Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic methods”

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 235 records · Page 13
All sourcesNASA NTRSDOE OSTI
NASA NTRSDate not supplied

Recommended DSMC Collision Model Parameters for Planetary Entry

Hybrid simulation frameworks combining Computational Fluid Dynamics (CFD) and Direct Simulation Monte Carlo (DSMC) are frequently employed to efficiently perform high-fidelity simulations of environments consisting of both continuum and rarified flow. DSMC is a stochastic, particle-based method which solves the fundamental Boltzmann equation and is therefore necessary for high-Knudsen flow where continuum-based assumptions governing CFD break down. However, the DSMC methodology is generally computationally inefficient to model the continuum regime. In a CFD/DSMC hybrid approach, obtaining an accurate, high-fidelity solution hinges on the consistent treatment of transport properties and the thermo-chemical models employed within the two solvers. In principle, in regions where CFD and DSMC are both employed, the same gas mixture under the same conditions should have the same properties, regardless of simulation type. Observed differences should be due to non-equilibrium processes, rather than differences in physical models. The goal of this work is to provide a comprehensive DSMC transport database encompassing the vast majority of known gas species encountered during Earth or other planetary atmospheric entry. This goal is largely possible due to recently performed ab initio quantum chemistry calculations. Combined with other high-fidelity data, the planned database will consist of collision integral data for over 200 neutral and ionized species and over 20000 binary collisions. From these collision integrals, Nelder-Mead optimization is used to compute collision-specific Variable Soft Sphere (VSS) collision model parameters, fitted from 300 K to 20000 K. Initial comparisons of transport properties of relevant equilibrium gas mixtures show great agreement between CFD and DSMC-derived results. The completed database can be readily applied to model binary collisions of any gas mixture containing the included species over the specified temperature range, making it a valuable tool for future planetary probe modeling efforts. An example is shown below in Fig. 1. Equilibrium mixture transport properties for a 35-species mixture composed originally of 10% air and 90% pyrolysis species of a carbon-phenolic ablator material [4] are computed using both fitted VSS Parameters and the original CFD collision integral values. Deviations in computed properties between the two approaches are less than 5% for the entire temperature range.

M. R. Gosma↗
NASA NTRS2020

Modeling Uncertainty in Large Natural Resource Allocation Problems

The productivity of the world's natural resources is critically dependent on a variety of highly uncertain factors, which obscure individual investors and governments that seek to make long-term, sometimes irreversible investments in their exploration and utilization. These dynamic considerations are poorly represented in disaggregated resource models, as incorporating uncertainty into large-dimensional problems presents a challenging computational task. This study introduces a novel numerical method to solve large-scale dynamic stochastic natural resource allocation problems that cannot be addressed by conventional methods. The method is illustrated with an application focusing on the allocation of global land resource use under stochastic crop yields due to adverse climate impacts and limits on further technological progress. For the same model parameters, the range of land conversion is considerably smaller for the dynamic stochastic model as compared to deterministic scenario analysis. The scenario analysis can thus significantly overstate the magnitude of expected land conversion under uncertain crop yields.

Cai, Yongyang↗
NASA NTRS1990

Determining structural performance

An overview of the methods and concepts developed to enhance and predict structural dynamic characteristics of advanced aeropropulsion systems is presented. Aeroelasticity, vibration control, dynamic systems, and computational structural methods are four disciplines that make up the structural dynamic effort at LeRC. The aeroelasticity program develops analytical and experimental methods for minimizing flutter and forced vibration of aerospace propulsion systems. Both frequency domain and time domain methods were developed for applications on the turbofan, turbopump, and advanced turboprop. In order to improve life and performance, the vibration control program conceives, analyzes, develops, and demonstrates new methods for controlling vibrations in aerospace systems. Active and passive vibration control is accomplished with electromagnetic dampers, magnetic bearings, and piezoelectric crystals to control rotor vibrations. The dynamic systems program analyzes and verifies the dynamics of interacting systems, as well as develops concepts and methods for high-temperature dynamic seals. Work in this field involves the analysis and parametric identification of large, nonlinear, damped, stochastic systems. The computational structural methods program exploits modern computer science as an aid to the solutions of structural problems.

Ernst, Michael A.↗
NASA NTRSDate not supplied

Verifying Autonomous Air Traffic Algorithms in the Presence of Sensor Error and Flight Perturbations

We offer a method to verify algorithms for air traffic control in the presence of sensor errors and flight perturbations. Since errors and perturbations are described by stochastic processes, verification by analytical methods is difficult. We turn to Monte Carlo simulation, but there are two major obstacles. Since air traffic algorithms are safety-critical, the algorithm must be established at a very high confidence level which requires an enormous number of trials. Another is that a simulation attempts to show that an algorithm correctly handles a hazard that might appear, but there is a lack of information about the frequency of occurrence of hazards in the airspace. This paper offers a solution to these and other obstacles. It recognizes there may be a number of algorithms that address different hazards, and the results of the different simulations must be combined to satisfy a global reliability requirement at a high confidence level. To demonstrate the feasibility of the approach, we apply it to an example, an initial effort in collision avoidance.

verification↗
NASA NTRS1995

Geostatistical Approaches for Spatial Estimation of Vegetation Quantities Using Ground and Image Data

A major challenge in the study of the earth system is the mapping of vegetation quantities over large regions. Geostatistical methods, such as cokriging and stochastic simulation, have the potential to exploit more fully both remotely sensed data and ground information and improve the spatial estimation of vegetation variables over traditional regression methods. A synthetic example constructed from imaging spectrometer data allows a useful comparison among regression, cokriging and a simple probability-field method. A range of linear relationships between direct (sampled) and ancillary images is used. The lowest root-mean-square-error is achieved with cokriging until the correlation between direct and ancillary data exceeds .89, at which point regression is the superior estimator. Probability-field simulation gives a range of possible realizations, most more precise than those from regression. The relationship between ground measurements and image data is thus demonstrated to be one of the critical factors in the choice of a spatial estimation method.

Dungan, Jennifer L.↗
DOE OSTI2024

Adaptive tau-leaping methods for microscopic-lattice kinetic Monte Carlo simulations

Traditional Kinetic Monte Carlo (KMC) approaches, rooted in Gillespie’s stochastic simulation algorithm, become computationally demanding in systems with a large range of timescales. The goal of this work is to propose and study new adaptive lattice-KMC time integration strategies for spatially non-uniform systems. To that end, two novel adaptive tau-leaping methods and their corresponding time integration strategies are developed based on the idea of the “n-fold” direct KMC method. These strategies allow for the simultaneous execution of multiple reactions, advancing time by adaptively selected coarse increments. We present numerical experiments comparing the proposed methods with existing approaches in a catalytic surface kinetics application involving ammonia decomposition.

Bimolecular reactions↗
NASA NTRS2017

Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

Aguilo, Miguel A.↗
DOE OSTI2026

Stochastic tensor contraction for quantum chemistry

Many computational methods in ab initio quantum chemistry are formulated in terms of high-order tensor contractions, whose cost determines the size of system that can be studied. We introduce stochastic tensor contraction to perform such operations with greatly reduced cost, and present its application to the gold-standard quantum chemistry method, coupled cluster theory with up to perturbative triples. For total energy errors more stringent than chemical accuracy, we reduce the computational scaling to that of mean-field theory, while starting to approach the mean-field absolute cost, thereby challenging the existing cost-to-accuracy landscape. Benchmarks against state-of-the-art local correlation approximations further show that we achieve an order-of-magnitude improvement in both total computation time and error, with significantly reduced sensitivity to system dimensionality and electron delocalization. We conclude that stochastic tensor contraction is a powerful computational primitive to accelerate a wide range of quantum chemistry.

Chemical Physics (physics.chem-ph)↗
NASA NTRS1981

A stochastic-dynamical approach to the study of the natural variability of the climate

A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.

Straus, D. M.↗
NASA NTRS1975

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.↗
NASA NTRS2001

Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa.

Mengshoel, Ole J.↗
DOE OSTI2024

Stochastic minibatch approach to the ptychographic iterative engine

The ptychographic iterative engine (PIE) is a widely used algorithm that enables phase retrieval at nanometer-scale resolution over a wide range of imaging experiment configurations. By analyzing diffraction intensities from multiple scanning locations where a probing wavefield interacts with a sample, the algorithm solves a difficult optimization problem with constraints derived from the experimental geometry as well as sample properties. The effectiveness at which this optimization problem is solved is highly dependent on the ordering in which we use the measured diffraction intensities in the algorithm, and random ordering is widely used due to the limited ability to escape from stagnation in poor-quality local solutions. In this study, we introduce an extension to the PIE algorithm that uses ideas popularized in recent machine learning training methods, in this case minibatch stochastic gradient descent. Our results demonstrate that these new techniques significantly improve the convergence properties of the PIE numerical optimization problem.

47 OTHER INSTRUMENTATION↗
NASA NTRS1991

Integrated adaptive filtering and design for control experiments of flexible structures

A novel method is presented of identifying a state space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relations between the state space model and the finite difference model for linear stochastic systems derived through projection filters. It is proven that least squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model. In estimating the corresponding state estimator gain, a z-domain method is used. First the deterministic component of the output is subtracted out, and then the state estimator gain is obtained by whitening the remaining signal. Experimental example is used to illustrate the feasibility of the method.

Huang, Jen-Kuang↗
DOE OSTI2026

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields↗
NASA NTRS1971

On stochastic control and optimal measurement strategies

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Kramer, L. C.↗
NASA NTRS1977

Stochastic models for software project management

A method for determining the number and characteristics of milestones to be achieved during a development project is presented in order that effective monitors of progress can be provided. Projections of progress data lead to estimates of the completion with determinable accuracy, but accuracy imposes a requirement that the number of milestones be inversely proportional to the estimate-error variance, and that the milestones themselves be defined in such a way that each represents approximately the same level of effort to complete.

Tausworthe, R. C.↗
NASA NTRS1993

Feedback control for unsteady flow and its application to the stochastic Burgers equation

The study applies mathematical methods of control theory to the problem of control of fluid flow with the long-range objective of developing effective methods for the control of turbulent flows. Model problems are employed through the formalism and language of control theory to present the procedure of how to cast the problem of controlling turbulence into a problem in optimal control theory. Methods of calculus of variations through the adjoint state and gradient algorithms are used to present a suboptimal control and feedback procedure for stationary and time-dependent problems. Two types of controls are investigated: distributed and boundary controls. Several cases of both controls are numerically simulated to investigate the performances of the control algorithm. Most cases considered show significant reductions of the costs to be minimized. The dependence of the control algorithm on the time-descretization method is discussed.

Choi, Haecheon↗