Results for “Monte Carlo sampling” — Page 12

NASA NTRS1989

Resonance line transfer calculations by doubling thin layers. I - Comparison with other techniques. II - The use of the R-parallel redistribution function

A versatile and efficient technique for the solution of the resonance line scattering problem with frequency redistribution in planetary atmospheres is introduced. Similar to the doubling approach commonly used in monochromatic scattering problems, the technique has been extended to include the frequency dependence of the radiation field. Methods for solving problems with external or internal sources and coupled spectral lines are presented, along with comparison of some sample calculations with results from Monte Carlo and Feautrier techniques. The doubling technique has also been applied to the solution of resonance line scattering problems where the R-parallel redistribution function is appropriate, both neglecting and including polarization as developed by Yelle and Wallace (1989). With the constraint that the atmosphere is illuminated from the zenith, the only difficulty of consequence is that of performing precise frequency integrations over the line profiles. With that problem solved, it is no longer necessary to use the Monte Carlo method to solve this class of problem.

Yelle, Roger V.↗

NASA NTRS1994

Probability techniques for reliability analysis of composite materials

Traditional design approaches for composite materials have employed deterministic criteria for failure analysis. New approaches are required to predict the reliability of composite structures since strengths and stresses may be random variables. This report will examine and compare methods used to evaluate the reliability of composite laminae. The two types of methods that will be evaluated are fast probability integration (FPI) methods and Monte Carlo methods. In these methods, reliability is formulated as the probability that an explicit function of random variables is less than a given constant. Using failure criteria developed for composite materials, a function of design variables can be generated which defines a 'failure surface' in probability space. A number of methods are available to evaluate the integration over the probability space bounded by this surface; this integration delivers the required reliability. The methods which will be evaluated are: the first order, second moment FPI methods; second order, second moment FPI methods; the simple Monte Carlo; and an advanced Monte Carlo technique which utilizes importance sampling. The methods are compared for accuracy, efficiency, and for the conservativism of the reliability estimation. The methodology involved in determining the sensitivity of the reliability estimate to the design variables (strength distributions) and importance factors is also presented.

Wetherhold, Robert C.↗

NASA NTRS1961

Application of Monte Carlo Technique for Determining Maneuvering Loads from Statistical Information on Airplane Motions

Results of a statistical analysis of horizontal-tail loads on a fighter airplane are presented. The data were obtained from a number of operational training missions with flight at altitudes up to about 50,000 feet and at Mach numbers up to 1.22. The analysis was performed to determine the feasibility of calculating horizontal-tail load from data on the flight conditions and airplane motions. In the analysis the calculated loads are compared with the measured loads for the different types of missions performed. The loads were calculated by two methods: a direct approach and a Monte Carlo technique. The procedures used and some of the problems associated with the data analysis are discussed. frequencies of occurrence of tail loads of given magnitudes are derived from statistical information on the flight quantities. In the direct method, a time history of tail load is calculated from time-history measurements of the flight quantities. The Monte Carlo method could be useful for extending loads information for design of prospective airplanes . For the Monte Carlo method, the The results indicate that the accuracy of loads, regardless of the method used for calculation, is largely dependent on the knowledge of the pertinent airplane aerodynamic characteristics and center-of-gravity location. In addition, reliable Monte Carlo results require an adequate sample of statistical data and a knowledge of the more important statistical dependencies between the various flight conditions and airplane motions.

Hamer, Harold A.↗

NASA NTRS1998

A Novel Solution-Technique Applied to a Novel WAAS Architecture

The Federal Aviation Administration has embarked on an historic task of modernizing and significantly improving the national air transportation system. One system that uses the Global Positioning System (GPS) to determine aircraft navigational information is called the Wide Area Augmentation System (WAAS). This paper describes a reliability assessment of one candidate system architecture for the WAAS. A unique aspect of this study regards the modeling and solution of a candidate system that allows a novel cold sparing scheme. The cold spare is a WAAS communications satellite that is fabricated and launched after a predetermined number of orbiting satellite failures have occurred and after some stochastic fabrication time transpires. Because these satellites are complex systems with redundant components, they exhibit an increasing failure rate with a Weibull time to failure distribution. Moreover, the cold spare satellite build-time is Weibull and upon launch is considered to be a good-as-new system with an increasing failure rate and a Weibull time to failure distribution as well. The reliability model for this system is non-Markovian because three distinct system clocks are required: the time to failure of the orbiting satellites, the build time for the cold spare, and the time to failure for the launched spare satellite. A powerful dynamic fault tree modeling notation and Monte Carlo simulation technique with importance sampling are shown to arrive at a reliability prediction for a 10 year mission.

Bavuso, J.↗

NASA NTRS2008

The Integrated Medical Model: Statistical Forecasting of Risks to Crew Health and Mission Success

The Integrated Medical Model (IMM) helps capture and use organizational knowledge across the space medicine, training, operations, engineering, and research domains. The IMM uses this domain knowledge in the context of a mission and crew profile to forecast crew health and mission success risks. The IMM is most helpful in comparing the risk of two or more mission profiles, not as a tool for predicting absolute risk. The process of building the IMM adheres to Probability Risk Assessment (PRA) techniques described in NASA Procedural Requirement (NPR) 8705.5, and uses current evidence-based information to establish a defensible position for making decisions that help ensure crew health and mission success. The IMM quantitatively describes the following input parameters: 1) medical conditions and likelihood, 2) mission duration, 3) vehicle environment, 4) crew attributes (e.g. age, sex), 5) crew activities (e.g. EVA's, Lunar excursions), 6) diagnosis and treatment protocols (e.g. medical equipment, consumables pharmaceuticals), and 7) Crew Medical Officer (CMO) training effectiveness. It is worth reiterating that the IMM uses the data sets above as inputs. Many other risk management efforts stop at determining only likelihood. The IMM is unique in that it models not only likelihood, but risk mitigations, as well as subsequent clinical outcomes based on those mitigations. Once the mathematical relationships among the above parameters are established, the IMM uses a Monte Carlo simulation technique (a random sampling of the inputs as described by their statistical distribution) to determine the probable outcomes. Because the IMM is a stochastic model (i.e. the input parameters are represented by various statistical distributions depending on the data type), when the mission is simulated 10-50,000 times with a given set of medical capabilities (risk mitigations), a prediction of the most probable outcomes can be generated. For each mission, the IMM tracks which conditions occurred and decrements the pharmaceuticals and supplies required to diagnose and treat these medical conditions. If supplies are depleted, then the medical condition goes untreated, and crew and mission risk increase. The IMM currently models approximately 30 medical conditions. By the end of FY2008, the IMM will be modeling over 100 medical conditions, approximately 60 of which have been recorded to have occurred during short and long space missions.

Fitts, M. A.↗

NASA NTRS2010

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Analysis

This Technical Publication (TP) is meant to address a number of topics related to the application of Monte Carlo simulation to launch vehicle design and requirements analysis. Although the focus is on a launch vehicle application, the methods may be applied to other complex systems as well. The TP is organized so that all the important topics are covered in the main text, and detailed derivations are in the appendices. The TP first introduces Monte Carlo simulation and the major topics to be discussed, including discussion of the input distributions for Monte Carlo runs, testing the simulation, how many runs are necessary for verification of requirements, what to do if results are desired for events that happen only rarely, and postprocessing, including analyzing any failed runs, examples of useful output products, and statistical information for generating desired results from the output data. Topics in the appendices include some tables for requirements verification, derivation of the number of runs required and generation of output probabilistic data with consumer risk included, derivation of launch vehicle models to include possible variations of assembled vehicles, minimization of a consumable to achieve a two-dimensional statistical result, recontact probability during staging, ensuring duplicated Monte Carlo random variations, and importance sampling.

Hanson, J. M.↗

NASA NTRS2016

Probabilistic Prognosis of Non-Planar Fatigue Crack Growth

Quantifying the uncertainty in model parameters for the purpose of damage prognosis can be accomplished utilizing Bayesian inference and damage diagnosis data from sources such as non-destructive evaluation or structural health monitoring. The number of samples required to solve the Bayesian inverse problem through common sampling techniques (e.g., Markov chain Monte Carlo) renders high-fidelity finite element-based damage growth models unusable due to prohibitive computation times. However, these types of models are often the only option when attempting to model complex damage growth in real-world structures. Here, a recently developed high-fidelity crack growth model is used which, when compared to finite element-based modeling, has demonstrated reductions in computation times of three orders of magnitude through the use of surrogate models and machine learning. The model is flexible in that only the expensive computation of the crack driving forces is replaced by the surrogate models, leaving the remaining parameters accessible for uncertainty quantification. A probabilistic prognosis framework incorporating this model is developed and demonstrated for non-planar crack growth in a modified, edge-notched, aluminum tensile specimen. Predictions of remaining useful life are made over time for five updates of the damage diagnosis data, and prognostic metrics are utilized to evaluate the performance of the prognostic framework. Challenges specific to the probabilistic prognosis of non-planar fatigue crack growth are highlighted and discussed in the context of the experimental results.

Leser, Patrick E.↗

NASA NTRS2015

Dynamic Simulation Probabalistic Risk Assessment Model for an Enceladus Sample Return Mission

Enceladus, a moon of Saturn, has geyser-like jets that spray plumes of material into orbit. These jets could enable a free-flying spacecraft to collect samples and return them to Earth for study to determine if they contain the building blocks of life. The Office of Planetary Protection at NASA requires containment of any unsterilized samples and prohibits destructive impact of the spacecraft upon return to Earth, with a sample release probability of less than 1 in 1,000,000 as a recommended goal. This paper describes a probabilistic risk assessment model that uses dynamic simulation techniques to capture the physics-based, time- and state-dependent interactions between the sample return system and the environment, which drive the risk of sample release. The dynamic approach uses a Monte Carlo-style simulation to integrate the many phases and sources of risk for a sample return mission. The model is used to assess the achievability of the planetary protection reliability goal. This is accomplished by performing sensitivity studies assessing the impact of modeling assumptions to identify where uncertainties drive the risk. These results, in turn, are used to examine the feasibility of meeting key design and performance parameters that are needed to achieve the reliability goal for a given architecture with existing technologies.

Dynamic Simulation↗

NASA NTRS2000

Calculating Free Energies Using Scaled-Force Molecular Dynamics Algorithm

One common objective of molecular simulations in chemistry and biology is to calculate the free energy difference between different states of the system of interest. Examples of problems that have such an objective are calculations of receptor-ligand or protein-drug interactions, associations of molecules in response to hydrophobic, and electrostatic interactions or partition of molecules between immiscible liquids. Another common objective is to describe evolution of the system towards a low energy (possibly the global minimum energy), 'native' state. Perhaps the best example of such a problem is folding of proteins or short RNA molecules. Both types of problems share the same difficulty. Often, different states of the system are separated by high energy barriers, which implies that transitions between these states are rare events. This, in turn, can greatly impede exploration of phase space. In some instances this can lead to 'quasi non-ergodicity', whereby a part of phase space is inaccessible on timescales of the simulation. A host of strategies has been developed to improve efficiency of sampling the phase space. For example, some Monte Carlo techniques involve large steps which move the system between low-energy regions in phase space without the need for sampling the configurations corresponding to energy barriers (J-walking). Most strategies, however, rely on modifying probabilities of sampling low and high-energy regions in phase space such that transitions between states of interest are encouraged. Perhaps the simplest implementation of this strategy is to increase the temperature of the system. This approach was successfully used to identify denaturation pathways in several proteins, but it is clearly not applicable to protein folding. It is also not a successful method for determining free energy differences. Finally, the approach is likely to fail for systems with co-existing phases, such as water-membrane systems, because it may lead to spontaneous mixing. A similar difficulty may be encountered in any method relying on global modifications of phase space.

Darve, Eric↗

NASA NTRS1972

Monte Carlo inversion of seismic data

The analytic solution to the linear inverse problem provides estimates of the uncertainty of the solution in terms of standard deviations of corrections to a particular solution, resolution of parameter adjustments, and information distribution among the observations. It is shown that Monte Carlo inversion, when properly executed, can provide all the same kinds of information for nonlinear problems. Proper execution requires a relatively uniform sampling of all possible models. The expense of performing Monte Carlo inversion generally requires strategies to improve the probability of finding passing models. Such strategies can lead to a very strong bias in the distribution of models examined unless great care is taken in their application.

Wiggins, R. A.↗

NASA NTRS1974

A Monte Carlo investigation of experimental data requirements for fitting polynomial functions

This report examines the extent to which sample size affects the accuracy of a low order polynomial approximation of an experimentally observed quantity and establishes a trend toward improvement in the accuracy of the approximation as a function of sample size. The task is made possible through a simulated analysis carried out by the Monte Carlo method, in which data are generated by using several transcendental or algebraic functions as models. Contaminated data of varying amounts are fitted to linear quadratic or cubic polynomials, and the behavior of the mean-squared error of the residual variance is determined as a function of sample size. Results indicate that the effect of the size of the sample is significant only for relatively small sample sizes and diminishes drastically for moderate and large amounts of experimental data.

Canavos, G. C.↗

NASA NTRSDate not supplied

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

Validation↗

NASA NTRSDate not supplied

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

Validation↗

NASA NTRS2019

Uncertainty Quantification of a Rotorcraft Conceptual Sizing Toolsuite

A computational framework to support the quantification of system uncertainties and sensitivities for rotorcraft applications is presented using the NASA Design and Analysis of Rotorcraft (NDARC) conceptual sizing tool. A 90 passenger conceptual tiltrotor configuration was used for case demonstration in the modeling of uncertainties in NDARCs emission module. A non-intrusive forward propagation uncertainty quantification approach was applied to ensemble simulations using a Monte Carlo methodology with stratified Latin hypercube sampling. An off-the-shelf software, DAKOTA, which supports trade studies and design space exploration, including optimization, surrogate modeling and uncertainty analysis was used to address the research goals. A toolsuite was further developed incorporating DAKOTA with automated design processes and methods using function wrappers to execute program routines including support for data post-processing. Uncertainties in rotorcraft emissions modeling using the Average Temperature Response metric for a set mission profile were studied. It was shown that for the current study, using the base-line best estimate modeling parameters for the Average Temperature Response metric, NDARC under-estimates the effects of emissions when compared with results from Monte Carlo simulations. A global sensitivity analysis was further undertaken to quantify the contribution of the various emission species on output sensitivity, hence uncertainty. The work demonstrates that the developed toolsuite is robust and will support the quantification of system uncertainties and sensitivities in future rotorcraft design efforts.

Rotorcraft↗

NASA NTRSDate not supplied

The Venus Atmospheric Sample Return (VATMOS-SR) Mission Concept

VATMOS-SR (Venus ATMOSpheric - Sample Return) is a small space- craft mission concept that would return several gas samples from the upper atmosphere of Venus (< 110 km) to Earth for scientific analysis. This could be the first sample return mission for an extraterrestrial atmosphere and potentially the first sample return from an Earth-sized planet. The VATMOS-SR mission concept consists of a SmallSat atmospheric sampling probe (45 deg. sphere/cone geometry, <1 m diameter) that is designed to skim through the Venus upper atmosphere and ac- quire gas samples below the homopause altitude (around ~110 km altitude), where the different atmospheric gases are mixed. The velocity of the spacecraft where sampling would occur is expected to be between ~10.5 km/s and ~13.1 km/s, depending on the trajectory chosen.

direct simulation Monte Carlo↗

NASA NTRSDate not supplied

The Venus Atmospheric Sample Return (VATMOS-SR) Mission Concept

VATMOS-SR (Venus ATMOSpheric - Sample Return) is a small space- craft mission concept that would return several gas samples from the upper atmosphere of Venus (< 110 km) to Earth for scientific analysis. This could be the first sample return mission for an extraterrestrial atmosphere and potentially the first sample return from an Earth-sized planet. The VATMOS-SR mission concept consists of a SmallSat atmospheric sampling probe (45 deg. sphere/cone geometry, <1 m diameter) that is designed to skim through the Venus upper atmosphere and ac- quire gas samples below the homopause altitude (around ~110 km altitude), where the different atmospheric gases are mixed. The velocity of the spacecraft where sampling would occur is expected to be between ~10.5 km/s and ~13.1 km/s, depending on the trajectory chosen (e.g. trajectory shown in Fig. 1).

direct simulation Monte Carlo↗

NASA NTRSDate not supplied

Discovery and Analysis of Rare High-Impact Failure Modes using Adversarial RL-Informed Sampling

Adaptive learning agents have tremendous potential to handle critical tasks currently performed by humans. Unfortunately, due to their complexity, it can be difficult to verify that these learning agents do not have critical failure modes. Standard verification and validation methods often do not apply directly to learning agents and Monte Carlo methods have difficulty covering even a small fraction of the state space, especially in multiagent systems or over long time horizons. To overcome this difficulty, we demonstrate an adaptive stress-testing method based on reinforcement learning of correlations that raise the probability of failure. This approach has three key properties: (1) it is able to find rare failure modes with far greater sample efficiency than Monte Carlo methods, (2) it can estimate the true probability of a failure mode despite the inherent bias in the learning method, and (3) it is capable of learning and resampling compact representations of multimodal failure spaces. These properties are important in practice as we need to find disparate failure modes while accounting for their actual relevance. This is a significant advantage over traditional adaptive stress testing methods that give abstract likelihoods of particular failure instances, but cannot estimate the probability of a broader failure mode. We test our algorithm on a simple problem from the aviation domain where an autonomous aircraft lands in gusty wind conditions. The results suggest that we can find failure modes with far fewer samples than the Monte Carlo approach and simultaneously estimate the probability of failure.

reinforcement learning↗

NASA NTRS2020

Revisiting OSIRIS-REx Touch-And-Go (TAG) Performance Given the Realities of Asteroid Bennu

The Origins, Spectral Interpretation, Resource Identification, and Security–Regolith Explorer (OSIRIS-REx) mission is a NASA New Frontiers mission that launched in 2016 and rendezvoused with the near-Earth asteroid (101955) Bennu in late 2018. Upon arrival, the surface of Bennu was found to be much rockier than expected. The original Touch-and-Go (TAG) requirement for sample collection was to deliver the spacecraft to a site with a 25-meter radius; however, the largest hazard-free sites are no larger than 8 meters in radius. To accommodate the dearth of safe sample collection sites, the project reevaluated all aspects of flight system performance pertaining to TAG in order to account for the demonstrated performance of the spacecraft and navigation prediction accuracies. More-over, the project has base lined on board natural feature tracking instead of lidar for providing the on board navigation state update during the TAG sequence. This paper summarizes the improvements in error source estimation, enhancements in on board trajectory correction, and results of recent Monte Carlo simulation to en-able sample collection with the given constraints. TAG delivery and on board navigation performance are presented for the final four candidate TAG sites.

Berry, Kevin↗