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Results for “Stochastic dynamical systems”

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.

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At least 199 records · Page 11
All sourcesNASA NTRSDOE OSTI
NASA NTRS1997

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗
DOE OSTI2024

Simulating Open Quantum Systems Using Hamiltonian Simulations

We present a novel method to simulate the Lindblad equation, drawing on the relationship between Lindblad dynamics, stochastic differential equations, and Hamiltonian simulations. We derive a sequence of unitary dynamics in an enlarged Hilbert space that can approximate the Lindblad dynamics up to an arbitrarily high order. This unitary representation can then be simulated using a quantum circuit that involves only Hamiltonian simulation and tracing out the ancilla qubits. There is no need for additional postselection in measurement outcomes, ensuring a success probability of one at each stage. Our method can be directly generalized to the time-dependent setting. We provide numerical examples that simulate both time-independent and time-dependent Lindbladian dynamics with accuracy up to the third order. Published by the American Physical Society 2024

Ding, Zhiyan (ORCID:000000018863403X)↗
NASA NTRS1973

Structural Aspects of System Identification

The problem of identifying linear dynamical systems is studied by considering structural and deterministic properties of linear systems that have an impact on stochastic identification algorithms. In particular considered is parametrization of linear systems so that there is a unique solution and all systems in appropriate class can be represented. It is assumed that a parametrization of system matrices has been established from a priori knowledge of the system, and the question is considered of when the unknown parameters of this system can be identified from input/output observations. It is assumed that the transfer function can be asymptotically identified, and the conditions are derived for the local, global and partial identifiability of the parametrization. Then it is shown that, with the right formulation, identifiability in the presence of feedback can be treated in the same way. Similarly the identifiability of parametrizations of systems driven by unobserved white noise is considered using the results from the theory of spectral factorization.

Glover, Keith↗
NASA NTRS1983

Identification of helicopter rotor dynamic models

A recursive, extended Kalman-filter approach is applied to the identifiction of rotor damping levels of representative helicopter dynamic systems. The general formulation of the approach is presented in the context of a typically posed stochastic estimation problem, and the method is analytically applied to determining the damping levels of a coupled rotor-body system. The identified damping covergence characteristics are studied for sensitivity to both constant-coefficient and periodic-coefficient measurement models, process-noise covariance levels, and specified initial estimates of the rotor-system damping. A second application of the method to identifying the plant model for a highly damped, isolated flapping blade with a constant-coefficient state model (hover) and a periodic-coefficient state model (forward flight) is also investigated. The parameter-identification capability is evaluated for the effect of periodicity on the plant model coefficients and the influence of different measurement noise levels.

Molusis, J. A.↗
NASA NTRS2008

Simulation of Stochastic Processes by Coupled ODE-PDE

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Zak, Michail↗
DOE OSTI2025

Adaptive PID Gain Scheduling Control for Hydropower Turbine Using Neural CDE and Stochastic Distribution Shaping

This paper introduces a gain-scheduling PID controller design strategy for hydroturbine frequency control mode. This scheme first uses real data to learn the nonlinear dynamics of the hydroturbine using neural controlled differential equations and then perturbs the obtained nonlinear system at different equilibrium points, based on which a static output feedback adaptive dynamic programming algorithm is then used to optimize the PID gains for each equilibrium point. Moreover, a continuous-time version of stochastic distribution control is proposed to further fine-tune the optimized PID gains. Finally, the controller is obtained by implementing linear interpolation between the optimized PID control gains. The simulation results show that the proposed gain-scheduling PID controller can control a larger range of operation points compared with the given fixed PID controller and the baseline method. Compared with the given fixed PID controller, the proposed gain-scheduling PID controller can regulate hydroturbine frequency against disturbances induced by power-load variation with over 50% less overshoot for some operation points.

13 HYDRO ENERGY↗
DOE OSTI2026

Mixed stochastic-deterministic density functional theoretic decomposition of Kubo–Greenwood conductivities in the projector augmented wave formalism

Pairing the accuracy of the Kohn–Sham density-functional framework with the efficiency of a stochastic algorithmic approach, mixed stochastic-deterministic density functional theory (mDFT) achieves a favorable computational scaling with system sizes and electronic temperatures. We employ the recently developed mDFT formalism to investigate the dynamic charge-transport properties of systems in the warm dense matter regime. The optical conductivity spectra are computed for single- and multi- component mixtures of carbon, hydrogen, and beryllium using two complementary approaches: Kubo–Greenwood in the mDFT picture and real-time time-dependent mDFT. We further devise a decomposition of the Onsager coefficients leading up to the Kubo–Greenwood spectra to exhibit contributions from the deterministic, stochastic, and mixed electronic state transitions at different incident photon energies.

36 MATERIALS SCIENCE↗
NASA NTRS2005

Stochastic Representation of Chaos using Terminal Attractors

A nonlinear version of the Liouville equation based upon terminal attractors is proposed for describing post-instability motions of dynamical systems with exponential divergence of trajectories such as those leading to chaos and turbulence. As a result, the post-instability motions are represented by expectations, variances, and higher moments of the state variables as functions of time. The proposed approach can be applied to conservative chaos, and in particular, to n-bodies problem, as well as to dissipative systems, and in particular, to chaotic attractors and turbulence.

stochastic processes↗
DOE OSTI2023

Many-Exciton Quantum Dynamics in a Ruddlesden–Popper Tin Iodide

We present a study on the many-body exciton interactions in a Ruddlesden–Popper tin halide, namely, (PEA) 2 SnI 4 (PEA = phenylethylammonium), using coherent two-dimensional electronic spectroscopy. The optical dephasing times of the third-order polarization observed in these systems are determined by exciton many-body interactions and lattice fluctuations. We investigate the excitation-induced dephasing (EID) and observe a significant reduction of the dephasing time with increasing excitation density as compared to its lead counterpart (PEA) 2 PbI 4 , which we have previously reported in a separate publication [J. Chem. Phys. 2020, 153, 164706]. Surprisingly, we find that the EID interaction parameter is four orders of magnitude higher in (PEA) 2 SnI 4 than that in (PEA) 2 PbI 4 . This increase in the EID rate may be due to exciton localization arising from a more statically disordered lattice in the tin derivative. This is supported by the observation of multiple closely spaced exciton states and the broadening of the linewidth with increasing population time (spectral diffusion), which suggests a static disordered structure relative to the highly dynamic lead-halide. Additionally, we find that the exciton nonlinear coherent lineshape shows evidence of a biexcitonic state with low binding energy (<10 meV) not observed in the lead system. We model the lineshapes based on a stochastic scattering theory that accounts for the interaction with a nonstationary population of dark background excitations. Our study provides evidence of differences in the exciton quantum dynamics between tin- and lead-based Ruddlesden–Popper metal halides (RPMHs) and links them to the exciton–exciton interaction strength and the static disorder aspect of the crystalline structure.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

Extracting forces from noisy dynamics in dusty plasmas

Extracting environmental forces from noisy data is a common yet challenging task in complex physical systems. Machine learning (ML) represents a robust approach to this problem, yet is mostly tested on simulated data with known parameters. Here we use supervised ML to extract the electrostatic, dissipative, and stochastic forces acting on micron-sized charged particles levitated in an argon plasma (dusty plasma). By tracking the sub-pixel motion of particles in subsequent images, we successfully estimated these forces from their random motion. The experiments contained important sources of non-Gaussian noise, such as drift and pixel-locking, representing a data mismatch from methods used to analyze simulated data with purely Gaussian noise. Our model was trained on simulated particle trajectories that included all of these artifacts, and used more than 100 dynamical and statistical features, resulting in a prediction with 50\% better accuracy than conventional methods. Lastly, in systems with two interacting particles, the model provided non-contact measurements of the particle charge and Debye length in the plasma environment.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2026

Thermodynamically consistent incorporation of the Langmuir adsorption model into compressible fluctuating hydrodynamics

For a gas–solid interfacial system where chemical species undergo reversible adsorption, we develop a mesoscopic stochastic modeling method that simulates both gas-phase hydrodynamics and surface coverage dynamics by coupling the Langmuir adsorption model with compressible fluctuating hydrodynamics. To this end, we derive a thermodynamically consistent mass–energy update scheme that accounts for how the mass and energy variables in the gas and surface subsystems should be updated according to the changes in the number of molecules of each species in each subsystem due to adsorption and desorption events. By performing a stochastic analysis for the ideal Langmuir model and the full hydrodynamic system, we analytically confirm that our mass–energy update scheme captures thermodynamic equilibrium predicted by equilibrium statistical mechanics. We find that an internal energy correction term is needed, which is attributed to the difference in the mean kinetic energy of gas molecules colliding with the surface from that computed from the Maxwell–Boltzmann distribution. By performing an equilibrium simulation study for an ideal gas mixture of CO and Ar, with CO undergoing reversible adsorption, we validate our overall simulation method and implementation.

Adsorption↗
NASA NTRS1986

Dynamic remapping decisions in multi-phase parallel computations

The effectiveness of any given mapping of workload to processors in a parallel system is dependent on the stochastic behavior of the workload. Program behavior is often characterized by a sequence of phases, with phase changes occurring unpredictably. During a phase, the behavior is fairly stable, but may become quite different during the next phase. Thus a workload assignment generated for one phase may hinder performance during the next phase. We consider the problem of deciding whether to remap a paralled computation in the face of uncertainty in remapping's utility. Fundamentally, it is necessary to balance the expected remapping performance gain against the delay cost of remapping. This paper treats this problem formally by constructing a probabilistic model of a computation with at most two phases. We use stochastic dynamic programming to show that the remapping decision policy which minimizes the expected running time of the computation has an extremely simple structure: the optimal decision at any step is followed by comparing the probability of remapping gain against a threshold. This theoretical result stresses the importance of detecting a phase change, and assessing the possibility of gain from remapping. We also empirically study the sensitivity of optimal performance to imprecise decision threshold. Under a wide range of model parameter values, we find nearly optimal performance if remapping is chosen simply when the gain probability is high. These results strongly suggest that except in extreme cases, the remapping decision problem is essentially that of dynamically determining whether gain can be achieved by remapping after a phase change; precise quantification of the decision model parameters is not necessary.

Nicol, D. M.↗
DOE OSTI2022

Dynamics Informed Optimization for Resilient Energy Systems

Optimal mitigation planning for highly disruptive contingencies to a transmission-level power system requires optimization with dynamic power system constraints, due to the key role of dynamics in system stability to major perturbations. We formulate a generalized disjunctive program to determine optimal grid component hardening choices for protecting against major failures, with differential algebraic constraints representing system dynamics (specifically, differential equations representing generator and load behavior and algebraic equations representing instantaneous power balance over the transmission system). We optionally allow stochastic optimal pre-positioning across all considered failure scenarios, and optimal emergency control within each scenario. This novel formulation allows, for the first time, analyzing the resilience interdependencies of mitigation planning, preventive control, and emergency control. Using all three strategies in concert is particularly effective at maintaining robust power system operation under severe contingencies, as we demonstrate on the Western System Coordinating Council (WSCC) 9-bus test system using synthetic multi-device outage scenarios. Towards integrating our modeling framework with real threats and more realistic power systems, we explore applying hybrid dynamics to power systems. Our work is applied to basic RL circuits with the ultimate goal of using the methodology to model protective tripping schemes in the grid. Finally, we survey mitigation techniques for HEMP threats and describe a GIS application developed to create threat scenarios in a grid with geographic detail.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1980

Optimal regulation in systems with stochastic time sampling

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

Montgomery, R. C.↗
NASA NTRS1983

Fixed-order dynamic compensation through optimal projection

This paper reviews a formulation for the design of fixed-order dynamic compensation for flexible mechanical systems which is based upon explicit optimality conditions derived under the minimum data/maximum entropy stochastic modelling approach. The optimality conditions give rise to the novel concept of "optimal projection' which provides significant insight with regard to the compensator structure and permits earlier, more restricted and/or ad hoc design schemes to be seen as special cases of the present formulation.

Hyland, D. C.↗
NASA NTRS2014

CLEANing the Reward: Counterfactual Actions to Remove Exploratory Action Noise in Multiagent Learning

Learning in multiagent systems can be slow because agents must learn both how to behave in a complex environment and how to account for the actions of other agents. The inability of an agent to distinguish between the true environmental dynamics and those caused by the stochastic exploratory actions of other agents creates noise in each agent's reward signal. This learning noise can have unforeseen and often undesirable effects on the resultant system performance. We define such noise as exploratory action noise, demonstrate the critical impact it can have on the learning process in multiagent settings, and introduce a reward structure to effectively remove such noise from each agent's reward signal. In particular, we introduce Coordinated Learning without Exploratory Action Noise (CLEAN) rewards and empirically demonstrate their benefits

Reinforcement Learning↗
NASA NTRS2004

The Global Distribution of Precipitation and Clouds

The water cycle is the key circuit moving water through the Earth's system. This large system, powered by energy from the sun, is a continuous exchange of moisture between the oceans, the atmosphere, and the land. Precipitation (including rain, snow, sleet, freezing rain, and hail), is the primary mechanism for transporting water from the atmosphere back to the Earth's surface and is the key physical process that links aspects of climate, weather, and the global water cycle. Global precipitation and associate cloud processes are critical for understanding the water cycle balance on a global scale and interactions with the Earth's climate system. However, unlike measurement of less dynamic and more homogenous meteorological fields such as pressure or even temperature, accurate assessment of global precipitation is particularly challenging due to its highly stochastic and rapidly changing nature. It is not uncommon to observe a broad spectrum of precipitation rates and distributions over very localized time scales. Furthermore, precipitating systems generally exhibit nonhomogeneous spatial distributions of rain rates over local to global domains.

Shepherd, J. Marshall↗