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Results for “probability and statistical methods”

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

Identification of dynamic systems, theory and formulation

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

Maine, R. E.↗

A Practical Statistical Model for Telecommunications Performance Uncertainty

A statistical method, the probability distribution method, is presented which will give the probability of link performance values. The advantages of a design control procedure are preserved and optimum use of the system capabilities is permitted by improving the accuracy and completeness of the system model.

Yuen, J. H.↗

Lifetimes and Reliabilities of Bevel-Gear Drive Trains

Statistical methods used to predict system lifetimes from component lifetimes. Report shows how to use information to determine system life of drive train, using methods of probability and statistics. Presents life and reliability model for bevel-gear drive trains. Bevel-gear and support-bearing lives analyzed for each gear and bearing in drive train, with results statistically combined to produce system life for entire drive train. Numerical example included.

Lewicki, D.↗

Advanced probabilistic method of development

Advanced structural reliability methods are utilized on the Probabilistic Structural Analysis Methods (PSAM) project to provide a tool for analysis and design of space propulsion system hardware. The role of the effort at the University of Arizona is to provide reliability technology support to this project. PSAM computer programs will provide a design tool for analyzing uncertainty associated with thermal and mechanical loading, material behavior, geometry, and the analysis methods used. Specifically, reliability methods are employed to perform sensitivity analyses, to establish the distribution of a critical response variable (e.g., stress, deflection), to perform reliability assessment, and ultimately to produce a design which will minimize cost and/or weight. Uncertainties in the design factors of space propulsion hardware are described by probability models constructed using statistical analysis of data. Statistical methods are employed to produce a probability model, i.e., a statistical synthesis or summary of each design variable in a format suitable for reliability analysis and ultimately, design decisions.

Wirsching, P. H.↗

Bayesian event categorization matrix approach for explosion monitoring

Current efforts to correctly categorize natural events from suspected explosion sources with data that is collected by ground- or space-based sensors presents historical challenges that remain unaddressed by the Event Categorization Matrix (ECM) model. Smaller historical events (lower yield explosions) may have data available from fewer measurement techniques than are available today, and therefore, a historical event record can lack a complete set of discriminants. The covariance structures can also differ between such observations of event (source-type) categories. Both obstacles are problematic for the classic ECM model. Our work addresses this gap and presents a Bayesian update to the previous ECM model, termed the Bayesian Event Categorization Matrix model, which can be trained on partial observations and does not rely on a pooled covariance structure. We further augment the ECM model with Bayesian Decision Theory so that false negative or false positive rates of an event categorization can be reduced in an intuitive manner. To demonstrate improved categorization rates for the Bayesian Event Categorization Matrix model, we compare an array of Bayesian and classic models with multiple performance metrics using Monte Carlo experiments. We use both synthetic and real data. Our Bayesian models show consistent gains in overall accuracy and lower false negative rates relative to the classic ECM model. Here, we propose future avenues to improve Bayesian Event Categorization Matrix models’ decision making and predictive capability.

58 GEOSCIENCES↗

Probability of detection of defects in coatings with electronic shearography

The goal of this research was to utilize statistical methods to evaluate the probability of detection (POD) of defects in coatings using electronic shearography. The coating system utilized in the POD studies was to be the paint system currently utilized on the external casings of the NASA Space Transportation System (STS) Revised Solid Rocket Motor (RSRM) boosters. The population of samples was to be large enough to determine the minimum defect size for 90 percent probability of detection of 95 percent confidence POD on these coatings. Also, the best methods to excite coatings on aerospace components to induce deformations for measurement by electronic shearography were to be determined.

Maddux, Gary A.↗

Probability of detection of defects in coatings with electronic shearography

The goal of this research was to utilize statistical methods to evaluate the probability of detection (POD) of defects in coatings using electronic shearography. The coating system utilized in the POD studies was to be the paint system currently utilized on the external casings of the NASA space transportation system reusable solid rocket motor boosters. The population of samples was to be large enough to determine the minimum defect size for 90-percent POD of 95-percent confidence POD on these coatings. Also, the best methods to excite coatings on aerospace components to induce deformations for measurement by electronic shearography were to be determined.

Russell, S. S.↗

Continuous Habitable Zones: Pairing a GCM and Bayesian Framework to Predict Habitable Zone Evolution

In the near-future, new space telescopes like JWST, LUVOIR, and HabEx will begin attempting to explore the properties of atmospheres of potentially habitable planets. This will require a significant amount of time and resources for even a single planet, which makes it essential to prioritize observations by those most-likely to have detectable life. Here we present a statistical method to estimate the probabilities that specific exoplanets have been continuously in the habitable zone of their host stars for more than 2 billion years, the approximate time it took life on Earth to significantly increase the oxygen content of the atmosphere. We introduce the use of statistics of an ensemble of 3D planetary general circulation models to estimate these probabilities, replacing prior 1D model estimates.

habitable planets↗

Pairing a GCM and Bayesian Framework to Predict Habitable Zone Evolution

In the near-future, new space telescopes like JWST, LUVOIR, and HabEx will begin attempting to explore the properties of atmospheres of potentially habitable planets. This will require a significant amount of time and resources for even a single planet, which makes it essential to prioritize observations by those most-likely to have detectable life. Here we present a statistical method to estimate the probabilities that specific exoplanets have been continuously in the habitable zone of their host stars for more than 2 billion years, the approximate time it took life on Earth to significantly increase the oxygen content of the atmosphere. We introduce the use of statistics of an ensemble of 3D planetary general circulation models to estimate these probabilities, replacing prior 1D model estimates.

habitable planets↗

Seismic moment tensor classification using elliptical distribution functions on the hypersphere

Discrimination of underground explosions from naturally occurring earthquakes and other anthropogenic sources is one of the fundamental challenges of nuclear explosion monitoring. In an operational setting, the number of events that can be thoroughly investigated by analysts is limited by available resources. The capability to rapidly screen out events that can be robustly identified as not being explosions is, therefore, of great potential benefit. Nevertheless, possible mis-classification of explosions as earthquakes currently limits the use of screening methods for verification of test-ban treaties. Moment tensors provide a physics-based classification tool for the characterization of different seismic sources and have enabled the advent of new techniques for discriminating between earthquakes and explosions. Following normalization and projection of their six-degree vectors onto the hypersphere, existing screening approaches use spherically symmetric metrics to determine whether any new moment tensor may have been an explosion. Here, we show that populations of moment tensors for both earthquakes and explosions are anisotropically distributed on the hypersphere. Distributions possessing elliptical symmetry, such as the scaled von Mises–Fisher distribution, therefore provide a better description of these populations than the existing spherically symmetric models. We describe a method that uses these elliptical distributions in combination with a Bayesian classifier to achieve successful classification rates of 99 per cent for explosions and 98 per cent for earthquakes using existing catalogues of events from the western United States. The 1983 May 5 Crowdie underground nuclear test and 2018 July 20 DAG-1 deep-borehole chemical explosion are the only two explosions out of 140 that are incorrectly classified. Application of the method to the 2006–2017 nuclear tests in the Democratic People’s Republic of Korea yields 100 per cent identification rates and we provide a simple routine MTid for general usage. The approach provides a means to rapidly assess the likelihood of an event being an explosion and can be built into monitoring workflows that rely on simultaneously assessing multiple different discrimination metrics.

58 GEOSCIENCES↗

Convective Weather Forecast Quality Metrics for Air Traffic Management Decision-Making

Since numerical weather prediction models are unable to accurately forecast the severity and the location of the storm cells several hours into the future when compared with observation data, there has been a growing interest in probabilistic description of convective weather. The classical approach for generating uncertainty bounds consists of integrating the state equations and covariance propagation equations forward in time. This step is readily recognized as the process update step of the Kalman Filter algorithm. The second well known method, known as the Monte Carlo method, consists of generating output samples by driving the forecast algorithm with input samples selected from distributions. The statistical properties of the distributions of the output samples are then used for defining the uncertainty bounds of the output variables. This method is computationally expensive for a complex model compared to the covariance propagation method. The main advantage of the Monte Carlo method is that a complex non-linear model can be easily handled. Recently, a few different methods for probabilistic forecasting have appeared in the literature. A method for computing probability of convection in a region using forecast data is described in Ref. 5. Probability at a grid location is computed as the fraction of grid points, within a box of specified dimensions around the grid location, with forecast convection precipitation exceeding a specified threshold. The main limitation of this method is that the results are dependent on the chosen dimensions of the box. The examples presented Ref. 5 show that this process is equivalent to low-pass filtering of the forecast data with a finite support spatial filter. References 6 and 7 describe the technique for computing percentage coverage within a 92 x 92 square-kilometer box and assigning the value to the center 4 x 4 square-kilometer box. This technique is same as that described in Ref. 5. Characterizing the forecast, following the process described in Refs. 5 through 7, in terms of percentage coverage or confidence level is notionally sound compared to characterizing in terms of probabilities because the probability of the forecast being correct can only be determined using actual observations. References 5 through 7 only use the forecast data and not the observations. The method for computing the probability of detection, false alarm ratio and several forecast quality metrics (Skill Scores) using both the forecast and observation data are given in Ref. 2. This paper extends the statistical verification method in Ref. 2 to determine co-occurrence probabilities. The method consists of computing the probability that a severe weather cell (grid location) is detected in the observation data in the neighborhood of the severe weather cell in the forecast data. Probabilities of occurrence at the grid location and in its neighborhood with higher severity, and with lower severity in the observation data compared to that in the forecast data are examined. The method proposed in Refs. 5 through 7 is used for computing the probability that a certain number of cells in the neighborhood of severe weather cells in the forecast data are seen as severe weather cells in the observation data. Finally, the probability of existence of gaps in the observation data in the neighborhood of severe weather cells in forecast data is computed. Gaps are defined as openings between severe weather cells through which an aircraft can safely fly to its intended destination. The rest of the paper is organized as follows. Section II summarizes the statistical verification method described in Ref. 2. The extension of this method for computing the co-occurrence probabilities in discussed in Section HI. Numerical examples using NCWF forecast data and NCWD observation data are presented in Section III to elucidate the characteristics of the co-occurrence probabilities. This section also discusses the procedure for computing throbabilities that the severity of convection in the observation data will be higher or lower in the neighborhood of grid locations compared to that indicated at the grid locations in the forecast data. The probability of coverage of neighborhood grid cells is also described via examples in this section. Section IV discusses the gap detection algorithm and presents a numerical example to illustrate the method. The locations of the detected gaps in the observation data are used along with the locations of convective weather cells in the forecast data to determine the probability of existence of gaps in the neighborhood of these cells. Finally, the paper is concluded in Section V.

Chatterji, Gano B.↗

Surface coverage dynamics for reversible dissociative adsorption on finite linear lattices

Dissociative adsorption onto a surface introduces dynamic correlations between neighboring sites not found in non-dissociative absorption. We study surface coverage dynamics where reversible dissociative adsorption of dimers occurs on a finite linear lattice. We derive analytic expressions for the equilibrium surface coverage as a function of the number of reactive sites, N, and the ratio of the adsorption and desorption rates. Using these results, we characterize the finite size effect on the equilibrium surface coverage. For comparable N’s, the finite size effect is significantly larger when N is even than when N is odd. Moreover, as N increases, the size effect decays more slowly in the even case than in the odd case. The finite-size effect becomes significant when adsorption and desorption rates are considerably different. These finite-size effects are related to the number of accessible configurations in a finite system where the odd-even dependence arises from the limited number of accessible configurations in the even case. We confirm our analytical results with kinetic Monte Carlo simulations. We also analyze the surface-diffusion case where adsorbed atoms can hop into neighboring sites. As expected, the odd-even dependence disappears because more configurations are accessible in the even case due to surface diffusion.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Quantum Search Approaches to Sampling-Based Motion Planning

In this paper, we present a novel formulation of traditional sampling-based motion planners as database-oracle structures that can be solved via quantum search algorithms. We consider two complementary scenarios: for simpler sparse environments, we formulate the Quantum Full Path Search Algorithm (q-FPS), which creates a superposition of full random path solutions, manipulates probability amplitudes with Quantum Amplitude Amplification (QAA), and quantum measures a single obstacle free full path solution. For dense unstructured environments, we formulate the Quantum Rapidly Exploring Random Tree algorithm, q-RRT, that creates quantum superpositions of possible parent-child connections, manipulates probability amplitudes with QAA, and quantum measures a single reachable state, which is added to a tree. As performance depends on the number of oracle calls and the probability of measuring good quantum states, we quantify how these errors factor into the probabilistic completeness properties of the algorithm. We then numerically estimate the expected number of database solutions to provide an approximation of the optimal number of oracle calls in the algorithm. We compare the q-RRT algorithm with a classical implementation and verify quadratic run-time speedup in the largest connected component of a 2D dense random lattice. We conclude by evaluating a proposed approach to limit the expected number of database solutions and thus limit the optimal number of oracle calls to a given number.

97 MATHEMATICS AND COMPUTING↗

A study of two statistical methods as applied to shuttle solid rocket booster expenditures

The state probability technique and the Monte Carlo technique are applied to finding shuttle solid rocket booster expenditure statistics. For a given attrition rate per launch, the probable number of boosters needed for a given mission of 440 launches is calculated. Several cases are considered, including the elimination of the booster after a maximum of 20 consecutive launches. Also considered is the case where the booster is composed of replaceable components with independent attrition rates. A simple cost analysis is carried out to indicate the number of boosters to build initially, depending on booster costs. Two statistical methods were applied in the analysis: (1) state probability method which consists of defining an appropriate state space for the outcome of the random trials, and (2) model simulation method or the Monte Carlo technique. It was found that the model simulation method was easier to formulate while the state probability method required less computing time and was more accurate.

Perlmutter, M.↗

Kuhn-Tucker optimization based reliability analysis for probabilistic finite elements

The fusion of probability finite element method (PFEM) and reliability analysis for fracture mechanics is considered. Reliability analysis with specific application to fracture mechanics is presented, and computational procedures are discussed. Explicit expressions for the optimization procedure with regard to fracture mechanics are given. The results show the PFEM is a very powerful tool in determining the second-moment statistics. The method can determine the probability of failure or fracture subject to randomness in load, material properties and crack length, orientation, and location.

Liu, W. K.↗