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All sourcesNASA NTRSDOE OSTI
NASA NTRS1932

Statistics of the Bureau Veritas

Statistics are indispensable factors for the amelioration of safety. Through the reconciliation of accidents which may appear isolated to interested parties, they permit tracking of typical causes of accidents; conversely, they can prevent, after a serious accident due to some fortuitous cause, the taking of incautious measures under the pressure of public opinion, which always inclines to gauge the gravity of the causes by that of the results. Lastly, they permit appraisal of the efficacy of rules in force. We should add that statistics provide an agency of prevention for future accidents. A careful inspection of all signs of malfunction of material quite often prevents the occurrence of an accident. In this respect, many pilot's report, perfectly normal in every way as far as operation is concerned, can reveal much more interesting technical data than an accident, although it does not diminish the importance of statistics. Therefore, from the inception of its aeronautical service, at the end of 1922, the Bureau Veritas has kept annual statistics of all accidents which occurred in French civil aviation. In order to correctly perform their proper function, the statistics must be exact and sufficiently explicit and complete. To be exact, they must bear on all pertinent events, and on these alone. It is a matter then, first of all, defining the accident in such a way that no sinister detail bearing on the definition may escape control. The consideration of accidents to personnel only has appeared too limited. One of the essential qualities of statistics is to permit the taking of averages and in consequence to apply them ot a sufficiently large number; such is happily not the case in accidents to personnel.

Volmerange, Andre↗
NASA NTRS2006

Jet Noise Diagnostics Supporting Statistical Noise Prediction Methods

The primary focus of my presentation is the development of the jet noise prediction code JeNo with most examples coming from the experimental work that drove the theoretical development and validation. JeNo is a statistical jet noise prediction code, based upon the Lilley acoustic analogy. Our approach uses time-average 2-D or 3-D mean and turbulent statistics of the flow as input. The output is source distributions and spectral directivity. NASA has been investing in development of statistical jet noise prediction tools because these seem to fit the middle ground that allows enough flexibility and fidelity for jet noise source diagnostics while having reasonable computational requirements. These tools rely on Reynolds-averaged Navier-Stokes (RANS) computational fluid dynamics (CFD) solutions as input for computing far-field spectral directivity using an acoustic analogy. There are many ways acoustic analogies can be created, each with a series of assumptions and models, many often taken unknowingly. And the resulting prediction can be easily reverse-engineered by altering the models contained within. However, only an approach which is mathematically sound, with assumptions validated and modeled quantities checked against direct measurement will give consistently correct answers. Many quantities are modeled in acoustic analogies precisely because they have been impossible to measure or calculate, making this requirement a difficult task. The NASA team has spent considerable effort identifying all the assumptions and models used to take the Navier-Stokes equations to the point of a statistical calculation via an acoustic analogy very similar to that proposed by Lilley. Assumptions have been identified and experiments have been developed to test these assumptions. In some cases this has resulted in assumptions being changed. Beginning with the CFD used as input to the acoustic analogy, models for turbulence closure used in RANS CFD codes have been explored and compared against measurements of mean and rms velocity statistics over a range of jet speeds and temperatures. Models for flow parameters used in the acoustic analogy, most notably the space-time correlations of velocity, have been compared against direct measurements, and modified to better fit the observed data. These measurements have been extremely challenging for hot, high speed jets, and represent a sizeable investment in instrumentation development. As an intermediate check that the analysis is predicting the physics intended, phased arrays have been employed to measure source distributions for a wide range of jet cases. And finally, careful far-field spectral directivity measurements have been taken for final validation of the prediction code. Examples of each of these experimental efforts will be presented. The main result of these efforts is a noise prediction code, named JeNo, which is in middevelopment. JeNo is able to consistently predict spectral directivity, including aft angle directivity, for subsonic cold jets of most geometries. Current development on JeNo is focused on extending its capability to hot jets, requiring inclusion of a previously neglected second source associated with thermal fluctuations. A secondary result of the intensive experimentation is the archiving of various flow statistics applicable to other acoustic analogies and to development of time-resolved prediction methods. These will be of lasting value as we look ahead at future challenges to the aeroacoustic experimentalist.

Bridges, James E.↗
NASA NTRS2010

Establishing Consensus Turbulence Statistics for Hot Subsonic Jets

Many tasks in fluids engineering require knowledge of the turbulence in jets. There is a strong, although fragmented, literature base for low order statistics, such as jet spread and other meanvelocity field characteristics. Some sources, particularly for low speed cold jets, also provide turbulence intensities that are required for validating Reynolds-averaged Navier-Stokes (RANS) Computational Fluid Dynamics (CFD) codes. There are far fewer sources for jet spectra and for space-time correlations of turbulent velocity required for aeroacoustics applications, although there have been many singular publications with various unique statistics, such as Proper Orthogonal Decomposition, designed to uncover an underlying low-order dynamical description of turbulent jet flow. As the complexity of the statistic increases, the number of flows for which the data has been categorized and assembled decreases, making it difficult to systematically validate prediction codes that require high-level statistics over a broad range of jet flow conditions. For several years, researchers at NASA have worked on developing and validating jet noise prediction codes. One such class of codes, loosely called CFD-based or statistical methods, uses RANS CFD to predict jet mean and turbulent intensities in velocity and temperature. These flow quantities serve as the input to the acoustic source models and flow-sound interaction calculations that yield predictions of far-field jet noise. To develop this capability, a catalog of turbulent jet flows has been created with statistics ranging from mean velocity to space-time correlations of Reynolds stresses. The present document aims to document this catalog and to assess the accuracies of the data, e.g. establish uncertainties for the data. This paper covers the following five tasks: Document acquisition and processing procedures used to create the particle image velocimetry (PIV) datasets. Compare PIV data with hotwire and laser Doppler velocimetry (LDV) data published in the open literature. Compare different datasets acquired at roughly the same flow conditions to establish uncertainties. Create a consensus dataset for a range of hot jet flows, including uncertainty bands. Analyze this consensus dataset for self-consistency and compare jet characteristics to those of the open literature. One final objective fulfilled by this work was the demonstration of a universal scaling for the jet flow fields, at least within the region of interest to aeroacoustics. The potential core length and the spread rate of the half-velocity radius were used to collapse of the mean and turbulent velocity fields over the first 20 jet diameters in a highly satisfying manner.

Bridges, James↗
NASA NTRS2015

Statistical Engineering in Air Traffic Management Research

NASA is working to develop an integrated set of advanced technologies to enable efficient arrival operations in high-density terminal airspace for the Next Generation Air Transportation System. This integrated arrival solution is being validated and verified in laboratories and transitioned to a field prototype for an operational demonstration at a major U.S. airport. Within NASA, this is a collaborative effort between Ames and Langley Research Centers involving a multi-year iterative experimentation process. Designing and analyzing a series of sequential batch computer simulations and human-in-the-loop experiments across multiple facilities and simulation environments involves a number of statistical challenges. Experiments conducted in separate laboratories typically have different limitations and constraints, and can take different approaches with respect to the fundamental principles of statistical design of experiments. This often makes it difficult to compare results from multiple experiments and incorporate findings into the next experiment in the series. A statistical engineering approach is being employed within this project to support risk-informed decision making and maximize the knowledge gained within the available resources. This presentation describes a statistical engineering case study from NASA, highlights statistical challenges, and discusses areas where existing statistical methodology is adapted and extended.

Wilson, Sara R.↗
NASA NTRS2018

A Statistical Study of Solar Particle Events in Flux and Dose

The high-energy protons from solar energetic particle (SEP) events present a hazard to space systems: damage to science instruments/electronics/materials or to astronauts. A reliable estimate of the high-energy proton environment is critical to assure mission success. Important characteristics of an SEP event are fluence, peak flux, energy spectrum, time to reach the peak flux, time to reach peak dose, and properties of the cumulative dose profile after an event starts. All of these characteristics are important to understand in order to design space missions properly for both robotic and human missions. Because of the unpredictable and sporadic nature of SEP events, statistical models are often used to represent the SEP parameters described above. In a study by Jun et al. (2007), the statistics of event fluences, durations, and time intervals between events were investigated using the then available historical SEP dataset obtained from the instruments onboard the IMP-8 spacecraft. Since then, a more comprehensive SEP dataset based off of IMP-8 and GOES called Reference Data Set Version 2.0 (RDSv2.0) has become available covering the SEP events up to Year 2015 under a framework of the European Space Agency's (ESA's) Solar Energetic Particle Environment Modelling (SEPEM) project (Jiggens et al., 2018). The main objectives of this statistical study of SEP events are two-fold: First, the statistics of peak fluxes, event fluences, durations, and time intervals will be re-visited by using RDSv2.0; Second, the statistical analyses of flux and dose timing will be performed using the same dataset RDSv2.0. The results of this study will address the statistical properties of all key parameters for designing a spacecraft or a human mission where the SEP environment is an important consideration.

Whitman, K.↗
NASA NTRS2019

Poisson vs. Gaussian statistics for sparse X-ray data: Application to the soft X-ray spectrometer

Reliable results when fitting X-ray data require proper consideration of the statistics involved. We probe the impact of Gaussian versus Poisson statistics at low count levels using both the standard χ^(2) method and maximum likelihood based on Poisson (C) statistics. The difference is studied and quantified through simulated spectra with known properties. We then test the results through analysis of Mn Kα calibration data taken with the flight spare microcalorimeter for the Hitomi soft X-ray spectrometer. Through comparison with simulations, our results show that the χ^(2) method tends to give overly optimistic estimates of the detector energy resolution, in particular when there are few counts. Given an energy resolution of ∼5 eV and a line with about 100 photons, the line width becomes ∼10% lower in the χ^(2) method than in Poisson statistics. This is a consequence of the uncertainties being dominated by counting statistics, and therefore highlights the need to choose the appropriate fit statistic.

Shinya Yamada↗
NASA NTRSDate not supplied

Antarctic Meteorites: A Statistical Look at a Uniquely Valuable Resource

As of the 2019-20 field season, the U.S. Antarctic meteorite program has collected >23,000 meteorites. The U.S. collection is valuable in that it is classified in its entirety. The systematic collection methods employed have pro-vided meteorites of >40 types, many of which are the first of their type ever recognized. One of the early drivers for characterization of the entire U.S. Antarctic collection was to allow statistical comparisons. Early statistical assessments examined mass distributions and the relative frequency of meteorite types as well as comparisons to a defined set of modern falls. Using these statistics some have argued that the flux of H chondrites changed over time. Harvey used model size distributions to deconstruct the contribution of wind movement, meteorite supply and search losses to the Antarctic collection. Mass-based statistics and size distribution comparisons were examined, including comparison with modern falls/Saharan finds. Focus has been on geospatial statistics, with a comprehensive overview of the statistics of the Antarctic collections provided from the first 35 seasons of U.S. collection by ANSMET, as well as more recent assessments.

Antarctic meteorite↗
NASA NTRSDate not supplied

Statistical Influence

Advancing the spread and practice of statistics enhances an organization’s ability to successfully achieve their mission. While there may be leadership mandates to employ statistical methods, often the spread of statistical concepts flourishes more effectively through the practice of statistical influence. At first glance, the term influence may seem to imply a passive and unenthusiastic posture toward promoting organizational change. However, a classical definition states that ,“In a general sense, influence denotes power whose operation is invisible and known only by its effects, or a power whose cause and operation are unseen.” This definition articulates the powerful and yet subtle aspects of influence that embodies the theme of this presentation. Stated plainly, powerful statistical concepts become more widely known and engrained primarily through demonstrated impact; a strategy known only by its effects. In this presentation, elements of statistical influence are exemplified through practice at NASA.

Peter A. Parker↗
DOE OSTI2023

Engineering Super–Poissonian Photon Statistics of Spatial Light Modes

The nature of light sources is defined by the statistical fluctuations of the electromagnetic field. As such, the photon statistics of light sources are typically associated with distinct emitters. Here, the possibility of producing light beams with various photon statistics through the spatial modulation of coherent light is demonstrated. This is achieved by the sequential encoding of controllable Kolmogorov phase screens in a digital micromirror device. Interestingly, the flexibility of this scheme allows for the shaping of spatial light modes with engineered photon statistics at different spatial positions. The performance of this scheme is assessed through the photon-number-resolving characterization of different families of spatial light modes with engineered photon statistics. Furthermore, it is believed that the possibility of controlling the photon fluctuations of the light field at arbitrary spatial locations has important implications for quantum spectroscopy, sensing, and imaging.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Predicting U.S. federal fleet electric vehicle charging patterns using internal combustion engine vehicle fueling transaction statistics

Utilizing fueling transactions from internal combustion engine vehicles (ICEVs), the authors estimated how frequently midday public charging would be required for U.S. federal fleet battery electric vehicles (BEVs). Fueling transaction summary statistics are more widely available than trip-level telematics data, making this methodology more accessible and transferable to other researchers and fleet managers considering BEV replacements. For example, readers can easily apply a linear model using only the count of back-to-back fueling events at gas stations over 57 straight-line miles apart to predict days exceeding range. This linear regression predicted binned days exceeding 250 miles at 80% accuracy on a hold-out test set from the same fleet as the training data and 66 % accuracy on a new fleet displaying different driving behaviors. The authors additionally provide linear equations for days exceeding 200 and 300 miles as alternative range estimates to account for differences in BEV range and temperature impacts. Beyond the single-feature linear models which readers can apply, the authors tuned and trained other machine learning models on a variety of fueling transaction statistics including consecutive transaction distances, transaction distance from garage, estimated miles traveled from fuel economy and fuel quantity, and transaction periodicity. Utilizing a subset of 1678 light-duty federal fleet vehicles which contained daily vehicle miles traveled (VMT) in addition to fueling statistics, the authors determined which fueling transaction statistics were most relevant in predicting driving days exceeding 250 miles (an approximation of BEV rated driving range). In support of the U.S. federal fleet transition to zero-emission vehicles (ZEVs), the authors used these statistics and machine learning models to predict the frequency of BEV midday charging. After training models on the subset with VMT, the authors predicted days exceeding rated range for 112,902 light-duty vehicles operating in similar circumstances in the federal fleet using a Support Vector Regressor (SVR). In conclusion, they then used the projections as part of the ZEV Planning and Charging (ZPAC) tool to identify optimal candidates for BEVs for the federal fleet. An anonymized version of ZPAC is included in the supplementary materials.

25 ENERGY STORAGE↗
DOE OSTI2020

Scale bridging damage model for quasi-brittle metals informed with crack evolution statistics

Computationally efficient methods for bridging length scales, from highly resolved micro/meso-scale models that can explicitly model crack growth, to macro-scale continuum models that are more suitable for modeling large parts, have been of interest to researchers for decades. In this work, an improved brittle damage model is presented for the simulation of dynamic fracture in continuum scale quasi-brittle metal components. Crack evolution statistics, including the number, length, and orientation of individual cracks, are extracted from high-fidelity, finite discrete element method (FDEM) simulations and used to generate effective material moduli that reflect the material’s damaged state over time. This strategy allows for the retention of small-scale physical behaviors such as crack growth and coalescence in continuum scale hydrodynamic simulations. However, the high-fidelity simulations required to generate the crack statistics are computationally expensive. Thus, steps were taken to produce a flexible constitutive model to reduce the number of costly high-fidelity simulations needed to produce accurate results. A new stress based degradation criterion is introduced for the degradation of individual material zones. This allows for the development of a heterogeneous damage distribution within the bulk material. Then a flow stress model is added to the hydrodynamic simulation to account for plasticity in quasi-brittle materials. As a result, the effective moduli model can be applied to a larger range of materials. The effective moduli constitutive model is used to simulate beryllium flyer plate experiments. The results from the continuum scale simulations using statistics from a single high-fidelity simulation are found to be in excellent agreement with numerical and experimental velocity interferometer data. The same set of crack statistics are used to extrapolate the results of a higher rate flyer plate case using the effective moduli model. In conclusion, the extension of this model to higher rate cases shows promise for further reducing the number of costly high-fidelity simulations needed to generate crack statistics.

36 MATERIALS SCIENCE↗
DOE OSTI2020

How “hot” are hotspots: Statistically localizing the high-activity areas on soil and rhizosphere images

The topic of microbial hotspots in soil requires not only visualizing their spatial distribution and biochemical analyses, but also statistical approaches to identify these hotspots and separate them from the surrounding activities (background). We hypothesized that each hotspot type (e.g. enzyme activities in the rhizosphere, root exudation, localization of herbicide accumulation) is a result of local process driven by biotic and/or abiotic factors, and the process rates in the hotspots are much faster than those in the soil background. We further hypothesized that the background and hotspot activities in soil belong to different statistical distributions. Consequently, hotspot determination should be based on statistical separation of activities significantly higher than the background. We analyzed for the statistical distributions of grey values on three groups of published images: 1) 14 C images of carbon input by roots into the rhizosphere, 2) 14 C glyphosate accumulation in the plant, and 3) zymogram of leucine aminopeptidase activity in rooted soil. The two Gaussian distributions were fit (the first representing the background, the second the hotspots) to the distribution of grey values in the images, the parameters (means and standard deviations, SD) of the fitted distributions were calculated, and the background was removed. Thus, we identified hotspots as areas outside of the Mean+2SD image intensity (corresponding to the upper ~ 2.5% of activity, being over 97.5% of background values) and finally, visualized images of solely hotspot locations. Finally, these results were compared with previously used decisions on hotspot intensity thresholding (i.e. Top-25% and 17 standard thresholding approaches in ImageJ) and discussed the advantages of the Mean+2SD as well as Mean+3SD approaches. These advantages include: i) simple unification of the thresholding approach for several imaging methods with various principles of activity distribution, ii) identification of hotspots with various activity levels, iii) analysis of “time-specific” hotspots in temporal sequences of images. Compared with 17 standard thresholding methods, we concluded that objectively elucidating and separating the hotspots should be based on statistical distribution analysis, e.g. using the Mean+2SD or Mean+3SD approaches. Furthermore, this simple Mean+2SD approach delivered suitable results for three groups of images and so, helps to understand the processes responsible for the highest activities and elucidate hotspots.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2020

An Analysis of the Statistics and Systematics of Limb Anomaly Detections in HST/STIS Transit Images of Europa

Several recent studies derived the existence of plumes on Jupiter’s moon Europa. The only technique that provided multiple detections is the far-ultraviolet imaging observations of Europa in transit of Jupiter taken by the Space Telescope Imaging Spectrograph (STIS) on the Hubble Space Telescope (HST). In this study, we reanalyze the three HST/STIS transit images in which Sparks et al. identified limb anomalies as evidence for Europa’s plume activity. After reproducing the results of Sparks et al., we find that positive outliers are similarly present in the images as the negative outliers that were attributed to plume absorption. A physical explanation for the positive outliers is missing. We then investigate the systematic uncertainties and statistics in the images and identify two factors that are crucial when searching for anomalies around the limb. One factor is the alignment between the actual and assumed locations of Europa on the detector. A misalignment introduces distorted statistics, most strongly affecting the limb above the darker trailing hemisphere where the plumes were detected. The second factor is a discrepancy between the observation and the model used for comparison, adding uncertainty in the statistics. When accounting for these two factors, the limb minima (and maxima) are consistent with random statistical occurrence in a sample size given by the number of pixels in the analyzed limb region. The plume candidate features in the three analyzed images can be explained by purely statistical fluctuations and do not provide evidence for absorption by plumes.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

Statistical Downscaling of Climate Models for Solar Resource Assessment

This study presents the development of statistical models to efficiently downscale future projections of solar irradiance for solar energy applications. A climate data set simulated from a Regional Climate Model (RCM) obtained from the North American Coordinated Regional Climate Downscaling Experiment (NA-CORDEX) is selected as input to the statistical models to create high-resolution global horizontal irradiance (GHI) over the contiguous United States (CONUS). Our approach builds statistical downscaling models that (1) regrid RCM data (0.22 degree and daily spatiotemporal resolution), (2) correct bias of GHI projections, (3) downscale the future GHI project from daily-scale to hourly-scale, and (4) spatially downscale to generate GHI at 8-km resolution. To calibrate and validate the statistical models, we adapt and use the National Solar Radiation Database (NSRDB). Preliminary results show that the statistical downscaling approach downscales future projections of GHI under two climate scenarios (RCP4.5 and RCP8.5) with a nBIAS of 3%, nMAE of 34% and nRMSE of 46% estimated against NSRDB for the contiguous United State. This presentation will summarize the implemented methodology and validation results as well as future extension of this research.

climate data↗
DOE OSTI2022

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Report on the AAPM grand challenge on deep generative modeling for learning medical image statistics

Abstract Background The findings of the 2023 AAPM Grand Challenge on Deep Generative Modeling for Learning Medical Image Statistics are reported in this Special Report. Purpose The goal of this challenge was to promote the development of deep generative models for medical imaging and to emphasize the need for their domain‐relevant assessments via the analysis of relevant image statistics. Methods As part of this Grand Challenge, a common training dataset and an evaluation procedure was developed for benchmarking deep generative models for medical image synthesis. To create the training dataset, an established 3D virtual breast phantom was adapted. The resulting dataset comprised about 108 000 images of size 512 512. For the evaluation of submissions to the Challenge, an ensemble of 10 000 DGM‐generated images from each submission was employed. The evaluation procedure consisted of two stages. In the first stage, a preliminary check for memorization and image quality (via the Fréchet Inception Distance [FID]) was performed. Submissions that passed the first stage were then evaluated for the reproducibility of image statistics corresponding to several feature families including texture, morphology, image moments, fractal statistics, and skeleton statistics. A summary measure in this feature space was employed to rank the submissions. Additional analyses of submissions was performed to assess DGM performance specific to individual feature families, the four classes in the training data, and also to identify various artifacts. Results Fifty‐eight submissions from 12 unique users were received for this Challenge. Out of these 12 submissions, 9 submissions passed the first stage of evaluation and were eligible for ranking. The top‐ranked submission employed a conditional latent diffusion model, whereas the joint runners‐up employed a generative adversarial network, followed by another network for image superresolution. In general, we observed that the overall ranking of the top 9 submissions according to our evaluation method (i) did not match the FID‐based ranking, and (ii) differed with respect to individual feature families. Another important finding from our additional analyses was that different DGMs demonstrated similar kinds of artifacts. Conclusions This Grand Challenge highlighted the need for domain‐specific evaluation to further DGM design as well as deployment. It also demonstrated that the specification of a DGM may differ depending on its intended use.

Radiology, Nuclear Medicine & Medical Imaging↗
DOE OSTI2021

Scalable statistical inference of photometric redshift via data subsampling

Handling big data has largely been a major bottleneck in traditional statistical models. Consequently, when accurate point prediction is the primary target, machine learning models are often preferred over their statistical counterparts for bigger problems. But full probabilistic statistical models often outperform other models in quantifying uncertainties associated with model predictions. We develop a data-driven statistical modeling framework that combines the uncertainties from an ensemble of statistical models learned on smaller subsets of data carefully chosen to account for imbalances in the input space. We demonstrate this method on a photometric redshift estimation problem in cosmology, which seeks to infer a distribution of the redshift—the stretching effect in observing the light of far-away galaxies—given multivariate color information observed for an object in the sky. Our proposed method performs balanced partitioning, graph-based data subsampling across the partitions, and training of an ensemble of Gaussian process models.

data subsampling↗
DOE OSTI2021

Computational assessment of smooth and rough parameter dependence of statistics in chaotic dynamical systems

An assumption of smooth response to small parameter changes, of statistics or long-time averages of a chaotic system, is generally made in the field of sensitivity analysis, and the parametric derivatives of statistical quantities are critically used in science and engineering. In this paper, we propose a numerical procedure to assess the differentiability of statistics with respect to parameters in chaotic systems. Here, we numerically show that the existence of the derivative depends on the Lebesgue integrability of a certain density gradient function, which we define as the derivative of logarithmic SRB density along the unstable manifold. We develop a recursive formula for the density gradient that can be efficiently computed along trajectories, and demonstrate its use in determining the differentiability of statistics. Our numerical procedure is illustrated on low-dimensional chaotic systems whose statistics exhibit both smooth and rough regions in parameter space.

42 ENGINEERING↗