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At least 1,459 records · Page 81

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Propagation of partially spatially coherent laser beams in instantaneous Kerr media

The propagation of intense, partially spatially coherent laser beams in a medium with instantaneous third-order susceptibility is studied analytically and numerically. For sufficiently high power relative to that required for nonlinear self-focusing, the propagation initially proceeds in two stages. In the first stage, spatial coherence builds up, and in the second stage, the number of speckles reduces. Once the degree of coherence is sufficiently high, whole-beam self-focusing occurs. The beam power is mostly confined within the initial spot radius. Two analytical approaches for describing the evolution of the beam are presented. The method of moments leads to an analytical solution for the rms spot radius that is in excellent agreement with simulations. This method does not require any knowledge of the field statistics beyond the initial conditions and provides no information about the evolution of the individual speckles. The other approach employs a self-similar solution for the second-order coherence function of the field and assumes that the fourth-order coherence function is factorizable and obeys complex circular Gaussian random statistics. The latter method also leads to an analytical expression for the spot radius, but its predictions for the qualitative evolution of the speckles disagree with wave-optics simulations.

lasers↗

Complex patterns of abnormal heartbeats

Individuals having frequent abnormal heartbeats interspersed with normal heartbeats may be at an increased risk of sudden cardiac death. However, mechanistic understanding of such cardiac arrhythmias is limited. We present a visual and qualitative method to display statistical properties of abnormal heartbeats. We introduce dynamical "heartprints" which reveal characteristic patterns in long clinical records encompassing approximately 10(5) heartbeats and may provide information about underlying mechanisms. We test if these dynamics can be reproduced by model simulations in which abnormal heartbeats are generated (i) randomly, (ii) at a fixed time interval following a preceding normal heartbeat, or (iii) by an independent oscillator that may or may not interact with the normal heartbeat. We compare the results of these three models and test their limitations to comprehensively simulate the statistical features of selected clinical records. This work introduces methods that can be used to test mathematical models of arrhythmogenesis and to develop a new understanding of underlying electrophysiologic mechanisms of cardiac arrhythmia.

Non-NASA Center↗

Statistical analysis of astronomical data containing upper bounds - General methods and examples drawn from X-ray astronomy

Statistical procedures taken from the field of survival analysis have been adapted to astronomical usage and have been applied to a sample of stars in the B-V color range between 0.1 and 0.5 with measured soft X-ray luminosities and projected equatorial velocities. The two-sample problem and linear regression problem with arbitrarily censored data were studied. A new method for determining the linear regression between two random variables in the presence of arbitrary censoring has been developed which can also be used for a likelihood-ratio test for the independence of two random variables and for principal-component analysis in the presence of arbitrary censoring. The required numerical computations can be carried out straightforwardly and rapidly.

Schmitt, J. H. M. M.↗

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied. Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Detection of DoS Attacks Using ARFIMA Modeling of GOOSE Communication in IEC 61850 Substations

Integration of Information and Communication Technology (ICT) in modern smart grids (SGs) offers many advantages including the use of renewables and an effective way to protect, control and monitor the energy transmission and distribution. To reach an optimal operation of future energy systems, availability, integrity and confidentiality of data should be guaranteed. Research on the cyber-physical security of electrical substations based on IEC 61850 is still at an early stage. In the present work, we first model the network traffic data in electrical substations, then, we present a statistical Anomaly Detection (AD) method to detect Denial of Service (DoS) attacks against the Generic Object Oriented Substation Event (GOOSE) network communication. According to interpretations on the self-similarity and the Long-Range Dependency (LRD) of the data, an Auto-Regressive Fractionally Integrated Moving Average (ARFIMA) model was shown to describe well the GOOSE communication in the substation process network. Based on this ARFIMA-model and in view of cyber-physical security, an effective model-based AD method is developed and analyzed. Two variants of the statistical AD considering statistical hypothesis testing based on the Generalized Likelihood Ratio Test (GLRT) and the cumulative sum (CUSUM) are presented to detect flooding attacks that might affect the availability of the data. Our work presents a novel AD method, with two different variants, tailored to the specific features of the GOOSE traffic in IEC 61850 substations. The statistical AD is capable of detecting anomalies at unknown change times under the realistic assumption of unknown model parameters. The performance of both variants of the AD method is validated and assessed using data collected from a simulation case study. We perform several Monte-Carlo simulations under different noise variances. The detection delay is provided for each detector and it represents the number of discrete time samples after which an anomaly is detected. In fact, our statistical AD method with both variants (CUSUM and GLRT) has around half the false positive rate and a smaller detection delay when compared with two of the closest works found in the literature. Our AD approach based on the GLRT detector has the smallest false positive rate among all considered approaches. Whereas, our AD approach based on the CUSUM test has the lowest false negative rate thus the best detection rate. Depending on the requirements as well as the costs of false alarms or missed anomalies, both variants of our statistical detection method can be used and are further analyzed using composite detection metrics.

IEC 61850 electrical substations↗

Enzyme activities predicted by metabolite concentrations and solvent capacity in the cell

Experimental measurements or computational model predictions of the post-translational regulation of enzymes needed in a metabolic pathway is a difficult problem. Consequently, regulation is mostly known only for well-studied reactions of central metabolism in various model organisms. In this study, we use two approaches to predict enzyme regulation policies and investigate the hypothesis that regulation is driven by the need to maintain the solvent capacity in the cell. The first predictive method uses a statistical thermodynamics and metabolic control theory framework while the second method is performed using a hybrid optimization–reinforcement learning approach. Efficient regulation schemes were learned from experimental data that either agree with theoretical calculations or result in a higher cell fitness using maximum useful work as a metric. As previously hypothesized, regulation is herein shown to control the concentrations of both immediate and downstream product concentrations at physiological levels. Model predictions provide the following two novel general principles: (1) the regulation itself causes the reactions to be much further from equilibrium instead of the common assumption that highly non-equilibrium reactions are the targets for regulation; and (2) the minimal regulation needed to maintain metabolite levels at physiological concentrations maximizes the free energy dissipation rate instead of preserving a specific energy charge. The resulting energy dissipation rate is an emergent property of regulation which may be represented by a high value of the adenylate energy charge. In addition, the predictions demonstrate that the amount of regulation needed can be minimized if it is applied at the beginning or branch point of a pathway, in agreement with common notions. The approach is demonstrated for three pathways in the central metabolism of E. coli (gluconeogenesis, glycolysis-tricarboxylic acid (TCA) and pentose phosphate-TCA) that each require different regulation schemes. It is shown quantitatively that hexokinase, glucose 6-phosphate dehydrogenase and glyceraldehyde phosphate dehydrogenase, all branch points of pathways, play the largest roles in regulating central metabolism.

59 BASIC BIOLOGICAL SCIENCES↗

Utilizing Advanced Statistics to Determine Anomalistic Conditions in Pebble-Bed Reactors

Pebble-bed reactors (PBRs) utilize hundreds of thousands of fuel pebbles, which continuously circulate through the core, in lieu of traditional fuel assemblies to generate fissions and produce power. The use of unmarked fuel pebbles presents a challenge for international safeguards verification that nuclear material is not being diverted. To ensure pebble diversion is not taking place, new methods for accounting for and monitoring the pebbles should be examined to determine an appropriate methodology for performing bulk accountancy with pebbles. Here, this work examines the use of statistical methods for determining if the reactor is within a declared range of operation by examining the statistical distribution of pebble burnup as they are discharged from the core. Using this methodology, we created a model that detects diversion over 95% of the time, over multiple diversion pathways, if the reactor core maintains a constant power density during the diversion process and only falsely labels a diversion case nominal 2% of the time. For a diversion scenario where the reactor is maintained at a constant power, the statistical analysis can correctly identify if diversion is occurring over 80% of the time; however, nearly 20% of specific diversion pathways are mislabeled nominal. These results provide a basis and framework for exploring the further use of statistical methods to determine where these methods could be most useful and where additional methods, such as machine learning, could be used to capture if diversion is occurring in pebble-bed reactors.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Defining window-boundaries for genomic analyses using smoothing spline techniques

High-density genomic data is often analyzed by combining information over windows of adjacent markers. Interpretation of data grouped in windows versus at individual locations may increase statistical power, simplify computation, reduce sampling noise, and reduce the total number of tests performed. However, use of adjacent marker information can result in over- or under-smoothing, undesirable window boundary specifications, or highly correlated test statistics. We introduce a method for defining windows based on statistically guided breakpoints in the data, as a foundation for the analysis of multiple adjacent data points. This method involves first fitting a cubic smoothing spline to the data and then identifying the inflection points of the fitted spline, which serve as the boundaries of adjacent windows. This technique does not require prior knowledge of linkage disequilibrium, and therefore can be applied to data collected from individual or pooled sequencing experiments. Moreover, in contrast to existing methods, an arbitrary choice of window size is not necessary, since these are determined empirically and allowed to vary along the genome.

59 BASIC BIOLOGICAL SCIENCES↗

Nuclear level density, thermalization, chaos, and collectivity

The knowledge of the level density is necessary for understanding nuclear reactions involving excited nuclear states. In particular, it is an important element in description of astrophysical processes and in technological applications. This review article explains main ideas of physics forming the level density in complex nuclei that grows very fast due to combinatorial complexity of total excitation energy shared by many constituents. This can be translated into a language of statistical physics by the Darwin–Fowler method. We briefly go through the historical development from the nuclear Fermi-gas model to the self-consistent mean field including the pairing effects. At the next step we introduce the ideas of thermalization in a closed mesoscopic system and quantum chaos with very complicated eigenfunctions. This is supported by the experience of the shell model in a limited orbital space that either provides an exact solution or uses the Monte Carlo approach. The statistical method of moments allows one to avoid the exact diagonalization keeping intact the quality of the results. We discuss the popular “constant temperature model” that describes well available data and the shell-model results; it is shown that its success cannot be explained by the phase transition from superfluid to a normal phase. The interpretation is suggested, supported by the numerical studies, in terms of dynamical chaotization including the collective enhancement of the level density. The role of incoherent collision-like interactions is stressed as a necessary element of the thermalization process.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

QUEST (\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a history of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT Uncertainty Quantification library, called MUQ (\url{muq.mit.edu}).

97 MATHEMATICS AND COMPUTING↗

Analyzing high dimensional data

Problems encountered in analyzing high dimensional data are discussed and possible solutions are proposed. The increased importance of second-order statistics in analyzing high dimensional data and the shortcoming of the minimum distance classifier in high dimensional data are recognized. By investigating characteristics of high dimensional data, it is shown that second-order statistics must be taken into account in high dimensional data. There is a need to represent second order statistics effectively. As the data dimensionality increases, it becomes more difficult to perceive and compare information present in statistics derived from data. In order to overcome this problem, a method to visualize statistics using color code is proposed. By representing statistics using a color code, the first and the second statistics can be more readily compared.

Lee, Chulhee↗

Rolling Bearing Life Prediction-Past, Present, and Future

Comparisons were made between the life prediction formulas of Lundberg and Palmgren, Ioannides and Harris, and Zaretsky and full-scale ball and roller bearing life data. The effect of Weibull slope on bearing life prediction was determined. Life factors are proposed to adjust the respective life formulas to the normalized statistical life distribution of each bearing type. The Lundberg-Palmgren method resulted in the most conservative life predictions compared to Ioannides and Harris, and Zaretsky methods which produced statistically similar results. Roller profile can have significant effects on bearing life prediction results. Roller edge loading can reduce life by as much as 98 percent. The resultant predicted life not only depends on the life equation used but on the Weibull slope assumed, the least variation occurring with the Zaretsky equation. The load-life exponent p of 10/3 used in the American National Standards Institute (ANSI)/American Bearing Manufacturers Association (ABMA)/International Organization for Standardization (ISO) standards is inconsistent with the majority roller bearings designed and used today.

Zaretsky, E V↗

Uncertainty Estimates of Psychoacoustic Thresholds Obtained from Group Tests

Adaptive psychoacoustic test methods, in which the next signal level depends on the response to the previous signal, are the most efficient for determining psychoacoustic thresholds of individual subjects. In many tests conducted in the NASA psychoacoustic labs, the goal is to determine thresholds representative of the general population. To do this economically, non-adaptive testing methods are used in which three or four subjects are tested at the same time with predetermined signal levels. This approach requires us to identify techniques for assessing the uncertainty in resulting group-average psychoacoustic thresholds. In this presentation we examine the Delta Method of frequentist statistics, the Generalized Linear Model (GLM), the Nonparametric Bootstrap, a frequentist method, and Markov Chain Monte Carlo Posterior Estimation and a Bayesian approach. Each technique is exercised on a manufactured, theoretical dataset and then on datasets from two psychoacoustics facilities at NASA. The Delta Method is the simplest to implement and accurate for the cases studied. The GLM is found to be the least robust, and the Bootstrap takes the longest to calculate. The Bayesian Posterior Estimate is the most versatile technique examined because it allows the inclusion of prior information.

Rathsam, Jonathan↗

Urban Image Classification: Per-Pixel Classifiers, Sub-Pixel Analysis, Object-Based Image Analysis, and Geospatial Methods: Chapter - 10

Remote sensing methods used to generate base maps to analyze the urban environment rely predominantly on digital sensor data from space-borne platforms. This is due in part from new sources of high spatial resolution data covering the globe, a variety of multispectral and multitemporal sources, sophisticated statistical and geospatial methods, and compatibility with GIS data sources and methods. The goal of this chapter is to review the four groups of classification methods for digital sensor data from space-borne platforms; per-pixel, sub-pixel, object-based (spatial-based), and geospatial methods. Per-pixel methods are widely used methods that classify pixels into distinct categories based solely on the spectral and ancillary information within that pixel. They are used for simple calculations of environmental indices (e.g., NDVI) to sophisticated expert systems to assign urban land covers. Researchers recognize however, that even with the smallest pixel size the spectral information within a pixel is really a combination of multiple urban surfaces. Sub-pixel classification methods therefore aim to statistically quantify the mixture of surfaces to improve overall classification accuracy. While within pixel variations exist, there is also significant evidence that groups of nearby pixels have similar spectral information and therefore belong to the same classification category. Object-oriented methods have emerged that group pixels prior to classification based on spectral similarity and spatial proximity. Classification accuracy using object-based methods show significant success and promise for numerous urban 3 applications. Like the object-oriented methods that recognize the importance of spatial proximity, geospatial methods for urban mapping also utilize neighboring pixels in the classification process. The primary difference though is that geostatistical methods (e.g., spatial autocorrelation methods) are utilized during both the pre- and post-classification steps. Within this chapter, each of the four approaches is described in terms of scale and accuracy classifying urban land use and urban land cover; and for its range of urban applications. We demonstrate the overview of four main classification groups in Figure 1 while Table 1 details the approaches with respect to classification requirements and procedures (e.g., reflectance conversion, steps before training sample selection, training samples, spatial approaches commonly used, classifiers, primary inputs for classification, output structures, number of output layers, and accuracy assessment). The chapter concludes with a brief summary of the methods reviewed and the challenges that remain in developing new classification methods for improving the efficiency and accuracy of mapping urban areas.

Myint, Soe W.↗

A Scalable Method for Extracting Soiling Rates from PV Production Data

We present a method for analyzing time series production data from photovoltaic systems to extract the rate at which energy yield is affected by the accumulation of dust, dirt, and other forms of soiling. We describe an approach that is based on prevailing methods which consider the change in energy production during dry periods. The method described here builds upon these methods by considering a statistical sample of soiling intervals from each site under consideration. The method enables straightforward application to a large number of sites with minimal parameterization of data-filtering requirements. Furthermore, it enables statistical confidence intervals and comparisons between sites.

14 SOLAR ENERGY↗