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At least 325 records · Page 18

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NASA NTRS1997

Detection of chaotic determinism in time series from randomly forced maps

Time series from biological system often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". Despite this effort, it has been difficult to establish the presence of chaos in time series from biological sytems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Non-NASA Center↗

DOE OSTI2014

Rare-event Simulation for Stochastic Korteweg-de Vries Equation

An asymptotic analysis of the tail probabilities for the dynamics of a soliton wave $U(x,t)$ under a stochastic time-dependent force is developed. The dynamics of the soliton wave $U(x,t)$ is described by the Korteweg-de Vries Equation with homogeneous Dirichlet boundary conditions under a stochastic time-dependent force, which is modeled as a time-dependent Gaussian noise with amplitude $\epsilon$. The tail probability we considered is $w(b) :=P(\sup_{t\in [0,T]} U(x,t) > b ),$ as $b\rightarrow \infty,$ for some constant $T>0$ and a fixed $x$, which can be interpreted as tail probability of the amplitude of water wave on shallow surface of a fluid or long internal wave in a density-stratified ocean. Our goal is to characterize the asymptotic behaviors of $w(b)$ and to evaluate the tail probability of the event that the soliton wave exceeds a certain threshold value under a random force term. Such rare-event calculation of $w(b)$ is very useful for fast estimation of the risk of the potential damage that could caused by the water wave in a density-stratified ocean modeled by the stochastic KdV equation. In this work, the asymptotic approximation of the probability that the soliton wave exceeds a high-level $b$ is derived. In addition, we develop a provably efficient rare-event simulation algorithm to compute $w(b)$. The efficiency of the algorithm only requires mild conditions and therefore it is applicable to a general class of Gaussian processes and many diverse applications.

Xu, Gongjun↗

DOE OSTI2024

H ∞ Control for Energy Dispatch in Autonomous Nanogrid With Communication Delays

This paper proposes an optimal controller and estimator for energy dispatch to balance the power supply and demand considering communication delays. The proposed algorithm involves modeling an autonomous nanogrid (ANG) consisting of distributed energy resources, energy storage systems, loads, an $H$ ∞ controller with a reference power modulation technique, and a state estimator. The ANG was developed to express the dynamic supply-demand energy balance of a nanogird system. Reference power modulation was designed to generate the desired ESS power based on the imbalanced energy. Random communication delays were modeled using a stochastic variable satisfying the Bernoulli random binary distribution. The optimal $H$ ∞ controller and estimator were developed using a linear matrix inequality approach to exponentially stabilize the closed-loop system. Simulations were performed using real daily demand forecasts obtained from the Korea Meteorological Administration to demonstrate the effectiveness of the proposed real-time optimization algorithm.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2016

Synchronous parallel spatially resolved stochastic cluster dynamics

In this work, a spatially resolved stochastic cluster dynamics (SRSCD) model for radiation damage accumulation in metals is implemented using a synchronous parallel kinetic Monte Carlo algorithm. The parallel algorithm is shown to significantly increase the size of representative volumes achievable in SRSCD simulations of radiation damage accumulation. Additionally, weak scaling performance of the method is tested in two cases: (1) an idealized case of Frenkel pair diffusion and annihilation, and (2) a characteristic example problem including defect cluster formation and growth in α-Fe. For the latter case, weak scaling is tested using both Frenkel pair and displacement cascade damage. To improve scaling of simulations with cascade damage, an explicit cascade implantation scheme is developed for cases in which fast-moving defects are created in displacement cascades. For the first time, simulation of radiation damage accumulation in nanopolycrystals can be achieved with a three dimensional rendition of the microstructure, allowing demonstration of the effect of grain size on defect accumulation in Frenkel pair-irradiated α-Fe.

36 MATERIALS SCIENCE↗

DOE OSTI2017

A dynamical polynomial chaos approach for long-time evolution of SPDEs

We propose a Dynamical generalized Polynomial Chaos (DgPC) method to solve time-dependent stochastic partial differential equations (SPDEs) with white noise forcing. The long-time simulation of SPDE solutions by Polynomial Chaos (PC) methods is notoriously difficult as the dimension of the stochastic variables increases linearly with time. Exploiting the Markovian property of white noise, DgPC implements a restart procedure that allows us to expand solutions at future times in terms of orthogonal polynomials of the measure describing the solution at a given time and the future white noise. The dimension of the representation is kept minimal by application of a Karhunen–Loeve (KL) expansion. Using frequent restarts and low degree polynomials on sparse multi-index sets, the method allows us to perform long time simulations, including the calculation of invariant measures for systems which possess one. We apply the method to the numerical simulation of stochastic Burgers and Navier–Stokes equations with white noise forcing. Our method also allows us to incorporate time-independent random coefficients such as a random viscosity. We propose several numerical simulations and show that the algorithm compares favorably with standard Monte Carlo methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2013

RAVEN: Dynamic Event Tree Approach Level III Milestone

Conventional Event-Tree (ET) based methodologies are extensively used as tools to perform reliability and safety assessment of complex and critical engineering systems. One of the disadvantages of these methods is that timing/sequencing of events and system dynamics are not explicitly accounted for in the analysis. In order to overcome these limitations several techniques, also know as Dynamic Probabilistic Risk Assessment (DPRA), have been developed. Monte-Carlo (MC) and Dynamic Event Tree (DET) are two of the most widely used D-PRA methodologies to perform safety assessment of Nuclear Power Plants (NPP). In the past two years, the Idaho National Laboratory (INL) has developed its own tool to perform Dynamic PRA: RAVEN (Reactor Analysis and Virtual control ENvironment). RAVEN has been designed to perform two main tasks: 1) control logic driver for the new Thermo-Hydraulic code RELAP-7 and 2) post-processing tool. In the first task, RAVEN acts as a deterministic controller in which the set of control logic laws (user defined) monitors the RELAP-7 simulation and controls the activation of specific systems. Moreover, the control logic infrastructure is used to model stochastic events, such as components failures, and perform uncertainty propagation. Such stochastic modeling is deployed using both MC and DET algorithms. In the second task, RAVEN processes the large amount of data generated by RELAP-7 using data-mining based algorithms. This report focuses on the analysis of dynamic stochastic systems using the newly developed RAVEN DET capability. As an example, a DPRA analysis, using DET, of a simplified pressurized water reactor for a Station Black-Out (SBO) scenario is presented.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2014

RAVEN. Dynamic Event Tree Approach Level III Milestone

42 ENGINEERING↗

NASA NTRSDate not supplied

NESC GN&C TDT Workshop on 2D Image Motion Optical Transfer Functions, Pointing Performance Analysis, and Requirements

What You Will Learn: The focus is on payload imaging performance due to pointing motion. Some historical background on pointing performance analysis is given. The Optical Transfer Function (OTF) and Modulation Transfer Function (MTF) are defined. The imaging performance due to pointing motion is measured by image motion optical transfer functions (IM OTF). IM OTFs are defined for displacement, smear, and jitter motions, which are all rigorously defined. Deterministic and Statistical IM OTFs are briefly derived and graphically illustrated and compared. The IM OTFs are parameterized by pointing error metrics(PEM), which are means and covariances of displacement, smear, and jitter. Emphasis is on procedures and algorithms to evaluate the image motion optical transfer functions and pointing error metrics. Three procedures are covered, which depend on whether the pointing error data is from time-domain simulation, frequency-domain analysis, or stochastic modeling. A method to evaluate the relative contribution of disturbance sources and to identify the most significant contributors is presented. The presentation includes pertinent discussion of flexible structures and control-structure interaction. No single book can adequately cover this subject, so a book is not required for the course. A list of selected articles, reports, documents, and books is provided for reference and further study. Mathis kept to the minimum necessary to convey principles; lengthy derivations are left to the reference material. Graphics are used to illustrate concepts. As with any such learning endeavor, the knowledge gained will be retained and strengthened through actual practice.c©2019–2021 Mark E. Pittelkau— 5

NASA Engineering and Safety Center (NESC)↗

NASA NTRS1993

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↗

NASA NTRS1971

Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

Parrish, R. V.↗

DOE OSTI2021

Comparing (stochastic-selection) ab initio multiple spawning with trajectory surface hopping for the photodynamics of cyclopropanone, fulvene, and dithiane

Ab Initio Multiple Spawning (AIMS) simulates the excited-state dynamics of molecular systems by representing nuclear wavepackets in a basis of coupled traveling Gaussian functions, called trajectory basis functions (TBFs). New TBFs are spawned when nuclear wavepackets enter regions of strong nonadiabaticity, permitting the description of non-Born–Oppenheimer processes. The spawning algorithm is simultaneously the blessing and the curse of the AIMS method: it allows for an accurate description of the transfer of nuclear amplitude between different electronic states, but it also dramatically increases the computational cost of the AIMS dynamics as all TBFs are coupled. Recently, a strategy coined stochastic-selection AIMS (SSAIMS) was devised to limit the ever-growing number of TBFs and tested on simple molecules. In this work, we use the photodynamics of three different molecules—cyclopropanone, fulvene, and 1,2-dithiane—to investigate (i) the potential of SSAIMS to reproduce reference AIMS results for challenging nonadiabatic dynamics, (ii) the compromise achieved by SSAIMS in obtaining accurate results while using the smallest average number of TBFs as possible, and (iii) the performance of SSAIMS in comparison to the mixed quantum/classical method trajectory surface hopping (TSH)—both in terms of its accuracy and computational cost. We show that SSAIMS can accurately reproduce the AIMS results for the three molecules considered at a much cheaper computational cost, often close to that of TSH. We deduce from these tests that an overlap-based criterion for the stochastic-selection process leads to the best agreement with the reference AIMS dynamics for the smallest average number of TBFs.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

NASA NTRS1994

Stochastic solution to quantum dynamics

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

John, Sarah↗

DOE OSTI2026

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2016

Temporal phase unwrapping algorithms for fringe projection profilometry: A comparative review

N/A

Zuo, Chao↗

NASA NTRS1975

Adaptive statistical pattern classifiers for remotely sensed data

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

Gonzalez, R. C.↗

DOE OSTI2011

Unmixing hyperspectral images using Markov random fields

This paper proposes a new spectral unmixing strategy based on the normal compositional model that exploits the spatial correlations between the image pixels. The pure materials (referred to as endmembers) contained in the image are assumed to be available (they can be obtained by using an appropriate endmember extraction algorithm), while the corresponding fractions (referred to as abundances) are estimated by the proposed algorithm. Due to physical constraints, the abundances have to satisfy positivity and sum-to-one constraints. The image is divided into homogeneous distinct regions having the same statistical properties for the abundance coefficients. The spatial dependencies within each class are modeled thanks to Potts-Markov random fields. Within a Bayesian framework, prior distributions for the abundances and the associated hyperparameters are introduced. A reparametrization of the abundance coefficients is proposed to handle the physical constraints (positivity and sum-to-one) inherent to hyperspectral imagery. The parameters (abundances), hyperparameters (abundance mean and variance for each class) and the classification map indicating the classes of all pixels in the image are inferred from the resulting joint posterior distribution. To overcome the complexity of the joint posterior distribution, Markov chain Monte Carlo methods are used to generate samples asymptotically distributed according to the joint posterior of interest. Simulations conducted on synthetic and real data are presented to illustrate the performance of the proposed algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2016

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2025

Unraveling Adsorbate-Induced Structural Evolution of Iron Carbide Nanoparticles

Iron carbide (Fe x C y ) nanoparticles (NPs) are promising candidates for replacing platinum group metals in industrial applications, such as high-temperature Fischer–Tropsch synthesis. However, due to their amorphous nature, characterization of the active sites has been challenging experimentally and computationally. Here, using a combined density functional theory (DFT), neural network interatomic potential-assisted global optimization, and ensemble learning study, we evaluate dynamic surface changes associated with syngas (H and CO) interactions. For this purpose, we have developed a general procedure that we use to model an experimentally relevant 270-atom Fe 182 C 88 NP using the neural network-assisted stochastic surface walk global optimization algorithm (SSW-NN). Once generated, the Fe 182 C 88 NP active sites and particle morphology are thoroughly characterized before the effects of syngas adsorbate interactions are explored by using DFT and molecular dynamics simulations. Lastly, we explore correlations between geometric and electronic features of the active sites and the adsorption of H (H ads ), using a regularized random forest machine learning algorithm. In doing so, we identified the Fe–C coordination number and p orbital occupancy as the most important descriptors affecting H ads . Furthermore, using a combined ML and quantum chemistry approach, our work demonstrates a general and efficient procedure for generating and probing complex surface phenomena on binary nanoparticles.

Adsorption↗