Search NASA⌕ Search

SEARCH · Search NASA

Results for “Stochasticity”

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

Estimation of optical flow in airborne electro-optical sensors by stochastic approximation

The essence of motion or range estimation by passive electrooptical means is the ability to determine the correspondence of picture elements in pairs of image frames and to estimate their coordinates and their disparity (relative shifts) in the image plane of an electrooptical imaging sensor. The disparity can be in successive frames due to self-motion or in simultaneous frames of a stereo pair. A key issue is to provide these estimates on-line. This paper describes the theoretical background of such an interframe shift estimator. It is based on a stochastic gradient algorithm, specifically implementing a form of stochastic approximation, which can achieve rapid convergence of the shift estimate. Analytical and numerical simulation examples for random texture and isolated features validate the feasibility and the effectiveness of the estimator.

Merhav, S. J.↗

Stochastic robustness

To carry out stochastic robustness analysis, an expected probability distribution is assigned to each uncertain parameter in the system. The Monte Carlo analysis proceeds by repeatedly assigning shaped random values to each plant parameter, evaluating the stability of performance metric, and performing the binary classification (stable/unstable, etc.). If the system is stable, the state response to a unit disturbance impulse can be propagated to establish whether the response would violate settling time envelopes and whether peak actuator use would violate predetermined maximums. The final estimates of the probability of each form of unacceptable behavior are found by dividing the number of cases in which the overall system had that form of unacceptability by the number of cases run. Stability robustness can be portrayed graphically using the stochastic root locus and by using histograms of parameter values found in the unacceptable cases.

Marrison, C.↗

Technical notes and correspondence: 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 evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; 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.↗

Ion pickup, scattering, and stochastic acceleration in the cometary environment of P/Giacobini-Zinner

Observations and theory related to the scattering and acceleration of cometary pickup ions are reviewed with emphasis on Comet P/Giacobini-Zinner. A comparison of the regions upstream and downstream of the bow shock is made to assess the relative merits of each as a site for stochastic acceleration of ions above the pickup energy through interaction with low-frequency MHD waves. In the far upstream region the data are most consistent with a model where pickup ions generate a low level of MHD waves but remain relatively scatter-free. In the downstream region intense magnetic fluctuations gives rise to rapid isotropization of the ions and a second-order stochastic acceleration. The properties of the MHD power spectrum are related to the energetic ion spectrum in the framework of a leaky box model where the bulk of the acceleration occurs downstream of the shock throughout the cometosheath. Good agreement of the observations with theory is evident for both P/Giacobini-Zinner and P/Halley.

Barbosa, D. D.↗

Identification of linear stochastic systems through projection filters

A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.

Chen, Chung-Wen↗

Determining design gust loads for nonlinear aircraft similarity between methods based on matched filter theory and on stochastic simulation

This is a work-in-progress paper. It explores the similarity between the results from two different analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for nonlinear aircraft. To date, numerical studies have been performed using two different nonlinear aircraft configurations. These studies demonstrate that results from the deterministic analysis method are realizable in the stochastic analysis method.

Scott, Robert C.↗

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 comulative 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 sensitivity measure for mistuned high-performance turbines

A stochastic measure of sensitivity is developed in order to predict the effects of small random blade mistuning on the dynamic aeroelastic response of turbomachinery blade assemblies. This sensitivity measure is based solely on the nominal system design (i.e., on tuned system information), which makes it extremely easy and inexpensive to calculate. The measure has the potential to become a valuable design tool that will enable designers to evaluate mistuning effects at a preliminary design stage and thus assess the need for a full mistuned rotor analysis. The predictive capability of the sensitivity measure is illustrated by examining the effects of mistuning on the aeroelastic modes of the first stage of the oxidizer turbopump in the Space Shuttle Main Engine. Results from a full analysis mistuned systems confirm that the simple stochastic sensitivity measure predicts consistently the drastic changes due to misturning and the localization of aeroelastic vibration to a few blades.

Murthy, Durbha V.↗

Approximation methods for stochastic petri nets

Stochastic Marked Graphs are a concurrent decision free formalism provided with a powerful synchronization mechanism generalizing conventional Fork Join Queueing Networks. In some particular cases the analysis of the throughput can be done analytically. Otherwise the analysis suffers from the classical state explosion problem. Embedded in the divide and conquer paradigm, approximation techniques are introduced for the analysis of stochastic marked graphs and Macroplace/Macrotransition-nets (MPMT-nets), a new subclass introduced herein. MPMT-nets are a subclass of Petri nets that allow limited choice, concurrency and sharing of resources. The modeling power of MPMT is much larger than that of marked graphs, e.g., MPMT-nets can model manufacturing flow lines with unreliable machines and dataflow graphs where choice and synchronization occur. The basic idea leads to the notion of a cut to split the original net system into two subnets. The cuts lead to two aggregated net systems where one of the subnets is reduced to a single transition. A further reduction leads to a basic skeleton. The generalization of the idea leads to multiple cuts, where single cuts can be applied recursively leading to a hierarchical decomposition. Based on the decomposition, a response time approximation technique for the performance analysis is introduced. Also, delay equivalence, which has previously been introduced in the context of marked graphs by Woodside et al., Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's method and flow equivalent aggregation are applied to the aggregated net systems. The experimental results show that response time approximation converges quickly and shows reasonable accuracy in most cases. The convergence of Marie's is slower, but the accuracy is generally better. Delay equivalence often fails to converge, while flow equivalent aggregation can lead to potentially bad results if a strong dependence of the mean completion time on the interarrival process exists.

Jungnitz, Hauke Joerg↗

Stochasticity of comet P/Slaughter-Burnham

Three comets are now known to be at or near the 1/1 resonance with Jupiter: P/Slaughter-Burnham, P/Boethin and the newly discovered P/Ge-Wang. Although details of the individual orbits differ, the three comets have very similar dynamical behavior: their orbits show many transitions between the different types of resonant motion (satellite libration, anti-satellite libration, and circulating motion). The stochastic character of such cometary orbits, mainly due to encounters with Jupiter is investigated using Lyapunov Characteristic Indicators. For each comet of the group, we study the influences on the stochasticity of initial eccentricity, inclination, longitude of node, and l-l(sub J) (mean longitude of comet minus mean longitude of Jupiter). We present here our first results for P/Slaughter-Burnham.

Benest, Daniel↗

Stochastic acceleration of electrons. I - Effects of collisions in solar flares

Stochastic acceleration of thermal electrons to nonrelativistic energies is studied under solar flare conditions. We show that, in turbulent regions, electron-whistler wave interactions can result in the acceleration of electrons in times comparable to or shorter than the Coulomb collision time. The kinetic equation describing the evolution of the electron energy distribution including stochastic acceleration by whistlers and energy loss via Coulomb interactions is solved for an initial thermal electron energy spectrum. In general, the shape of the resulting electron distributions are characterized by the energy E(c) where systematic energy gain by turbulence equals energy loss due to Coulomb collisions. For energies less than E(c), the spectra are steep (quasi-thermal) whereas above E(c), the spectra are power laws. We find that hard X-ray spectra computed using the electron distributions obtained from our numerical simulations are able to explain the complex spectral shapes and variations observed in impulsive hard X-ray bursts. In particular, we show that the gradual steepening observed by Lin et al. (1981) could be due to a systematic increase in the density of the plasma (due to evaporation) and the increasing importance of collisions instead of the appearance of a superhot thermal component.

Hamilton, Russell J.↗

The energy spectra of solar flare hydrogen, helium, oxygen, and iron - Evidence for stochastic acceleration

The time-integrated differential energy spectra of H, He, O, and Fe measured in 10 large flare events observed at 1 AU over the energy range of 0.3-80 MeV/nucleon showed consistent patterns in their spectral shapes: particles with larger mean mass-to-charge ratios were generally less abundant at higher energies. A steady state model of stochastic particle acceleration with rigidity-dependent diffusion coefficients fit the spectra best; spectra representative of diffusive shock acceleration also described the spectra of some events with the same number of free parameters, but often fell off faster in energy above 30 MeV per nucleon than the observations. The two model predictions differed most at energies near 0.1 MeV per nucleon, below the lowest energies observed in this study. The stochastic model quantitatively described the observed spectral ordering with less efficient acceleration of species with larger mean mass-to-charge ratios.

Mazur, J. E.↗

Successful combination of the stochastic linearization and Monte Carlo methods

A combination of a stochastic linearization and Monte Carlo techniques is presented for the first time in literature. A system with separable nonlinear damping and nonlinear restoring force is considered. The proposed combination of the energy-wise linearization with the Monte Carlo method yields an error under 5 percent, which corresponds to the error reduction associated with the conventional stochastic linearization by a factor of 4.6.

Elishakoff, I.↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗

Stochastic stellar wind models - Evolved stars

Observational, semiempirical, and theoretical results are presented for individual cool giants and supergiants which show that stochastic stellar wind flows are an extremely important feature in these stars. It is shown that the status of the existing theoretical models is very uncertain, due to the fact that appropriate models must simultaneously take into account a broad variety of strongly coupled physical processes. The potentially important physical processes include global oscillation modes; convection; magnetic fields; the generation, propagation, and interaction of stochastic waves; three-dimensional radiative transfer effects; time-dependent hydrogen ionization; thermal bifurcation and instabilities; and nonequilibrium chemistry, particularly the formation and destruction of molecules and dust.

Cuntz, Manfred↗

Equilibrium thermodynamics and stochastic nonlinear acoustic fields

A crystalline solid is considered to consist of a large number of incoherent nonlinear acoustic radiation sources identified with the vibrating particles of the crystalline lattice. Randomization of the field, together with the assumption of a stochastically independent, fluctuating, radiation field at the absolue zero of temperature, leads to an expression of the temperature-dependent radiation field in terms of the zero-point field. The equation is identified with the Planck distribution formula of quantum mechanics in the linear field limit. The thermodynamic state functions are also obtained in terms of the nonlinear acoustic modal energies per unit mass and reduce to the results of the Debye-Einstein stochastic quantum oscillator model in the linear field limit.

Cantrell, J. H.↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗