Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic programming”

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 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
NASA NTRS1995

Evolutionary Development of the Simulation by Logical Modeling System (SIBYL)

Through the evolutionary development of the Simulation by Logical Modeling System (SIBYL) we have re-engineered the expensive and complex IBM mainframe based Long-term Hardware Projection Model (LHPM) to a robust cost-effective computer based mode that is easy to use. We achieved significant cost reductions and improved productivity in preparing long-term forecasts of Space Shuttle Main Engine (SSME) hardware. The LHPM for the SSME is a stochastic simulation model that projects the hardware requirements over 10 years. SIBYL is now the primary modeling tool for developing SSME logistics proposals and Program Operating Plan (POP) for NASA and divisional marketing studies.

Wu, Helen↗
NASA NTRS2003

Runway Operations Planning: A Two-Stage Heuristic Algorithm

The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, can also be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. This paper introduces a two stage heuristic algorithm for solving the Runway Operations Planning (ROP) problem. In the first stage, sequences of departure class slots and runway crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program with a Branch & Bound algorithm implementation. Preliminary results from this implementation of the two-stage algorithm on real-world traffic data are presented.

Anagnostakis, Ioannis↗
NASA NTRS2003

Runway Operations Planning: A Two-Stage Solution Methodology

The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. Thus, Runway Operations Planning (ROP) is a critical component of airport operations planning in general and surface operations planning in particular. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, may be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. Generating optimal runway operations plans was approached in with a 'one-stage' optimization routine that considered all the desired objectives and constraints, and the characteristics of each aircraft (weight class, destination, Air Traffic Control (ATC) constraints) at the same time. Since, however, at any given point in time, there is less uncertainty in the predicted demand for departure resources in terms of weight class than in terms of specific aircraft, the ROP problem can be parsed into two stages. In the context of the Departure Planner (OP) research project, this paper introduces Runway Operations Planning (ROP) as part of the wider Surface Operations Optimization (SOO) and describes a proposed 'two stage' heuristic algorithm for solving the Runway Operations Planning (ROP) problem. Focus is specifically given on including runway crossings in the planning process of runway operations. In the first stage, sequences of departure class slots and runwy crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program. Preliminary results from the algorithm implementation on real-world traffic data are included.

Anagnostakis, Ioannis↗
NASA NTRS2006

NASA Tech Briefs, May 2006

T-Shaped Emitter Metal Structures for HBTs Rigorous Estimation of SNR of a PSK Communication Link Advanced Ka-Band Transceiver With Monopulse Tracking EMI Filters for Low-Temperature Applications Lightweight Electronic Camera for Research on Clouds Pilot Weather Advisor System Waveguide Power-Amplifier Module for 80 to 150 GHz Better Back Contacts for Solar Cells on Flexible Substrates Topics covered include:Tunable, Highly Stable Lasers for Coherent Lidar; Improved Photon-Emission-Microscope System; Program Synthesizes UML Sequence Diagrams; Aspect-Oriented Subprogram Synthesizes UML Sequence Diagrams; Updated Computational Model of Cosmic Rays Near Earth; Software for Alignment of Segments of a Telescope Mirror; Simulation of Dropping of Cargo With Parachutes; DAVE-ML Utility Program; Robust Control for the Mercury Laser Altimeter; Thermally Stable Piezoelectric and Pyroelectric Polymers; Combustion Synthesis of Ca3(PO4)2 Net-Shape Surgical Implants; Stochastic Representation of Chaos Using Terminal Attractors; Two High-Temperature Foil Journal Bearings; Using Plates To Represent Fillets in Finite-Element Modeling; Repairing Chipped Silicide Coatings on Refractory Metal Substrates; Simplified Fabrication of Helical Copper Antennas; Graded-Index "Whispering-Gallery" Optical Microresonators; Optical Profilometers Using Adaptive Signal Processing; Manufacture of Sparse-Spectrum Optical Microresonators; Exact Tuning of High-Q Optical Microresonators by Use of UV; Automation for "Direct-to" Clearances in Air-Traffic Control; Improved Traps for Removing Gases From Coolant Liquids; and Lunar Constellation of Frozen Elliptical Inclined Orbits.

Source record↗
NASA NTRS2006

Probabilistic Prediction of Lifetimes of Ceramic Parts

ANSYS/CARES/PDS is a software system that combines the ANSYS Probabilistic Design System (PDS) software with a modified version of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) Version 6.0 software. [A prior version of CARES/Life was reported in Program for Evaluation of Reliability of Ceramic Parts (LEW-16018), NASA Tech Briefs, Vol. 20, No. 3 (March 1996), page 28.] CARES/Life models effects of stochastic strength, slow crack growth, and stress distribution on the overall reliability of a ceramic component. The essence of the enhancement in CARES/Life 6.0 is the capability to predict the probability of failure using results from transient finite-element analysis. ANSYS PDS models the effects of uncertainty in material properties, dimensions, and loading on the stress distribution and deformation. ANSYS/CARES/PDS accounts for the effects of probabilistic strength, probabilistic loads, probabilistic material properties, and probabilistic tolerances on the lifetime and reliability of the component. Even failure probability becomes a stochastic quantity that can be tracked as a response variable. ANSYS/CARES/PDS enables tracking of all stochastic quantities in the design space, thereby enabling more precise probabilistic prediction of lifetimes of ceramic components.

Nemeth, Noel N.↗
NASA NTRSDate not supplied

Path Planning: Differential Dynamic Programming and Model Predictive Path Integral Control on VTOL Aircraft

This paper explores two optimal control approaches, widely used in robotics, to establish their viability as real-time trajectory planners for vehicle configurations envisioned for the emerging aviation sector of Urban Air Mobility (UAM). Differential Dynamic Programming (DDP) enables planning over highly nonlinear dynamics using second-order approximations along a nominal trajectory, and displays quadratic convergence to a local solution. Model Predictive Path Integral (MPPI) is a stochastic sampling-based algorithm that can optimize for general cost criteria, including potentially highly nonlinear formulations, and supports parallel computation through the use of modern GPU hardware. In this work, DDP and MPPI were implemented using model predictive control (MPC), and the results indicate they are able to successfully transition the aircraft over different flight envelopes and generate trajectories unique to UAM vehicles.

Differential Dynamic Programming↗
NASA NTRS2008

Stochastic Analysis of Orbital Lifetimes of Spacecraft

A document discusses (1) a Monte-Carlo-based methodology for probabilistic prediction and analysis of orbital lifetimes of spacecraft and (2) Orbital Lifetime Monte Carlo (OLMC)--a Fortran computer program, consisting of a previously developed long-term orbit-propagator integrated with a Monte Carlo engine. OLMC enables modeling of variances of key physical parameters that affect orbital lifetimes through the use of probability distributions. These parameters include altitude, speed, and flight-path angle at insertion into orbit; solar flux; and launch delays. The products of OLMC are predicted lifetimes (durations above specified minimum altitudes) for the number of user-specified cases. Histograms generated from such predictions can be used to determine the probabilities that spacecraft will satisfy lifetime requirements. The document discusses uncertainties that affect modeling of orbital lifetimes. Issues of repeatability, smoothness of distributions, and code run time are considered for the purpose of establishing values of code-specific parameters and number of Monte Carlo runs. Results from test cases are interpreted as demonstrating that solar-flux predictions are primary sources of variations in predicted lifetimes. Therefore, it is concluded, multiple sets of predictions should be utilized to fully characterize the lifetime range of a spacecraft.

Sasamoto, Washito↗
NASA NTRS2000

Analysis of Phase-Type Stochastic Petri Nets With Discrete and Continuous Timing

The Petri net formalism is useful in studying many discrete-state, discrete-event systems exhibiting concurrency, synchronization, and other complex behavior. As a bipartite graph, the net can conveniently capture salient aspects of the system. As a mathematical tool, the net can specify an analyzable state space. Indeed, one can reason about certain qualitative properties (from state occupancies) and how they arise (the sequence of events leading there). By introducing deterministic or random delays, the model is forced to sojourn in states some amount of time, giving rise to an underlying stochastic process, one that can be specified in a compact way and capable of providing quantitative, probabilistic measures. We formalize a new non-Markovian extension to the Petri net that captures both discrete and continuous timing in the same model. The approach affords efficient, stationary analysis in most cases and efficient transient analysis under certain restrictions. Moreover, this new formalism has the added benefit in modeling fidelity stemming from the simultaneous capture of discrete- and continuous-time events (as opposed to capturing only one and approximating the other). We show how the underlying stochastic process, which is non-Markovian, can be resolved into simpler Markovian problems that enjoy efficient solutions. Solution algorithms are provided that can be easily programmed.

Jones, Robert L.↗
NASA NTRS1999

Incomplete segregation of endorgan-specific vestibular ganglion cells in mice and rats

The endorgan-specific distribution of vestibular ganglion cells was studied in neonatal and postnatal rats and mice using indocarbocyanine dye (DiI) and dextran amines for retrograde and anterograde labeling. Retrograde DiI tracing from the anterior vertical canal labeled neurons scattered throughout the whole superior vestibular ganglion, with denser labeling at the dorsal and central regions. Horizontal canal neurons were scattered along the dorsoventral axis with more clustering toward the dorsal and ventral poles of this axis. Utricular ganglion cells occupied predominantly the central region of the superior vestibular ganglion. This utricular population overlapped with both the anterior vertical and horizontal canals' ganglion cells. Posterior vertical canal neurons were clustered in the posterior part of the inferior vestibular ganglion. The saccular neurons were distributed in the two parts of the vestibular ganglion, the superior and inferior ganglia. Within the inferior ganglion, the saccular neurons were clustered in the anterior part. In the superior ganglion, the saccular neurons were widely scattered throughout the whole ganglion with more numerous neurons at the posterior half. Small and large neurons were labeled from all endorgans. Examination of the fiber trajectory within the superior division of the vestibular nerve showed no clear lamination of the fibers innervating the different endorgans. These results demonstrate an overlapping pattern between the different populations within the superior ganglion, while in the inferior ganglion, the posterior canal and saccular neurons show tighter clustering but incomplete segregation. This distribution implies that the ganglion cells are assigned for their target during development in a stochastic rather than topographical fashion.

NASA Discipline Developmental Biology↗
NASA NTRS2011

Solar Cycle Fine Structure and Surface Rotation from Ca II K-Line Time Series Data

Analysis of three and a half decades of data from the NSO/AFRL/Sac Peak K-line monitoring program yields evidence for four components to the variation: (a) the solar cycle, with considerable fine structure and a quasi-periodicity of 122.4 days; (b) a stochastic process, faster than (a) and largely independent of it, (c) a quasi-periodic signal due to rotational modulation, and of course (d) observational errors (shown to be quite small). Correlation and power spectrum analyses elucidate periodic and aperiodic variation of these chromospheric parameters. Time-frequency analysis is especially useful for extracting information about differential rotation, and in particular elucidates the connection between its behavior and fine structure of the solar cycle on approximately one-year time scales. These results further suggest that similar analyses will be useful at detecting and characterizing differential rotation in stars from stellar light-curves such as those being produced at NASA's Kepler observatory.

Scargle, Jeff↗
NASA NTRS2016

Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix and Polymer Matrix Composite Structures

Stochastic-based, discrete-event progressive damage simulations of ceramic-matrix composite and polymer matrix composite material structures have been enabled through the development of a unique multiscale modeling tool. This effort involves coupling three independently developed software programs: (1) the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC), (2) the Ceramics Analysis and Reliability Evaluation of Structures Life Prediction Program (CARES/ Life), and (3) the Abaqus finite element analysis (FEA) program. MAC/GMC contributes multiscale modeling capabilities and micromechanics relations to determine stresses and deformations at the microscale of the composite material repeating unit cell (RUC). CARES/Life contributes statistical multiaxial failure criteria that can be applied to the individual brittle-material constituents of the RUC. Abaqus is used at the global scale to model the overall composite structure. An Abaqus user-defined material (UMAT) interface, referred to here as "FEAMAC/CARES," was developed that enables MAC/GMC and CARES/Life to operate seamlessly with the Abaqus FEA code. For each FEAMAC/CARES simulation trial, the stochastic nature of brittle material strength results in random, discrete damage events, which incrementally progress and lead to ultimate structural failure. This report describes the FEAMAC/CARES methodology and discusses examples that illustrate the performance of the tool. A comprehensive example problem, simulating the progressive damage of laminated ceramic matrix composites under various off-axis loading conditions and including a double notched tensile specimen geometry, is described in a separate report.

composite structures↗
NASA NTRS1984

Multiobjective optimization in structural design with uncertain parameters and stochastic processes

The application of multiobjective optimization techniques to structural design problems involving uncertain parameters and random processes is studied. The design of a cantilever beam with a tip mass subjected to a stochastic base excitation is considered for illustration. Several of the problem parameters are assumed to be random variables and the structural mass, fatigue damage, and negative of natural frequency of vibration are considered for minimization. The solution of this three-criteria design problem is found by using global criterion, utility function, game theory, goal programming, goal attainment, bounded objective function, and lexicographic methods. It is observed that the game theory approach is superior in finding a better optimum solution, assuming the proper balance of the various objective functions. The procedures used in the present investigation are expected to be useful in the design of general dynamic systems involving uncertain parameters, stochastic process, and multiple objectives.

Rao, S. S.↗
NASA NTRS1999

The Krigifier: A Procedure for Generating Pseudorandom Nonlinear Objective Functions for Computational Experimentation

Comprehensive computational experiments to assess the performance of algorithms for numerical optimization require (among other things) a practical procedure for generating pseudorandom nonlinear objective functions. We propose a procedure that is based on the convenient fiction that objective functions are realizations of stochastic processes. This report details the calculations necessary to implement our procedure for the case of certain stationary Gaussian processes and presents a specific implementation in the statistical programming language S-PLUS.

Trosset, Michael W.↗
NASA NTRS1990

Global optimization methods for engineering design

The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.

Arora, Jasbir S.↗
NASA NTRS1990

Investigation of Air Transportation Technology at Princeton University, 1989-1990

The Air Transportation Technology Program at Princeton University proceeded along six avenues during the past year: microburst hazards to aircraft; machine-intelligent, fault tolerant flight control; computer aided heuristics for piloted flight; stochastic robustness for flight control systems; neural networks for flight control; and computer aided control system design. These topics are briefly discussed, and an annotated bibliography of publications that appeared between January 1989 and June 1990 is given.

Stengel, Robert F.↗
NASA NTRS2018

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.↗
NASA NTRS2014

Chromospheric Variability: Analysis of 36 years of Time Series from the National Solar Observatory/Sacramento Peak Ca II K-line Monitoring Program

Analysis of more than 36 years of time series of seven parameters measured in the NSO/AFRL/Sac Peak K-line monitoring program elucidates five elucidates five components of the variation: (1) the solar cycle (period approx. 11 years), (2) quasi-periodic variations (periods approx 100 days), (3) a broad band stochastic process (wide range of periods), (4) rotational modulation, and (5) random observational errors. Correlation and power spectrum analyses elucidate periodic and aperiodic variation of the chromospheric parameters. Time-frequency analysis illuminates periodic and quasi periodic signals, details of frequency modulation due to differential rotation, and in particular elucidates the rather complex harmonic structure (1) and (2) at time scales in the range approx 0.1 - 10 years. These results using only full-disk data further suggest that similar analyses will be useful at detecting and characterizing differential rotation in stars from stellar light-curves such as those being produced by NASA's Kepler observatory. Component (3) consists of variations over a range of timescales, in the manner of a 1/f random noise process. A timedependent Wilson-Bappu effect appears to be present in the solar cycle variations (1), but not in the stochastic process (3). Component (4) characterizes differential rotation of the active regions, and (5) is of course not characteristic of solar variability, but the fact that the observational errors are quite small greatly facilitates the analysis of the other components. The recent data suggest that the current cycle is starting late and may be relatively weak. The data analyzed in this paper can be found at the National Solar Observatory web site http://nsosp.nso.edu/cak_mon/, or by file transfer protocol at ftp://ftp.nso.edu/idl/cak.parameters.

Solar physics↗