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Results for “ERGODIC PROCESS”

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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1974

The ergodic decomposition of stationary discrete random processes

The ergodic decomposition is discussed, and a version focusing on the structure of individual sample functions of stationary processes is proved for the special case of discrete-time random processes with discrete alphabets. The result is stronger in this case than the usual theorem, and the proof is both intuitive and simple. Estimation-theoretic and information-theoretic interpretations are developed and applied to prove existence theorems for universal source codes, both noiseless and with a fidelity criterion.

Gray, R. M.↗
NASA NTRS2006

Granular Contact Forces: Proof of "Self-Ergodicity" by Generalizing Boltzmann's Stosszahlansatz and H Theorem

Ergodicity is proved for granular contact forces. To obtain this proof from first principles, this paper generalizes Boltzmann's stosszahlansatz (molecular chaos) so that it maintains the necessary correlations and symmetries of granular packing ensembles. Then it formally counts granular contact force states and thereby defines the proper analog of Boltzmann's H functional. This functional is used to prove that (essentially) all static granular packings must exist at maximum entropy with respect to their contact forces. Therefore, the propagation of granular contact forces through a packing is a truly ergodic process in the Boltzmannian sense, or better, it is self-ergodic. Self-ergodicity refers to the non-dynamic, internal relationships that exist between the layer-by-layer and column-by-column subspaces contained within the phase space locus of any particular granular packing microstate. The generalized H Theorem also produces a recursion equation that may be solved numerically to obtain the density of single particle states and hence the distribution of granular contact forces corresponding to the condition of self-ergodicity. The predictions of the theory are overwhelmingly validated by comparison to empirical data from discrete element modeling.

Metzger, Philip T.↗
NASA NTRS1973

Structural analysis of vibroacoustical processes

The method of automatic identification of acoustical signals, by means of the segmentation was used to investigate noises and vibrations in machines and mechanisms, for cybernetic diagnostics. The structural analysis consists of presentation of a noise or vibroacoustical signal as a sequence of segments, determined by the time quantization, in which each segment is characterized by specific spectral characteristics. The structural spectrum is plotted as a histogram of the segments, also as a relation of the probability density of appearance of a segment to the segment type. It is assumed that the conditions of ergodic processes are maintained.

Gromov, A. P.↗
NASA NTRS1977

Calibration of a universal indicated turbulence system

Theoretical and experimental work on a Universal Indicated Turbulence Meter is described. A mathematical transfer function from turbulence input to output indication was developed. A random ergodic process and a Gaussian turbulence distribution were assumed. A calibration technique based on this transfer function was developed. The computer contains a variable gain amplifier to make the system output independent of average velocity. The range over which this independence holds was determined. An optimum dynamic response was obtained for the tubulation between the system pitot tube and pressure transducer by making dynamic response measurements for orifices of various lengths and diameters at the source end.

Chapin, W. G.↗
NASA NTRS2003

On the Confidence Limit of Hilbert Spectrum

Confidence limit is a routine requirement for Fourier spectral analysis. But this confidence limit is established based on ergodic theory: For stationary process, temporal average equals the ensemble average. Therefore, one can divide the data into n-sections and treat each section as independent realization. Most natural processes in general, and climate data in particular, are not stationary; therefore, there is a need for the Hilbert Spectral analysis for such processes. Here ergodic theory is no longer applicable. We propose to use various adjustable parameters in the shifting processes of the Empirical Mode Decomposition (EMD) method to obtain an ensemble of Intrinsic Mode Function 0 sets. Based on such an ensemble, we introduce a statistical measure in. a form of confidence limits for the Intrinsic Mode Functions, and consequently, the Hilbert spectra. The criterion of selecting the various adjustable parameters is based on the orthogonality test of the resulting M F sets. Length-of-day data from 1962 to 2001 will be used to illustrate this new approach. Its implication in climate data analysis will also be discussed.

Huang, Norden↗
NASA NTRS1972

Power spectral density estimation by spline smoothing in the frequency domain

An approach, based on a global averaging procedure, is presented for estimating the power spectrum of a second order stationary zero-mean ergodic stochastic process from a finite length record. This estimate is derived by smoothing, with a cubic smoothing spline, the naive estimate of the spectrum obtained by applying FFT techniques to the raw data. By means of digital computer simulated results, a comparison is made between the features of the present approach and those of more classical techniques of spectral estimation.

Defigueiredo, R. J. P.↗
NASA NTRS1972

Power spectral density estimation by spline smoothing in the frequency domain.

An approach, based on a global averaging procedure, is presented for estimating the power spectrum of a second order stationary zero-mean ergodic stochastic process from a finite length record. This estimate is derived by smoothing, with a cubic smoothing spline, the naive estimate of the spectrum obtained by applying Fast Fourier Transform techniques to the raw data. By means of digital computer simulated results, a comparison is made between the features of the present approach and those of more classical techniques of spectral estimation.-

De Figueiredo, R. J. P.↗
NASA NTRS1990

Spatial variability of rain rate and slant path attenuation distributions at 28 GHz in the mid-Atlantic coast region of the United States

Rain rate and corresponding estimated slant-path attenuation distributions derived from two years of measurements are presented for a network of nine rain-gage sites located in a region with extent 70 km N-S and 47 km E-W in the mid-Atlantic coast of the U.S. near the NASA Wallops Flight Facility, VA. The network average rain-rate distribution was compared with a previously measured 6-year average at one of the site locations. Agreement in rain rates was found to be within approximately 1 mm/h over the percentage range of 1-0.01 percent of the year, signifying the constancy of the rain-rate climatology for the region, and implying an ergodic rainfall process. Slant-path attenuation statistics were estimated at 28.56 GHz by interfacing the measured rain-rate distributions at each of nine site locations with Crane's (1980) global model.

Goldhirsh, Julius↗
NASA NTRS1978

A method for determining the weak statistical stationarity of a random process

A method for determining the weak statistical stationarity of a random process is presented. The core of this testing procedure consists of generating an equivalent ensemble which approximates a true ensemble. Formation of an equivalent ensemble is accomplished through segmenting a sufficiently long time history of a random process into equal, finite, and statistically independent sample records. The weak statistical stationarity is ascertained based on the time invariance of the equivalent-ensemble averages. Comparison of these averages with their corresponding time averages over a single sample record leads to a heuristic estimate of the ergodicity of a random process. Specific variance tests are introduced for evaluating the statistical independence of the sample records, the time invariance of the equivalent-ensemble autocorrelations, and the ergodicity. Examination and substantiation of these procedures were conducted utilizing turbulent velocity signals.

Sadeh, W. Z.↗
NASA NTRS1999

Dynamical Signatures of Living Systems

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Zak, M.↗
NASA NTRS1991

Limits on the isolation of stochastic vibration for microgravity space experiments

The limitations on the isolation of stochastic vibrations for microgravity space experiments are explored. These limitations result from the restricted interior space available for vibration isolation. A one-degree-of-freedom representation of the experiment-spacecraft system is used, and an ideal vibration actuator is assumed. A kinematic representation results, and the problem becomes one of finding the minimum acceleration trajectory within a pair of stochastic walls. The wall motion is characterized by an ergodic, stationary, zero-mean, Gaussian random process with known power spectral density. The geometry of the wall trajectories is defined in terms of their significant extrema and zero crossings. This geomemtry is used in defining a composite trajectory that has a mean square acceleratiaon lower than that on the optimal path satisfying the stochastic wall inequality constraints. The optimal control problem is solved on a return path yielding the mean square acceleration in terms of the distributions of significant maxima and first-passage time of the wall process. The methodology is applied to a microgravity isolation problem to find the lower bounds on root-mean-square acceleration given the disturbance power spectral density.

Knospe, C. R.↗
NASA NTRS1972

Stationary conditions for stochastic differential equations

This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.

Adomian, G.↗
NASA NTRS1982

Stationarity of magnetohydrodynamic fluctuations in the solar wind

Solar wind research and studies of charged particle propagation often assume that the interplanetary magnetic field represents a stationary random process. The extent to which ensemble averages of the solar wind magnetic fields follow the asymptotic behavior predicted by the ergodic theorem was investigated. Several time periods, including a span of nearly two years, are analyzed. Data intervals which span many solar rotations satisfy the conditions of weak stationarity if the effects of solar rotation are included in the asymptotic analysis. Shorter intervals which include a small integral number of interplanetary sectors also satisfy weak stationarity. The results are illustrated using magnetometer data from the ISEE-3, Voyager and IMP spacecraft.

Matthaeus, W. H.↗
NASA NTRS2010

Broken Ergodicity in Ideal, Homogeneous, Incompressible Turbulence

We discuss the statistical mechanics of numerical models of ideal homogeneous, incompressible turbulence and their relevance for dissipative fluids and magnetofluids. These numerical models are based on Fourier series and the relevant statistical theory predicts that Fourier coefficients of fluid velocity and magnetic fields (if present) are zero-mean random variables. However, numerical simulations clearly show that certain coefficients have a non-zero mean value that can be very large compared to the associated standard deviation. We explain this phenomena in terms of broken ergodicity', which is defined to occur when dynamical behavior does not match ensemble predictions on very long time-scales. We review the theoretical basis of broken ergodicity, apply it to 2-D and 3-D fluid and magnetohydrodynamic simulations of homogeneous turbulence, and show new results from simulations using GPU (graphical processing unit) computers.

Morin, Lee↗