Search NASA⌕ Search

SEARCH · Search NASA

Results for “PROBABILITY”

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

Incompatible Stochastic Processes and Complex Probabilities

The definition of conditional probabilities is based upon the existence of a joint probability. However, a reconstruction of the joint probability from given conditional probabilities imposes certain constraints upon the latter, so that if several conditional probabilities are chosen arbitrarily, the corresponding joint probability may not exist.

Probabilities Mathematics↗

Reduction of discretization error for ray tracing of MOC through a correction on collision probabilities

A new correction model for ray tracing of the method of characteristics is proposed in order to reduce discretization error. As the ray tracing parameters such as azimuthal angle division, polar angle division and ray separation are considered in this study. In the method of characteristics, region average scalar fluxes can be implicitly expressed by collision probabilities, although these collision probabilities are not directly treated in the ordinary calculation scheme. From this viewpoint, difference between a coarse ray tracing condition and a detailed one can be interpreted as the difference in the estimation of collision probabilities. In other words, the discretization error for ray tracing can be recognized as a consequence of inaccurate collision probabilities caused by coarse ray tracing. This discussion suggests that accurate region average scalar flux can be obtained through an appropriate correction on collision probabilities. In this paper, a correction model on collision probabilities is theoretically derived based on the neutron balance equation, and its validity is confirmed through typical single assembly calculations. The effectiveness of the present correction method is also discussed in this paper. It is confirmed that discretization error for ray tracing can be significantly reduced by the present correction method in a multi-assembly calculation, though the correction factor is estimated in single assembly geometry. (authors)

97 MATHEMATICS AND COMPUTING↗

Dynamical Simulation of Probabilities

It has been demonstrated that classical probabilities, and in particular, probabilistic Turing machine, can be simulated by combining chaos and non-Lipschitz dynamics, without utilization of any man-made devices(such as random number generators). Self-orgainizing properties of systems coupling simulated and calculated probabilities and their link to quantum computations are discussed. Special attention was focused upon coupled stochastic processes, defined in terms of conditional probabilities, for which joint probability does not exist. Simulations of quantum probabilities are also discussed.

number generators quantum probabilities↗

Outlier analyses of the Protein Data Bank archive using a probability-density-ranking approach

Outlier analyses are central to scientific data assessments. Conventional outlier identification methods do not work effectively for Protein Data Bank (PDB) data, which are characterized by heavy skewness and the presence of bounds and/or long tails. We have developed a data-driven nonparametric method to identify outliers in PDB data based on kernel probability density estimation. Unlike conventional outlier analyses based on location and scale, Probability Density Ranking can be used for robust assessments of distance from other observations. Analyzing PDB data from the vantage points of probability and frequency enables proper outlier identification, which is important for quality control during deposition-validation-biocuration of new three-dimensional structure data. Ranking of Probability Density also permits use of Most Probable Range as a robust measure of data dispersion that is more compact than Interquartile Range. The Probability-Density-Ranking approach can be employed to analyze outliers and data-spread on any large data set with continuous distribution.

59 BASIC BIOLOGICAL SCIENCES↗

Path integrals, complex probabilities and the discrete Weyl representation

Abstract A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex probabilities is motivated by a recent reinterpretation of the real-time path integral as the expectation value of a potential functional with respect to a complex probability distribution on cylinder sets of paths. The discrete formulation in this work is based on a discrete version of the Weyl algebra that can be applied to any observable with a finite number of outcomes. The origin of the complex probability in this work is the completeness relation. In the discrete formulation the complex probability exactly factors into products of conditional probabilities and exact unitarity is maintained at each level of approximation. The approximation of infinite dimensional quantum systems by discrete systems is discussed. The method is illustrated by applying it to scattering theory and quantum field theory. The implications of these applications for quantum computing is discussed.

Physics↗

Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification

Here, we analyze the convergence of probability density functions utilizing approximate models for both forward and inverse problems. We consider the standard forward uncertainty quantification problem where an assumed probability density on parameters is propagated through the approximate model to produce a probability density, often called a push-forward probability density, on a set of quantities of interest (QoI). The inverse problem considered in this paper seeks to update an initial probability density assumed on model input parameters such that the subsequent push-forward of this updated density through the parameter-to-QoI map matches a given probability density on the QoI. We prove that the densities obtained from solving the forward and inverse problems, using approximate models, converge to the true densities as the approximate models converge to the true models. Numerical results are presented to demonstrate convergence rates of densities for sparse grid approximations of parameter-to-QoI maps and standard spatial and temporal discretizations of PDEs and ODEs.

97 MATHEMATICS AND COMPUTING↗

Evaluating Space Object Conjunction Probabilities Using Characteristic Function Inversion

This report discusses an approach to computing the probability of a conjunction between two space objects in the short-term encounter scenario. A conjunction is defined here as an event where the miss distance between the objects is less than some specified value. The scenario assumptions are that the motion of the objects is linear, their positions are Gaussian distributed, and their velocities are known and constant. Under these assumptions, the squared-miss distance is shown to have the generalized chi-square distribution. An established statistical technique called characteristic function inversion is employed to evaluate the distribution and obtain conjunction probabilities. The method is closely related to a recent approach based on moment generating function inversion, and a qualitative comparison of the approaches is provided. Last, the method is tested on several benchmark test cases where it agrees with numerical integration on the cases with conjunction probabilities above 10 –12 . However, the exact probability in these cases is usually not needed and this probability can be bounded above using an independent Gaussian approximation. Overall, the report shows how to compute conjunction probabilities using a standard statistical method, though numerical integration seems to perform equally well.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Error probability performance of unbalanced QPSK receivers

A simple technique for calculating the error probability performance and associated noisy reference loss of practical unbalanced QPSK receivers is presented. The approach is based on expanding the error probability conditioned on the loop phase error in a power series in the loop phase error and then, keeping only the first few terms of this series, averaging this conditional error probability over the probability density function of the loop phase error. Doing so results in an expression for the average error probability which is in the form of a leading term representing the ideal (perfect synchronization references) performance plus a term proportional to the mean-squared crosstalk. Thus, the additional error probability due to noisy synchronization references occurs as an additive term proportional to the mean-squared phase jitter directly associated with the receiver's tracking loop. Similar arguments are advanced to give closed-form results for the noisy reference loss itself.

Simon, M. K.↗

Launch Collision Probability

This report analyzes the probability of a launch vehicle colliding with one of the nearly 10,000 tracked objects orbiting the Earth, given that an object on a near-collision course with the launch vehicle has been identified. Knowledge of the probability of collision throughout the launch window can be used to avoid launching at times when the probability of collision is unacceptably high. The analysis in this report assumes that the positions of the orbiting objects and the launch vehicle can be predicted as a function of time and therefore that any tracked object which comes close to the launch vehicle can be identified. The analysis further assumes that the position uncertainty of the launch vehicle and the approaching space object can be described with position covariance matrices. With these and some additional simplifying assumptions, a closed-form solution is developed using two approaches. The solution shows that the probability of collision is a function of position uncertainties, the size of the two potentially colliding objects, and the nominal separation distance at the point of closest approach. ne impact of the simplifying assumptions on the accuracy of the final result is assessed and the application of the results to the Cassini mission, launched in October 1997, is described. Other factors that affect the probability of collision are also discussed. Finally, the report offers alternative approaches that can be used to evaluate the probability of collision.

Bollenbacher, Gary↗

Using Correlation to Compute Better Probability Estimates in Plan Graphs

Plan graphs are commonly used in planning to help compute heuristic "distance" estimates between states and goals. A few authors have also attempted to use plan graphs in probabilistic planning to compute estimates of the probability that propositions can be achieved and actions can be performed. This is done by propagating probability information forward through the plan graph from the initial conditions through each possible action to the action effects, and hence to the propositions at the next layer of the plan graph. The problem with these calculations is that they make very strong independence assumptions - in particular, they usually assume that the preconditions for each action are independent of each other. This can lead to gross overestimates in probability when the plans for those preconditions interfere with each other. It can also lead to gross underestimates of probability when there is synergy between the plans for two or more preconditions. In this paper we introduce a notion of the binary correlation between two propositions and actions within a plan graph, show how to propagate this information within a plan graph, and show how this improves probability estimates for planning. This notion of correlation can be thought of as a continuous generalization of the notion of mutual exclusion (mutex) often used in plan graphs. At one extreme (correlation=0) two propositions or actions are completely mutex. With correlation = 1, two propositions or actions are independent, and with correlation > 1, two propositions or actions are synergistic. Intermediate values can and do occur indicating different degrees to which propositions and action interfere or are synergistic. We compare this approach with another recent approach by Bryce that computes probability estimates using Monte Carlo simulation of possible worlds in plan graphs.

Bryce, Daniel↗

Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa.

Mengshoel, Ole J.↗

Estimated Probability of a Cervical Spine Injury During an ISS Mission

Introduction: The Integrated Medical Model (IMM) utilizes historical data, cohort data, and external simulations as input factors to provide estimates of crew health, resource utilization and mission outcomes. The Cervical Spine Injury Module (CSIM) is an external simulation designed to provide the IMM with parameter estimates for 1) a probability distribution function (PDF) of the incidence rate, 2) the mean incidence rate, and 3) the standard deviation associated with the mean resulting from injury/trauma of the neck. Methods: An injury mechanism based on an idealized low-velocity blunt impact to the superior posterior thorax of an ISS crewmember was used as the simulated mission environment. As a result of this impact, the cervical spine is inertially loaded from the mass of the head producing an extension-flexion motion deforming the soft tissues of the neck. A multibody biomechanical model was developed to estimate the kinematic and dynamic response of the head-neck system from a prescribed acceleration profile. Logistic regression was performed on a dataset containing AIS1 soft tissue neck injuries from rear-end automobile collisions with published Neck Injury Criterion values producing an injury transfer function (ITF). An injury event scenario (IES) was constructed such that crew 1 is moving through a primary or standard translation path transferring large volume equipment impacting stationary crew 2. The incidence rate for this IES was estimated from in-flight data and used to calculate the probability of occurrence. The uncertainty in the model input factors were estimated from representative datasets and expressed in terms of probability distributions. A Monte Carlo Method utilizing simple random sampling was employed to propagate both aleatory and epistemic uncertain factors. Scatterplots and partial correlation coefficients (PCC) were generated to determine input factor sensitivity. CSIM was developed in the SimMechanics/Simulink environment with a Monte Carlo wrapper (MATLAB) used to integrate the components of the module. Results: The probability of generating an AIS1 soft tissue neck injury from the extension/flexion motion induced by a low-velocity blunt impact to the superior posterior thorax was fitted with a lognormal PDF with mean 0.26409, standard deviation 0.11353, standard error of mean 0.00114, and 95% confidence interval [0.26186, 0.26631]. Combining the probability of an AIS1 injury with the probability of IES occurrence was fitted with a Johnson SI PDF with mean 0.02772, standard deviation 0.02012, standard error of mean 0.00020, and 95% confidence interval [0.02733, 0.02812]. The input factor sensitivity analysis in descending order was IES incidence rate, ITF regression coefficient 1, impactor initial velocity, ITF regression coefficient 2, and all others (equipment mass, crew 1 body mass, crew 2 body mass) insignificant. Verification and Validation (V&V): The IMM V&V, based upon NASA STD 7009, was implemented which included an assessment of the data sets used to build CSIM. The documentation maintained includes source code comments and a technical report. The software code and documentation is under Subversion configuration management. Kinematic validation was performed by comparing the biomechanical model output to established corridors.

Brooker, John E.↗

Time Dependence of Collision Probabilities During Satellite Conjunctions

The NASA Conjunction Assessment Risk Analysis (CARA) team has recently implemented updated software to calculate the probability of collision (P (sub c)) for Earth-orbiting satellites. The algorithm can employ complex dynamical models for orbital motion, and account for the effects of non-linear trajectories as well as both position and velocity uncertainties. This “3D P (sub c)” method entails computing a 3-dimensional numerical integral for each estimated probability. Our analysis indicates that the 3D method provides several new insights over the traditional “2D P (sub c)” method, even when approximating the orbital motion using the relatively simple Keplerian two-body dynamical model. First, the formulation provides the means to estimate variations in the time derivative of the collision probability, or the probability rate, R (sub c). For close-proximity satellites, such as those orbiting in formations or clusters, R (sub c) variations can show multiple peaks that repeat or blend with one another, providing insight into the ongoing temporal distribution of risk. For single, isolated conjunctions, R (sub c) analysis provides the means to identify and bound the times of peak collision risk. Additionally, analysis of multiple actual archived conjunctions demonstrates that the commonly used “2D P (sub c)” approximation can occasionally provide inaccurate estimates. These include cases in which the 2D method yields negligibly small probabilities (e.g., P (sub c)) is greater than 10 (sup -10)), but the 3D estimates are sufficiently large to prompt increased monitoring or collision mitigation (e.g., P (sub c) is greater than or equal to 10 (sup -5)). Finally, the archive analysis indicates that a relatively efficient calculation can be used to identify which conjunctions will have negligibly small probabilities. This small-P (sub c) screening test can significantly speed the overall risk analysis computation for large numbers of conjunctions.

Hall, Doyle T.↗

Study on the assessment method of human error probabilities in the digitalized main control room - 170

Recently, nuclear power plants (NPPs) in Republic of Korea have been constructed with the new type of main control room (MCR) which is called as digitalized MCR. In digitalized MCR, as digital technologies are being adopted, the environment of MCR has been considerably changed. The operators may obtain the plant data via digitalized human system interfaces (HSIs), large display panel (LDP), computerized procedure system (CPS), soft controls and other system features. Accordingly, the necessity to consider the new environment of MCR has been raised when performing human reliability analysis (HRA) methods. However, none of HRA methods consider the newly installed MCRs. The goal of this paper is to propose new frameworks to assess the human error probabilities (HEPs) in digitalized MCR. Generally, the HEPs are obtained by summing the probabilities of diagnosis errors and the probabilities of execution errors and those probabilities are modified by performance shaping factors (PSFs). In this paper, two parts are included; (1) Assessing the probabilities of diagnosis errors, and (2) Assessing the probabilities of execution errors. In this paper, the process to develop the frameworks are introduced and we expect that the HEPs affecting the features of digitalized MCR can be calculated by using the proposed frameworks. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

On-the-fly Doppler Broadening with Probability Table Interpolation for Unresolved Resonance Region in RMC

With the rapid development of computational power and parallel algorithms, Monte Carlo method has been widely investigated and used in neutron transport simulations due to its advantages in geometry modelling and usage of continuous energy point-wise cross sections. Nowadays the road has been paved to couple Monte Carlo codes with thermal-hydraulics codes to make multi-physics calculations. One of the most important aspects of thermal-hydraulics feedback is the detailed temperature distribution, which demands temperature dependent cross sections in neutron transport simulations. The conventional pre-generated cross section libraries at each temperature point are no longer feasible for detailed temperature distributions because of tremendous memory footprint. Hence, different on-the-fly Doppler broadening methods have been proposed for resolved resonance energy region and thermal energy region, such as the interpolation, regress model fitting, multipole representation (MPR), target motion sampling (TMS) and different integration algorithms based on Doppler broadening equation. Compared to resolved resonance energy region and thermal energy region, the representation of cross sections in unresolved resonance region is slightly different. As a result of the limitation of experiment measurements, the overlapped resonances cannot be distinguished from each other and the statistic average resonance parameters are given in the evaluated nuclear data file. In early applications, infinite-dilute pointwise cross sections were obtained from average parameters and were directly used in neutron simulations. However, it was proven that these infinite-dilute pointwise cross sections cannot capture the energy self-shielding effect, thus leading to an overestimate of reaction rates and usually an underestimate of k{sub eff} owing to the increased absorption rates and increased scattering probability to energy below unresolved resonance region where the capture-to-fission ratio is typically higher. This phenomenon is of great importance especially for problems where there is a considerable flux in unresolved resonance region. Then the probability table method was put forward by Levitt to take energy self-shielding effect into account, which provides probability distribution function of cross sections in unresolved resonance region instead of specific cross section values. The probability distribution function is presented in the form of tables and the mean values are equal to the infinite dilution cross sections. To obtain the temperature dependent cross sections in unresolved energy region, there are two different methods. One is to calculate cross sections directly from average resonance parameters and their statistical distributions , which is effective and precise but time-consuming. The other is to interpolate between pre-generated probability table files, which is much more efficient. In this paper, on-the-fly Doppler broadening of cross sections in unresolved resonance regions based on probability tables interpolation was implemented in RMC codes as a supplement to on-the-fly Doppler broadening for resolved resonance energy region and thermal region, which is based on the integration of Doppler broadening equation. The results of criticality calculation and depletion calculation show that on-the-fly Doppler broadening for the whole energy region is accurate and efficient. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Statistic inversion of multi-zone transition probability models for aquifer characterization in alluvial fans

Understanding the heterogeneity arising from the complex architecture of sedimentary sequences in alluvial fans is challenging. This study develops a statistical inverse framework in a multi-zone transition probability approach for characterizing the heterogeneity in alluvial fans. An analytical solution of the transition probability matrix is used to define the statistical relationships among different hydrofacies and their mean lengths, integral scales, and volumetric proportions. A statistical inversion is conducted to identify the multi-zone transition probability models and estimate the optimal statistical parameters using the modified Gauss–Newton–Levenberg–Marquardt method. The Jacobian matrix is computed by the sensitivity equation method, which results in an accurate inverse solution with quantification of parameter uncertainty. We use the Chaobai River alluvial fan in the Beijing Plain, China, as an example for elucidating the methodology of alluvial fan characterization. The alluvial fan is divided into three sediment zones. In each zone, the explicit mathematical formulations of the transition probability models are constructed with optimized different integral scales and volumetric proportions. The hydrofacies distributions in the three zones are simulated sequentially by the multi-zone transition probability-based indicator simulations. Finally, the result of this study provides the heterogeneous structure of the alluvial fan for further study of flow and transport simulations.

54 ENVIRONMENTAL SCIENCES↗

Quantum temporal probabilities in tunneling systems

We study the temporal aspects of quantum tunneling as manifested in time-of-arrival experiments in which the detected particle tunnels through a potential barrier. In particular, we present a general method for constructing temporal probabilities in tunneling systems that (i) defines ‘classical’ time observables for quantum systems and (ii) applies to relativistic particles interacting through quantum fields. We show that the relevant probabilities are defined in terms of specific correlation functions of the quantum field associated with tunneling particles. We construct a probability distribution with respect to the time of particle detection that contains all information about the temporal aspects of the tunneling process. In specific cases, this probability distribution leads to the definition of a delay time that, for parity-symmetric potentials, reduces to the phase time of Bohm and Wigner. We apply our results to piecewise constant potentials, by deriving the appropriate junction conditions on the points of discontinuity. For the double square potential, in particular, we demonstrate the existence of (at least) two physically relevant time parameters, the delay time and a decay rate that describes the escape of particles trapped in the inter-barrier region. Finally, we propose a resolution to the paradox of apparent superluminal velocities for tunneling particles. We demonstrate that the idea of faster-than-light speeds in tunneling follows from an inadmissible use of classical reasoning in the description of quantum systems. -- Highlights: •Present a general methodology for deriving temporal probabilities in tunneling systems. •Treatment applies to relativistic particles interacting through quantum fields. •Derive a new expression for tunneling time. •Identify new time parameters relevant to tunneling. •Propose a resolution of the superluminality paradox in tunneling.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A discussion on the origin of quantum probabilities

We study the origin of quantum probabilities as arising from non-Boolean propositional-operational structures. We apply the method developed by Cox to non distributive lattices and develop an alternative formulation of non-Kolmogorovian probability measures for quantum mechanics. By generalizing the method presented in previous works, we outline a general framework for the deduction of probabilities in general propositional structures represented by lattices (including the non-distributive case). -- Highlights: •Several recent works use a derivation similar to that of R.T. Cox to obtain quantum probabilities. •We apply Cox’s method to the lattice of subspaces of the Hilbert space. •We obtain a derivation of quantum probabilities which includes mixed states. •The method presented in this work is susceptible to generalization. •It includes quantum mechanics and classical mechanics as particular cases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗