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Results for “Stochastic Modeling and Simulation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 1,369 records · Page 76
All sourcesNASA NTRSDOE OSTI
NASA NTRS1991

Simulation of probabilistic wind loads and building analysis

Probabilistic wind loads likely to occur on a structure during its design life are predicted. Described here is a suitable multifactor interactive equation (MFIE) model and its use in the Composite Load Spectra (CLS) computer program to simulate the wind pressure cumulative distribution functions on four sides of a building. The simulated probabilistic wind pressure load was applied to a building frame, and cumulative distribution functions of sway displacements and reliability against overturning were obtained using NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), a stochastic finite element computer code. The geometry of the building and the properties of building members were also considered as random in the NESSUS analysis. The uncertainties of wind pressure, building geometry, and member section property were qualified in terms of their respective sensitivities on the structural response.

Shah, Ashwin R.↗
DOE OSTI2026

Simultaneous global and local clustering in multiplex networks with covariate information

Understanding both global and layer-specific group structures is useful for uncovering complex patterns in networks with multiple interaction types. In this work, we introduce a new model, the hierarchical multiplex stochastic blockmodel, which simultaneously detects communities within individual layers of a multiplex network while inferring a global node clustering across the layers. A stochastic blockmodel is assumed in each layer, with probabilities of layer-level group memberships determined by a node’s global group assignment. Our model uses a Bayesian framework, employing a probit stick-breaking process to construct node-specific mixing proportions over a set of shared Griffiths–Engen–McCloseky distributions. These proportions determine layer-level community assignment, allowing for an unknown and varying number of groups across layers, while incorporating nodal covariate information to inform the global clustering. We propose a scalable variational inference procedure with parallelisable updates for application to large networks. Extensive simulation studies demonstrate our model’s ability to accurately recover both global and layer-level clusters in complicated settings, and applications to real data showcase the model’s effectiveness in uncovering interesting latent network structure.

community detection↗
DOE OSTI2017

Pedestal-to-wall 3D fluid transport simulations on DIII-D

The 3D fluid-plasma edge transport code EMC3-EIRENE is used to test several magnetic field models with and without plasma response against DIII-D experimental data for even and odd-parity n = 3 magnetic field perturbations. The field models include ideal and extended MHD equilibria, and the vacuum approximation. Plasma response is required to reduce the stochasticity in the pedestal region for even-parity fields, however too much screening suppresses the measured splitting of the downstream T-e profile. Odd-parity perturbations result in weak tearing and only small additional peaks in the downstream measurements. In this case plasma response is required to increase the size of the lobe structure. No single model is able to simultaneously reproduce the upstream and downstream characteristics for both odd and even-parity perturbations.

3D transport↗
DOE OSTI2014

Excitation transfer pathways in excitonic aggregates revealed by the stochastic Schrödinger equation

We derive the stochastic Schrödinger equation for the system wave vector and use it to describe the excitation energy transfer dynamics in molecular aggregates. We suggest a quantum-measurement based method of estimating the excitation transfer time. Adequacy of the proposed approach is demonstrated by performing calculations on a model system. The theory is then applied to study the excitation transfer dynamics in a photosynthetic pigment-protein Fenna-Matthews-Olson (FMO) aggregate using both the Debye spectral density and the spectral density obtained from earlier molecular dynamics simulations containing strong vibrational high-frequency modes. The obtained results show that the excitation transfer times in the FMO system are affected by the presence of the vibrational modes; however, the transfer pathways remain the same.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2020

Reconstruction and uncertainty quantification of lattice Hamiltonian model parameters from observations of microscopic degrees of freedom

The emergence of scanning probe and electron beam imaging techniques has allowed quantitative studies of atomic structure and minute details of electronic and vibrational structure on the level of individual atomic units. These microscopic descriptors, in turn, can be associated with local symmetry breaking phenomena, representing the stochastic manifestation of the underpinning generative physical model. In this work, we explore the reconstruction of exchange integrals in the Hamiltonian for a lattice model with two competing interactions from observations of microscopic degrees of freedom and establish the uncertainties and reliability of such analysis in a broad parameter-temperature space. In contrast to other approaches, we specifically specify a loss function inherent to thermodynamic systems and utilize it to estimate uncertainty in simulated realizations of different models. As an ancillary task, we develop a machine learning approach based on histogram clustering to predict phase diagrams efficiently using a reduced descriptor space. We further demonstrate that reconstruction is possible well above the phase transition and in the regions of parameter space when the macroscopic ground state of the system is poorly defined due to frustrated interactions. This suggests that this approach can be applied to the traditionally complex problems of condensed matter physics such as ferroelectric relaxors and morphotropic phase boundary systems, spin and cluster glasses, and quantum systems once the local descriptors linked to the relevant physical behaviors are known.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2023

Fault isolation and fault-tolerant control for nonlinear stochastic distribution control systems with multiplicative faults

Here, in this paper, a fault isolation, diagnosis and fault tolerant control algorithm is proposed for nonlinear multiple multiplicative faults stochastic distribution control systems employing Takagi–Sugeno fuzzy system. To obtain the detailed fault information, a fault detection algorithm is introduced to discover the fault occurrence time. Then a fault isolation observer is built to produce the residual, and the error system is separated to subsystems affected only by disturbance and multiplicative faults. Moreover, a fault estimation scheme is presented to obtain the fault magnitude information. When faults occur, the system output probability density function will deviate from the desired distribution. So the model predictive control fault tolerant control scheme is needed to minimize the impact of faults as much as possible to make sure that the post fault output probability density function track the desired probability density function. The validity of the designed algorithm is demonstrated through a simulation example, where the fault tolerant control algorithm ensures that the system output probability density function still track the given output probability density function despite the complex case of multiple multiplicative faults occurring simultaneously.

42 ENGINEERING↗
NASA NTRS2001

Stochastic Particle Acceleration in Impulsive Solar Flares

The acceleration of a huge number of electrons and ions to relativistic energies over timescales ranging from several seconds to several tens of seconds is the fundamental problem in high-energy solar physics. The cascading turbulence model we have developed has been shown previously (e.g., Miller 2000; Miller & Roberts 1995; Miner, LaRosa, & Moore 1996) to account for all the bulk features (such as acceleration timescales, fluxes, total number of energetic particles, and maximum energies) of electron and proton acceleration in impulsive solar flares. While the simulation of this acceleration process is involved, the essential idea of the model is quite simple, and consists of just a few parts: 1. During the primary flare energy release phase, we assume that low-amplitude MHD Alfven and fast mode waves are excited at long wavelengths, say comparable to the size of the event (although the results are actually insensitive to this initial wavelength). While an assumption, this appears reasonable in light of the likely highly turbulent nature of the flare. 2. These waves then cascade in a Kolmogorov-like fashion to smaller wavelengths (e.g., Verma et al. 1996), forming a power-law spectral density in wavenumber space through the inertial range. 3. When the mean wavenumber of the fast mode waves has increased sufficiently, the transit-time acceleration rate (Miller 1997) for superAlfvenic electrons can overcome Coulomb energy losses, and these electrons are accelerated out of the thermal distribution and to relativistic energies (Miller et al. 1996). As the Alfven waves cascade to higher wavenumbers, they can cyclotron resonate with progressively lower energy protons. Eventually, they will resonate with protons in the tail of the thermal distribution, which will then be accelerated to relativistic energies as well (Miller & Roberts 1995). Hence, both ions and electrons are stochastically accelerated, albeit by different mechanisms and different waves. 4. When the protons become superAlfvenic (above about 1 MeV/nucleon), they too can suffer transit-time acceleration by the fast mode waves and will receive an extra acceleration "kick." The basic overall objective of this 1 year effort was to construct a spatially-dependent version of this acceleration model and this has been realized.

Miller, James A.↗
DOE OSTI2019

Supervised paralled-in-time algorithm for long-time Lagrangian simulations of stochastic dynamics: Application to hydrodynamics

Lagrangian particle methods based on detailed atomic and molecular and nanoscale systems. However, the maximum time step is limited by the smallest oscillation period of the fastest atomic motion, rendering long-time simulations very expensive. To resolve this bottleneck, we propose a supervised parallel-in-time algorithm for stochastic dynamics to accelerate long-time Lagrangian particle simulations. Our method is inspired by bottom-up coarse-graining projections that yield mean-field hydrodynamic behavior in the continuum limit.

Multiscale modeling, Lagrangian method, Parallel-i↗
DOE OSTI2021

Solving inverse problems in stochastic models using deep neural networks and adversarial training

Inverse problems associated with stochastic models constitute a significant portion of scientific and engineering applications. In such cases the unknown quantities are distributions. The applicability of traditional methods is limited because of their demanding assumptions or prohibitive computational consumption; for example, maximum likelihood methods require closed-form density functions, and Markov Chain Monte Carlo needs a large number of simulations. We propose a new method that estimates the unknown distribution by matching the statistical properties between observed and simulated random processes. We leverage the expressive power of neural networks to approximate the unknown distribution and use a discriminative neural network for computing the statistical discrepancies between the observed and simulated random processes. Here we demonstrated numerically that the proposed methods can estimate both the model parameters and learn complicated unknown distributions.

42 ENGINEERING↗
DOE OSTI2012

Characterizing the elements of Earth's radiative budget: Applying uncertainty quantification to the CESM

Understanding and characterizing sources of uncertainty in climate modeling is an important task. Because of the ever increasing sophistication and resolution of climate modeling it is increasing important to develop uncertainty quantification methods that minimize the computational cost that occurs when these methods are added to climate modeling. This research explores the application of sparse stochastic collocation with polynomial edge detection to characterize portions of the probability space associated with the Earth's radiative budget in the Community Earth System Model (CESM). Specifically, we develop surrogate models with error estimates for a range of acceptable input parameters that predict statistical values of the Earth's radiative budget as derived from the CESM simulation.

42 ENGINEERING↗
DOE OSTI2025

Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many simulations for acceptable accuracy. Surrogate models provide a means of circumventing the high computational expense of sampling such complex models. In particular, polynomial chaos expansions (PCEs) have been successfully used for uncertainty quantification studies of deterministic models where the dominant source of uncertainty is parametric. We discuss an extension to conventional PCE surrogate modeling to enable surrogate construction for stochastic computational models that have intrinsic noise in addition to parametric uncertainty. We develop a PCE surrogate on a joint space of intrinsic and parametric uncertainty, enabled by Rosenblatt transformations, which are evaluated via kernel density estimation of the associated conditional cumulative distributions. Furthermore, we extend the construction to random field data via the Karhunen–Loève expansion. We then take advantage of closed-form solutions for computing PCE Sobol indices to perform a global sensitivity analysis of the model which quantifies the intrinsic noise contribution to the overall model output variance. Additionally, the resulting joint PCE is generative in the sense that it allows generating random realizations at any input parameter setting that are statistically approximately equivalent to realizations from the underlying stochastic model. The method is demonstrated on a chemical catalysis example model and a synthetic example controlled by a parameter that enables a switch from unimodal to bimodal response distributions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Parameter estimation by implicit sampling

© 2015 Mathematical Sciences Publishers. Implicit sampling is a weighted sampling method that is used in data assimilation to sequentially update state estimates of a stochastic model based on noisy and incomplete data. Here we apply implicit sampling to sample the posterior probability density of parameter estimation problems. The posterior probability combines prior information about the parameter with information from a numerical model, e.g., a partial differential equation (PDE), and noisy data. The result of our computations are parameters that lead to simulations that are compatible with the data. We demonstrate the usefulness of our implicit sampling algorithm with an example from subsurface flow. For an efficient implementation, we make use of multiple grids, BFGS optimization coupled to adjoint equations, and Karhunen-Loève expansions for dimensional reduction. Several difficulties of Markov chain Monte Carlo methods, e.g., estimation of burn-in times or correlations among the samples, are avoided because the implicit samples are independent.

Morzfeld, Matthias↗
DOE OSTI2016

Analysis of isothermal and cooling-rate-dependent immersion freezing by a unifying stochastic ice nucleation model

Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T , and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs) all have the same INP surface area (ISA); however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, N tot , and the heterogeneous ice nucleation rate coefficient, J het ( T ). This model is applied to address if (i) a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous-flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time-dependent isothermal frozen fractions exhibiting non-exponential behavior can be readily explained by this model considering varying ISA. An apparent cooling-rate dependence of J het is explained by assuming identical ISA in each droplet. When accounting for ISA variability, the cooling-rate dependence of ice nucleation kinetics vanishes as expected from classical nucleation theory. Finally, the model simulations allow for a quantitative experimental uncertainty analysis for parameters N tot , T , RH, and the ISA variability. We discuss the implications of our results for experimental analysis and interpretation of the immersion freezing process.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1986

Noise in remote-sensing systems - The effect on classification error

Several types of noise in remote-sensing systems are treated. The purpose is to provide enhanced understanding of the relationship of noise sources to both analysis results and sensor design. The context of optical sensors and spectral pattern recognition analysis methods is used to enable tractability for quantitative results. First, the concept of multispectral classification is reviewed. Next, stochastic models are discussed for both signals and noise, including thermal, shot and quantization noise along with atmospheric effects. A model enabling the study of the combined effect of these sources is presented, and a system performance index is defined. Theoretical results showing the interrelated effects of the noise sources on system performance are given. Results of simulations using the system model are presented for several values of system parameters, using some noise parameters of the Thematic Mapper scanner as an illustration. Results show the relative importance of each of the noise sources on system performance, including how sensor noise interacts with atmospheric effects to degrade accuracy.

Landgrebe, D. A.↗
NASA NTRS1988

The structure of red-infrared scattergrams of semivegetated landscapes

A physically based linear stochastic geometric canopy soil reflectance model is presented for characterizing spatial variability of semivegetated landscapes at subpixel and regional scales. Landscapes are conceptualized as stochastic geometric surfaces, incorporating not only the variability in geometric elements, but also the variability in vegetation and soil background reflectance which can be important in some scenes. The model is used to investigate several possible mechanisms which contribute to the often observed characteristic triangular shape of red-infrared scattergrams of semivegetated landscapes. Scattergrams of simulated and semivegetated scenes are analyzed with respect to the scales of the satellite pixel and subpixel components. Analysis of actual aerial radiometric data of a pecan orchard is presented in comparison with ground observations as preliminary confirmation of the theoretical results.

Jasinski, Michael F.↗
NASA NTRS1989

The structure of red-infrared scattergrams of semivegetated landscapes

A physically based linear stochastic geometric canopy soil reflectance model is presented for characterizing spatial variability of semivegetated landscapes at subpixel and regional scales. Landscapes are conceptualized as stochastic geometric surfaces, incorporating not only the variability in geometric elements, but also the variability in vegetation and soil background reflectance which can be important in some scenes. The model is used to investigate several possible mechanisms which contribute to the often observed characteristic triangular shape of red-infrared scattergrams of semivegetated landscapes. Scattergrams of simulated semivegetated scenes are analyzed with respect to the scales of the satellite pixel and subpixel components. Analysis of actual aerial radiometric data of a pecan orchard is presented in comparison with ground observations as preliminary confirmation of the theoretical results.

Jasinski, Michael F.↗
NASA NTRS2013

Developing an Accurate CFD Based Gust Model for the Truss Braced Wing Aircraft

The increased flexibility of long endurance aircraft having high aspect ratio wings necessitates attention to gust response and perhaps the incorporation of gust load alleviation. The design of civil transport aircraft with a strut or truss-braced high aspect ratio wing furthermore requires gust response analysis in the transonic cruise range. This requirement motivates the use of high fidelity nonlinear computational fluid dynamics (CFD) for gust response analysis. This paper presents the development of a CFD based gust model for the truss braced wing aircraft. A sharp-edged gust provides the gust system identification. The result of the system identification is several thousand time steps of instantaneous pressure coefficients over the entire vehicle. This data is filtered and downsampled to provide the snapshot data set from which a reduced order model is developed. A stochastic singular value decomposition algorithm is used to obtain a proper orthogonal decomposition (POD). The POD model is combined with a convolution integral to predict the time varying pressure coefficient distribution due to a novel gust profile. Finally the unsteady surface pressure response of the truss braced wing vehicle to a one-minus-cosine gust, simulated using the reduced order model, is compared with the full CFD.

Bartels, Robert E.↗
DOE OSTI2012

Characterizing the elements of Earth s radiative budget: Applying uncertainty quantification to the CESM

Understanding and characterizing sources of uncertainty in climate modeling is an important task. Because of the ever increasing sophistication and resolution of climate modeling it is increasing important to develop uncertainty quantification methods that minimize the computational cost that occurs when these methods are added to climate modeling. This research explores the application of sparse stochastic collocation with polynomial edge detection to characterize portions of the probability space associated with the Earth s radiative budget in the Community Earth System Model (CESM). Specifically, we develop surrogate models with error estimates for a range of acceptable input parameters that predict statistical values of the Earth s radiative budget as derived from the CESM simulation. We extend these results in resolution from T31 to T42 and in parameter space increasing the degrees of freedom from two to three.

Archibald, Richard K↗