Results for “Stochastic approximation Monte Carlo”

NASA NTRS2011

Allowing for Horizontally Heterogeneous Clouds and Generalized Overlap in an Atmospheric GCM

While fully accounting for 3D effects in Global Climate Models (GCMs) appears not realistic at the present time for a variety of reasons such as computational cost and unavailability of 3D cloud structure in the models, incorporation in radiation schemes of subgrid cloud variability described by one-point statistics is now considered feasible and is being actively pursued. This development has gained momentum once it was demonstrated that CPU-intensive spectrally explicit Independent Column Approximation (lCA) can be substituted by stochastic Monte Carlo ICA (McICA) calculations where spectral integration is accomplished in a manner that produces relatively benign random noise. The McICA approach has been implemented in Goddard's GEOS-5 atmospheric GCM as part of the implementation of the RRTMG radiation package. GEOS-5 with McICA and RRTMG can handle horizontally variable clouds which can be set via a cloud generator to arbitrarily overlap within the full spectrum of maximum and random both in terms of cloud fraction and layer condensate distributions. In our presentation we will show radiative and other impacts of the combined horizontal and vertical cloud variability on multi-year simulations of an otherwise untuned GEOS-5 with fixed SSTs. Introducing cloud horizontal heterogeneity without changing the mean amounts of condensate reduces reflected solar and increases thermal radiation to space, but disproportionate changes may increase the radiative imbalance at TOA. The net radiation at TOA can be modulated by allowing the parameters of the generalized overlap and heterogeneity scheme to vary, a dependence whose behavior we will discuss. The sensitivity of the cloud radiative forcing to the parameters of cloud horizontal heterogeneity and comparisons of CERES-derived forcing will be shown.

Lee, D.↗

NASA NTRS1989

Scattering of light by stochastically rough particles

The single particle phase function and the linear polarization for large stochastically deformed spheres have been calculated by Monte Carlo simulation using the geometrical optics approximation. The radius vector of a particle is assumed to obey a bivariate lognormal distribution with three free parameters: mean radius, its standard deviation and the coherence length of the autocorrelation function. All reflections/refractions which include sufficient energy have been included. Real and imaginary parts of the refractive index can be varied without any restrictions. Results and comparisons with some earlier less general theories are presented. Applications of this theory to the photometric properties of atmosphereless bodies and interplanetary dust are discussed.

Peltoniemi, Jouni I.↗

NASA NTRS2018

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

Corbetta, M.↗

NASA NTRS2019

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗

NASA NTRS1979

VTOL controls for shipboard landing

The problem of landing a VTOL aircraft on a small ship in rough seas using an automatic controller is examined. The controller design uses the linear quadratic Gaussian results of modern control theory. Linear time invariant dynamic models are developed for the aircraft, ship, and wave motions. A hover controller commands the aircraft to track position and orientation of the ship deck using only low levels of control power. Commands for this task are generated by the solution of the steady state linear quadratic gaussian regulator problem. Analytical performance and control requirement tradeoffs are obtained. A landing controller commands the aircraft from stationary hover along a smooth, low control effort trajectory, to a touchdown on a predicted crest of ship motion. The design problem is formulated and solved as an approximate finite-time linear quadratic stochastic regulator. Performance and control results are found by Monte Carlo simulations.

Mcmuldroch, C. G.↗

NASA NTRS1973

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗

NASA NTRS1994

Stochastic solution to quantum dynamics

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

John, Sarah↗

NASA NTRS1998

The Postshock Chemical Lifetimes of Outflow Tracers and a Possible New Mechanism to Produce Water Ice Mantles

We have used a coupled time-dependent chemical and dynamical model to investigate the lifetime of the chemical legacy in the wake of C-type shocks. We concentrate this study on the chemistry of H2O and O2, two molecules which are predicted to have abundances that are significantly affected in shock-heated gas. Two models are presented: (1) a three-stage model of preshock, shocked, and postshock gas; and (2) a Monte Carlo cloud simulation where we explore the effects of stochastic shock activity on molecular gas over a cloud lifetime. For both models we separately examine the pure gas-phase chemistry as well as the chemistry including the interactions of molecules with grain surfaces. In agreement with previous studies, we find that shock velocities in excess of 10 km/s are required to convert all of the oxygen not locked in CO into H2O before the gas has an opportunity to cool. For pure gas phase models the lifetime of the high water abundances, or "H2O legacy," in the postshock gas is approximately (4-7) x 10(exp 5) yr, independent of the gas density. A density dependence for the lifetime of H2O is found in gas-grain models as the water molecules deplete onto grains at the depletion timescale. Through the Monte Carlo cloud simulation we demonstrate that the time-average abundance of H2O, the weighted average of the amount of time gas spends in preshock, shock, and postshock stages, is a sensitive function of the frequency of shocks. Thus we predict that the abundance of H2O, and to a lesser extent O2, can be used to trace the history of shock activity in molecular gas. We use previous large-scale surveys of molecular outflows to constrain the frequency of 10 km/s shocks in regions with varying star formation properties and discuss the observations required to test these results. We discuss the postshock lifetimes for other possible outflow tracers (e.g., SiO and CH3OH) and show that the differences between the lifetimes for various tracers can produce potentially observable chemical variations between younger and older outflows. For gas-grain models we find that the abundance of water-ice on grain surfaces can be quite large and is comparable to that observed in molecular clouds. This offers a possible alternative method to create water mantles without resorting to grain surface chemistry: gas heating and chemical modification due to a C-type shock and subsequent depletion of the gas-phase species onto grain mantles.

Bergin, Edwin A.↗

NASA NTRS1996

Effect of Dust Coagulation Dynamics on the Geometry of Aggregates

Master equation gives a more fundamental description of stochastic coagulation processes rather than popular Smoluchowski's equation. In order to examine the effect of the dynamics on the geometry of resulting aggregates, we study Master equation with a rigorous Monte Carlo algorithm. It is found that Cluster-Cluster aggregation model is a good approximation of orderly growth and the aggregates have fluffy structures with a fractal dimension approx. 2. A scaling analysis of Smoluchowski's equation also supports this conclusion.

Nakamura, R.↗

NASA NTRS1984

Oscillator response to nonstationary excitation

Analytical solutions are presented regarding probability density distributions of various response parameters of a lightly damped oscillator. The oscillator is subjected to a broad-band stochastic excitation which possesses a time-variant power spectrum. The analytical solutions are derived by utilizing appropriate Fokker-Planck equations which govern Markovian approximations of the response parameters considered. The reliability of the approximate analytical solution is tested by using pertinent data generated by a digital Monte Carlo study.

Spanos, P.-T. D.↗

NASA NTRS2014

Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure Induced by HZE Particles

The formation of double‐strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte‐Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high‐energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation‐induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex‐type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05‐0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta‐rays becomes more important.

Ponomarev, Artem↗

NASA NTRS2014

Simulations of DSB Yields and Radiation-induced Chromosomal Aberrations in Human Cells Based on the Stochastic Track Structure iIduced by HZE Particles

The formation of double‐strand breaks (DSBs) and chromosomal aberrations (CAs) is of great importance in radiation research and, specifically, in space applications. We are presenting a new particle track and DNA damage model, in which the particle stochastic track structure is combined with the random walk (RW) structure of chromosomes in a cell nucleus. The motivation for this effort stems from the fact that the model with the RW chromosomes, NASARTI (NASA radiation track image) previously relied on amorphous track structure, while the stochastic track structure model RITRACKS (Relativistic Ion Tracks) was focused on more microscopic targets than the entire genome. We have combined chromosomes simulated by RWs with stochastic track structure, which uses nanoscopic dose calculations performed with the Monte‐Carlo simulation by RITRACKS in a voxelized space. The new simulations produce the number of DSBs as function of dose and particle fluence for high‐energy particles, including iron, carbon and protons, using voxels of 20 nm dimension. The combined model also calculates yields of radiation‐induced CAs and unrejoined chromosome breaks in normal and repair deficient cells. The joined computational model is calibrated using the relative frequencies and distributions of chromosomal aberrations reported in the literature. The model considers fractionated deposition of energy to approximate dose rates of the space flight environment. The joined model also predicts of the yields and sizes of translocations, dicentrics, rings, and more complex‐type aberrations formed in the G0/G1 cell cycle phase during the first cell division after irradiation. We found that the main advantage of the joined model is our ability to simulate small doses: 0.05‐0.5 Gy. At such low doses, the stochastic track structure proved to be indispensable, as the action of individual delta‐rays becomes more important.

Ponomarev, Artem↗

NASA NTRS1975

Use of the Wigner representation in scattering problems

The basic equations of quantum scattering were translated into the Wigner representation, putting quantum mechanics in the form of a stochastic process in phase space, with real valued probability distributions and source functions. The interpretative picture associated with this representation is developed and stressed and results used in applications published elsewhere are derived. The form of the integral equation for scattering as well as its multiple scattering expansion in this representation are derived. Quantum corrections to classical propagators are briefly discussed. The basic approximation used in the Monte-Carlo method is derived in a fashion which allows for future refinement and which includes bound state production. Finally, as a simple illustration of some of the formalism, scattering is treated by a bound two body problem. Simple expressions for single and double scattering contributions to total and differential cross-sections as well as for all necessary shadow corrections are obtained.

Bemler, E. A.↗

NASA NTRS1990

Stochastic Fermi acceleration in solar flares

Proton spectra, valid from non- to ultra-relativistic energies, resulting from stochastic Fermi acceleration in solar flares are calculated. These spectra were obtained by numerically solving the Fokker-Planck equation, in which the escape of the particles from the acceleration region is characterized by an energy-independent escape time. In addition to equilibrium spectra, time-dependent energy spectra showing the approach to equilibrium are also presented. These numerical equilibrium spectra are compared with previous results which were obtained either by Monte Carlo simulations or approximate analytical treatments. There are no analytic solutions valid in the transrelativistic regime, which is very important for the production of pions and neutrons in solar flares. The acceleration efficiency is related to physical parameters, in particular the energy density in either magnetosonic or Alfven waves, and a lower limit is placed on either of these energy densities from acceleration times implied by gamma-ray observations. Also discussed is the physical interpretation of the escape time.

Miller, James A.↗

NASA NTRS1991

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

Source record↗

NASA NTRS2015

The Effect of Stochastically Varying Creep Parameters on Residual Stresses in Ceramic Matrix Composites

Constituent properties, along with volume fraction, have a first order effect on the microscale fields within a composite material and influence the macroscopic response. Therefore, there is a need to assess the significance of stochastic variation in the constituent properties of composites at the higher scales. The effect of variability in the parameters controlling the time-dependent behavior, in a unidirectional SCS-6 SiC fiber-reinforced RBSN matrix composite lamina, on the residual stresses induced during processing is investigated numerically. The generalized method of cells micromechanics theory is utilized to model the ceramic matrix composite lamina using a repeating unit cell. The primary creep phases of the constituents are approximated using a Norton-Bailey, steady state, power law creep model. The effect of residual stresses on the proportional limit stress and strain to failure of the composite is demonstrated. Monte Carlo simulations were conducted using a normal distribution for the power law parameters and the resulting residual stress distributions were predicted.

residual stress↗

NASA NTRS2015

The Effect of Stochastically Varying Creep Parameters on Residual Stresses in Ceramic Matrix Composites

Constituent properties, along with volume fraction, have a first order effect on the microscale fields within a composite material and influence the macroscopic response. Therefore, there is a need to assess the significance of stochastic variation in the constituent properties of composites at the higher scales. The effect of variability in the parameters controlling the time-dependent behavior, in a unidirectional SCS-6 SiC fiber-reinforced RBSN matrix composite lamina, on the residual stresses induced during processing is investigated numerically. The generalized method of cells micromechanics theory is utilized to model the ceramic matrix composite lamina using a repeating unit cell. The primary creep phases of the constituents are approximated using a Norton-Bailey, steady state, power law creep model. The effect of residual stresses on the proportional limit stress and strain to failure of the composite is demonstrated. Monte Carlo simulations were conducted using a normal distribution for the power law parameters and the resulting residual stress distributions were predicted.

processing↗

NASA NTRS2008

The Integrated Medical Model: Statistical Forecasting of Risks to Crew Health and Mission Success

The Integrated Medical Model (IMM) helps capture and use organizational knowledge across the space medicine, training, operations, engineering, and research domains. The IMM uses this domain knowledge in the context of a mission and crew profile to forecast crew health and mission success risks. The IMM is most helpful in comparing the risk of two or more mission profiles, not as a tool for predicting absolute risk. The process of building the IMM adheres to Probability Risk Assessment (PRA) techniques described in NASA Procedural Requirement (NPR) 8705.5, and uses current evidence-based information to establish a defensible position for making decisions that help ensure crew health and mission success. The IMM quantitatively describes the following input parameters: 1) medical conditions and likelihood, 2) mission duration, 3) vehicle environment, 4) crew attributes (e.g. age, sex), 5) crew activities (e.g. EVA's, Lunar excursions), 6) diagnosis and treatment protocols (e.g. medical equipment, consumables pharmaceuticals), and 7) Crew Medical Officer (CMO) training effectiveness. It is worth reiterating that the IMM uses the data sets above as inputs. Many other risk management efforts stop at determining only likelihood. The IMM is unique in that it models not only likelihood, but risk mitigations, as well as subsequent clinical outcomes based on those mitigations. Once the mathematical relationships among the above parameters are established, the IMM uses a Monte Carlo simulation technique (a random sampling of the inputs as described by their statistical distribution) to determine the probable outcomes. Because the IMM is a stochastic model (i.e. the input parameters are represented by various statistical distributions depending on the data type), when the mission is simulated 10-50,000 times with a given set of medical capabilities (risk mitigations), a prediction of the most probable outcomes can be generated. For each mission, the IMM tracks which conditions occurred and decrements the pharmaceuticals and supplies required to diagnose and treat these medical conditions. If supplies are depleted, then the medical condition goes untreated, and crew and mission risk increase. The IMM currently models approximately 30 medical conditions. By the end of FY2008, the IMM will be modeling over 100 medical conditions, approximately 60 of which have been recorded to have occurred during short and long space missions.

Fitts, M. A.↗