Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic System”

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 253 records · Page 14
All sourcesNASA NTRSDOE OSTI
NASA NTRS2015

Adaptive Stress Testing of Airborne Collision Avoidance Systems

This paper presents a scalable method to efficiently search for the most likely state trajectory leading to an event given only a simulator of a system. Our approach uses a reinforcement learning formulation and solves it using Monte Carlo Tree Search (MCTS). The approach places very few requirements on the underlying system, requiring only that the simulator provide some basic controls, the ability to evaluate certain conditions, and a mechanism to control the stochasticity in the system. Access to the system state is not required, allowing the method to support systems with hidden state. The method is applied to stress test a prototype aircraft collision avoidance system to identify trajectories that are likely to lead to near mid-air collisions. We present results for both single and multi-threat encounters and discuss their relevance. Compared with direct Monte Carlo search, this MCTS method performs significantly better both in finding events and in maximizing their likelihood.

Verification and Validation↗
NASA NTRS1985

Identification of dynamic systems, theory and formulation

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

Maine, R. E.↗
NASA NTRS1988

Stochastic time-optimal control problems

Two types of stochastic time-optimal controls in a one-dimensional setting are considered. Multidimensional problems, in the case of complete state information available and the system modeled by stochastic differential equations, are studied under the formulation of minimizing the expected transient-response time. The necessary condition of optimality is the satisfaction for the value function of a parabolic partial differential equation with boundary conditions. The sufficient condition of optimality is also provided, based on Dynkin's formula. Finally, three examples are given.

Zhang, W.↗
NASA NTRS1997

Algorithms for Performance, Dependability, and Performability Evaluation using Stochastic Activity Networks

Modeling tools and technologies are important for aerospace development. At the University of Illinois, we have worked on advancing the state of the art in modeling by Markov reward models in two important areas: reducing the memory necessary to numerically solve systems represented as stochastic activity networks and other stochastic Petri net extensions while still obtaining solutions in a reasonable amount of time, and finding numerically stable and memory-efficient methods to solve for the reward accumulated during a finite mission time. A long standing problem when modeling with high level formalisms such as stochastic activity networks is the so-called state space explosion, where the number of states increases exponentially with size of the high level model. Thus, the corresponding Markov model becomes prohibitively large and solution is constrained by the the size of primary memory. To reduce the memory necessary to numerically solve complex systems, we propose new methods that can tolerate such large state spaces that do not require any special structure in the model (as many other techniques do). First, we develop methods that generate row and columns of the state transition-rate-matrix on-the-fly, eliminating the need to explicitly store the matrix at all. Next, we introduce a new iterative solution method, called modified adaptive Gauss-Seidel, that exhibits locality in its use of data from the state transition-rate-matrix, permitting us to cache portions of the matrix and hence reduce the solution time. Finally, we develop a new memory and computationally efficient technique for Gauss-Seidel based solvers that avoids the need for generating rows of A in order to solve Ax = b. This is a significant performance improvement for on-the-fly methods as well as other recent solution techniques based on Kronecker operators. Taken together, these new results show that one can solve very large models without any special structure.

Deavours, Daniel D.↗
DOE OSTI2024

Predictive Complexity of Quantum Subsystems

We define predictive states and predictive complexity for quantum systems composed of distinct subsystems. This complexity is a generalization of entanglement entropy. It is inspired by the statistical or forecasting complexity of predictive state analysis of stochastic and complex systems theory but is intrinsically quantum. Predictive states of a subsystem are formed by equivalence classes of state vectors in the exterior Hilbert space that effectively predict the same future behavior of that subsystem for some time. As an illustrative example, we present calculations in the dynamics of an isotropic Heisenberg model spin chain and show that, in comparison to the entanglement entropy, the predictive complexity better signifies dynamically important events, such as magnon collisions. It can also serve as a local order parameter that can distinguish long and short range entanglement.

Asplund, Curtis T. (ORCID:0000000305575850)↗
NASA NTRS1972

An Adaptive Technique for a Redundant-Sensor Navigation System

An on-line adaptive technique is developed to provide a self-contained redundant-sensor navigation system with a capability to utilize its full potentiality in reliability and performance. The gyro navigation system is modeled as a Gauss-Markov process, with degradation modes defined as changes in characteristics specified by parameters associated with the model. The adaptive system is formulated as a multistage stochastic process: (1) a detection system, (2) an identification system and (3) a compensation system. It is shown that the sufficient statistics for the partially observable process in the detection and identification system is the posterior measure of the state of degradation, conditioned on the measurement history.

Chien, T. T.↗
NASA NTRS2023

Evaluation of a Regional Crop Model Implementation for Sub-National Yield Assessments in Kenya

CONTEXT: Cropping system models can be used to both assess regional food security and to monitor and predict agricultural drought. Agriculture in Kenya is extremely important to both the economy and food security of the country. OBJECTIVE: This study evaluated a regional implementation of a widely used crop model, the Decision Support System for Agrotechnology Transfer (DSSAT), within a coupled modeling framework, the Regional Hydrologic Extremes Assessment System (RHEAS), over Kenya. The goal of this study was to assess the ability of RHEAS to simulate the annual variability of maize yields at the county level and evaluate the uncertainty inherent in the model and inputs. METHODS: The RHEAS system implements a stochastic ensemble approach to account for field scale variabilities in crop management practices and underlying soil and weather conditions. Satellite-derived datasets were used to evaluate the land surface component of the system and seasonally disaggregated yield for 5 years was used to assess the performance of the cropping system model. RESULTS AND CONCLUSIONS: The median correlation between RHEAS and satellite-derived soil moisture and evapotranspiration estimates were 0.78, and 0.51, respectively, indicating that the model is able to capture the key drivers of the hydrological budget. Overall, RHEAS simulated yearly yield variations with a median correlation of 0.7 with reported yields, with the best performance in the short rains season. However, across both seasons, the RHEAS model was positively biased on the order of ~1.6 MT/ha. The overall median unbiased RMSE was 0.66 MT/ha. The RHEAS system shows skill at simulating extreme departures in anomalies, and a majority of the time (62.5%) the reported yields fall within the interquartile range of the simulations. SIGNIFICANCE: One of the most important areas of improvement for the next generation of agricultural data and models is to better understand and communicate the inherent uncertainties. This is especially critical in data-limited regions. Here we present a modeling system and its implementation that begins to address these concerns. We demonstrate the ability to simulate broad trends in yields at the county level for sub-annual yields with skills that commensurate previous national/annual level studies.

Crop model↗
DOE OSTI2024

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING↗
NASA NTRS1982

A high speed implementation of the random decrement algorithm

The algorithm is useful for measuring net system damping levels in stochastic processes and for the development of equivalent linearized system response models. The algorithm works by summing together all subrecords which occur after predefined threshold level is crossed. The random decrement signature is normally developed by scanning stored data and adding subrecords together. The high speed implementation of the random decrement algorithm exploits the digital character of sampled data and uses fixed record lengths of 2(n) samples to greatly speed up the process. The contributions to the random decrement signature of each data point was calculated only once and in the same sequence as the data were taken. A hardware implementation of the algorithm using random logic is diagrammed and the process is shown to be limited only by the record size and the threshold crossing frequency of the sampled data. With a hardware cycle time of 200 ns and 1024 point signature, a threshold crossing frequency of 5000 Hertz can be processed and a stably averaged signature presented in real time.

Kiraly, L. J.↗
NASA NTRS1983

A high-speed implementation of the random decrement algorithm

The algorithm is useful for measuring net system damping levels in stochastic processes and for the development of equivalent linearized system response models. The algorithm works by summing together all subrecords which occur after predefined threshold level is crossed. The random decrement signature is normally developed by scanning stored data and adding subrecords together. The high speed implementation of the random decrement algorithm exploits the digital character of sampled data and uses fixed record lengths of 2(n) samples to greatly speed up the process. The contributions to the random decrement signature of each data point was calculated only once and in the same sequence as the data were taken. A hardware implementation of the algorithm using random logic is diagrammed and the process is shown to be limited only by the record size and the threshold crossing frequency of the sampled data. With a hardware cycle time of 200 ns and 1024 point signature, a threshold crossing frequency of 5000 Hertz can be processed and a stably averaged signature presented in real time.

Kiraly, L. J.↗
NASA NTRS1993

Stochastic dynamics of baroclinic waves

The maintenance of variance and attendant heat flux in linear, forced dissipative baroclinic shear flows subject to stochastic excitation is examined. The baroclinic problem, is intrinsically nonnormal and its stochastic dynamics is found to differ significantly from the more familiar stochastic dynamics of normal systems. When the shear is sufficiently great in comparison to dissipative effects, stochastic excitation supports highly enhanced variance levels in these nonnormal systems compared to variance levels supproted by the same forcing and dissipation in related normal systems. The eddy variance and associated heat flux are found to arise in response to transient amplification of a subset of forcing functions that obtain energy from the mean flow and project this energy on a distinct subset of response functions (EOFs) that are in turn distinct from the set of normal modes of the system. A method for obtaining the dominant forcing and response functions as well as the distribution of heat flux for a given flow is described.

Farrell, Brian F.↗
NASA NTRS1988

Parallel discrete-event simulation of FCFS stochastic queueing networks

Physical systems are inherently parallel. Intuition suggests that simulations of these systems may be amenable to parallel execution. The parallel execution of a discrete-event simulation requires careful synchronization of processes in order to ensure the execution's correctness; this synchronization can degrade performance. Largely negative results were recently reported in a study which used a well-known synchronization method on queueing network simulations. Discussed here is a synchronization method (appointments), which has proven itself to be effective on simulations of FCFS queueing networks. The key concept behind appointments is the provision of lookahead. Lookahead is a prediction on a processor's future behavior, based on an analysis of the processor's simulation state. It is shown how lookahead can be computed for FCFS queueing network simulations, give performance data that demonstrates the method's effectiveness under moderate to heavy loads, and discuss performance tradeoffs between the quality of lookahead, and the cost of computing lookahead.

Nicol, David M.↗
NASA NTRS1980

Performability evaluation of the SIFT computer

The paper deals with the models, techniques, and evaluation methods that were successfully used to test the performance of the SIFT degradable computing system. The performance of the computer plus its air transport mission environment is modeled as a random variable, taking values in a set of 'accomplishment level'. The levels are defined in terms of four attributes of total system (computer plus environment) behavior, namely safety, no change in mission profile, no operational penalties, and no economic penalties. The base model of the total system is a stochastic process, whose states describe the internal structure of SIFT and the relevant conditions of its computational environment. Base model state trajectories are related to accomplishment levels via a special function, and solution methods are then used to determine the performability of the total system for various parameters of the computer and environment.

Meyer, J. F.↗
DOE OSTI2025

Stochastic Adaptive Droop Control in Frequency Regulation of Power Systems With Intermittent Generators

Modern power systems (MPSs), including microgrids (MGs), are increasingly incorporating multiple renewable energy sources (RESs) such as wind and solar power, as well as battery storage and controllable loads. While environmentally beneficial, these sources pose challenges for control and management due to their intermittent and stochastic nature, especially in maintaining frequency stability with multiple interconnected generators of varying capacities. Traditional droop control methods are effective in systems with generators that are dispatchable and have fixed generation capacities, but they fall short when applied to systems with RESs, where generation capacities are dynamic and affected by unpredictable environmental conditions. To address these challenges, this paper introduces a novel stochastic adaptive droop control (SADC) method for load frequency control (LFC). The proposed method adapts droop coefficients in real time, based on the measured stochastic data of power generation capacities, enabling more effective frequency regulation in systems with variable and intermittent power generation. Unlike traditional adaptive control methods, which assume constant or slowly-varying system parameters, this approach accounts for stochastic processes by modeling them as Markov chains, enabling robust performance under highly dynamic and unpredictable conditions. The key contributions of this work include the development of real-time droop coefficient adaptation algorithms, derivation of their stability and convergence properties, and the demonstration of the advantages of the method through simulations. Case studies highlight the improved performance of frequency regulation, particularly in addressing the impact of stochastic weather conditions and the benefits of reducing dependence on battery reserves in dealing with intermittency of RESs. Finally, this paper provides a comprehensive analysis of the theoretical foundations of the method, as well as practical implementation insights for future power systems with high penetration of RESs.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2026

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2027

Nodal capacity expansion planning with flexible large-scale load siting

We propose explicitly incorporating large-scale load siting into a stochastic nodal power system capacity expansion planning model that concurrently co-optimizes generation, transmission, and storage expansion. The potential operational flexibility of some of these large loads is also taken into account by considering them as consisting of a set of tranches with different reliability requirements, which are modeled as a constraint on expected served energy across operational scenarios. We implement our model as a two-stage stochastic mixed-integer optimization problem with cross-scenario expectation constraints. To overcome the challenge of scalability, we build upon existing work to implement this model on a high performance computing platform and exploit scenario parallelization using an augmented Progressive Hedging Algorithm. The algorithm is implemented using the bounding features of mpisppy, which have shown to provide satisfactory provable optimality gaps despite the absence of theoretical guarantees of convergence. We test our approach and assess the value of this proactive planning framework on total system cost and reliability metrics using realistic testcases geographically assigned to San Diego and South Carolina, with datacenter and direct air capture facilities as large loads.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1990

Stochastic Robustness: Towards a Comprehensive Robustness Tool

Stochastic robustness is a simple technique to determine the robustness of linear, time-invariant systems by Monte Carlo methods. Stochastic stability robustness has been described previously. Those results are extended here to provide insight into control system design for performance. Together, stochastic stability and performance robustness concepts constitute a comprehensive tool that can be used to analyze control system robustness properties. As well, they offer control system design insight that can set the stage for stochastic robustness synthesis. The concept of stochastic stability robustness is reviewed, stochastic performance robustness is introduced, and stochastic robustness synthesis is described qualitatively. Confidence intervals necessary for comparing control laws statistically are presented.

Ray, Laurie Ryan↗
DOE OSTI2025

Production of neutron-rich isotopes for 𝑍 ≥ 98 in the 238 U + 248 Cm reaction

Multinucleon transfer (MNT) reactions in actinide systems are a promising method to synthesize transuranium neutron-rich elements. Appropriate theoretical approaches are needed to understand the mechanisms behind MNT. We employ a microscopic approach to calculate neutron-rich isotope production in the reaction 238 U + 248 Cm system. Here, the stochastic mean-field (SMF) approach is used to calculate the primary cross sections in MNT reactions based on the quasifission and inverse quasifission processes, and a statistical de-excitation model with GEMINI ++ code to calculate the secondary fragment cross sections. The calculated cross sections using SMF and GEMINI ++ explain available experimental results for the 238 U + 248 Cm system at 𝐸 c.m. = 898.7 MeV energy. This shows the effectiveness and applicability of the quantal diffusion approach, based on the SMF theory, in heavy-ion collisions. Production of transuranium neutron-rich elements with a proton number up to 𝑍=101 is obtained with sizable cross sections. Theoretical results calculated for the 𝑍=102–105 region, for which there are no experimental data, show that the cross-section values would be lower than the microbarn level. SMF theory does not contain any adjustable parameters other than the standard parameters of the energy density functional used in the TDHF theory and is an important approach for the microscopic understanding of reaction mechanisms.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗