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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 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
NASA NTRS2018

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗
NASA NTRS2019

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗
NASA NTRS1977

Characterization of nonGaussian atmospheric turbulence for prediction of aircraft response statistics

Mathematical expressions were derived for the exceedance rates and probability density functions of aircraft response variables using a turbulence model that consists of a low frequency component plus a variance modulated Gaussian turbulence component. The functional form of experimentally observed concave exceedance curves was predicted theoretically, the strength of the concave contribution being governed by the coefficient of variation of the time fluctuating variance of the turbulence. Differences in the functional forms of response exceedance curves and probability densities also were shown to depend primarily on this same coefficient of variation. Criteria were established for the validity of the local stationary assumption that is required in the derivations of the exceedance curves and probability density functions. These criteria are shown to depend on the relative time scale of the fluctuations in the variance, the fluctuations in the turbulence itself, and on the nominal duration of the relevant aircraft impulse response function. Metrics that can be generated from turbulence recordings for testing the validity of the local stationary assumption were developed.

Mark, W. D.↗
NASA NTRS1983

A non-Gaussian statistical model for surface elevation of nonlinear random wave fields

Probability density function of the surface elevation of a nonlinear random wave field is obtained. The wave model is based on the Stokes expansion carried to the third order for both deep water waves and waves in finite depth. The amplitude and phase of the first-order component of the Stokes wave are assumed to be Rayleigh and uniformly distributed and slowly varying, respectively. The probability density function for the deep water case was found to depend on two parameters: the root-mean-square surface elevation and the significant slope. For water of finite depth, an additional parameter, the nondimensional depth, is also required. An important difference between the present result and the Gram-Charlier representation is that the present probability density functions are always nonnegative. It is also found that the 'constant' term in the Stokes expansion, usually neglected in deterministic studies, plays an important role in determining the details of the density function. The results compare well with laboratory and field experiment data.

Huang, N. E.↗
NASA NTRS2013

Galactic Cosmic Ray Event-Based Risk Model (GERM) Code

This software describes the transport and energy deposition of the passage of galactic cosmic rays in astronaut tissues during space travel, or heavy ion beams in patients in cancer therapy. Space radiation risk is a probability distribution, and time-dependent biological events must be accounted for physical description of space radiation transport in tissues and cells. A stochastic model can calculate the probability density directly without unverified assumptions about shape of probability density function. The prior art of transport codes calculates the average flux and dose of particles behind spacecraft and tissue shielding. Because of the signaling times for activation and relaxation in the cell and tissue, transport code must describe temporal and microspatial density of functions to correlate DNA and oxidative damage with non-targeted effects of signals, bystander, etc. These are absolutely ignored or impossible in the prior art. The GERM code provides scientists data interpretation of experiments; modeling of beam line, shielding of target samples, and sample holders; and estimation of basic physical and biological outputs of their experiments. For mono-energetic ion beams, basic physical and biological properties are calculated for a selected ion type, such as kinetic energy, mass, charge number, absorbed dose, or fluence. Evaluated quantities are linear energy transfer (LET), range (R), absorption and fragmentation cross-sections, and the probability of nuclear interactions after 1 or 5 cm of water equivalent material. In addition, a set of biophysical properties is evaluated, such as the Poisson distribution for a specified cellular area, cell survival curves, and DNA damage yields per cell. Also, the GERM code calculates the radiation transport of the beam line for either a fixed number of user-specified depths or at multiple positions along the Bragg curve of the particle in a selected material. The GERM code makes the numerical estimates of basic physical and biophysical quantities of high-energy protons and heavy ions that have been studied at the NASA Space Radiation Laboratory (NSRL) for the purpose of simulating space radiation biological effects. In the first option, properties of monoenergetic beams are treated. In the second option, the transport of beams in different materials is treated. Similar biophysical properties as in the first option are evaluated for the primary ion and its secondary particles. Additional properties related to the nuclear fragmentation of the beam are evaluated. The GERM code is a computationally efficient Monte-Carlo heavy-ion-beam model. It includes accurate models of LET, range, residual energy, and straggling, and the quantum multiple scattering fragmentation (QMSGRG) nuclear database.

Cucinotta, Francis A.↗
NASA NTRS1987

Bragg-cell receiver study

Bragg-cell receivers are employed in specialized Electronic Warfare (EW) applications for the measurement of frequency. Bragg-cell receiver characteristics are fully characterized for simple RF emitter signals. This receiver is early in its development cycle when compared to the IFM receiver. Functional mathematical models are derived and presented in this report for the Bragg-cell receiver. Theoretical analysis is presented and digital computer signal processing results are presented for the Bragg-cell receiver. Probability density function analysis are performed for output frequency. Probability density function distributions are observed to depart from assumed distributions for wideband and complex RF signals. This analysis is significant for high resolution and fine grain EW Bragg-cell receiver systems.

Wilson, Lonnie A.↗
NASA NTRS2012

A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

Celaya, Jose R.↗
NASA NTRS1994

An evaluation with the Fourier Amplitude Sensitivity Test (FAST) of which land-surface parameters are of greatest importance in atmospheric modeling

Land-surface parameterizations based on a statistical-dynamical have been suggested recently to improve the representation of the surface forcing from heterogeneous land in atmospheric models. With this approach, land-surface characteristics are prescribed by probability density functions (PDFs) rather than single 'representative' values as in 'big-leaf' parameterizations. Yet the use of many PDFs results in an increased computational burden and requires the complex problem of representing covariances between PDFs to be addressed. In this study, a sensitivity analysis of a land-surface parameterization for atmospheric modeling was performed to evaluate the surface parameters most important to the variability of surface heat fluxes. The Fourier amplitude sensitivity test (FAST) used for this analysis determines the relative contribution of individual input parameters to the variance of energy fluxes resulting from a heterogeneous surface. By simultaneously varying all parameters according to their individual probability density functions, the number of computations needed is very much reduced by this technique. This analysis demonstrates that most of the variability of surface heat fluxes may be described by the distributions of relative stomatal conductance and surface roughness. Thus, the statistical-dynamical approach may be simplified by the use of only these two probability density functions.

Collins, Dan C.↗
DOE OSTI2025

Converting sWeights to probabilities with density ratios

The use of machine learning approaches continues to have many benefits in experimental nuclear and particle physics. One common issue is generating training data which is sufficiently realistic to give reliable results. Here we advocate using real experimental data as the source of training data and demonstrate how one might subtract background contributions through the use of probabilistic weights which can be readily applied to training data. The sPlot formalism is a common tool used to isolate distributions from different sources. However, the negative sWeights produced by the sPlot technique can cause training problems and poor predictive power. This article demonstrates how density ratio estimation can be applied to convert sWeights to event probabilities, which we call drWeights. The drWeights can then be applied to produce the distributions of interest and are consistent with direct use of the sWeights. This article will also show how decision trees are particularly well suited to convert sWeights, with the benefit of fast prediction rates and adaptability to aspects of experimental data such as the data sample size and proportions of different event sources. We also show that a density ratio product approach in which the initial drWeights are reweighted by an additional converter gives substantially better results.

Glazier, Derek I. [Univ. of Glasgow, Scotland (Uni↗
NASA NTRS1986

Estimation of vegetation cover at subpixel resolution using LANDSAT data

The present report summarizes the various approaches relevant to estimating canopy cover at subpixel resolution. The approaches are based on physical models of radiative transfer in non-homogeneous canopies and on empirical methods. The effects of vegetation shadows and topography are examined. Simple versions of the model are tested, using the Taos, New Mexico Study Area database. Emphasis has been placed on using relatively simple models requiring only one or two bands. Although most methods require some degree of ground truth, a two-band method is investigated whereby the percent cover can be estimated without ground truth by examining the limits of the data space. Future work is proposed which will incorporate additional surface parameters into the canopy cover algorithm, such as topography, leaf area, or shadows. The method involves deriving a probability density function for the percent canopy cover based on the joint probability density function of the observed radiances.

Jasinski, Michael F.↗
DOE OSTI2024

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Probabilistic and maximum entropy modeling of chemical reaction systems: Characteristics and comparisons to mass action kinetic models

We demonstrate and characterize a first-principles approach to modeling the mass action dynamics of metabolism. Starting from a basic definition of entropy expressed as a multinomial probability density using Boltzmann probabilities with standard chemical potentials, we derive and compare the free energy dissipation and the entropy production rates. We express the relation between entropy production and the chemical master equation for modeling metabolism, which unifies chemical kinetics and chemical thermodynamics. Because prediction uncertainty with respect to parameter variability is frequently a concern with mass action models utilizing rate constants, we compare and contrast the maximum entropy model, which has its own set of rate parameters, to a population of standard mass action models in which the rate constants are randomly chosen. We show that a maximum entropy model is characterized by a high probability of free energy dissipation rate and likewise entropy production rate, relative to other models. We then characterize the variability of the maximum entropy model predictions with respect to uncertainties in parameters (standard free energies of formation) and with respect to ionic strengths typically found in a cell.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS1966

On the statistics of correlator outputs

Characteristic function, probability density function, and probability distribution function computations for correlation detector output, and correlator output statistics

Wintz, P. A.↗
NASA NTRS1985

New results on mean time-to-first-slip for a first-order loop

Approximate results are derived from a new expression for the mean time-to-first-slip for a first-order loop with arbitrary periodic equivalent phase detector characteristic in the presence of frequency detuning. They are accurate for loop signal-to-noise ratios greater than 3 dB or less than 0 dB. The approximations found serve to provide insight into the mean first slip time dependence on the shape of the equivalent phase detector characteristic and the frequency detuning, and dependence on loop parameters. The new expression itself is also of theoretical interest, since it allows one to explicitly express the stationary phase error probability density function and probability current in terms of the mean first slip time. This sheds further light on the interconnections between the conventional modulo-2 pi approach and the renewal theory approach to the Fokker-Planck method. Extensions to nonperiodic equivalent phase detector characteristics are also considered.

Chie, C. M.↗
NASA NTRS1992

Modeling of the reactant conversion rate in a turbulent shear flow

Results are presented of direct numerical simulations (DNS) of spatially developing shear flows under the influence of infinitely fast chemical reactions of the type A + B yields Products. The simulation results are used to construct the compositional structure of the scalar field in a statistical manner. The results of this statistical analysis indicate that the use of a Beta density for the probability density function (PDF) of an appropriate Shvab-Zeldovich mixture fraction provides a very good estimate of the limiting bounds of the reactant conversion rate within the shear layer. This provides a strong justification for the implementation of this density in practical modeling of non-homogeneous turbulent reacting flows. However, the validity of the model cannot be generalized for predictions of higher order statistical quantities. A closed form analytical expression is presented for predicting the maximum rate of reactant conversion in non-homogeneous reacting turbulence.

Frankel, S. H.↗
NASA NTRS1990

Diffuse reflection from a stochastically bounded, semi-infinite medium

In order to determine the diffuse reflection from a medium bounded by a rough surface, the problem of radiative transfer in a boundary layer characterized by a statistical distribution of heights is considered. For the case that the surface is defined by a multivariate normal probability density, the propagation probability for rays traversing the boundary layer is derived and, from that probability, a corresponding radiative transfer equation. A solution of the Eddington (two stream) type is found explicitly, and examples are given. The results should be applicable to reflection from the regoliths of solar system bodies, as well as from a rough ocean surface.

Lumme, K.↗
NASA NTRS1998

Probabilistic Modeling of High-Temperature Material Properties of a 5-Harness 0/90 Sylramic Fiber/ CVI-SiC/ MI-SiC Woven Composite

An integrated probabilistic approach has been developed to assess composites for high temperature applications. This approach was used to determine thermal and mechanical properties and their probabilistic distributions of a 5-harness 0/90 Sylramic fiber/CVI-SiC/Mi-SiC woven Ceramic Matrix Composite (CMC) at high temperatures. The purpose of developing this approach was to generate quantitative probabilistic information on this CMC to help complete the evaluation for its potential application for HSCT combustor liner. This approach quantified the influences of uncertainties inherent in constituent properties called primitive variables on selected key response variables of the CMC at 2200 F. The quantitative information is presented in the form of Cumulative Density Functions (CDFs). Probability Density Functions (PDFS) and primitive variable sensitivities on response. Results indicate that the scatters in response variables were reduced by 30-50% when the uncertainties in the primitive variables, which showed the most influence, were reduced by 50%.

Nagpal, Vinod K.↗