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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.

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82 records · Page 5

Fuel Injector: Air swirl characterization aerothermal modeling, phase 2, volume 2

A well integrated experimental/analytical investigation was conducted to provide benchmark quality data relevant to prefilming type airblast fuel nozzle and its interaction with 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) equipment 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.↗

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

Chaos and nonlinear dynamics of single-particle orbits in a magnetotaillike magnetic field

The properties of charged-particle motion in Hamiltonian dynamics are studied in a magnetotaillike magnetic field configuration. It is shown by numerical integration of the equation of motion that the system is generally nonintegrable and that the particle motion can be classified into three distinct types of orbits: bounded integrable orbits, unbounded stochastic orbits, and unbounded transient orbits. It is also shown that different regions of the phase space exhibit qualitatively different responses to external influences. The concept of 'differential memory' in single-particle distributions is proposed. Physical implications for the dynamical properties of the magnetotail plasmas and the possible generation of non-Maxwellian features in the distribution functions are discussed.

Chen, J.↗

Co-Optimization of Navigation System Requirements and Trajectory Design Using a Sweeping Gradient Method and Linear Covariance Analysis

We describe the application of a sweeping gradient method for ordinary differential equations with events (SGM) and linear covariance analysis (LinCov) to the co-optimization of navigation system requirement generation and robust trajectory design. 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 a combined robust optimal trajectory and navigation system design problem. In this paper, we formulate the required models to apply the combined SGM and LinCov techniques to a Near-Rectilinear Halo Orbit rendezvous approach scenario and show results for several intermediate problems.

Benjamin W L Margolis↗

A Mathematical Formulation of the SCOLE Control Problem. Part 2: Optimal Compensator Design

The study initiated in Part 1 of this report is concluded and optimal feedback control (compensator) design for stability augmentation is considered, following the mathematical formulation developed in Part 1. Co-located (rate) sensors and (force and moment) actuators are assumed, and allowing for both sensor and actuator noise, stabilization is formulated as a stochastic regulator problem. Specializing the general theory developed by the author, a complete, closed form solution (believed to be new with this report) is obtained, taking advantage of the fact that the inherent structural damping is light. In particular, it is possible to solve in closed form the associated infinite-dimensional steady-state Riccati equations. The SCOLE model involves associated partial differential equations in a single space variable, but the compensator design theory developed is far more general since it is given in the abstract wave equation formulation. The results thus hold for any multibody system so long as the basic model is linear.

Balakrishnan, A. V.↗

Interannual Variability of Martian Global Dust Storms: Simulations with a Low-Order Model of the General Circulation

We present simulations of the interannual variability of martian global dust storms (GDSs) with a simplified low-order model (LOM) of the general circulation. The simplified model allows one to conduct computationally fast long-term simulations of the martian climate system. The LOM is constructed by Galerkin projection of a 2D (zonally averaged) general circulation model (GCM) onto a truncated set of basis functions. The resulting LOM consists of 12 coupled nonlinear ordinary differential equations describing atmospheric dynamics and dust transport within the Hadley cell. The forcing of the model is described by simplified physics based on Newtonian cooling and Rayleigh friction. The atmosphere and surface are coupled: atmospheric heating depends on the dustiness of the atmosphere, and the surface dust source depends on the strength of the atmospheric winds. Parameters of the model are tuned to fit the output of the NASA AMES GCM and the fit is generally very good. Interannual variability of GDSs is possible in the IBM, but only when stochastic forcing is added to the model. The stochastic forcing could be provided by transient weather systems or some surface process such as redistribution of the sand particles in storm generating zones on the surface. The results are sensitive to the value of the saltation threshold, which hints at a possible feedback between saltation threshold and dust storm activity. According to this hypothesis, erodable material builds up its a result of a local process, whose effect is to lower the saltation threshold until a GDS occurs. The saltation threshold adjusts its value so that dust storms are barely able to occur.

Pankine, A. A.↗

Methods of sequential estimation for determining initial data in numerical weather prediction

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

Cohn, S. E.↗

Use of the Wigner representation in scattering problems

The basic equations of quantum scattering were translated into the Wigner representation, putting quantum mechanics in the form of a stochastic process in phase space, with real valued probability distributions and source functions. The interpretative picture associated with this representation is developed and stressed and results used in applications published elsewhere are derived. The form of the integral equation for scattering as well as its multiple scattering expansion in this representation are derived. Quantum corrections to classical propagators are briefly discussed. The basic approximation used in the Monte-Carlo method is derived in a fashion which allows for future refinement and which includes bound state production. Finally, as a simple illustration of some of the formalism, scattering is treated by a bound two body problem. Simple expressions for single and double scattering contributions to total and differential cross-sections as well as for all necessary shadow corrections are obtained.

Bemler, E. A.↗

A Probabilistic Framework for the Validation and Certification of Computer Simulations

The paper presents a methodology for quantifying, propagating, and managing the uncertainty in the data required to initialize computer simulations of complex phenomena. The purpose of the methodology is to permit the quantitative assessment of a certification level to be associated with the predictions from the simulations, as well as the design of a data acquisition strategy to achieve a target level of certification. The value of a methodology that can address the above issues is obvious, specially in light of the trend in the availability of computational resources, as well as the trend in sensor technology. These two trends make it possible to probe physical phenomena both with physical sensors, as well as with complex models, at previously inconceivable levels. With these new abilities arises the need to develop the knowledge to integrate the information from sensors and computer simulations. This is achieved in the present work by tracing both activities back to a level of abstraction that highlights their commonalities, thus allowing them to be manipulated in a mathematically consistent fashion. In particular, the mathematical theory underlying computer simulations has long been associated with partial differential equations and functional analysis concepts such as Hilbert spares and orthogonal projections. By relying on a probabilistic framework for the modeling of data, a Hilbert space framework emerges that permits the modeling of coefficients in the governing equations as random variables, or equivalently, as elements in a Hilbert space. This permits the development of an approximation theory for probabilistic problems that parallels that of deterministic approximation theory. According to this formalism, the solution of the problem is identified by its projection on a basis in the Hilbert space of random variables, as opposed to more traditional techniques where the solution is approximated by its first or second-order statistics. The present representation, in addition to capturing significantly more information than the traditional approach, facilitates the linkage between different interacting stochastic systems as is typically observed in real-life situations.

Ghanem, Roger↗