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A Comparative Study on Computation of Cumulative Distribution Function in Predicting Time of Failure of Engineering Systems

Estimating accurate Time-of-Failure (ToF) of a system is key in making the decisions that impact operational safety and optimize cost. In this context, it is interesting to note that different approaches have been explored to tackle the problem of estimating ToF. The difference is in part characterized by different definitions of the hazard zones. The conventional definition for the cumulative distribution function (CDF) calculation is assumed to have well-defined hazard zones, that is, hazard zones defined as a function of the system state trajectory. An alternate method suggests the use of hazard zones defined as a function of the system state at time , instead of hazard zones defined as a function of system state up to and including time k (Acuna and Orchard 2018, 2017). This paper explores these differences and their impact on ToF estimation. Results for the conventional CDF definition indicated that, (i) the cumulative distribution function is always an increasing function of time, even when realizations of the degradation process are not monotonic, (ii) the sum of all probabilities is always 1 and does not need to be normalized, and (iii) all probabilities are positive and less than or equal to 1. Similar results are not observed for CDF calculation with hazard zones defined as a function only of the system state at time . Results for ToF estimation using Acuna's definition differ, suggesting that there is an underlying assumption of independence in the hazard zone definition. Therefore, we present an alternate definition of hazard zone which guarantees the properties of a well-defined CDF with a more straightforward ToF definition.

Hazard Zone↗

Calculation of the Poisson cumulative distribution function

A method for calculating the Poisson cdf (cumulative distribution function) is presented. The method avoids computer underflow and overflow during the process. The computer program uses this technique to calculate the Poisson cdf for arbitrary inputs. An algorithm that determines the Poisson parameter required to yield a specified value of the cdf is presented.

Bowerman, Paul N.↗

The 4 Ms CHANDRA Deep Field-South Number Counts Apportioned by Source Class: Pervasive Active Galactic Nuclei and the Ascent of Normal Galaxies

We present 0.5-2 keV, 2-8 keV, 4-8 keV, and 0.5-8 keV (hereafter soft, hard, ultra-hard, and full bands, respectively) cumulative and differential number-count (log N-log S ) measurements for the recently completed approx. equal to 4 Ms Chandra Deep Field-South (CDF-S) survey, the deepest X-ray survey to date. We implement a new Bayesian approach, which allows reliable calculation of number counts down to flux limits that are factors of approx. equal to 1.9-4.3 times fainter than the previously deepest number-count investigations. In the soft band (SB), the most sensitive bandpass in our analysis, the approx. equal to 4 Ms CDF-S reaches a maximum source density of approx. equal to 27,800 deg(sup -2). By virtue of the exquisite X-ray and multiwavelength data available in the CDF-S, we are able to measure the number counts from a variety of source populations (active galactic nuclei (AGNs), normal galaxies, and Galactic stars) and subpopulations (as a function of redshift, AGN absorption, luminosity, and galaxy morphology) and test models that describe their evolution. We find that AGNs still dominate the X-ray number counts down to the faintest flux levels for all bands and reach a limiting SB source density of approx. equal to 14,900 deg(sup -2), the highest reliable AGN source density measured at any wavelength. We find that the normal-galaxy counts rise rapidly near the flux limits and, at the limiting SB flux, reach source densities of approx. equal to 12,700 deg(sup -2) and make up 46% plus or minus 5% of the total number counts. The rapid rise of the galaxy counts toward faint fluxes, as well as significant normal-galaxy contributions to the overall number counts, indicates that normal galaxies will overtake AGNs just below the approx. equal to 4 Ms SB flux limit and will provide a numerically significant new X-ray source population in future surveys that reach below the approx. equal to 4 Ms sensitivity limit. We show that a future approx. equal to 10 Ms CDF-S would allow for a significant increase in X-ray-detected sources, with many of the new sources being cosmologically distant (z greater than or approx. equal to 0.6) normal galaxies.

Field-South↗

Statistical Comparison and Improvement of Methods for Combining Random and Harmonic Loads

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield ultimate strength and high cycle fatigue capability. This paper examines the cumulative distribution function (CDF) percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematics is then used to calculate the combined value corresponding to any desired percentile along with a curve fit to this value. Another Excel macro is used to calculate the combination using a Monte Carlo simulation. Unlike the traditional techniques, these methods quantify the calculated load value with a Consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Also, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can lower the design loading substantially without losing any of the identified structural reliability.

Brown, Andrew M.↗

Probabilistic analysis of a materially nonlinear structure

A probabilistic finite element program is used to perform probabilistic analysis of a materially nonlinear structure. The program used in this study is NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), under development at Southwest Research Institute. The cumulative distribution function (CDF) of the radial stress of a thick-walled cylinder under internal pressure is computed and compared with the analytical solution. In addition, sensitivity factors showing the relative importance of the input random variables are calculated. Significant plasticity is present in this problem and has a pronounced effect on the probabilistic results. The random input variables are the material yield stress and internal pressure with Weibull and normal distributions, respectively. The results verify the ability of NESSUS to compute the CDF and sensitivity factors of a materially nonlinear structure. In addition, the ability of the Advanced Mean Value (AMV) procedure to assess the probabilistic behavior of structures which exhibit a highly nonlinear response is shown. Thus, the AMV procedure can be applied with confidence to other structures which exhibit nonlinear behavior.

Millwater, H. R.↗

Two Years of Site Diversity Measurements in Guam, USA

As NASA communication networks upgrade to higher frequencies, such as Ka-Band, atmospherically induced attenuation can become significant. This attenuation is caused by rain, clouds and atmospheric gases (oxygen and water vapor), with rain having the most noticeable effects. One technique to circumvent the increase in attenuation is to operate two terminals separated by a distance that exceeds the average rain cell size. The fact that rain cells are of finite size can then be exploited by rerouting the signal to the terminal with the strongest link. This technique, known as site diversity, is best suited for climates that have compact (less than 2km) and intense rain cells such as in Guam. In order to study the potential diversity gain at the Tracking and Data Relay Satellite (TDRS) Remote Ground Terminal (GRGT) complex in Guam a site test interferometer (STI) was installed in May of 2010. The STI is composed of two terminals with a 900m baseline that observe the same unmodulated beacon signal broadcast from a geostationary satellite (e.g., UFO 8). The potential site diversity gain is calculated by measuring the difference in signal attenuation seen at each terminal. Over the two years of data collection the cumulative distribution function (CDF) of the site diversity gain shows a better than 3 dB improvement for 90% of the time over standard operation. These results show that the use of site diversity in Guam can be very effective in combating rain fades.

Acosta, Roberto J.↗

Probabilistic Modeling of a Three-Stage Human Landing System Architecture

Space Policy Directive-1 has led to NASA partnerships with commercial entities on procurement which includes the development of the Human Landing System (HLS) [1]. With the goal of delivering human crew to the lunar surface by 2024, system uncertainties become an important obstacle to the maturation of multiple new, driving technologies and mission concepts of the HLS program. As unmitigated uncertainties have previously led to failed development programs, these risks and their impacts must be understood and handled to ensure program success [2]. Sources of uncertainty include novel engine designs and configurations, increased reliance on cryogenic fluid management(CFM), and refueling technologies—which propagate as high-level performance metrics such as overall propellant mass and engine performance. Also, the occurrence of operational uncertainties—e.g. launch conditions or need to abort during the mission—can cause cascading effects on the rest of the mission that are difficult to definitively quantify, and are outside the scope of control. These concrete examples and other occurrences can be categorized as either epistemic or aleatory uncertainties.Epistemic uncertainty arises due to a lack of knowledge and can be alleviated with design and program maturation. Aleatory uncertainty is due to the inherent randomness of the system and cannot be directly reduced, unlike epistemic uncertainty. Robust design and probabilistic methods can compensate for aleatory effects. A taxonomy of uncertainty is referred to for this work [3]. In this paper, a probabilistic methodology to handle uncertainties has been demonstrated on a three-element HLS concept [1, 4], which allows tracking of current best estimates of the concept and assessment of concept design robustness against uncertainties. A sample case has been completed for this abstract, and an expansion on the methodology will be included in the final paper. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. This abstract will cover the basics of the approach used, and further details and justifications will be in the final paper.The mission profile associated with this three-element concept (Fig 1) was modeled as a set of mission events that facilitated mass changes, idles, or spacecraft maneuvers. The mission profile scope starts with each element’s NRHO orbit insertion and aggregation and ends at post-sortie rendezvous with Orion. More detail on the mission profile will be in the final paper. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as the physics framework to model the HLS architecture for applying the probabilistic methodology [5, 6]. Specifically, a parametric representation of the lander, ascent, and transfer elements and the mission profile of each element was established, with vehicle and mission parameters available as inputs to allow for a dynamic model. Each vehicle stage was modeled with high-level performance metrics, using Isp and propellant mass fraction (PMF) to remain parametric. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. These parameters were frozen at their nominal values for the purposes of baselining architecture performance and sizing the vehicle appropriately based on reference documentation [1]. Range estimating—a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities—is traditionally used with Mass Equipment Lists (MELs), but has been adapted with operational parameters as well as vehicle parameters in theDYREQT model to capture mission uncertainty alongside vehicle uncertainty [7, 3]. This method was selected due to its application and insight on a system from a bottom-up perspective, independence from historical rules of thumb, and ability to generate sensitivities based on design decisions and uncertainties. As a sample case for the abstract, the boiloff rates of the vehicle elements and the loiter times during the mission (simulating launch time variations and changing window of opportunities) were used with range estimating to provide preliminary results. To perform the range estimation portion of this methodology (depicted in Fig. 3, further details in final paper), the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the sample set of uncertainty parameters; 5,000 cases via Latin Hypercube Sampling were computed on the DYREQT architecture model. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Range estimating was applied to the surrogates instead of the actual models, which saves computational expense due to the bulk of cases needed for the Monte Carlo simulation as part of range estimating. Uncertainty parameters were sampled independently from triangular distributions using the DoE ranges as ‘min’ and ‘max’, and the nominal value as ‘most likely’. Based engineering intuition, some uncertainty parameters are correlated—e.g. if the main propellant has a high boil-off rate, the oxidizer should follow suit as both are related to CFM technology.While a Monte Carlo simulation samples all inputs as independent, the results would show model correlations; thus, it is efficient to sample the inputs as correlated. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo. A table for the DoE ranges and probability distribution parameters is shown in Table 1, and more details on Correlated Monte Carlo Simulations will be discussed in the final paper. The model’s resulting DoE showed that multivariate polynomial equations fit via least squares method captured its behavior accurately for the sample case. For the Correlated Monte Carlo Simulation, a positive correlation between fuel and oxidizer boiloff rates was used as a demonstration. 10,000 cases were computed with the surrogates and the launched masses for each vehicle element was collated. The results can be displayed in a probability density function (PDF), showing the impact of the uncertainty parameters chosen. Integrating the PDFs will yield a cumulative distribution function (CDF) that shows the cumulative probability of a given value on the x-axis. For the sample case, the elements’ launch mass margin was calculated and represented in as CDFs, as a demonstrated representation of figures of merit for the HLS concept. For the lander and ascent elements, the NRHO mass insertion limit is 16t; the transfer element has a limit of 30t [1]. It can be seen with Figure 2 that this probabilistic methodology can provide insight into mass margin with respect to the uncertainties being modeled. Currently, the results show that the lander (descent) vehicle element has the most restrictive design space; it is the only element to show a 10% probability of negative margin. Further analysis on the Monte Carlo results will show sensitivities for driving constraints and parameters for architecture feasibility, which can lead to establishing potential mission rules.The combination of range estimating with a parametric architecture model for HLS demonstrated the capability of this probabilistic methodology in a sample case. As the HLS development progresses, this methodology has the potential for keeping current best estimates of architecture performance for awarded concepts due to the flexibility in DYREQT’s modeling framework and its parametric nature. Concept maturation and increased epistemic knowledge can be injected into the model probabilistic modeling, and thus continue to track probability of mission success.

Stephanie Y Zhu↗

Cumulative Poisson Distribution Program

Overflow and underflow in sums prevented. Cumulative Poisson Distribution Program, CUMPOIS, one of two computer programs that make calculations involving cumulative Poisson distributions. Both programs, CUMPOIS (NPO-17714) and NEWTPOIS (NPO-17715), used independently of one another. CUMPOIS determines cumulative Poisson distribution, used to evaluate cumulative distribution function (cdf) for gamma distributions with integer shape parameters and cdf for X (sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Written in C.

Bowerman, Paul N.↗

Statistical Evaluation and Improvement of Methods for Combining Random and Harmonic Loads

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield/ultimate strength and high- cycle fatigue capability. This Technical Publication examines the cumulative distribution percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematica to calculate the combined value corresponding to any desired percentile is then presented along with a curve tit to this value. Another Excel macro that calculates the combination using Monte Carlo simulation is shown. Unlike the traditional techniques. these methods quantify the calculated load value with a consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Additionally, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can substantially lower the design loading without losing any of the identified structural reliability.

Brown, A. M.↗

Estimation of effective hydrologic properties of soils from observations of vegetation density

A one-dimensional model of the annual water balance is reviewed. Improvements are made in the method of calculating the bare soil component of evaporation, and in the way surface retention is handled. A natural selection hypothesis, which specifies the equilibrium vegetation density for a given, water limited, climate soil system, is verified through comparisons with observed data. Comparison of CDF's of annual basin yield derived using these soil properties with observed CDF's provides verification of the soil-selection procedure. This method of parameterization of the land surface is useful with global circulation models, enabling them to account for both the nonlinearity in the relationship between soil moisture flux and soil moisture concentration, and the variability of soil properties from place to place over the Earth's surface.

Tellers, T. E.↗

Parameter estimation techniques based on optimizing goodness-of-fit statistics for structural reliability

New methods are presented that utilize the optimization of goodness-of-fit statistics in order to estimate Weibull parameters from failure data. It is assumed that the underlying population is characterized by a three-parameter Weibull distribution. Goodness-of-fit tests are based on the empirical distribution function (EDF). The EDF is a step function, calculated using failure data, and represents an approximation of the cumulative distribution function for the underlying population. Statistics (such as the Kolmogorov-Smirnov statistic and the Anderson-Darling statistic) measure the discrepancy between the EDF and the cumulative distribution function (CDF). These statistics are minimized with respect to the three Weibull parameters. Due to nonlinearities encountered in the minimization process, Powell's numerical optimization procedure is applied to obtain the optimum value of the EDF. Numerical examples show the applicability of these new estimation methods. The results are compared to the estimates obtained with Cooper's nonlinear regression algorithm.

Starlinger, Alois↗

Determination of Total Magnetic Anomalies and Their Vertical Gradients of Swarm-A Satellite over Central Europe and Pannonian Basin

Our paper discusses the determination of total magnetic field anomalies derived from the Swarm–A satellite data; one of two low orbiting satellites of the three Swarm formations. This procedure requires several modifications. The first step is the conversion of the measured CDF data to the ASCII format. This step is followed by the selection of the data with K(sub p) index ≤ 1(sub +). The anomalies are determined by the removal of the IGRF from the resulting satellite data. There are two Swarm–A data sets: descending (6000) orbits and ascending (5688) orbits. For our study the descending orbits were used. The next step of calculations is to determine the difference of the two-dimensional linear field fitted to the Swarm–A anomalies and the anomalies given. These anomalies are filtered by Gaussian low-pass filter. The last step of the corrections is the removal of the direct component, zero spatial frequency, from the descending anomalies. The anomalies and their vertical gradients are qualitatively interpreted over Central Europe and the Pannonian Basin.

Kis, K.↗

Estimation of effective hydrologic properties of soils from observations of vegetation density

An existing one-dimensional model of the annual water balance is reviewed. Slight improvements are made in the method of calculating the bare soil component of evaporation, and in the way surface retention is handled. A natural selection hypothesis, which specifies the equilibrium vegetation density for a given, water limited, climate-soil system, is verified through comparisons with observed data and is employed in the annual water balance of watersheds in Clinton, Ma., and Santa Paula, Ca., to estimate effective areal average soil properties. Comparison of CDF's of annual basin yield derived using these soil properties with observed CDF's provides excellent verification of the soil-selection procedure. This method of parameterization of the land surface should be useful with present global circulation models, enabling them to account for both the non-linearity in the relationship between soil moisture flux and soil moisture concentration, and the variability of soil properties from place to place over the Earth's surface.

Tellers, T. E.↗