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At least 181 records · Page 10

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

Trajectory optimization methods using monotonic basin hopping (MBH) have become well developed during the past decade [1, 2, 3, 4, 5, 6]. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing random variable (RV)s from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by J. Englander [3, 6]) significantly improves monotonic basin hopping (MBH) performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness. Efficiency is finding better solutions in less time. Robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive random walks (RWs) originally developed in the field of statistical physics.

autonomous↗

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

Trajectory optimization methods using MBH have become well developed during the past decade. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing RVs from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by Englander significantly improves MBH performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness, where efficiency is finding better solutions in less time, and robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive RWs originally developed in the field of statistical physics.

mission design↗

Wasserstein normalized autoencoder for anomaly detection

A novel anomaly detection algorithm is presented. The Wasserstein normalized autoencoder (WNAE) is a normalized probabilistic model that minimizes the Wasserstein distance between the learned probability distribution—a Boltzmann distribution where the energy is the reconstruction error of the autoencoder (AE)—and the distribution of the training data. This algorithm has been developed and applied to the identification of semivisible jets—conical sprays of visible standard model (SM) particles and invisible dark matter states—with the CMS experiment at the CERN LHC. Trained on jets of particles from simulated SM processes, the WNAE is shown to learn the probability distribution of the input data in a fully unsupervised fashion, such that it effectively identifies new physics jets as anomalies. The model exhibits stable, convergent training and recovers strong classification performance for a wide range of signals against the selected background process, for which a standard AE fails because of outlier reconstruction. In addition, the model improves upon standard normalized autoencoders while remaining fully agnostic to the signal. The WNAE directly tackles the problem of outlier reconstruction, a common failure mode of autoencoders in anomaly detection tasks.

Hayrapetyan, Aram [Yerevan Phys. Inst.]↗

Uncertainty Models for the Hybrid Parametric Variation Method of Uncertainty Quantification; Analysis

There is some level of uncertainty in every finite element model (FEM), which flows to a level of uncertainty in predicted results. The purpose of uncertainty quantification (UQ) is to provide statistical bounds on prediction accuracy based on model uncertainty. This is distinct from model updating, which attempts to modify models to improve their accuracy. UQ does not improve the accuracy of models, but accepts that the models are inherently inaccurate and attempts to quantify the impact of that inaccuracy on predicted results. Previously, an alternate method for UQ, called the Hybrid Parametric Variation (HPV) method, was applied to Space Launch System (SLS) Hurty/Craig-Bampton (HCB) components to predict system-level statistics for launch vehicle attitude control transfer functions and core stage section loads due to buffet. The HPV method combines a parametric variation of the HCB fixed-interface (FI) modal frequencies with a nonparametric variation (NPV) method that randomly varies the HCB mass and stiffness matrices as Wishart random matrix distributions using random matrix theory (RMT). Alternatively, the most common method for modeling uncertainty in the structural dynamics community is a parametric approach, which varies physical parameters in the model. However, there are several disadvantages associated with the parametric method. Determining a reduced set of parameters that have a significant impact on the system response can be time consuming, and the selected parameter probability distributions are rarely reliably known. Therefore, in practice, the parameters are surrogates for the actual errors, and the link to parameter uncertainty is unknown. Another major drawback is that the uncertainty that can be represented is limited to the form of the nominal FEM. It is the experience of the authors that based on numerous aerospace programs, almost all FEM errors are in form rather than parameter values. This hypothesis is supported by the observation of the authors that it is almost never possible to ‘tune’ a FEM to match modal test results by only modifying model parameters. Model-form uncertainty cannot be directly represented by FEM input parameters nor included in a parametric approach. However, model-form uncertainty can be modeled using RMT, where a probability distribution is developed for the matrix ensemble of interest. The major advantage of the NPV method is that it covers errors in model form. The HPV method anchors uncertainty at the HCB component level to component modal test results by matching the HCB and test modes based on mode descriptions or other methods, and then applying differing levels of frequency variation. The specific variations depend on the confidence to which a component FEM has been validated through modal testing. The NPV method is layered on the frequency variation to match modal test self-orthogonality and cross-orthogonality (XO) results. Once the component uncertainty models are identified, they are assembled, and the uncertainty is propagated to the system level using a Monte Carlo (MC) analysis approach that generates statistics for system-level predictions This provides a UQ method that can be traced to test data, which can be updated as additional data and improved correlated models become available. The purpose of this paper is to collect and present all of the theory for HPV that has been previously published in reports and papers and to present examples of its application. Specifically, component uncertainty models based on the dispersion of corresponding mass and stiffness matrices using proposed test/analysis correlation metrics are investigated. The first example is purely academic so that the true answers are known, and the validity of the HPV method and the corresponding uncertainty models can be determined. The purpose of this paper is to collect and present all of the theory for HPV that has been previously published in reports and papers and to present examples of its application. Specifically, component uncertainty models based on the dispersion of corresponding mass and stiffness matrices using proposed test/analysis correlation metrics are investigated. The first example is purely academic so that the true answers are known, and the validity of the HPV method and the corresponding uncertainty models can be determined. The second example is an application to a component that is design specific to the SLS. Based on this work and other assessments, the HPV method provides another tool to the toolset used for complex system UQ analysis. From experience gathered to date using the HPV method, additional design specific applications must be investigated to provide further confidence in the validity of the HPV method of UQ analysis.

Uncertainty quantification↗

Continuing Development of the Nuclear Data Processing Code AMPX [Poster]

The ENDF/B-VIII.1 evaluation library has seen a great growth in the thermal neutron scattering sub-library. The SCALE code system has traditionally approached CE transport by assuming that the CE library on disk represented the fully expanded cumulative probability distributions, conditional on exiting angle and marginal on exiting energy. While this is a complete description of the data, it comes at the potential cost of large amounts of on-disk storage. This approach was strained by several TSL files in ENDF/B-VIII.1, such as graphite, which contained data for a large number of Bragg edges. In the fully expanded probability distributions, this was found to be a disproportionately large fraction of the SCALE CE library.

GNDS↗

The Moving Group Targets of the Seeds High-Contrast Imaging Survey of Exoplanets and Disks: Results and Observations from the First Three Years

We present results from the first three years of observations of moving group (MG) targets in the Strategic Exploration of Exoplanets and Disks with Subaru (SEEDS) high-contrast imaging survey of exoplanets and disks using the Subaru telescope. We achieve typical contrasts of (is) approximately10(exp 5) at 1" and (is) approximately 10(exp 6) beyond 2" around 63 proposed members of nearby kinematic MGs. We review each of the kinematic associations to which our targets belong, concluding that five, beta Pictoris ((is) approximately 20 Myr), AB Doradus ((is) approximately 100 Myr), Columba ((is) approximately 30 Myr), Tucana-Horogium ((is) approximately 30 Myr), and TW Hydrae ((is) approximately 10 Myr), are sufficiently well-defined to constrain the ages of individual targets. Somewhat less than half of our targets are high-probability members of one of these MGs. For all of our targets, we combine proposed MG membership with other age indicators where available, including Ca ii HK emission, X-ray activity, and rotation period, to produce a posterior probability distribution of age. SEEDS observations discovered a substellar companion to one of our targets, kappa And, a late B star. We do not detect any other substellar companions, but do find seven new close binary systems, of which one still needs to be confirmed. A detailed analysis of the statistics of this sample, and of the companion mass constraints given our age probability distributions and exoplanet cooling models, will be presented in a forthcoming paper.

SEEDS high-contrast imaging survey of exoplanets↗

Radar-Based Bayesian Estimation of Ice Crystal Growth Parameters within a Microphysical Model

The potential for polarimetric Doppler radar measurements to improve predictions of ice microphysical processes within an idealized model–observational framework is examined. In an effort to more rigorously constrain ice growth processes (e.g., vapor deposition) with observations of natural clouds, a novel framework is developed to compare simulated and observed radar measurements, coupling a bulk adaptive-habit model of vapor growth to a polarimetric radar forward model. Bayesian inference on key microphysical model parameters is then used, via a Markov chain Monte Carlo sampler, to estimate the probability distribution of the model parameters. The statistical formalism of this method allows for robust estimates of the optimal parameter values, along with (non-Gaussian) estimates of their uncertainty. To demonstrate this framework, observations from Department of Energy radars in the Arctic during a case of pristine ice precipitation are used to constrain vapor deposition parameters in the adaptive habit model. The resulting parameter probability distributions provide physically plausible changes in ice particle density and aspect ratio during growth. A lack of direct constraint on the number concentration produces a range of possible mean particle sizes, with the mean size inversely correlated to number concentration. Consistency is found between the estimated inherent growth ratio and independent laboratory measurements, increasing confidence in the parameter PDFs and demonstrating the effectiveness of the radar measurements in constraining the parameters. The combined Doppler and polarimetric observations produce the highest-confidence estimates of the parameter PDFs, with the Doppler measurements providing a stronger constraint for this case.

Robert S. Schrom↗

Analyses and assessments of span wise gust gradient data from NASA B-57B aircraft

Analysis of turbulence measured across the airfoil of a Cambera B-57 aircraft is reported. The aircraft is instrumented with probes for measuring wind at both wing tips and at the nose. Statistical properties of the turbulence are reported. These consist of the standard deviations of turbulence measured by each individual probe, standard deviations and probability distribution of differences in turbulence measured between probes and auto- and two-point spatial correlations and spectra. Procedures associated with calculations of two-point spatial correlations and spectra utilizing data were addressed. Methods and correction procedures for assuring the accuracy of aircraft measured winds are also described. Results are found, in general, to agree with correlations existing in the literature. The velocity spatial differences fit a Gaussian/Bessel type probability distribution. The turbulence agrees with the von Karman turbulence correlation and with two-point spatial correlations developed from the von Karman correlation.

Frost, Walter↗

Efficient First-Order Algorithms for Large-Scale, Non-Smooth Maximum Entropy Models with Application to Wildfire Science

Maximum entropy (MaxEnt) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, MaxEnt models need efficient optimization algorithms to scale well for big data applications. State-of-the-art algorithms for MaxEnt models, however, were not originally designed to handle big data sets; these algorithms either rely on technical devices that may yield unreliable numerical results, scale poorly, or require smoothness assumptions that many practical MaxEnt models lack. In this paper, we present novel optimization algorithms that overcome the shortcomings of state-of-the-art algorithms for training large-scale, non-smooth MaxEnt models. Our proposed first-order algorithms leverage the Kullback–Leibler divergence to train large-scale and non-smooth MaxEnt models efficiently. For MaxEnt models with discrete probability distribution of n elements built from samples, each containing m features, the stepsize parameter estimation and iterations in our algorithms scale on the order of O(mn) operations and can be trivially parallelized. Moreover, the strong ℓ1 convexity of the Kullback–Leibler divergence allows for larger stepsize parameters, thereby speeding up the convergence rate of our algorithms. To illustrate the efficiency of our novel algorithms, we consider the problem of estimating probabilities of fire occurrences as a function of ecological features in the Western US MTBS-Interagency wildfire data set. Our numerical results show that our algorithms outperform the state of the art by one order of magnitude and yield results that agree with physical models of wildfire occurrence and previous statistical analyses of wildfire drivers.

Physics↗

Test particle propagation in magnetostatic turbulence. 1. Failure of the diffusion approximation

The equation which governs the quasi-linear approximation to the ensemble and gyro-phase averaged one-body probability distribution function is constructed from first principles. This derived equation is subjected to a thorough investigation in order to calculate the possible limitations of the quasi-linear approximation. It is shown that the reduction of this equation to a standard diffusion equation in the Markovian limit can be accomplished through the application of the adiabatic approximation. A numerical solution of the standard diffusion equation in the Markovian limit is obtained for the narrow parallel beam injection. Comparison of the diabatic and adiabatic results explicitly demonstrates the failure of the Markovian description of the probability distribution function. Through the use of a linear time-scale extension the failure of the adiabatic approximation, which leads to the Markovian limit, is shown to be due to mixing of the relaxation and interaction time scales in the presence of the strong mean field.

Klimas, A. J.↗

Estimated Probability of a Cervical Spine Injury During an ISS Mission

Introduction: The Integrated Medical Model (IMM) utilizes historical data, cohort data, and external simulations as input factors to provide estimates of crew health, resource utilization and mission outcomes. The Cervical Spine Injury Module (CSIM) is an external simulation designed to provide the IMM with parameter estimates for 1) a probability distribution function (PDF) of the incidence rate, 2) the mean incidence rate, and 3) the standard deviation associated with the mean resulting from injury/trauma of the neck. Methods: An injury mechanism based on an idealized low-velocity blunt impact to the superior posterior thorax of an ISS crewmember was used as the simulated mission environment. As a result of this impact, the cervical spine is inertially loaded from the mass of the head producing an extension-flexion motion deforming the soft tissues of the neck. A multibody biomechanical model was developed to estimate the kinematic and dynamic response of the head-neck system from a prescribed acceleration profile. Logistic regression was performed on a dataset containing AIS1 soft tissue neck injuries from rear-end automobile collisions with published Neck Injury Criterion values producing an injury transfer function (ITF). An injury event scenario (IES) was constructed such that crew 1 is moving through a primary or standard translation path transferring large volume equipment impacting stationary crew 2. The incidence rate for this IES was estimated from in-flight data and used to calculate the probability of occurrence. The uncertainty in the model input factors were estimated from representative datasets and expressed in terms of probability distributions. A Monte Carlo Method utilizing simple random sampling was employed to propagate both aleatory and epistemic uncertain factors. Scatterplots and partial correlation coefficients (PCC) were generated to determine input factor sensitivity. CSIM was developed in the SimMechanics/Simulink environment with a Monte Carlo wrapper (MATLAB) used to integrate the components of the module. Results: The probability of generating an AIS1 soft tissue neck injury from the extension/flexion motion induced by a low-velocity blunt impact to the superior posterior thorax was fitted with a lognormal PDF with mean 0.26409, standard deviation 0.11353, standard error of mean 0.00114, and 95% confidence interval [0.26186, 0.26631]. Combining the probability of an AIS1 injury with the probability of IES occurrence was fitted with a Johnson SI PDF with mean 0.02772, standard deviation 0.02012, standard error of mean 0.00020, and 95% confidence interval [0.02733, 0.02812]. The input factor sensitivity analysis in descending order was IES incidence rate, ITF regression coefficient 1, impactor initial velocity, ITF regression coefficient 2, and all others (equipment mass, crew 1 body mass, crew 2 body mass) insignificant. Verification and Validation (V&V): The IMM V&V, based upon NASA STD 7009, was implemented which included an assessment of the data sets used to build CSIM. The documentation maintained includes source code comments and a technical report. The software code and documentation is under Subversion configuration management. Kinematic validation was performed by comparing the biomechanical model output to established corridors.

Brooker, John E.↗

Wave theory of turbulence in compressible media (acoustic theory of turbulence)

The generation and the transmission of sound in turbulent flows are treated as one of the several aspects of wave propagation in turbulence. Fluid fluctuations are decomposed into orthogonal Fourier components, with five interacting modes of wave propagation: two vorticity modes, one entropy mode, and two acoustic modes. Wave interactions, governed by the inhomogeneous and nonlinear terms of the perturbed Navier-Stokes equations, are modeled by random functions which give the rates of change of wave amplitudes equal to the averaged interaction terms. The statistical framework adopted is a quantum-like formulation in terms of complex distribution functions. The spatial probability distributions are given by the squares of the absolute values of the complex characteristic functions. This formulation results in nonlinear diffusion-type transport equations for the probability densities of the five modes of wave propagation.

Kentzer, C. P.↗

Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate From Microwave Observations

This paper presents a new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measurements Mission (TRMM) Microwave Imager (TMI) over the ocean, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes Theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance our understanding of theoretical benefits of the Bayesian approach, we have conducted sensitivity analyses based on two synthetic datasets for which the true conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak, due to saturation effects. It is also suggested that the choice of the estimators and the prior information are both crucial to the retrieval. In addition, the performance of our Bayesian algorithm is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.

Chiu, J. Christine↗

The CARMENES Search for Exoplanets Around M Dwarfs: Revisiting the GJ 581 Multi-Planetary System With New Doppler Measurements From CARMENES, HARPS, and HIRES

Context.GJ 581 is a nearby M dwarf known to host a packed multiple planet system composed of two super-Earths and a Neptune-mass planet. We present new orbital analyses of the GJ 581 system, utilizing recent radial velocity (RV) data obtained from the CARMENES spectrograph combined with newly reprocessed archival data from the HARPS and HIRES spectrographs. Aims.Our aim was to analyze the post-discovery spectroscopic data of GJ 581, which were obtained with CARMENES. In addition, we used publicly available HIRES and HARPS spectroscopic data to seek evidence of the known and disputed exoplanets in this system. We aimed to investigate the stellar activity of GJ 581 and update the planetary system’s orbital parameters using state-of-the-art numerical models and techniques. Methods.We performed a periodogram analysis of the available precise CARMENES, HIRES, and HARPS RVs and of stellar activity indicators. We conducted detailed orbital analyses by testing various orbital configurations consistent with the RV data. We studied the posterior probability distribution of the parameters fit to the data and we explored the long-term stability and overall orbital dynamics of the GJ 581 system. Results. We refined the orbital parameters of the GJ 581 system using the most precise and complete set of Doppler data available. Consistent with the existing literature, our analysis confirms that the system is unequivocally composed of only three planets detectable in the present data, dismissing the putative planet GJ 581 d as an artifact of stellar activity. Our N-body fit reveals that the system’s inclination is i=47.0+14.6−13.0deg, which implies that the planets could be up to 30% more massive than their previously reported minimum masses. Furthermore, we report that the GJ 581 system exhibits long-term stability, as indicated by the posterior probability distribution, characterized by secular dynamical interactions without the involvement of mean motion resonances.

Satellites↗

Using the Bootstrap Method for a Statistical Significance Test of Differences between Summary Histograms

A new method is proposed to compare statistical differences between summary histograms, which are the histograms summed over a large ensemble of individual histograms. It consists of choosing a distance statistic for measuring the difference between summary histograms and using a bootstrap procedure to calculate the statistical significance level. Bootstrapping is an approach to statistical inference that makes few assumptions about the underlying probability distribution that describes the data. Three distance statistics are compared in this study. They are the Euclidean distance, the Jeffries-Matusita distance and the Kuiper distance. The data used in testing the bootstrap method are satellite measurements of cloud systems called cloud objects. Each cloud object is defined as a contiguous region/patch composed of individual footprints or fields of view. A histogram of measured values over footprints is generated for each parameter of each cloud object and then summary histograms are accumulated over all individual histograms in a given cloud-object size category. The results of statistical hypothesis tests using all three distances as test statistics are generally similar, indicating the validity of the proposed method. The Euclidean distance is determined to be most suitable after comparing the statistical tests of several parameters with distinct probability distributions among three cloud-object size categories. Impacts on the statistical significance levels resulting from differences in the total lengths of satellite footprint data between two size categories are also discussed.

Xu, Kuan-Man↗

Dynamics of heavy quarks in strongly coupled $\mathcal{N}$ = 4 SYM plasma

We calculate the probability distribution P(k) for a heavy quark with velocity v propagating through strongly coupled N = 4 SYM plasma in the ’t Hooft limit (N c → ∞, λ = g 2 N c → ∞) at a temperature T to acquire a momentum k due to interactions with the plasma. This distribution encodes the well-known drag coefficient η D and the transverse and longitudinal momentum diffusion coefficients κ T and κ L . The jet quenching parameter $\hat{q}$ can be extracted from P(k) for v = 1. Going beyond these known Gaussian characteristics of P(k), our calculation determines all of the higher order and mixed moments to leading order in 1/$\sqrt{λ}$ for the first time. These non-Gaussian features of P(k) include qualitatively novel correlations between longitudinal energy loss and transverse momentum broadening at nonzero v. We show that all higher moments scale characteristically with an effective temperature of the boosted plasma in the heavy quark rest frame, and we demonstrate that these non-Gaussian characteristics can be sizable in magnitude and even dominant in physically relevant situations. We use these results to derive a Kolmogorov equation for the evolution of the probability distribution for the total momentum of a heavy quark that propagates through strongly coupled plasma. This evolution equation accounts for all higher order correlations between transverse momentum broadening and longitudinal energy loss, which we have calculated from first principles. It reduces to a Fokker-Planck equation when truncated to only include the effects of η D , κ T and κ L . Remarkably, while heavy quarks do not reach kinetic equilibrium with the plasma if evolved with this Fokker-Planck equation, by showing that the Boltzmann distribution is a static solution of the all-order Kolmogorov equation that we have derived we demonstrate that heavy quarks do reach kinetic equilibrium if evolved with this equation. Our results thus provide a dynamically complete framework for understanding the thermalization of a heavy quark that may be initially far from equilibrium in the strongly coupled N = 4 SYM plasma — as well as new insight into heavy quark transport and equilibration in quark-gluon plasma.

Holography and Hydrodynamics↗

Using Signal Clustering Similarity for Detecting CAN Masquerade Attacks

The computer code assumes that time series representing the physical signals of the vehicle have been extracted from the CAN bus. The main input of the computer code is the multivariate time series representation of the signals in the CAN bus. The computer code cluster these time series using agglomerative hierarchical clustering from benign and attack datasets. Based on this, it generates probability distributions from the similarity of the obtained clusters based in each scenario---benign and attack---using the CluSim method (https://github.com/Hoosier-Clusters/clusim). Finally, it compares how a new data collection compares with the previous distribution to provide and probability score for an intrusion.

Moriano, Pablo↗