. Our approach also maintains a competitive, credible set size with minimal computational overhead. Finally, our approach can be used to make predictions on real data and give valid credible regions modulo weight-initialization-based model mis-specification.

Trivedi, Shubhendu [Fermilab]↗

Understanding Asteroid 16 Psyche’s composition through 3D impact crater modeling

Asteroid 16 Psyche is the largest M-type (metallic) Main Belt Asteroid (MBA). Radar albedo data indicate Psyche’s surface is rich in metallic content, but estimates for Psyche’s bulk structure vary widely, with bulk density estimates ranging from 1.4 ± 0.3 g/cm 3 to 4.5 ± 1.4 g/cm 3 and porosity estimates ranging from 30% to 70%. A forthcoming NASA discovery mission will visit Psyche. Narrowing the range of estimated compositions of Psyche prior to mission launch can help to determine the necessary tools for asteroid analysis. Psyche has two large impact structures in its Southern hemisphere, with estimated diameters from 50 km to 70 km and estimated depths up to 6.4 km. In this work, we present results from 2D and 3D hydrocode simulations of the largest of these impact structures. Through quantitative comparison of the simulated crater dimensions with measured values, our models suggest that Psyche is largely composed of porous, metallic material. In addition, to match the crater dimensions, our simulations indicate that the angle of impact was significantly altered from vertical by 45–60 degrees.

79 ASTRONOMY AND ASTROPHYSICS↗

Multi-head physics-informed neural networks for learning functional priors and uncertainty quantification

In numerous applications, the integration of prior knowledge and historical information is essential, particularly for tasks requiring the solution of ordinary or partial differential equations (ODEs/PDEs) in data-sparse or noisy environments. For instance, achieving accurate solutions to time-dependent PDEs with limited initial condition measurements necessitates an effective strategy for embedding prior knowledge. Hard-parameter sharing architectures in neural networks (NNs) have demonstrated success in both traditional and scientific machine learning domains, facilitating the learning of informative representations. Here, in this study, we introduce a novel, yet efficient, method to enhance physics-informed neural networks (PINNs) by incorporating a multi-head structure that enables the learning of functional priors from both empirical data and governing physical laws. This prior information can then be used to address data sparsity and high-level noise in solving ODE/PDE problems with uncertainty quantification (UQ). The approach, termed Multi-Head PINN (MH-PINN), consists of a shared body NN and multiple head NNs, each corresponding to an individual PINN instance. Our framework for functional prior learning is carried out in two stages: (1) training the MH-PINNs to develop a shared body NN alongside multiple head NNs, and (2) employing these trained head NNs to estimate a prior distribution through a normalizing flow-based density estimator. The learned functional prior can then be applied as a regularization mechanism in deterministic contexts or as an informative prior within a Bayesian inference framework, aiding in the resolution of subsequent ODE/PDE tasks. We evaluate the efficacy of MH-PINNs across five benchmark problems, including a high-dimensional parametric PDE, all characterized by data sparsity or substantial noise levels. Our findings reveal that MH-PINNs deliver accurate solutions and robust UQ, demonstrating adaptability across a range of complex and challenging scenarios.

Bayesian inference↗

Non-Parametric Statistical Analysis of Current Waveforms through Power System Sensors

The protection, control, and monitoring of the power grid is not possible without accurate measurement devices. As the percentage of renewable energy sources penetrating the existing grid infrastructure increases, so do uncertainties surrounding their effects on the everyday operation of the power system. Many of these devices are sources of high-frequency transients. These transients may be useful for identifying certain events or behaviors otherwise not seen in traditional analysis techniques. Therefore, the ability of sensors to accurately capture these phenomena is paramount. In this work, two commercial-grade power system distribution sensors are investigated in terms of their ability to replicate high-frequency phenomena by studying their responses to three events: a current inrush, a microgrid “close-in”, and a fault on the terminals of a wind turbine. Kernel density estimation is used to derive the non-parametric probability density functions of these error distributions and their adequateness is quantified utilizing the commonly used root mean square error (RMSE) metric. It is demonstrated that both sensors exhibit characteristics in the high harmonic range that go against the assumption that measurement error is normally distributed.

47 OTHER INSTRUMENTATION↗

Assessment of Molten Eutectic LiF-NaF-KF Density through Experimental Determination and Semiempirical Modeling

Molten salts have favorable material properties for use in high-temperature energy systems, including thermal energy storage systems, concentrating solar power plants, nuclear reactors, and various industrial manufacturing processes. Knowledge of chemical and thermophysical property data is essential for the design and optimization of these systems, yet data are often limited or uncertain for many candidate salts due to the difficulty of thermophysical property measurements at relevant temperatures (e.g., 500–900 °C). Here, the density of molten LiF-NaF-KF eutectic is reassessed through review of previous experimental data, new density measurements from 470 to 800 °C, and semiempirical modeling. Additionally, the density was measured using the displacement technique. Compositional and temperature-dependent density estimates were calculated with a multidimensional Redlich–Kister model. The results of the new experimental measurements agree within 2% of the modeled density of molten eutectic LiF-NaF-KF. The Redlich–Kister model’s prediction shows a near-ideal density behavior for the LiF-NaF-KF system and is promising for the estimation of off-eutectic LiF-NaK-KF densities. Finally, through review of the existing literature and comparison to new measurements, recommendations are made for the density of LiF-NaF-KF.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Emission measures, electron densities, and nonthermal velocities from optically thin UV lines near a quiet solar limb

Calibrated intensities and line widths are presented for 45 optically thin chromospheric and transition-zone UV lines observed in a quiet area near the solar limb. The observations were made over the wavelength range from 1175 to 1915 A with the slit spectrograph on the Skylab Apollo Telescope Mount. Three nonthermal-velocity components are derived from the transition-zone line widths: a main component of 23 km/s and two high-velocity components of 45 and 75 km/s, respectively, which contribute 5% to 10% of the averaged intensity. Absolute intensities are determined as a function of height, emission measures are obtained as functions of height as well as temperature, and electron densities are estimated from density-sensitive line ratios. The densities estimated from different sets of lines are found not to agree with each other, but the values obtained from the Si III multiplet between 1297 and 1301 A are considered to be the most reliable. An atmospheric model with inhomogeneous structures extending high above the solar surface is suggested.

Moe, O. K.↗