Identifying solutions of distributed parameter systems by stochastic approximation
Stochastic approximation for identification of distributed parameter system solutions described by linear partial differential equations
Badavas, P. C.↗
SEARCH · Search NASA
Results for “Stochastic differential equations”
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.
Turbulence and the Stabilization Principle
Further results of research, reported in several previous NASA Tech Briefs articles, were obtained on a mathematical formalism for postinstability motions of a dynamical system characterized by exponential divergences of trajectories leading to chaos (including turbulence). To recapitulate: Fictitious control forces are introduced to couple the dynamical equations with a Liouville equation that describes the evolution of the probability density of errors in initial conditions. These forces create a powerful terminal attractor in probability space that corresponds to occurrence of a target trajectory with probability one. The effect in ordinary perceived three-dimensional space is to suppress exponential divergences of neighboring trajectories without affecting the target trajectory. Con sequently, the postinstability motion is represented by a set of functions describing the evolution of such statistical quantities as expectations and higher moments, and this representation is stable. The previously reported findings are analyzed from the perspective of the authors Stabilization Principle, according to which (1) stability is recognized as an attribute of mathematical formalism rather than of underlying physics and (2) a dynamical system that appears unstable when modeled by differentiable functions only can be rendered stable by modifying the dynamical equations to incorporate intrinsic stochasticity.
Zak, Michail↗
A computational approach to optimal control of stochastic saturating systems.
Stochastic saturating systems optimal control computation, considering attitude control and tracking system design by elliptical differential equation of dynamic programming
Cashman, W. F.↗
Stochastic stability and the design of feedback controls.
Stochastic extensions of techniques for using Liapunov second method in design and analysis of feedback controls, using differential equations
LIAPUNOV FUNCTION↗
Signal processing in a randomly time varying system.
Stochastic operators are applied to an analysis of some deterministic systems of signal transformation. The distribution of a random process at the output of a system is given through its distribution at the input and through a stochastic Green's function. A two-point correlation function is derived to obtain a solution to differential equations which contain coefficients, boundary conditions, or right-hand terms representing random processes.
Adomian, G.↗
N-Player Stochastic Differential Games
Conditions are described which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information. It was found that when the set of instantaneous joint costs and velocity vectors is convex, the conditions are necessary.
Varaiya, P.↗
N-player stochastic differential games
The paper presents conditions which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information. When the set of instantaneous joint costs and velocity vectors is convex, the conditions are necessary.
Varaiya, P.↗
Application of Sparse Identification of Nonlinear Dynamics for Physics-Informed Learning
Advances in machine learning and deep neural networks has enabled complex engineering tasks like image recognition, anomaly detection, regression, and multi-objective optimization, to name but a few. The complexity of the algorithm architecture, e.g., the number of hidden layers in a deep neural network, typically grows with the complexity of the problems they are required to solve, leaving little room for interpreting (or explaining) the path that results in a specific solution. This drawback is particularly relevant for autonomous aerospace and aviation systems, where certifications require a complete understanding of the algorithm behavior in all possible scenarios. Including physics knowledge in such data-driven tools may improve the interpretability of the algorithms, thus enhancing model validation against events with low probability but relevant for system certification. Such events include, for example, spacecraft or aircraft sub-system failures, for which data may not be available in the training phase. This paper investigates a recent physics-informed learning algorithm for identification of system dynamics, and shows how the governing equations of a system can be extracted from data using sparse regression. The learned relationships can be utilized as a surrogate model which, unlike typical data-driven surrogate models, relies on the learned underlying dynamics of the system rather than large number of fitting parameters. The work shows that the algorithm can reconstruct the differential equations underlying the observed dynamics using a single trajectory when no uncertainty is involved. However, the training set size must increase when dealing with stochastic systems, e.g., nonlinear dynamics with random initial conditions.
Corbetta, Matteo↗
Differential Equation Approximation Using Gradient-Boosted Quantile Regression
The operation of cyber-physical-human (CPH) systems is subject to various epistemic and aleatory uncertainties. Overall trustworthiness of CPH systems relies on the trustworthiness of its components and their interactions. It is important that computational models comprising the cyber component of CPH provide predictions accompanied by a measure of confidence in model outcomes. Uncertainty quantification (UQ) and propagation are especially important in safety critical CPH systems. Gradient-boosted trees is a modeling approach capable both of learning the dynamics of a system and performing UQ. In this paper, we devise a method for using gradient boosting to learn the dynamics of a second order differential equation and estimate uncertainty at the same time. We do this by creating a custom loss function that trains the model to approximate the second derivative of a noisy time series, and to penalize based on a parameter that corresponds to the desired quantile. The resulting gradient boosting model can simulate stochastic trajectories of the system given a single starting point, that is, it can estimate both the expected trajectory and its uncertainty. We show that the uncertainty estimation is well calibrated and that the model can learn the dynamics even in the presence of noise. We demonstrate the approach on a simple cartpole system.
Autonomous systems↗
Uncertainty Quantification using Deep Ensembles for Decision Making in Cyber-Physical-Human Systems
In this paper and its companion, Differential Equation Approximation Using Gradient-Boosted Quantile Regression, Robison et al., we examine an approach to quantifying model uncertainty with the aim of increasing the trustworthiness of computational models in human-machine interactions. In Differential Equation Approximation Using Gradient-Boosted Quantile Regression, we focus on gradient-boosted decision trees, while in this one, we give more details about deep ensembles. Uncertainty quantification is crucial for building trustworthy autonomous decision-making agents in human-machine teams. There are two types of uncertainties: aleatoric and epistemic. The former is related to the inherent stochasticity (noise) of the process, whereas the latter is associated with the lack of knowledge or representation capability of models, such as neural networks. By lack of knowledge, we mean the model’s inability to accurately predict outputs for all possible inputs. The aleatory uncertainty can be estimated fairly easily with, for example, filters, whereas epistemic uncertainty is challenging to compute. This paper uses deep ensembles to quantify both aleatory and epistemic uncertainty. It can act as an uncertainty-aware surrogate transition model for decision-making frameworks. "Uncertainty-aware" means that the surrogate transition model should make predictions along with confidence in those predictions. In the context of decision-making, the transition models are ordinary differential equations (ODEs). Since ODEs can be simulated to make one-step or multi-step predictions, a good surrogate model for them should perform reasonably well in both modes. In a multi-step approach, the trajectory sampling method TS∞ was used to propagate uncertainty over multiple steps. The cartpole dynamical system was selected to demonstrate the ability of deep ensembles as good surrogate transition models for decision-making frameworks. The deep ensembles modeled the dynamics of cartpole ODEs and made uncertainty-aware predictions in single-step and multi-step transition modes.
CPH systems↗
Stochastic histories of dust grains in the interstellar medium
The purpose is to study an evolving system of refractory dust grains within the Interstellar Medium (ISM). This is done via a combination of Monte Carlo processes and a system of partial differential equations, where refractory dust grains formed within supernova remnants and ejecta from high mass loss stars are subjected to the processes of sputtering and collisional fragmentation in the diffuse media and accretion within the cold molecular clouds. In order to record chemical detail, the authors take each new particle to consist of a superrefractory core plus a more massive refractory mantle. The particles are allowed to transfer to and fro between the different phases of the interstellar medium (ISM) - on a time scale of 10(exp 8) years - until either the particles are destroyed or the program finishes at a Galaxy time of 6x10(exp 9) years. The resulting chemical and size spectrum(s) are then applied to various astrophysical problems with the following results. For an ISM which has no collisional fragmentation of the dust grains, roughly 10 percent by mass of the most refractory material survives the rigors of the ISM intact, which leaves open the possibility that fossilized isotopically anomalous material may have been present within the primordial solar nebula. Stuctured or layered refractory dust grains within the model cannot explain the observed interstellar depletions of refractory material. Fragmentation due to grain-grain collisions in the diffuse phase plus the accretion of material in the molecular cloud phase can under certain circumstances cause a bimodal distribution in grain size.
Liffman, Kurt↗
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.↗
Control theory for random systems
A survey is presented of the current knowledge available for designing and predicting the effectiveness of controllers for dynamic systems which can be modeled by ordinary differential equations. A short discussion of feedback control is followed by a description of deterministic controller design and the concept of system state. The need for more realistic disturbance models led to the use of stochastic process concepts, in particular the Gauss-Markov process. A compensator controlled system, with random forcing functions, random errors in the measurements, and random initial conditions, is treated as constituting a Gauss-Markov random process; hence the mean-square behavior of the controlled system is readily predicted. As an example, a compensator is designed for a helicopter to maintain it in hover in a gusty wind over a point on the ground.
Bryson, A. E., Jr.↗
Time-dependent behavior of active galactic nuclei with pair production
We study the properties of coupled partial differential equations describing the time-dependent behavior of the photon and electron occupation numbers for conditions likely to be found near active galactic nuclei (AGN). The processes governing electron acceleration are modeled by a stochastic accelerator, and we include acceleration by Alfvenic and whistler turbulence. The acceleration of electrons is limited by Compton and synchrotron losses, and the number density of electrons depends on pair production and annihilation processes. We also treat particle escape from the system. We examine the steady, (possibly) oscillatory, and unstable solutions that arise for various choices of parameters. We examine instabilities related to pair production and trapping and consider the formation of pair jets.
Li, H.↗
Linear stochastic optimal control and estimation problem
Problem involves design of controls for linear time-invariant system disturbed by white noise. Solution is Kalman filter coupled through set of optimal regulator gains to produce desired control signal. Key to solution is solving matrix Riccati differential equation. LSOCE effectively solves problem for wide range of practical applications. Program is written in FORTRAN IV for batch execution and has been implemented on IBM 360.
Geyser, L. C.↗
Physics-Based Methods of Failure Analysis and Diagnostics in Human Space Flight
The Integrated Health Management (IHM) for the future aerospace systems requires to interface models of multiple subsystems in an efficient and accurate information environment at the earlier stages of system design. The complexity of modern aeronautic and aircraft systems (including e.g. the power distribution, flight control, solid and liquid motors) dictates employment of hybrid models and high-level reasoners for analysing mixed continuous and discrete information flow involving multiple modes of operation in uncertain environments, unknown state variables, heterogeneous software and hardware components. To provide the information link between key design/performance parameters and high-level reasoners we rely on development of multi-physics performance models, distributed sensors networks, and fault diagnostic and prognostic (FD&P) technologies in close collaboration with system designers. The main challenges of our research are related to the in-flight assessment of the structural stability, engine performance, and trajectory control. The main goal is to develop an intelligent IHM that not only enhances components and system reliability, but also provides a post-flight feedback helping to optimize design of the next generation of aerospace systems. Our efforts are concentrated on several directions of the research. One of the key components of our strategy is an innovative approach to the diagnostics/prognostics based on the real time dynamical inference (DI) technologies extended to encompass hybrid systems with hidden state trajectories. The major investments are into the multiphysics performance modelling that provides an access of the FD&P technologies to the main performance parameters of e.g. solid and liquid rocket motors and composite materials of the nozzle and case. Some of the recent results of our research are discussed in this chapter. We begin by introducing the problem of dynamical inference of stochastic nonlinear models and reviewing earlier results. Next, we present our analytical approach to the solution of this problem based on the path integral formulation. The resulting algorithm does not require an extensive global search for the model parameters, provides optimal compensation for the effects of dynamical noise, and is robust for a broad range of dynamical models. In the following Section the strengths of the algorithm are illustrated illustrated by inferring the parameters of the stochastic Lorenz system and comparing the results with those of earlier research. Next, we discuss a number of recent results in application to the development of the IHM for aerospace system. Firstly, we apply dynamical inference approach to a solution of classical three tank problems with mixed unknown continuous and binary parameters. The problem is considered in the context of ground support system for filling fuel tanks of liquid rocket motors. It is shown that the DI algorithm is well suited for successful solution of a hybrid version of this benchmark problem even in the presence of additional periodic and stochastic perturbation of unknown strength. Secondly, we illustrate our approach by its application to an analysis of the nozzle fault in a solid rocket motor (SRM). The internal ballistics of the SRM is modelled as a set of one-dimensional partial differential equations coupled to the dynamics of the propellant regression. In this example we are specifically focussed on the inference of discrete and continuous parameters of the nozzle blocking fault and on the possibility of an application of the DI algorithm to reducing the probability of "misses" of an on-board FD&P for SRM. In the next section re-contact problem caused by first stage/upper stage separation failure is discussed. The reaction forces imposed on the nozzle of the upper stage during the re-contact and their connection to the nozzle damage and to the thrust vector control (TVC) signal are obtained. It is shown that transient impact induced torquean be modelled as a response of an effective damped oscillator. A possible application of the DI algorithm to the inference of damage parameters and predicting fault dynamics ahead of time using the actuator signal is discussed. Finally, we formulate Bayesian inferential framework for development of the IHM system for in-flight structural health monitoring (SHM) of composite materials. We consider the signal generated by piezoelectric actuator mounted on composite structure generating elastic waves in it. The signal received by the sensor is than compared with the baseline signal. The possibility of damage inference is discussed in the context of development of the SHM.
Smelyanskiy, Vadim N.↗
Robust Trajectory Optimization Techniques Using a Sweeping Gradient Method and Linear Covariance Analysis
We present robust trajectory optimization techniques using a sweeping gradient method for ordinary differential equations with events (SGM) and linear covariance analysis (LinCov). SGM is a method for computing the gradient of trajectory analyses defined by performance indices over initial value problems with events with respect to static parameters. LinCov is an analytic technique for predicting stochastic behavior of dynamical systems. By combining SGM and LinCov, it is possible use efficient, off-the-shelf, gradient-based optimizers to solve robust optimal trajectory design problems. We describe the individual methods and some details on how they can be combined. Then we apply the combined techniques to a variety of orbital trajectory design problems to demonstrate its use, including minimum fuel transfer and mid-course correction burn scheduling.
Benjamin W L Margolis↗
Fuel injector: Air swirl characterization aerothermal modeling, phase 2, volume 1
A well integrated experimental/analytical investigation was conducted to provide benchmark quality relevant to a prefilming type airblast fuel nozzle and its interaction with the combustor dome air swirler. The experimental investigation included a systematic study of both single-phase flows that involved single and twin co-axial jets with and without swirl. A two-component Phase Doppler Particle Analyzer (PDPA) was used to document the interaction of single and co-axial air jets with glass beads that simulate nonevaporating spray and simultaneously avoid the complexities associated with fuel atomization processes and attendant issues about the specification of relevant boundary conditions. The interaction of jets with methanol spray produced by practical airblast nozzle was also documented in the spatial domain of practical interest. Model assessment activities included the use of three turbulence models (k-epsilon, algebraic second moment (ASM), and differential second moment (DSM)) for the carrier phase, deterministic or stochastic Lagrangian treatment of the dispersed phase, and advanced numerical schemes. Although qualitatively good comparison with data was obtained for most of the cases investigated, the model deficiencies in regard to modeled dissipation rate transport equation, single length scale, pressure-strain correlation, and other critical closure issues need to be resolved before one can achieve the degree of accuracy required to analytically design combustion systems.
Nikjooy, M.↗