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At least 109 records · Page 6

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↗

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↗

A statistical model for telecommunication link design

An evaluation is conducted of the current telecommunication link design technique and a description is presented of an alternative method, called the probability distribution method (PDM), which is free of the disadvantages of the current technique while retaining its advantages. The PDM preserves the simplicity of the design control table (DCT) format. The use of the DCT as a management design control tool is continued. The telecommunication link margin probability density function used presents the probability of achieving any particular value of link performance. It is, therefore, possible to assess the performance risk and other tradeoffs.

Yuen, J. H.↗

Large Eddy Simulation Of Gravitational Effects In Transitional And Turbulent Gas-Jet Diffusion Flames

The influence of gravity on the spatial and the compositional structures of transitional and turbulent hydrocarbon diffusion flames are studies via large eddy simulation (LES) and direct numerical simulation (DNS) of round and planar jets. The subgrid-scale (SGS) closures in LES are based on the filtered mass density function (FMDF) methodology. The FMDF represents the joint probability density function (PDF) of the SGS scalars, and is obtained by solving its transport equation. The fundamental advantage of LES/FMDF is that it accounts for the effects of chemical reaction and buoyancy exactly. The methodology is employed for capturing some of the fundamental influences of gravity in equilibrium flames via realistic chemical kinetic schemes. Some preliminary investigation of the gravity effects in non-equilibrium flames is also conducted, but with idealized chemical kinetics models.

Jaberi, Farhad A.↗

Probabilistic evaluation of uncertainties and risks in aerospace components

This paper summarizes a methodology developed at NASA Lewis Research Center which computationally simulates the structural, material, and load uncertainties associated with Space Shuttle Main Engine (SSME) components. The methodology was applied to evaluate the scatter in static, buckling, dynamic, fatigue, and damage behavior of the SSME turbo pump blade. Also calculated are the probability densities of typical critical blade responses, such as effective stress, natural frequency, damage initiation, most probable damage path, etc. Risk assessments were performed for different failure modes, and the effect of material degradation on the fatigue and damage behaviors of a blade were calculated using a multi-factor interaction equation. Failure probabilities for different fatigue cycles were computed and the uncertainties associated with damage initiation and damage propagation due to different load cycle were quantified. Evaluations on the effects of mistuned blades on a rotor were made; uncertainties in the excitation frequency were found to significantly amplify the blade responses of a mistuned rotor. The effects of the number of blades on a rotor were studied. The autocorrelation function of displacements and the probability density function of the first passage time for deterministic and random barriers for structures subjected to random processes also were computed. A brief discussion was included on the future direction of probabilistic structural analysis.

Shah, A. R.↗

Simple gain probability functions for large reflector antennas of JPL/NASA

Simple models for the patterns as well as their cumulative gain probability and probability density functions of the Deep Space Network antennas are developed. These are needed for the study and evaluation of interference from unwanted sources such as the emerging terrestrial system, High Density Fixed Service, with the Ka-band receiving antenna systems in Goldstone Station of the Deep Space Network.

large reflector antenna probability density functi↗

A Novel Strategy for Numerical Simulation of High-speed Turbulent Reacting Flows

The objective of this research is to improve and implement the filtered mass density function (FDF) methodology for large eddy simulation (LES) of high-speed reacting turbulent flows. We have just completed Year 1 of this research. This is the Final Report on our activities during the period: January 1, 2003 to December 31, 2003. 2002. In the efforts during the past year, LES is conducted of the Sandia Flame D, which is a turbulent piloted nonpremixed methane jet flame. The subgrid scale (SGS) closure is based on the scalar filtered mass density function (SFMDF) methodology. The SFMDF is basically the mass weighted probability density function (PDF) of the SGS scalar quantities. For this flame (which exhibits little local extinction), a simple flamelet model is used to relate the instantaneous composition to the mixture fraction. The modelled SFMDF transport equation is solved by a hybrid finite-difference/Monte Carlo scheme.

Sheikhi, M. R. H.↗