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Information on the identification and control of spacecraft is given. Maximum likelihood estimation, identification accuracy issues, steady state identifiability analysis and stochastic error with process noise are among the topics addressed.
A formulation is given for a collection of phonons (sound) in a fluid at a non-zero temperature which uses the simple harmonic oscillator twice; one to give a stochastic thermal 'noise' process and the other which generates a coherent Glauber state of phonons. Simple thermodynamic observables are calculated and the acoustic two point function, 'contrast' is presented. The role of 'coherence' in an equilibrium system is clarified by these results and the simple harmonic oscillator is a key structure in both the formulation and the calculations.
The fundamental nature of processes that led to the emergence of life has been a subject of long-standing debate. One view holds that the origin of life is an event governed by chance, and the result of so many random events is unpredictable. This view was eloquently expressed by Jacques Monod in his book Chance or Necessity. In an alternative view, the origin of life is considered a deterministic event. Its details need not be deterministic in every respect, but the overall behavior is predictable. A corollary to the deterministic view is that the emergence of life must have been determined primarily by universal chemistry and biochemistry rather than by subtle details of environmental conditions. In my lecture I will explore two different paradigms for the emergence of life and discuss their implications for predictability and universality of life-forming processes. The dominant approach is that the origin of life was guided by information stored in nucleic acids (the RNA World hypothesis). In this view, selection of improved combinations of nucleic acids obtained through random mutations drove evolution of biological systems from their conception. An alternative hypothesis states that the formation of protocellular metabolism was driven by non-genomic processes. Even though these processes were highly stochastic the outcome was largely deterministic, strongly constrained by laws of chemistry. I will argue that self-replication of macromolecules was not required at the early stages of evolution; the reproduction of cellular functions alone was sufficient for self-maintenance of protocells. In fact, the precise transfer of information between successive generations of the earliest protocells was unnecessary and could have impeded the discovery of cellular metabolism. I will also show that such concepts as speciation and fitness to the environment, developed in the context of genomic evolution also hold in the absence of a genome.
We examine the generation of kappa distributions in the solar wind plasma near 1 au. Several mechanisms are mentioned in the literature, each characterized by a specific relationship between the solar wind plasma features, the interplanetary magnetic field (IMF), and the kappa index-the parameter that governs the kappa distributions. This relationship serves as a signature condition that helps the identification of the mechanism in the plasma. In general, a mechanism that generates kappa distributions involves a single or a series of stochastic or physical processes that induces local correlations among particles. We identify three fundamental solar wind plasma conditions that can generate kappa distributions, noted as (i) Debye shielding, (ii) frozen IMF, and (iii) temperature fluctuations, each one prevailing in different scales of solar wind plasma and magnetic field properties. Moreover, our findings show that the kappa distributions, and thus, their generating mechanisms, vary significantly with solar wind features: (i) the kappa index has different dependence on the solar wind speed for slow and fast modes, i.e., slow wind is characterized by a quasi-constant kappa index, K (is) approx. 4.3 +/- 0.7, while fast wind exhibits kappa indices that increase with bulk speed; (ii) the dispersion of magnetosonic waves is more effective for lower kappa indices (i.e., further from thermal equilibrium); and (iii) the kappa and polytropic indices are positively correlated, as it was anticipated by the theory.
To date, while the use of CFD for aerospace vehicle design and development is prevalent, the documentation of uncertainties associated with the simulations are rare. Instead, the current state-of-the-art relies heavily on the experience of the CFD practitioner to estimate the uncertainty associated with their simulations through simple sensitivity studies or subject matter expertise. This practice will have to be replaced with a formal uncertainty quantification (UQ) process if CFD is to play an expanded role in the research and engineering design community, test and evaluation community, and ultimately certification for flight. Accounting for uncertainties in a formal manner is a tedious process. Moreover, the typical CFD practitioner is not likely to be familiar with formal UQ methods. These factors have prevented the adoption of UQ methods in the engineering design and development cycle. This presentation will outline a credible approach to UQ using Probability Boxes that is straightforward to apply, and can readily be automated using existing UQ tool sets such as the DAKOTA packaged developed at Sandia. The added expense incurred when moving away from a deterministic CFD process to a stochastic one that captures uncertainties to enable risk-informed decision making will be discussed, as well as effective ways to reduce the computational costs.
The stochastic order redshift technique (SORT) is a simple, efficient, and robust method to improve cosmological redshift measurements. The method relies upon having a small (∼10 per cent) reference sample of high-quality redshifts. Within pencil- beam-like sub-volumes surrounding each galaxy, we use the precise dN/dz distribution of the reference sample to recover new redshifts and assign them one-to-one to galaxies such that the original rank order of redshifts is preserved. Preserving the rank order is motivated by the fact that random variables drawn from Gaussian probability density functions with different means but equal standard deviations satisfy stochastic ordering. This process is repeated for sub-volumes surrounding each galaxy in the survey. This results in every galaxy being assigned multiple ‘recovered’ redshifts from which a new redshift estimate is determined. An earlier paper applied SORT to a mock Sloan Digital Sky Survey at z 0.2 and accurately recovered the two-point correlation function (2PCF) on scales > 4 h−1Mpc. In this paper, we test the performance of SORT in surveys spanning the redshift range 0.75 < z < 2.25. We used two mock surveys extracted from the Small MultiDark–Planck and Bolshoi–Planck N-body simulations with dark matter haloes that were populated by the Santa Cruz semi-analytic model. We find that SORT overall improves redshift estimates, accurately recovers the redshift-space 2PCF ξ (s) on scales > 2.5 h−1Mpc, and provides improved local density estimates in regions of average or higher density, which may allow for improved understanding of how galaxy properties relate to their environments.
Metrology plays a crucial role in semiconductor manufacturing by providing accurate and precise measurement and characterization of critical parameters. With the development of high-resolution extreme ultraviolet lithography (EUVL) processes, critical dimensions are shrinking to sub-10 nm. Resist materials encounter the challenge of providing heightened sensitivity and a handle on exacerbating stochastic variations. A comprehensive understanding of the chemical profile of the latent image is pivotal for mitigating stochastic effects and optimizing pattern quality. However, the subtle differences in chemistry between the exposed and unexposed regions of the resists make it extremely challenging to characterize the latent images with sub-nanometer precision. Here, we develop the metrology with critical-dimension resonant soft X-ray scattering (CD-RSoXS) to probe the chemical profiles of latent images stored in resist after exposure. The combination of absorption spectroscopy and enhanced scattering contrast makes it possible to characterize the subtle structural and chemical variations in the latent image. Moreover, the results of the measurements are compared with the simulations with a finite element method–based Maxwell solver to extract a detailed profile of the latent and developed images. We demonstrate that the CD-RSoXS technique can provide valuable insights into the high spatial resolution and local chemical sensitivity simultaneously, which is crucial to understanding the resolution limits and stochastic effects in EUVL processes.
Raptor is an efficient Python library for simulating stochastic lack-of-fusion (sLoF) defects in additive manufacturing (AM) processes. These defects arise from stochastic variations in the melt pool boundary leading to undermelting from insufficient overlap between adjacent melt pools or successive layers (Grasso & Colosimo, 2017; Khairallah et al., 2016). Performance variability of AM parts is a pressing challenge in qualification and certification of AM parts; this is in part due to the poorly understood formation rate and statistics of sLoF defects. Raptor is designed to capture the explicit morphologies of sLoF defects and their statistics to accelerate qualification and certification efforts of AM parts in critical applications.
Traditionally, it is assumed that microgrids transition seamlessly from grid‐connected operation to islanded mode in the event of sudden main grid outages. In reality, the islanding process, especially unintentional islanding, is rarely seamless. Instead, it is subject to voltage and frequency fluctuations caused by the instantaneous disconnection of the point of common coupling (PCC) switch, variations in loads and renewable generation output and even the protection tripping of distributed energy resources (DERs). To mitigate these fluctuations and facilitate a smooth islanding process, we propose a stochastic microgrid scheduling model that incorporates chance‐constrained resilience measures. Specifically, the resilience measure is defined as the probability of successful islanding (PSI), that is, the probability that a microgrid can mitigate the generation‐demand imbalance caused by the disconnection of the PCC switch, variations in load and renewable generation and DER tripping. This measure is modelled using chance constraints. Unlike existing reliability and resilience indices, which typically neglect the possibility of microgrid/DER failure under extreme events and assume their survival while primarily focussing on reducing impact duration or magnitude, the proposed PSI‐based framework explicitly addresses microgrid and DER survival during the islanding transition. The formulated nonlinear chance constraints are approximated using a multiinterval approach and equivalently represented as a mixed‐integer linear programming (MILP) formulation. Case study results validate the proposed method, showing that the PSI estimation error is reduced to less than 8%, compared to approximately 28% with existing methods. Various sensitivity analyses on the DER tripping rate and PSI settings were performed to validate the robustness of the proposed method. In particular, the necessity of accounting for DER tripping in the PSI calculation was demonstrated.
The random element method is a generalization of the random vortex method that was developed for the numerical modeling of momentum transport processes as expressed in terms of the Navier-Stokes equations. The method is based on the concept that random walk, as exemplified by Brownian motion, is the stochastic manifestation of diffusional processes. The algorithm based on this method is grid-free and does not require the diffusion equation to be discritized over a mesh, it is thus devoid of numerical diffusion associated with finite difference methods. Moreover, the algorithm is self-adaptive in space and explicit in time, resulting in an improved numerical resolution of gradients as well as a simple and efficient computational procedure. The method is applied here to an assortment of problems of diffusion of momentum and energy in one-dimension as well as heat conduction in two-dimensions in order to assess its validity and accuracy. The numerical solutions obtained are found to be in good agreement with exact solution except for a statistical error introduced by using a finite number of elements, the error can be reduced by increasing the number of elements or by using ensemble averaging over a number of solutions.
Magnetic reconnection is a significant mechanism for energy release across many astrophysical applications. In the solar atmosphere, reconnection is considered a primary contributor of flare evolution and coronal heating. Directly observing reconnection occurring in the solar atmosphere, however, is not trivial considering that the scale size of the diffusion region is magnitudes smaller than the observational capabilities of current instrumentation, and coronal magnetic field measurements are not currently sufficient to capture the process. Meanwhile, reconnection occurring in the Earth's magnetosphere transfers energy from the solar wind through a comparable process, although on vastly different scales. Magnetospheric measurements are made in situ rather than remotely; ergo, comparison of observations between the two regimes allows for potentially significant insight into reconnection as a stochastic and possibly turbulent process. We will present a set of observations from long-duration solar events and compare them to in situ measurements from the magnetosphere.
Stochastic operators are applied to an analysis of some deterministic systems of signal transformation. The distribution of a random process at the output of a system is given through its distribution at the input and through a stochastic Green's function. A two-point correlation function is derived to obtain a solution to differential equations which contain coefficients, boundary conditions, or right-hand terms representing random processes.
This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.
In this Review article, a brief description of the stochastic mean-field (SMF) theory for describing reaction dynamics in low-energy heavy-ion collisions at bombarding energies in the vicinity of the Coulomb barrier is presented. In these collisions, as a result of strong Pauli blocking, binary nucleon collisions do not have a significant effect on the dissipation and fluctuations. At low energies, the mean-field fluctuations, due to initial correlations, have a dominant effect on fluctuations of macroscopic variables. The SMF theory proposes the determination of an ensemble of single-particle density matrices by specifying random initial fluctuations according to a distribution law. Employing an ensemble of single-particle density matrices, not only the mean values but also the distribution functions of the one-body observables can be determined. If the di-nuclear structure is maintained in heavy-ion collisions, such as deep inelastic collisions and fast quasi-fission reactions, a much simpler description of the reaction mechanism can be derived in terms of several macroscopic variables such as mass and charge asymmetry, and relative linear and relative angular momentum. In this case, by geometric projection of the SMF equations, it is possible to derive the quantal Langevin equations for macroscopic variables. As an application of quantal transport description, an analysis of multinucleon transfers and kinetic energy dissipation and fluctuations is presented for selected quasi-fission reactions.
The threat of low-altitude wind shear has prompted development of aircraft-based sensors that measure winds directly on the aircraft's intended flight path. Measurements from these devices are subject to turbulence inputs and measurement error, as well as to the underlying wind profile. Stochastic estimators are developed to process on-board Doppler sensor measurements, producing optimal estimates of the winds along the path. A stochastic prediction technique is described to predict the hazard to the aircraft from the estimates as well as the level of uncertainty of the hazard prediction. The stochastic prediction technique is demonstrated in a simulated microburst wind shear environment. Use of the technique in a decision-making process is discussed.
Oxidative damages by ionizing radiation are the source of radiation-induced carcinogenesis, damage to the central nervous system, lowering of the immune response, as well as other radiation-induced damages to human health. Monte Carlo track simulations and kinetic modeling of radiation damages to the DNA employ available molecular and cellular data to simulate the biological effect of high and low LET radiation io the DNA. While the simulations predict single and double strand breaks and base damages, so far all complex lesions are the result of stochastic coincidence from independent processes. Tandem double lesions have not yet been taken into account. Unlike the standard double lesions that are produced by two separate attacks by charged particles or radicals, tandem double lesions are produced by one single attack. The standard double lesions dominate at the high dosage regime. On the other hand, tandem double lesions do not depend on stochastic coincidences and become important at the low dosage regime of particular interest to NASA. Tandem double lesions by hydroxyl radical attack of guanine in isolated DNA have been reported at a dosage of radiation as low as 10 Gy. The formation of two tandem base lesions was found to be linear with the applied doses, a characteristic of tandem lesions. However, tandem double lesions from attack by a charged particle have not been reported.
Because application of conventional optimal linear regulator theory to flight controller design requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. Therefore, a stochastic linear model that was developed is presented which accounts for aircraft parameter and initial uncertainty, measurement noise, turbulence, pilot command and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.
Time structures of electron beam signatures at radio wavelengths are investigated to probe correlated versus random behavior in solar flares. In particular we address the issue whether acceleration and injection of electron beams is coherently modulated by a single source, or whether the injection is driven by a stochastic (possibly spatially fragmented) process. We analyze a total of approximately = 6000 type III bursts observed by Ikarus (Zurich) in the frequency range of 100-500 MHz, during 359 solar flares with simultaneous greater than or = 25 keV hard X-ray emission, in the years 1890-1983. In 155 flares we find a total of 260 continuous type III groups, with an average number of 13 +/- 9 bursts per group, a mean duration of D = 12 +/- 14 s, a mean period of P = 2.0 +/- 1.2 s, with the highest burst rate at a frequency of nu = 310 +/- 120 MHz. Pulse periods have been measured between 0.5 and 10 s, and can be described by an exponential distribution, i.e., N(P) varies as e (exp -P/1.0s). The period shows a frequency dependence of P(nu)=46(exp-0.6)(sub MHz)s for different flares, but is invariant during a particular flare. We measure the mean period P and its standard deviation sigma (sub p) in each type III group, and quantify the degree of periodicity (or phase-coherence) by the dimensionless parameter sigma (sub p)P. The representative sample of 260 type III burst groups shows a mean periodicity of sigma (sub p/P) = 0.37 +/- 0.12, while Monte Carlo simulations of an equivalent set of truly random time series show a distinctly different value of sigma (sub p)P = 0.93 +/- 0.26. This result indicates that the injection of electron beams is coherently modulated by a particle acceleration source which is either compact or has a global organization on a timescale of seconds, in contrast to an incoherent acceleration source, which is stochastic either in time or space. We discuss the constraints on the size of the acceleration region resulting from electron beam propagation delays and from Alfvenic synchronization during a pulse period. We discuss two periodic preocesses in flares, which potentially control quasi-periodic particle acceleration: (1) MHD oscillations, and (2) current sheets with oscillatory dynamics.