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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
NASA NTRS2005

Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

English, Thomas↗
NASA NTRS1988

Semi-Markov adjunction to the Computer-Aided Markov Evaluator (CAME)

The rule-based Computer-Aided Markov Evaluator (CAME) program was expanded in its ability to incorporate the effect of fault-handling processes into the construction of a reliability model. The fault-handling processes are modeled as semi-Markov events and CAME constructs and appropriate semi-Markov model. To solve the model, the program outputs it in a form which can be directly solved with the Semi-Markov Unreliability Range Evaluator (SURE) program. As a means of evaluating the alterations made to the CAME program, the program is used to model the reliability of portions of the Integrated Airframe/Propulsion Control System Architecture (IAPSA 2) reference configuration. The reliability predictions are compared with a previous analysis. The results bear out the feasibility of utilizing CAME to generate appropriate semi-Markov models to model fault-handling processes.

Rosch, Gene↗
DOE OSTI2023

Extending Conformal Prediction to Hidden Markov Models with Exact Validity via de Finetti’s Theorem for Markov Chains

Conformal prediction is a widely used method to quantify uncertainty in settings where the data is independent and identically distributed (IID), or more generally, exchangeable. Conformal prediction takes in a pre-trained classifier and a calibration dataset as inputs, and returns a function which maps feature vectors to subsets of classes. The output of the returned function for a new feature vector is guaranteed to contain the true class with a pre-specified confidence. Despite its success and usefulness in IID settings, extending conformal prediction to non-exchangeable (e.g., Markovian) data in a manner that provably preserves all desirable theoretical properties has largely remained an open problem. As a solution, we extend conformal prediction to the setting of a Hidden Markov Model (HMM) with unknown parameters. The key idea behind the proposed method is to partition the non-exchangeable Markovian data from the HMM into exchangeable blocks by exploiting the de Finetti’s Theorem for Markov Chains discovered by Diaconis and Freedman (1980). The permutations of the exchangeable blocks are then viewed as randomizations of the observed Markovian data from the HMM. The proposed method provably retains all desirable theoretical guarantees offered by the classical conformal prediction framework and is general enough to be useful in many sequential prediction problems.

Nettasinghe, Don Buddhika Wijayantha↗
DOE OSTI2021

Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo

As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. Furthermore, SGLD typically suffers from a slow convergence rate due to its large variance caused by the stochastic gradient. In order to alleviate these drawbacks, we leverage the recently developed Laplacian smoothing technique and propose a Laplacian smoothing stochastic gradient Langevin dynamics (LS-SGLD) algorithm. We prove that for sampling from both log-concave and non-log-concave densities, LS-SGLD achieves strictly smaller discretization error in 2-Wasserstein distance, although its mixing rate can be slightly slower. Experiments on both synthetic and real datasets verify our theoretical results and demonstrate the superior performance of LS-SGLD on different machine learning tasks including posterior sampling, Bayesian logistic regression, and training Bayesian convolutional neural networks.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

The inclusion of semi-Markov reconfiguration transitions into the computer-aided Markov evaluator (CAME) program

The modifications to the rule-based CAME program which allow it to more accurately model the fault-handling processes of fault-tolerant systems are described. This new capability is added to the CAME program by modeling the fault-handling processes of fault-tolerant systems. The integrated airframe/propulsion control system architecture (IAPSA II) reference configuration currently under development is detailed.

Rosch, Gene↗
DOE OSTI2021

A Markov framework for generalized post-event systems recovery modeling: From single to multihazards

State-dependent models can be used to represent the system recovery process as a series of stochastic transitions from lower to higher functional states. However, the applications of these models have been limited in scope and there is a lack of a generalized recovery modeling framework. A generalized framework would permit a robust forecasting of systems and system-of-systems recovery under multiple hazards, and more broadly, would contribute to community disaster preparedness. This paper develops a generalized post hazard-event recovery modeling framework based on state-dependent Markov-type processes. We then apply the proposed framework to solve a spectrum of problems that range from hind-casting single-system recovery following a single hazard event to forecasting post-event trajectories under multiple hazards and modeling the recovery of a system-of-systems. First, Markov chains are used to hind-cast the observed recovery for a portfolio of buildings affected by the 2014 South Napa, California, earthquake. Next, Markov processes are used to formulate a parametric post hazard-event recovery model, which can be updated using Bayesian statistics when relevant datasets become available. Semi-Markov processes are then used to develop a more general model of single hazard recovery, which accounts for the intensity of the loading and level of damage caused by the event. Semi-Markov processes with non-renewal features are then used to account for multihazard interactions in a post-event recovery model, and applied to a case study that involves a community in Charleston, South Carolina. Lastly, Markov-type processes are combined with Bayesian networks to model the recovery of residential, commercial, educational, and industrial buildings (system-of-systems) following a hazard event. Overall, these applications demonstrate the versatility of the Markov framework towards handling recovery problems with varying levels of complexity.

42 ENGINEERING↗
NASA NTRS1991

On Markov parameters in system identification

A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest.

Phan, Minh↗
DOE OSTI2021

A parallel evolutionary multiple-try metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions

We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large, complex, and constrained spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as optimization heuristics for state space traversal and the theoretical convergence properties of Markov Chain Monte Carlo algorithms for sampling from unknown distributions. Local optimality information that is identified via a directed search by our optimization heuristic is used to adaptively update a Markov chain in a promising direction within the framework of a Multiple-Try Metropolis Markov Chain model that incorporates a generalized Metropolis-Hastings ratio. We further expand the reach of our EMCMC algorithm by harnessing the computational power afforded by massively parallel computing architecture through the integration of a parallel EA framework that guides Markov chains running in parallel.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1991

Markov reward processes

Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the behavior of the system with a continuous-time Markov chain, where a reward rate is associated with each state. In a reliability/availability model, upstates may have reward rate 1 and down states may have reward rate zero associated with them. In a queueing model, the number of jobs of certain type in a given state may be the reward rate attached to that state. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Expected steady-state reward rate and expected instantaneous reward rate are clearly useful measures of the Markov reward model. More generally, the distribution of accumulated reward or time-averaged reward over a finite time interval may be determined from the solution of the Markov reward model. This information is of great practical significance in situations where the workload can be well characterized (deterministically, or by continuous functions e.g., distributions). The design process in the development of a computer system is an expensive and long term endeavor. For aerospace applications the reliability of the computer system is essential, as is the ability to complete critical workloads in a well defined real time interval. Consequently, effective modeling of such systems must take into account both performance and reliability. This fact motivates our use of Markov reward models to aid in the development and evaluation of fault tolerant computer systems.

Smith, R. M.↗
NASA NTRS2021

Computational Inference of Vibratory System with Incomplete Modal Information Using Parallel, Interactive and Adaptive Markov Chains

Inverse analysis of vibratory system is an important subject in fault identification, model updating, and robust design and control. It is challenging subject because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield results that are similar with respect to actual response measurements; and 3) uncertainties inevitably exist. The aim of this research is to leverage upon computational intelligence through statistical inference to facilitate an enhanced, probabilistic framework using incomplete modal response measurement. This new framework is built upon efficient inverse identification through optimization, whereas Bayesian inference is employed to account for the effect of uncertainties. To overcome the computational cost barrier, we adopt Markov chain Monte Carlo (MCMC) to characterize the target function/distribution. Instead of using single Markov chain in conventional Bayesian approach, we develop a new sampling theory with multiple parallel, interactive and adaptive Markov chains and incorporate it into Bayesian inference. This can harness the collective power of these Markov chains to realize the concurrent search of multiple local optima. The number of required Markov chains and their respective initial model parameters are automatically determined via Monte Carlo simulation-based sample pre-screening followed by K-means clustering analysis. These enhancements can effectively address the aforementioned challenges in finite element inverse analysis. The validity of this framework is systematically demonstrated through case studies.

K Zhou↗
DOE OSTI2021

The Markov gap for geometric reflected entropy

The reflected entropy S R (A : B) of a density matrix ρ AB is a bipartite correlation measure lower-bounded by the quantum mutual information I(A : B). In holographic states satisfying the quantum extremal surface formula, where the reflected entropy is related to the area of the entanglement wedge cross-section, there is often an order-N 2 gap between S R and I. We provide an information-theoretic interpretation of this gap by observing that S R - I is related to the fidelity of a particular Markov recovery problem that is impossible in any state whose entanglement wedge cross-section has a nonempty boundary; for this reason, we call the quantity S R - I the Markov gap. We then prove that for time-symmetric states in pure AdS 3 gravity, the Markov gap is universally lower bounded by log(2)ℓ AdS /2G N times the number of endpoints of the cross-section. We provide evidence that this lower bound continues to hold in the presence of bulk matter, and comment on how it might generalize above three bulk dimensions. Finally, we explore the Markov recovery problem controlling S R - I using fixed area states. This analysis involves deriving a formula for the quantum fidelity — in fact, for all the sandwiched Rényi relative entropies — between fixed area states with one versus two fixed areas, which may be of independent interest. We discuss, throughout the paper, connections to the general theory of multipartite entanglement in holography.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1975

Markov information sources

A regular Markov source is defined as the output of a deterministic, but noisy, channel driven by the state sequence of a regular finite-state Markov chain. The rate of such a source is the per letter uncertainty of its digits. The well-known result that the rate of a unifilar regular Markov source is easily calculable is demonstrated, where unifilarity means that the present state of the Markov chain and the next output of the deterministic channel uniquely determine the next state. At present, there is no known method to calculate the rate of a nonunifilar source. Two tentative approaches to this unsolved problem are given, namely source identical twins and the master-slave source, which appear to shed some light on the question of rate calculation for a nonunifilar source.

Massey, J. L.↗
NASA NTRS1990

Generating Semi-Markov Models Automatically

Abstract Semi-Markov Specification Interface to SURE Tool (ASSIST) program developed to generate semi-Markov model automatically from description in abstract, high-level language. ASSIST reads input file describing failure behavior of system in abstract language and generates Markov models in format needed for input to Semi-Markov Unreliability Range Evaluator (SURE) program (COSMIC program LAR-13789). Facilitates analysis of behavior of fault-tolerant computer. Written in PASCAL.

Johnson, Sally C.↗
NASA NTRS1989

Operations and support cost modeling using Markov chains

Systems for future missions will be selected with life cycle costs (LCC) as a primary evaluation criterion. This reflects the current realization that only systems which are considered affordable will be built in the future due to the national budget constaints. Such an environment calls for innovative cost modeling techniques which address all of the phases a space system goes through during its life cycle, namely: design and development, fabrication, operations and support; and retirement. A significant portion of the LCC for reusable systems are generated during the operations and support phase (OS). Typically, OS costs can account for 60 to 80 percent of the total LCC. Clearly, OS costs are wholly determined or at least strongly influenced by decisions made during the design and development phases of the project. As a result OS costs need to be considered and estimated early in the conceptual phase. To be effective, an OS cost estimating model needs to account for actual instead of ideal processes by associating cost elements with probabilities. One approach that may be suitable for OS cost modeling is the use of the Markov Chain Process. Markov chains are an important method of probabilistic analysis for operations research analysts but they are rarely used for life cycle cost analysis. This research effort evaluates the use of Markov Chains in LCC analysis by developing OS cost model for a hypothetical reusable space transportation vehicle (HSTV) and suggests further uses of the Markov Chain process as a design-aid tool.

Unal, Resit↗
NASA NTRS1992

Modeling Hubble Space Telescope flight data by Q-Markov cover identification

A state space model for the Hubble Space Telescope under the influence of unknown disturbances in orbit is presented. This model was obtained from flight data by applying the Q-Markov covariance equivalent realization identification algorithm. This state space model guarantees the match of the first Q-Markov parameters and covariance parameters of the Hubble system. The flight data were partitioned into high- and low-frequency components for more efficient Q-Markov cover modeling, to reduce some computational difficulties of the Q-Markov cover algorithm. This identification revealed more than 20 lightly damped modes within the bandwidth of the attitude control system. Comparisons with the analytical (TREETOPS) model are also included.

Liu, K.↗
NASA NTRS1993

Q-Markov covariance equivalent realization and its application to flexible structure identification

The Q-Markov covariance equivalent realization algorithm is applied to NASA's Minimast structure to identify state-space models for the purpose of designing closed-loop controllers, and laboratory test results are shown for the identification and for the closed-loop performance. The paper also presents for the first time a deterministic formulation of covariance parameters from a pulse response, a stochastic formulation of Markov parameters from a white-noise response, and a simple Q-Markov covariance equivalent realization formulation. This requires only pulse laboratory tests or only white-noise laboratory tests to generate Q-Markov covariance equivalent realizations.

Liu, Ketao↗
NASA NTRS1999

Metrics for Labeled Markov Systems

Partial Labeled Markov Chains are simultaneously generalizations of process algebra and of traditional Markov chains. They provide a foundation for interacting discrete probabilistic systems, the interaction being synchronization on labels as in process algebra. Existing notions of process equivalence are too sensitive to the exact probabilities of various transitions. This paper addresses contextual reasoning principles for reasoning about more robust notions of "approximate" equivalence between concurrent interacting probabilistic systems. The present results indicate that:We develop a family of metrics between partial labeled Markov chains to formalize the notion of distance between processes. We show that processes at distance zero are bisimilar. We describe a decision procedure to compute the distance between two processes. We show that reasoning about approximate equivalence can be done compositionally by showing that process combinators do not increase distance. We introduce an asymptotic metric to capture asymptotic properties of Markov chains; and show that parallel composition does not increase asymptotic distance.

Desharnais, Josee↗