Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Finite Time Series”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Stochastic modelling of intermittent fluctuations in the scrape-off layer: Correlations, distributions, level crossings, and moment estimation

A stochastic model is presented for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas. The fluctuations in the plasma density are modeled by a super-position of uncorrelated pulses with fixed shape and duration, describing radial motion of blob-like structures. In the case of an exponential pulse shape and exponentially distributed pulse amplitudes, predictions are given for the lowest order moments, probability density function, auto-correlation function, level crossings, and average times for periods spent above and below a given threshold level. Also, the mean squared errors on estimators of sample mean and variance for realizations of the process by finite time series are obtained. These results are discussed in the context of single-point measurements of fluctuations in the scrape-off layer, broad density profiles, and implications for plasma–wall interactions due to the transient transport events in fusion grade plasmas. The results may also have wide applications for modelling fluctuations in other magnetized plasmas such as basic laboratory experiments and ionospheric irregularities.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2016

Quantum correlations in non-inertial cavity systems

Non-inertial cavities are utilized to store and send Quantum Information between mode pairs. A two-cavity system is considered where one is inertial and the other accelerated in a finite time. Maclaurian series are applied to expand the related Bogoliubov coefficients and the problem is treated perturbatively. It is shown that Quantum Discord, which is a measure of quantumness of correlations, is degraded periodically. This is almost in agreement with previous results reached in accelerated systems where increment of acceleration decreases the degree of quantum correlations. As another finding of the study, it is explicitly shown that degradation of Quantum Discord disappears when the state is in a single cavity which is accelerated for a finite time. This feature makes accelerating cavities useful instruments in Quantum Information Theory. - Highlights: • Non-inertial cavities are utilized to store and send information in Quantum Information Theory. • Cavities include boundary conditions which will protect the entanglement once it has been created. • The problem is treated perturbatively and the maclaurian series are applied to expand the related Bogoliubov coefficients. • When two cavities are considered degradation in the degree of quantum correlation happens and it appears periodically. • The interesting issue is when a single cavity is studied and the degradation in quantum correlations disappears.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Toward practical approaches for ergodicity analysis

It is of importance to perform hydrological forecast using a finite hydrological time series. Most time series analysis approaches presume a data series to be ergodic without justifying this assumption. To our knowledge, there are no methods available for test of ergodicity to date. As such, this paper presents a practical approach to analyze the mean ergodic property of hydrological processes by means of augmented Dickey Fuller test, Mann-Kendall trend test, a radial basis function neural network, and the assessment methods derived from the definition of ergodicity. The mean ergodicity of precipitation processes at Newberry, MI, USA, is analyzed using the proposed approach. The results indicate that the precipitations of January, May, and July in Newberry are highly likely to have ergodic property, the precipitations of February, and October through December have tendency toward mean ergodicity, and the precipitations of all the other months are non-ergodic.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2014

Time series, correlation matrices and random matrix models

In this set of five lectures the authors have presented techniques to analyze open classical and quantum systems using correlation matrices. For diverse reasons we shall see that random matrices play an important role to describe a null hypothesis or a minimum information hypothesis for the description of a quantum system or subsystem. In the former case various forms of correlation matrices of time series associated with the classical observables of some system. The fact that such series are necessarily finite, inevitably introduces noise and this finite time influence lead to a random or stochastic component in these time series. By consequence random correlation matrices have a random component, and corresponding ensembles are used. In the latter we use random matrices to describe high temperature environment or uncontrolled perturbations, ensembles of differing chaotic systems etc. The common theme of the lectures is thus the importance of random matrix theory in a wide range of fields in and around physics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

PV TOMCAT

PV TOMCAT predicts the outdoor operating temperature and output power of a PV module based on measured physical properties and outdoor conditions. It includes a ray tracing model of a PV module, which runs in the commercial SunSolve ray tracer. Output from this model is combined with meteorological time series data to produce a combined input file for a finite-element model of heat conduction and radiation. Finally, this finite-element model is run in the commercial COMSOL Multiphysics software, producing time series outputs of temperature and power.

Deceglie, Michael↗
DOE OSTI2016

Reconstruction of the modified discrete Langevin equation from persistent time series

The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Data-driven modeling and control of dynamical systems using Koopman and Perron-Frobenius operators

This dissertation studies the data-driven modeling and control problem of nonlinear systems by exploiting the linear operator theoretic framework involving Koopman and Perro-Frobenius operator. A systematic linear-operator based controller design procedure has been established, which can be used to solve a variety of nonlinear control problems, including feedback stabilization using control Lyapunov functions, optimal quadratic regulation using Koopman eigenfunctions and convex optimization formulation of optimal control problem using P-F and Koopman operator approximation. As the core of data-driven modeling, we first propose a new algorithm for the finite-dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time-series data. We argue that the existing approach for the finite-dimensional approximation of these transfer operators such as Dynamic Mode Decomposition (DMD) and Extended Dynamic Mode Decomposition (EDMD) do not capture two important properties of these operators, namely positivity and Markov property. The algorithm we propose preserves these two properties. We call the proposed algorithm as naturally structured DMD (NSDMD) since it retains the inherent properties of these operators. Naturally structured DMD algorithm leads to a better approximation of the steady-state dynamics of the system regarding computing Koopman and Perron- Frobenius operator eigenfunctions and eigenvalues. However, preserving positivity property is critical for capturing the real transient dynamics of the system. This positivity property of the transfer operators and it's finite-dimensional approximation play an important role for controller and estimator design of nonlinear systems. To solve the feedback stabilization problem for nonlinear control systems, we tried to take advantage of the Koopman operator framework. The Koopman operator approach provides a linear representation for a nonlinear dynamical system and a bilinear representation for a nonlinear control system. The problem of feedback stabilization of a nonlinear control system is then transformed to the stabilization of a bilinear control system. We propose a control Lyapunov function (CLF)-based approach for the design of stabilizing feedback controllers for the bilinear system. The search for finding a CLF for the bilinear control system is formulated as a convex optimization problem. This leads to a schematic procedure for designing CLF-based stabilizing feedback controllers for the bilinear system and hence the original nonlinear system. Another advantage of the proposed controller design approach outlined in this dissertation is that it does not require explicit knowledge of system dynamics. In particular, the bilinear representation of a nonlinear control system in the Koopman eigenfunction space can be obtained from time-series data. Next, we study the optimal quadratic regulation problem for nonlinear systems. The linear operator theoretic framework involving the Koopman operator is used to lift the dynamics of nonlinear control system to an infinite-dimensional bilinear system. The optimal quadratic regulation problem for nonlinear system is formulated in terms of the finite-dimensional approximation of the bilinear system. A convex optimization-based approach is proposed for solving the quadratic regulator problem for bilinear system. We applied a variety of examples and compared the simulation results between our framework and conventional LQR control using linearized model. For more general optimal control problems, we provide a density-function based convex formulation for the optimal control problem of the nonlinear system. The convex formulation relies on the duality result in the stability theory of a dynamical system involving density function and Perron-Frobenius operator. The optimal control problem is formulated as an infinite-dimensional convex optimization program. The finite-dimensional approximation of the optimization problem relies on the recent advances made in the data-driven computation of the Koopman operator, which is dual to the Perron-Frobenius operator. Simulation results are presented to demonstrate the application of the developed framework.

Huang, Bowen↗
DOE OSTI2020

Data-Driven Approach for Uncertainty Propagation and Reachability Analysis in Dynamical Systems

In this paper, we propose a data-driven approach for uncertainty propagation and reachability analysis in a dynamical system. The proposed approach relies on the linear lifting of a nonlinear system using linear Perron-Frobenius (P-F) and Koopman operators. Here, the uncertainty can be characterized in terms of the moments of a probability density function. We demonstrate how the P-F and Koopman operators are used for propagating the moments. Time-series data is used for the finite-dimensional approximation of the linear operators, thereby enabling data-driven approach for moment propagation. Simulation results are presented to demonstrate the effectiveness of the proposed method.

42 ENGINEERING↗
DOE OSTI2016

Asymmetric collapse by dissolution or melting in a uniform flow

An advection-diffusion-limited dissolution model of an object being eroded by a two-dimensional potential flow is presented. By taking advantage of the conformal invariance of the model, a numerical method is introduced that tracks the evolution of the object boundary in terms of a time-dependent Laurent series. Simulations of a variety of dissolving objects are shown, which shrink and collapse to a single point in finite time. The simulations reveal a surprising exact relationship, whereby the collapse point is the root of a non-Analytic function given in terms of the flow velocity and the Laurent series coefficients describing the initial shape. This result is subsequently derived using residue calculus. The structure of the non-Analytic function is examined for three different test cases, and a practical approach to determine the collapse point using a generalized Newton-Raphson root-finding algorithm is outlined. These examples also illustrate the possibility that the model breaks down in finite time prior to complete collapse, due to a topological singularity, as the dissolving boundary overlaps itself rather than breaking up into multiple domains (analogous to droplet pinch-off in fluid mechanics). In conclusion, the model raises fundamental mathematical questions about broken symmetries in finite-Time singularities of both continuous and stochastic dynamical systems.

42 ENGINEERING↗
DOE OSTI2017

ESTABLISHING ROCK OUTCROP TIME SERIES AT VARIOUS DEPTHS IN A NONLINEAR SOIL COLUMN

Nonlinear soil-structure interaction (NLSSI) analysis methods are currently being developed at Idaho National Laboratory (INL). Appendix B in ASCE 4 (2016) includes a framework for performing NLSSI analysis. For NLSSI analysis to be widely implemented in industry, it is important to demonstrate that accurate response in a dynamically loaded, nonlinear soil column can be produced. In performing NLSSI analysis, one approach is to consider vertically propagating shear and compressive waves that pass through a nonlinear soil column and into a structure. Using finite element techniques, the structure can be placed in a finite volume of nonlinear soil with a rock outcrop seismic time series applied to the bottom of the nonlinear soil. The necessary depth of the nonlinear soil mesh is dependent on the vertical soil stiffness when the model is in static and dynamic equilibrium. Run time, and therefore size of the meshed soil domain, is an important consideration when developing the NLSSI model. An approach is presented in this paper that establishes compatible rock outcrop seismic time series for reduced nonlinear soil mesh depths. To apply the approach, an example is developed using a reasonable soil column with a reasonable top-of-soil response spectrum. The approach is an iterative method which is applied in two steps. The first step is used to establish a reasonable rock outcrop time series at the highest depth considered. The second step is used to establish compatible rock outcrop time series at shallower depths.

42 ENGINEERING↗
DOE OSTI2022

Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series: Supporting Data

This dataset consists of soil temperature time series that were used to estimate soil thermal diffusivity and its uncertainty trough the probabilistic modelling approach developed and presented in the article named "Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series" and published in Earth Surface Dynamics. There are two compressed (.zip) files that contains synthetic (Synthetic_soiltemp_Teller.zip) and field (Field_soiltemp_Teller.zip) data. There is one MATLAB file that requires MATLAB to execute but any text editor can open it. The Synthetic_soiltemp_Teller.zip file includes 5 comma-delimited data files (.csv) each of which contains soil temperature time series generated through forward modeling (i.e., heat-conduction process in a heterogeneous medium using an explicit finite difference method) to mimic various types of temperature gradients, trend and fluctuations. These synthetic soil temperatures were used to investigate the impact of different environmental conditions on the uncertainty of thermal diffusivity estimates. The Field_soiltemp_Teller.zip file contains 28 comma-delimited data files (.csv) out of which (a) 27 files includes soil temperature time series recorded from 27 temperature probes located in a site along Teller Road about 40 km northwest of Nome, Alaska (64.72°N, 165.94°W), (b) one includes the name and coordinates of the 27 probes. These field soil temperatures were used to infer soil thermal diffusivity at numerous locations and depths in a discontinuous permafrost environment, and to evaluate the links between the estimated soil thermal diffusivity values and soil physical properties. The comma-delimited data files (.csv) of the synthetic and field soil temperature time series includes date and time (UTC) in the first column and soil temperature from 5 cm below the ground surface to 1.05 m depth (with 5 or 10 cm spacing between sensors) in the other columns. The measurements were acquired every 15 minutes. The Next-Generation Ecosystem Experiments: Arctic (NGEE Arctic), was a research effort to reduce uncertainty in Earth System Models by developing a predictive understanding of carbon-rich Arctic ecosystems and feedbacks to climate. NGEE Arctic was supported by the Department of Energy's Office of Biological and Environmental Research. The NGEE Arctic project had two field research sites: 1) located within the Arctic polygonal tundra coastal region on the Barrow Environmental Observatory (BEO) and the North Slope near Utqiagvik (Barrow), Alaska and 2) multiple areas on the discontinuous permafrost region of the Seward Peninsula north of Nome, Alaska. Through observations, experiments, and synthesis with existing datasets, NGEE Arctic provided an enhanced knowledge base for multi-scale modeling and contributed to improved process representation at global pan-Arctic scales within the Department of Energy's Earth system Model (the Energy Exascale Earth System Model, or E3SM), and specifically within the E3SM Land Model component (ELM).

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

Estimating Soil Thermal Inertia Profiles From the Passive Equilibration of a Temperature Probe

Knowledge of the distribution of soil thermal properties is important for understanding subsurface hydrological and biogeochemical processes. This study describes and evaluates quick thermal profiling (QTP), a new measurement technique aimed at providing rapid, depth-resolved measurements of soil thermal inertia at numerous locations across the landscape. A cylindrical probe with temperature sensors at multiple depths is quickly inserted into the ground, and soil thermal inertia is estimated from how quickly the probe temperature equilibrates with the soil. To this end, a finite volume heat transfer model is used to generate temperature equilibration time series across combinations of controlling factors, and a gridded search inversion approach is applied to infer soil thermal inertia. Field tests in the Arctic indicate that QTP measurements have a minimum uncertainty of 0.14 J m −2 K −1 s −1/2 and covary with dual-probe heat pulse thermal analyzer measurements (concordance correlation coefficient = 0.56) with a root-mean-square error of 0.40 J m −2 K −1 s −1/2 . Besides demonstrating the value of QTP for estimating thermal inertia, this study identifies various sources of measurement uncertainty, particularly probe-soil contact resistance and frictional heating. Further, analysis of soil samples indicates that thermal inertia can be used to estimate thermal conductivity and dry bulk density in the studied area, although such inferences are highly site-specific. Overall, the QTP method holds promise to generate thermal inertia data products and to complement other characterization approaches for advancing understanding of soil properties across far more locations than is currently possible.

Lamb, J. R. [Lawrence Berkeley National Laboratory↗
DOE OSTI2014

SU-C-12A-06: A Universal Definition for CT Irradiated Length

Purpose: The length of scan shown or calculated from the console is the distance between the center of the starting and ending images. The irradiated length for such a set of images can vary substantially from this distance, depending on the acquisition mode. We propose that the rise to equilibrium function h(λ) be used to uniquely define an irradiated length independent of the details of the scanning process. This method also seamlessly accommodates recent developments in active collimation. Method: h(λ) is determined along the central axis of a long cylindrical phantom, ideally from integration of the dose spread function. For practical reasons h(λ) may be approximated from helical scans with real-time dose rate measurements or from a series of central dose measurements using finite irradiated length exposures. For a particular scan then, the irradiated length λ is calculated from a central dose measurement of h and then applying the inverse function h(λ){sup -1}. Results: h(λ) was determined from measurements made in a prototype ICRU/TG200 phantom, 60 cm long and 30 cm in diameter. The resultant λ generally agreed with indicated scan length plus one beam width for axial and indicated scan length for helical scans if overscanning was accounted for. For most scanners, DLP/CTDIvol is a good measure of irradiated length allowing for another index of comparison. Conclusion: Central dose measurements with a small chamber along with the rise to equilibrium function h(λ) provide us with a robust and consistent means of determining scan length independent of the means of irradiation over a variety of scanners and scanning conditions. The method is limited to λ significantly less than the equilibrium.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2021

Thermal Model for Horizontal In-Water and In-Air Mini-Plate Experiments in the Advanced Test Reactor

Mini-Plate (MP) irradiation tests are a fueled experiment designed for irradiation in multiple test locations in the Advanced Test Reactor (ATR) at the Idaho National Laboratory (INL). MP experiments are considered a non-instrumented drop-in test where small aluminum-clad fuel plate samples are cooled directly by the ATR Primary Coolant System (PCS) water. These fueled experiments contain aluminum-clad fuel mini plates consisting of monolithic U-10Mo. Previous thermal analyses have been documented concerning oxide growth[1] and thermal safety margin[2] for the MP-2 experiment. A thermal analysis has been performed on the MP-2 experiment using a new technique for calculating the necessary time after the experiment has been irradiated and reactor shutdown necessary to not exceed the 95% lower bound blister threshold temperature for the fuel in a horizontal in air configuration. A horizontal in water model has also been analyzed and will be discussed. After the experiment is irradiated in the ATR, it is necessary to calculate the fuel meat temperatures at 12 hours after shutdown. This is done to assure that at the 12 hour mark, if this experiment is removed from the reactor and accidentally dropped onto the working tray and is in the most severe geometrical configuration of horizontal (minimum heat transfer) that fission products will not be released. The blister threshold temperature is considered this safety limit. The horizontal in air analysis is also performed considering that the experiment is horizontal in a drained canal and filled with air and natural convection heat transfer with air on the outside. The initial mini-plate testing campaign known as MP-1 [3] has been irradiated and its purpose was to form the base fuel specimens fabricated by various processes so that a single process can be down-selected for qualification. MP-2 will then serve to populate a comprehensive fuel performance data set for the down-selected fabrication process. The MP-2 experiment will be irradiated in several locations of the ATR as shown in Figure 1. The fuel plate thickness and geometry is identical to the MP-1 experiment [3], with the only variable being the fuel meat thickness. This model of the B-12 position is treated as encompassing the I-21, I-24, and B-9 positions since it has more fuel and higher total heat than the other positions. Since the blister threshold temperature is a function of fission density, a series of fission densities is calculated for the B-12 position to cover the other three positions. The B 12 position specifically uses fuel meat that is 0.016 in thick by 3.25 in long and 0.75 in tall. The total plate thickness is 0.050 in. Aluminum cladding forms the barrier between the PCS and the fuel meat. The purpose of this paper is to demonstrate this new technique developed to calculate the necessary decay time after shutdown for a series of fission densities using the ABAQUS [4] finite element and heat transfer code.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2013

Finite Mach number spherical shock wave, application to shock ignition

A converging and diverging spherical shock wave with a finite initial Mach number M{sub s0} is described by using a perturbative approach over a small parameter M{sub s}{sup −2}. The zeroth order solution is the Guderley's self-similar solution. The first order correction to this solution accounts for the effects of the shock strength. Whereas it was constant in the Guderley's asymptotic solution, the amplification factor of the finite amplitude shock Λ(t)∝dU{sub s}/dR{sub s} now varies in time. The coefficients present in its series form are iteratively calculated so that the solution does not undergo any singular behavior apart from the position of the shock. The analytical form of the corrected solution in the vicinity of singular points provides a better physical understanding of the finite shock Mach number effects. The correction affects mainly the flow density and the pressure after the shock rebound. In application to the shock ignition scheme, it is shown that the ignition criterion is modified by more than 20% if the fuel pressure prior to the final shock is taken into account. A good agreement is obtained with hydrodynamic simulations using a Lagrangian code.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2014

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

A Nonparametric Bayesian Framework for Short-Term Wind Power Probabilistic Forecast

To improve the energy system resilience and economic efficiency, the wind power as a renewable energy starts to be deeply integrated into smart power grids. However, the wind power forecast uncertainty brings operational challenges. In order to provide a reliable guidance on operational decisions, in this paper, we propose a short-term wind power probabilistic forecast. Specifically, to model the rich dynamic behaviors of underlying physical wind power stochastic process occurring in various meteorological conditions, we first introduce an infinite Markov switching autoregressive model. This nonparametric time series model can capture the important properties in the real world data to improve the prediction accuracy. Then, given finite historical data, the posterior distribution of flexible forecast model can correctly quantify the model estimation uncertainty. Built on it, we develop the posterior predictive distribution to rigorously quantify the overall forecasting uncertainty accounting for both inherent stochastic uncertainty and model estimation error. Furthermore, the proposed approach can provide accurate and reliable short-term wind power probabilistic forecast, which can be used to support smart power grids real-time risk management.

17 WIND ENERGY↗
DOE OSTI2012

Efficient gradient estimation using finite differencing and likelihood ratios for kinetic Monte Carlo simulations

While many optimization and control methods for stochastic processes require gradient information from the process of interest, obtaining gradient information from experiments is prohibitively expensive and time-consuming. As a result, such information is often obtained from stochastic process simulations. Computing gradients efficiently and accurately from stochastic simulations is challenging, especially for simulations involving computationally expensive models with significant inherent noise. In this work, we analyze and characterize the applicability of two gradient estimation methods for kinetic Monte Carlo simulations: finite differencing and likelihood ratio. We developed a systematic method for choosing an optimal perturbation size for finite differencing and discuss, for both methods, important implementation issues such as scaling with respect to the number of elements in the gradient vector. Through a series of numerical experiments, the methods were compared across different time and size regimes to characterize the precision and accuracy associated with each method. We determined that the likelihood ratio method is appropriate for estimating gradients at short (transient) times or for systems with small population sizes, whereas finite differencing is better-suited for gradient estimation at long times (steady state) or for systems with large population sizes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗