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At least 1,333 records · Page 74

Stochasticity in numerical solutions of the nonlinear Schroedinger equation

The cubically nonlinear Schroedinger equation is an important model of nonlinear phenomena in fluids and plasmas. Numerical solutions in a spatially periodic system commonly involve truncation to a finite number of Fourier modes. These solutions are found to be stochastic in the sense that the largest Liapunov exponent is positive. As the number of modes is increased, the size of this exponent appears to converge to zero, in agreement with the recent demonstration of the integrability of the spatially periodic case.

Shen, Mei-Mei↗

Fundamental Behavior of ENSO Phase Locking

El Niño–Southern Oscillation (ENSO) events tend to peak at the end of the calendar year, a phenomenon called ENSO phase locking. This phase locking is a fundamental ENSO property that is determined by its basic dynamics. The conceptual ENSO recharge oscillator (RO) model is adopted to examine the ENSO phase-locking behavior in terms of its peak time, strength of phase locking, and asymmetry between El Niño and La Niña events. The RO model reproduces the main phase-locking characteristics found in observations, and the results show that the phase locking of ENSO is mainly dominated by the seasonal modulation of ENSO growth/decay rate. In addition, the linear/nonlinear mechanism of ENSO phase preference/phase locking is investigated using RO model. The difference between the nonlinear phase-locking mechanism and linear phase-preference mechanism is largely smoothed out in the presence of noise forcing. Further, the impact on ENSO phase locking from annual cycle modulation of the growth/decay rate, stochastic forcing, nonlinearity, and linear frequency are examined in the RO model. The preferred month of ENSO peak time depends critically on the phase and strength of the seasonal modulation of the ENSO growth/decay rate. Furthermore, the strength of phase locking is mainly controlled by the linear growth/decay rate, the amplitude of seasonal modulation of growth/decay rate, the amplitude of noise, the SST-dependent factor of multiplicative noise, and the linear frequency. The asymmetry of the sharpness of ENSO phase locking is induced by the asymmetric effect of state-dependent noise forcing in El Niño and La Niña events.

54 ENVIRONMENTAL SCIENCES↗

A Parallelized Oxidation-Driven Surface Recession Framework in DSMC Code, SPARTA

Spacecrafts rely on ablative thermal protection systems (TPS) made of composites consisting of a carbon-based reinforcement and a polymeric matrix. These materials are designed to withstand high-temperature oxidation and surface recession during re-entry into the Earth's atmosphere. However, ablation occurs due to a complex interplay of thermal, mechanical, and chemical factors, making it challenging to determine the individual impact of each on the TPS's overall degradation. In this study, we have developed an ablation model that can leverage a finite rate carbon oxidation model to predict material recession and surface states more accurately. Stochastic PArallel Rarified-gas Time-accurate Analyzer (SPARTA), a direct-simulation Monte Carlo (DSMC) code, is modified to allow oxidation-driven ablation of implicitly defined carbon surfaces. In SPARTA, implicit surfaces are generated from the grid corner point values via a marching cubes algorithm, therefore creating a new set of surface elements every time ablation is performed. The finite-rate oxidation model developed by Gopalan et. al can perform both gas-surface and pure-surface reactions and is now adapted to tally surface data on a per grid cell basis. The ablation functionality was also adjusted so once the reactions have occurred, the number of reactions leading to CO formation can be converted to corner point reduction values; therefore, carbon removal is directly proportional to surface recession. We also briefly discuss some unique challenges associated with parallelizing this dynamic surface state and geometry. Finally, we analyze the performance of this parallelized implicit chemistry model with simple 2D and 3D benchmark cases by producing surface state statistics, area changes over time, and visualization across a range of surface temperatures and processors with and without load-balancing.

DSMC↗

PyPVRPM: Photovoltaic Reliability and Performance Model in Python

The ability to perform accurate techno-economic analysis of solar photovoltaic (PV) systems is essential for bankability and investment purposes. Most energy yield models assume an almost flawless operation (i.e., no failures); however, realistically, components fail and get repaired stochastically. This package, PyPVRPM, is a Python translation and improvement of the Language Kit (LK) based PhotoVoltaic Reliability Performance Model (PVRPM), which was first developed at Sandia National Laboratories in Goldsim software (Granata et al., 2011) (Miller et al., 2012). PyPVRPM allows the user to define a PV system at a specific location and incorporate failure, repair, and detection rates and distributions to calculate energy yield and other financial metrics such as the levelized cost of energy and net present value (Klise, Lavrova, et al., 2017). Our package is a simulation tool that uses NREL’s Python interface for System Advisor Model (SAM) (National Renewable Energy Laboratory, 2020b) (National Renewable Energy Laboratory, 2020a) to evaluate the performance of a PV plant throughout its lifetime by considering component reliability metrics. Besides the numerous benefits from migrating to Python (e.g., speed, libraries, batch analyses), it also expands on the failure and repair processes from the LK version by including the ability to vary monitoring strategies. These failures, repairs, and monitoring processes are based on user-defined distributions and values, enabling a more accurate and realistic representation of cost and availability throughout a PV system’s lifetime.

97 MATHEMATICS AND COMPUTING↗

Improving Robustness of Spectrogram Classifiers with Neural Stochastic Differential Equations

Signal analysis and classification is fraught with high levels of noise and perturbation. Computer-vision-based deep learning models applied to spectrograms have proven useful in the field of signal classification and detection; however, these methods aren't designed to handle the low signal-to-noise ratios inherent within non-vision signal processing tasks. While they are powerful, they are currently not the method of choice in the inherently noisy and dynamic critical infrastructure domain, such as smart-grid sensing, anomaly detection, and non-intrusive load monitoring. Currently, these models can be brittle, which makes them susceptible to noisy input. This also means they have sub-optimal stability of explanation outputs. Experts and technicians using these models to make decisions in real world scenarios need assurance that a model is performing as it is supposed to. The classification or prediction outputs it generates should be sound and grounded, not likely to change in the presence of shifting noise landscapes. In this work, we explore the idea of Neural Stochastic Differential Equations (NSDE's) to improve the robustness of models trained to classify time series data and the effect of NSDE's on the explainability of outputs. We then test the effectiveness of these approaches by applying them to a non-intrusive load monitoring (NILM) dataset that consists of simulated harmonic signals injected into a real building.

Brogan, Joel↗

GPS-Based Reduced Dynamic Orbit Determination Using Accelerometer Data

Currently two gravity field satellite missions, CHAMP and GRACE, are equipped with high sensitivity electrostatic accelerometers, measuring the non-conservative forces acting on the spacecraft in three orthogonal directions. During the gravity field recovery these measurements help to separate gravitational and non-gravitational contributions in the observed orbit perturbations. For precise orbit determination purposes all these missions have a dual-frequency GPS receiver on board. The reduced dynamic technique combines the dense and accurate GPS observations with physical models of the forces acting on the spacecraft, complemented by empirical accelerations, which are stochastic parameters adjusted in the orbit determination process. When the spacecraft carries an accelerometer, these measured accelerations can be used to replace the models of the non-conservative forces, such as air drag and solar radiation pressure. This approach is implemented in a batch least-squares estimator of the GPS High Precision Orbit Determination Software Tools (GHOST), developed at DLR/GSOC and DEOS. It is extensively tested with data of the CHAMP and GRACE satellites. As accelerometer observations typically can be affected by an unknown scale factor and bias in each measurement direction, they require calibration during processing. Therefore the estimated state vector is augmented with six parameters: a scale and bias factor for the three axes. In order to converge efficiently to a good solution, reasonable a priori values for the bias factor are necessary. These are calculated by combining the mean value of the accelerometer observations with the mean value of the non-conservative force models and empirical accelerations, estimated when using these models. When replacing the non-conservative force models with accelerometer observations and still estimating empirical accelerations, a good orbit precision is achieved. 100 days of GRACE B data processing results in a mean orbit fit of a few centimeters with respect to high-quality JPL reference orbits. This shows a slightly better consistency compared to the case when using force models. A purely dynamic orbit, without estimating empirical accelerations thus only adjusting six state parameters and the bias and scale factors, gives an orbit fit for the GRACE B test case below the decimeter level. The in orbit calibrated accelerometer observations can be used to validate the modelled accelerations and estimated empirical accelerations computed with the GHOST tools. In along track direction they show the best resemblance, with a mean correlation coefficient of 93% for the same period. In radial and normal direction the correlation is smaller. During days of high solar activity the benefit of using accelerometer observations is clearly visible. The observations during these days show fluctuations which the modelled and empirical accelerations can not follow.

VanHelleputte, Tom↗

Improved Earth Sensor Performance Using a Sequentially Correlated Noise Model

Spacecraft attitude estimation by means of an extended Kalman filter requires a reasonably true model of the inherent noise of each sensor. For some sensors, the largest uncorrected noise comes not from the sensor itself, but from errors in the model for the predicted observations. This is certainly the case for Earth horizon sensors. The Earth horizon as seen from low Earth orbit is nearly a circle whose radius depends primarily on altitude. A straightforward latitude-dependent correction is added to this to account for the oblateness of the Earth. There also are both seasonal and stochastic variations in the horizon height. The seasonal variations can be predicted to some limited degree based on models derived from historical data. The stochastic component characteristically shows variations that are correlated both in time and space but which are unpredictable over long time spans. This work investigates whether Earth horizon sensor performance can be improved by solving for its systematic error as an augmentation of an attitude Kalman filter. It is found that using only Earth and Sun sensors, the augmented state is not fully observable. Even when magnetometer data is included, only the pitch axis component of the error can be improved; the roll component is unobservable.

Sedlak, J.↗

Application of stochastic robustness to aircraft control systems

Guaranteeing robustness has long been an important design objective of control system analysis. Stochastic robustness is a simple numerical procedure that can be used to measure and gain insight into robustness properties associated with linear control systems. In the realm of aircraft control systems, problems such as the effects of flight condition perturbations and model-order uncertainties on robustness are easily and effectively analyzed using stochastic robustness. The concept of stochastic robustness is reviewed and examples are presented demonstrating its use in flight control system analysis.

Ryan, Laura E.↗

Stochastic Transport Theory for Investigating the Three-Dimensional Canopy Structure from Space Measurements

Radiation reflected from vegetation canopies exhibits high spatial variation. Satellite-borne sensors measure the mean intensities emanating from heterogeneous vegetated pixels. The theory of radiative transfer in stochastic media provides the most logical linkage between satellite observations and the three-dimensional canopy structure through a closed system of simple equations which contains the mean intensity and higher statistical moments directly as its unknowns. Although this theory has been a highly active research field in recent years, its potential for satellite remote sensing of vegetated surfaces has not been fully realized because of the lack of models of a canopy pair-correlation function that the stochastic radiative transfer equations require. The pair correlation function is defined as the probability of finding simultaneously phytoelements at two points. This paper presents analytical and Monte Carlo generated pair correlation functions. Theoretical and numerical analyses show that the spatial correlation between phytoelements is primarily responsible for the effects of the three-dimensional canopy structure on canopy reflective and absorptive properties. The pair correlation function, therefore, is the most natural and physically meaningful measure of the canopy structure over a wide range of scales. The stochastic radiative transfer equations naturally admit this measure and thus provide a powerful means to investigate the three-dimensional canopy structure from space. Canopy reflectances predicted by the stochastic equations are assessed by comparisons with the PARABOLA measurements from coniferous and broadleaf forest stands in the BOREAS Southern Study Areas. The pair correlation functions are derived from data on tree structural parameters collected during field campaigns conducted at these sites. The simulated canopy reflectances compare well with the PARABOLA data.

Huang, Dong↗

DEEP Solar: Data DrivEn Modeling and Analytics for Enhanced System Layer ImPlementation

Realizing the SETO 2030 mission of reducing solar energy costs to 3-5 c/kWh will require innovative enabling research on effective, cost-efficient integration of local PV within distribution systems. However, the intermittent and variable nature of PVs compels operators to impose conservative hosting capacity constraints. Given the extremely high variability of (intermittent and unpredictable) solar energy generation, relaxing the capacity constraints (which are currently around 15%) and achieving 100% or greater integration of renewables will require a fundamental transformation of the power grid via the utilization of exponentially larger amounts of AMI enabled fine-grained data. To address the challenges in increasing the penetration of renewable energy based DERs, this project envisions an Enhanced System Layer (ESL) at the distribution network level that is reliable, cost-effective and scalable to millions of Distributed Energy Resources (DERs)/devices. This includes developing: 1) Transformative and highly scalable machine learning based predictive analytics tools that plug into distribution system planning and provide real-time situational awareness at the distribution level for short and long-term operational planning. The tools will be built using novel data-driven energy models of millions of active nodes with AMI, 2) Adaptive stochastic analysis and optimization algorithms for real-time grid operations, 3) Dynamic Scenario Analysis using parallel Cloudenabled implementations with < 1 minute computational cycle times.

14 SOLAR ENERGY↗

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗

Compensator design for stability enhancement with collocated controllers

A continuum model rather than a finite element model is used. The optimal compensator design is formulated as a stochastic regulator problem and is shown to be solvable by the general infinite-dimensional theory developed by the author despite the lack of exponential stabilizability. Infinite-dimensional steady-state Riccati equations characterizing the feedback control gain and the Kalman filter gain operators can be solved explicitly. The associated performance indexes including the mean-square control-effort are calculated in closed form. As a first approximation, the compensator transfer function can be realized as a bank of bandpass filters in parallel centered at the undamped mode frequencies. Numerical calculations for the gain and bandwidths for a typical configuration are presented. The performance of the compensator is evaluated when in fact in the true model there is no actuator noise. The theoretical problem involved is to show that the infinite-dimensional stochastic process is asymptotically stationary. It is possible to calculate the steady-state covariance in closed form and thereby calculate performance indexes of interest explicitly, facilitating the choice of optimal design parameters.

Balakrishnan, A. V.↗

Preliminary evidence for the influence of physiography and scale upon the autocorrelation function of remotely sensed data

Previously established results demonstrate that LANDSAT data are autocorrelated and can be described by a univariate linear stochastic process known as auto-regressive-integrated-moving-average model of degree 1, 0, 1 or ARIMA (1, 0, 1). This model has two coefficients of interest for interpretation phi(1) and theta(1). In a comparison of LANDSAT thematic mapper simulator (TMS) data and LANDSAT MSS data several results were established: (1) The form of the relatedness as described by this model is not dependent upon system look angle or pixel size. (2) The phi(1) coefficient increases with decreasing pixel size and increasing topographic complexity. (3) Changes in topography have a greater influence upon phi(1) than changes in land cover class. (4) The theta(1) seems to vary with the amount of atmospheric haze. These patterns of variation in phi(1) and theta(1) are potentially exploitable by the remote sensing community to yield stochastically independent sets of observations, characterize topography, and reduce the number of bytes needed to store remotely sensed data.

Labovitz, M. L.↗

Observer design for compensation of network-induced delays in integrated communication and control systems

A method for compensating the effects of network-induced delays in integrated communication and control systems (ICCS) is proposed, and a finite-dimensional time-invariant ICCS model is developed. The problem of analyzing systems with time-varying and stochastic delays is circumvented by the application of a deterministic observer. For the case of controller-to-actuator delays, the observed design must rely on an extended model which represents the delays as additional states.

Luck, R.↗

Lineage frequency time series reveal elevated levels of genetic drift in SARS-CoV-2 transmission in England

Genetic drift in infectious disease transmission results from randomness of transmission and host recovery or death. The strength of genetic drift for SARS-CoV-2 transmission is expected to be high due to high levels of superspreading, and this is expected to substantially impact disease epidemiology and evolution. However, we don’t yet have an understanding of how genetic drift changes over time or across locations. Furthermore, noise that results from data collection can potentially confound estimates of genetic drift. To address this challenge, we develop and validate a method to jointly infer genetic drift and measurement noise from time-series lineage frequency data. Our method is highly scalable to increasingly large genomic datasets, which overcomes a limitation in commonly used phylogenetic methods. We apply this method to over 490,000 SARS-CoV-2 genomic sequences from England collected between March 2020 and December 2021 by the COVID-19 Genomics UK (COG-UK) consortium and separately infer the strength of genetic drift for pre-B.1.177, B.1.177, Alpha, and Delta. We find that even after correcting for measurement noise, the strength of genetic drift is consistently, throughout time, higher than that expected from the observed number of COVID-19 positive individuals in England by 1 to 3 orders of magnitude, which cannot be explained by literature values of superspreading. Our estimates of genetic drift suggest low and time-varying establishment probabilities for new mutations, inform the parametrization of SARS-CoV-2 evolutionary models, and motivate future studies of the potential mechanisms for increased stochasticity in this system.

60 APPLIED LIFE SCIENCES↗

Noise reduction of stochastic density functional theory for metals

Density Functional Theory (DFT) has become a cornerstone in the modeling of metals. However, accurately simulating metals, particularly under extreme conditions, presents two significant challenges. First, simulating complex metallic systems at low electron temperatures is difficult due to their highly delocalized density matrix. Second, modeling metallic warm-dense materials at very high electron temperatures is challenging because it requires the computation of a large number of partially occupied orbitals. This study demonstrates that both challenges can be effectively addressed using the latest advances in linear-scaling stochastic DFT methodologies. Despite the inherent introduction of noise into all computed properties by stochastic DFT, this research evaluates the efficacy of various noise reduction techniques under different thermal conditions. Our observations indicate that the effectiveness of noise reduction strategies varies significantly with the electron temperature. Furthermore, we provide evidence that the computational cost of stochastic DFT methods scales linearly with system size for metal systems, regardless of the electron temperature regime.

Chemistry↗

Stochastic scheduling for commercial building cooling systems: considering uncertainty in zone temperature prediction

Here, this paper presents the first attempt to address the uncertainty in zone temperature prediction with stochastic optimization. The uncertain zone temperature is a process uncertainty and has not been considered in the existing stochastic optimization for building control. To fill this gap, we proposed a novel formulation of stochastic optimization to handle process uncertainty in building control. Specifically, we first examined the accuracy of a typical linear model for predicting zone temperature. We then formulated the scheduling of the building cooling system as a stochastic optimization problem over a 24-hour look-ahead period to minimize the electricity cost of the studied building cooling system. After that, we applied the proposed stochastic load scheduling (SLS) to a direct expansion (DX) cooling system that serves a medium office building. Through simulation with a detailed building energy simulation software, EnergyPlus, we evaluated the operational cost and the thermal comfort compared with a deterministic load scheduling. The operation cost of scheduling was found to vary with the level of zone temperature prediction uncertainty. The proposed SLS can mitigate the impacts of uncertain zone temperature predictions on both operational cost and thermal comfort. The evaluation results indicate that the proposed SLS works better when the uncertainty level is more significant.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Expected cycle life vs. depth of discharge relationships of well-behaved single cells and cell strings

The present investigation is concerned with the factors which might influence the cycle life vs. depth of discharge relationship, taking into account the rate of loss of cell capacity, the amount of excess capacity built into the cells, and the penalty in capacity loss resulting from the use of deep depths of discharge. 'First principles' are used to develop a cell life model for somewhat arbitrary conditions. This model is then used to estimate the cycle life vs. depth of discharge relationships for 'well behaved' cells. The stochastic variations associated with groupings of single cells are then introduced to the battery pack cycle life model. The term 'well behaved' cell is used to describe a single cell which does not suffer any abrupt failure mode during the course of its operation. It gradually loses capacity for any number of the usual reasons at a rate which is the product of the fractional depth of discharge and a factor which is characteristic of the cell under consideration.

Thaller, L. H.↗