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Results for “random processes”

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.

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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
NASA NTRS1976

A fast Karhunen-Loeve transform for a class of random processes

It is shown that for a class of finite first-order Markov signals, the Karhunen-Loeve (KL) transform for data compression is a set of periodic sine functions if the boundary values of the signal are fixed or known. These sine functions are shown to be related to the Fourier transform so that a fast Fourier transform algorithm can be used to implement the KL transform. Extension to two dimensions with reference to images with separable contravariance function is shown.

Jain, A. K.↗
NASA NTRS1982

A new solution to parameter adaptive estimation of random processes

This paper is concerned with the development of an adaptive state estimator that is capable of tracking switched linear plants that undergo rapid configuration changes. The particular adaptive estimator developed here is called the Sliding Window Detector/Estimator (SWDE) algorithm. Unlike previous algorithms, the SWDE algorithm is designed specifically for the switched-linear plant problem. It uses a joint detection/estimation approach to give a very close approximation to the unrealizable optimum switched-linear estimator. An extremely reliable and accurate estimator can be constructed by combining a modified Parameter Adaptive Estimation (PAE) algorithm with SWDE. The algorithm has been fully verified by extensive computer simulation, and the implementation advantages afforded by this method make it suitable for use in a wide variety of applications.

Zwicke, P. E.↗
NASA NTRS1972

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.↗
DOE OSTI2021

A modular methodology for time-domain stochastic seismic wave propagation

Presented here is a modular methodology for time-domain stochastic seismic wave propagation analysis. Presented methodology is designed to analyse uncertain seismic motions as an input, propagating through uncertain material. Traditional approach for uncertain wave propagation relies on models that include deep bedrock, local soil site, and their random process and random field information. Such models can become quite large and computationally intractable. The modular approach proposed herein features two step approach that allows separate consideration of the deep bedrock and local site along with corresponding random field information. In this work, the first step considers an auxiliary stochastic motions problem in the bedrock. Stochastic local site response can then be simulated in a reduced domain within certain depth from the surface. Application of uncertain seismic motions at depth, for local uncertain site response is done using stochastic effective forces developed through the Domain Reduction Method. By using Hermite polynomial chaos expansion to represent the non-Gaussian random field of material parameters and non-stationary random process of seismic motion, the proposed modular methodology is formulated using intrusive stochastic Galerkin approach, as seen in the Stochastic Elastic–Plastic Finite Element Method (SEPFEM). Developed modular methodology is illustrated using a 1-D stochastic seismic wave propagation analysis with three cases, and simulation results are also verified with results from conventional approach.

58 GEOSCIENCES↗
DOE OSTI2020

UQpy: A general purpose Python package and development environment for uncertainty quantification

In this paper, we present the UQpy software toolbox, an open-source Python package for general uncertainty quantification (UQ) in mathematical and physical systems. The software serves as both a user-ready toolbox that includes many of the latest methods for UQ in computational modeling and a convenient development environment for Python programmers advancing the field of UQ. The paper presents an introduction to the software's architecture and existing capabilities, divided in the code in a set of modules centered around different UQ tasks such as sampling methods, generation of random processes and random fields, probabilistic inverse modeling, reliability analysis, surrogate modeling, and active learning. The paper also highlights the importance of the RunModel module, which is used to drive simulations in the uncertainty analyses performed in UQpy. This module conveniently allows the user to define computational models directly in Python, or to run simulations from a third-party software in serial or in parallel. To illustrate the various capabilities, two examples are tracked throughout the paper and analyzed repeatedly for various UQ tasks. The first is a Python model solving a nonlinear structural dynamics problem, used to illustrate UQpy's capabilities in sampling and forward propagation of high dimensional random vectors (stochastic processes), and probabilistic inference. The second model is a third-party Abaqus finite element model solving the thermomechanical response of a beam structure. This example is used to illustrate UQpy's capabilities in variance reduction sampling techniques, reliability analysis, surrogate modeling and active learning techniques.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1972

Simulation of random envelope processes.

Efficient and practical methods of simulating stationary and nonstationary random envelope processes are presented. The stationary envelope processes are simulated by using the fast Fourier transform while the nonstationary envelope processes are simulated as the square root of the sum of a series of cosine functions and a series of sine functions with random phase angles. Typical applications of the envelope simulation are the simulations of peaks and troughs which play an important role in the analyses of the first excursion probability, fatigue and crack propagation. In particular, applications to the crack propagation under random loadings are demonstrated in detail.

Yang, J.-N.↗
NASA NTRS1989

On the relationship between matched filter theory as applied to gust loads and phased design loads analysis

A theoretical basis and example calculations are given that demonstrate the relationship between the Matched Filter Theory approach to the calculation of time-correlated gust loads and Phased Design Load Analysis in common use in the aerospace industry. The relationship depends upon the duality between Matched Filter Theory and Random Process Theory and upon the fact that Random Process Theory is used in Phased Design Loads Analysis in determining an equiprobable loads design ellipse. Extensive background information describing the relevant points of Phased Design Loads Analysis, calculating time-correlated gust loads with Matched Filter Theory, and the duality between Matched Filter Theory and Random Process Theory is given. It is then shown that the time histories of two time-correlated gust load responses, determined using the Matched Filter Theory approach, can be plotted as parametric functions of time and that the resulting plot, when superposed upon the design ellipse corresponding to the two loads, is tangent to the ellipse. The question is raised of whether or not it is possible for a parametric load plot to extend outside the associated design ellipse. If it is possible, then the use of the equiprobable loads design ellipse will not be a conservative design practice in some circumstances.

Zeiler, Thomas A.↗
DOE OSTI2022

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Contact Processes with Random Recovery Rates and Edge Weights on Complete Graphs

In this paper we are concerned with the contact process with random recovery rates and edge weights on the complete graph with n vertices. We show that the model has a critical value which is inversely proportional to the product of the mean of the edge weight and the mean of the inverse of the recovery rate. In the subcritical case, the process dies out before an amount of time with order O(log n) with high probability as n→+∞. In the supercritical case, the process survives for an amount of time with order exp {O(n)} with high probability as n→+∞.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1972

On the mapping associated with the complex representation of functions and processes.

The mapping between function spaces that is implied by the representation of a real 'bandpass' function by a complex 'low-pass' function is explicitly accepted. The discussion is extended to the representation of stationary random processes where the mapping is between spaces of random processes. This approach clarifies the nature of the complex representation, especially in the case of random processes and, in addition, derives the properties of the complex representation.-

Harger, R. O.↗