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All sourcesNASA NTRSDOE OSTI
NASA NTRS1996

Reliability, Risk and Cost Trade-Offs for Composite Designs

Risk and cost trade-offs have been simulated using a probabilistic method. The probabilistic method accounts for all naturally-occurring uncertainties including those in constituent material properties, fabrication variables, structure geometry and loading conditions. The probability density function of first buckling load for a set of uncertain variables is computed. The probabilistic sensitivity factors of uncertain variables to the first buckling load is calculated. The reliability-based cost for a composite fuselage panel is defined and minimized with respect to requisite design parameters. The optimization is achieved by solving a system of nonlinear algebraic equations whose coefficients are functions of probabilistic sensitivity factors. With optimum design parameters such as the mean and coefficient of variation (representing range of scatter) of uncertain variables, the most efficient and economical manufacturing procedure can be selected. In this paper, optimum values of the requisite design parameters for a predetermined cost due to failure occurrence are computationally determined. The results for the fuselage panel analysis show that the higher the cost due to failure occurrence, the smaller the optimum coefficient of variation of fiber modulus (design parameter) in longitudinal direction.

Shiao, Michael C.↗
NASA NTRS1996

NESSUS/NASTRAN Interface

The NESSUS probabilistic analysis computer program has been developed with a built-in finite element analysis program NESSUS/FEM. However, the NESSUS/FEM program is specialized for engine structures and may not contain sufficient features for other applications. In addition, users often become well acquainted with a particular finite element code and want to use that code for probabilistic structural analysis. For these reasons, this work was undertaken to develop an interface between NESSUS and NASTRAN such that NASTRAN can be used for the finite element analysis and NESSUS can be used for the probabilistic analysis. In addition, NESSUS was restructured such that other finite element codes could be more easily coupled with NESSUS. NESSUS has been enhanced such that NESSUS will modify the NASTRAN input deck for a given set of random variables, run NASTRAN and read the NASTRAN result. The coordination between the two codes is handled automatically. The work described here was implemented within NESSUS 6.2 which was delivered to NASA in September 1995. The code runs on Unix machines: Cray, HP, Sun, SGI and IBM. The new capabilities have been implemented such that a user familiar with NESSUS using NESSUS/FEM and NASTRAN can immediately use NESSUS with NASTRAN. In other words, the interface with NASTRAN has been implemented in an analogous manner to the interface with NESSUS/FEM. Only finite element specific input has been changed. This manual is written as an addendum to the existing NESSUS 6.2 manuals. We assume users have access to NESSUS manuals and are familiar with the operation of NESSUS including probabilistic finite element analysis. Update pages to the NESSUS PFEM manual are contained in Appendix E. The finite element features of the code and the probalistic analysis capabilities are summarized.

Millwater, Harry↗
NASA NTRS2002

Development of Advanced Life Cycle Costing Methods for Technology Benefit/Cost/Risk Assessment

The overall objective of this three-year grant is to provide NASA Langley's System Analysis Branch with improved affordability tools and methods based on probabilistic cost assessment techniques. In order to accomplish this objective, the Aerospace Systems Design Laboratory (ASDL) needs to pursue more detailed affordability, technology impact, and risk prediction methods and to demonstrate them on variety of advanced commercial transports. The affordability assessment, which is a cornerstone of ASDL methods, relies on the Aircraft Life Cycle Cost Analysis (ALCCA) program originally developed by NASA Ames Research Center and enhanced by ASDL. This grant proposed to improve ALCCA in support of the project objective by updating the research, design, test, and evaluation cost module, as well as the engine development cost module. Investigations into enhancements to ALCCA include improved engine development cost, process based costing, supportability cost, and system reliability with airline loss of revenue for system downtime. A probabilistic, stand-alone version of ALCCA/FLOPS will also be developed under this grant in order to capture the uncertainty involved in technology assessments. FLOPS (FLight Optimization System program) is an aircraft synthesis and sizing code developed by NASA Langley Research Center. This probabilistic version of the coupled program will be used within a Technology Impact Forecasting (TIF) method to determine what types of technologies would have to be infused in a system in order to meet customer requirements. A probabilistic analysis of the CER's (cost estimating relationships) within ALCCA will also be carried out under this contract in order to gain some insight as to the most influential costs and the impact that code fidelity could have on future RDS (Robust Design Simulation) studies.

Yackovetsky, Robert↗
NASA NTRS2002

NASA Overview

This viewgraph presentation provides information on computer programs for the application of probabilistics in aerospace design. The presentation defines risk, and lists probabilistic tools which can take risk into account. It then lists current and future examples of NASA aerospace technology program support which utilize probabilistic methods. Current examples include turbofan engines, combustor liners, life estimation, the analysis of rotors and blades, and shuttle ground operations. The 2nd Generation Reusable Launch Vehicle is one of the future areas of support. The presentation also suggests other future uses of probabilistic tools in aerospace design, and optimal methods for their implementation.

Rusick, Jeff↗
NASA NTRS2003

Coupled Multi-Disciplinary Optimization for Structural Reliability and Affordability

A computational simulation method is presented for Non-Deterministic Multidisciplinary Optimization of engine composite materials and structures. A hypothetical engine duct made with ceramic matrix composites (CMC) is evaluated probabilistically in the presence of combined thermo-mechanical loading. The structure is tailored by quantifying the uncertainties in all relevant design variables such as fabrication, material, and loading parameters. The probabilistic sensitivities are used to select critical design variables for optimization. In this paper, two approaches for non-deterministic optimization are presented. The non-deterministic minimization of combined failure stress criterion is carried out by: (1) performing probabilistic evaluation first and then optimization and (2) performing optimization first and then probabilistic evaluation. The first approach shows that the optimization feasible region can be bounded by a set of prescribed probability limits and that the optimization follows the cumulative distribution function between those limits. The second approach shows that the optimization feasible region is bounded by 0.50 and 0.999 probabilities.

Abumeri, Galib H.↗
NASA NTRS2003

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Chamis, Chrisos C.↗
NASA NTRS2004

Non-Deterministic Dynamic Instability of Composite Shells

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics, and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties, in that order.

Chamis, Christos C.↗
NASA NTRS2006

Time Relevance of Convective Weather Forecast for Air Traffic Automation

The Federal Aviation Administration (FAA) is handling nearly 120,000 flights a day through its Air Traffic Management (ATM) system and air traffic congestion is expected to increse substantially over the next 20 years. Weather-induced impacts to throughput and efficiency are the leading cause of flight delays accounting for 70% of all delays with convective weather accounting for 60% of all weather related delays. To support the Next Generation Air Traffic System goal of operating at 3X current capacity in the NAS, ATC decision support tools are being developed to create advisories to assist controllers in all weather constraints. Initial development of these decision support tools did not integrate information regarding weather constraints such as thunderstorms and relied on an additional system to provide that information. Future Decision Support Tools should move towards an integrated system where weather constraints are factored into the advisory of a Decision Support Tool (DST). Several groups such at NASA-Ames, Lincoln Laboratories, and MITRE are integrating convective weather data with DSTs. A survey of current convective weather forecast and observation data show they span a wide range of temporal and spatial resolutions. Short range convective observations can be obtained every 5 mins with longer range forecasts out to several days updated every 6 hrs. Today, the short range forecasts of less than 2 hours have a temporal resolution of 5 mins. Beyond 2 hours, forecasts have much lower temporal. resolution of typically 1 hour. Spatial resolutions vary from 1km for short range to 40km for longer range forecasts. Improving the accuracy of long range convective forecasts is a major challenge. A report published by the National Research Council states improvements for convective forecasts for the 2 to 6 hour time frame will only be achieved for a limited set of convective phenomena in the next 5 to 10 years. Improved longer range forecasts will be probabilistic as opposed to the deterministic shorter range forecasts. Despite the known low level of confidence with respect to long range convective forecasts, these data are still useful to a DST routing algorithm. It is better to develop an aircraft route using the best information available than no information. The temporally coarse long range forecast data needs to be interpolated to be useful to a DST. A DST uses aircraft trajectory predictions that need to be evaluated for impacts by convective storms. Each time-step of a trajectory prediction n&s to be checked against weather data. For the case of coarse temporal data, there needs to be a method fill in weather data where there is none. Simply using the coarse weather data without any interpolation can result in DST routes that are impacted by regions of strong convection. Increasing the temporal resolution of these data can be achieved but result in a large dataset that may prove to be an operational challenge in transmission and loading by a DST. Currently, it takes about 7mins retrieve a 7mb RUC2 forecast file from NOAA at NASA-Ames Research Center. A prototype NCWF6 1 hour forecast is about 3mb in size. A Six hour NCWFG forecast with a 1hr forecast time-step will be about l8mb (6 x 3mb). A 6 hour NCWF6 forecast with a l5min forecast time-step will be about 7mb (24 x 3mb). Based on the time it takes to retrieve a 7mb RUC2 forecast, it will take approximately 70mins to retrieve a 6 hour NCWF forecast with 15min time steps. Until those issues are addressed, there is a need to develop an algorithm that interpolates between these temporally coarse long range forecasts. This paper describes a method of how to use low temporal resolution probabilistic weather forecasts in a DST. The beginning of this paper is a description of some convective weather forecast and observation products followed by an example of how weather data are used by a DST. The subsequent sections will describe probabilistic forecasts followed by a descrtion of a method to use low temporal resolution probabilistic weather forecasts by providing a relevance value to these data outside of their valid times.

Chan, William N.↗
NASA NTRS2007

Accounting for Uncertainties in Strengths of SiC MEMS Parts

A methodology has been devised for accounting for uncertainties in the strengths of silicon carbide structural components of microelectromechanical systems (MEMS). The methodology enables prediction of the probabilistic strengths of complexly shaped MEMS parts using data from tests of simple specimens. This methodology is intended to serve as a part of a rational basis for designing SiC MEMS, supplementing methodologies that have been borrowed from the art of designing macroscopic brittle material structures. The need for this or a similar methodology arises as a consequence of the fundamental nature of MEMS and the brittle silicon-based materials of which they are typically fabricated. When tested to fracture, MEMS and structural components thereof show wide part-to-part scatter in strength. The methodology involves the use of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) software in conjunction with the ANSYS Probabilistic Design System (PDS) software to simulate or predict the strength responses of brittle material components while simultaneously accounting for the effects of variability of geometrical features on the strength responses. As such, the methodology involves the use of an extended version of the ANSYS/CARES/PDS software system described in Probabilistic Prediction of Lifetimes of Ceramic Parts (LEW-17682-1/4-1), Software Tech Briefs supplement to NASA Tech Briefs, Vol. 30, No. 9 (September 2006), page 10. The ANSYS PDS software enables the ANSYS finite-element-analysis program to account for uncertainty in the design-and analysis process. The ANSYS PDS software accounts for uncertainty in material properties, dimensions, and loading by assigning probabilistic distributions to user-specified model parameters and performing simulations using various sampling techniques.

Nemeth, Noel↗
NASA NTRSDate not supplied

Predictive Modeling to Assess and Address Challenges and Limitations Associated with Clinical Care and Decision Support in Deep Space

Probabilistic risk assessment (PRA) is a method for assessing and integrating the risk of failure in a multivariate system. While it is often applied by engineers designing complex machines, it could also be applied to humans to assess the probability of a health “failure” treating diseases as the multiple “variables” and the human as the “complex machine.” The Medical Extensible Dynamic Probabilistic Risk Assessment Tool (MEDPRAT) was developed to apply PRA to assess medical risk for exploration spaceflight and inform the design of medical systems for space flight. The NASA engineering community utilizes event-driven and fault tree probabilistic techniques to classify risk in the space flight environment by leveraging the inherent knowledge of complex space flight system design and testing to quantify risk. However, in harmonizing the risk of human space flight, answering the question of “How do we balance astronaut health, performance and resource risks with other engineering risks on exploration space missions?” remains a profoundly challenging and largely qualitative practice. The Medical Extensible Dynamic Probabilistic Risk Assessment Tool (MEDPRAT) is one aspect of the Human Research Program’s efforts to represent space fight human health and performance risks quantitatively.

L Mcintyre↗
NASA NTRSDate not supplied

Sampling Functions from Gaussian Processes and Structured Covariance Gaussian Networks

When learning aerodynamic models from data, it is critical to incorporate estimates of model uncertainty. This motivates the design of probabilistic aerodynamic databases which can be sampled to generate physically and statistically plausible aerodynamic models. In this talk we discuss how to sample deterministic functions from two different kinds of probabilistic models and demonstrate their use. First, Gaussian Process Regressors (GPRs) are a widely used probabilistic kernel-based model which can be thought of as Gaussian distributions over functions. GPRs are generally trained by maximizing the marginal likelihood of seeing the training data over the kernel parameter space. Sample functions are easily generated by drawing points from the Gaussian distribution at desired input points. However, when the points are not known ahead of time, the classical sampling approach is not possible since successive function samples will generate different function realizations. We present an approach for sampling consistent function evaluations from a GPR over multiple samples. Second, we describe a neural network architecture which learns a conditional Gaussian distribution by maximizing the marginal likelihood at each point in the input space. We then discuss and compare several options for generating sample functions which match this distribution. Finally, we demonstrate the use of these probabilistic aerodynamic models in an atmospheric reentry simulation.

Gaussian process regression↗
NASA NTRSDate not supplied

Probabalistic Risk Analysis and Thermal Margin Process for an Inflatable Aeroshell

Uncertainties always exist in atmospheric entry aeroheating environments and the thermal response of thermal protection system (TPS) material. These uncertainties are mitigated in the design by ap-plying margin and factors of safety to the TPS. Entry vehicle TPS is often conservatively over-sized for the heat loads that are experienced along the entry trajectory by stacking worst-case scenarios together. Additionally, the current TPS design and margin process used by NASA offers very little insight into the risk of over-temperature during flight and the reliability of the heat shield performance [1,3]. A probabilistic margin process can be used to calculate the amount of TPS margin necessary to survive a given entry heat load at a specified level of risk [2,3,4]. The vehicle’s initial entry state (entry velocity, flight path angle, and entry mass) determines the expected atmospheric entry environmental conditions and resulting heat load that the entry vehicle will experience. If there is flexibility in the entry state, then this process can be used to select an appropriate combination of entry state parameters and TPS size to target a desired reentry reliability. This probabilistic margin process allows engineers to make informed aeroshell design, entry-trajectory design, and TPS performance risk trades while preventing excessive TPS margin from being applied. The probabilistic TPS margin process has been performed to determine TPS thickness and entry heating constraints given an acceptable risk level for the Low Earth Orbit Flight Experiment of an Inflatable Decelerator (LOFTID) flight project. The process is used in a manner to size the entry heat load for a given flexible TPS (FTPS) thickness so that it meets project reliability standards while allowing the FTPS and the underlying inflatable structure (IS) to be pushed to adequately high temperatures. Since the LOFTID project is an experimental flight demonstration, it is de-sired to drive the FTPS and IS to temperatures that cover a large range of their thermal response models’ applicability. This will allow the thermal response models to be better improved and validated post-flight using LOFTID’s extensive instrumentation embedded within the aeroshell. The presentation demonstrates how uncertainty analysis is carried out using an end-to-end Monte Carlo process where three separate Monte Carlo simulations are run in sequence. The first Monte Carlo simulation operates on the entry trajectory model to generate trajectory parameter dispersions that are fed into the second Monte Carlo simulation. The second Monte Carlo simulation operates on the aerothermodynamics model to generate aeroheating parameter dispersions that are fed into the third Monte Carlo simulation. The third Monte Carlo simulation operates on the FTPS material thermal response model to generate the final FTPS/IS thermal response dispersions. The end-to-end Monte Carlo simulation propagates the uncertainties of each model into the next to quantify the resulting uncertainty of the FTPS/IS thermal response. The fractional contributions of the uncertain parameters in the trajectory, aerothermal, and thermal response models to the variance in the FTPS/IS thermal response is determined as a byproduct of the Monte Carlo analysis. The structural uncertainty of the FTPS thermal response model is evaluated by flight relevant ground testing and model error analysis using test measurements. This probabilistic TPS margin process had never been applied to an entry vehicle and it is one of the LOFTID project’s goals to demonstrate its merits.

Steven A. Tobin↗
NASA NTRSDate not supplied

LOFTID Aeroshell Thermal Response Uncertainty Analysis Utilizing the End-to-End Monte Carlo Approach

A probabilistic thermal margin process has been performed to design the flexible thermal protection system (FTPS) and select entry trajectory constraints given an acceptable risk level for the Low-Earth Orbit Flight Test of and Inflatable Decelerator (LOFTID) project. Uncertainties exist in atmospheric entry aeroheating environments and the predicted thermal response of thermal protection system (TPS) material. Entry vehicle TPS is often over-sized to mitigate uncertainty by combining conservative bounding scenarios together. The probabilistic thermal margin process allows engineers to make informed aeroshell design, flight design, and FTPS performance risk trades while preventing excessive FTPS margin from being applied. This paper describes the uncertainty analysis methodology used to carry out a probabilistic thermal margin process used for LOFTID’s aeroshell and explains how the calculated probability of exceeding flight allowable temperatures is used to design the FTPS and establish nominal flight design constraints. This probabilistic thermal margin process had never been applied to entry, decent, and landing design for a flown entry vehicle and it is one of the LOFTID project’s goals to demonstrate its merits.

Steven Andrew Tobin↗
DOE OSTI2013

Risk-Based Comparison of Carbon Capture Technologies

In this paper, we describe an integrated probabilistic risk assessment methodological framework and a decision-support tool suite for implementing systematic comparisons of competing carbon capture technologies. Culminating from a collaborative effort among national laboratories under the Carbon Capture Simulation Initiative (CCSI), the risk assessment framework and the decision-support tool suite encapsulate three interconnected probabilistic modeling and simulation components. The technology readiness level (TRL) assessment component identifies specific scientific and engineering targets required by each readiness level and applies probabilistic estimation techniques to calculate the likelihood of graded as well as nonlinear advancement in technology maturity. The technical risk assessment component focuses on identifying and quantifying risk contributors, especially stochastic distributions for significant risk contributors, performing scenario-based risk analysis, and integrating with carbon capture process model simulations and optimization. The financial risk component estimates the long-term return on investment based on energy retail pricing, production cost, operating and power replacement cost, plan construction and retrofit expenses, and potential tax relief, expressed probabilistically as the net present value distributions over various forecast horizons.

Engel, David W.↗
DOE OSTI2014

Methodology for the Incorporation of Passive Component Aging Modeling into the RAVEN/ RELAP-7 Environment

Passive system, structure and components (SSCs) will degrade over their operation life and this degradation may cause to reduction in the safety margins of a nuclear power plant. In traditional probabilistic risk assessment (PRA) using the event-tree/fault-tree methodology, passive SSC failure rates are generally based on generic plant failure data and the true state of a specific plant is not reflected realistically. To address aging effects of passive SSCs in the traditional PRA methodology [1] does consider physics based models that account for the operating conditions in the plant, however, [1] does not include effects of surveillance/inspection. This paper represents an overall methodology for the incorporation of aging modeling of passive components into the RAVEN/RELAP-7 environment which provides a framework for performing dynamic PRA. Dynamic PRA allows consideration of both epistemic and aleatory uncertainties (including those associated with maintenance activities) in a consistent phenomenological and probabilistic framework and is often needed when there is complex process/hardware/software/firmware/ human interaction [2]. Dynamic PRA has gained attention recently due to difficulties in the traditional PRA modeling of aging effects of passive components using physics based models and also in the modeling of digital instrumentation and control systems. RAVEN (Reactor Analysis and Virtual control Environment) [3] is a software package under development at the Idaho National Laboratory (INL) as an online control logic driver and post-processing tool. It is coupled to the plant transient code RELAP-7 (Reactor Excursion and Leak Analysis Program) also currently under development at INL [3], as well as RELAP 5 [4]. The overall methodology aims to: • Address multiple aging mechanisms involving large number of components in a computational feasible manner where sequencing of events is conditioned on the physical conditions predicted in a simulation environment such as RELAP-7. • Identify the risk-significant passive components, their failure modes and anticipated rates of degradation • Incorporate surveillance and maintenance activities and their effects into the plant state and into component aging progress. • Asses aging affects in a dynamic simulation environment 1. C. L. SMITH, V. N. SHAH, T. KAO, G. APOSTOLAKIS, “Incorporating Ageing Effects into Probabilistic Risk Assessment –A Feasibility Study Utilizing Reliability Physics Models,” NUREG/CR-5632, USNRC, (2001). 2. T. ALDEMIR, “A Survey of Dynamic Methodologies for Probabilistic Safety Assessment of Nuclear Power Plants, Annals of Nuclear Energy, 52, 113-124, (2013). 3. C. RABITI, A. ALFONSI, J. COGLIATI, D. MANDELLI and R. KINOSHITA “Reactor Analysis and Virtual Control Environment (RAVEN) FY12 Report,” INL/EXT-12-27351, (2012). 4. D. ANDERS et.al, "RELAP-7 Level 2 Milestone Report: Demonstration of a Steady State Single Phase PWR Simulation with RELAP-7," INL/EXT-12-25924, (2012).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Performance Study of Distance-Weighting Approach with Loopy Sum-Product Algorithm for Multi-Object Tracking in Clutter

In this paper, we explore the performance of the distance-weighting probabilistic data association (DWPDA) approach in conjunction with the loopy sum-product algorithm (LSPA) for tracking multiple objects in clutter. First, we discuss the problem of data association (DA), which is to infer the correspondence between targets and measurements. DA plays an important role when tracking multiple targets using measurements of uncertain origin. Second, we describe three methods of data association: probabilistic data association (PDA), joint probabilistic data association (JPDA), and LSPA. We then apply these three DA methods for tracking multiple crossing targets in cluttered environments, e.g., radar detection with false alarms and missed detections. We are interested in two performance metrics: tracking accuracy and computation time. LSPA is known to be superior to PDA in terms of the former and to dominate JPDA in terms of the latter. Last, we consider an additional DA method that is a modification of PDA by incorporating a weighting scheme based on distances between position estimates and measurements. This distance-weighting approach, when combined with PDA, has been shown to enhance the tracking accuracy of PDA without significant change in the computation burden. Since PDA constitutes a crucial building block of LSPA, we hypothesize that DWPDA, when integrated with LSPA, would perform better under the two performance metrics above. Contrary to expectations, the distance-weighting approach does not enhance the performance of LSPA, whether in terms of tracking accuracy or computation time.

47 OTHER INSTRUMENTATION↗
DOE OSTI2012

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

System risk quantification and decision making support using functional modeling and dynamic Bayesian network

Risk-informed decision-making requires a probabilistic assessment of the likelihood of success of control action, given the system status. This paper presents a systematic state transition modeling approach integrating dynamic probabilistic risk assessment with a decision-making process using a dynamic Bayesian network (DBN) coupled with functional modeling. A functional model designed with multilevel flow modeling (MFM) technique was used to build a system state structure inferred by energy, mass, and information flow so that one can verify the developed model with respect to system functionality. The MFM model represents the causal relationship among the nodes, which captures the structure of process parameters and control units. Each node may have multiple possible states, and the DBN structured by the MFM model represents the time-domain transitions among the defined states. Furthermore, the MFM-DBN integrated state transition modeling is a white-box approach that allows one to draw the system's risk profile by updating the system states and supports the decisions probabilistically with physical inference. An example of a simple heating system has been used to illustrate this process, including decision-making support based on quantitative risk profile. For demonstrating its applicability to a complex system operational decision making, a case study of station blackout accident scenario leading to the seal loss of coolant accident in a nuclear power plant is presented. The proposed approach effectively provided the risk profile along time for each option so that the operators can make the best decision, which minimizes the plant risk.

42 ENGINEERING↗