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NASA NTRS1973

A guidance and navigation system for continuous low-thrust vehicles

A midcourse guidance and navigation system for continuous low thrust vehicles was developed. The equinoctial elements are the state variables. Uncertainties are modelled statistically by random vector and stochastic processes. The motion of the vehicle and the measurements are described by nonlinear stochastic differential and difference equations respectively. A minimum time trajectory is defined; equations of motion and measurements are linearized about this trajectory. An exponential cost criterion is constructed and a linear feedback quidance law is derived. An extended Kalman filter is used for state estimation. A short mission using this system is simulated. It is indicated that this system is efficient for short missions, but longer missions require accurate trajectory and ground based measurements.

Jack-Chingtse, C.↗

NASA NTRS2013

A Stochastic Fractional Dynamics Model of Space-time Variability of Rain

Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment.

TRMM↗

NASA NTRS2011

Hidden Statistics of Schroedinger Equation

Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.

Zak, Michail↗

DOE OSTI2025

Time-Resolved Stochastic Dynamics of Quantum Thermal Machines

Steady-state quantum thermal machines are typically characterized by a continuous flow of heat between different reservoirs. However, at the level of discrete stochastic realizations, heat flow is unraveled as a series of abrupt quantum jumps, each representing an exchange of finite quanta with the environment. Here, in this work, we present a framework that resolves the dynamics of quantum thermal machines into cycles classified as enginelike, coolinglike, or idle. We analyze the statistics of individual cycle types and their durations, enabling us to determine both the fraction of cycles useful for thermodynamic tasks and the average waiting time between cycles of a given type. Central to our analysis is the notion of intermittency, which captures the operational consistency of the machine by assessing the frequency and distribution of idle cycles. Our framework offers a novel approach to characterizing thermal machines, with significant relevance to experiments involving mesoscopic transport through quantum dots.

full counting statistics↗

NASA NTRS2010

Analyzing Non Stationary Processes in Radiometers

The lack of well-developed techniques for modeling changing statistical moments in our observations has stymied the application of stochastic process theory for many scientific and engineering applications. Non linear effects of the observation methodology is one of the most perplexing aspects to modeling non stationary processes. This perplexing problem was encountered when modeling the effect of non stationary receiver fluctuations on the performance of radiometer calibration architectures. Existing modeling approaches were found not applicable; particularly problematic is modeling processes across scales over which they begin to exhibit non stationary behavior within the time interval of the calibration algorithm. Alternatively, the radiometer output is modeled as samples from a sequence random variables; the random variables are treated using a conditional probability distribution function conditioned on the use of the variable in the calibration algorithm. This approach of treating a process as a sequence of random variables with non stationary stochastic moments produce sensible predictions of temporal effects of calibration algorithms. To test these model predictions, an experiment using the Millimeter wave Imaging Radiometer (MIR) was conducted. The MIR with its two black body calibration references was configured in a laboratory setting to observe a third ultra-stable reference (CryoTarget). The MIR was programmed to sequentially sample each of the three references in approximately a 1 second cycle. Data were collected over a six-hour interval. The sequence of reference measurements form an ensemble sample set comprised of a series of three reference measurements. Two references are required to estimate the receiver response. A third reference is used to estimate the uncertainty in the estimate. Typically, calibration algorithms are designed to suppress the non stationary effects of receiver fluctuations. By treating the data sequence as an ensemble collection, it is possible to apply temporal algorithms which exacerbate the non stationary effects. By varying the algorithm, information about the properties of the non stationary receiver fluctuations is obtained. Comparisons of analytical calculations and statistical analysis of data demonstrate impressive agreement.

Racette, Paul↗

NASA NTRS1991

Statistical description of tectonic motions

The behavior of stochastic processes was studied whose power spectra are described by power-law behavior. The details of the analysis and the conclusions that were reached are presented. This analysis was extended to compare detection capabilities of different measurement techniques (e.g., gravimetry and GPS for the vertical, and seismometers and GPS for horizontal), both in general and for the specific case of the deformations produced by a dislocation in a half-space (which applies to seismic of preseismic sources). The time-domain behavior of power-law noises is also investigated.

Agnew, Duncan Carr↗

NASA NTRS1994

A new stochastic systems approach to structural integrity

This paper develops improved stochastic models for the description of a large variety of fatigue crack growth phenomena that occur in components of considerable importance to the functionality and reliability of complex engineering structures. In essence, the models are based on the McGill-Markov and Closure-Lognormal stochastic processes. Not only do these models have the capability of predicting the statistical dispersion of crack growth rates, they also, by incorporating the concept of crack closure, have the capability of transferring stochastic crack growth properties measured under ideal laboratory conditions to situations of industrial significance, such as those occurring under adverse loading and/or environmental conditions. The primary data required in order to be in a position to estimate the pertinent parameters of these stochastic models are obtained from a statistically significant number of replicate tests. In this paper, both the theory and the experimental technique are illustrated using a Ti-6Al-4V alloy. Finally, important structural integrity, reliability, availability and maintainability concepts are developed and illustrated.

Provan, James W.↗

NASA NTRS1973

Investigation of brightness changes of MZ Cas and TZ Cas in B- and V-light

The results are presented concerning statistical processing of two-color observations of MZ Cas and TZ Cas. Light histograms, dispersion and statistical amplitudes are given. Light variations of the variables are represented by normal stochastic processes. Observational data are tabulated.

Lukatskaya, F. I.↗

NASA NTRS1993

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that the authors' techniques allow more accurate estimation of the global system loading, resulting in fewer object migrations than local methods. The authors' method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive load-balancing methods. Results from a preliminary analysis of another system and from simulation with a synthetic load provide some evidence of more general applicability.

LOAD CONTROL↗

NASA NTRS1993

Load Balancing Using Time Series Analysis for Soft Real Time Systems with Statistically Periodic Loads

This thesis provides design and analysis of techniques for global load balancing on ensemble architectures running soft-real-time object-oriented applications with statistically periodic loads. It focuses on estimating the instantaneous average load over all the processing elements. The major contribution is the use of explicit stochastic process models for both the loading and the averaging itself. These models are exploited via statistical time-series analysis and Bayesian inference to provide improved average load estimates, and thus to facilitate global load balancing. This thesis explains the distributed algorithms used and provides some optimality results. It also describes the algorithms' implementation and gives performance results from simulation. These results show that our techniques allow more accurate estimation of the global system load ing, resulting in fewer object migration than local methods. Our method is shown to provide superior performance, relative not only to static load-balancing schemes but also to many adaptive methods.

REAL TIME↗

NASA NTRS2011

Calibrated Noise Measurements with Induced Receiver Gain Fluctuations

The lack of well-developed techniques for modeling changing statistical moments in our observations has stymied the application of stochastic process theory in science and engineering. These limitations were encountered when modeling the performance of radiometer calibration architectures and algorithms in the presence of non stationary receiver fluctuations. Analyses of measured signals have traditionally been limited to a single measurement series. Whereas in a radiometer that samples a set of noise references, the data collection can be treated as an ensemble set of measurements of the receiver state. Noise Assisted Data Analysis is a growing field of study with significant potential for aiding the understanding and modeling of non stationary processes. Typically, NADA entails adding noise to a signal to produce an ensemble set on which statistical analysis is performed. Alternatively as in radiometric measurements, mixing a signal with calibrated noise provides, through the calibration process, the means to detect deviations from the stationary assumption and thereby a measurement tool to characterize the signal's non stationary properties. Data sets comprised of calibrated noise measurements have been limited to those collected with naturally occurring fluctuations in the radiometer receiver. To examine the application of NADA using calibrated noise, a Receiver Gain Modulation Circuit (RGMC) was designed and built to modulate the gain of a radiometer receiver using an external signal. In 2010, an RGMC was installed and operated at the National Institute of Standards and Techniques (NIST) using their Noise Figure Radiometer (NFRad) and national standard noise references. The data collected is the first known set of calibrated noise measurements from a receiver with an externally modulated gain. As an initial step, sinusoidal and step-function signals were used to modulate the receiver gain, to evaluate the circuit characteristics and to study the performance of a variety of calibration algorithms. The receiver noise temperature and time-bandwidth product of the NFRad are calculated from the data. Statistical analysis using temporal-dependent calibration algorithms reveals that the natural occurring fluctuations in the receiver are stationary over long intervals (100s of seconds); however the receiver exhibits local non stationarity over the interval over which one set of reference measurements are collected. A variety of calibration algorithms have been applied to the data to assess algorithms' performance with the gain fluctuation signals. This presentation will describe the RGMC, experiment design and a comparative analysis of calibration algorithms.

Racette, Paul↗

NASA NTRS1972

Receiver processing for direct-detection optical communication systems.

A model that is sufficiently general to describe the predominant statistical characteristics of the output of many real optical detectors is formulated. This model is used to study the optimum receiver processing for direct-detection optical communication systems. In particular, the structures of detectors and estimators for filtered doubly stochastic Poisson processes (DSPP) observed in additive white Gaussian noise are considered. Representations for the posterior statistics of a vector Markov process that modulates the intensity of the DSPP are obtained.

Hoversten, E. V.↗

DOE OSTI2026

Correlation-aware binning for small-angle neutron scattering via Gaussian-process inference

Binning in small-angle neutron scattering (SANS) is typically performed empirically, with fixed parameters chosen for convenience rather than statistical optimality. Such practices often fail to balance statistical precision and spatial resolution, leading to inconsistencies across instruments and datasets. Here we establish a correlation-aware framework that determines the optimal bin width from first principles by extending the classical Freedman–Diaconis (FD) rule to account for inter-bin correlations with a Gaussian process. In this formulation, the scattering intensity is treated as a smooth stochastic field whose statistical coherence is described by a covariance matrix. Analytical expressions of errors derived from this model yield closed-form criteria that separate the total deviation into contributions from counting noise, aliasing distortion and curvature-dependent correlation effects. Expressed in reduced variables, the resulting dimensionless error surface reveals a continuous transition from the uncorrelated FD regime to the correlation-dominated limit, providing a unified description of noise suppression and resolution control. Because the formulation depends only on the profile characteristics of scattering intensity I(Q), specifically its average intensity and first- and second-order derivatives, it applies generally to any SANS measurement regardless of sample, instrument or geometry. Experimental validation using small- and ultra-small-angle neutron scattering data confirms the predicted scaling behavior, demonstrating that correlation-aware inference systematically reduces mean-squared error and enables information-efficient reproducible data reduction across materials and instruments.

Tung, Chi-Huan [ORNL] (ORCID:0000000221972074)↗

NASA NTRS1978

Simplified model of statistically stationary spacecraft rotation and associated induced gravity environments

A stochastic model of spacecraft motion was developed based on the assumption that the net torque vector due to crew activity and rocket thruster firings is a statistically stationary Gaussian vector process. The process had zero ensemble mean value, and the components of the torque vector were mutually stochastically independent. The linearized rigid-body equations of motion were used to derive the autospectral density functions of the components of the spacecraft rotation vector. The cross-spectral density functions of the components of the rotation vector vanish for all frequencies so that the components of rotation were mutually stochastically independent. The autospectral and cross-spectral density functions of the induced gravity environment imparted to scientific apparatus rigidly attached to the spacecraft were calculated from the rotation rate spectral density functions via linearized inertial frame to body-fixed principal axis frame transformation formulae. The induced gravity process was a Gaussian one with zero mean value. Transformation formulae were used to rotate the principal axis body-fixed frame to which the rotation rate and induced gravity vector were referred to a body-fixed frame in which the components of the induced gravity vector were stochastically independent. Rice's theory of exceedances was used to calculate expected exceedance rates of the components of the rotation and induced gravity vector processes.

Fichtl, G. H.↗

NASA NTRS1991

A statistical model of carbon/carbon composite failure

A failure model which considers the stochastic nature of the damage accumulation process is essential to assess reliability and to accurately scale the results from standard test specimens to composite structures. A superior filamentary composite for high temperature applications is composed of carbon fibers in a carbon matrix. Carbon-carbon composites are the strongest known material at very high temperatures. Since there appears to be a significant randomness in C-C material strength which cannot be controlled or detected with current technology, a better model of the material failure based upon statistical principles should be used. Simple applications of the model based upon the limited data provide encouraging results that indicate that better design of test specimens would provide a substantially higher prediction for the design strength of C-C composites. An A-basis strength for the C-C tensile rings from a first stage D-5 billets was estimated. A statistical failure model was developed for these rings which indicates that this strength may be very conservative for larger C-C parts. The analysis may be improved by use of a heterogeneous/noncontinuum finite element approach on the minimechanical level.

Slattery, Kerry T.↗

DOE OSTI2026

Stochastic fracture generation and thermo-hydro-mechanical modeling in an equivalent continuum framework for enhanced geothermal systems

Enhanced geothermal systems (EGS) involve fracturing low permeability material to establish well connectivity and then injecting and circulating fluid into the fractured subsurface for geothermal power production. Changes in fracture aperture from contraction of the cooling matrix rock may alter network connectivity and risk thermal short-circuiting. Thermo-hydro-mechanical (THM) models are a useful tool to study these processes. However, as fracture networks are complex, and data may be limited, fracture networks in THM models are often stochastically generated. Given reliance on stochastic fracture networks and THM modeling to represent the subsurface and assess productivity of EGS, increased understanding of the influence of such statistically derived fracture networks on flow and heat transport in THM models is needed. Here, a new fracture process model is developed in the reactive transport code PFLOTRAN to stochastically generate fracture families and simulate changes in fracture aperture over time due to temperature changes of the rock matrix. Sixty-four different fracture networks ranging from well to poorly-connected, are modeled in PFLOTRAN with and without mechanical processes (THM vs TH). Results indicate that for well-connected fracture networks, thermal short-circuiting is less of a concern due to the abundance of available alternative flowpaths. For poorly-connected fracture networks, inclusion of mechanical processes showed steep thermal drawdown coincident with increase in fracture aperture along developing colder flowpaths, demonstrating the risk of thermal short-circuiting. Simulations with additional, larger fractures engineered to establish connectivity in a poorly-fractured subsurface, indicate that while stochastic variation of fracture orientation of the background network had limited influence, such variation in the engineered fractures significantly affected flow and heat transport.

Discrete fracture networks (DFN)↗

NASA NTRS1987

Electron acceleration in stochastic double layers

Transversely localized double layers evolve randomly in turbulent regions of strongly magnetized plasma carrying current along the magnetic field. Results from numerical simulations and spacecraft observations in the auroral plasma indicate that the parallel electric field in such regions is microscopically intermittent or stochastic. The implications of stochastic double layer fields on electron acceleration will be discussed in terms of a statistical process involving ensemble averages over test particle motion. A Fokker-Planck equation can be derived for the electron phase space density, which depends on the mean and rms amplitudes of the double layers, the mean double layer density, and the initial electron velocity distribution. It is shown that the resulting electron acceleration is very sensitive to the ratio of the initial electron energy to the rms double layer amplitude. When this ratio is large, the acceleration process differs little from that expected in a dc electric field. When it is small, stochastic heating competes with directed acceleration. Evidence for both cases can be found in the auroral ionosphere in association with so-called inverted-V precipitation and collimated edge precipitation.

Lotko, William↗

NASA NTRS1972

Bounding filter - A simple solution to lack of exact a priori statistics.

Wiener and Kalman-Bucy estimation problems assume that models describing the signal and noise stochastic processes are exactly known. When this modeling information, i.e., the signal and noise spectral densities for Wiener filter and the signal and noise dynamic system and disturbing noise representations for Kalman-Bucy filtering, is inexactly known, then the filter's performance is suboptimal and may even exhibit apparent divergence. In this paper a system is designed whereby the actual estimation error covariance is bounded by the covariance calculated by the estimator. Therefore, the estimator obtains a bound on the actual error covariance which is not available, and also prevents its apparent divergence.

Nahi, N. E.↗