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At least 433 records · Page 24

Uniform quantizers for noisy channels

We consider optimum uniform data quantization for noisy channels. We present a general formulation for natural encoding that results in simple expressions for the mean-square error. Specifically, we show that the optimum location of the center of the quantizer is at the mean of the distribution for all error rates. The optimum levels for quantization and the corresponding mean-square error are presented for Gaussian and uniform data. For the latter the width of the optimum quantizer for noisy channels is shown to be smaller than the entire range of probability distribution.

Murthy, B. R. N.↗

A statistical model for telecommunication link design

An evaluation is conducted of the current telecommunication link design technique and a description is presented of an alternative method, called the probability distribution method (PDM), which is free of the disadvantages of the current technique while retaining its advantages. The PDM preserves the simplicity of the design control table (DCT) format. The use of the DCT as a management design control tool is continued. The telecommunication link margin probability density function used presents the probability of achieving any particular value of link performance. It is, therefore, possible to assess the performance risk and other tradeoffs.

Yuen, J. H.↗

A simple model for DSS-14 outage times

A model is proposed to describe DSS-14 outage times. Discrepancy Reporting System outage data for the period from January 1986 through September 1988 are used to estimate the parameters of the model. The model provides a probability distribution for the duration of outages, which agrees well with observed data. The model depends only on a small number of parameters, and has some heuristic justification. This shows that the Discrepancy Reporting System in the Deep Space Network (DSN) can be used to estimate the probability of extended outages in spite of the discrepancy reports ending when the pass ends. The probability of an outage extending beyond the end of a pass is estimated as around 5 percent.

Rumsey, H. C.↗

Scale Dependence of Multiplier Distributions for Particle Concentration, Enstrophy, and Dissipation in the Inertial Range of Homogeneous Turbulence

Turbulent flows preferentially concentrate inertial particles depending on their stopping time or Stokes number, which can lead to significant spatial variations in the particle concentration. Cascade models are one way to describe this process in statistical terms. Here, we use a direct numerical simulation (DNS) dataset of homogeneous, isotropic turbulence to determine probability distribution functions (PDFs) for cascade multipliers, which determine the ratio by which a property is partitioned into subvolumes as an eddy is envisioned to decay into smaller eddies. We present a technique for correcting effects of small particle numbers in the statistics. We determine multiplier PDFs for particle number, flow dissipation, and enstrophy, all of which are shown to be scale dependent. However, the particle multiplier PDFs collapse when scaled with an appropriately defined local Stokes number. As anticipated from earlier works, dissipation and enstrophy multiplier PDFs reach an asymptote for sufficiently small spatial scales. From the DNS measurements, we derive a cascade model that is used it to make predictions for the radial distribution function (RDF) for arbitrarily high Reynolds numbers, Re, finding good agreement with the asymptotic, infinite Re inertial range theory of Zaichik and Alipchenkov [New J. Phys. 11, 103018 (2009)]. We discuss implications of these results for the statistical modeling of the turbulent clustering process in the inertial range for high Reynolds numbers inaccessible to numerical simulations.

turbulent flows↗

Determination of mean rainfall from the Special Sensor Microwave/Imager (SSM/I) using a mixed lognormal distribution

Global estimates of monthly, seasonal, and annual oceanic rainfall are computed for a period of one year using data from the Special Sensor Microwave/Imager (SSM/I). Instantaneous rainfall estimates are derived from brightness temperature values obtained from the satellite data using the Hughes D-matrix algorithm. The instantaneous rainfall estimates are stored in 1 deg square bins over the global oceans for each month. A mixed probability distribution combining a lognormal distribution describing the positive rainfall values and a spike at zero describing the observations indicating no rainfall is used to compute mean values. The resulting data for the period of interest are fitted to a lognormal distribution by using a maximum-likelihood. Mean values are computed for the mixed distribution and qualitative comparisons with published historical results as well as quantitative comparisons with corresponding in situ raingage data are performed.

Berg, Wesley↗

Search for low mass dark matter in DarkSide-50: the bayesian network approach

Abstract We present a novel approach for the search of dark matter in the DarkSide-50 experiment, relying on Bayesian Networks. This method incorporates the detector response model into the likelihood function, explicitly maintaining the connection with the quantity of interest. No assumptions about the linearity of the problem or the shape of the probability distribution functions are required, and there is no need to morph signal and background spectra as a function of nuisance parameters. By expressing the problem in terms of Bayesian Networks, we have developed an inference algorithm based on a Markov Chain Monte Carlo to calculate the posterior probability. A clever description of the detector response model in terms of parametric matrices allows us to study the impact of systematic variations of any parameter on the final results. Our approach not only provides the desired information on the parameter of interest, but also potential constraints on the response model. Our results are consistent with recent published analyses and further refine the parameters of the detector response model.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Adaptive Multi-Agent Systems for Constrained Optimization

Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.

Macready, William↗

Wear-Out Sensitivity Analysis Project Abstract

During the course of the Summer 2015 internship session, I worked in the Reliability and Maintainability group of the ISS Safety and Mission Assurance department. My project was a statistical analysis of how sensitive ORU's (Orbital Replacement Units) are to a reliability parameter called the wear-out characteristic. The intended goal of this was to determine a worst case scenario of how many spares would be needed if multiple systems started exhibiting wear-out characteristics simultaneously. The goal was also to determine which parts would be most likely to do so. In order to do this, my duties were to take historical data of operational times and failure times of these ORU's and use them to build predictive models of failure using probability distribution functions, mainly the Weibull distribution. Then, I ran Monte Carlo Simulations to see how an entire population of these components would perform. From here, my final duty was to vary the wear-out characteristic from the intrinsic value, to extremely high wear-out values and determine how much the probability of sufficiency of the population would shift. This was done for around 30 different ORU populations on board the ISS.

Harris, Adam↗

On the Statistical Analysis of X-ray Polarization Measurements

In many polarimetry applications, including observations in the X-ray band, the measurement of a polarization signal can be reduced to the detection and quantification of a deviation from uniformity of a distribution of measured angles of the form alpha plus beta cosine (exp 2)(phi - phi(sub 0) (0 (is) less than phi is less than pi). We explore the statistics of such polarization measurements using both Monte Carlo simulations as well as analytic calculations based on the appropriate probability distributions. We derive relations for the number of counts required to reach a given detection level (parameterized by beta the "number of sigma's" of the measurement) appropriate for measuring the modulation amplitude alpha by itself (single interesting parameter case) or jointly with the position angle phi (two interesting parameters case). We show that for the former case when the intrinsic amplitude is equal to the well known minimum detectable polarization (MDP) it is, on average, detected at the 3sigma level. For the latter case, when one requires a joint measurement at the same confidence level, then more counts are needed, by a factor of approximately equal to 2.2, than that required to achieve the MDP level. We find that the position angle uncertainty at 1sigma confidence is well described by the relation sigma(sub pi) equals 28.5(degrees) divided by beta.

Strohmayer, T. E.↗

Reliability and Probabilistic Risk Assessment - How They Play Together

Since the Space Shuttle Challenger accident in 1986, NASA has extensively used probabilistic analysis methods to assess, understand, and communicate the risk of space launch vehicles. Probabilistic Risk Assessment (PRA), used in the nuclear industry, is one of the probabilistic analysis methods NASA utilizes to assess Loss of Mission (LOM) and Loss of Crew (LOC) risk for launch vehicles. PRA is a system scenario based risk assessment that uses a combination of fault trees, event trees, event sequence diagrams, and probability distributions to analyze the risk of a system, a process, or an activity. It is a process designed to answer three basic questions: 1) what can go wrong that would lead to loss or degraded performance (i.e., scenarios involving undesired consequences of interest), 2) how likely is it (probabilities), and 3) what is the severity of the degradation (consequences). Since the Challenger accident, PRA has been used in supporting decisions regarding safety upgrades for launch vehicles. Another area that was given a lot of emphasis at NASA after the Challenger accident is reliability engineering. Reliability engineering has been a critical design function at NASA since the early Apollo days. However, after the Challenger accident, quantitative reliability analysis and reliability predictions were given more scrutiny because of their importance in understanding failure mechanism and quantifying the probability of failure, which are key elements in resolving technical issues, performing design trades, and implementing design improvements. Although PRA and reliability are both probabilistic in nature and, in some cases, use the same tools, they are two different activities. Specifically, reliability engineering is a broad design discipline that deals with loss of function and helps understand failure mechanism and improve component and system design. PRA is a system scenario based risk assessment process intended to assess the risk scenarios that could lead to a major/top undesirable system event, and to identify those scenarios that are high-risk drivers. PRA output is critical to support risk informed decisions concerning system design. This paper describes the PRA process and the reliability engineering discipline in detail. It discusses their differences and similarities and how they work together as complementary analyses to support the design and risk assessment processes. Lessons learned, applications, and case studies in both areas are also discussed in the paper to demonstrate and explain these differences and similarities.

Safie, Fayssal↗

From Latent Dynamics to Meaningful Representations

While representation learning has been central to the rise of machine learning and artificial intelligence, a key problem remains in making the learnt representations meaningful. For this the typical approach is to regularize the learned representation through prior probability distributions. However such priors are usually unavailable or are ad hoc. To deal with this, recent efforts have shifted towards leveraging the insights from physical principles to guide the learning process. In this spirit, we propose a purely dynamics-constrained representation learning framework. Instead of relying on predefined probabilities, we restrict the latent representation to follow overdamped Langevin dynamics with a learnable transition density — a prior driven by statistical mechanics. We show this is a more natural constraint for representation learning in stochastic dynamical systems, with the crucial ability to uniquely identify the ground truth representation. We validate our framework for different systems including a real-world fluorescent DNA movie dataset. Here, we show that our algorithm can uniquely identify orthogonal, isometric and meaningful latent representations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

The Use of the Satellite Breakup Risk Assessment Model (SBRAM) to Characterize Collision Risk to Manned Spacecraft

NASA uses environment models such as ORDEM96 to characterize the long-term orbital debris collision hazard for spacecraft in LEO. Occasionally, however, there are breakups of satellites or rocket bodies that create enhanced collision hazard for a period of time. This enhanced collision hazard can pose increased risks to space operations - especially those involving manned missions where the tolerance for risk is very low. NASA has developed SBRAM to simulate the enhanced debris environment in the days and weeks that follow such a breakup. This simulation provides the kind of risk probabilities that can be used by mission planners to consider if changes are warranted for the mission. Announcements of breakups come to NASA from US Space Command as soon as they are identified. The pre-breakup orbit and time of breakup are used to determine the initial conditions of the explosion. SBRAM uses the latest explosion models developed at NASA to simulate a debris cloud for the breakup. The model uses a Monte Carlo technique to create a random debris cloud from the probability distributions in the breakup model. Each piece of debris randomly created in the cloud is propagated in a deterministic manner to include the effects of drag and other orbital perturbations. The detailed geometry of each simulated close approach to the target spacecraft is noted and logged and the collision probability is computed using an estimated probability density in down-range and cross-range positions of both the target spacecraft and debris object. The collision probability is computed from the overlap of these probability densities for each close-approach geometry and summed over all computed conjunctions. Cloud propagation runs over the desired time interval are then repeated until the scale of the collision risk can be estimated to a desired precision. This paper presents an overview of the SBRAM model and a number of examples, both real and hypothetical, to demonstrate its use. In addition, a number of different examples are shown how the data can be used by decision makers on issues such as spacecraft orientation and timing of EVAs.

Matney, Mark J.↗

Changes in the Intensity and Frequency of Atmospheric Blocking and Associated Heat Waves During Northern Summer Over Eurasia in the CMIP5 Model Simulations

The Russia heat wave and wild fires of the summer of 2010 was the most extreme weather event in the history of the country. Studies show that the root cause of the 2010 Russia heat wave/wild fires was an atmospheric blocking event which started to develop at the end of June and peaked around late July and early August. Atmospheric blocking in the summer of 2010 was anomalous in terms of the size, duration, and the location, which shifted to the east from the normal location. This and other similar continental scale severe summertime heat waves and blocking events in recent years have raised the question of whether such events are occurring more frequently and with higher intensity in a warmer climate induced by greenhouse gases. We studied the spatial and temporal distributions of the occurrence and intensity of atmospheric blocking and associated heat waves for northern summer over Eurasia based on CMIPS model simulations. To examine the global warming induced change of atmospheric blocking and heat waves, experiments for a high emissions scenario (RCP8.S) and a medium mitigation scenario (RCP4.S) are compared to the 20th century simulations (historical). Most models simulate the mean distributions of blockings reasonably well, including major blocking centers over Eurasia, northern Pacific, and northern Atlantic. However, the models tend to underestimate the number of blockings compared to MERRA and NCEPIDOE reanalysis, especially in western Siberia. Models also reproduced associated heat waves in terms of the shifting in the probability distribution function of near surface temperature. Seven out of eight models used in this study show that the frequency of atmospheric blocking over the Europe will likely decrease in a warmer climate, but slightly increase over the western Siberia. This spatial pattern resembles the blocking in the summer of 2010, indicating the possibility of more frequent occurrences of heat waves in western Siberia. In this talk, we will also discuss the potential effect of atmosphere-land feedback, particularly how the wetter spring affects the frequency and intensity of atmospheric blocking and heat wave during summer.

Kim, Kyu-Myong↗

Multi-variate model of T cell clonotype competition and homeostasis

Abstract Diversity of the naive T cell repertoire is maintained by competition for stimuli provided by self-peptides bound to major histocompatibility complexes (self-pMHCs). We extend an existing bi-variate competition model to a multi-variate model of the dynamics of multiple T cell clonotypes which share stimuli. In order to understand the late-time behaviour of the system, we analyse: (i) the dynamics until the extinction of the first clonotype, (ii) the time to the first extinction event, (iii) the probability of extinction of each clonotype, and (iv) the size of the surviving clonotypes when the first extinction event takes place. We also find the probability distribution of the number of cell divisions per clonotype before its extinction. The mean size of a new clonotype at quasi-steady state is an increasing function of the stimulus available to it, and a decreasing function of the fraction of stimuli it shares with other clonotypes. Thus, the probability of, and time to, extinction of a new clonotype entering the pool of T cell clonotypes is determined by the extent of competition for stimuli it experiences and by its initial number of cells.

59 BASIC BIOLOGICAL SCIENCES↗

Reliability-based optimum inspection and maintenance procedures

The development of reliability-based optimum inspection and maintenance schedules for engines needs an understanding of the fatigue behavior of the engines. Critical areas of the engine structure prone to fatigue damage are usually identified beforehand or after the fleet has been put into operation. In these areas, fatigue cracks initiate after several flight hours, and these cracks grow in length until failure takes place when these cracks attain the critical lengths. Crack initiation time and its growth rate are considered to be random variables. Usually, the inspection (fatigue) or test data from similar engines are used as prior distributions. The existing state-of-the-art is to ignore the different lengths of cracks obserbed at various inspections and to consider only the fact that a crack existed (or did not exist) at the time of inspection. In this paper, a procedure has been developed to obtain the probability of finding a crack of a given size at a certain time if the probability distributions for crack initiation and rates of growth are known. Application of the developed stochastic models to devise optimum procedures for inspection and maintenance are also discussed.

Nanagud, S.↗

Development of a Nonlinear Probability of Collision Tool for the Earth Observing System

The Earth Observing System (EOS) spacecraft Terra, Aqua, and Aura fly in constellation with several other spacecraft in 705-kilometer mean altitude sun-synchronous orbits. All three spacecraft are operated by the Earth Science Mission Operations (ESMO) Project at Goddard Space Flight Center (GSFC). In 2004, the ESMO project began assessing the probability of collision of the EOS spacecraft with other space objects. In addition to conjunctions with high relative velocities, the collision assessment method for the EOS spacecraft must address conjunctions with low relative velocities during potential collisions between constellation members. Probability of Collision algorithms that are based on assumptions of high relative velocities and linear relative trajectories are not suitable for these situations; therefore an algorithm for handling the nonlinear relative trajectories was developed. This paper describes this algorithm and presents results from its validation for operational use. The probability of collision is typically calculated by integrating a Gaussian probability distribution over the volume swept out by a sphere representing the size of the space objects involved in the conjunction. This sphere is defined as the Hard Body Radius. With the assumption of linear relative trajectories, this volume is a cylinder, which translates into simple limits of integration for the probability calculation. For the case of nonlinear relative trajectories, the volume becomes a complex geometry. However, with an appropriate choice of coordinate systems, the new algorithm breaks down the complex geometry into a series of simple cylinders that have simple limits of integration. This nonlinear algorithm will be discussed in detail in the paper. The nonlinear Probability of Collision algorithm was first verified by showing that, when used in high relative velocity cases, it yields similar answers to existing high relative velocity linear relative trajectory algorithms. The comparison with the existing high velocity/linear theory will also be used to determine at what relative velocity the analysis should use the new nonlinear theory in place of the existing linear theory. The nonlinear algorithm was also compared to a known exact solution for the probability of collision between two objects when the relative motion is strictly circular and the error covariance is spherically symmetric. Figure I shows preliminary results from this comparison by plotting the probabilities calculated from the new algorithm and those from the exact solution versus the Hard Body Radius to Covariance ratio. These results show about 5% error when the Hard Body Radius is equal to one half the spherical covariance magnitude. The algorithm was then combined with a high fidelity orbit state and error covariance propagator into a useful tool for analyzing low relative velocity nonlinear relative trajectories. The high fidelity propagator is capable of using atmospheric drag, central body gravitational, solar radiation, and third body forces to provide accurate prediction of the relative trajectories and covariance evolution. The covariance propagator also includes a process noise model to ensure realistic evolutions of the error covariance. This paper will describe the integration of the nonlinear probability algorithm and the propagators into a useful collision assessment tool. Finally, a hypothetical case study involving a low relative velocity conjunction between members of the Earth Observation System constellation will be presented.

McKinley, David P.↗

Energy sector portfolio analysis with uncertainty

Governments are dealing with the challenge of how to efficiently invest in research and development portfolios related to energy technologies. Research and development investment decisions in the energy space are especially difficult due to numerous risks and uncertainties, and due to the complexity of energy's interactions with the broad economy. Historically, much of the U.S. Department of Energy's in-depth research and development analyses focused on assessing the impact of a research and development activity in isolation from other available opportunities and did not substantially consider risk and uncertainty. Endeavoring to combine integrated energy-economy modeling with uncertainty analysis and technology-specific research and development activities, the U.S. Department of Energy commissioned the development of the Stochastic Energy Deployment System to support and improve public energy research and development decision-making. The Stochastic Energy Deployment System draws from expert-elicited probability distributions for research and development-driven improvements in technology cost and performance, and it uses Monte Carlo simulations to evaluate the likelihood of outcomes within a system dynamics energy-economy model. The framework estimates the uncertain benefits and costs of various research and development portfolios and provides insight into the probability of meeting national technology goals, while accounting for interactions with the larger economy and for interactions among research and development investments spanning many energy sectors.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Projecting Future Energy Production from Operating Wind Farms in North America. Part I: Dynamical Downscaling

Abstract New simulations at 12-km grid spacing with the Weather and Research Forecasting (WRF) Model nested in the MPI Earth System Model (ESM) are used to quantify possible changes in wind power generation potential as a result of global warming. Annual capacity factors (CF; measures of electrical power production) computed by applying a power curve to hourly wind speeds at wind turbine hub height from this simulation are also used to illustrate the pitfalls in seeking to infer changes in wind power generation directly from low-spatial-resolution and time-averaged ESM output. WRF-derived CF are evaluated using observed daily CF from operating wind farms. The spatial correlation coefficient between modeled and observed mean CF is 0.65, and the root-mean-square error is 5.4 percentage points. Output from the MPI-WRF Model chain also captures some of the seasonal variability and the probability distribution of daily CF at operating wind farms. Projections of mean annual CF (CF A ) indicate no change to 2050 in the southern Great Plains and Northeast. Interannual variability of CF A increases in the Midwest, and CF A declines by up to 2 percentage points in the northern Great Plains. The probability of wind droughts (extended periods with anomalously low production) and wind bonus periods (high production) remains unchanged over most of the eastern United States. The probability of wind bonus periods exhibits some evidence of higher values over the Midwest in the 2040s, whereas the converse is true over the northern Great Plains. Significance Statement Wind energy is playing an increasingly important role in low-carbon-emission electricity generation. It is a “weather dependent” renewable energy source, and thus changes in the global atmosphere may cause changes in regional wind power production (PP) potential. We use PP data from operating wind farms to demonstrate that regional simulations exhibit skill in capturing actual power production. Projections to the middle of this century indicate that over most of North America east of the Rocky Mountains annual expected PP is largely unchanged, as is the probability of extended periods of anomalously high or low production. Any small declines in annual PP are of much smaller magnitude than changes due to technological innovation over the last two decades.

Meteorology & Atmospheric Sciences↗