Search NASA⌕ Search

SEARCH · Search NASA

Results for “DETERMINISTIC ESTIMATION”

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 145 records · Page 8

Further examination of pilot instrument scanning data and development of a new link value estimator

Pilot instrument scanning data collected during simulated transport instrument landing approaches is examined. Deterministic features of random pilot instrument scanning behavior are confirmed to be: transitions in point of eye fixation which originate and terminate on the same instrument are rare; and transitions in point of eye fixation which originate on one secondary instrument and terminate on another secondary instrument are rare. Link value estimators are developed using statistics and these experimental facts. The result has a special significance when there is but a single primary instrument, a flight director. The result is used to simplify the iterative computational procedure of STI's display theory to a non-iterative procedure for the flight director case.

Hofmann, L. G.↗

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.↗

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.

stochastic calculus↗

On the Development of a Deterministic Three-Dimensional Radiation Transport Code

Since astronauts on future deep space missions will be exposed to dangerous radiations, there is a need to accurately model the transport of radiation through shielding materials and to estimate the received radiation dose. In response to this need a three dimensional deterministic code for space radiation transport is now under development. The new code GRNTRN is based on a Green's function solution of the Boltzmann transport equation that is constructed in the form of a Neumann series. Analytical approximations will be obtained for the first three terms of the Neumann series and the remainder will be estimated by a non-perturbative technique . This work discusses progress made to date and exhibits some computations based on the first two Neumann series terms.

Rockell, Candice↗

Probabilistic Modeling of the Renal Stone Formation Module

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.

kidney stones↗

Evaluation of residual gas fraction estimation methods for cycle-to-cycle combustion variability analysis and modeling

Cycle-to-cycle combustion variability in spark-ignition engines during normal operation is mainly caused by random perturbations of the in-cylinder conditions such as the flow velocity field, homogeneity of the air-fuel distribution, spark energy discharge, and turbulence intensity of the flame front. Such perturbations translate into the variability of the energy released observed at the end of the combustion process. During normal operating conditions, the cycle-to-cycle variability (CCV) of the energy release behaves as random uncorrelated noise. However, during diluted combustion, in either the form of exhaust gas recirculation (EGR) or excess air (lean operation), the CCV tends to increase as dilution increases. Moreover, when the ignition limit is reached at high dilution levels, the combustion CCV is exacerbated by sporadic occurrences of incomplete combustion events, and the uncorrelation assumption no longer holds. The low or null energy released by partial burns and misfires has an impact on the following combustion event due to the residual gas that carries burned and unburned gases, which contributes to the deterministic coupling between engine cycles. Many residual gas fraction estimation methods, however, only address the nominal case where complete combustion occurs and combustion events are uncorrelated. Here we evaluate the efficacy of such methods on capturing the effects of partial burns and misfires on the residual gas estimate for high-EGR operation. The advantages and disadvantages of each method are discussed based on their ability to generate cycle-to-cycle estimates. Finally, a comparison between the different estimation techniques is presented based on their usefulness for control-oriented modeling.

42 ENGINEERING↗

Hybrid Technique in SCALE for Fission Source Convergence Applied to Used Nuclear Fuel Analysis

The new hybrid SOURCE ConveRgence accelERator (SOURCERER) sequence in SCALE deterministically computes a fission distribution and uses it as the starting source in a Monte Carlo eigenvalue criticality calculation. In addition to taking the guesswork out of defining an appropriate, problem-dependent starting source, the more accurate starting source provided by the deterministic calculation decreases the probability of producing inaccurate tally estimates associated with undersampling problems caused by inadequate source convergence. Furthermore, SOURCERER can increase the efficiency of the overall simulation by decreasing the number of cycles that has to be skipped before the keff accumulation. SOURCERER was applied to a representative example for a used nuclear fuel cask utilized at the Maine Yankee storage site {Scaglione and Ilas}. Because of the time constraints of the Used Fuel Research, Development, and Demonstration project, it was found that using more than 30,000 neutrons per cycle will lead to inaccurate Monte Carlo calculation of keff due to the inevitable decrease in the number of skipped and active cycles used with this problem. For a fixed uncertainty objective and by using 30,000 neutron per cycle, the use of SOURCERER increased the efficiency of the keff calculation by 60%compared to a Monte Carlo calculation that used a starting source distributed uniformly in fissionable regions, even with the inclusion of the extra computational time required by the deterministic calculation. Additionally, the use of SOURCERER increased the reliability of keff calculation using any number of skipped cycles below 350.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Benchmark Comparisons of Lattice Physics Calculations for Thorium-Based Fuels in Pressure-Tube Heavy Water Reactors

Thorium is a fertile nuclear fuel resource that is nearly three times as abundant as uranium in the earth's crust and that can be exploited and used to extend uranium resources. The pressure tube heavy water reactor (PTHWR) is an excellent existing technology for utilizing thorium-based fuels, due to its high neutron economy achieved by using heavy water as a moderator and coolant, the ability to perform online refueling, and its flexibility in fuel management. Reactor physics studies are underway at the Canadian Nuclear Laboratories (CNL) to evaluate several types of thorium-based fuels that could be implemented in PT-HWRs in the near-term and intermediate future, building upon past experience. For preliminary, conceptual studies, deterministic lattice physics and core physics codes such as WIMS-AECL and RFSP are used to provide quick and more approximate estimates of performance and safety characteristics. The objective of this study was to perform 2D lattice physics benchmark comparisons between WIMS-AECL and MCNP5 for several types of thorium-based fuel bundle lattices for potential use in PT-HWRs. Benchmark comparisons will help confirm the validity of deterministic calculation results, and provide estimates of the potential magnitude of calculation errors and uncertainties. Areas for potential improvements in the WIMS-AECL calculations may also be identified. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Stochastic robustness of linear control systems

A simple numerical procedure for estimating the stochastic robustness of a linear, time-invariant system is described. Monte Carlo evaluation of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This definition of robustness is an alternative to existing deterministic definitions that address both structured and unstructured parameter variations directly. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variations. Trivial extensions of the procedure admit alternate discriminants to be considered. Thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions also can be estimated. Results are particularly amenable to graphical presentation.

Stengel, Robert F.↗

Stochastic robustness of linear time-invariant control systems

A simple numerical procedure for estimating the stochastic robustness of a linear, time-invariant system is described. Monte Carlo evaluation of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This definition of robustness is an alternative to existing deterministic definitions that address both structured and unstructured parameter variations directly. This analysis approach treats not only Gaussian parameter uncertainties but also non-Gaussian cases, including uncertain-but-bounded variations. Trivial extensions of the procedure permit alternate discriminants to be considered. Thus the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Stengel, Robert F.↗

Efficient Estimation of Pauli Observables by Derandomization

In this work, we consider the problem of jointly estimating expectation values of many Pauli observables, a crucial subroutine in variational quantum algorithms. Starting with randomized measurements, we propose an efficient derandomization procedure that iteratively replaces random single-qubit measurements by fixed Pauli measurements; the resulting deterministic measurement procedure is guaranteed to perform at least as well as the randomized one. In particular, for estimating any L low-weight Pauli observables, a deterministic measurement on only of order log(L) copies of a quantum state suffices. In some cases, for example, when some of the Pauli observables have high weight, the derandomized procedure is substantially better than the randomized one. Specifically, numerical experiments highlight the advantages of our derandomized protocol over various previous methods for estimating the ground-state energies of small molecules.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Efficient algorithms for use in probabilistic finite element analysis

This paper investigates the use of Fast Probability Integration (FPI) algorithms in a Finite Element environment. A method allowing the representation of correlated fields in terms of a vector of uncorrelated transformed variables, based on the spectral decomposition of the variance-covariance matrix is developed. The response of the deterministic model corresponding to selected perturbations of these uncorrelated variables is then obtained via a Newton-type iterative scheme. The results of the perturbed problems are used to construct a local representation of the model's behavior in the neighborhood of the deterministic state, which the FPI algorithm will use to estimate the reliability of the system. Although the proposed strategy has thus far only been applied to linear elastostatics, the extension of the method to a broader class of problems appears to be feasible.

Dias, J. B.↗

New time-domain technique for flutter boundary identification

A new methodology for flutter boundary identification in the time domain is presented. This technique is based on a single-input single-output deterministic ARMA model and an on-line parameter estimation procedure. It is capable of simultaneous identification of the aeroelastic modal parameters as well as the static offset term which represents the static deformation or state of the aeroelastic system. The capabilities of the method are illustrated by applying it to several examples, such as: damped free oscillations, a two degree of freedom NACA 64A010 airfoil in transonic flight, and a cantilevered rectangular wing in subsonic flow. Numerical implementations of the new methodology developed in this study demonstrates that it is a cost effective time-domain technique for flutter boundary identification.

Pak, Chan-Gi↗

Space radiation shielding strategies and requirements for deep space missions

Methods for estimating crew exposure to radiation and for evaluating shield requirements for spacecraft equipment and crew are examined. The development status for deterministic space radiation transport computer codes and models of their nuclear interaction inputs, which are useful for estimating the composition and thickness of shield materials, is discussed. The relation between shield thickness and exposures is studied. Estimates of deep-space shield requirements are proposed. It is noted that an assessment of input parameter uncertainties reveals that a factor of 2 uncertainty in predicted dose equivalent could increase shield thickness by an order of magnitude of more.

Townsend, Lawrence W.↗

Coupling sample paths to the thermodynamic limit in Monte Carlo estimators with applications to gene expression

Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained much more efficiently than those of the exact process. We explore the possibility of coupling sample paths of the exact model to the piecewise deterministic process in order to reduce the variance of their difference. We then apply this coupling to reduce the computational complexity of a Monte Carlo estimator. Motivated by the rigorous results in , we show how this method can be applied to realistic biological models with nontrivial scalings.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead to predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.

97 MATHEMATICS AND COMPUTING↗

Evaluating Safeguards Statistical Assumptions via Stochastic Simulation

Herein, the authors built and tested a stochastic simulation to estimate achieved detection probabilities (DPs) on a stratum basis, over a tailorable range of diverted amounts from 0 to 2 SQ, using typical IAEA inspection data: i.e., SQ in stratum, number of items, number of gross/partial/bias defect measurements conducted, and realistic relative standard deviation (RSD) values for typical IAEA verification measurements. For bulk strata, the model calculates achieved DP at 0.01 SQ diversion increments; for item strata, the model calculates DP using the smallest realistic diversion increment (e.g., a plate, pin, or coupon). After successfully benchmarking against IAEA deterministic models, the simulation was used to test the sensitivity of DP to certain standard assumptions and selected input parameters. First, the equal defect assumption was tested; the results suggest significant complexity in the effectiveness of partial defect measurements. Next, the authors explored the sensitivity of DP to the assumed RSD of attribute tests. Then, the authors compared non-normal models for instrument performance (e.g., logistic, step, or arbitrary functions) to the typical results from a normal distribution (characterized by RSD). This last comparison was supplemented with experimentally derived performance data for an HM-5. The HM-5 was used to make enrichment measurements on both LEU and HEU MTR fuel elements as plates were removed, and the results fit with logistic and step curves and applied in the simulation. These stochastic DP results were compared to DP estimates from a deterministic model assuming a normal curve and typical RSD, yielding insights that could improve effectiveness in the field. These early results illustrate the potential of stochastic models to better understand achieved DP and to improve safeguards effectiveness.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗