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At least 91 records · Page 5

Primal and Dual Integrated Force Methods Used for Stochastic Analysis

At the NASA Glenn Research Center, the primal and dual integrated force methods are being extended for the stochastic analysis of structures. The stochastic simulation can be used to quantify the consequence of scatter in stress and displacement response because of a specified variation in input parameters such as load (mechanical, thermal, and support settling loads), material properties (strength, modulus, density, etc.), and sizing design variables (depth, thickness, etc.). All the parameters are modeled as random variables with given probability distributions, means, and covariances. The stochastic response is formulated through a quadratic perturbation theory, and it is verified through a Monte Carlo simulation.

Patnaik, Surya N.↗

Stochastic Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller

This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.

Gonzalez, Oscar R.↗

A Simple Stochastic Model for Generating Broken Cloud Optical Depth and Top Height Fields

A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.

Prigarin, Sergei M.↗

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.↗

Stochastic Evolutionary Algorithms for Planning Robot Paths

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

Fink, Wolfgang↗

Enhancement of Otolith Specific Ocular Responses Using Vestibular Stochastic Resonance

Introduction: Astronauts experience disturbances in sensorimotor function after spaceflight during the initial introduction to a gravitational environment, especially after long-duration missions. Our goal is to develop a countermeasure based on vestibular stochastic resonance (SR) that could improve central interpretation of vestibular input and mitigate these risks. SR is a mechanism by which noise can assist and enhance the response of neural systems to relevant, imperceptible sensory signals. We have previously shown that imperceptible electrical stimulation of the vestibular system enhances balance performance while standing on an unstable surface. Methods: Eye movement data were collected from 10 subjects during variable radius centrifugation (VRC). Subjects performed 11 trials of VRC that provided equivalent tilt stimuli from otolith and other graviceptor input without the normal concordant canal cues. Bipolar stochastic electrical stimulation, in the range of 0-1500 microamperes, was applied to the vestibular system using a constant current stimulator through electrodes placed over the mastoid process behind the ears. In the VRC paradigm, subjects were accelerated to 216 deg./s. After the subjects no longer sensed rotation, the chair oscillated along a track at 0.1 Hz to provide tilt stimuli of 10 deg. Eye movements were recorded for 6 cycles while subjects fixated on a target in darkness. Ocular counter roll (OCR) movement was calculated from the eye movement data during periods of chair oscillations. Results: Preliminary analysis of the data revealed that 9 of 10 subjects showed an average increase of 28% in the magnitude of OCR responses to the equivalent tilt stimuli while experiencing vestibular SR. The signal amplitude at which performance was maximized was in the range of 100-900 microamperes. Discussion: These results indicate that stochastic electrical stimulation of the vestibular system can improve otolith specific responses. This will have a significant impact on development of vestibular SR delivery systems to aid recovery of function in astronauts after long-duration spaceflight or in people with balance disorders.

Fiedler, Matthew↗

Efficacy of Stochastic Vestibular Stimulation to Improve Locomotor Performance in a Discordant Sensory Environment

Astronauts exposed to microgravity face sensorimotor challenges incurred when readapting to a gravitational environment. Sensorimotor Adaptability (SA) training has been proposed as a countermeasure to improve locomotor performance during re-adaptation, and it is suggested that the benefits of SA training may be further enhanced by improving detection of weak sensory signals via mechanisms such as stochastic resonance when a non-zero level of stochastic white noise based electrical stimulation is applied to the vestibular system (stochastic vestibular stimulation, SVS). The purpose of this study was to test the efficacy of using SVS to improve short-term adaptation in a sensory discordant environment during performance of a locomotor task.

Temple, D. R.↗

Exhibition of Stochastic Resonance in Vestibular Perception

Astronauts experience sensorimotor changes during spaceflight, particularly during G-transitions. Post flight sensorimotor changes include spatial disorientation, along with postural and gait instability that may degrade operational capabilities of the astronauts and endanger the crew. A sensorimotor countermeasure that mitigates these effects would improve crewmember safety and decrease risk. The goal of this research is to investigate the potential use of stochastic vestibular stimulation (SVS) as a technology to improve sensorimotor function. We hypothesize that low levels of SVS will improve sensorimotor perception through the phenomenon of stochastic resonance (SR), when the response of a nonlinear system to a weak input signal is enhanced by the application of a particular nonzero level of noise. This study aims to advance the development of SVS as a potential countermeasure by 1) demonstrating the exhibition of stochastic resonance in vestibular perception, a vital component of sensorimotor function, 2) investigating the repeatability of SR exhibition, and 3) determining the relative contribution of the semicircular canals (SCC) and otolith (OTO) organs to vestibular perceptual SR. A constant current stimulator was used to deliver bilateral bipolar SVS via electrodes placed on each of the mastoid processes, as previously done. Vestibular perceptual motion recognition thresholds were measured using a 6-degree of freedom MOOG platform and a 150 trial 3-down/1-up staircase procedure. In the first test session, we measured vestibular perceptual thresholds in upright roll-tilt at 0.2 Hz (SCC+OTO) with SVS ranging from 0-700 μA. In a second test session a week later, we re-measured roll-tilt thresholds with 0, optimal (from test session 1), and 1500 μA SVS levels. A subset of these subjects, plus naive subjects, participated in two additional test sessions in which we measured thresholds in supine roll-rotation at 0.2 Hz (SCC) and upright y-translation at 1 Hz (OTO) with SVS up to 700 μA. A sinusoidal galvanic vestibular stimulation (GVS) perceptual threshold was also measured on each test day and used to normalize the SVS levels across subjects. In roll-tilt thresholds with SVS, the characteristic SR curve was qualitatively exhibited in 10 of 12 subjects, and the improvement in motion threshold was significant in 6 subjects, indicating that optimal SVS improved passive body motion perception in a way that is consistent with classical SR theory. A probabilistic comparison to numeric simulations further validated these experimental results. On the second test session, 4 out of the 10 SR exhibitors showed repeated improvement with SVS compared to the no SVS condition. Data collection is ongoing for the last two test sessions in which SCC and OTO only perceptual motion recognition thresholds are being measured with SVS. The final results of these test sessions will give insight into whether vestibular perceptual SR can occur when only one type of vestibular sensor is sensing motion or if it is more evident when sensory integration between the SCC and OTO is occurring during the motion. The overall purpose of this research is to further quantify the effects of SVS on various sensorimotor tasks and to gain a more fundamental understanding of how SVS causes SR in the vestibular system. In the context of human space flight, results from this research will help in understanding how SVS may be practically implemented in the future as a component of a comprehensive countermeasure plan for G-transition adaptation.

Galvan-Garza, R. C.↗

Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

Aguilo, Miguel A.↗

Stochastic Reduced Order Models with Python (SROMPy)

Stochastic Reduced Order Models with Python (SROMPy) is a software package developed to enable user-friendly utilization of the stochastic reduced order model (SROM) approach for uncertainty quantification. A SROM is a low dimensional, discrete approximation to a random quantity that enables efficient and non-intrusive stochastic computations. With SROMPy, a user can easily generate a SROM to approximate a random variable or vector described by several different types of probability distributions using the Python programming language. Once a SROM is constructed, the software can be used to propagate uncertainty through a user-defined computational model to estimate statistics of a given quantity of interest. This report is meant to introduce the SROMPy module and brie y demonstrate its capabilities. A simple example of a spring-mass system with a random input is included to illustrate the practicality of the SROM approach to uncertainty quantification and relative ease of applying it with SROMPy. The example includes a comparison with a solution obtained using classical Monte Carlo simulation, demonstrating the similarities and advantages of using the SROM approach.

Warner, James E.↗

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.↗

Stochastic Simulation of Mudcrack Damage Formation in an Environmental Barrier Coating

The FEAMAC/CARES program, which integrates finite element analysis (FEA) with the MAC/GMC (Micromechanics Analysis Code with Generalized Method of Cells) and the CARES/Life (Ceramics Analysis and Reliability Evaluation of Structures / Life Prediction) programs, was used to simulate the formation of mudcracks during the cooling of a multilayered environmental barrier coating (EBC) deposited on a silicon carbide substrate. FEAMAC/CARES combines the MAC/GMC multiscale micromechanics analysis capability (primarily developed for composite materials) with the CARES/Life probabilistic multiaxial failure criteria (developed for brittle ceramic materials) and Abaqus (Dassault Systèmes) FEA. In this report, elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio elements enabled the formation of crack boundaries, leading to development of mudcrack-patterned damage. Finite element models of a disk-shaped three-dimensional specimen and a twodimensional model of a through-the-thickness cross section subjected to progressive cooling from 1,300 °C to an ambient temperature of 23 °C were made. Mudcrack damage in the coating resulted from the buildup of residual tensile stresses between the individual material constituents because of thermal expansion mismatches between coating layers and the substrate. A two-parameter Weibull distribution characterized the coating layer stochastic strength response and allowed the effect of the Weibull modulus on the formation of damage and crack segmentation lengths to be studied. The spontaneous initiation of cracking and crack coalescence resulted in progressively smaller mudcrack cells as cooling progressed, consistent with a fractal-behaved fracture pattern. Other failure modes such as delamination, and possibly spallation, could also be reproduced. The physical basis assumed and the heuristic approach employed, which involves a simple stochastic cellular automaton methodology to approximate the crack growth process, are described. The results ultimately show that a selforganizing mudcrack formation can derive from a Weibull distribution that is used to describe the stochastic strength response of the bulk brittle ceramic material layers of an EBC.

Nemeth, Noel N.↗

The Effect of Stochastic Acceleration on the Dynamics of Solar Energetic Particles in the Heliosphere

Solar Energetic Particles (SEPs) are crucial in space weather phenomena, impacting space-based technologies and human activities in space. Understanding the dynamics of SEPs, including their acceleration and transport mechanisms, is essential for improving predictive models and mitigating adverse effects. This study investigates the impact of stochastic acceleration (SA) on the dynamics of SEPs within the heliosphere. By integrating stochastic acceleration into a SEP transport model, we assess its impact relative to diffusive shock acceleration (DSA). The investigation utilizes the Adaptive Mesh Particle Simulator (AMPS) within the Space Weather Modeling Framework (SWMF) to simulate SEP dynamics, incorporating solar wind parameters and turbulence from the Alfven Wave Solar Model (AWSoM). To do this, we solve the focused transport equation to model the propagation of SEPs along magnetic field lines, extending these lines to 5 AU to incorporate the potential effects of pitch angle scattering beyond 1 AU. This aspect could notably impact the decay phase of a SEP event. Modeling the transport of SEPs is coupled with the simulation of solar wind dynamics, the interplanetary magnetic field, and the characteristics of Alfven wave turbulence. This presentation covers the modeling approach used in this research, the characterization of the impact of the stochastic acceleration, and the role of pitch angle scattering at various heliocentric distances on the dynamics of the SEP events' decay phase.

SEP↗

A Stochastic Scheduler for Integrated Arrival, Departure and Surface Operations in Los Angeles

In terminal airspace, integrating arrivals, departures, and surface operations with competing resources provides the potential of improving operational efficiency by removing barriers between different operations. This work develops a centralized stochastic scheduler for operations in a terminal area including airborne and surface operations using Non-dominated sorting genetic algorithm and Monte Carlo simulations. The scheduler handles completing resources between different flows, such as runway allocations, runway crossing, departure fixes, and other interaction way points between arrivals and departures. Meanwhile, the scheduler also takes time-varied uncertainties into account when optimizing schedules. The scheduler is run sequentially to identify the best and robust schedule for the next planning window. Resulting schedules decide the routes, speed or delays, and runway assignments with separation constraints at mergingdiverging waypoints in the air and crossing and separations on runways. The Los Angels terminal area was used as an example. The implementation of this stochastic scheduler for integrated arrival, departure and surface operations is completed. And several preliminary runs are finished for over 1,200 flights in LAX in a typical day. Sensitivity studies on various planning window sizes are presented, which shows that trade-off exits between planning window size and achievable minimum delay. Preliminary results on runway usage are also presented in this abstract. Because arrivals on the outer runways have to be followed by crossings on the inner runways, algorithmic runway allocation prefers inner runways for arrivals and outer runways for departures. More results will be presented in the final paper. And current terminal arrival and departure procedures based on first-come-first-serve procedure will also be set up and used as a baseline for comparison.

integrated scheduler↗

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗

Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

Parrish, R. V.↗