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We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known classical deterministic algotithms and a quadratic speed increase incomparison to classical Monte Carlo methods.
Bugs in user input sanitation of software systems often lead to vulnerabilities. Among them many are caused by improper use of regular replacement. This paper presents a precise modeling of various semantics of regular substitution, such as the declarative, finite, greedy, and reluctant, using finite state transducers (FST). By projecting an FST to its input/output tapes, we are able to solve atomic string constraints, which can be applied to both the forward and backward image computation in model checking and symbolic execution of text processing programs. We report several interesting discoveries, e.g., certain fragments of the general problem can be handled using less expressive deterministic FST. A compact representation of FST is implemented in SUSHI, a string constraint solver. It is applied to detecting vulnerabilities in web applications
Prognostics deals with the prediction of the end of life (EOL) of a system. EOL is a random variable, due to the presence of process noise and uncertainty in the future inputs to the system. Prognostics algorithm must account for this inherent uncertainty. In addition, these algorithms never know exactly the state of the system at the desired time of prediction, or the exact model describing the future evolution of the system, accumulating additional uncertainty into the predicted EOL. Prediction algorithms that do not account for these sources of uncertainty are misrepresenting the EOL and can lead to poor decisions based on their results. In this paper, we explore the impact of uncertainty in the prediction problem. We develop a general model-based prediction algorithm that incorporates these sources of uncertainty, and propose a novel approach to efficiently handle uncertainty in the future input trajectories of a system by using the unscented transformation. Using this approach, we are not only able to reduce the computational load but also estimate the bounds of uncertainty in a deterministic manner, which can be useful to consider during decision-making. Using a lithium-ion battery as a case study, we perform several simulation-based experiments to explore these issues, and validate the overall approach using experimental data from a battery testbed.
Two methods are described to simulate, on a digital computer, a set of correlated, stationary, and Gaussian time series with zero mean from the given matrix of power spectral densities and cross spectral densities. The first method is based upon trigonometric series with random amplitudes and deterministic phase angles. The random amplitudes are generated by using a standard random number generator subroutine. An example is given which corresponds to three components of wind velocities at two different spatial locations for a total of six correlated time series. In the second method, the whole process is carried out using the Fast Fourier Transform approach. This method gives more accurate results and works about twenty times faster for a set of six correlated time series.
An approach for conducting reliability-based analysis (RBA) of a Composite Crew Module (CCM) is presented. The goal is to identify and quantify the benefits of probabilistic design methods for the CCM and future space vehicles. The coarse finite element model from a previous NASA Engineering and Safety Center (NESC) project is used as the baseline deterministic analysis model to evaluate the performance of the CCM using a strength-based failure index. The first step in the probabilistic analysis process is the determination of the uncertainty distributions for key parameters in the model. Analytical data from water landing simulations are used to develop an uncertainty distribution, but such data were unavailable for other load cases. The uncertainty distributions for the other load scale factors and the strength allowables are generated based on assumed coefficients of variation. Probability of first-ply failure is estimated using three methods: the first order reliability method (FORM), Monte Carlo simulation, and conditional sampling. Results for the three methods were consistent. The reliability is shown to be driven by first ply failure in one region of the CCM at the high altitude abort load set. The final predicted probability of failure is on the order of 10-11 due to the conservative nature of the factors of safety on the deterministic loads.
Optimal deterministic control of stochastic system corrected to include noise effects
This paper originates from the joint efforts of an aeroelastic study team in the Applied Vehicle Technology Panel from NATO Science and Technology Organization, with the Task Group number AVT-191, titled "Application of Sensitivity Analysis and Uncertainty Quantification to Military Vehicle Design." We present aeroelastic uncertainty quantification studies using the SemiSpan Supersonic Transport wind tunnel model at the NASA Langley Research Center. The aeroelastic study team decided treat both structural and aerodynamic input parameters as uncertain and represent them as samples drawn from statistical distributions, propagating them through aeroelastic analysis frameworks. Uncertainty quantification processes require many function evaluations to asses the impact of variations in numerous parameters on the vehicle characteristics, rapidly increasing the computational time requirement relative to that required to assess a system deterministically. The increased computational time is particularly prohibitive if high-fidelity analyses are employed. As a remedy, the Istanbul Technical University team employed an Euler solver in an aeroelastic analysis framework, and implemented reduced order modeling with Polynomial Chaos Expansion and Proper Orthogonal Decomposition to perform the uncertainty propagation. The NASA team chose to reduce the prohibitive computational time by employing linear solution processes. The NASA team also focused on determining input sample distributions.
Non-deterministic systems often rely upon neural network (NN) technology to "lean" to manage flight systems under controlled conditions using carefully chosen training sets. How can these adaptive systems be certified to ensure that they will become increasingly efficient and behave appropriately in real-time situations? The bulk of Independent Verification and Validation (IV&V) research of non-deterministic software control systems such as Adaptive Flight Controllers (AFC's) addresses NNs in well-behaved and constrained environments such as simulations and strict process control. However, neither substantive research, nor effective IV&V techniques have been found to address AFC's learning in real-time and adapting to live flight conditions. Adaptive flight control systems offer good extensibility into commercial aviation as well as military aviation and transportation. Consequently, this area of IV&V represents an area of growing interest and urgency. ISR proposes to further the current body of knowledge to meet two objectives: Research the current IV&V methods and assess where these methods may be applied toward a methodology for the V&V of Neural Network; and identify effective methods for IV&V of NNs that learn in real-time, including developing a prototype test bed for IV&V of AFC's. Currently. no practical method exists. lSR will meet these objectives through the tasks identified and described below. First, ISR will conduct a literature review of current IV&V technology. TO do this, ISR will collect the existing body of research on IV&V of non-deterministic systems and neural network. ISR will also develop the framework for disseminating this information through specialized training. This effort will focus on developing NASA's capability to conduct IV&V of neural network systems and to provide training to meet the increasing need for IV&V expertise in such systems.
A survey is presented of the current knowledge available for designing and predicting the effectiveness of controllers for dynamic systems which can be modeled by ordinary differential equations. A short discussion of feedback control is followed by a description of deterministic controller design and the concept of system state. The need for more realistic disturbance models led to the use of stochastic process concepts, in particular the Gauss-Markov process. A compensator controlled system, with random forcing functions, random errors in the measurements, and random initial conditions, is treated as constituting a Gauss-Markov random process; hence the mean-square behavior of the controlled system is readily predicted. As an example, a compensator is designed for a helicopter to maintain it in hover in a gusty wind over a point on the ground.
Mean and fluctuating gas velocities, liquid mass fluxes and drop sizes were in nonevaporating sprays. These results, as well as existing measurements in solid particle-laden jets, were used to evaluate models of these processes. The following models were considered: (1) a locally homogeneous flow (LHF) model, where slip between the phases was neglected; (2) a deterministic separated flow (DSF) model, where slip was considered but effects of particle dispersion by turbulence were ignored; and (3) a stochastic separated flow (SSF) model, where effects of interphase slip and turbulent dispersion were considered using random-walk computations for particle motion. The LHF and DSF models did not provide very satisfactory predictions over the present data base. In contrast, the SSF model performed reasonably well - including conditions in nonevaporating sprays where enhanced dispersion of particles by turbulence caused the spray to spread more rapidly than single-phase jets for comparable conditions. While these results are encouraging, uncertainties in initial conditions limit the reliability of the evaluation. Current work is seeking to eliminate this deficiency.
H2 synthesis techniques are developed for a general multiple-input-multiple-output (MIMO) system subject to both stochastic and deterministic disturbances. The H2 synthesis is extended by incorporation of anticipated disturbances power-spectral-density information into the controller-design process, as well as by frequency weightings of generalized coordinates and control inputs. The methodology is applied to a simple single-input-multiple-output (SIMO) problem, analogous to the type of vibration isolation problem anticipated in microgravity research experiments.
PCEMCAN (Probabalistic CEramic Matrix Composites ANalyzer) is an integrated computer code developed at NASA Lewis Research Center that simulates uncertainties associated with the constituent properties, manufacturing process, and geometric parameters of fiber reinforced ceramic matrix composites and quantifies their random thermomechanical behavior. The PCEMCAN code can perform the deterministic as well as probabilistic analyses to predict thermomechanical properties. This User's guide details the step-by-step procedure to create input file and update/modify the material properties database required to run PCEMCAN computer code. An overview of the geometric conventions, micromechanical unit cell, nonlinear constitutive relationship and probabilistic simulation methodology is also provided in the manual. Fast probability integration as well as Monte-Carlo simulation methods are available for the uncertainty simulation. Various options available in the code to simulate probabilistic material properties and quantify sensitivity of the primitive random variables have been described. The description of deterministic as well as probabilistic results have been described using demonstration problems. For detailed theoretical description of deterministic and probabilistic analyses, the user is referred to the companion documents "Computational Simulation of Continuous Fiber-Reinforced Ceramic Matrix Composite Behavior," NASA TP-3602, 1996 and "Probabilistic Micromechanics and Macromechanics for Ceramic Matrix Composites", NASA TM 4766, June 1997.
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.
Passive depth and displacement map determinations have become an important part of computer vision processing. Applications that make use of this type of information include autonomous navigation, robotic assembly, image sequence compression, structure identification, and 3-D motion estimation. With the reliance of such systems on visual image characteristics, a need to overcome image degradations, such as random image-capture noise, motion, and quantization effects, is clearly necessary. Many depth and displacement estimation algorithms also introduce additional distortions due to the gradient operations performed on the noisy intensity images. These degradations can limit the accuracy and reliability of the displacement or depth information extracted from such sequences. Recognizing the previously stated conditions, a new method to model and estimate a restored depth or displacement field is presented. Once a model has been established, the field can be filtered using currently established multidimensional algorithms. In particular, the reduced order model Kalman filter (ROMKF), which has been shown to be an effective tool in the reduction of image intensity distortions, was applied to the computed displacement fields. Results of the application of this model show significant improvements on the restored field. Previous attempts at restoring the depth or displacement fields assumed homogeneous characteristics which resulted in the smoothing of discontinuities. In these situations, edges were lost. An adaptive model parameter selection method is provided that maintains sharp edge boundaries in the restored field. This has been successfully applied to images representative of robotic scenarios. In order to accommodate image sequences, the standard 2-D ROMKF model is extended into 3-D by the incorporation of a deterministic component based on previously restored fields. The inclusion of past depth and displacement fields allows a means of incorporating the temporal information into the restoration process. A summary on the conditions that indicate which type of filtering should be applied to a field is provided.
The objective of this report is to summarize the deterministic and probabilistic structural evaluation results of two structures made with advanced ceramic composites (CMC): internally pressurized tube and uniformly loaded flange. The deterministic structural evaluation includes stress, displacement, and buckling analyses. It is carried out using the finite element code MHOST, developed for the 3-D inelastic analysis of structures that are made with advanced materials. The probabilistic evaluation is performed using the integrated probabilistic assessment of composite structures computer code IPACS. The affects of uncertainties in primitive variables related to the material, fabrication process, and loadings on the material property and structural response behavior are quantified. The primitive variables considered are: thermo-mechanical properties of fiber and matrix, fiber and void volume ratios, use temperature, and pressure. The probabilistic structural analysis and probabilistic strength results are used by IPACS to perform reliability and risk evaluation of the two structures. The results will show that the sensitivity information obtained for the two composite structures from the computational simulation can be used to alter the design process to meet desired service requirements. In addition to detailed probabilistic analysis of the two structures, the following were performed specifically on the CMC tube: (1) predicted the failure load and the buckling load, (2) performed coupled non-deterministic multi-disciplinary structural analysis, and (3) demonstrated that probabilistic sensitivities can be used to select a reduced set of design variables for optimization.
Feedback from observations introduced into midcourse guidance correction program, showing optimal random feedback solution obtained for deterministic optimal feedback control problems
This paper is concerned with the identification of a system in the presence of several error sources. Following some basic definitions, the notion of 'near-equivalence in probability' is introduced using the concept of near-equivalence between a model and process. Necessary and sufficient conditions for the identifiability of system parameters are given. The effect of structural error on the parameter estimates for both deterministic and stochastic cases are considered.
A more general version of the ideal state reconstructor for deterministic digital control systems previously developed is presented. In the original version, measurements prefiltered by a multi-input/multi-output moving-average (MA) process were utilized in the state reconstruction process. In this version, the MA-prefiltered measurements can be supplemented by standard instantaneous measurements. The ideal state reconstructor is so named because: if the plant parameters are known exactly, its output will exactly equal the true state of the plant, not just approximate it. Furthermore, it adds no additional states or eigenvalues to the system. Nor does it affect the plant equation for the system in any way; it affects the measurement equation only. An example is presented which illustrates the procedure for choosing the parameters in it.