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DOE OSTI2017

Model's sparse representation based on reduced mixed GMsFE basis methods

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a large number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1969

The algebra of probability density functions

Algebra of probability density functions of variable known as arbitrary function of one or more random variables

Grunebaum, B. G.↗

NASA NTRS2005

A First and Second Order Moment Approach to Probabilistic Control Synthesis

This paper presents a robust control design methodology based on the estimation of the first two order moments of the random variables and processes that describe the controlled response. Synthesis is performed by solving an multi-objective optimization problem where stability and performance requirements in time- and frequency domains are integrated. The use of the first two order moments allows for the efficient estimation of the cost function thus for a faster synthesis algorithm. While reliability requirements are taken into account by using bounds to failure probabilities, requirements related to undesirable variability are implemented by quantifying the concentration of the random outcome about a deterministic target. The Hammersley Sequence Sampling and the First- and Second-Moment- Second-Order approximations are used to estimate the moments, whose accuracy and associated computational complexity are compared numerically. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.

Crespo, Luis G.↗

DOE OSTI2024

Droplet Growth or Evaporation Does Not Buffer the Variability in Supersaturation in Clean Clouds

Abstract Water vapor supersaturation in clouds is a random variable that drives activation and growth of cloud droplets. The Pi Convection–Cloud Chamber generates a turbulent cloud with a microphysical steady state that can be varied from clean to polluted by adjusting the aerosol injection rate. The supersaturation distribution and its moments, e.g., mean and variance, are investigated for varying cloud microphysical conditions. High-speed and collocated Eulerian measurements of temperature and water vapor concentration are combined to obtain the temporally resolved supersaturation distribution. This allows quantification of the contributions of variances and covariances between water vapor and temperature. Results are consistent with expectations for a convection chamber, with strong correlation between water vapor and temperature; departures from ideal behavior can be explained as resulting from dry regions on the warm boundary, analogous to entrainment. The saturation ratio distribution is measured under conditions that show monotonic increase of liquid water content and decrease of mean droplet diameter with increasing aerosol injection rate. The change in liquid water content is proportional to the change in water vapor concentration between no-cloud and cloudy conditions. Variability in the supersaturation remains even after cloud droplets are formed, and no significant buffering is observed. Results are interpreted in terms of a cloud microphysical Damköhler number (Da), under conditions corresponding to , i.e., the slow-microphysics regime. This implies that clouds with very clean regions, such that is satisfied, will experience supersaturation fluctuations without them being buffered by cloud droplet growth. Significance Statement The saturation ratio (humidity) in clouds controls the growth rate and formation of cloud droplets. When air in a turbulent cloud mixes, the humidity varies in space and time throughout the cloud. This is important because it means cloud droplets experience different growth histories, thereby resulting in broader size distributions. It is often assumed that growth and evaporation of cloud droplets buffers out some of the humidity variations. Measuring these variations has been difficult, especially in the field. The purpose of this study is to measure the saturation ratio distribution in clouds with a range of conditions. We measure the in-cloud saturation ratio using a convection cloud chamber with clean to polluted cloud properties. We found in clouds with low concentrations of droplets that the variations in the saturation ratio are not suppressed.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2019

Geometric Estimation of Multivariate Dependency

This paper proposes a geometric estimator of dependency between a pair of multivariate random variables. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate samples. This estimator converges to a quantity that we call the geometric mutual information (GMI), which is equivalent to the Henze–Penrose divergence. between the joint distribution of the multivariate samples and the product of the marginals. The GMI has many of the same properties as standard MI but can be estimated from empirical data without density estimation; making it scalable to large datasets. The proposed empirical estimator of GMI is simple to implement, involving the construction of an minimal spanning tree (MST) spanning over both the original data and a randomly permuted version of this data. We establish asymptotic convergence of the estimator and convergence rates of the bias and variance for smooth multivariate density functions belonging to a Hölder class. We demonstrate the advantages of our proposed geometric dependency estimator in a series of experiments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS2005

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.↗

DOE OSTI2016

Variational Bayesian strategies for high-dimensional, stochastic design problems

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual difficulties encountered in UQ tasks (e.g. the high computational cost of each forward simulation, the large number of random variables) but also by the need to solve a nonlinear optimization problem involving large numbers of design variables and potentially constraints. We propose a framework that is suitable for a class of such problems and is based on the idea of recasting them as probabilistic inference tasks. To that end, we propose a Variational Bayesian (VB) formulation and an iterative VB–Expectation-Maximization scheme that is capable of identifying a local maximum as well as a low-dimensional set of directions in the design space, along which, the objective exhibits the largest sensitivity. We demonstrate the validity of the proposed approach in the context of two numerical examples involving thousands of random and design variables. In all cases considered the cost of the computations in terms of calls to the forward model was of the order of 100 or less. The accuracy of the approximations provided is assessed by information-theoretic metrics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1980

Digital simulation of dynamic processes in radiometer systems

The development and application of several computer programs for simulating different classes of microwave radiometers are described. The programs are dynamic in nature, and they may be used to determine the instantaneous behavior of system variables as a function of time. Some of the programs employ random variable models in the simulations so that the statistical nature of the results may be investigated. The programs have been developed to utilize either the Continuous System Modeling Program or the Advanced Continuous System Language. The validity of most of the programs was investigated using statistical tests, and the results show excellent correlation with theoretical predictions. The programs are currently being used in the investigation of new design techniques for microwave radiometers.

Stanley, W. D.↗

DOE OSTI2023

Information transmission with continuous variable quantum erasure channels

Quantum capacity, as the key figure of merit for a given quantum channel, upper bounds the channel's ability in transmitting quantum information. Identifying different types of channels, evaluating the corresponding quantum capacity, and finding the capacity-approaching coding scheme are the major tasks in quantum communication theory. Quantum channel in discrete variables has been discussed enormously based on various error models, while error model in the continuous variable channel has been less studied due to the infinite dimensional problem. In this paper, we investigate a general continuous variable quantum erasure channel. By defining an effective subspace of the continuous variable system, we find a continuous variable random coding model. We then derive the quantum capacity of the continuous variable erasure channel in the framework of decoupling theory. The discussion in this paper fills the gap of a quantum erasure channel in continuous variable setting and sheds light on the understanding of other types of continuous variable quantum channels.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1989

Probabilities and statistics for backscatter estimates obtained by a scatterometer

Methods for the recovery of winds near the surface of the ocean from measurements of the normalized radar backscattering cross section must recognize and make use of the statistics (i.e., the sampling variability) of the backscatter measurements. Radar backscatter values from a scatterometer are random variables with expected values given by a model. A model relates backscatter to properties of the waves on the ocean, which are in turn generated by the winds in the atmospheric marine boundary layer. The effective wind speed and direction at a known height for a neutrally stratified atmosphere are the values to be recovered from the model. The probability density function for the backscatter values is a normal probability distribution with the notable feature that the variance is a known function of the expected value. The sources of signal variability, the effects of this variability on the wind speed estimation, and criteria for the acceptance or rejection of models are discussed. A modified maximum likelihood method for estimating wind vectors is described. Ways to make corrections for the kinds of errors found for the Seasat SASS model function are described, and applications to a new scatterometer are given.

Pierson, Willard J., Jr.↗

NASA NTRS1988

Estimating the signal-to-noise ratio of AVIRIS data

To make the best use of narrowband airborne visible/infrared imaging spectrometer (AVIRIS) data, an investigator needs to know the ratio of signal to random variability or noise (signal-to-noise ratio or SNR). The signal is land cover dependent and varies with both wavelength and atmospheric absorption; random noise comprises sensor noise and intrapixel variability (i.e., variability within a pixel). The three existing methods for estimating the SNR are inadequate, since typical laboratory methods inflate while dark current and image methods deflate the SNR. A new procedure is proposed called the geostatistical method. It is based on the removal of periodic noise by notch filtering in the frequency domain and the isolation of sensor noise and intrapixel variability using the semi-variogram. This procedure was applied easily and successfully to five sets of AVIRIS data from the 1987 flying season and could be applied to remotely sensed data from broadband sensors.

Curran, Paul J.↗

NASA NTRS1989

Estimation of signal-to-noise - A new procedure applied to AVIRIS data

Curran, Paul J.↗

NASA NTRS1988

Zones of information in the AVIRIS spectra

To make the best use of Airborne Visible/Infrared Imaging Spectrometer (AVIRIS) data an investigator needs to know the ratio of signal to random variability or noise (S/N ratio). The signal is land-cover dependent and decreases with both wavelength and atmospheric absorption and random noise comprises sensor noise and intra-pixel variability. The three existing methods for estimating the S/N ratio are inadequate as typical laboratory methods inflate, while dark current and image methods deflate the S/N ratio. We propose a new procedure called the geostatistical method. It is based on the removal of periodic noise by notch filtering in the frequency domain and the isolation of sensor noise and intra-pixel variability using the semi-variogram. This procedure was applied easily and successfully to five sets of AVIRIS data from the 1987 flying season.

Curran, Paul J.↗

DOE OSTI2016

Modelling individual variability in growth of bull trout in the Walla Walla River Basin using a hierarchical von Bertalanffy growth model

Abstract We examined growth in length of fluvial bull trout ( Salvelinus confluentus ) in the Walla Walla River Basin, Washington and Oregon. Our objectives were to quantify individual variability in growth; examine growth within and among years, life history forms, life stages and sexes; and estimate von Bertalanffy growth parameters. Individual variability was evaluated by modelling asymptotic length ( L ∞ ) and the growth coefficient ( k ) as random variables. All models were fit with Bayesian methods and were evaluated for fit by the deviance information criterion. By incorporating individual variability, population‐level estimates of L ∞ and k appeared appropriate and estimated growth trajectories for specific bull trout fit individual observed patterns in growth. Growth trajectories and positive correlation between individual estimates of L ∞ and k suggest that some individuals grow at a faster rate and reach a larger maximum size than other individuals and those differences are maintained throughout life. Selected models suggest that fluvial migrants have higher estimates of L ∞ and k than residents, but there were only slight differences in parameter estimates among migrants from two adjacent spawning populations in the Walla Walla River Basin, as well as between males and females. Growth rates increased for fluvial migrants after subadult emigration. Individual variability in growth is consistent with the life history diversity assumed essential for bull trout population persistence. Quantifying this variability is important for modelling population dynamics and viability to conserve this threatened species.

Harris, Julianne E.↗

NASA NTRS1984

SMC X-1 variability observed from HEAO 1

Studies are reported of the slow variability of SMC X-1 and its spectrum. An analysis of red-noise random variability is based on a method discussed by Deeter and Boynton (1982). The 0.7 s X-ray pulsar SMC X-1 is in a 3.89 day eclipsing binary system with a B0 I supergiant companion. Observations of the pulsar were conducted with the aid of the UCSD/MIT instrument on HEAO 1 from 1977 August through 1979 January. A light curve was constructed for the period 1977 September to 1978 December. The apparent tendency of SMC X-1 to be in one of two states, high or low, suggests the acquisition of average spectra separately for each state. The total (steady plus pulsed) emission from SMC X-1 displays a continuum spectrum with a dominant exponential form which implies a temperature of 17 keV for thin thermal bremsstrahlung emission or 5 keV if the other limit of a Wien spectrum is assumed.

Gruber, D. E.↗

NASA NTRS2004

Probabilistic Physics-Based Risk Tools Used to Analyze the International Space Station Electrical Power System Output

This paper describes the methods employed to apply probabilistic modeling techniques to the International Space Station (ISS) power system. These techniques were used to quantify the probabilistic variation in the power output, also called the response variable, due to variations (uncertainties) associated with knowledge of the influencing factors called the random variables. These uncertainties can be due to unknown environmental conditions, variation in the performance of electrical power system components or sensor tolerances. Uncertainties in these variables, cause corresponding variations in the power output, but the magnitude of that effect varies with the ISS operating conditions, e.g. whether or not the solar panels are actively tracking the sun. Therefore, it is important to quantify the influence of these uncertainties on the power output for optimizing the power available for experiments.

Patel, Bhogila M.↗

NASA NTRS2014

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

Trajectory optimization methods using monotonic basin hopping (MBH) have become well developed during the past decade [1, 2, 3, 4, 5, 6]. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing random variable (RV)s from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by J. Englander [3, 6]) significantly improves monotonic basin hopping (MBH) performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness. Efficiency is finding better solutions in less time. Robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive random walks (RWs) originally developed in the field of statistical physics.

autonomous↗

NASA NTRS1999

Lower Bounds for Phase Estimation of PSK Packets with Random Phase

In this paper, we derive new Cramer-Rao bounds (CRBs) for the estimation of phase from a block of random M-PSK (M=2,4,8) symbols where the phase to be estimated is a random variable. Existing bounds for 2 and 4-PSK which model the phase as non-random are extended to obtain a new 8-PSK CRB. The new random phase bounds are compared to the new 8-PSK and existing 2,4-PSK bounds which model the phase as non-random. We see that the random phase CRBs more accurately model the behavior if the phase, as normally happens, is suppose to be constrained to the interval [-pi/M,pi/M).

Drake, Jeffrey↗