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At least 1,513 records · Page 84

Estimating Weibull parameters for composite materials.

This paper deals with the statistical analysis of strength and fracture of materials in general, with application to fiber composites. The 'weakest link' model is considered in a fairly general form, and the resulting equations are demonstrated by using a Weibull distribution for flaws. This distribution appears naturally in a variety of problems, and therefore additional attention is devoted to analysis and statistical estimation connected with this distribution. Special working charts are included to facilitate interpretation of observed data and estimation of parameters. Implications of the size effect are considered for various kinds of flaw distributions. The paper describes failure and damage in a fiber-reinforced systems.

Robinson, E. Y.↗

CAMERA: A method for cost-aware, adaptive, multifidelity, efficient reliability analysis

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distributions, and Monte Carlo sampling methods are intractable when expensive high-fidelity simulations have to be queried. Here, we propose a method to use models of multiple fidelities that trade accuracy for computational efficiency. Specifically, we propose the use of multifidelity Gaussian process models to efficiently fuse models at multiple fidelity, thereby offering a cheap surrogate model that emulates the original model at all fidelities. Furthermore, we propose a novel sequential acquisition function based experiment design framework that can automatically select samples from appropriate fidelity models to make predictions about quantities of interest at the highest fidelity. We use our proposed approach in an importance sampling setting and demonstrate our method on the failure level set and probability estimation on synthetic test functions and two real-world applications, namely, the reliability analysis of a gas turbine engine blade using a finite element method and a transonic aerodynamic wing test case using Reynolds-averaged Navier-Stokes equations. We show that our method predicts the failure boundary and probability more accurately and at a fraction of the computational cost compared with using just a single expensive high-fidelity model. Finally, we show that our sequential approach is guaranteed to asymptotically converge to the true failure boundary with high probability.

97 MATHEMATICS AND COMPUTING↗

Utilizing the maximum likelihood estimator for flow analysis

We explore the possibility of evaluating flow harmonics by employing the maximum likelihood estimator (MLE). For a given finite multiplicity, the MLE simultaneously furnishes estimations for all the parameters of the underlying distribution function while efficiently suppressing the variance of measures. Also, the method provides a means to assess a specific class of mixed harmonics, which is not straightforwardly feasible by the approaches primarily based on particle correlations. The results are analyzed using the Wald, likelihood ratio, and score tests of hypotheses. Besides, the resultant flow harmonics obtained using MLE are compared with those derived using particle correlations and event plane methods. Here, the dependencies of extracted flow harmonics on the multiplicity of individual events and the total number of events are analyzed. It is shown that the proposed approach works efficiently to deal with the deficiency in detector acceptability. Moreover, we elaborate on a fictitious scenario where the event plane is not a well-defined quantity in the distribution function. For the latter case, the MLE is shown to largely perform better than the two-particle correlation estimator. In this regard, one concludes that the MLE furnishes a meaningful alternative to the existing approaches for flow analysis.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Cloud field classification based on textural features

An essential component in global climate research is accurate cloud cover and type determination. Of the two approaches to texture-based classification (statistical and textural), only the former is effective in the classification of natural scenes such as land, ocean, and atmosphere. In the statistical approach that was adopted, parameters characterizing the stochastic properties of the spatial distribution of grey levels in an image are estimated and then used as features for cloud classification. Two types of textural measures were used. One is based on the distribution of the grey level difference vector (GLDV), and the other on a set of textural features derived from the MaxMin cooccurrence matrix (MMCM). The GLDV method looks at the difference D of grey levels at pixels separated by a horizontal distance d and computes several statistics based on this distribution. These are then used as features in subsequent classification. The MaxMin tectural features on the other hand are based on the MMCM, a matrix whose (I,J)th entry give the relative frequency of occurrences of the grey level pair (I,J) that are consecutive and thresholded local extremes separated by a given pixel distance d. Textural measures are then computed based on this matrix in much the same manner as is done in texture computation using the grey level cooccurrence matrix. The database consists of 37 cloud field scenes from LANDSAT imagery using a near IR visible channel. The classification algorithm used is the well known Stepwise Discriminant Analysis. The overall accuracy was estimated by the percentage or correct classifications in each case. It turns out that both types of classifiers, at their best combination of features, and at any given spatial resolution give approximately the same classification accuracy. A neural network based classifier with a feed forward architecture and a back propagation training algorithm is used to increase the classification accuracy, using these two classes of features. Preliminary results based on the GLDV textural features alone look promising.

Sengupta, Sailes Kumar↗

Active operator learning with predictive uncertainty quantification for partial differential equations

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying reliable surrogate models in scientific applications. Existing uncertainty quantification (UQ) frameworks employ ensembles or Bayesian methods, which can incur substantial computational costs during both training and inference. Here, we propose a lightweight predictive UQ method tailored for Deep operator networks (DeepONets) that also generalizes to other operator networks. Numerical experiments on linear and nonlinear PDEs demonstrate that the framework’s uncertainty estimates are unbiased and provide accurate out-of-distribution uncertainty predictions with a sufficiently large training dataset. Our framework provides fast inference and uncertainty estimates that can efficiently drive outer-loop analyses that would be prohibitively expensive with conventional solvers. We demonstrate how predictive uncertainties can be used in the context of Bayesian optimization and active learning problems to yield improvements in accuracy and data-efficiency for outer-loop optimization procedures. In the active learning setup, we extend the framework to Fourier Neural Operators (FNO) and describe a generalized method for other operator networks. To enable real-time deployment, we introduce an inference strategy based on precomputed trunk outputs and a sparse placement matrix, reducing evaluation time by more than a factor of five. Our method provides a practical route to uncertainty-aware operator learning in time-sensitive settings.

97 MATHEMATICS AND COMPUTING↗

Detecting Anomalies in Time Series Using Kernel Density Approaches

This paper introduces a novel anomaly detection approach tailored for time series data with exclusive reliance on normal events during training. Our key innovation lies in the application of kernel-density estimation (KDE) to scrutinize reconstruction errors, providing an empirically derived probability distribution for normal events post-reconstruction. This non-parametric density estimation technique offers a nuanced understanding of anomaly detection, differentiating it from prevalent threshold-based mechanisms in existing methodologies. In post-training, events are encoded, decoded, and evaluated against the estimated density, providing a comprehensive notion of normality. In addition, we propose a data augmentation strategy involving variational autoencoder-generated events and a smoothing step for enhanced model robustness. The significance of our autoencoder-based approach is evident in its capacity to learn normal representation without prior anomaly knowledge. Through the KDE step on reconstruction errors, our method addresses the versatility of anomalies, departing from assumptions tied to larger reconstruction errors for anomalous events. Our proposed likelihood measure then distinguishes normal from anomalous events, providing a concise yet comprehensive anomaly detection solution. The extensive experimental results support the feasibility of our proposed method, yielding significantly improved classification performance by nearly 10% on the UCR benchmark data.

Frehner, Robin↗

The Distribution of Snow Black Carbon observed in the Arctic and Compared to the GISS-PUCCINI Model

In this study, we evaluate the ability of the latest NASA GISS composition-climate model, GISS-E2- PUCCINI, to simulate the spatial distribution of snow BC (sBC) in the Arctic relative to present-day observations. Radiative forcing due to BC deposition onto Arctic snow and sea ice is also estimated. Two sets of model simulations are analyzed, where meteorology is linearly relaxed towards National Centers for Environmental Prediction (NCEP) and towards NASA Modern Era Reanalysis for Research and Applications (MERRA) reanalyses. Results indicate that the modeled concentrations of sBC are comparable with presentday observations in and around the Arctic Ocean, except for apparent underestimation at a few sites in the Russian Arctic. That said, the model has some biases in its simulated spatial distribution of BC deposition to the Arctic. The simulations from the two model runs are roughly equal, indicating that discrepancies between model and observations come from other sources. Underestimation of biomass burning emissions in Northern Eurasia may be the main cause of the low biases in the Russian Arctic. Comparisons of modeled aerosol BC (aBC) with long-term surface observations at Barrow, Alert, Zeppelin and Nord stations show significant underestimation in winter and spring concentrations in the Arctic (most significant in Alaska), although the simulated seasonality of aBC has been greatly improved relative to earlier model versions. This is consistent with simulated biases in vertical profiles of aBC, with underestimation in the lower and middle troposphere but overestimation in the upper troposphere and lower stratosphere, suggesting that the wet removal processes in the current model may be too weak or that vertical transport is too rapid, although the simulated BC lifetime seems reasonable. The combination of observations and modeling provides a comprehensive distribution of sBC over the Arctic. On the basis of this distribution, we estimate the decrease in snow and sea ice albedo and the resulting radiative forcing. We suggest that the albedo reduction due to BC deposition presents significant space-time variations, with highest mean reductions of 1.25% in the Russian Arctic, which are much larger than those in other Arctic regions (0.39% to 0.64 %). The averaged value over the Arctic north of 66degN is 0.4-0.6% during spring, leading to regional surface radiative forcings of 0.7, 1.1 and 1.0Wm(exp−2) in spring 2007, 2008 and 2009, respectively.

Dou, T.↗

Number-counts slope estimation in the presence of Poisson noise

The slope determination of a power-law number flux relationship in the case of photon-limited sampling. This case is important for high-sensitivity X-ray surveys with imaging telescopes, where the error in an individual source measurement depends on integrated flux and is Poisson, rather than Gaussian, distributed. A bias-free method of slope estimation is developed that takes into account the exact error distribution, the influence of background noise, and the effects of varying limiting sensitivities. It is shown that the resulting bias corrections are quite insensitive to the bias correction procedures applied, as long as only sources with signal-to-noise ratio five or greater are considered. However, if sources with signal-to-noise ratio five or less are included, the derived bias corrections depend sensitively on the shape of the error distribution.

Schmitt, Juergen H. M. M.↗

Quantifying Uncertainty in Ice Particle Velocity–Dimension Relationships Using MC3E Observations

Abstract Ice particle terminal fall velocity ( V t ) is fundamental for determining microphysical processes, yet remains extremely challenging to measure. Current theoretical best estimates of V t are functions of Reynolds number. The Reynolds number is related to the Best number, which is a function of ice particle mass, area ratio ( A r ), and maximum dimension ( D max ). These estimates are not conducive for use in most models since model parameterizations often take the form , where ( α , β ) depend on habit and D max . A previously developed framework is used to determine surfaces of equally plausible ( α , β ) coefficients whereby ice particle size/shape distributions are combined with V t best estimates to determine mass- ( V M ) or reflectivity-weighted ( V Z ) velocities that closely match parameterized V M ,SD or V Z ,SD calculated using the ( α , β ) coefficients using two approaches. The first uses surfaces of equally plausible ( a , b ) coefficients describing mass ( M )–dimension relationships (i.e., ) to calculate mass- or reflectivity-weighted velocity from size/shape distributions that are then used to determine ( α , β ) coefficients. The second investigates how uncertainties in A r , D max , and size distribution N ( D ) affect V M or V Z . For seven of nine flight legs flown on 20 and 23 May 2011 during the Mesoscale Continental Convective Clouds Experiment (MC3E), uncertainty from natural parameter variability—namely, the variability in ice particle parameters in similar meteorological conditions—exceeds uncertainties arising from different A r assumptions or D max estimates. The combined uncertainty between A r , D max , and N ( D ) produced smaller variability in ( α , β ) compared to varying M ( D ), demonstrating M ( D ) must be accurately quantified for model fall velocities. Primary sources of uncertainty vary considerably depending on environmental conditions. Significance Statement Ice particle fall velocity is fundamental for numerous processes within clouds, and hence is a critical property that must be accurately represented in weather and climate models. Using aircraft observations of ice particle shapes and sizes obtained in clouds behind midlatitude thunderstorms, this work develops a new framework for estimating ice particle fall velocities and their uncertainty, including quantifying the importance of different uncertainty sources from cloud microphysics measurements. Natural parameter variability contributes the most uncertainty in ice particle fall velocity estimates, although other sources can also be important contributors to uncertainty in certain conditions. Additional work examining ice particle data is needed to further understand how dependent uncertainty in certain ice particle properties are to local environmental conditions.

Meteorology & Atmospheric Sciences↗

Probabilistic Classification Using Elemental Abundance Distributions and Lossless Image Compression in Apollo 17 Lunar Dust Samples from Mare Serenitatis

We have previously outlined a strategy for the detection of fossils [Storrie-Lombardi and Hoover, 2004] and extant microbial life [Storrie-Lombaudi and Hoover, 20051 during robotic missions to Mars using co-registered structural and chemical signatures. Data inputs included image lossless compression indices to estimate relative textural complexity and elemental abundance distributions. Two exploratory classification algorithms (principal component analysis and hierarchical cluster analysis) provide an initial tentative classification of all targets. Nonlinear stochastic neural networks are then trained to produce a Bayesian estimate of algorithm classification accuracy. The strategy previously has been successful in distinguishing regions of biotic and abiotic alteration of basalt glass from unaltered samples. [Storrie-Lombardi and Fisk, 2004; Storrie-Lombardi and Fisk, 2004] Such investigations of abiotic versus biotic alteration of terrestrial mineralogy on Earth are compromised by .the difficulty finding mineralogy completely unaffected by the ubiquitous presence of microbial life on the planet. The renewed interest in lunar exploration offers an opportunity to investigate geological materials that may exhibit signs of aqueous alteration, but are highly unlikely to contain contaminating biological weathering signatures. We here present an extension of our earlier data set to include lunar dust samples obtained during the Apollo 17 mission. Apollo 17 landed in the Taurus-Littrow Valley in Mare Serenitatis. Most of the rock samples from this region of the lunar highlands are basalts comprised primarily of plagioclase and pyroxene and selected examples of orange and black volcanic glass. SEM images and elemental abundances (C6, N7, O8, Na11, Mg12, Al13, Si14, P15, S16, Cll7, K19, Ca20, Fe26) for a series of targets in the lunar dust samples are compared to the extant cyanobacteria, fossil trilobites, Orgueil meteorite, and terrestrial basalt targets previously discussed. The data set provides a first step in producing a quantitative probabilistic methodology for geobiological analysis of returned lunar samples or in situ exploration.

Storrie-Lombardi, Michael C.↗

Selected Theoretical Studies Group contributions to the 14th International Cosmic Ray conference

The galactic distribution of H2 was studied through gamma radiation and through X-ray, optical, and infrared absorption measurements from SAS-2 and other sources. A comparison of the latitude distribution of gamma-ray intensity with reddening data shows reddening data to give the best estimate of interstellar gas in the solar vicinity. The distribution of galactic cosmic ray nucleons was determined and appears to be identical to the supernova remnant distribution. Interactions between ultrahigh energy cosmic-ray nuclei and intergalactic photon radiation fields were calculated, using the Monte Carlo method.

Source record↗

Applications of estimation theory to numerical weather prediction

Numerical weather prediction (NWP) is an initial value problem for a system of nonlinear partial differential equations in which the initial values are known only incompletely and inaccurately. Data at initial time can be supplemented, however, by observations of the system distributed over a time interval preceding it. Estimation theory was successful in approaching such problems for models governed by systems of ordinary differential equations and of linear PDEs. Estimation-theoretic methods for NWP are developed. A model exhibiting many features of large scale atmospheric flow important in NWP is the one governed by the shallow fluid equations. The estimation problem for a linearized formulation of these equations is studied. A finite difference version of the equations is used as a forecast model to simulate the numerical models used in NWP.

Cohn, S.↗

Economic Benefits of Improved Information on Worldwide Crop Production: An Optimal Decision Model of Production and Distribution with Application to Wheat, Corn, and Soybeans

An optimal decision model of crop production, trade, and storage was developed for use in estimating the economic consequences of improved forecasts and estimates of worldwide crop production. The model extends earlier distribution benefits models to include production effects as well. Application to improved information systems meeting the goals set in the large area crop inventory experiment (LACIE) indicates annual benefits to the United States of $200 to $250 million for wheat, $50 to $100 million for corn, and $6 to $11 million for soybeans, using conservative assumptions on expected LANDSAT system performance.

Andrews, J.↗

Robust Resilient Signal Reconstruction under Adversarial Attacks

We consider the problem of signal reconstruction for a system under sparse signal corruption by a malicious agent. The reconstruction problem follows the standard error coding problem that has been studied extensively in the literature. We include a new challenge of robust estimation of the attack support. The problem is then cast as a constrained optimization problem merging promising techniques in the area of deep learning and estimation theory. A pruning algorithm is developed to reduce the "false positive" uncertainty of data-driven attack localization results, thereby improving the probability of correct signal reconstruction. Sufficient conditions for the correct reconstruction and the associated reconstruction error bounds are obtained for both exact and inexact attack support estimation. Moreover, a simulation of a water distribution system is presented to validate the proposed techniques.

Robust, Signal reconstruction, Resilient estimator↗

Rain attenuation measurements: Variability and data quality assessment

Year to year variations in the cumulative distributions of rain rate or rain attenuation are evident in any of the published measurements for a single propagation path that span a period of several years of observation. These variations must be described by models for the prediction of rain attenuation statistics. Now that a large measurement data base has been assembled by the International Radio Consultative Committee, the information needed to assess variability is available. On the basis of 252 sample cumulative distribution functions for the occurrence of attenuation by rain, the expected year to year variation in attenuation at a fixed probability level in the 0.1 to 0.001 percent of a year range is estimated to be 27 percent. The expected deviation from an attenuation model prediction for a single year of observations is estimated to exceed 33 percent when any of the available global rain climate model are employed to estimate the rain rate statistics. The probability distribution for the variation in attenuation or rain rate at a fixed fraction of a year is lognormal. The lognormal behavior of the variate was used to compile the statistics for variability.

Crane, Robert K.↗

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↗

A Radiative Transfer Model for Climate Calculations

This paper describes a radiative transfer model developed to accurately predict the atmospheric radiant flux in both the infrared and the solar spectrum with a minimum of computational effort. We use a newly developed k-distribution model for both the thermal and solar parts of the spectrum. We employ a generalized two-stream approximation for the scattering by aerosol and clouds. To assess the accuracy of the model, the results are compared to other more detailed models for several standard cases in the solar and thermal spectrum. We perform several calculations focussing primarily on the question of absorption of solar radiation by gases and aerosols. We estimate the accuracy of the k-distribution to be approx. 1 W/sq m for the gaseous absorption in the solar spectrum. We estimate the accuracy of the two-stream method to be 3-12 W/sq m for the downward solar flux and 1-5 W/sq m for the upward solar flux at the top of atmosphere depending on the optical depth of the aerosol layer. We also show that the effect of ignoring aerosol absorption on the downward solar flux at the surface is 50 W/sq m for the TARFOX aerosol for an optical depth of 0.5 and 150 W/sq m for a highly absorbing mineral aerosol. Thus, we conclude that the uncertainty introduced by the aerosol solar radiative properties (and merely assuming some "representative" model) can be considerably larger than the error introduced by the use of a two-stream method.

Bergstrom, Robert W.↗

Fiber Uncertainty Visualization for Bivariate Data With Parametric and Nonparametric Noise Models

Visualization and analysis of multivariate data and their uncertainty are top research challenges in data visualization. Constructing fiber surfaces is a popular technique for multivariate data visualization that generalizes the idea of level-set visualization for univariate data to multivariate data. Here, in this paper, we present a statistical framework to quantify positional probabilities of fibers extracted from uncertain bivariate fields. Specifically, we extend the state-of-the-art Gaussian models of uncertainty for bivariate data to other parametric distributions (e.g., uniform and Epanechnikov) and more general nonparametric probability distributions (e.g., histograms and kernel density estimation) and derive corresponding spatial probabilities of fibers. In our proposed framework, we leverage Green's theorem for closed-form computation of fiber probabilities when bivariate data are assumed to have independent parametric and nonparametric noise. Additionally, we present a nonparametric approach combined with numerical integration to study the positional probability of fibers when bivariate data are assumed to have correlated noise. For uncertainty analysis, we visualize the derived probability volumes for fibers via volume rendering and extracting level sets based on probability thresholds. We present the utility of our proposed techniques via experiments on synthetic and simulation datasets.

97 MATHEMATICS AND COMPUTING↗