Search NASA⌕ Search

SEARCH · Search NASA

Results for “Markov Chain”

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 433 records · Page 24

Parallelizing Timed Petri Net simulations

The possibility of using parallel processing to accelerate the simulation of Timed Petri Nets (TPN's) was studied. It was recognized that complex system development tools often transform system descriptions into TPN's or TPN-like models, which are then simulated to obtain information about system behavior. Viewed this way, it was important that the parallelization of TPN's be as automatic as possible, to admit the possibility of the parallelization being embedded in the system design tool. Later years of the grant were devoted to examining the problem of joint performance and reliability analysis, to explore whether both types of analysis could be accomplished within a single framework. In this final report, the results of our studies are summarized. We believe that the problem of parallelizing TPN's automatically for MIMD architectures has been almost completely solved for a large and important class of problems. Our initial investigations into joint performance/reliability analysis are two-fold; it was shown that Monte Carlo simulation, with importance sampling, offers promise of joint analysis in the context of a single tool, and methods for the parallel simulation of general Continuous Time Markov Chains, a model framework within which joint performance/reliability models can be cast, were developed. However, very much more work is needed to determine the scope and generality of these approaches. The results obtained in our two studies, future directions for this type of work, and a list of publications are included.

Nicol, David M.↗

Discrete-time Markovian stochastic Petri nets

We revisit and extend the original definition of discrete-time stochastic Petri nets, by allowing the firing times to have a 'defective discrete phase distribution'. We show that this formalism still corresponds to an underlying discrete-time Markov chain. The structure of the state for this process describes both the marking of the Petri net and the phase of the firing time for each transition, resulting in a large state space. We then modify the well-known power method to perform a transient analysis even when the state space is infinite, subject to the condition that only a finite number of states can be reached in a finite amount of time. Since the memory requirements might still be excessive, we suggest a bounding technique based on truncation.

Ciardo, Gianfranco↗

Parametric State Space Structuring

Structured approaches based on Kronecker operators for the description and solution of the infinitesimal generator of a continuous-time Markov chains are receiving increasing interest. However, their main advantage, a substantial reduction in the memory requirements during the numerical solution, comes at a price. Methods based on the "potential state space" allocate a probability vector that might be much larger than actually needed. Methods based on the "actual state space", instead, have an additional logarithmic overhead. We present an approach that realizes the advantages of both methods with none of their disadvantages, by partitioning the local state spaces of each submodel. We apply our results to a model of software rendezvous, and show how they reduce memory requirements while, at the same time, improving the efficiency of the computation.

Ciardo, Gianfranco↗

In Pursuit of Abundance Anomalies and the FIP Effect in Late-Type Stellar Coronae

Key EUVE and ASCA data have been retrieved from their respective archives. New software has been written in the IDL language to carry out data analysis and to interface with the relevant atomic physics databases. During the analysis of ASCA spectra, it was found that the abundances of elements other than Fe could not be constrained very well, and Fe abundances were not constrained unless the underlying emission measure distribution model was reasonably well-determined. Consequently, the study has concentrated on the quantity Fe/H. A method has been developed as a means of deriving Fe/H based on fitting the continuum to EUVE spectra, thereby using the Fe lines to determine the Fe abundance. A Monte Carlo Markov Chain algorithm was also developed to determine the emission measure distribution based on observed spectral lines. This is the first application of this type of monte carlo approach to this scientific problem. This work has resulted in three scientific publications, one of which published, one of which is now ready for submission and the other of which is still in preparation:

Drake, Jeremy↗

High Resolution Soil Water from Regional Databases and Satellite Images

This viewgraph presentation provides information on the ways in which plant growth can be inferred from satellite data and can then be used to infer soil water. There are several steps in this process, the first of which is the acquisition of data from satellite observations and relevant information databases such as the State Soil Geographic Database (STATSGO). Then probabilistic analysis and inversion with the Bayes' theorem reveals sources of uncertainty. The Markov chain Monte Carlo method is also used.

Morris, Robin D.↗

Package for Interactive Analysis of Line Emission (Analysis of UV-X-Ray High-Resolution Emission Spectra)

PINTofALE is an IDL based package to analyze high-resolution grating spectra. The first version was made available to the public on 3 February 2001. Since then we have carried out numerous changes, and the current release is version 1.5, released on 9 October 2002. The changes include upgrades to handle higher versions of IDL, the new version of the CHIANTI database (v4), major enhancements in user-friendliness, improved handling of response matrices, the ability to handle 24-bit color, access to the Atomic Plasma Emission Database (APED), and beta releases of Markov Chain Monte Carlo (MCMC) based DEM fitting routines. Plans for the future include: inclusion of MCMC techniques in the fitting programs, enhanced graphics capabilities, an overhaul of the line and continuum database structure, and bug fixes. In September 2002, we hired a data analyst (LiWei Lin) to work on PINTofALE. Mr.Lin is concentrating on incorporating MCMC as well as simpler Monte-Carlo techniques, fast RMF convolution, etc., into the code base, as well as reviewing the existing documentation and searching for bugs. A detailed description of the package, together with fairly detailed documentation, example walks-throughs, and downloadable tar files, are available on-line from http://hea-www. harvard.edu/PINTofALE/

Kashyap, Vinay↗

Measuring the Resilience of Advanced Life Support Systems

Despite the central importance of crew safety in designing and operating a life support system, the metric commonly used to evaluate alternative Advanced Life Support (ALS) technologies does not currently provide explicit techniques for measuring safety. The resilience of a system, or the system s ability to meet performance requirements and recover from component-level faults, is fundamentally a dynamic property. This paper motivates the use of computer models as a tool to understand and improve system resilience throughout the design process. Extensive simulation of a hybrid computational model of a water revitalization subsystem (WRS) with probabilistic, component-level faults provides data about off-nominal behavior of the system. The data can then be used to test alternative measures of resilience as predictors of the system s ability to recover from component-level faults. A novel approach to measuring system resilience using a Markov chain model of performance data is also developed. Results emphasize that resilience depends on the complex interaction of faults, controls, and system dynamics, rather than on simple fault probabilities.

Bell, Ann Maria↗

Stochastic Optimal Control via Bellman's Principle

This paper presents a method for finding optimal controls of nonlinear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on Bellman's Principle of optimality, the Gaussian closure and the Short-time Gaussian approximation. Examples include a system with a state-dependent diffusion term, a system in which the infinite hierarchy of moment equations cannot be analytically closed, and an impact system with a elastic boundary. The uncontrolled and controlled dynamics are studied by creating a Markov chain with a control dependent transition probability matrix via the Generalized Cell Mapping method. In this fashion, both the transient and stationary controlled responses are evaluated. The results show excellent control performances.

Crespo, Luis G.↗

Determination of Cluster Distances from Chandra Imaging Spectroscopy and Sunyaev-Zeldovich Effect Measurements: Analysis Methods and Initial Results - I

X-ray and Sunyaev-Zeldovich Effect data ca,n be combined to determine the distance to galaxy clusters. High-resolution X-ray data are now available from the Chandra Observatory, which provides both spatial and spectral information, and interferometric radio measurements of the Sunyam-Zeldovich Effect are available from the BIMA and 0VR.O arrays. We introduce a Monte Carlo Markov chain procedure for the joint analysis of X-ray and Sunyaev-Zeldovich Effect data. The advantages of this method are the high computational efficiency and the ability to measure the full probability distribution of all parameters of interest, such as the spatial and spectral properties of the cluster gas and the cluster distance. We apply this technique to the Chandra X-ray data and the OVRO radio data for the galaxy cluster Abell 611. Comparisons with traditional likelihood-ratio methods reveal the robustness of the method. This method will be used in a follow-up paper to determine the distance of a large sample of galaxy clusters for which high-resolution Chandra X-ray and BIMA/OVRO radio data are available.

Bonamente, Massimiliano↗

On the Use of Kronecker Operators for the Solution of Generalized Stochastic Petri Nets

We discuss how to describe the Markov chain underlying a generalized stochastic Petri net using Kronecker operators on smaller matrices. We extend previous approaches by allowing both an extensive type of marking-dependent behavior for the transitions and the presence of immediate synchronizations. The derivation of the results is thoroughly formalized, including the use of Kronecker operators in the treatment of the vanishing markings and the computation of impulse-based reward measures. We use our techniques to analyze a model whose solution using conventional methods would fail because of the state-space explosion. In the conclusion, we point out ideas to parallelize our approach.

Ciardo, Gianfranco↗

Long-range correlations in nucleotide sequences

DNA sequences have been analysed using models, such as an n-step Markov chain, that incorporate the possibility of short-range nucleotide correlations. We propose here a method for studying the stochastic properties of nucleotide sequences by constructing a 1:1 map of the nucleotide sequence onto a walk, which we term a 'DNA walk'. We then use the mapping to provide a quantitative measure of the correlation between nucleotides over long distances along the DNA chain. Thus we uncover in the nucleotide sequence a remarkably long-range power law correlation that implies a new scale-invariant property of DNA. We find such long-range correlations in intron-containing genes and in nontranscribed regulatory DNA sequences, but not in complementary DNA sequences or intron-less genes.

NASA Discipline Cardiopulmonary↗

End-to-End QoS for Differentiated Services and ATM Internetworking

The Internet was initially design for non real-time data communications and hence does not provide any Quality of Service (QoS). The next generation Internet will be characterized by high speed and QoS guarantee. The aim of this paper is to develop a prioritized early packet discard (PEPD) scheme for ATM switches to provide service differentiation and QoS guarantee to end applications running over next generation Internet. The proposed PEPD scheme differs from previous schemes by taking into account the priority of packets generated from different application. We develop a Markov chain model for the proposed scheme and verify the model with simulation. Numerical results show that the results from the model and computer simulation are in close agreement. Our PEPD scheme provides service differentiation to the end-to-end applications.

Su, Hongjun↗

Package for Interactive Analysis of Line Emission

PINTofALE is an IDL based package to analyze high-resolution grating spectra. The first version was made available to the public on 3 February 2001. Since then we have carried out numerous changes and subsidiary releases. The current release is version 2.0 (released 6 Apr 2004), and we are preparing to release v2.1 within the next month. The changes include bug fixes, upgrades to handle higher versions of IDL and the CHIANTI database, enhancements in user-friendliness, handling of instrument response matrices, and the release of a Markov Chain Monte Carlo based DEM fitting routines. A detailed description of the package, together with fairly detailed documentation, example walk-throughs, and downloadable tar files, are available on-line from http://hea.harvard.edu/PINTofALE/ The website also lists papers that have used PINTofALE in their analysis.

Kashyap, Vinay↗

Cosmological Constraints from Sunyaev-Zeldovich Effect and X-ray data for 37 Galaxy Clusters

We present a sample of 37 clusters of galaxies (0.14<=z<=0.89) for which we have Sunyaev-Zeldovich Effect data and Chandra X-ray imaging and spectroscopy. We use a Markov chain Monte Carlo technique to determine the spatial properties and surface brightness of the X-ray emitting gas, the X-ray temperature and abundance, and the SZE decrement for each cluster. From these observables, we infer each cluster's total mass, gas mass fraction, and angular diameter distance. The sample properties are used to constrain the Hubble parameter and Omega Matter, and scaling relations between integrated SZE flux and cluster mass and temperature are constructed. We also investigate the cosmological constraints that could be obtained if the X-ray/SZE sample were extended to a redshift of z approximately 2.

Bonamente, Massimiliano↗

Determination of the Cosmic Distance Scale from Sunyaev-Zel'dovich Effect and Chandra X-ray Measurements of High Redshift Galaxy Clusters

We determine the distance to 38 clusters of galaxies in the redshift range 0.14 less than or equal to z less than or equal to 0.89 using X-ray data from Chandra and Sunyaev-Zeldovich Effect data from the Owens Valley Radio Observatory and the Berkeley-Illinois-Maryland Association interferometric arrays. The cluster plasma and dark matter distributions are analyzed using a hydrostatic equilibrium model that accounts for radial variations in density, temperature and abundance, and, the statistical and systematic errors of this method are quantified. The analysis is performed via a Markov chain Monte Carlo technique that provides simultaneous estimation of all model parameters. W

Bonamente, Massimiliano↗

Markovian Statistical Data Analysis of Single-Event Upsets Triggered by High Intensity Neutrons

This paper analyzes data from a single-event upset experiment conducted at the Los Alamos National Laboratory. Statistical tools, based on well-known x(sup 2) hypothesis testing theory, are used to determine if sequences of upsets can be modeled as a homogeneous Markov chain of a specific order. The experiment consisted of radiating a new experimental flight control computer (FCC) with a high intensity neutron beam while the FCC controlled a simulation of a Boeing 737. The analyzed data is a sequence of states that indicates when the FCC is under an upset condition.

Lakdawala, Anushka V.↗

An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

Monte Carlo↗

Five-Year Wilkinson Microwave Anisotropy Probe (WMAP1) Observations: Galactic Foreground Emission

We present a new estimate of foreground emission in the WMAP data, using a Markov chain Monte Carlo (MCMC) method. The new technique delivers maps of each foreground component for a variety of foreground models, error estimates of the uncertainty of each foreground component, and provides an overall goodness-of-fit measurement. The resulting foreground maps are in broad agreement with those from previous techniques used both within the collaboration and by other authors. We find that for WMAP data, a simple model with power-law synchrotron, free-free, and thermal dust components fits 90% of the sky with a reduced X(sup 2) (sub v) of 1.14. However, the model does not work well inside the Galactic plane. The addition of either synchrotron steepening or a modified spinning dust model improves the fit. This component may account for up to 14% of the total flux at Ka-band (33 GHz). We find no evidence for foreground contamination of the CMB temperature map in the 85% of the sky used for cosmological analysis.

Gold, B.↗