Search NASA⌕ Search

SEARCH · Search NASA

Results for “(nonlinear) stochastic dynamical systems”

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.

At least 91 records · Page 5

Complexity of life via collective mind

e mind is introduced as a set of simple intelligent units (say, neurons, or interacting agents), which can communicate by exchange of information without explicit global control. Incomplete information is compensated by a sequence of random guesses symmetrically distributed around expectations with prescribed variances. Both the expectations and variances are the invariants characterizing the whole class of agents. These invariants are stored as parameters of the collective mind, while they contribute into dynamical formalism of the agents' evolution, and in particular, into the reflective chains of their nested abstract images of the selves and non-selves. The proposed model consists of the system of stochastic differential equations in the Langevin form representing the motor dynamics, and the corresponding Fokker-Planck equation representing the mental dynamics (Motor dynamics describes the motion in physical space, while mental dynamics simulates the evolution of initial errors in terms of the probability density). The main departure of this model from Newtonian and statistical physics is due to a feedback from the mental to the motor dynamics which makes the Fokker-Planck equation nonlinear. Interpretation of this model from mathematical and physical viewpoints, as well as possible interpretation from biological, psychological, and social viewpoints are discussed. The model is illustrated by the dynamics of a dialog.

collective intelligence↗

Developing an Accurate CFD Based Gust Model for the Truss Braced Wing Aircraft

The increased flexibility of long endurance aircraft having high aspect ratio wings necessitates attention to gust response and perhaps the incorporation of gust load alleviation. The design of civil transport aircraft with a strut or truss-braced high aspect ratio wing furthermore requires gust response analysis in the transonic cruise range. This requirement motivates the use of high fidelity nonlinear computational fluid dynamics (CFD) for gust response analysis. This paper presents the development of a CFD based gust model for the truss braced wing aircraft. A sharp-edged gust provides the gust system identification. The result of the system identification is several thousand time steps of instantaneous pressure coefficients over the entire vehicle. This data is filtered and downsampled to provide the snapshot data set from which a reduced order model is developed. A stochastic singular value decomposition algorithm is used to obtain a proper orthogonal decomposition (POD). The POD model is combined with a convolution integral to predict the time varying pressure coefficient distribution due to a novel gust profile. Finally the unsteady surface pressure response of the truss braced wing vehicle to a one-minus-cosine gust, simulated using the reduced order model, is compared with the full CFD.

Bartels, Robert E.↗

Pulsed acceleration in solar flares

We study the nonlinear dynamics of particle acceleration in solar flares by analyzing the time series of various quasi-periodic radio signatures during flares. In particular we present the radio and hard X-ray data of three flares which suppport the following tentative conclusions: (1) Particle acceleration and injection into magnetic structures occurs intrinsically in a pulsed mode (with a typical period of 1-2 s), produced by a single, spatially coherent, nonlinear system, rather than by a stochastic system with many spatially independent components ('statistical flare' produced by a fragmented primary energy release). (2) The nonlinear (quasi-periodic) mode of pulsed particle acceleration and injection into a coronal loop can be stabilized by phase locking with an MHD wave (oscillation) mode, if both periods are close to each other. (3) Pulsed injection of electron beams into a coronal loop may trigger nonlinear relaxational oscillations of wave-particle interactions. This is particularly likely when the limit cycles of both systems are similar.

Aschwanden, Markus J.↗

Energetic Consistency and Coupling of the Mean and Covariance Dynamics

The dynamical state of the ocean and atmosphere is taken to be a large dimensional random vector in a range of large-scale computational applications, including data assimilation, ensemble prediction, sensitivity analysis, and predictability studies. In each of these applications, numerical evolution of the covariance matrix of the random state plays a central role, because this matrix is used to quantify uncertainty in the state of the dynamical system. Since atmospheric and ocean dynamics are nonlinear, there is no closed evolution equation for the covariance matrix, nor for the mean state. Therefore approximate evolution equations must be used. This article studies theoretical properties of the evolution equations for the mean state and covariance matrix that arise in the second-moment closure approximation (third- and higher-order moment discard). This approximation was introduced by EPSTEIN [1969] in an early effort to introduce a stochastic element into deterministic weather forecasting, and was studied further by FLEMING [1971a,b], EPSTEIN and PITCHER [1972], and PITCHER [1977], also in the context of atmospheric predictability. It has since fallen into disuse, with a simpler one being used in current large-scale applications. The theoretical results of this article make a case that this approximation should be reconsidered for use in large-scale applications, however, because the second moment closure equations possess a property of energetic consistency that the approximate equations now in common use do not possess. A number of properties of solutions of the second-moment closure equations that result from this energetic consistency will be established.

Cohn, Stephen E.↗

Design Of Combined Stochastic Feedforward/Feedback Control

Methodology accommodates variety of control structures and design techniques. In methodology for combined stochastic feedforward/feedback control, main objectives of feedforward and feedback control laws seen clearly. Inclusion of error-integral feedback, dynamic compensation, rate-command control structure, and like integral element of methodology. Another advantage of methodology flexibility to develop variety of techniques for design of feedback control with arbitrary structures to obtain feedback controller: includes stochastic output feedback, multiconfiguration control, decentralized control, or frequency and classical control methods. Control modes of system include capture and tracking of localizer and glideslope, crab, decrab, and flare. By use of recommended incremental implementation, control laws simulated on digital computer and connected with nonlinear digital simulation of aircraft and its systems.

Halyo, Nesim↗

Frequency Support From Electric Vehicles for Advancing Renewable Energy Integration

The integration of renewable energy resources (RERs) in the modern power grid is increasing rapidly because of aggressive decarbonization goals, lower costs, and increased government investment. However, higher penetrations of inverter-based generation can lead to frequency stability issues because of reduced system inertia. This paper develops a framework for quantifying the contribution of electric vehicles (EVs) toward providing frequency support to the grid and thus increasing the penetration limit of renewable energy resources (RERs). EVs are considered to provide both inertial response and primary frequency response support to the grid. A stochastic approach incorporating the uncertainties associated with the behavior of EVs is developed to derive the discharge limit of EV aggregators. A multi-machine system frequency response (MM-SFR) model is developed, which incorporates the dynamic virtual inertia and droop coefficients of EV aggregators derived from the EV control modules. Frequency security constraints are developed from this MM-SFR model, which, along with the converter voltage security and low voltage ride-through constraints, are integrated within a nonlinear optimization framework to determine the RER integration limit. Here, the efficacy of the proposed approach is validated using the RTS-GMLC test system.

25 ENERGY STORAGE↗

Solar flux forecasting using mutual information with an optimal delay

Solar flux F(sub 10.7) directly affects the atmospheric density, thereby changing the lifetime and prediction of satellite orbits. For this reason, accurate forecasting of F(sub 10.7) is crucial for orbit determination of spacecraft. Our attempts to model and forecast F(sub 10.7) uncovered highly entangled dynamics. We concluded that the general lack of predictability in solar activity arises from its nonlinear nature. Nonlinear dynamics allow us to predict F(sub 10.7) more accurately than is possible using stochastic methods for time scales shorter than a characteristic horizon, and with about the same accuracy as using stochastic techniques when the forecasted data exceed this horizon. The forecast horizon is a function of two dynamical invariants: the attractor dimension and the Lyapunov exponent. In recent years, estimation of the attractor dimension reconstructed from a time series has become an important tool in data analysis. In calculating the invariants of the system, the first necessary step is the reconstruction of the attractor for the system from the time-delayed values of the time series. The choice of the time delay is critical for this reconstruction. For an infinite amount of noise-free data, the time delay can, in principle, be chosen almost arbitrarily. However, the quality of the phase portraits produced using the time-delay technique is determined by the value chosen for the delay time. Fraser and Swinney have shown that a good choice for this time delay is the one suggested by Shaw, which uses the first local minimum of the mutual information rather than the autocorrelation function to determine the time delay. This paper presents a refinement of this criterion and applies the refined technique to solar flux data to produce a forecast of the solar activity.

Ashrafi, S.↗

Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations

We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.

Applied Dynamical Systems↗

A new effective theory for stochastic relativistic hydrodynamics

Thermal fluctuations are a fundamental feature of dissipative systems that are essential for understanding physics near the expected critical point of QCD and in small systems. When such fluctuations are modeled naively in relativistic systems, strange features can appear such as negative self-correlation functions. We construct an effective theory for nonlinear stochastic relativistic hydrodynamics that ensure a well-posed mathematical formulation. Using Crooks fluctuation theorem, we derive a symmetry of the effective action that incorporates fluctuations through a suitable free energy functional. For divergence type theories, the action can then be fully specified using a single vector generating current. The equations of motion obtained using this procedure are guaranteed to be flux conservative and symmetric hyperbolic when the dynamics is causal. This ensures that these equations are well-posed (for suitable initial data) and are in a form that can easily be simulated, including with Metropolis techniques.

Mullins, Nicki [University of Illinois at Urbana-C↗

Quenching through the QCD chiral phase transition

We present a detailed numerical and analytical study of the out-of-equilibrium dynamics of Model G, the dynamical universality class relevant to the chiral phase transition. We perform numerical 3D stochastic (Langevin) simulations of the 𝑂⁡(4) critical point for large lattices in the chiral limit. We quench the system from the high-temperature unbroken phase to the broken phase and study the nonequilibrium dynamics of pion fields. Strikingly, the nonequilibrium evolution of the two-point functions exhibits a regime of growth, a parametrically large enhancement, and a subsequent slow relaxation to equilibrium. We analyze our numerical results using dynamic critical scaling and mean-field theory. The growth of the two-point functions is determined by the nonlinear dynamics of an ideal non-Abelian superfluid, which is a limit of Model G that reflects the broken chiral symmetry. We also relate the nonequilibrium two-point functions to a long-lived parametric enhancement of soft pion yields relative to thermal equilibrium following a quench.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Heat current fluctuations and anomalous transport in low-dimensional carbon lattices

Molecular dynamics simulations and methods of importance sampling are used to study the heat transport of low-dimensional carbon lattices. For both carbon nanotubes and graphene sheets, heat transport is found to be anomalous, violating Fourier’s law of conduction with a system size dependent thermal conductivity and concomitant nonlinear temperature profiles. For carbon nanotubes, the thermal conductivity is found to increase as the square root of the length of the nanotube, while for graphene sheets the thermal conductivity is found to increase as the logarithm of the length of the sheet over the system sizes considered. Furthermore, the particular length dependence and nonlinear temperature profiles place carbon lattices into a universality class with nonlinear lattice models, and suggest that heat transport through carbon nanostructures is better described by a Levy walk rather than simple diffusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Decomposing causality into its synergistic, unique, and redundant components

Causality lies at the heart of scientific inquiry, serving as the fundamental basis for understanding interactions among variables in physical systems. Despite its central role, current methods for causal inference face significant challenges due to nonlinear dependencies, stochastic interactions, self-causation, collider effects, and influences from exogenous factors, among others. While existing methods can effectively address some of these challenges, no single approach has successfully integrated all these aspects. Here, we address these challenges with SURD: Synergistic-Unique-Redundant Decomposition of causality. SURD quantifies causality as the increments of redundant, unique, and synergistic information gained about future events from past observations. The formulation is non-intrusive and applicable to both computational and experimental investigations, even when samples are scarce. We benchmark SURD in scenarios that pose significant challenges for causal inference and demonstrate that it offers a more reliable quantification of causality compared to previous methods.

applied mathematics↗

A new adaptive control approach for aerospace vehicles with parameter uncertainties

A new stochastic adaptive control structure is developed for the problem of combined parameter estimation and control of aerospace vehicles with changing parameters. Parameter uncertainties are modeled as first-order Gauss-Markov processes, and are introduced to the system dynamics through a small parameter. It is assumed that an accurate inertial measurement unit gives perfect measurements of the state variables. Since the stochastic system is assumed to be Gauss-Markov, the density function of the parameters given these measurements is conditionally Gaussian. Based on this conditionally Gaussian density, the problem of minimizing a quadratic cost over an infinite time horizon can be set up within the framework of stochastic optimal control theory. The optimal feedback control law is derived from a straightforward expansion of the Hamilton-Jacobi-Bellman equation, based on the LQG solution. The resulting nonlinear controller is applied to the pitch axis control of a space platform with uncertain moments of inertia and is shown to produce marked improvement over a fixed controller.

Hahn, Yungsun↗

Stochastic Optimal Control via Bellman's Principle

This paper presents a method for finding optimal controls of nonlinear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on Bellman's Principle of optimality, the Gaussian closure and the Short-time Gaussian approximation. Examples include a system with a state-dependent diffusion term, a system in which the infinite hierarchy of moment equations cannot be analytically closed, and an impact system with a elastic boundary. The uncontrolled and controlled dynamics are studied by creating a Markov chain with a control dependent transition probability matrix via the Generalized Cell Mapping method. In this fashion, both the transient and stationary controlled responses are evaluated. The results show excellent control performances.

Crespo, Luis G.↗

Integration of Online Parameter Identification and Neural Network for In-Flight Adaptive Control

An indirect adaptive system has been constructed for robust control of an aircraft with uncertain aerodynamic characteristics. This system consists of a multilayer perceptron pre-trained neural network, online stability and control derivative identification, a dynamic cell structure online learning neural network, and a model following control system based on the stochastic optimal feedforward and feedback technique. The pre-trained neural network and model following control system have been flight-tested, but the online parameter identification and online learning neural network are new additions used for in-flight adaptation of the control system model. A description of the modification and integration of these two stand-alone software packages into the complete system in preparation for initial flight tests is presented. Open-loop results using both simulation and flight data, as well as closed-loop performance of the complete system in a nonlinear, six-degree-of-freedom, flight validated simulation, are analyzed. Results show that this online learning system, in contrast to the nonlearning system, has the ability to adapt to changes in aerodynamic characteristics in a real-time, closed-loop, piloted simulation, resulting in improved flying qualities.

Hageman, Jacob↗

Integration of Online Parameter Identification and Neural Network for In-Flight Adaptive Control

An indirect adaptive system has been constructed for robust control of an aircraft with uncertain aerodynamic characteristics. This system consists of a multilayer perceptron pre-trained neural network, online stability and control derivative identification, a dynamic cell structure online learning neural network, and a model following control system based on the stochastic optimal feedforward and feedback technique. The pre-trained neural network and model following control system have been flight-tested, but the online parameter identification and online learning neural network are new additions used for in-flight adaptation of the control system model. A description of the modification and integration of these two stand-alone software packages into the complete system in preparation for initial flight tests is presented. Open-loop results using both simulation and flight data, as well as closed-loop performance of the complete system in a nonlinear, six-degree-of-freedom, flight validated simulation, are analyzed. Results show that this online learning system, in contrast to the nonlearning system, has the ability to adapt to changes in aerodynamic characteristics in a real-time, closed-loop, piloted simulation, resulting in improved flying qualities.

Hageman, Jacob J.↗

State-space self-tuner for on-line adaptive control

Dynamic systems, such as flight vehicles, satellites and space stations, operating in real environments, constantly face parameter and/or structural variations owing to nonlinear behavior of actuators, failure of sensors, changes in operating conditions, disturbances acting on the system, etc. In the past three decades, adaptive control has been shown to be effective in dealing with dynamic systems in the presence of parameter uncertainties, structural perturbations, random disturbances and environmental variations. Among the existing adaptive control methodologies, the state-space self-tuning control methods, initially proposed by us, are shown to be effective in designing advanced adaptive controllers for multivariable systems. In our approaches, we have embedded the standard Kalman state-estimation algorithm into an online parameter estimation algorithm. Thus, the advanced state-feedback controllers can be easily established for digital adaptive control of continuous-time stochastic multivariable systems. A state-space self-tuner for a general multivariable stochastic system has been developed and successfully applied to the space station for on-line adaptive control. Also, a technique for multistage design of an optimal momentum management controller for the space station has been developed and reported in. Moreover, we have successfully developed various digital redesign techniques which can convert a continuous-time controller to an equivalent digital controller. As a result, the expensive and unreliable continuous-time controller can be implemented using low-cost and high performance microprocessors. Recently, we have developed a new hybrid state-space self tuner using a new dual-rate sampling scheme for on-line adaptive control of continuous-time uncertain systems.

Shieh, L. S.↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗