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At least 145 records · Page 8

On the evaluation of expected performance cost for partially observed closed-loop stochastic systems

New methods are presented for evaluating the expected performance cost of partially observed closed-loop stochastic systems. When the variances of the process statistics are small, a linearized model of the closed-loop stochastic system is defined for which the expected cost can be evaluated by recursion on a set of purely deterministic difference equations. When the variances of the process statistics are large, the linearized model can be used in the control variate method of variance reduction for reducing the number of sample paths required for effective Monte Carlo estimation.

Bayard, D. S.↗

Can stochastic, dissipative wave fields be treated as random walk generators

A suggestion by Meek et al. (1985) that the gravity wave field be viewed as stochastic, with significant nonlinearities, is applied to calculate diffusivities. The purpose here is to calculate the diffusivity for stochastic wave model and compare it with previous diffusivity estimates. The researchers do this for an idealized case in which the wind velocity changes but slowly, and for which saturation is the principal mechanism by which wave energy is lost. A related calculation was given in a very brief way (Weinstock, 1976), but the approximations were not fully justified, nor were the physical pre-suppositions clearly explained. The observations of Meek et al. (1985) have clarified the pre-suppositions for the researchers and provided a rationalization and improvement of the approximations employed.

Weinstock, J.↗

Active stability augmentation of large space structures: A stochastic control problem

A problem in SCOLE is that of slewing an offset antenna on a long flexible beam-like truss attached to the space shuttle, with rather stringent pointing accuracy requirements. The relevant methodology aspects in robust feedback-control design for stability augmentation of the beam using on-board sensors is examined. It is framed as a stochastic control problem, boundary control of a distributed parameter system described by partial differential equations. While the framework is mathematical, the emphasis is still on an engineering solution. An abstract mathematical formulation is developed as a nonlinear wave equation in a Hilbert space. That the system is controllable is shown and a feedback control law that is robust in the sense that it does not require quantitative knowledge of system parameters is developed. The stochastic control problem that arises in instrumenting this law using appropriate sensors is treated. Using an engineering first approximation which is valid for small damping, formulas for optimal choice of the control gain are developed.

Balakrishnan, A. V.↗

Stochastic and hybrid-stress plate/shell finite elements for hot-section components

The research effort in the Center for the Advancement of Computational Mechanics at Georgia Tech has two main thrusts. The first of these is the development of special approaches for the numerical stress analysis of solids and structures whose material and geometric properties are uncertain. The second seeks to develop and implement high-efficiency plate and shell elements. The stochastic element method, currently being implemented, will be able to more accurately portray the probabilistic nature of stress, strain, and displacement in actual structures. Current research has provided a hybrid-stress shell element whose behavior is acceptable for aspect ratios as high as 30 to 1. Thus, substantially more complex analyses will be practicable as soon as this element is fully implemented. An additional advantage of the hybrid approach is that it permits more accurate stress-recovery at the upper and lower surfaces of the shell, an important consideration in high thickness-gradient applications. The software associated with the above research is being implemented in the form of extensions to the Nessus code. The hybrid shell element has been successfully tested in several small-deformation elastic analyses. The theoretical formulation of the stochastic elements is essentially complete; its implementation is just beginning.

Atluri, S. N.↗

A study of the stochastic energization of charged particles with and without synchrotron energy loss

A momentum-diffusion formulation that takes the initial values of the particle distribution functions and momentum-space boundary conditions is presently employed for the computational and analytical study of the stochastic energization of charged particles by plasma waves. The nature of the particle distribution functions resulting from stochastic energization and the validity of the momentum-diffusion formulation for the energization are determined. The validity of the momentum-diffusion formulation with power law diffusion coefficients is assessed.

Borovsky, J. E.↗

Proof of quasi-adaptivity for the m-measurement feedback class of stochastic control policies

Bounds on expected performance are established which show that the m-measurement feedback (mM) policy for nonlinear stochastic control performs as well or better than the open-loop optimal control policy, and thus is quasi-adaptive in the sense of Witenhausen (1966). The chain of performance inequalities indicate a tendency for the mM policy performance to improve with increasing m. It is suggested that the present analytical method, based on the construction of artificial control sequences denoted as utility controls, can be used to establish performance bounds on other well-known policies, avoiding the extensive Monte Carlo simulations necessary in comparing stochastic control policies.

Bayard, David S.↗

Stochastic estimation of conditional eddies in turbulent channel flow

Several long-standing issues regarding linear estimation and coherent structures are addressed, and some questions that were addressed partially, but never with the benefit of full, three-dimensional information are answered. The objectives were to: determine how well linear estimates approximate the field obtained by true conditional averaging, using events such as those in quadrant analysis; determine the extent to which the three-dimensional linearly estimated fields correspond to coherent structures, and the degree and manner in which they differ; evaluate the type and nature of the structural information gained by employing several different types of events; and learn more about the 3-D structure of important coherent motions that occur in wall turbulence. The results indicate that linear stochastic estimation can be used effectively in the study of numerical data bases consisting of three-dimensional vector fields, both velocity and vorticity. Two-point stochastic estimation yields more structural information and more detail than single-point estimation. The structures observed occurred repeatedly within the flow, but much can not be said about their dominance or the probability of their occurrence without further systematic studies of their frequency.

Adrian, R. J.↗

Cometary water on Venus - Implications of stochastic impacts

Attention is given to a Venus water abundance model, incorporating a stochastic cometary source and nonthermal hydrogen escape, that reproduces both the near-steady-state balance between escape loss and infall replenishment implied by Venus' short water lifetime, and the consistency of the observed deuterium-to-hydrogen ratio with a steady state. It is shown that the stochastic variability of each of these quantities is large. Water's quasi-steady state on Venus is judged to be mediated by comet impacts, leading to an obscuration of the early water history of Venus by the history of random impacts.

Grinspoon, David H.↗

Design Of Combined Stochastic Feedforward/Feedback Control

Methodology accommodates variety of control structures and design techniques. In methodology for combined stochastic feedforward/feedback control, main objectives of feedforward and feedback control laws seen clearly. Inclusion of error-integral feedback, dynamic compensation, rate-command control structure, and like integral element of methodology. Another advantage of methodology flexibility to develop variety of techniques for design of feedback control with arbitrary structures to obtain feedback controller: includes stochastic output feedback, multiconfiguration control, decentralized control, or frequency and classical control methods. Control modes of system include capture and tracking of localizer and glideslope, crab, decrab, and flare. By use of recommended incremental implementation, control laws simulated on digital computer and connected with nonlinear digital simulation of aircraft and its systems.

Halyo, Nesim↗

Stochastic modeling of crack initiation and short-crack growth under creep and creep-fatigue conditions

A simplified stochastic model is proposed for crack initiation and short-crack growth under creep and creep-fatigue conditions. Material inhomogeneity provides the random nature of crack initiation and early growth. In the model, the influence of microstructure is introduced by the variability of: (1) damage accumulation along grain boundaries, (2) critical damage required for crack initiation or growth, and (3) the grain-boundary length. The probabilities of crack initiation and growth are derived by using convolution integrals. The model is calibrated and used to predict the crack density and crack-growth rate of short cracks of 304 stainless steel under creep and creep-fatigue conditions. The mean-crack initiation lives are predicted to be within an average deviation of about 10 percent from the experimental results. The predicted cumulative distributions of crack-growth rate follow the experimental data closely. The applicability of the simplified stochastic model is discussed and the future research direction is outlined.

Kitamura, Takayuki↗

Stochastic time-optimal control problems

Two types of stochastic time-optimal controls in a one-dimensional setting are considered. Multidimensional problems, in the case of complete state information available and the system modeled by stochastic differential equations, are studied under the formulation of minimizing the expected transient-response time. The necessary condition of optimality is the satisfaction for the value function of a parabolic partial differential equation with boundary conditions. The sufficient condition of optimality is also provided, based on Dynkin's formula. Finally, three examples are given.

Zhang, W.↗

Stochastic Feedforward Control Technique

Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.

Halyo, Nesim↗

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 shock waves as a candidate mechanism for the formation of the He I 10830-A line in cool giant stars

The question of whether strong shocks produced in time-dependent stochastic wave models can explain the formation of the He I 10830-A line in cool giant stars is examined. The research is based on the ab initio chromosphere model for Arcturus by Cuntz (1987), showing that a stochastic distribution of wave periods leads to overtaking and merging of shocks, which occasionally produce very strong shocks with temperatures larger than 40,000 K in the postshock regions. These temperatures can easily produce a significant population in the 2s 3S state by electron collisional excitation. The 10830-A line occurs in absorption when the densities in the shocks exceed 10 million/cu cm.

Cuntz, Manfred↗

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.↗

Stochastic estimation of coherent structures in turbulent boundary layers

The stochastic estimation technique is described as well as its extension to two-point and space-time conditional estimates. Based on the experimental data of Guezennec (1985), a comparison is made between the stochastic estimates and the conventional ensemble averaging results. As only the normal velocity and streamwise components were measured at each point on the sampling grid, the assumption of statistical symmetry in the spanwise direction about the centerline was used and the spanwise velocity component was reconstructed by integrating the continuity equation from the centerline outward.

Guezennec, Y. G.↗

The He I 10830 line in Arcturus produced by stochastic shocks

An investigation is conducted as to whether strong shocks produced in time-dependent stochastic wave models can explain the formation of the He I 10830 line in a cool giant star like Arcturus. The exploratory research is based on the work of Cuntz (1987) who found that stochastic waves lead to overtaking and merging of shocks producing occasionally very strong shocks with temperatures larger than 40,000 K in the postshock regions.

Cuntz, Manfred↗

Magnetohydrodynamic turbulence dissipation and stochastic proton acceleration in solar flares

The Alfven and fast magnetosonic wave MHD modes can stochastically accelerate protons from super-Alfvenic to ultrarelativistic energies in solar flares. It is the Landau resonance, however, which generates most of the magnetosonic wave energy being dissipated on electron heating rather than on stochastic proton acceleration. Alfven waves are also subject to a nonlinear wave-particle interaction, and nonlinear Landau damping can selectively and efficiently heat the ambient protons to preaccelerate many to super-Alfvenic speeds. A spectrum of Alfven waves can therefore energize protons from low-temperature thermal to ultrarelativistic energies through a combination of linear and nonlinear particle-wave interactions.

Miller, James A.↗