Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochastic processes.”

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 163 records · Page 9
All sourcesNASA NTRSDOE OSTI
DOE OSTI2014

Robustness analysis of an air heating plant and control law by using polynomial chaos

This paper presents a robustness analysis of an air heating plant with a multivariable closed-loop control law by using the polynomial chaos methodology (MPC). The plant consists of a PVC tube with a fan in the air input (that forces the air through the tube) and a mass flux sensor in the output. A heating resistance warms the air as it flows inside the tube, and a thermo-couple sensor measures the air temperature. The plant has thus two inputs (the fan's rotation intensity and heat generated by the resistance, both measured in percent of the maximum value) and two outputs (air temperature and air mass flux, also in percent of the maximal value). The mathematical model is obtained by System Identification techniques. The mass flux sensor, which is nonlinear, is linearized and the delays in the transfer functions are properly approximated by non-minimum phase transfer functions. The resulting model is transformed to a state-space model, which is used for control design purposes. The multivariable robust control design techniques used is the LQG/LTR, and the controllers are validated in simulation software and in the real plant. Finally, the MPC is applied by considering some of the system's parameters as random variables (one at a time, and the system's stochastic differential equations are solved by expanding the solution (a stochastic process) in an orthogonal basis of polynomial functions of the basic random variables. This method transforms the stochastic equations in a set of deterministic differential equations, which can be solved by traditional numerical methods (That is the MPC). Statistical data for the system (like expected values and variances) are then calculated. The effects of randomness in the parameters are evaluated in the open-loop and closed-loop pole's positions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Stochastic Community Assembly: Does It Matter in Microbial Ecology?

Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here in this paper, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2012

Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps

In this article, we propose new Monte Carlo techniques for moving a diffusive particle in a discontinuous media. In this framework, we characterize the stochastic process that governs the positions of the particle. The key tool is the reduction of the process to a Skew Brownian motion (SBM). In a zone where the coefficients are locally constant on each side of the discontinuity, the new position of the particle after a constant time step is sampled from the exact distribution of the SBM process at the considered time. To do so, we propose two different but equivalent algorithms: a two-steps simulation with a stop at the discontinuity and a one-step direct simulation of the SBM dynamic. Some benchmark tests illustrate their effectiveness.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2011

Techniques to improve the accuracy of noise power spectrum measurements in digital x-ray imaging based on background trends removal

Purpose: Noise characterization through estimation of the noise power spectrum (NPS) is a central component of the evaluation of digital x-ray systems. Extensive works have been conducted to achieve accurate and precise measurement of NPS. One approach to improve the accuracy of the NPS measurement is to reduce the statistical variance of the NPS results by involving more data samples. However, this method is based on the assumption that the noise in a radiographic image is arising from stochastic processes. In the practical data, the artifactuals always superimpose on the stochastic noise as low-frequency background trends and prevent us from achieving accurate NPS. The purpose of this study was to investigate an appropriate background detrending technique to improve the accuracy of NPS estimation for digital x-ray systems. Methods: In order to achieve the optimal background detrending technique for NPS estimate, four methods for artifactuals removal were quantitatively studied and compared: (1) Subtraction of a low-pass-filtered version of the image, (2) subtraction of a 2-D first-order fit to the image, (3) subtraction of a 2-D second-order polynomial fit to the image, and (4) subtracting two uniform exposure images. In addition, background trend removal was separately applied within original region of interest or its partitioned sub-blocks for all four methods. The performance of background detrending techniques was compared according to the statistical variance of the NPS results and low-frequency systematic rise suppression. Results: Among four methods, subtraction of a 2-D second-order polynomial fit to the image was most effective in low-frequency systematic rise suppression and variances reduction for NPS estimate according to the authors' digital x-ray system. Subtraction of a low-pass-filtered version of the image led to NPS variance increment above low-frequency components because of the side lobe effects of frequency response of the boxcar filtering function. Subtracting two uniform exposure images obtained the worst result on the smoothness of NPS curve, although it was effective in low-frequency systematic rise suppression. Subtraction of a 2-D first-order fit to the image was also identified effective for background detrending, but it was worse than subtraction of a 2-D second-order polynomial fit to the image according to the authors' digital x-ray system. Conclusions: As a result of this study, the authors verified that it is necessary and feasible to get better NPS estimate by appropriate background trend removal. Subtraction of a 2-D second-order polynomial fit to the image was the most appropriate technique for background detrending without consideration of processing time.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2011

Power Minimization techniques for Networked Data Centers.

Our objective is to develop a mathematical model to optimize energy consumption at multiple levels in networked data centers, and develop abstract algorithms to optimize not only individual servers, but also coordinate the energy consumption of clusters of servers within a data center and across geographically distributed data centers to minimize the overall energy cost and consumption of brown energy of an enterprise. In this project, we have formulated a variety of optimization models, some stochastic others deterministic, and have obtained a variety of qualitative results on the structural properties, robustness, and scalability of the optimal policies. We have also systematically derived from these models decentralized algorithms to optimize energy efficiency, analyzed their optimality and stability properties. Finally, we have conducted preliminary numerical simulations to illustrate the behavior of these algorithms. We draw the following conclusion. First, there is a substantial opportunity to minimize both the amount and the cost of electricity consumption in a network of datacenters, by exploiting the fact that traffic load, electricity cost, and availability of renewable generation fluctuate over time and across geographical locations. Judiciously matching these stochastic processes can optimize the tradeoff between brown energy consumption, electricity cost, and response time. Second, given the stochastic nature of these three processes, real-time dynamic feedback should form the core of any optimization strategy. The key is to develop decentralized algorithms that can be implemented at different parts of the network as simple, local algorithms that coordinate through asynchronous message passing.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2014

Weighted Watson-Crick automata

There are tremendous works in biotechnology especially in area of DNA molecules. The computer society is attempting to develop smaller computing devices through computational models which are based on the operations performed on the DNA molecules. A Watson-Crick automaton, a theoretical model for DNA based computation, has two reading heads, and works on double-stranded sequences of the input related by a complementarity relation similar with the Watson-Crick complementarity of DNA nucleotides. Over the time, several variants of Watson-Crick automata have been introduced and investigated. However, they cannot be used as suitable DNA based computational models for molecular stochastic processes and fuzzy processes that are related to important practical problems such as molecular parsing, gene disease detection, and food authentication. In this paper we define new variants of Watson-Crick automata, called weighted Watson-Crick automata, developing theoretical models for molecular stochastic and fuzzy processes. We define weighted Watson-Crick automata adapting weight restriction mechanisms associated with formal grammars and automata. We also study the generative capacities of weighted Watson-Crick automata, including probabilistic and fuzzy variants. We show that weighted variants of Watson-Crick automata increase their generative power.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2016

Statistical properties of solar flares and coronal mass ejections through the solar cycle

Waiting Time Distributions (WTDs) of solar flares are investigated all through the solar cycle. The same approach applied to Coronal Mass Ejections (CMEs) in a previous work is considered here for flare occurrence. Our analysis reveals that flares and CMEs share some common statistical properties, which result dependent on the level of solar activity. Both flares and CMEs seem to independently occur during minimum solar activity phases, whilst their WTDs significantly deviate from a Poisson function at solar maximum, thus suggesting that these events are correlated. The characteristics of WTDs are constrained by the physical processes generating those eruptions associated with flares and CMEs. A scenario may be drawn in which different mechanisms are actively at work during different phases of the solar cycle. Stochastic processes, most likely related to random magnetic reconnections of the field lines, seem to play a key role during solar minimum periods. On the other hand, persistent processes, like sympathetic eruptions associated to the variability of the photospheric magnetism, are suggested to dominate during periods of high solar activity. Moreover, despite the similar statistical properties shown by flares and CMEs, as it was mentioned above, their WTDs appear different in some aspects. During solar minimum periods, the flare occurrence randomness seems to be more evident than for CMEs. Those persistent mechanisms generating interdependent events during maximum periods of solar activity can be suggested to play a more important role for CMEs than for flares, thus mitigating the competitive action of the random processes, which seem instead strong enough to weaken the correlations among flare event occurrence during solar minimum periods. However, it cannot be excluded that the physical processes at the basis of the origin of the temporal correlation between solar events are different for flares and CMEs, or that, more likely, more sophisticated effects are at work at the same time leading to an even more complex picture. This work represents a first step for further investigations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Parametric models for samples of random functions

A new class of parametric models, referred to as sample parametric models, is developed for random elements that match sample rather than the first two moments and/or other global properties of these elements. The models can be used to characterize, e.g., material properties at small scale in which case their samples represent microstructures of material specimens selected at random from a population. The samples of the proposed models are elements of finite-dimensional vector spaces spanned by samples, eigenfunctions of Karhunen–Loève (KL) representations, or modes of singular value decompositions (SVDs). The implementation of sample parametric models requires knowledge of the probability laws of target random elements. Numerical examples including stochastic processes and random fields are used to demonstrate the construction of sample parametric models, assess their accuracy, and illustrate how these models can be used to solve efficiently stochastic equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Application of Sequential Design of Experiments (SDoE) to Large Pilot-Scale Solvent-Based CO2 Capture Process at Technology Centre Mongstad (TCM)

The United States Department of Energy’s Carbon Capture Simulation for Industry Impact (CCSI2) program has developed a framework for sequential design of experiments (SDoE) that aims to maximize knowledge gained from budget- and schedule-limited pilot scale testing. SDoE was applied to the planning and execution of campaigns for testing CO2 capture systems at pilot-scale in order to optimally allocate resources available for the testing. In this methodology, a stochastic process model is developed by quantifying the parametric uncertainty in submodels of interest; for a solvent-based CO2 capture system, these may include physical properties and equipment performance submodels (e.g., mass transfer, interfacial area). This uncertainty is propagated through the full process model, over variable operating conditions, for estimating the resulting uncertainty in key model outputs (e.g., percentage of CO2 capture, solvent regeneration energy requirement). In developing a data collection plan, the predicted output uncertainty is incorporated into an algorithm that seeks simultaneously to select process operating conditions for which the predicted uncertainty is relatively high and to ensure that the entire space of operation is well represented. This test plan is then used to guide operation of the pilot plant at varying steady-state conditions, with resulting process data incorporated into the existing model using Bayesian inference to refine parameter distributions. The updated stochastic model, with reduced parametric uncertainty from data collected, is then used to guide additional data collection, thus the sequential nature of the experimental design. The SDoE process was implemented at the pilot test unit (12 MWe in scale) at Norway’s Technology Centre Mongstad (TCM) in a summer 2018 test campaign with aqueous monoethanolamine (MEA). During the test campaign, the varied operating conditions included the flowrates of circulated solvent, flue gas, and reboiler steam and the CO2 concentration in the flue gas. The process data were used to update probability distributions of mass transfer and interfacial area parameters of a stochastic process model developed by the CCSI2 team. Two iterations of the SDoE process were executed, resulting in the uncertainty in model predicted CO2 capture percentage decreasing by an average of 58.0 ± 4.7% over the full input space of interest. This work demonstrates the potential of the SDoE process for model refinement through reduction in process model parametric uncertainty, and ultimately risk in scale-up, in CO2 capture technology performance.

carbon capture↗
DOE OSTI2011

Ergodic properties of anomalous diffusion processes

In this paper we study ergodic properties of some classes of anomalous diffusion processes. Using the recently developed measure of dependence called the Correlation Cascade, we derive a generalization of the classical Khinchin theorem. This result allows us to determine ergodic properties of Levy-driven stochastic processes. Moreover, we analyze the asymptotic behavior of two different fractional Ornstein-Uhlenbeck processes, both originating from subdiffusive dynamics. We show that only one of them is ergodic. - Highlights: > We derive a generalization of the classical Khinchin ergodic theorem for the general class of Levy-driven processes. > We study ergodic properties of stable and tempered stable processes. > We verify ergodicity and mixing of two fractional Ornstein-Uhlenbeck processes, both originating from subdiffusive dynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2011

Constants in estimates for the rates of convergence in von Neumann's and Birkhoff's ergodic theorems

The paper investigates estimates which relate two equivalent phenomena: the power-type rate of convergence in von Neumann's ergodic theorem and the power-type singularity at zero (with the same exponent) exhibited by the spectral measure of the function being averaged with respect to the corresponding dynamical system. The same rate of convergence is also estimated in terms of the rate of decrease of the correlation coefficients. Also, constants are found in analogous estimates for the power-type convergence in Birkhoff's ergodic theorem. All the results have exact analogues for wide-sense stationary stochastic processes. Bibliography: 15 titles.

97 MATHEMATICS AND COMPUTING↗