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At least 163 records · Page 9
All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

State of Stress Uncertainty Quantification and Geomechanical Risk Analysis for Subsurface Engineering

All subsurface stress measurement methods available for deep subsurface applications are indirect and involve a significant amount of uncertainty. Quantifying these uncertainties is critical for applications where the state of stress is a component of a risk analysis with significant safety, environmental, and economic considerations. A publicly available and open source tool called the State of Stress Analysis Tool (SOSAT) has been developed to aid in performing a Bayesian uncertainty quantification and geomechanical risk analysis using many types of commonly available data. A new feature of this tool is using data from the FutureGen 2.0 site. The new feature of the tool was uses information about the absence or presence of borehole breakouts to constrain the state of stress. This new feature allows the user to specify probability distributions for the relevant parameters such as the drilling mud pressure, temperature, and the formation strength properties. The tool computes the posterior joint probability distribution of the horizontal principal stresses. Using random samples from this posterior distribution the tool then computes the probability of activating a critically oriented fault at a range of pore pressures. This latter feature can be used to aid in the assessment of the risk of induced seismicity and leakage in geologic carbon sequestration and enhanced geothermal systems.

Burghardt, Jeffrey A.↗
NASA NTRS1998

A Compendium of Wind Statistics and Models for the NASA Space Shuttle and Other Aerospace Vehicle Programs

The wind profile with all of its variations with respect to altitude has been, is now, and will continue to be important for aerospace vehicle design and operations. Wind profile databases and models are used for the vehicle ascent flight design for structural wind loading, flight control systems, performance analysis, and launch operations. This report presents the evolution of wind statistics and wind models from the empirical scalar wind profile model established for the Saturn Program through the development of the vector wind profile model used for the Space Shuttle design to the variations of this wind modeling concept for the X-33 program. Because wind is a vector quantity, the vector wind models use the rigorous mathematical probability properties of the multivariate normal probability distribution. When the vehicle ascent steering commands (ascent guidance) are wind biased to the wind profile measured on the day-of-launch, ascent structural wind loads are reduced and launch probability is increased. This wind load alleviation technique is recommended in the initial phase of vehicle development. The vehicle must fly through the largest load allowable versus altitude to achieve its mission. The Gumbel extreme value probability distribution is used to obtain the probability of exceeding (or not exceeding) the load allowable. The time conditional probability function is derived from the Gumbel bivariate extreme value distribution. This time conditional function is used for calculation of wind loads persistence increments using 3.5-hour Jimsphere wind pairs. These increments are used to protect the commit-to-launch decision. Other topics presented include the Shuttle Shuttle load-response to smoothed wind profiles, a new gust model, and advancements in wind profile measuring systems. From the lessons learned and knowledge gained from past vehicle programs, the development of future launch vehicles can be accelerated. However, new vehicle programs by their very nature will require specialized support for new databases and analyses for wind, atmospheric parameters (pressure, temperature, and density versus altitude), and weather. It is for this reason that project managers are encouraged to collaborate with natural environment specialists early in the conceptual design phase. Such action will give the lead time necessary to meet the natural environment design and operational requirements, and thus, reduce development costs.

Smith, O. E.↗
DOE OSTI2026

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗
NASA NTRS1981

The reliability of multistate, multioutput systems

A system which can generate multiple signals such that each signal can have different quality states is modeled. A measure of the effectiveness of the system as a function of the status of its components is developed. Assuming only that the probability distribution of the status of each component is known, bounds on the probability distribution of the system's measure of effectiveness are developed.

Subelman, E. J.↗
DOE OSTI2022

Learning the temporal evolution of multivariate densities via normalizing flows

In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced by integrating local or nonlocal Fokker–Planck equations). Here, we analyze this evolution through machine learning assisted construction of a time-dependent mapping that takes a reference distribution (say, a Gaussian) to each and every instance of our evolving distribution. If the reference distribution is the initial condition of a Fokker–Planck equation, what we learn is the time-T map of the corresponding solution. Specifically, the learned map is a multivariate normalizing flow that deforms the support of the reference density to the support of each and every density snapshot in time. We demonstrate that this approach can approximate probability density function evolutions in time from observed sampled data for systems driven by both Brownian and Lévy noise. We present examples with two- and three-dimensional, uni- and multimodal distributions to validate the method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1989

Review of probabilistic analysis of dynamic response of systems with random parameters

The various methods that have been studied in the past to allow probabilistic analysis of dynamic response for systems with random parameters are reviewed. Dynamic response may have been obtained deterministically if the variations about the nominal values were small; however, for space structures which require precise pointing, the variations about the nominal values of the structural details and of the environmental conditions are too large to be considered as negligible. These uncertainties are accounted for in terms of probability distributions about their nominal values. The quantities of concern for describing the response of the structure includes displacements, velocities, and the distributions of natural frequencies. The exact statistical characterization of the response would yield joint probability distributions for the response variables. Since the random quantities will appear as coefficients, determining the exact distributions will be difficult at best. Thus, certain approximations will have to be made. A number of techniques that are available are discussed, even in the nonlinear case. The methods that are described were: (1) Liouville's equation; (2) perturbation methods; (3) mean square approximate systems; and (4) nonlinear systems with approximation by linear systems.

Kozin, F.↗
NASA NTRS2010

Modeling Common-Sense Decisions in Artificial Intelligence

A methodology has been conceived for efficient synthesis of dynamical models that simulate common-sense decision- making processes. This methodology is intended to contribute to the design of artificial-intelligence systems that could imitate human common-sense decision making or assist humans in making correct decisions in unanticipated circumstances. This methodology is a product of continuing research on mathematical models of the behaviors of single- and multi-agent systems known in biology, economics, and sociology, ranging from a single-cell organism at one extreme to the whole of human society at the other extreme. Earlier results of this research were reported in several prior NASA Tech Briefs articles, the three most recent and relevant being Characteristics of Dynamics of Intelligent Systems (NPO -21037), NASA Tech Briefs, Vol. 26, No. 12 (December 2002), page 48; Self-Supervised Dynamical Systems (NPO-30634), NASA Tech Briefs, Vol. 27, No. 3 (March 2003), page 72; and Complexity for Survival of Living Systems (NPO- 43302), NASA Tech Briefs, Vol. 33, No. 7 (July 2009), page 62. The methodology involves the concepts reported previously, albeit viewed from a different perspective. One of the main underlying ideas is to extend the application of physical first principles to the behaviors of living systems. Models of motor dynamics are used to simulate the observable behaviors of systems or objects of interest, and models of mental dynamics are used to represent the evolution of the corresponding knowledge bases. For a given system, the knowledge base is modeled in the form of probability distributions and the mental dynamics is represented by models of the evolution of the probability densities or, equivalently, models of flows of information. Autonomy is imparted to the decisionmaking process by feedback from mental to motor dynamics. This feedback replaces unavailable external information by information stored in the internal knowledge base. Representation of the dynamical models in a parameterized form reduces the task of common-sense-based decision making to a solution of the following hetero-associated-memory problem: store a set of m predetermined stochastic processes given by their probability distributions in such a way that when presented with an unexpected change in the form of an input out of the set of M inputs, the coupled motormental dynamics converges to the corresponding one of the m pre-assigned stochastic process, and a sample of this process represents the decision.

Zak, Michail↗
DOE OSTI2023

Evolution of the age-included nearest pair distribution in disperse multiphase flows

The age of the nearest particle pair is introduced as the difference between the current time and the most recent time when the nearest particle pair was formed. The evolution equation for the age-included nearest pair distribution function is derived. With the assumption of random destruction of the nearest particle pairs, the evolution equation predicts the exponential probability distribution of the ages of the nearest particle pairs. Particle-resolved numerical simulations with moving particles are performed to verify this prediction. The equation is then used to derive the evolution equation for the particle–fluid–particle (PFP) stress, which is known to be related to hyperbolicity of the two-fluid equations. It is found that the relaxation time of the age probability distribution is also the relaxation time for the PFP stress. Guided by the closure terms in the PFP stress evolution equation, we study kinematics of the nearest particle pairs in the particle-resolved simulations for flows caused by sedimentation of the particles with initially isotropic and homogeneous particle distributions. At the steady states, the particle Reynolds numbers are around 20. Anisotropy and inhomogeneity of particle distributions are seen to develop in these flows. The mean distances to the nearest particles and evolution of the distribution of the Voronoi cell volumes are studied. We also found the PFP stress is closely related to the changes in these inter-particle scale quantities.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Assessing North Atlantic Tropical Cyclone Rainfall Hazard Using Engineered-Synthetic Storms and a Physics-Based Tropical Cyclone Rainfall Model

In this study, we design a statistical method to couple observations with a physics-based tropical cyclone (TC) rainfall model (TCR) and engineered-synthetic storms for assessing TC rainfall hazard. We first propose a bias-correction method to minimize the errors induced by TCR via matching the probability distribution of TCR-simulated historical TC rainfall with gauge observations. Then we assign occurrence probabilities to engineered-synthetic storms to reflect local climatology, through a resampling method that matches the probability distribution of a newly proposed storm parameter named rainfall potential (POT) in the synthetic dataset with that in the observation. POT is constructed to include several important storm parameters for TC rainfall such as TC intensity, duration, and distance and environmental humidity near landfall, and it is shown to be correlated with TCR-simulated rainfall. The proposed method has a satisfactory performance in reproducing the rainfall hazard curve in various locations in the continental United States; it is an improvement over the traditional joint probability method (JPM) for TC rainfall hazard assessment.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1983

Four-dimensional symmetry from a broad viewpoint. II Invariant distribution of quantized field oscillators and questions on infinities

The foundation of the quantum field theory is changed by introducing a new universal probability principle into field operators: one single inherent and invariant probability distribution P(/k/) is postulated for boson and fermion field oscillators. This can be accomplished only when one treats the four-dimensional symmetry from a broad viewpoint. Special relativity is too restrictive to allow such a universal probability principle. A radical length, R, appears in physics through the probability distribution P(/k/). The force between two point particles vanishes when their relative distance tends to zero. This appears to be a general property for all forces and resembles the property of asymptotic freedom. The usual infinities in vacuum fluctuations and in local interactions, however complicated they may be, are all removed from quantum field theories. In appendix A a simple finite and unitary theory of unified electroweak interactions is discussed without assuming Higgs scalar bosons.

Hsu, J. P.↗
DOE OSTI2022

Discrepancy quantification between experimental and simulated data of CO 2 adsorption isotherm using hierarchical Bayesian estimation

Here, to quantitatively analyze the inconsistencies commonly observed between experimental and simulated adsorption isotherms, parameter estimation of adsorption isotherm models was conducted by hierarchical Bayesian estimation with parameter uncertainties being quantified as probability distributions. The estimation method was implemented using Markov Chain Monte Carlo (MCMC) to analyze multiple data sets obtained from different sources, including a publicly available database. To describe the discrepancies of experimental and simulated adsorption data, the simulation data was set as the reference to which experimental measurements were compared. We applied the proposed approach to analyze CO 2 adsorption isotherms that are measured and simulated on zeolite 13X and MIL-101(Cr). In these case studies, the discrepancy of CO 2 adsorption isotherm was successfully quantified between experimental measurements and predictions given by molecular simulations using Grand Canonical Monte Carlo (GCMC), where uncertainties were quantified as probability distributions. Furthermore, experimental data sets that agree well with the GCMC simulation have been identified, providing insights into experimental and measurement methods as well as choosing the right assumptions in the molecular simulation.

42 ENGINEERING↗
DOE OSTI2025

Representing Complex Systems as Graphs for Debugging and Predictive Maintenance-Preliminary Thoughts

Representing complex systems as graphs enables use of mathematical tools to identify faults or predict failures. Graph nodes correspond to individual modules or subsystems, and edges link coupled system parts. ‘Probes’ measure the node outputs, monitoring the system health for unexpected behavior. Assuming one cannot probe every point, within a system, the fault correlates to a region—not necessarily the specific location. Bayesian networks trained to understand fault patterns can accurately identify the source. The diagnostic tool described aides debugging by pinpointing system failure causes. For predictive maintenance, probe data develop probability distribution functions describing subsystem mean time to failure. Unit lifetime can be estimated through these probability distributions. Two approaches include using Bayesian classifiers to infer the system failure source and developing maintenance schedules by treating systems as collections of random variables. When failure behavior does not follow a closed form function, use of similarity models is proposed.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1973

System statistical reliability model and analysis

A digital computer code was developed to simulate the time-dependent behavior of the 5-kwe reactor thermoelectric system. The code was used to determine lifetime sensitivity coefficients for a number of system design parameters, such as thermoelectric module efficiency and degradation rate, radiator absorptivity and emissivity, fuel element barrier defect constant, beginning-of-life reactivity, etc. A probability distribution (mean and standard deviation) was estimated for each of these design parameters. Then, error analysis was used to obtain a probability distribution for the system lifetime (mean = 7.7 years, standard deviation = 1.1 years). From this, the probability that the system will achieve the design goal of 5 years lifetime is 0.993. This value represents an estimate of the degradation reliability of the system.

Lekach, V. S.↗
DOE OSTI2022

A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters

Sensitivity analysis and reliability assessment are two important aspects of structural and system safety. Epistemic uncertainty with respect to probabilistic model of input parameters due to lack of knowledge is present in many scarce-data applications and complicates the characterization of uncertainty in model response. In this article, we present two importance measures to evaluate the impact of distribution parameters on the probability distribution function (PDF) of the output and the failure probability. The epistemic uncertainty associated with the distribution parameters is modeled as random variables. Additionally, a modified extended polynomial chaos expansion (MEPCE) approach is introduced in which aleatory and epistemic random variables are modeled and propagated simultaneously while allowing the separate assessment for any single epistemic variable. A MEPCE-based kernel density estimation (KDE) construction provides a composite map from each epistemic variable to the response PDF. The functional global sensitivity index of the PDF with respect to the distribution parameters is thus derived, as a function of output, which is both more informative and more efficient than standard scalar sensitivity measures. Reliability sensitivity indices can be readily evaluated by integrating the global sensitivity index function over the failure zone. Three illustrative examples are used to demonstrate the proposed methodology.

42 ENGINEERING↗
NASA NTRS1992

Generalized probability model for calculation of interference to the Deep Space Network due to circularly Earth-orbiting satellites

The probability of exceeding interference power levels and the duration of interference at the Deep Space Network (DSN) antenna is calculated parametrically when the state vector of an Earth-orbiting satellite over the DSN station view area is not known. A conditional probability distribution function is derived, transformed, and then convolved with the interference signal uncertainties to yield the probability distribution of interference at any given instant during the orbiter's mission period. The analysis is applicable to orbiting satellites having circular orbits with known altitude and inclination angle.

Ruggier, C. J.↗
NASA NTRS1999

Main Geomagnetic Field Models from Oersted and Magsat Data Via a Rigorous General Inverse Theory with Error Bounds

The purpose of the grant was to study how prior information about the geomagnetic field can be used to interpret surface and satellite magnetic measurements, to generate quantitative descriptions of prior information that might be so used, and to use this prior information to obtain from satellite data a model of the core field with statistically justifiable error estimates. The need for prior information in geophysical inversion has long been recognized. Data sets are finite, and faithful descriptions of aspects of the earth almost always require infinite-dimensional model spaces. By themselves, the data can confine the correct earth model only to an infinite-dimensional subset of the model space. Earth properties other than direct functions of the observed data cannot be estimated from those data without prior information about the earth. Prior information is based on what the observer already knows before the data become available. Such information can be "hard" or "soft". Hard information is a belief that the real earth must lie in some known region of model space. For example, the total ohmic dissipation in the core is probably less that the total observed geothermal heat flow out of the earth's surface. (In principle, ohmic heat in the core can be recaptured to help drive the dynamo, but this effect is probably small.) "Soft" information is a probability distribution on the model space, a distribution that the observer accepts as a quantitative description of her/his beliefs about the earth. The probability distribution can be a subjective prior in the sense of Bayes or the objective result of a statistical study of previous data or relevant theories.

Backus, George E.↗
NASA NTRS2006

Technology Development Risk Assessment for Space Transportation Systems

A new approach for assessing development risk associated with technology development projects is presented. The method represents technology evolution in terms of sector-specific discrete development stages. A Monte Carlo simulation is used to generate development probability distributions based on statistical models of the discrete transitions. Development risk is derived from the resulting probability distributions and specific program requirements. Two sample cases are discussed to illustrate the approach, a single rocket engine development and a three-technology space transportation portfolio.

Mathias, Donovan L.↗