Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Marginal Distribution”

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

Distribution Network Capacity Market Design: Marginal Distribution Capacity Pricing Mechanism for Efficient Investment and Cost Allocation

As electricity markets begin to shift from reliance on large, centralized power plants and towards distributed energy resources (DERs), there is a growing acknowledgement that more efficient planning, operations, and oversight is needed in the distribution system. This paper addresses one step in that direction by proposing an auction mechanism that uses a detailed distribution system planning model that allocates permits to end-used customers who request capacity to install new devices at their location and network upgrade contracts to utilities or 3rd-party companies who offer to upgrade system components. The resulting plan maximizes market surplus, that is, maximizes the total benefit to consumers minus the cost of network upgrades. We apply a marginal pricing scheme to the auction’s results such that the cost of each permits or contracts is differentiated by time and location, based on the Lagrangian multipliers of binding network constraints. These prices are shown to be no greater than the bid price of any awarded contract and no less than the offered cost of any awarded upgrade contract. Furthermore, the nonlinearity of power flows in the planning model result in an additional surplus that would be collected by the entity that hosts the auction, which could then be refunded to market participants or used to cover overhead costs of running the market. We provide four example auction results in a simple three-node distribution feeder to demonstrate the properties of the design. Results suggest that larger or more realistic case studies could be a promising next step.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Multiple Changepoint Detection for Non‐Gaussian Time Series

ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios. When the marginal distribution of the data is continuous, the methods essentially reduce to the change of variables formula for probability densities. When the marginal distribution is count‐oriented, Hermite expansions and particle filtering techniques are used to quantify the scenario. Simulations demonstrating the efficacy of the methods are given and two data sets are analyzed: 1) the proportion of home runs hit by Major League Baseball batters from 1920 to 2023 and 2) a six‐dimensional series of tropical cyclone counts from the Earth's basins of generation from 1980 to 2023. In the first series, beta marginal distributions are used to describe the proportions; in the second, Poisson marginal distributions seem appropriate.

Lund, Robert [Department of Statistics University ↗

A tri-level distribution locational marginal price-based demand response framework

Here, in this paper, we propose a tri-level, nested, two-stage price-based demand response (PBDR) framework that considers distribution locational marginal price (DLMP) as DR enabler between load-serving entities (LSE), demand response providers (DRPs), and customers in the day-ahead distribution market. It enables LSE and customer interactions by using multiple DRPs, positioned in-between, and independently optimizes their objectives. The problem is formulated using linear power flow with approximated power losses and its application in DLMP as DR pricing. The tri-level problem is solved using a nested reformulation & decomposition (R&D) method and tested on the real Indian-108 bus distribution system under various dynamic pricings. Further, the temporal–spatial variations in DLMPs are assessed using fairness criteria. Numerical analyses demonstrate that DLMP applications can effectively improve economic efficiency, and transparency in DR programs valuation with a favorable fairness margin. The results show that DLMP as DR pricing signal induces (0-2) % variation in DLMP for DR participation up to 10 %. Further, it gives over 90 % fairness over temporal–spatial variation for all the customers.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Direct numerical simulations of three-component Rayleigh–Taylor mixing and an improved model for multicomponent reacting mixtures

We present direct numerical simulations of a three-layer Rayleigh–Taylor instability (RTI) problem with a configuration based on the experiments of Suchandra & Ranjan ( J. Fluid Mech. , vol. 974, 2023, A35) and Jacobs & Dalziel ( J. Fluid Mech. , vol. 542, 2005, pp. 251–279). The problem consists of a layer of light fluid between two layers of heavy fluid with an Atwood number of 0.3. These simulations are first validated through comparison with available experimental data. The validated simulations are then utilized to analyse statistics in this three-component flow. First, length scales are examined utilizing spectra and two-point spatial correlations of velocity and species concentration fluctuations. Next, joint probability density functions (p.d.f.s) of species concentration are compared against several model p.d.f.s representing generalizations of the bivariate beta distribution. Notably, the joint p.d.f.s do not appear to be accurately described by a Dirichlet distribution, indicating the marginal distributions do not conform to a beta distribution. Finally, similarity of the present configuration to three-component mixing found in inertial confinement fusion (ICF) applications is exploited to develop and validate an improved model for the impact of multicomponent mixing on thermonuclear (TN) reaction rates. A single time instant from the present simulations is chosen for a TN burn calculation under the hypothetical assumption of ICF materials and temperatures. Total TN output from this second calculation is then compared against the prediction of the improved model. The new model is found to accurately predict TN reaction rates in both premixed and non-premixed configurations.

42 ENGINEERING↗

Spatially resolved microlensing time-scale distributions across the Galactic bulge with the VVV survey

ABSTRACT We analyse 1602 microlensing events found in the VISTA Variables in the Via Lactea (VVV) near-infrared (NIR) survey data. We obtain spatially resolved, efficiency-corrected time-scale distributions across the Galactic bulge (|ℓ| < 10°, |b| < 5°), using a Bayesian hierarchical model. Spatially resolved peaks and means of the time-scale distributions, along with their marginal distributions in strips of longitude and latitude, are in agreement at a 1σ level with predictions based on the Besançon model of the Galaxy. We find that the event time-scales in the central bulge fields (|ℓ| < 5°) are on average shorter than the non-central (|ℓ| > 5°) fields, with the average peak of the lognormal time-scale distribution at 23.6 ± 1.9 d for the central fields and 29.0 ± 3.0 d for the non-central fields. Our ability to probe the structure of the bulge with this sample of NIR microlensing events is limited by the VVV survey’s sparse cadence and relatively small number of detected microlensing events compared to dedicated optical surveys. Looking forward to future surveys, we investigate the capability of the Roman telescope to detect spatially resolved asymmetries in the time-scale distributions. We propose two pairs of Roman fields, centred on (ℓ = ±9, 5°, b = −0.125°) and (ℓ = −5°, b = ±1.375°) as good targets to measure the asymmetry in longitude and latitude, respectively.

79 ASTRONOMY AND ASTROPHYSICS↗

Joint Bayesian Component Separation and CMB Power Spectrum Estimation

We describe and implement an exact, flexible, and computationally efficient algorithm for joint component separation and CMB power spectrum estimation, building on a Gibbs sampling framework. Two essential new features are (1) conditional sampling of foreground spectral parameters and (2) joint sampling of all amplitude-type degrees of freedom (e.g., CMB, foreground pixel amplitudes, and global template amplitudes) given spectral parameters. Given a parametric model of the foreground signals, we estimate efficiently and accurately the exact joint foreground- CMB posterior distribution and, therefore, all marginal distributions such as the CMB power spectrum or foreground spectral index posteriors. The main limitation of the current implementation is the requirement of identical beam responses at all frequencies, which restricts the analysis to the lowest resolution of a given experiment. We outline a future generalization to multiresolution observations. To verify the method, we analyze simple models and compare the results to analytical predictions. We then analyze a realistic simulation with properties similar to the 3 yr WMAP data, downgraded to a common resolution of 3 deg FWHM. The results from the actual 3 yr WMAP temperature analysis are presented in a companion Letter.

numerical↗

Joint Modeling of Wind Speed and Wind Direction Through a Conditional Approach

Atmospheric near surface wind speed and wind direction play an important role in many applications, ranging from air quality modeling, building design, wind turbine placement to climate change research. It is therefore crucial to accurately estimate the joint probability distribution of wind speed and direction. In this work, we develop a conditional approach to model these two variables, where the joint distribution is decomposed into the product of the marginal distribution of wind direction and the conditional distribution of wind speed given wind direction. To accommodate the circular nature of wind direction, a von Mises mixture model is used; the conditional wind speed distribution is modeled as a directional dependent Weibull distribution via a two-stage estimation procedure, consisting of a directional binned Weibull parameter estimation, followed by a harmonic regression to estimate the dependence of the Weibull parameters on wind direction. A Monte Carlo simulation study indicates that our method outperforms two other approaches in estimation efficiency: one that utilizes periodic spline quantile regression and another that generates data from the commonly used Abe-Ley distribution for cylindrical data. We illustrate our method by using the output from a regional climate model to investigate how the joint distribution of wind speed and direction may change under some future climate scenarios. Our method indicates significant changes in the variation of wind speed with respect to some directions.

17 WIND ENERGY↗

Neural chaos: A spectral stochastic neural operator

Building surrogate models for operators with uncertainty quantification capabilities is essential for many engineering applications where randomness–such as variability in material properties, boundary conditions, and initial conditions–is unavoidable. Polynomial Chaos Expansion (PCE) is widely recognized as a go-to method for constructing stochastic surrogates in both intrusive and non-intrusive ways, and it has recently been used in the context of operator learning. However, its application becomes challenging for complex or high-dimensional processes, as achieving accuracy requires higher-order polynomials, which can increase computational demand and/or the risk of overfitting. Furthermore, PCE requires specialized treatments to manage random variables that are not independent, and these treatments may be problem-dependent or may fail with increasing complexity. Here, in this work, we adopt the same formalism as the spectral expansion used in PCE; however, we replace the classical polynomial basis functions with neural network (NN) basis functions to leverage their expressivity. To achieve this, we propose an algorithm that identifies NN-parameterized basis functions in a purely data-driven manner, without any prior assumptions about the joint distribution of the random variables involved, whether independent or dependent, or about their marginal distributions. The proposed algorithm identifies each NN-parameterized basis function sequentially, ensuring they are orthogonal with respect to the data distribution. The basis functions are constructed directly on the joint stochastic variables without requiring a tensor product structure or assuming independence of the random variables. This approach may offer greater flexibility for complex stochastic models, while simplifying implementation compared to the tensor product structures typically used in PCE to handle random vectors. This is particularly advantageous given the current state of open-source packages, where building and training neural networks can be done with just a few lines of code and extensive community support. We demonstrate the effectiveness of the proposed scheme through several numerical examples of varying complexity and provide comparisons with classical PCE.

Polynomial chaos expansion↗

Climatology of the Aerosol Optical Depth by Components from the Multi-Angle Imaging Spectroradiometer (MISR) and Chemistry Transport Models

The Multi-angle Imaging Spectroradiometer (MISR) Joint Aerosol (JOINT_AS) Level 3 product has provided a global, descriptive summary of MISR Level 2 aerosol optical depth (AOD) and aerosol type information for each month over 16+ years since March 2000. Using Version 1 of JOINT_AS, which is based on the operational (Version 22) MISR Level 2 aerosol product, this study analyzes, for the first time, characteristics of observed and simulated distributions of AOD for three broad classes of aerosols: spherical nonabsorbing, spherical absorbing, and nonspherical - near or downwind of their major source regions. The statistical moments (means, standard deviations, and skew-nesses) and distributions of AOD by components derived from the JOINT_AS are compared with results from two chemistry transport models (CTMs), the Goddard Chemistry Aerosol Radiation and Transport (GOCART) and SPectral RadIatioN-TrAnSport (SPRINTARS). Overall, the AOD distributions retrieved from MISR and modeled by GOCART and SPRINTARS agree with each other in a qualitative sense. Marginal distributions of AOD for each aerosol type in both MISR and models show considerable high positive skewness, which indicates the importance of including extreme AOD events when comparing satellite retrievals with models. The MISR JOINT_AS product will greatly facilitate comparisons between satellite observations and model simulations of aerosols by type.

SPRINTARS↗

Yet Another Discriminant Analysis (YADA): A Probabilistic Model for Machine Learning Applications

This paper presents a probabilistic model for various machine learning (ML) applications. While deep learning (DL) has produced state-of-the-art results in many domains, DL models are complex and over-parameterized, which leads to high uncertainty about what the model has learned, as well as its decision process. Further, DL models are not probabilistic, making reasoning about their output challenging. In contrast, the proposed model, referred to as Yet Another Discriminate Analysis(YADA), is less complex than other methods, is based on a mathematically rigorous foundation, and can be utilized for a wide variety of ML tasks including classification, explainability, and uncertainty quantification. YADA is thus competitive in most cases with many state-of-the-art DL models. Ideally, a probabilistic model would represent the full joint probability distribution of its features, but doing so is often computationally expensive and intractable. Hence, many probabilistic models assume that the features are either normally distributed, mutually independent, or both, which can severely limit their performance. YADA is an intermediate model that (1) captures the marginal distributions of each variable and the pairwise correlations between variables and (2) explicitly maps features to the space of multivariate Gaussian variables. Numerous mathematical properties of the YADA model can be derived, thereby improving the theoretic underpinnings of ML. Validation of the model can be statistically verified on new or held-out data using native properties of YADA. However, there are some engineering and practical challenges that we enumerate to make YADA more useful.

97 MATHEMATICS AND COMPUTING↗

Cluster infall for mass calibration in the stage-IV era

The outskirts of galaxy clusters present a promising avenue for constraining cluster masses in a way that is robust to the impact of baryonic physics. We assess the accuracy to which the cluster infall regions can be used for cluster mass calibration. Building on previous work, we parametrize the velocity distribution 𝑃⁡(𝑣r,𝑣tan|𝑟,𝑀) of dark matter halos on scales 𝑟 ≥ 5⁢ℎ −1 Mpc as the product of the marginalized distribution 𝑃⁡(𝑣 r |𝑟,𝑀) and the conditional distribution 𝑃⁡(𝑣 tan |𝑣 r ,𝑟,𝑀), calibrating the radial and mass dependence of these distributions in numerical simulations. We then project our model along the line of sight to obtain accurate predictions for the distributions of line-of-sight velocities at a given projected radius and cluster mass 𝑃⁡(𝑣 LOS |𝑅,𝑀), which we can observe with spectroscopic survey data. Furthermore, with our model, we forecast that spectra from the Dark Energy Spectroscopic Instrument can constrain cluster masses with subpercent-level precision, comparable to that of stage-IV weak lensing surveys.

79 ASTRONOMY AND ASTROPHYSICS↗

Correlation, Cost Risk, and Geometry

The geometric viewpoint identifies the choice of a correlation matrix for the simulation of cost risk with the pairwise choice of data vectors corresponding to the parameters used to obtain cost risk. The correlation coefficient is the cosine of the angle between the data vectors after translation to an origin at the mean and normalization for magnitude. Thus correlation is equivalent to expressing the data in terms of a non orthogonal basis. To understand the many resulting phenomena requires the use of the tensor concept of raising the index to transform the measured and observed covariant components into contravariant components before vector addition can be applied. The geometric viewpoint also demonstrates that correlation and covariance are geometric properties, as opposed to purely statistical properties, of the variates. Thus, variates from different distributions may be correlated, as desired, after selection from independent distributions. By determining the principal components of the correlation matrix, variates with the desired mean, magnitude, and correlation can be generated through linear transforms which include the eigenvalues and the eigenvectors of the correlation matrix. The conversion of the data to a non orthogonal basis uses a compound linear transformation which distorts or stretches the data space. Hence, the correlated data does not have the same properties as the uncorrelated data used to generate it. This phenomena is responsible for seemingly strange observations such as the fact that the marginal distributions of the correlated data can be quite different from the distributions used to generate the data. The joint effect of statistical distributions and correlation remains a fertile area for further research. In terms of application to cost estimating, the geometric approach demonstrates that the estimator must have data and must understand that data in order to properly choose the correlation matrix appropriate for a given estimate. There is a general feeling by employers and managers that the field of cost requires little technical or mathematical background. Contrary to that opinion, this paper demonstrates that a background in mathematics equivalent to that needed for typical engineering and scientific disciplines at the masters or doctorate level is appropriate within the field of cost risk.

Dean, Edwin B.↗

The Application of New Software Technology to the Architecture of the National Cycle Program

As part of the Numerical Propulsion System Simulation (NPSS) effort of NASA Lewis in conjunction with the United States aeropropulsion industry, a new system simulation framework, the National Cycle Program (NCP), capable of combining existing empirical engine models with new detailed component-based computational models is being developed. The software architecture of the NCP program involves a generalized object- oriented framework and a base-set of engine component models along with supporting tool kits which will support engine simulation in a distributed environment. As the models are extended to contain two and three dimensions the computing load increases rapidly and it is intended that this load be distributed across multiple work stations executing concurrently in order to get acceptably fast results. The research carried out was directed toward performance analysis of the distributed object system. More specifically, the performance of the actor-based distributed object design I created earlier was desired. To this end, the research was directed toward the design and implementation of suitable performance-analysis techniques and software to demonstrate those techniques. There were three specific results which are reported in two separate reports submitted separately as NASA Technical Memoranda. The results are: (1) Design, implementation, and testing of a performance analysis program for a set of active objects (actor based objects) which allowed the individual actors to be assigned to arbitrary processes on an arbitrary set of machines. (2) The global-balance-equation approach has the fundamental limitation that the number of equations increases exponentially with the number of actors. Hence, unlike many approximate approaches to this problem, the nearest-neighbor approach allows checking of the solution and an estimate of the error. The technique was demonstrated in a prototype analysis program as part of this research. The results of the program were checked against the global-balance solution discussed above. Late during the grant, a much better approximation was developed and this is discussed in result below. As a consequence, a proposal was submitted to continue the research by developing the new approximation including development of a complete program from the prototype. (3) The source of approximation in the nearest-neighbor algorithm is the requirement for estimating some joint probabilities from some marginal distributions. A completely ad hoc estimate was used in the prototype.

Schoeffler, James D.↗

SDYN-GANs: Adversarial learning methods for multistep generative models for general order stochastic dynamics

We introduce adversarial learning methods for data-driven generative modeling of dynamics of nth-order stochastic systems. Our approach builds on Generative Adversarial Networks (GANs) with generative model classes based on stable m-step stochastic numerical integrators. From observations of trajectory samples, we introduce methods for learning long-time predictors and stable representations of the dynamics. Our approaches use discriminators based on Maximum Mean Discrepancy (MMD), training protocols using both conditional and marginal distributions, and methods for learning dynamic responses over different time-scales. We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters. Our adversarial learning approaches provide methods for obtaining stable generative models for dynamic tasks including long-time prediction and developing simulations for stochastic systems.

• Artificial intelligence (AI) / machine learning ↗

Evaluation of probability density function descriptions for three-component Rayleigh–Taylor mixing

Results from simulations of a three-component Rayleigh–Taylor (RT) mixing problem are presented. These simulations are conducted in heavy–light–heavy and heavy–intermediate–light configurations, and each of these configurations are further considered in high- and low-Reynolds-number regimes. This results in RT-unstable flow with one or both interfaces initially unstable, permitting the influence of problem configuration on the statistical description of three-component RT-driven mixing to be considered. Mass fraction covariances are observed to undergo a sign change through the mixing layer in all four configurations considered. This appears to be unique to the multi-component case and represents another way in which multi-component RT mixing differs from the two-component case. Qualitative and quantitative comparisons of joint and marginal probability density function (PDF) descriptions of species concentration are made. Three-, five-, and six-parameter model PDFs are compared against simulation data to assess how accurately they describe the mixing, and it is found that three-component mixing requires at least a five-parameter model PDF to accurately describe the mixing. Notably, the marginal distributions of three-component mixing do not appear to conform to a beta distribution, representing a departure from the classical two-component RT case. In conclusion, statistical neutrality also appears to influence the optimal choice of model PDF, which is found to be a function of problem configuration.

Large-eddy simulation↗

Regional variability in the environmental controls of precipitation regimes in the tropics

The environmental factors that control precipitation regimes in Boreal winter rainfall in the tropics and their regional variabilities are examined using a simple statistical analysis and a machine learning model. Radar-derived precipitation from field campaigns at Darwin Australia, Manaus Brazil, and the Equatorial Indian Ocean, along with the corresponding large-scale environmental variables from ERA5 reanalysis, are used. The dependence of marginal distributions of frequencies of these regimes on five environmental variables are calculated. The variables are hourly column integrated precipitable water (PW), convective available potential energy (CAPE), convective inhibition (CIN), and lower and upper tropospheric wind shear. The simple machine learning model that predicts the probability of transition from suppressed to an active regime as a function of the environmental variables is designed and optimized for a potential application as a trigger function for convection parameterizations. To the first order the analysis shows an abrupt increase in the probability of an active regime near PW > 60 mm and CIN of <100 J kg -1 . The key differences in the frequencies of active regimes among the regions are found to be related to the fact that over Darwin there is strong variability in PW while CIN is generally low. Over Amazon, on the other hand, both PW and CIN are quite variable. Over the DYNAMO domain the comparatively frequent low PW is compensated for by consistently low CIN resulting in a moderate frequency of an active regime.

54 ENVIRONMENTAL SCIENCES↗

Chaotic neural dynamics facilitate probabilistic computations through sampling

Cortical neurons exhibit highly variable responses over trials and time. Theoretical works posit that this variability arises potentially from chaotic network dynamics of recurrently connected neurons. Here, we demonstrate that chaotic neural dynamics, formed through synaptic learning, allow networks to perform sensory cue integration in a sampling-based implementation. We show that the emergent chaotic dynamics provide neural substrates for generating samples not only of a static variable but also of a dynamical trajectory, where generic recurrent networks acquire these abilities with a biologically plausible learning rule through trial and error. Furthermore, the networks generalize their experience in the stimulus-evoked samples to the inference without partial or all sensory information, which suggests a computational role of spontaneous activity as a representation of the priors as well as a tractable biological computation for marginal distributions. These findings suggest that chaotic neural dynamics may serve for the brain function as a Bayesian generative model.

60 APPLIED LIFE SCIENCES↗