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 271 records · Page 15

Stochastic equilibrium Raman spectroscopy (STERS)

In this manuscript, we propose a new method for cavity- and surface-enhanced Raman spectroscopy (SERS) with improved temporal resolution in the measurement of stochastic Raman spectral fluctuations. Our approach combines Fourier spectroscopy and photon correlation to decouple the integration time from the temporal resolution. Using statistical optics Monte Carlo simulations, we establish the relationship between time resolution and Raman signal strength, revealing that typical Raman spectral fluctuations, commensurate with molecular conformational dynamics, can theoretically be resolved on micro- to millisecond timescales. The method can further extract average single-molecule dynamics from small sub-ensembles, thereby potentially mitigating challenges in achieving strictly single-molecule isolation on SERS substrates.

Cobb-Bruno, Colburn [University of California, Ber↗

Flowgraph techniques for closed systems.

Flowgraph techniques for closed systems, discussing properties, approximation method, topology equation, frequency response, constraints, oscillatory and stochastic processes, etc

HARMONIC OSCILLATOR↗

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

Source record↗

A Stochastic Calculus Approach to Boltzmann Transport

Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within source iteration are associated with the adjoint flux density and the adjoint particle paths are associated with the flux density. Here, we make our assertion rigorous through the use of stochastic calculus by representing the particle path used in source iteration as a solution to a stochastic differential equation (SDE). The solution to the adjoint Boltzmann equation is then expressed in terms of the same SDE, and the solution to the Boltzmann equation is expressed in terms of the SDE associated with the adjoint particle process. An important consequence is that the particle paths used within source iteration simultaneously provide Monte Carlo samples of the flux density and adjoint flux density in the detector and source regions, respectively. The significant practical implication is that particle trajectories can be reused to obtain both forward and adjoint quantities of interest. To the best our knowledge, the reuse of entire particles paths has not appeared in the literature. Monte Carlo simulations are presented to support the reuse of the particle paths.

Boltzmann transport↗

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↗

Numerical experiments with model monophyletic and paraphyletic taxa

The problem of how accurately paraphyletic taxa versus monophyletic (i.e., holophyletic) groups (clades) capture underlying species patterns of diversity and extinction is explored with Monte Carlo simulations. Phylogenies are modeled as stochastic trees. Paraphyletic taxa are defined in an arbitrary manner by randomly choosing progenitors and clustering all descendants not belonging to other taxa. These taxa are then examined to determine which are clades, and the remaining paraphyletic groups are dissected to discover monophyletic subgroups. Comparisons of diversity patterns and extinction rates between modeled taxa and lineages indicate that paraphyletic groups can adequately capture lineage information under a variety of conditions of diversification and mass extinction. This suggests that these groups constitute more than mere "taxonomic noise" in this context. But, strictly monophyletic groups perform somewhat better, especially with regard to mass extinctions. However, when low levels of paleontologic sampling are simulated, the veracity of clades deteriorates, especially with respect to diversity, and modeled paraphyletic taxa often capture more information about underlying lineages. Thus, for studies of diversity and taxic evolution in the fossil record, traditional paleontologic genera and families need not be rejected in favor of cladistically-defined taxa.

Non-NASA Center↗

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.↗

Probabilistic methods for structural response analysis

This paper addresses current work to develop probabilistic structural analysis methods for integration with a specially developed probabilistic finite element code. The goal is to establish distribution functions for the structural responses of stochastic structures under uncertain loadings. Several probabilistic analysis methods are proposed covering efficient structural probabilistic analysis methods, correlated random variables, and response of linear system under stationary random loading.

Wu, Y.-T.↗

A multidimensional approach to quantum state tomography of photoelectron wavepackets

There is a growing interest in reconstructing the density matrix of photoelectron wavepackets, in particular in complex systems where decoherence can be introduced either by a partial measurement of the system or through coupling with a stochastic environment. To this end, several methods to reconstruct the density matrix, quantum state tomography protocols, have been developed and tested on photoelectrons ejected from noble gases following absorption of extreme ultraviolet (XUV) photons from attosecond pulses. It remains a challenge to obtain model-free, single scan protocols that can reconstruct the density matrix with high fidelities. Current methods require extensive measurements or involve complex fitting of the signal. Efficient single-scan reconstructions would be of great help to increase the number of systems that can be studied. We propose a new and more efficient protocol that is able to reconstruct the continuous variable density matrix of a photoelectron in a single time delay scan. It is based on measuring the coherences of a photoelectron created by absorption of an XUV pulse using a broadband infrared (IR) probe that is scanned in time and a narrowband IR reference that is temporally fixed to the XUV pulse. We illustrate its performance for a Fano resonance in He as well as mixed states in Ar arising from spin-orbit splitting. We show that the protocol results in excellent fidelities and near-perfect estimation of the purity.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Analysis of bilinear stochastic systems

Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes. After defining the systems of interest, consideration is given to the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.

Willsky, A. S.↗

The stochastic control of the F-8C aircraft using the Multiple Model Adaptive Control (MMAC) method

The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called Multiple Model Adaptive Control method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.

Athans, M.↗

The stochastic control of the F-8C aircraft using the multiple model adaptive control /MMAC/ method

The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called MMAC method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.

Athans, M.↗

The stochastic control of the F-8C aircraft using a multiple model adaptive control /MMAC/ method. I - Equilibrium flight

The purpose of this paper is to summarize some results obtained for the adaptive control of the F-8C aircraft using the so-called MMAC method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed-loop adaptive system.

Athans, M.↗

An overview of the essential differences and similarities of system identification techniques

Information is given in the form of outlines, graphs, tables and charts. Topics include system identification, Bayesian statistical decision theory, Maximum Likelihood Estimation, identification methods, structural mode identification using a stochastic realization algorithm, and identification results regarding membrane simulations and X-29 flutter flight test data.

Mehra, Raman K.↗

Computation of Reacting Flows in Combustion Processes

The main objective of this research was to develop an efficient three-dimensional computer code for chemically reacting flows. The main computer code developed is ALLSPD-3D. The ALLSPD-3D computer program is developed for the calculation of three-dimensional, chemically reacting flows with sprays. The ALL-SPD code employs a coupled, strongly implicit solution procedure for turbulent spray combustion flows. A stochastic droplet model and an efficient method for treatment of the spray source terms in the gas-phase equations are used to calculate the evaporating liquid sprays. The chemistry treatment in the code is general enough that an arbitrary number of reaction and species can be defined by the users. Also, it is written in generalized curvilinear coordinates with both multi-block and flexible internal blockage capabilities to handle complex geometries. In addition, for general industrial combustion applications, the code provides both dilution and transpiration cooling capabilities. The ALLSPD algorithm, which employs the preconditioning and eigenvalue rescaling techniques, is capable of providing efficient solution for flows with a wide range of Mach numbers. Although written for three-dimensional flows in general, the code can be used for two-dimensional and axisymmetric flow computations as well. The code is written in such a way that it can be run in various computer platforms (supercomputers, workstations and parallel processors) and the GUI (Graphical User Interface) should provide a user-friendly tool in setting up and running the code.

Keith, Theo G., Jr.↗

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↗

Developing a Nuclear Quality Assurance Compliant Design Methodology for Neutronic Analysis of Xe-100 Design

The primary objective of this work is to develop a design methodology compliant with nuclear quality assurance standards for the Xe-100 neutronic design verification studies. To achieve this, a Monte Carlo model of the Xe-100 reactor was constructed using the exclusion principle, transformation technique, and universe-based level specification following Idaho National Laboratory (INL) NQA level-1 compliant standards and an NQA-1 compliant version of MCNP6. The model encompasses the entire reactor core structures, including the upper plenum, core region, and lower plenum sections, along with all sub-components. The active core section was represented using the spectral regions, each comprising a particular fuel composition and temperature averaged over the considered zone, calculated by X-energy using Very Superior Old Programs (VSOP). Additionally, a component-wise temperature map was implemented into the model, not only for the core region but also for the structural components. Temperature-dependent cross-section libraries, along with thermal scattering law libraries, generated using INL NQA-1 compliant version of NJOY21, were utilized for each isotope in the burnt fuel and the structural materials. Furthermore, the volume of each modeled component was estimated using a stochastic approach with the ray tracing method in MCNP and criticality calculations were performed.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗