Finite time stochastic stability and the analysis of tracking systems.
Liapunov functions for finite time stochastic stability and analysis of tracking system
SYSTEM STABILITY↗
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Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures
Here, we investigate how to port the standard interior-point method to new exascale architectures for block-structured nonlinear programs with state equations. Computationally, we decompose the interior-point algorithm into two successive operations: the evaluation of the derivatives and the solution of the associated Karush-Kuhn-Tucker (KKT) linear system. Our method accelerates both operations using two levels of parallelism. First, we distribute the computations on multiple processes using coarse parallelism. Second, each process uses SIMD/GPU accelerators locally to accelerate the operations using fine-grained parallelism. The KKT system is reduced by eliminating the inequalities and the state variables from the corresponding equations. We demonstrate our method's capability on the supercomputer Polaris, a testbed for the future exascale Aurora system. Each node is equipped with four GPUs, a setup amenable to our two-level approach. Our experiments on the stochastic optimal power flow problem show that the reduction method is 50x faster than the sparse linear solver HSL MA57 running in serial on the CPU, and 6x faster than Pardiso running in parallel on CPU on the same number of processes.
97 MATHEMATICS AND COMPUTING↗
Analysis of modeling errors in system identification
This paper is concerned with the identification of a system in the presence of several error sources. Following some basic definitions, the notion of 'near-equivalence in probability' is introduced using the concept of near-equivalence between a model and process. Necessary and sufficient conditions for the identifiability of system parameters are given. The effect of structural error on the parameter estimates for both deterministic and stochastic cases are considered.
Hadaegh, F. Y.↗
The Mechanism for the Energy Buildup Driving Solar Eruptive Events
The underlying origin of solar eruptive events (SEEs), ranging from giant coronal mass ejections to small coronalhole jets, is that the lowest-lying magnetic flux in the Sun's corona undergoes continual buildup of stress and free energy. This magnetic stress has long been observed as the phenomenon of "filament channels:" strongly sheared magnetic field localized around photospheric polarity inversion lines. However, the mechanism for the stress buildup-formation of filament channels-is still debated. We present magnetohydrodynamic simulations of a coronal volume that is driven by transient, cellular boundary flows designed to model the processes by which the photosphere drives the corona. The key feature of our simulations is that they accurately preserve magnetic helicity, the topological quantity that is conserved even in the presence of ubiquitous magnetic reconnection. Although small-scale random stress is injected everywhere at the photosphere, driving stochastic reconnection throughout the corona, the net result of the magnetic evolution is a coherent shearing of the lowest-lying field lines. This highly counterintuitive result-magnetic stress builds up locally rather than spreading out to attain a minimum energy state-explains the formation of filament channels and is the fundamental mechanism underlying SEEs. Furthermore, this process is likely to be relevant to other astrophysical and laboratory plasmas.
Knizhnik, K. J.↗
Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter
Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.
Orbit Determination↗
Some problems and some recent results in stochastic control.
Stochastic optimal control applications in dynamic programming for linear and nonlinear systems
DYNAMIC PROGRAMMING↗
Offset quadrature communications with decision-feedback carrier synchronization
In order to accommodate a quadrature amplitude-shift-keyed (QASK) signal, Simon and Smith (1974) have modified the decision-feedback loop which tracks a quadrature phase-shift-keyed (QPSK). In the investigation reported approaches are considered to modify the loops in such a way that offset QASK signals can be tracked, giving attention to the special case of an offset QPSK. The development of the stochastic integro-differential equation of operation for a decision-feedback offset QASK loop is discussed along with the probability density function of the phase error process.
Simon, M. K.↗
Stochastic self-propagating star formation in the Large Magellanic Cloud
The considered investigation provides a unifying theoretical basis for an understanding of a variety of observations on the Large Magellanic Cloud (LMC). It is demonstrated that an intrinsically statistical theory can supply a model for individual objects. With the aid of the model of stochastic self-propagating star formation described by Gerola and Seiden (1978), many structural features, both in the stars and in the gas are related to the process of star formation and the evolution of the LMC. It is found that the pattern of massive star formation in the LMC is partially ordered. The stars occur in large clumps and their global pattern is basically irregular and asymmetric with respect to the rotation center. The mean rate of chemical evolution of the LMC is smaller than that of the Milky Way. This fact is largely explained by the model in terms of the difference in shear for these galaxies. The formation of large, dense regions of massive stars has a great effect on the gas.
Feitzinger, V.↗
The magnetic field at the core-mantle boundary
Models of the geomagnetic field are, in general, produced from a least-squares fit of the coefficients in a truncated spherical harmonic expansion to the available data. Downward continuation of such models to the core-mantle boundary (CMB) is an unstable process: the results are found to be critically dependent on the choice of truncation level. Modern techniques allow this fundamental difficulty to be circumvented. The method of stochastic inversion is applied to modeling the geomagnetic field. Prior information is introduced by requiring that the spectrum of spherical harmonic coefficients to fall-off in a particular manner which is consistent with the Ohmic heating in the core having a finite lower bound. This results in models with finite errors in the radial field at the CMB. Curves of zero radial field can then be determined and integrals of the radial field over patches on the CMB bounded by these null-flux curves calculated. With the assumption of negligible magnetic diffusion in the core; frozen-flux hypothesis, these integrals are time-invariant.
Bloxham, J.↗
Runway Operations Planning: A Two-Stage Solution Methodology
The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. Thus, Runway Operations Planning (ROP) is a critical component of airport operations planning in general and surface operations planning in particular. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, may be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. Generating optimal runway operations plans was approached in with a 'one-stage' optimization routine that considered all the desired objectives and constraints, and the characteristics of each aircraft (weight class, destination, Air Traffic Control (ATC) constraints) at the same time. Since, however, at any given point in time, there is less uncertainty in the predicted demand for departure resources in terms of weight class than in terms of specific aircraft, the ROP problem can be parsed into two stages. In the context of the Departure Planner (OP) research project, this paper introduces Runway Operations Planning (ROP) as part of the wider Surface Operations Optimization (SOO) and describes a proposed 'two stage' heuristic algorithm for solving the Runway Operations Planning (ROP) problem. Focus is specifically given on including runway crossings in the planning process of runway operations. In the first stage, sequences of departure class slots and runwy crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program. Preliminary results from the algorithm implementation on real-world traffic data are included.
Anagnostakis, Ioannis↗
A DSMC Surface Chemistry Model for Carbon-Based Ablators
A detailed molecular surface chemistry model for the DSMC (Direct Simulation Monte Carlo) method is proposed and implemented into the SPARTA (Stochastic PArallel Rarefied-gas Time-accurate Analyzer) DSMC solver. Molchanova et al. constructed a molecular model for surface recombination in DSMC that includes different surface processes (adsorption, desoprtion, Eley-Rideal and Langmuir-Hinshelwood). All surface processes can be divided into two groups: surface mechanisms, which involve only the particle adsorbed by the surface (desorption and Langmuir-Hinshelwood), and impact mechanisms, which also involve gas-phase particles (adsorption, Eley-Rideal). Using a similar approach, the 14-reaction kinetic model of oxygen-carbon interaction suggested by Zhlukhtov and Abe, as well as more recent models by Alba et al., Poovathinghal et al., and a new model developed in the scope of this work, are implemented in SPARTA. The computational results for the different oxidation models are compared with experimental results from Murray et al. (oxidation of a vitreous carbon surface due to a hyperthermal beam of O and O2), with a particular focus on fluxes, angular and Time-Of-Flight distributions of scattered particles.
oxidation↗
Stochastic magnetic pumping.
Collisionless plasma heating by random magnetic fields using simple betatron model
MAGNETIC PUMPING↗
Applications of Fractal Analytical Techniques in the Estimation of Operational Scale
The observational scale and the resolution of remotely sensed imagery are essential considerations in the interpretation process. Many atmospheric, hydrologic, and other natural and human-influenced spatial phenomena are inherently scale dependent and are governed by different physical processes at different spatial domains. This spatial and operational heterogeneity constrains the ability to compare interpretations of phenomena and processes observed in higher spatial resolution imagery to similar interpretations obtained from lower resolution imagery. This is a particularly acute problem, since longterm global change investigations will require high spatial resolution Earth Observing System (EOS), Landsat 7, or commercial satellite data to be combined with lower resolution imagery from older sensors such as Landsat TM and MSS. Fractal analysis is a useful technique for identifying the effects of scale changes on remotely sensed imagery. The fractal dimension of an image is a non-integer value between two and three which indicates the degree of complexity in the texture and shapes depicted in the image. A true fractal surface exhibits self-similarity, a property of curves or surfaces where each part is indistinguishable from the whole, or where the form of the curve or surface is invariant with respect to scale. Theoretically, if the digital numbers of a remotely sensed image resemble an ideal fractal surface, then due to the self-similarity property, the fractal dimension of the image will not vary with scale and resolution, and the slope of the fractal dimension-resolution relationship would be zero. Most geographical phenomena, however, are not self-similar at all scales, but they can be modeled by a stochastic fractal in which the scaling properties of the image exhibit patterns that can be described by statistics such as area-perimeter ratios and autocovariances. Stochastic fractal sets relax the self-similarity assumption and measure many scales and resolutions to represent the varying form of a phenomenon as the pixel size is increased in a convolution process. We have observed that for images of homogeneous land covers, the fractal dimension varies linearly with changes in resolution or pixel size over the range of past, current, and planned space-borne sensors. This relationship differs significantly in images of agricultural, urban, and forest land covers, with urban areas retaining the same level of complexity, forested areas growing smoother, and agricultural areas growing more complex as small pixels are aggregated into larger, mixed pixels. Images of scenes having a mixture of land covers have fractal dimensions that exhibit a non-linear, complex relationship to pixel size. Measuring the fractal dimension of a difference image derived from two images of the same area obtained on different dates showed that the fractal dimension increased steadily, then exhibited a sharp decrease at increasing levels of pixel aggregation. This breakpoint of the fractal dimension/resolution plot is related to the spatial domain or operational scale of the phenomenon exhibiting the predominant visible difference between the two images (in this case, mountain snow cover). The degree to which an image departs from a theoretical ideal fractal surface provides clues as to how much information is altered or lost in the processes of rescaling and rectification. The measured fractal dimension of complex, composite land covers such as urban areas also provides a useful textural index that can assist image classification of complex scenes.
Emerson, Charles W.↗
Chaotic ion motion in magnetosonic plasma waves
The motion of test ions in a magnetosonic plasma wave is considered, and the 'stochasticity threshold' of the wave's amplitude for the onset of chaotic motion is estimated. It is shown that for wave amplitudes above the stochasticity threshold, the evolution of an ion distribution can be described by a diffusion equation with a diffusion coefficient D approximately equal to 1/v. Possible applications of this process to ion acceleration in flares and ion beam thermalization are discussed.
Varvoglis, H.↗
Stochastic acceleration in impulsive solar flares
We consider ion energization by Alfven waves, and suggest that a combination of nonlinear Landau damping and gyroresonant acceleration could account for proton acceleration in impulsive solar flares. Based on simulations which include both processes in a H plasma, we find that 10 exp -5 of the ambient protons can be accelerated above 1 MeV and that these particles contain about 10 percent of the total available wave energy. From a simulation in a H-He plasma, we find a large ratio of accelerated alpha particles to protons. Furthermore, arguments based upon the nonlinear Landau damping rate indicate heavy element enhancements. These results are consistent with accelerated particle observations from impulsive flares.
Miller, James A.↗
On-orbit parametric identification methodology
On-orbit system identification (ID) of large space systems is essential for various reasons. For example, the complex composite structure of such systems cannot be ground-tested; their structural dynamic characteristics must be known accurately in order to accomplish active control. Furthermore, such capability can be used to characterize/identify various disturbances. The identification process is consisted of four principal elements: (1) modeling, (2) the estimation algorithm, (3) input system, and (4) measurement system. These elements are highly correlated and all togerher determine the success of the identification problem. Accurate modeling of large space systems is the most important element of the identification process. Large flexible structures are non-linear and infinite dimensional systems with highly coupled parameters and low frequency packed modes. In addition, these systems are subject to stochastic and time-varying disturbances, they have structural parameters which can vary due to on-orbit assembly deployment, and operations. These systems are generally; however, represented by constant coefficient, finite order differential equations. The non-linearities, coupling and noise effects are also often neglected. Moreover, identification experiment designs which lead to highly complex optimization problems usually require the simultaneous choice of ID algorithm, sensor, and actuator type and placement. On-orbit bandwidth and power restrictions on excitation, limited data window, and restrictions on sensor/actuator type, placement and number, has led to practical questions of implementations.
Hadaegh, Fred Y.↗
Stochastic Convection Parameterizations
computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts
atmospheric models↗
Seasonal Reconfiguration of Electrical Distribution Systems to Mitigate the Impact of Electric Vehicle Charging
Power grids face challenges in their infrastructure related to the integration of electric vehicles (EV). In particular, EV charging stations may induce instability in key system parameters such as substantial voltage drops, active power losses, and transformer overload due to high demand during charging periods. This article presents a seasonal reconfiguration strategy based on the differential evolution (DE) algorithm, aimed at enhancing system performance under highly variable and stochastic load profiles, particularly those driven by EV charging. The DEA algorithm is hybridized with the find-union (FU) algorithm to efficiently ensure network radiality throughout the optimization process. The proposed methodology is validated on a hybrid distribution system composed of the IEEE 33-bus network, a modified IEEE 13-bus system, and a specific 13-bus microgrid. Results have demonstrated that seasonal reconfiguration significantly reduces active power losses and mitigates transformer loading during critical demand hours, thereby quantifiably increasing the system’s performance. As an integral component of the proposed approach, an analysis of CO2 emissions associated with energy losses is included, allowing a contextualized assessment of the environmental benefits of seasonal reconfiguration in various geographical areas.
24 POWER TRANSMISSION AND DISTRIBUTION↗