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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 127 records · Page 7

All sources NASA NTRS DOE OSTI

DOE OSTI2018

Calculating Alpha Eigenvalues and Eigenfunctions with a Markov Transition Rate Matrix Monte Carlo Method

For a nuclear system in which the entire α-eigenvalue spectrum is known, eigenfunction expansion yields the time-dependent flux response to any arbitrary source. Applications in which this response is of interest include pulsed-neutron experiments, accelerator-driven subcritical systems, and fast burst reactors, where a steady-state assumption used in neutron transport is invalid for characterizing the time-dependent flux. To obtain the α-eigenvalue spectrum, the transition rate matrix method (TRMM) tallies transition rates describing neutron behavior in a discretized position-direction-energy phase space using Monte Carlo. Interpretation of the resulting Markov process transition rate matrix as the operator in the adjoint α-eigenvalue problem provides an avenue for determining a large finite set of α eigenvalues and eigenfunctions of a nuclear system. Results from the TRMM are verified using analytic solutions, time-dependent Monte Carlo simulations, and modal expansion from diffusion theory. For simplified infinite-medium and one-dimensional geometries, the TRMM accurately calculates eigenvalues, eigenfunctions, and eigenfunction expansion solutions. Applications and comparisons to measurements are made for the small fast burst reactor CALIBAN and the Fort St. Vrain high-temperature gas-cooled reactor. For large three-dimensional geometries, discretization of the large position-energy-direction phase space limits the accuracy of eigenfunction expansion solutions using the TRMM, but it can still generate a fair estimate of the fundamental eigenvalue and eigenfunction. These results show that the TRMM generates an accurate estimate of a large number of α eigenvalues. This is not possible with existing Monte Carlo–based methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2015

Parametric sensitivity analysis for stochastic molecular systems using information theoretic metrics

In this paper, we present a parametric sensitivity analysis (SA) methodology for continuous time and continuous space Markov processes represented by stochastic differential equations. Particularly, we focus on stochastic molecular dynamics as described by the Langevin equation. The utilized SA method is based on the computation of the information-theoretic (and thermodynamic) quantity of relative entropy rate (RER) and the associated Fisher information matrix (FIM) between path distributions, and it is an extension of the work proposed by Y. Pantazis and M. A. Katsoulakis [J. Chem. Phys. 138, 054115 (2013)]. A major advantage of the pathwise SA method is that both RER and pathwise FIM depend only on averages of the force field; therefore, they are tractable and computable as ergodic averages from a single run of the molecular dynamics simulation both in equilibrium and in non-equilibrium steady state regimes. We validate the performance of the extended SA method to two different molecular stochastic systems, a standard Lennard-Jones fluid and an all-atom methane liquid, and compare the obtained parameter sensitivities with parameter sensitivities on three popular and well-studied observable functions, namely, the radial distribution function, the mean squared displacement, and the pressure. Results show that the RER-based sensitivities are highly correlated with the observable-based sensitivities.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2015

Resolvent-Techniques for Multiple Exercise Problems

We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is using the resolvent operator. In the first part, we reduce infinite stopping problems to ordinary ones in a general strong Markov setting. This leads to explicit solutions for wide classes of such problems. Starting from this result, we analyze problems with finitely many exercise rights and explain solution methods for some classes of problems with underlying Lévy and diffusion processes, where the optimal characteristics of the problems can be identified more explicitly. We illustrate the main results with explicit examples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2013

graphMC: A package for testing the independence of graphs

graphMC consists of an implementation of a set of statistical tests that ensure that a Markov chain in the space of graphs has converged to its stationary distribution. The tests are applicable when the graphs have labelled nodes. The tests are applied to the binary time-series traced out by an edge between two selected nodes. The software fits models of a first-order Markov process and an independent draws from a binary distribution to the time-series and selects one based on the BIC scores of the two models. The package consists of (1) an implementation of a Markov chain driving a graph rewiring process that preserves the joint degree distribution of the graph, (2) implementation of the statistical test mentioned above and (3) two examples that show how the Markov chain infrastructure and the statistical tests can be used.

Safta, Cosmin↗

DOE OSTI2013

graphMC: A package for testing the independence of graphs

Source record↗

NASA NTRS1993

Software forecasting as it is really done: A study of JPL software engineers

This paper presents a summary of the results to date of a Jet Propulsion Laboratory internally funded research task to study the costing process and parameters used by internally recognized software cost estimating experts. Protocol Analysis and Markov process modeling were used to capture software engineer's forecasting mental models. While there is significant variation between the mental models that were studied, it was nevertheless possible to identify a core set of cost forecasting activities, and it was also found that the mental models cluster around three forecasting techniques. Further partitioning of the mental models revealed clustering of activities, that is very suggestive of a forecasting lifecycle. The different forecasting methods identified were based on the use of multiple-decomposition steps or multiple forecasting steps. The multiple forecasting steps involved either forecasting software size or an additional effort forecast. Virtually no subject used risk reduction steps in combination. The results of the analysis include: the identification of a core set of well defined costing activities, a proposed software forecasting life cycle, and the identification of several basic software forecasting mental models. The paper concludes with a discussion of the implications of the results for current individual and institutional practices.

Griesel, Martha Ann↗

DOE OSTI2021

Blinking statistics and molecular counting in direct stochastic reconstruction microscopy (dSTORM)

Abstract Motivation Many recent advancements in single-molecule localization microscopy exploit the stochastic photoswitching of fluorophores to reveal complex cellular structures beyond the classical diffraction limit. However, this same stochasticity makes counting the number of molecules to high precision extremely challenging, preventing key insight into the cellular structures and processes under observation. Results Modelling the photoswitching behaviour of a fluorophore as an unobserved continuous time Markov process transitioning between a single fluorescent and multiple dark states, and fully mitigating for missed blinks and false positives, we present a method for computing the exact probability distribution for the number of observed localizations from a single photoswitching fluorophore. This is then extended to provide the probability distribution for the number of localizations in a direct stochastic optical reconstruction microscopy experiment involving an arbitrary number of molecules. We demonstrate that when training data are available to estimate photoswitching rates, the unknown number of molecules can be accurately recovered from the posterior mode of the number of molecules given the number of localizations. Finally, we demonstrate the method on experimental data by quantifying the number of adapter protein linker for activation of T cells on the cell surface of the T-cell immunological synapse. Availability and implementation Software and data available at https://github.com/lp1611/mol_count_dstorm. Supplementary information Supplementary data are available at Bioinformatics online.

Patel, Lekha↗

NASA NTRS1972

Receiver processing for direct-detection optical communication systems.

A model that is sufficiently general to describe the predominant statistical characteristics of the output of many real optical detectors is formulated. This model is used to study the optimum receiver processing for direct-detection optical communication systems. In particular, the structures of detectors and estimators for filtered doubly stochastic Poisson processes (DSPP) observed in additive white Gaussian noise are considered. Representations for the posterior statistics of a vector Markov process that modulates the intensity of the DSPP are obtained.

Hoversten, E. V.↗

NASA NTRS1972

On the first-excursion probability in stationary narrow-band random vibration. II.

The first-excursion probability of a stationary narrow-band Gaussian process with mean zero has been studied. Within the framework of point process approach, series approximations derived from the theory of random points and approximations based on the maximum entropy principle have been developed. With the aid of numerical examples, merits of the approximations proposed previously as well as of those developed in this paper have been compared. The results indicate that the maximum entropy principle has not produced satisfactory approximations but the approximation based on nonapproaching random points is found to be the best among all the approximations proposed herein. A conclusion drawn from the present and the previous studies is that the point process approach produces a number of useful approximations for the first-excursion probability, particularly those based on the concepts of the Markov process, the clump-size, and the nonapproaching random points.

Yang, J.-N.↗

DOE OSTI2023

Stochastic Price Generation for Evaluating Wholesale Electricity Market Bidding Strategies

This work presents a novel method for generating electricity price scenarios from statistical properties of past electricity prices using a hybrid statistical and reduced-form stochastic model. Previous work in applying stochastic differential equations (SDE) to model electricity prices has focused on daily average prices. To extend stochastic price generation methods to hourly or sub-hourly pricing, we address several weaknesses in the state-of-the-art: (1) we replace the mean-reversion component of the SDE with an ARIMA process that is better able to characterize the daily and weekly trends; (2) we extend the price-spike, or jump process to account for conditional probabilities of price spikes occurring in consecutive time steps by replacing the traditional Poisson process for modeling jumps with a generalized point process model inspired by brain neuron models; and (3) we replace the traditional method of estimating spike intensity with empirical variance with a Markov process based on observed price spike intensity transitions. The method is demonstrated with electricity prices from the US ERCOT market and a use-case example is provided for bidding an energy storage unit into the day-ahead and real-time energy markets of ERCOT using stochastic optimization methods. Results show that the the synthetic price model out performs a (naive) persistence forecast model by resulting in 24% to 47% more in profits over 168 simulated days.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2022

Quantum advantage for differential equation analysis

Quantum algorithms for differential equation solving, data processing, and machine learning potentially offer an exponential speedup over all known classical algorithms. However, there also exist obstacles to obtaining this potential speedup in useful problem instances. The essential obstacle for quantum differential equation solving is that outputting useful information may require difficult postprocessing, and the essential obstacle for quantum data processing and machine learning is that inputting the data is a difficult task just by itself. In this study, we demonstrate that, when combined, these difficulties solve one another. We show how the output of quantum differential equation solving can serve as the input for quantum data processing and machine learning, allowing dynamical analysis in terms of principal components, power spectra, and wavelet decompositions. To illustrate this, we consider continuous-time Markov processes on epidemiological and social networks. These quantum algorithms provide an exponential advantage over existing classical Monte Carlo methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1972

Bayesian recursive image estimation.

The enhancement of images that are characterized only by statistical data where the picture contains additive noise is considered. The random process representing the output of the scanner is characterized by the output of a dynamic system with white noise input. The dynamic system describes a first-order vector-Markov process. The procedure of Kalman filtering is then utilized to recursively determine the minimum mean-square error estimate of the image. The result is then extended to obtain the smoothing of the data.

Nahi, N. E.↗

NASA NTRS1981

An analytic technique for statistically modeling random atomic clock errors in estimation

Minimum variance estimation requires that the statistics of random observation errors be modeled properly. If measurements are derived through the use of atomic frequency standards, then one source of error affecting the observable is random fluctuation in frequency. This is the case, for example, with range and integrated Doppler measurements from satellites of the Global Positioning and baseline determination for geodynamic applications. An analytic method is presented which approximates the statistics of this random process. The procedure starts with a model of the Allan variance for a particular oscillator and develops the statistics of range and integrated Doppler measurements. A series of five first order Markov processes is used to approximate the power spectral density obtained from the Allan variance.

Fell, P. J.↗

NASA NTRS1980

Evaluation of computing systems using functionals of a Stochastic process

An intermediate model was used to represent the probabilistic nature of a total system at a level which is higher than the base model and thus closer to the performance variable. A class of intermediate models, which are generally referred to as functionals of a Markov process, were considered. A closed form solution of performability for the case where performance is identified with the minimum value of a functional was developed.

Meyer, J. F.↗

NASA NTRS2011

Orion Absolute Navigation System Progress and Challenges

The Orion spacecraft is being designed as NASA's next-generation exploration vehicle for crewed missions beyond Low-Earth Orbit. The navigation system for the Orion spacecraft is being designed in a Multi-Organizational Design Environment (MODE) team including contractor and NASA personnel. The system uses an Extended Kalman Filter to process measurements and determine the state. The design of the navigation system has undergone several iterations and modifications since its inception, and continues as a work-in-progress. This paper seeks to benchmark the current state of the design and some of the rationale and analysis behind it. There are specific challenges to address when preparing a timely and effective design for the Exploration Flight Test (EFT-1), while still looking ahead and providing software extensibility for future exploration missions. The primary measurements in a Near-Earth or Mid-Earth environment consist of GPS pseudorange and deltarange, but for future explorations missions the use of star-tracker and optical navigation sources need to be considered. Discussions are presented for state size and composition, processing techniques, and consider states. A presentation is given for the processing technique using the computationally stable and robust UDU formulation with an Agee-Turner Rank-One update. This allows for computational savings when dealing with many parameters which are modeled as slowly varying Gauss-Markov processes. Preliminary analysis shows up to a 50% reduction in computation versus a more traditional formulation. Several state elements are discussed and evaluated, including position, velocity, attitude, clock bias/drift, and GPS measurement biases in addition to bias, scale factor, misalignment, and non-orthogonalities of the accelerometers and gyroscopes. Another consideration is the initialization of the EKF in various scenarios. Scenarios such as single-event upset, ground command, pad alignment, cold start are discussed as are strategies for whole and partial state updates as well as covariance considerations. Strategies are given for dealing with latent measurements and high-rate propagation using multi-rate architecture. The details of the rate groups and the data ow between the elements is discussed and evaluated.

Holt, Greg N.↗

NASA NTRS2012

Orion Absolute Navigation System Progress and Challenge

The absolute navigation design of NASA's Orion vehicle is described. It has undergone several iterations and modifications since its inception, and continues as a work-in-progress. This paper seeks to benchmark the current state of the design and some of the rationale and analysis behind it. There are specific challenges to address when preparing a timely and effective design for the Exploration Flight Test (EFT-1), while still looking ahead and providing software extensibility for future exploration missions. The primary onboard measurements in a Near-Earth or Mid-Earth environment consist of GPS pseudo-range and delta-range, but for future explorations missions the use of star-tracker and optical navigation sources need to be considered. Discussions are presented for state size and composition, processing techniques, and consider states. A presentation is given for the processing technique using the computationally stable and robust UDU formulation with an Agee-Turner Rank-One update. This allows for computational savings when dealing with many parameters which are modeled as slowly varying Gauss-Markov processes. Preliminary analysis shows up to a 50% reduction in computation versus a more traditional formulation. Several state elements are discussed and evaluated, including position, velocity, attitude, clock bias/drift, and GPS measurement biases in addition to bias, scale factor, misalignment, and non-orthogonalities of the accelerometers and gyroscopes. Another consideration is the initialization of the EKF in various scenarios. Scenarios such as single-event upset, ground command, and cold start are discussed as are strategies for whole and partial state updates as well as covariance considerations. Strategies are given for dealing with latent measurements and high-rate propagation using multi-rate architecture. The details of the rate groups and the data ow between the elements is discussed and evaluated.

Holt, Greg N.↗

NASA NTRS1977

ALTKAL: An optimum linear filter for GEOS-3 altimeter data

ALTKAL is a computer program designed to smooth sea surface height data obtained from the GEOS 3 altimeter, and to produce minimum variance estimates of sea surface height and sea surface slopes, along with their standard derivations. The program operates by processing the data through a Kalman filter in both the forward and backward directions, and optimally combining the results. The sea surface height signal is considered to have a geoid signal, modeled by a third order Gauss-Markov process, corrupted by additive white noise. The governing parameters for the signal and noise processes are the signal correlation length and the signal-to-noise ratio. Mathematical derivations of the filtering and smoothing algorithms are presented. The smoother characteristics are illustrated by giving the frequency response, the data weighting sequence and the transfer function of a realistic steady-state smoother example. Based on nominal estimates for geoidal undulation amplitude and correlation length, standard deviations for the estimated sea surface height and slope are 12 cm and 3 arc seconds, respectively.

Fang, B. T.↗

NASA NTRS1989

A new adaptive control approach for aerospace vehicles with parameter uncertainties

A new stochastic adaptive control structure is developed for the problem of combined parameter estimation and control of aerospace vehicles with changing parameters. Parameter uncertainties are modeled as first-order Gauss-Markov processes, and are introduced to the system dynamics through a small parameter. It is assumed that an accurate inertial measurement unit gives perfect measurements of the state variables. Since the stochastic system is assumed to be Gauss-Markov, the density function of the parameters given these measurements is conditionally Gaussian. Based on this conditionally Gaussian density, the problem of minimizing a quadratic cost over an infinite time horizon can be set up within the framework of stochastic optimal control theory. The optimal feedback control law is derived from a straightforward expansion of the Hamilton-Jacobi-Bellman equation, based on the LQG solution. The resulting nonlinear controller is applied to the pitch axis control of a space platform with uncertain moments of inertia and is shown to produce marked improvement over a fixed controller.

Hahn, Yungsun↗