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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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DOE OSTI2024

Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation

This paper presents a novel filter design for the single-output stochastic non-linear systems subjected to non-Gaussian noises and the proposed assumptions. Based on a state transformation, the unmeasurable states of the systems can be estimated where non-linear terms in the systems have been eliminated. It has been shown that the estimation error is linearly dynamical regarding to the presented vector-valued filter gain which can be optimised by minimising the entropy-based performance criterion. In addition, the convergence of the presented algorithm is analysed in mean-square sense and a numerical example is given to verify the effectiveness of the presented filtering algorithm. Meanwhile, the extended Kalman filter, unscented particle filter and minimum entropy filter are given for the comparisons of the filtering performance. Following the presented framework, some extensions of the presented filtering algorithm are discussed to indicate the flexibility of the filter design. The contribution of this paper can be summarised as establishing a novel minimum entropy filtering framework which consists of model transformation, entropy optimisation and convergence analysis.

42 ENGINEERING↗

DOE OSTI2024

Stochastic Distribution Control Theory-Its Potential Application in Risk Management in Financial Systems

Stochastic Distribution Control (SDC) theory [1], originated by the author in 1996, aims at developing modeling and control strategies for dynamic and non-Gaussian stochastic systems by controlling the shape of the probability density functions of some concerned variables and parameters in stochastic systems. It generalizes the capability of standard stochastic differential equations and can therefore be applied to generic non-Gaussian systems. Since it was established in 1996, it has found a wide spectrum of applications in non-Gaussian stochastic system control, data mining, filtering and optimization for uncertain systems. In this short opinion article, discussions will be made on potential applications of SDC theory to financial systems in terms of risk analysis and management.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Data-driven Minimum Entropy Control for Stochastic Nonlinear Systems using the Cumulant-Generating Function

Here, we present a novel minimum entropy control algorithm for a class of stochastic nonlinear systems subjected to non-Gaussian noises. The entropy control can be considered as an optimization problem for the system randomness attenuation, but the mean value has to be considered separately. To overcome this disadvantage, a new representation of the system stochastic properties was given using the cumulant-generating function based on the moment-generating function, in which the mean value and the entropy was reflected by the shape of the cumulant-generating function. Based on the samples of the system output and control input, a time-variant linear model was identified, and the minimum entropy optimization was transformed to system stabilization. Then, an optimal control strategy was developed to achieve the randomness attenuation, and the boundedness of the controlled system output was analyzed. The effectiveness of the presented control algorithm was demonstrated by a numerical example. In this paper, a data-driven minimum entropy design is presented without pre-knowledge of the system model; entropy optimization is achieved by the system stabilization approach in which the stochastic distribution control and minimum entropy are unified using the same identified structure; and a potential framework is obtained since all the existing system stabilization methods can be adopted to achieve the minimum entropy objective.

42 ENGINEERING↗

NASA NTRS1984

Non-Gaussian approach for parametric random vibration of non-linear structures

The dynamic response of a nonlinear, single degree of freedom structural system subjected to a physically white noise parametric excitation is investigated. The Ito stochastic calculus is employed to derive a general differential equation for the moments of the response coordinates. The differential equations of moments of any order are found to be coupled with higher order moments. A non-Gaussian closure scheme is developed to truncate the moment equations up to fourth order. The statistical of the stationary response are computed numerically and compared with analytical solutions predicted by a Gaussian closure scheme and the stochastic averaging method. It is found that the computed results exhibit the jump phenomenon which is typical of the characteristics of deterministic nonlinear systems. In addition, the numerical algorithm leads to multiple solutions all of which give positive mean squares. However, two of these solutions are found to violate the properties of high order moments. One solution preserves the moments properties and demonstrates that the system achieves a stationary response.

Ibrahim, R. A.↗

DOE OSTI2022

Extracting forces from noisy dynamics in dusty plasmas

Extracting environmental forces from noisy data is a common yet challenging task in complex physical systems. Machine learning (ML) represents a robust approach to this problem, yet is mostly tested on simulated data with known parameters. Here we use supervised ML to extract the electrostatic, dissipative, and stochastic forces acting on micron-sized charged particles levitated in an argon plasma (dusty plasma). By tracking the sub-pixel motion of particles in subsequent images, we successfully estimated these forces from their random motion. The experiments contained important sources of non-Gaussian noise, such as drift and pixel-locking, representing a data mismatch from methods used to analyze simulated data with purely Gaussian noise. Our model was trained on simulated particle trajectories that included all of these artifacts, and used more than 100 dynamical and statistical features, resulting in a prediction with 50\% better accuracy than conventional methods. Lastly, in systems with two interacting particles, the model provided non-contact measurements of the particle charge and Debye length in the plasma environment.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

NASA NTRS1976

A non-gaussian model of continuous atmospheric turbulence for use in aircraft design

A non-Gaussian model of atmospheric turbulence is presented and analyzed. The model is restricted to the regions of the atmosphere where the turbulence is steady or continuous, and the assumptions of homogeneity and stationarity are justified. Also spatial distribution of turbulence is neglected, so the model consists of three independent, stationary stochastic processes which represent the vertical, lateral, and longitudinal gust components. The non-Gaussian and Gaussian models are compared with experimental data, and it is shown that the Gaussian model underestimates the number of high velocity gusts which occur in the atmosphere, while the non-Gaussian model can be adjusted to match the observed high velocity gusts more satisfactorily. Application of the proposed model to aircraft response is investigated, with particular attention to the response power spectral density, the probability distribution, and the level crossing frequency. A numerical example is presented which illustrates the application of the non-Gaussian model to the study of an aircraft autopilot system. Listings and sample results of a number of computer programs used in working with the model are included.

Reeves, P. M.↗

DOE OSTI2023

Integrability Breaking from Backscattering

Herein we analyze the onset of diffusive hydrodynamics in the one-dimensional hard-rod gas subject to stochastic backscattering. While this perturbation breaks integrability and leads to a crossover from ballistic to diffusive transport, it preserves infinitely many conserved quantities corresponding to even moments of the velocity distribution of the gas. In the limit of small noise, we derive the exact expressions for the diffusion and structure factor matrices, and show that they generically have off diagonal components. We find that the particle density structure factor is non-Gaussian and singular near the origin, with a return probability showing logarithmic deviations from diffusion.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

DOE OSTI2023

Subordinated Gaussian Processes for Solar Irradiance

Traditionally the power grid has been a one-way street with power flowing from large transmission-connected generators through the distribution network to consumers. This paradigm is changing with the introduction of distributed renewable energy resources (DERs), and with it, the way the grid is managed. There is currently a dearth of high fidelity solar irradiance datasets available to help grid researchers understand how expansion of DERs could affect future power system operations. Realistic simulations of by-the-second solar irradiances are needed to study how DER variability affects the grid. Irradiance data are highly non-stationary and non-Gaussian, and even modern time series models are challenged by their distributional properties. We develop a subordinated non-Gaussian stochastic model whose simulations realistically capture the distribution and dependence structure in measured irradiance. We illustrate our approach on a fine resolution dataset from Hawaii, where our approach outperforms standard nonlinear time series models.

MATHEMATICS AND COMPUTING,SOLAR ENERGY↗

DOE OSTI2022

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

42 ENGINEERING↗

NASA NTRS1990

Stochastic robustness of linear control systems

A simple numerical procedure for estimating the stochastic robustness of a linear, time-invariant system is described. Monte Carlo evaluation of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This definition of robustness is an alternative to existing deterministic definitions that address both structured and unstructured parameter variations directly. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variations. Trivial extensions of the procedure admit alternate discriminants to be considered. Thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions also can be estimated. Results are particularly amenable to graphical presentation.

Stengel, Robert F.↗

NASA NTRS1991

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 evaluation of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This definition of robustness is an alternative to existing deterministic definitions that address both structured and unstructured parameter variations directly. This analysis approach treats not only Gaussian parameter uncertainties but also non-Gaussian cases, including uncertain-but-bounded variations. Trivial extensions of the procedure permit alternate discriminants to be considered. 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.↗

NASA NTRS1991

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.↗

NASA NTRS2019

A Communication Channel Density Estimating Generative Adversarial Network

Autoencoder-based communication systems use neural network channel models to backwardly propagate message reconstruction error gradients across an approximation of the physical communication channel. In this work, we develop and test a new generative adversarial network (GAN) architecture for the purpose of training a stochastic channel approximating neural network. In previous research, investigators have focused on additive white Gaussian noise (AWGN) channels and/or simplified Rayleigh fading channels, both of which are linear and have well defined analytic solutions. Given that training a neural network is computationally expensive, channel approximation networks— and more generally the autoencoder systems—should be evaluated in communication environments that are traditionally difficult. To that end, our investigation focuses on channels that contain a combination of non-linear amplifier distortion, pulse shape filtering, intersymbol interference, frequency-dependent group delay, multipath, and non-Gaussian statistics. Each of our models are trained without any prior knowledge of the channel. We show that the trained models have learned to generalize over an arbitrary amplifier drive level and constellation alphabet. We demonstrate the versatility of our GAN architecture by comparing the marginal probability density function of several channel simulations with that of their corresponding neural network approximations

Smith, Aaron↗