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Results for “random processes”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 325 records · Page 18
All sourcesNASA NTRSDOE OSTI
NASA NTRS1985

Simulations of the mean solar magnetic field during sunspot cycle 21

Regarding new bipolar magnetic regions as sources of flux, the evolution of the photospheric magnetic field during 1976-1984 was computed and the corresponding evolution of the mean line-of-sight field as seen from earth was derived. A good, but imperfect, agreement was obtained between the observed mean field and the field computed for a nominal choice of flux transport parameters. The response of the computed mean field to variations in the transport parameters and the source properties was determined. The results suggest that the mean-field evolution is a random-walk process with dissipation. New eruptions of flux produce the random walk, and together differential rotation, meridional flow, and diffusion provide the dissipation. The net effect of each new source depends on its strength and orientation and on the time elapsed before the next eruption.

Sheeley, N. R., Jr.↗
DOE OSTI2018

Random Walk on a Perturbation of the Infinitely-Fast Mixing Interchange Process

We consider a random walk in dimension d≥1 in a dynamic random environment evolving as an interchange process with rate γ>0. We prove that, if we choose γ large enough, almost surely the empirical velocity of the walker X{sub t}/t eventually lies in an arbitrary small ball around the annealed drift. This statement is thus a perturbation of the case γ=+∞ where the environment is refreshed between each step of the walker. We extend three-way part of the results of Huveneers and Simenhaus (Electron J Probab 20(105):42, 2015), where the environment was given by the 1-dimensional exclusion process: (i) We deal with any dimension d≥1; (ii) We treat the much more general interchange process, where each particle carries a transition vector chosen according to an arbitrary law μ; (iii) We show that X{sub t}/t is not only in the same direction of the annealed drift, but that it is also close to it.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1973

First-excursion probability in non-stationary random vibration.

The first-excursion probability of a non-stationary Gaussian process with zero mean has been studied. Within the framework of the point process approach, a variety of analytical approximations applicable to stationary random processes is extended herein to non-stationary random processes. The extension is possible owing to a recent definition of non-stationary envelope processes proposed by the author. With the aid of numerical examples, merits of each approximation are examined by comparing with the results of simulation. It is found that under non-stationary excitations with short duration, the Markov approximation is the best among all the approximations discussed in this paper.

Yang, J.-N.↗
NASA NTRS1976

Arrival time of satellite-broadened laser pulses

A method for measuring the time of arrival of very narrow laser pulses which have been reflected and randomly broadened by a target is examined. It is known that these return pulses from the target have very small rise times. A threshold detection algorithm that detects the rising edge of the pulse is used for obtaining the pulse arrival times. The errors of the scheme are evaluated numerically for different pulse shapes, and a loose bound on the errors of detecting a typical pulse is obtained. A gamma-density model is used to characterize the random gain processes of the optical receiver, and the effect of such random gains on the errors of threshold detection is analyzed.

Iyer, R. S.↗
NASA NTRS2014

Chromospheric Variability: Analysis of 36 years of Time Series from the National Solar Observatory/Sacramento Peak Ca II K-line Monitoring Program

Analysis of more than 36 years of time series of seven parameters measured in the NSO/AFRL/Sac Peak K-line monitoring program elucidates five elucidates five components of the variation: (1) the solar cycle (period approx. 11 years), (2) quasi-periodic variations (periods approx 100 days), (3) a broad band stochastic process (wide range of periods), (4) rotational modulation, and (5) random observational errors. Correlation and power spectrum analyses elucidate periodic and aperiodic variation of the chromospheric parameters. Time-frequency analysis illuminates periodic and quasi periodic signals, details of frequency modulation due to differential rotation, and in particular elucidates the rather complex harmonic structure (1) and (2) at time scales in the range approx 0.1 - 10 years. These results using only full-disk data further suggest that similar analyses will be useful at detecting and characterizing differential rotation in stars from stellar light-curves such as those being produced by NASA's Kepler observatory. Component (3) consists of variations over a range of timescales, in the manner of a 1/f random noise process. A timedependent Wilson-Bappu effect appears to be present in the solar cycle variations (1), but not in the stochastic process (3). Component (4) characterizes differential rotation of the active regions, and (5) is of course not characteristic of solar variability, but the fact that the observational errors are quite small greatly facilitates the analysis of the other components. The recent data suggest that the current cycle is starting late and may be relatively weak. The data analyzed in this paper can be found at the National Solar Observatory web site http://nsosp.nso.edu/cak_mon/, or by file transfer protocol at ftp://ftp.nso.edu/idl/cak.parameters.

Solar physics↗
NASA NTRS1966

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↗
DOE OSTI2019

Random walks on jammed networks: Spectral properties

Using random walk analyses we explore diffusive transport on networks obtained from contacts between isotropically compressed, monodisperse, frictionless sphere packings generated over a range of pressures in the vicinity of the jamming transition p → 0 . For conductive particles in an insulating medium, conduction is determined by the particle contact network with nodes representing particle centers and edges contacts between particles. The transition rate is not homogeneous, but is distributed inhomogeneously due to the randomness of packing and concomitant disorder of the contact network, e.g., the distribution of the coordination number. A narrow escape time scale is used to write a Markov process for random walks on the particle contact network. This stochastic process is analyzed in terms of spectral density of the random, sparse, Euclidean and real, symmetric, positive, semidefinite transition rate matrix. Findings reveal network structures derived from jammed particles have properties similar to ordered, euclidean lattices but also some unique properties that distinguish them from other structures that are in some sense more homogeneous. Specifically, the distribution of eigenvalues of the transition rate matrix follow a power law with spectral dimension 3. Yet, quantitative details of the statistics of the eigenvectors show subtle differences with homogeneous lattices and allow us to distinguish between topological and geometric sources of disorder in the network.

42 ENGINEERING↗
DOE OSTI2020

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Detector Calibration to Quantify Random Summing in HPGe Spectroscopy

While calibrating a High Purity Germanium (HPGe) Radiation Detector for Xenon-133 (133Xe) the process of random summing occurs which leads to excess counts in the 160.6keV peak from random summing of the 81keV photons at the 162keV energy. Multiple samples of 133Xe with varying levels of radioactivity were assayed to determine a relationship between the occurrence of random summing and the net area of the 160.6keV peak. When the calculated efficiencies in the 160.6keV peak were compared to the theoretical efficiency obtained from a multi-energy calibration at 160.6keV, the amount of random summing could be estimated as excess observed efficiency and correlated to the sample activity. While a trend is apparent in the data, the mechanisms that contribute to the trend are still being studied so the data can be accurately correlated.

07 ISOTOPE AND RADIATION SOURCES↗
DOE OSTI2017

Occupation Time of a Randomly Accelerated Particle on the Positive Half Axis: Results for the First Five Moments

In the random acceleration process a point particle is accelerated by Gaussian white noise with zero mean. Although several fundamental statistical properties of the motion have been analyzed in detail, the statistics of occupation times is still not well understood. We consider the occupation or residence time T{sub +} on the positive x axis of a particle which is randomly accelerated on the unbounded x axis for a time t. The first two moments of T{sub +} were recently derived by Ouandji Boutcheng et al. (J Stat Mech 053213:1–10, 2016). With an alternate approach utilizing basis functions which have proved useful in other studies of randomly accelerated motion, results for the first five moments are obtained in this paper.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗