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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.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Copula based Damage Detection for Structural Health Monitoring

This project utilizes copulas for damage detection in a Structural Health Monitoring (SHM) application. A copula-based system was chosen for the benefit of multivariate joint distribution with a goal to detect damage based on how the system as a whole reacts rather than one or two sensors by themselves. Copulas are commonly used in the field of finance for risk modeling based on two or more random inputs. A few applications in the field of SHM and Non-Destructive Evaluation (NDE) have been researched mostly on risk or reliability of the structure. The goal of this project is to determine if a copula-based approach can be used for damage detection. An unsupervised learning method was desired to reduce the dimensionality, minimal training, and be a faster evaluation method than other unsupervised methods. If a copula method can be used to detect damage what additional information on the damage can be interpreted. The remainder of this report will go over the background needed, SHM methodology, SHM applications, conclusions, and future developments.

47 OTHER INSTRUMENTATION↗
DOE OSTI2023

Decoding the age–chemical structure of the Milky Way disc: an application of copulas and elicitable maps

In the Milky Way, the distribution of stars in the [α/Fe] versus [Fe/H] and [Fe/H] versus age planes holds essential information about the history of star formation, accretion, and dynamical evolution of the Galactic disc. We investigate these planes by applying novel statistical methods called copulas and elicitable maps to the ages and abundances of red giants in the Apache Point Observatory Galactic Evolution Experiment survey. We find that the high- and low-α disc stars have a clean separation in copula space and use this to provide an automated separation of the α sequences using a purely statistical approach. This separation reveals that the high-α disc ends at the same [α/Fe] and age at high [Fe/H] as the low-[Fe/H] start of the low-α disc, thus supporting a sequential formation scenario for the high- and low-α discs. We then combine copulas with elicitable maps to precisely obtain the correlation between stellar age τ and metallicity [Fe/H] conditional on Galactocentric radius R and height z in the range 0 < R < 20 kpc and |z| < 2 kpc. The resulting trends in the age–metallicity correlation with radius, height, and [α/Fe] demonstrate a ≈0 correlation wherever kinematically cold orbits dominate, while the naively expected negative correlation is present where kinematically hot orbits dominate. This is consistent with the effects of spiral-driven radial migration, which must be strong enough to completely flatten the age–metallicity structure of the low-α disc.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

A copula-based rank histogram ensemble filter

Serial ensemble filters implement triangular probability transport maps to reduce high-dimensional inference problems to sequences of state-by-state univariate inference problems. The univariate inference problems are solved by sampling posterior probability densities obtained by combining constructed prior densities with observational likelihoods according to Bayes' rule. Many serial filters in the literature focus on representing the marginal posterior densities of each state. However, rigorously capturing the conditional dependencies between the different univariate inferences is crucial to correctly sampling multidimensional posteriors. This work proposes a new serial ensemble filter, called the copula rank histogram filter (CoRHF), that seeks to capture the conditional dependency structure between variables via empirical copula estimates; these estimates are used to rigorously implement the triangular (state-by-state univariate) Bayesian inference. The success of the CoRHF is demonstrated on two-dimensional examples and the Lorenz'63 problem. A practical extension to the high-dimensional setting is developed by localizing the empirical copula estimation, and is demonstrated on the Lorenz'96 problem.

97 MATHEMATICS AND COMPUTING↗
NASA NTRSDate not supplied

Copula-based Method to Generate Consistent Surface Pressures Under Uncertainty

This paper establishes a method to create surface pressure databases that allow for uncertainty quantification. Aerodynamic databases are critical products for launch vehicles and other aeronautical systems, and surface pressure databases are one such database that constains large quantities of data. The focus of this work is the relationship between the integrated force and moment data base and the surface pressure database. In particular, the work attempts to provide a method that maintains consistency between these two databases when accounting for uncertainty. The integrated force and moment database and surface pressure databases are constructed from CFD data which is high-density but low-trust. However, the force and moment database will often also include data from high-trust but low-density sources such as from wind tunnel experiments. This means that the quantified uncertainty of the force and moment database is higher quality as it includes this high fidelity wind tunnel data. This motivates the idea to use the force and moment database uncertainty when constructing the surface pressure database uncertainty. The method utilizes the statistical idea of a copula in order to generate surface pressures that match with uncertain integrated force and moment distributions as well as being consistent with known CFD data. This statistical consistency is quantified by using the Maximum Mean Discrepancy two-sample test. The predictive error of the method is also approximated using leave-one-out error estimation and the good overall performance of the method is presented using probability boxes in a simulated uncertainty scenario.

SLS↗
DOE OSTI2023

The hidden structure of hydrodynamic transport in random fracture networks

We study the large-scale dynamics and prediction of hydrodynamic transport in random fracture networks. The flow and transport behaviour is characterized by first passage times and displacement statistics, which show heavy tails and anomalous dispersion with a strong dependence on the injection condition. The origin of these behaviours is investigated in terms of Lagrangian velocities sampled equidistantly along particle trajectories, unlike classical sampling strategies at a constant rate. The velocity series are analysed by their copula density, the joint distribution of the velocity unit scores, which reveals a simple, albeit hidden, correlation structure that can be described by a Gaussian copula. Based on this insight, we derive a Langevin equation for the evolution of equidistant particle speeds. In this framework, particle motion is quantified by a stochastic time-domain random walk, the joint density of particle position, and speed satisfies a Klein–Kramers equation. The upscaled theory quantifies particle motion in terms of the characteristic fracture length scale and the distribution of Eulerian flow velocities. That is, it is predictive in the sense that it does not require the a priori knowledge of transport attributes. The upscaled model captures non-Fickian transport features, and their dependence on the injection conditions in terms of the velocity point statistics and average fracture length. It shows that the first passage times and displacement moments are dominated by extremes occurring at the first step. The presented approach integrates the interaction of flow and structure into a predictive model for large-scale transport in random fracture networks.

42 ENGINEERING↗
DOE OSTI2024

Modeling Spatial Asymmetries in Teleconnected Extreme Temperatures

Abstract Combining strengths from deep learning and extreme value theory can help describe complex relationships between variables where extreme events have significant impacts (e.g., environmental or financial applications). Neural networks learn complicated nonlinear relationships from large datasets under limited parametric assumptions. By definition, the number of occurrences of extreme events is small, which limits the ability of the data-hungry, nonparametric neural network to describe rare events. Inspired by recent extreme cold winter weather events in North America caused by atmospheric blocking, we examine several probabilistic generative models for the entire multivariate probability distribution of daily boreal winter surface air temperature. We propose metrics to measure spatial asymmetries, such as long-range anticorrelated patterns that commonly appear in temperature fields during blocking events. Compared to vine copulas, the statistical standard for multivariate copula modeling, deep learning methods show improved ability to reproduce complicated asymmetries in the spatial distribution of ERA5 temperature reanalysis, including the spatial extent of in-sample extreme events.

Krock, Mitchell L.↗
DOE OSTI2025

Large‐Scale Statistically Meaningful Patterns (LSMPs) Associated With Precipitation Extremes Over Northern California

Abstract We analyze large‐scale statistically meaningful patterns (LSMPs) that precede extreme precipitation (PEx) events over Northern California (NorCal). We find LSMPs by applying k‐means clustering to the two leading principal components of daily 500 hPa geopotential height anomalies two days before the onset, from October to March during 1948–2015. Statistical significance testing based on Monte Carlo simulations suggests a minimum of four statistically distinguished LSMP clusters. The four LSMP clusters are characterized as Northwest continental negative height anomaly, Eastward positive “Pacific‐North American Pattern (PNA),” Westward negative “PNA,” and Prominent Alaskan ridge. These four clusters, shown in multiple variables, evolve very differently and have differing links to the Arctic and tropical Pacific regions. Using binary forecast skill measures and a new copula‐based framework for predicting PEx events, we find LSMP indices that are useful predictors of NorCal PEx events, with moisture‐based variables being the best predictors of PEx events at least 6 days before the onset, and the lower atmospheric variables being better than their upper atmospheric counterparts any day in advance tested. To ensure statistical rigor, the LSMPs analyzed here (with the modified acronym) include local tests of both significance and consistency, which are not always featured in the literature on large‐scale meteorological patterns.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2026

Numerical Water Tracers in the Atmospheric Component of the Energy Exascale Earth System Model: Implementation and Changes in Moisture Origin

Numerical water tracers are implemented in the Energy Exascale Earth System Model version 2. Simulations performed with the water‐tag‐enabled model for both pre‐industrial and future greenhouse gas concentrations reveal a marked increase in the role of mid‐latitude and southern subtropical regions as exporters of atmospheric moisture—to the extratropical upper troposphere and the tropical free troposphere. For the latter, the northward shift of the Intertropical Convergence Zone increases cross‐hemispheric transport of subtropical water vapor to the Northern Hemisphere. In the polar regions, most of the lower tropospheric moistening instead arises from increases in local evaporation. These findings illustrate the utility of the water tags, underscore critical changes in global hydrologic cycle, and provide insight into atmospheric dynamics under future climate scenarios. For applications when a global grid is desired, we additionally propose a novel statistical reconstruction, based on copula modeling, of the joint distribution of origin of water vapor, which reduces the number of tracers from order $\mathcal{O}\left({n}^{2}\right)$to order $\mathcal{O}(n)$, substantially ameliorating the considerable computational cost of water tracers. This statistical reconstruction is particularly beneficial to the interpretation of the relationship between latitude and longitude of origin of moisture over the tropical oceans and in the lower troposphere over land.

copula modeling↗
DOE OSTI2023

A new method for detecting abrupt changes in the dependence among multivariate hydrological series based on moving cut total correlation

Knowledge of how to define and estimate the dependence among multivariate hydrological series is essential for detecting abrupt changes in the dependence. Here, in this paper, a new method (BMCTC) is proposed to detect all possible abrupt change points in the dependence among multivariate hydrological series. The total correlation estimated by the matrix-based Renyi's alpha-order entropy functional is firstly introduced to define and measure the dependence strength among multivariate hydrological series. Then, the moving cut total correlation (MCTC) sequence is built by the moving window technique, which is used to measure changes in the dependence strength among multivariate hydrological series. Finally, the Bernaola-Galvan algorithm is used to detect all change points of the MCTC sequence. Simulations are performed to compare the effectiveness of BMCTC with Pearson correlation (BMCPC) and Spearman correlation (BMCSC), Cramer-von Mises (CvM) and copula-based likelihood-ratio (CLR). The results show that all change points are detected by BMCTC regardless of the samples size, but wrong change points or no change points are detected by other methods in most cases. BMCTC is applied to detect change points in the dependence among annual runoff, precipitation and sediment discharge series in the Xiliugou and the Kuyehe River, China. It is found that the dependence among runoff, precipitation and sediment discharge changed abruptly in 1980 and 1996 in the Kuyehe River and in 1999 in the Xiliugou River. These changes are mainly caused by human activities such as construction of water conservancy projects and coal mining.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

Uncertainty propagation in feed-forward neural network models

We develop new uncertainty propagation methods for feed-forward neural network architectures with leaky ReLU activation functions subject to random perturbations in the input vectors. In particular, we derive analytical expressions for the probability density function (PDF) of the neural network output and its statistical moments as a function of the input uncertainty and the parameters of the network, i.e., weights and biases. A key finding is that an appropriate linearization of the leaky ReLU activation function yields accurate statistical results even for large perturbations in the input vectors. This can be attributed to the way information propagates through the network. We also propose new analytically tractable Gaussian copula surrogate models to approximate the full joint PDF of the neural network output. To validate our theoretical results, we conduct Monte Carlo simulations and a thorough error analysis on a multi-layer neural network representing a nonlinear integro-differential operator between two polynomial function spaces. Our findings demonstrate excellent agreement between the theoretical predictions and Monte Carlo simulations.

MLP networks↗
DOE OSTI2023

Compound Continental Risk of Multiple Extreme Floods in the United States

Abstract Understanding spatially correlated floods and modeling joint hazard associated with threshold exceedances across multiple locations is crucial for accurate estimation of continental‐scale portfolio risk. This work uses a non‐parametric copula‐based spatial simulator to analyze peak floods across the United States to derive the first‐of‐its‐kind continental portfolio risk estimates at the 10‐ and 100‐year return levels. We find significant interdependence in floods across the nation, revealing the recurring pattern of extreme events affecting the Northeast, Central, West, and Northwest United States in the same year. The stochastic simulator effectively manages high‐dimensional data and offers reliable uncertainty estimates for both spatially dependent floods and the aggregated flood losses at the continental level. El Niño‐Southern Oscillation and Atlantic Multidecadal Oscillation are identified as statistically significant tele‐connectors of aggregate loss. This research aims to advance the understanding of compound continental flood hazard and the potential large‐scale climate teleconnections that lead to such compound floods.

Geology↗
DOE OSTI2023

Impedance Response Influenced by Variability in the Random Distribution of Physical Properties of Coated Materials in Two-Dimensional Space

Heterogeneous physical characteristics of a system featuring a single-layer film on a metallic surface have been explored via its impedance response. The Nyquist plot showed a distorted semicircle, indicative of the system's unique distribution characteristics. Utilizing a copula-based probability method, a two-dimensional deterministic impedance model was successfully integrated, accounting for spatial physical properties such as permittivity and electrical conductivity. This strategy enabled in-depth exploration and mechanistic quantification of a broad spectrum of properties. A quantitative understanding of impedance signal alterations, characterized by normally or log-normally correlated variables, was achieved through the variation in aspect ratio and characteristic frequency of the impedance spectra. Log-normally distributed electrical properties provided a superior representation of the distorted impedance spectra. As coefficient of variation (CV) values fluctuated, the aspect ratio and characteristic frequency showed heightened sensitivity to log-normal permittivity compared to log-normal electrical conductivity. Notably, a marked positive linear correlation between electrical properties resulted in an impedance response that approximated perfect semicircular spectra. The variability in the electrical properties' distribution was demonstrated by considering the correlation coefficient between electrical conductivity and the z-direction position. Furthermore, the highest aspect ratio of the impedance spectra was observed when the electrical conductivity was randomly distributed across the z-direction space.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Tail Dependence as a Measure of Teleconnected Warm and Cold Extremes of North American Wintertime Temperatures

Current models for spatial extremes are concerned with the joint upper (or lower) tail of the distribution at two or more locations. Such models cannot account for teleconnection patterns of 2-m surface air temperature ( T 2m ) in North America, where very low temperatures in the contiguous United States may coincide with very high temperatures in Alaska in the wintertime. This dependence between warm and cold extremes motivates the need for a model with opposite-tail dependence in spatial extremes. This work develops a statistical modeling framework that has flexible behavior in all four pairings of high and low extremes at pairs of locations. In particular, we use a mixture of rotations of common Archimedean copulas to capture various combinations of four-corner tail dependence. We study teleconnected T 2m extremes using ERA5 of daily average 2-m temperature during the boreal winter. Further, the estimated mixture model quantifies the strength of opposite-tail dependence between warm temperatures in Alaska and cold temperatures in the midlatitudes of North America, as well as the reverse pattern. These dependence patterns are shown to correspond to blocked and zonal patterns of midtropospheric flow. This analysis extends the classical notion of correlation-based teleconnections to considering dependence in higher quantiles.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS2009

Connecting Node

A paper describes the Octanode, a connecting node that facilitates the integration of multiple docking mechanisms, hatches, windows, and internal and external systems with the use of flat surfaces. The Octanode is a 26- faced Great Rhombicuboctahedron Archi medean solid with six octagonshaped panels, eight hexagon-shaped panels, and 12 square panels using three unique, simple, flat shapes to construct a spherical approximation. Each flat shape can be constructed with a variety of material and manufacturing techniques, such as honeycomb composite panels or a pocketed skinstringer configuration, using conventional means. The flat shapes can be connected together and sealed to create a pressurizable volume by the use of any conventional means including welding or fastening devices and sealant. The node can then be connected to other elements to allow transfer between those elements, or it could serve as an airlock. The Octanode can be manufactured on the ground and can be integrated with subsystems including hatches and ports. The node can then be transported to its intended location, whether on orbit or on surface. Any of the flat panels could be replaced by curved ones, turning the node into a copula. Windows may be placed on flat panes with optimal viewing angles that are not blocked by large connecting nodes. The advantage of using flat panels to represent a spherical approximation is that this allows for easier integration of subsystems and design features.

Johnson, Christopher J.↗
DOE OSTI2024

Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters

Uncertainty quantification (UQ) and inference involving a large number of parameters are valuable tools for problems associated with heterogeneous and non-stationary behaviors. The difficulty with these problems is exacerbated when these parameters are statistically dependent requiring statistical characterization over joint measures. Probabilistic modeling methodologies stand as effective tools in the realms of UQ and inference. Among these, polynomial chaos expansions (PCE), when adapted to low-dimensional quantities of interest (QoI), provide effective yet accurate approximations for these QoI in terms of an adapted orthogonal basis. These adaptation techniques have been cast as projection pursuits in Gaussian Hilbert space in what has been referred to as a projection pursuit adaptation (PPA) by Xiaoshu Zeng and Roger Ghanem (2023). The PPA method efficiently identifies an optimal low-dimensional space for representing the QoI and simultaneously evaluates an optimal PCE within that space. The quality of this approximation clearly depends on the size of the training dataset, which is typically a function of the adapted reduced dimension. Here, the complexity of the problem is thus mediated by the complexity of the low-dimensional quantity of interest and not the complexity of the high-dimensional parameter space.

Data-driven↗