Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic analysis”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 127 records · Page 7

Second Cancers After Fractionated Radiotherapy: Stochastic Population Dynamics Effects

When ionizing radiation is used in cancer therapy it can induce second cancers in nearby organs. Mainly due to longer patient survival times, these second cancers have become of increasing concern. Estimating the risk of solid second cancers involves modeling: because of long latency times, available data is usually for older, obsolescent treatment regimens. Moreover, modeling second cancers gives unique insights into human carcinogenesis, since the therapy involves administering well characterized doses of a well studied carcinogen, followed by long-term monitoring. In addition to putative radiation initiation that produces pre-malignant cells, inactivation (i.e. cell killing), and subsequent cell repopulation by proliferation can be important at the doses relevant to second cancer situations. A recent initiation/inactivation/proliferation (IIP) model characterized quantitatively the observed occurrence of second breast and lung cancers, using a deterministic cell population dynamics approach. To analyze ifradiation-initiated pre-malignant clones become extinct before full repopulation can occur, we here give a stochastic version of this I I model. Combining Monte Carlo simulations with standard solutions for time-inhomogeneous birth-death equations, we show that repeated cycles of inactivation and repopulation, as occur during fractionated radiation therapy, can lead to distributions of pre-malignant cells per patient with variance >> mean, even when pre-malignant clones are Poisson-distributed. Thus fewer patients would be affected, but with a higher probability, than a deterministic model, tracking average pre-malignant cell numbers, would predict. Our results are applied to data on breast cancers after radiotherapy for Hodgkin disease. The stochastic IIP analysis, unlike the deterministic one, indicates: a) initiated, pre-malignant cells can have a growth advantage during repopulation, not just during the longer tumor latency period that follows; b) weekend treatment gaps during radiotherapy, apart from decreasing the probability of eradicating the primary cancer, substantially increase the risk of later second cancers.

Sachs, Rainer K.↗

Uncertainty Quantification of Turbulence Model Closure Coefficients for Transonic Wall-Bounded Flows

The goal of this work was to quantify the uncertainty and sensitivity of commonly used turbulence models in Reynolds-Averaged Navier-Stokes codes due to uncertainty in the values of closure coefficients for transonic, wall-bounded flows and to rank the contribution of each coefficient to uncertainty in various output flow quantities of interest. Specifically, uncertainty quantification of turbulence model closure coefficients was performed for transonic flow over an axisymmetric bump at zero degrees angle of attack and the RAE 2822 transonic airfoil at a lift coefficient of 0.744. Three turbulence models were considered: the Spalart-Allmaras Model, Wilcox (2006) k-w Model, and the Menter Shear-Stress Trans- port Model. The FUN3D code developed by NASA Langley Research Center was used as the flow solver. The uncertainty quantification analysis employed stochastic expansions based on non-intrusive polynomial chaos as an efficient means of uncertainty propagation. Several integrated and point-quantities are considered as uncertain outputs for both CFD problems. All closure coefficients were treated as epistemic uncertain variables represented with intervals. Sobol indices were used to rank the relative contributions of each closure coefficient to the total uncertainty in the output quantities of interest. This study identified a number of closure coefficients for each turbulence model for which more information will reduce the amount of uncertainty in the output significantly for transonic, wall-bounded flows.

Schaefer, John↗

STOCHASTIC OPTIMIZATION FOR LONG TERM CAPITAL STRUCTURES, SYSTEMS, AND COMPONENTS REFURBISHMENT AND REPLACEMENT

As commercial nuclear power plants (NPPs) pursue extended plant operations in the form of Second License Renewals (SLRs), opportunities exist for these plants to provide capital investments to ensure long-term, safe, and economic performance. Several utilities have already announced their intention to pursue extended operations for one or more of their NPPs via SLR2. The goal of this research is to develop a riskinformed approach to evaluate and prioritize plant capital investments made in preparation for, and during the period of, extended plant operations to support decisions in NPP operations. In order to prioritize project selection via a riskinformed approach we developed a single decision-making tool that integrates safety/reliability, cost, and stochastic optimization models to provide users with data analysis capabilities to more cost effectively manage plant assets. Both stochastic analysis methods—such as Monte Carlo-based sampling strategies—and multi-stage stochastic optimization strategies are employed to provide priority lists to decisionmakers in support of risk-informed decisions. We applied the proposed method to a trial application of projected replacement/refurbishment expenditures for plant capital assets (i.e., Structures, Systems, and Components [SSCs]). The objective is to optimize the SSC replacement/refurbishment schedule in terms of economic constraints, data uncertainties, and SSC reliability data, as well to generate a priority list for maximizing returns on investment.

42 ENGINEERING↗

A reformulation of the Linear-Quadratic-Gaussian stochastic control problem for application to low thrust navigation analysis

The formulation of the classical Linear-Quadratic-Gaussian stochastic control problem as employed in low thrust navigation analysis is reviewed. A reformulation is then presented which eliminates a potentially unreliable matrix subtraction in the control calculations, improves the computational efficiency, and provides for a cleaner computational interface between the estimation and control processes. Lastly, the application of the U-D factorization method to the reformulated equations is examined with the objective of achieving a complete set of factored equations for the joint estimation and control problem.

Jacobson, R. A.↗

A Monte Carlo approach to the analysis of control system robustness

Stochastic robustness, a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems, is described. The scalar probability of instability is introduced as a measure of stability robustness. Examples are given of stochastic performance robustness measures based on classical time-domain specifications. The relationship between stochastic robustness measures and control system design parameters is discussed. The technique is demonstrated by analyzing an LQG/LTR system designed for a flexible robot arm. It is concluded that the analysis of stochastic robustness offers a good alternative to existing robustness metrics.

Ray, Laura R.↗

Nonequilibrium steady state and heat transport in nonlinear open quantum systems: Stochastic influence action and functional perturbative analysis

In this paper, we show that a nonequilibrium steady state (NESS) exists at late times in open quantum systems with weak nonlinearity by following its nonequilibrium dynamics with a perturbative analysis. We consider an oscillator chain containing three-types of anharmonicity: cubic α- and quartic β-type Fermi–Pasta–Ulam–Tsingou (FPUT) nearest-oscillator interactions and the on-site (pinned) Klein–Gordon (KG) quartic self-interaction. Assuming weak nonlinearity, we introduce a stochastic influence action approach to the problem and obtain the energy flows in different junctures across the chain. The formal results obtained here can be used for quantum transport problems in weakly nonlinear quantum systems. For α-type anharmonicity, we observe that the first-order corrections do not play any role in the thermal transport in the NESS of the configuration we considered. For KG and β-types anharmonicity, we work out explicitly the case of two weakly nonlinearly coupled oscillators, with results scalable to any number of oscillators. We examine the late-time energy flows from one thermal bath to the other via the coupled oscillators, and show that both the zeroth- and the first-order contributions of the energy flows become constant in time at late times, signaling the existence of a late-time NESS to first order in nonlinearity. Our perturbative calculations provide a measure of the strength of nonlinearity for nonlinear open quantum systems, which may help control the mesoscopic heat transport distinct from or close to linear transport. Furthermore, our results also give a benchmark for the numerical challenge of simulating heat transport. Our setup and predictions can be implemented and verified by investigating heat flow in an array of Josephson junctions in the limit of large Josephson energy with the platform of circuit QED.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Sensitivity Analysis in the Presence of Intrinsic Stochasticity for Discrete Fracture Network Simulations

Abstract Large‐scale discrete fracture network (DFN) simulators are standard fare for studies involving the sub‐surface transport of particles since direct observation of real world underground fracture networks is generally infeasible. While these simulators have successfully been used in several engineering applications, estimates of output quantities of interest (QoI) — such as breakthrough time of particles reaching the edge of the system — suffer from two distinct types of uncertainty. A run of a DFN simulator requires several parameters to be set that dictate the placement and size of fractures, the density of fractures, and the overall permeability of the system; uncertainty on the proper parameters will lead to uncertainty in the QoI, called epistemic uncertainty. Furthermore, since these input settings to DFN simulators control the stochastic processes which place fractures and govern flow, understanding how this randomness affects the QoI requires several runs of the simulator at distinct random seeds. The uncertainty in the QoI attributed to different realizations (i.e., different seeds) of the same random process (i.e., identical input parameters) leads to a second type of uncertainty, called aleatoric uncertainty. In this paper, we perform a Sensitivity Analysis, which directly attributes the uncertainty observed in the QoI to the epistemic uncertainty from each input parameter and to the aleatoric uncertainty. Beyond the specific takeaways on which input variables influence uncertainty in the QoI the most, a major contribution of this paper is the introduction of a statistically rigorous workflow for characterizing the uncertainty in DFN flow simulations that exhibit heteroskedasticity.

58 GEOSCIENCES↗

Code for Experiment in Publication “Sensitivity Analysis in the Presence of Intrinsic Stochasticity for Discrete Fracture Network Simulations”

Following the Open Research requirements for AGU journals, we must release the code used to perform the experiment described in our recent publication, posted at (https://arxiv.org/abs/2312.04722). This code fits a joint emulator to data from a Discrete Fracture Network (DFN) simulation, performed using the open-source software DFNworks (https://dfnworks.lanl.gov/). All code to be released implements existing methods; there are no novel algorithms nor any major innovations to existing software.

Murph, Alexander↗

Determining design gust loads for nonlinear aircraft similarity between methods based on matched filter theory and on stochastic simulation

This is a work-in-progress paper. It explores the similarity between the results from two different analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for nonlinear aircraft. To date, numerical studies have been performed using two different nonlinear aircraft configurations. These studies demonstrate that results from the deterministic analysis method are realizable in the stochastic analysis method.

Scott, Robert C.↗

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Carter, M. C.↗

Magnetostriction of α-RuCl 3 Flakes in the Zigzag Phase

Motivated by the possibility of enhanced magnetic fluctuations in exfoliated α-RuCl 3 flakes, we study magneto-Raman spectra of exfoliated multilayer α-RuCl 3 in out-of-plane magnetic fields of -6 to 6 T at temperatures of 670 mK to 4 K. While the literature currently suggests that bulk α-RuCl 3 is in an antiferromagnetic zigzag phase with R$\bar3$ symmetry at low temperatures, we do not observe R$\bar3$ symmetry in exfoliated α-RuCl 3 at low temperatures. While we saw no magnetic field-driven transitions, the Raman modes exhibit unexpected stochastic shifts in response to the applied magnetic field that are above the uncertainties inferred from Bayesian analysis. Finally, these stochastic shifts are consistent with the emergence of magnetostrictive interactions in exfoliated α-RuCl 3 .

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Development and Integration of a Stochastic Clad Damage Propagation Model into PRONGHORN-SC Subchannel Analysis Code

The failure of fuel pins in nuclear reactors is intrinsically stochastic. Typically, a combination of variation in manufacturing that affects the material characteristics and the fuel assembly dimensions, variation in operating conditions, such as local power, coolant flow rate, and irradiation induced changes in material properties lead to a large uncertainty in failure margin of the fuel pins. Failure, therefore, may occur in exceptional pins with adverse combinations of these variations. Upon a metal fuel pin (U-Pu-Zr/HT9) failure, depressurization of the fuel pin takes place by release of fission gas, liquid sodium bond, and potentially solid fuel particles or molten/eutectic fuel droplets through the hole in cladding. The effect of a fission gas jet on neighbor fuel pins and possible propagation of a clad damage during normal operation was studied experimentally in 1970s and it was found that the post-failure fission gas jet insulates the jet impingement area of the target fuel pin surface and could increase the target pin’s surface temperature by as much as 100 – 200 K during the failed pin depressurization. It was concluded that the effect should not lead to fuel pin failure propagation during normal operation. In accident scenarios of sodium and lead fast reactors such as Unprotected Loss-Of-Flow (ULOF) or Unprotected Transient Over Power (UTOP), the fuel pins can be subjected to higher clad temperatures and fuel pin pressures or fuel clad mechanical/chemical interaction where thermal creep margin becomes significantly lower compared to the normal operation conditions. Therefore, possible stochastic failure and the post-failure fission gas/fuel jet impingement could be critical in order to predict fuel pin failure propagation. Pin depressurization due to fission gas release may degrade the heat transfer by formation of a gas blanket on a neighboring pin surface, which is a local phenomenon, and by causing coolant flow deceleration and starvation, which could affect a surrounding region as well. Furthermore, the potential presence of solid fuel particles or molten fuel at the time of clad failure could boost post-failure jet induced degradation even further. The present study models the U-Pu-Zr/HT9 metal fuel pin failure and stochastic clad damage propagation by biased sampling based on a Cumulative Damage Fraction (CDF) type clad failure criterion and the normal distribution of fuel failure probability density as a function of logarithm of Cumulative Damage Fraction. In addition, the effect of post-failure fission gas jet on heat transfer degradation is modeled for the target pins. This model is called stochastic Clad Damage Propagation (CDAP). The CDAP model is now fully integrated into developmental version of PRONGHORN-SC subchannel analysis code, allowing for modeling local failures and its propagation potential. Section 2 describes the components of the CDAP models. Section 3 describes the model implementation to PRONGHORN-SC and input specifications. Section 4 describes the CDAP model validation coupled to PRONGHORN-SC.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Towards a Theory of Sampled-Data Piecewise-Deterministic Markov Processes

The analysis and design of practical control systems requires that stochastic models be employed. Analysis and design tools have been developed, for example, for Markovian jump linear continuous and discrete-time systems, piecewise-deterministic processes (PDP's), and general stochastic hybrid systems (GSHS's). These model classes have been used in many applications, including fault tolerant control and networked control systems. This paper presents initial results on the analysis of a sampled-data PDP representation of a nonlinear sampled-data system with a jump linear controller. In particular, it is shown that the state of the sampled-data PDP satisfies the strong Markov property. In addition, a relation between the invariant measures of a sampled-data system driven by a stochastic process and its associated discrete-time representation are presented. As an application, when the plant is linear with no external input, a sufficient testable condition for the convergence in distribution to the invariant delta Dirac measure is given.

Herencia-Zapana, Heber↗

GPS Spoofing Mitigation and Timing Risk Analysis in Networked Phasor Measurement Units via Stochastic Reachability

To address phasor measurement unit (PMU) vulnerability to spoofing, we propose the use of a set-valued state estimation technique known as stochastic reachability (SR)-based distributed Kalman filter (DKF) that computes secure global positioning system (GPS) timing across a network of receivers. Utilizing SR, we estimate not only GPS time but also its stochastic reachable set, which is parameterized by probabilistic zonotope (p-Zonotope). While requiring known measurement error bounds in only non-spoofed conditions, we designed a two-tiered approach. We first performed measurement-level spoofing mitigation via deviation of a measurement innovation from its expected p-Zonotope. We then performed state-level timing risk analysis via a determination of the intersection probability of the estimated p-Zonotope with an unsafe set that violates IEEE C37.118.1a-2014 standards. Finally, we validated our SR-DKF algorithm by subjecting it to a simulated receiver network to coordinate signal-level spoofing. We demonstrate improved timing accuracy and successful spoofing mitigation via the use of our SR-DKF algorithm. We also validated the robustness of the estimated timing risk as the number of receivers were varied.

47 OTHER INSTRUMENTATION↗

On the use of stochastic process-based methods for the analysis of hyperspectral data

Further development in remote sensing technology requires refinement of information system design aspects, i.e., the ability to specify precisely the data to collect and the means to extract increasing amounts of information from the increasingly rich and complex data stream created. One of the principal directions of advance is that data from much larger numbers of spectral bands can be collected, but with significantly increased signal-to-noise ratio. The theory of stochastic or random processes may be applied to the modeling of second-order variations. A multispectral data set with a large number of spectral bands is analyzed using standard pattern recognition techniques. The data were classified using first a single spectral feature, then two, and continuing on with greater and greater numbers of features. Three different classification schemes are used: a standard maximum likelihood Gaussian scheme; the same approach with the mean values of all classes adjusted to be the same; and the use of a minimum distance to means scheme such that mean differences are used.

Landgrebe, David A.↗