Probabilistic structural analysis methods for select space propulsion system components
NASA Technical Reports Server (NTRS)
Millwater, H. R.; Cruse, T. A.
1989-01-01
The Probabilistic Structural Analysis Methods (PSAM) project developed at the Southwest Research Institute integrates state-of-the-art structural analysis techniques with probability theory for the design and analysis of complex large-scale engineering structures. An advanced efficient software system (NESSUS) capable of performing complex probabilistic analysis has been developed. NESSUS contains a number of software components to perform probabilistic analysis of structures. These components include: an expert system, a probabilistic finite element code, a probabilistic boundary element code and a fast probability integrator. The NESSUS software system is shown. An expert system is included to capture and utilize PSAM knowledge and experience. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator (FPI). The expert system menu structure is summarized. The NESSUS system contains a state-of-the-art nonlinear probabilistic finite element code, NESSUS/FEM, to determine the structural response and sensitivities. A broad range of analysis capabilities and an extensive element library is present.
Probabilistic Evaluation of Advanced Ceramic Matrix Composite Structures
NASA Technical Reports Server (NTRS)
Abumeri, Galib H.; Chamis, Christos C.
2003-01-01
The objective of this report is to summarize the deterministic and probabilistic structural evaluation results of two structures made with advanced ceramic composites (CMC): internally pressurized tube and uniformly loaded flange. The deterministic structural evaluation includes stress, displacement, and buckling analyses. It is carried out using the finite element code MHOST, developed for the 3-D inelastic analysis of structures that are made with advanced materials. The probabilistic evaluation is performed using the integrated probabilistic assessment of composite structures computer code IPACS. The affects of uncertainties in primitive variables related to the material, fabrication process, and loadings on the material property and structural response behavior are quantified. The primitive variables considered are: thermo-mechanical properties of fiber and matrix, fiber and void volume ratios, use temperature, and pressure. The probabilistic structural analysis and probabilistic strength results are used by IPACS to perform reliability and risk evaluation of the two structures. The results will show that the sensitivity information obtained for the two composite structures from the computational simulation can be used to alter the design process to meet desired service requirements. In addition to detailed probabilistic analysis of the two structures, the following were performed specifically on the CMC tube: (1) predicted the failure load and the buckling load, (2) performed coupled non-deterministic multi-disciplinary structural analysis, and (3) demonstrated that probabilistic sensitivities can be used to select a reduced set of design variables for optimization.
System Risk Assessment and Allocation in Conceptual Design
NASA Technical Reports Server (NTRS)
Mahadevan, Sankaran; Smith, Natasha L.; Zang, Thomas A. (Technical Monitor)
2003-01-01
As aerospace systems continue to evolve in addressing newer challenges in air and space transportation, there exists a heightened priority for significant improvement in system performance, cost effectiveness, reliability, and safety. Tools, which synthesize multidisciplinary integration, probabilistic analysis, and optimization, are needed to facilitate design decisions allowing trade-offs between cost and reliability. This study investigates tools for probabilistic analysis and probabilistic optimization in the multidisciplinary design of aerospace systems. A probabilistic optimization methodology is demonstrated for the low-fidelity design of a reusable launch vehicle at two levels, a global geometry design and a local tank design. Probabilistic analysis is performed on a high fidelity analysis of a Navy missile system. Furthermore, decoupling strategies are introduced to reduce the computational effort required for multidisciplinary systems with feedback coupling.
Is probabilistic bias analysis approximately Bayesian?
MacLehose, Richard F.; Gustafson, Paul
2011-01-01
Case-control studies are particularly susceptible to differential exposure misclassification when exposure status is determined following incident case status. Probabilistic bias analysis methods have been developed as ways to adjust standard effect estimates based on the sensitivity and specificity of exposure misclassification. The iterative sampling method advocated in probabilistic bias analysis bears a distinct resemblance to a Bayesian adjustment; however, it is not identical. Furthermore, without a formal theoretical framework (Bayesian or frequentist), the results of a probabilistic bias analysis remain somewhat difficult to interpret. We describe, both theoretically and empirically, the extent to which probabilistic bias analysis can be viewed as approximately Bayesian. While the differences between probabilistic bias analysis and Bayesian approaches to misclassification can be substantial, these situations often involve unrealistic prior specifications and are relatively easy to detect. Outside of these special cases, probabilistic bias analysis and Bayesian approaches to exposure misclassification in case-control studies appear to perform equally well. PMID:22157311
Probabilistic Structural Analysis Theory Development
NASA Technical Reports Server (NTRS)
Burnside, O. H.
1985-01-01
The objective of the Probabilistic Structural Analysis Methods (PSAM) project is to develop analysis techniques and computer programs for predicting the probabilistic response of critical structural components for current and future space propulsion systems. This technology will play a central role in establishing system performance and durability. The first year's technical activity is concentrating on probabilistic finite element formulation strategy and code development. Work is also in progress to survey critical materials and space shuttle mian engine components. The probabilistic finite element computer program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) is being developed. The final probabilistic code will have, in the general case, the capability of performing nonlinear dynamic of stochastic structures. It is the goal of the approximate methods effort to increase problem solving efficiency relative to finite element methods by using energy methods to generate trial solutions which satisfy the structural boundary conditions. These approximate methods will be less computer intensive relative to the finite element approach.
NASA Astrophysics Data System (ADS)
Dadashzadeh, N.; Duzgun, H. S. B.; Yesiloglu-Gultekin, N.
2017-08-01
While advanced numerical techniques in slope stability analysis are successfully used in deterministic studies, they have so far found limited use in probabilistic analyses due to their high computation cost. The first-order reliability method (FORM) is one of the most efficient probabilistic techniques to perform probabilistic stability analysis by considering the associated uncertainties in the analysis parameters. However, it is not possible to directly use FORM in numerical slope stability evaluations as it requires definition of a limit state performance function. In this study, an integrated methodology for probabilistic numerical modeling of rock slope stability is proposed. The methodology is based on response surface method, where FORM is used to develop an explicit performance function from the results of numerical simulations. The implementation of the proposed methodology is performed by considering a large potential rock wedge in Sumela Monastery, Turkey. The accuracy of the developed performance function to truly represent the limit state surface is evaluated by monitoring the slope behavior. The calculated probability of failure is compared with Monte Carlo simulation (MCS) method. The proposed methodology is found to be 72% more efficient than MCS, while the accuracy is decreased with an error of 24%.
NASA Technical Reports Server (NTRS)
Cruse, T. A.
1987-01-01
The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.
NASA Technical Reports Server (NTRS)
Cruse, T. A.; Burnside, O. H.; Wu, Y.-T.; Polch, E. Z.; Dias, J. B.
1988-01-01
The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.
Dinov, Martin; Leech, Robert
2017-01-01
Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses.
Dinov, Martin; Leech, Robert
2017-01-01
Part of the process of EEG microstate estimation involves clustering EEG channel data at the global field power (GFP) maxima, very commonly using a modified K-means approach. Clustering has also been done deterministically, despite there being uncertainties in multiple stages of the microstate analysis, including the GFP peak definition, the clustering itself and in the post-clustering assignment of microstates back onto the EEG timecourse of interest. We perform a fully probabilistic microstate clustering and labeling, to account for these sources of uncertainty using the closest probabilistic analog to KM called Fuzzy C-means (FCM). We train softmax multi-layer perceptrons (MLPs) using the KM and FCM-inferred cluster assignments as target labels, to then allow for probabilistic labeling of the full EEG data instead of the usual correlation-based deterministic microstate label assignment typically used. We assess the merits of the probabilistic analysis vs. the deterministic approaches in EEG data recorded while participants perform real or imagined motor movements from a publicly available data set of 109 subjects. Though FCM group template maps that are almost topographically identical to KM were found, there is considerable uncertainty in the subsequent assignment of microstate labels. In general, imagined motor movements are less predictable on a time point-by-time point basis, possibly reflecting the more exploratory nature of the brain state during imagined, compared to during real motor movements. We find that some relationships may be more evident using FCM than using KM and propose that future microstate analysis should preferably be performed probabilistically rather than deterministically, especially in situations such as with brain computer interfaces, where both training and applying models of microstates need to account for uncertainty. Probabilistic neural network-driven microstate assignment has a number of advantages that we have discussed, which are likely to be further developed and exploited in future studies. In conclusion, probabilistic clustering and a probabilistic neural network-driven approach to microstate analysis is likely to better model and reveal details and the variability hidden in current deterministic and binarized microstate assignment and analyses. PMID:29163110
Probabilistic Structural Evaluation of Uncertainties in Radiator Sandwich Panel Design
NASA Technical Reports Server (NTRS)
Kuguoglu, Latife; Ludwiczak, Damian
2006-01-01
The Jupiter Icy Moons Orbiter (JIMO) Space System is part of the NASA's Prometheus Program. As part of the JIMO engineering team at NASA Glenn Research Center, the structural design of the JIMO Heat Rejection Subsystem (HRS) is evaluated. An initial goal of this study was to perform sensitivity analyses to determine the relative importance of the input variables on the structural responses of the radiator panel. The desire was to let the sensitivity analysis information identify the important parameters. The probabilistic analysis methods illustrated here support this objective. The probabilistic structural performance evaluation of a HRS radiator sandwich panel was performed. The radiator panel structural performance was assessed in the presence of uncertainties in the loading, fabrication process variables, and material properties. The stress and displacement contours of the deterministic structural analysis at mean probability was performed and results presented. It is followed by a probabilistic evaluation to determine the effect of the primitive variables on the radiator panel structural performance. Based on uncertainties in material properties, structural geometry and loading, the results of the displacement and stress analysis are used as an input file for the probabilistic analysis of the panel. The sensitivity of the structural responses, such as maximum displacement and maximum tensile and compressive stresses of the facesheet in x and y directions and maximum VonMises stresses of the tube, to the loading and design variables is determined under the boundary condition where all edges of the radiator panel are pinned. Based on this study, design critical material and geometric parameters of the considered sandwich panel are identified.
Probabilistic Finite Element Analysis & Design Optimization for Structural Designs
NASA Astrophysics Data System (ADS)
Deivanayagam, Arumugam
This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew
2018-01-01
This study assessed the extent to which within-individual variation in schizotypy and paranormal belief influenced performance on probabilistic reasoning tasks. A convenience sample of 725 non-clinical adults completed measures assessing schizotypy (Oxford-Liverpool Inventory of Feelings and Experiences; O-Life brief), belief in the paranormal (Revised Paranormal Belief Scale; RPBS) and probabilistic reasoning (perception of randomness, conjunction fallacy, paranormal perception of randomness, and paranormal conjunction fallacy). Latent profile analysis (LPA) identified four distinct groups: class 1, low schizotypy and low paranormal belief (43.9% of sample); class 2, moderate schizotypy and moderate paranormal belief (18.2%); class 3, moderate schizotypy (high cognitive disorganization) and low paranormal belief (29%); and class 4, moderate schizotypy and high paranormal belief (8.9%). Identification of homogeneous classes provided a nuanced understanding of the relative contribution of schizotypy and paranormal belief to differences in probabilistic reasoning performance. Multivariate analysis of covariance revealed that groups with lower levels of paranormal belief (classes 1 and 3) performed significantly better on perception of randomness, but not conjunction problems. Schizotypy had only a negligible effect on performance. Further analysis indicated that framing perception of randomness and conjunction problems in a paranormal context facilitated performance for all groups but class 4. PMID:29434562
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew
2018-01-01
This study assessed the extent to which within-individual variation in schizotypy and paranormal belief influenced performance on probabilistic reasoning tasks. A convenience sample of 725 non-clinical adults completed measures assessing schizotypy (Oxford-Liverpool Inventory of Feelings and Experiences; O-Life brief), belief in the paranormal (Revised Paranormal Belief Scale; RPBS) and probabilistic reasoning (perception of randomness, conjunction fallacy, paranormal perception of randomness, and paranormal conjunction fallacy). Latent profile analysis (LPA) identified four distinct groups: class 1, low schizotypy and low paranormal belief (43.9% of sample); class 2, moderate schizotypy and moderate paranormal belief (18.2%); class 3, moderate schizotypy (high cognitive disorganization) and low paranormal belief (29%); and class 4, moderate schizotypy and high paranormal belief (8.9%). Identification of homogeneous classes provided a nuanced understanding of the relative contribution of schizotypy and paranormal belief to differences in probabilistic reasoning performance. Multivariate analysis of covariance revealed that groups with lower levels of paranormal belief (classes 1 and 3) performed significantly better on perception of randomness, but not conjunction problems. Schizotypy had only a negligible effect on performance. Further analysis indicated that framing perception of randomness and conjunction problems in a paranormal context facilitated performance for all groups but class 4.
A probabilistic Hu-Washizu variational principle
NASA Technical Reports Server (NTRS)
Liu, W. K.; Belytschko, T.; Besterfield, G. H.
1987-01-01
A Probabilistic Hu-Washizu Variational Principle (PHWVP) for the Probabilistic Finite Element Method (PFEM) is presented. This formulation is developed for both linear and nonlinear elasticity. The PHWVP allows incorporation of the probabilistic distributions for the constitutive law, compatibility condition, equilibrium, domain and boundary conditions into the PFEM. Thus, a complete probabilistic analysis can be performed where all aspects of the problem are treated as random variables and/or fields. The Hu-Washizu variational formulation is available in many conventional finite element codes thereby enabling the straightforward inclusion of the probabilistic features into present codes.
Probabilistic structural analysis using a general purpose finite element program
NASA Astrophysics Data System (ADS)
Riha, D. S.; Millwater, H. R.; Thacker, B. H.
1992-07-01
This paper presents an accurate and efficient method to predict the probabilistic response for structural response quantities, such as stress, displacement, natural frequencies, and buckling loads, by combining the capabilities of MSC/NASTRAN, including design sensitivity analysis and fast probability integration. Two probabilistic structural analysis examples have been performed and verified by comparison with Monte Carlo simulation of the analytical solution. The first example consists of a cantilevered plate with several point loads. The second example is a probabilistic buckling analysis of a simply supported composite plate under in-plane loading. The coupling of MSC/NASTRAN and fast probability integration is shown to be orders of magnitude more efficient than Monte Carlo simulation with excellent accuracy.
Probabilistic Analysis of Gas Turbine Field Performance
NASA Technical Reports Server (NTRS)
Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.
2002-01-01
A gas turbine thermodynamic cycle was computationally simulated and probabilistically evaluated in view of the several uncertainties in the performance parameters, which are indices of gas turbine health. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design, enhance performance, increase system availability and make it cost effective. The analysis leads to the selection of the appropriate measurements to be used in the gas turbine health determination and to the identification of both the most critical measurements and parameters. Probabilistic analysis aims at unifying and improving the control and health monitoring of gas turbine aero-engines by increasing the quality and quantity of information available about the engine's health and performance.
Probabilistic Parameter Uncertainty Analysis of Single Input Single Output Control Systems
NASA Technical Reports Server (NTRS)
Smith, Brett A.; Kenny, Sean P.; Crespo, Luis G.
2005-01-01
The current standards for handling uncertainty in control systems use interval bounds for definition of the uncertain parameters. This approach gives no information about the likelihood of system performance, but simply gives the response bounds. When used in design, current methods of m-analysis and can lead to overly conservative controller design. With these methods, worst case conditions are weighted equally with the most likely conditions. This research explores a unique approach for probabilistic analysis of control systems. Current reliability methods are examined showing the strong areas of each in handling probability. A hybrid method is developed using these reliability tools for efficiently propagating probabilistic uncertainty through classical control analysis problems. The method developed is applied to classical response analysis as well as analysis methods that explore the effects of the uncertain parameters on stability and performance metrics. The benefits of using this hybrid approach for calculating the mean and variance of responses cumulative distribution functions are shown. Results of the probabilistic analysis of a missile pitch control system, and a non-collocated mass spring system, show the added information provided by this hybrid analysis.
NASA Technical Reports Server (NTRS)
1992-01-01
The technical effort and computer code developed during the first year are summarized. Several formulations for Probabilistic Finite Element Analysis (PFEA) are described with emphasis on the selected formulation. The strategies being implemented in the first-version computer code to perform linear, elastic PFEA is described. The results of a series of select Space Shuttle Main Engine (SSME) component surveys are presented. These results identify the critical components and provide the information necessary for probabilistic structural analysis.
Specifying design conservatism: Worst case versus probabilistic analysis
NASA Technical Reports Server (NTRS)
Miles, Ralph F., Jr.
1993-01-01
Design conservatism is the difference between specified and required performance, and is introduced when uncertainty is present. The classical approach of worst-case analysis for specifying design conservatism is presented, along with the modern approach of probabilistic analysis. The appropriate degree of design conservatism is a tradeoff between the required resources and the probability and consequences of a failure. A probabilistic analysis properly models this tradeoff, while a worst-case analysis reveals nothing about the probability of failure, and can significantly overstate the consequences of failure. Two aerospace examples will be presented that illustrate problems that can arise with a worst-case analysis.
An advanced probabilistic structural analysis method for implicit performance functions
NASA Technical Reports Server (NTRS)
Wu, Y.-T.; Millwater, H. R.; Cruse, T. A.
1989-01-01
In probabilistic structural analysis, the performance or response functions usually are implicitly defined and must be solved by numerical analysis methods such as finite element methods. In such cases, the most commonly used probabilistic analysis tool is the mean-based, second-moment method which provides only the first two statistical moments. This paper presents a generalized advanced mean value (AMV) method which is capable of establishing the distributions to provide additional information for reliability design. The method requires slightly more computations than the second-moment method but is highly efficient relative to the other alternative methods. In particular, the examples show that the AMV method can be used to solve problems involving non-monotonic functions that result in truncated distributions.
Structural reliability methods: Code development status
NASA Astrophysics Data System (ADS)
Millwater, Harry R.; Thacker, Ben H.; Wu, Y.-T.; Cruse, T. A.
1991-05-01
The Probabilistic Structures Analysis Method (PSAM) program integrates state of the art probabilistic algorithms with structural analysis methods in order to quantify the behavior of Space Shuttle Main Engine structures subject to uncertain loadings, boundary conditions, material parameters, and geometric conditions. An advanced, efficient probabilistic structural analysis software program, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a deliverable. NESSUS contains a number of integrated software components to perform probabilistic analysis of complex structures. A nonlinear finite element module NESSUS/FEM is used to model the structure and obtain structural sensitivities. Some of the capabilities of NESSUS/FEM are shown. A Fast Probability Integration module NESSUS/FPI estimates the probability given the structural sensitivities. A driver module, PFEM, couples the FEM and FPI. NESSUS, version 5.0, addresses component reliability, resistance, and risk.
Structural reliability methods: Code development status
NASA Technical Reports Server (NTRS)
Millwater, Harry R.; Thacker, Ben H.; Wu, Y.-T.; Cruse, T. A.
1991-01-01
The Probabilistic Structures Analysis Method (PSAM) program integrates state of the art probabilistic algorithms with structural analysis methods in order to quantify the behavior of Space Shuttle Main Engine structures subject to uncertain loadings, boundary conditions, material parameters, and geometric conditions. An advanced, efficient probabilistic structural analysis software program, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a deliverable. NESSUS contains a number of integrated software components to perform probabilistic analysis of complex structures. A nonlinear finite element module NESSUS/FEM is used to model the structure and obtain structural sensitivities. Some of the capabilities of NESSUS/FEM are shown. A Fast Probability Integration module NESSUS/FPI estimates the probability given the structural sensitivities. A driver module, PFEM, couples the FEM and FPI. NESSUS, version 5.0, addresses component reliability, resistance, and risk.
A Comparison of Probabilistic and Deterministic Campaign Analysis for Human Space Exploration
NASA Technical Reports Server (NTRS)
Merrill, R. Gabe; Andraschko, Mark; Stromgren, Chel; Cirillo, Bill; Earle, Kevin; Goodliff, Kandyce
2008-01-01
Human space exploration is by its very nature an uncertain endeavor. Vehicle reliability, technology development risk, budgetary uncertainty, and launch uncertainty all contribute to stochasticity in an exploration scenario. However, traditional strategic analysis has been done in a deterministic manner, analyzing and optimizing the performance of a series of planned missions. History has shown that exploration scenarios rarely follow such a planned schedule. This paper describes a methodology to integrate deterministic and probabilistic analysis of scenarios in support of human space exploration. Probabilistic strategic analysis is used to simulate "possible" scenario outcomes, based upon the likelihood of occurrence of certain events and a set of pre-determined contingency rules. The results of the probabilistic analysis are compared to the nominal results from the deterministic analysis to evaluate the robustness of the scenario to adverse events and to test and optimize contingency planning.
Pasta, D J; Taylor, J L; Henning, J M
1999-01-01
Decision-analytic models are frequently used to evaluate the relative costs and benefits of alternative therapeutic strategies for health care. Various types of sensitivity analysis are used to evaluate the uncertainty inherent in the models. Although probabilistic sensitivity analysis is more difficult theoretically and computationally, the results can be much more powerful and useful than deterministic sensitivity analysis. The authors show how a Monte Carlo simulation can be implemented using standard software to perform a probabilistic sensitivity analysis incorporating the bootstrap. The method is applied to a decision-analytic model evaluating the cost-effectiveness of Helicobacter pylori eradication. The necessary steps are straightforward and are described in detail. The use of the bootstrap avoids certain difficulties encountered with theoretical distributions. The probabilistic sensitivity analysis provided insights into the decision-analytic model beyond the traditional base-case and deterministic sensitivity analyses and should become the standard method for assessing sensitivity.
2009-07-01
Performance Analysis of the Probabilistic Multi- Hypothesis Tracking Algorithm On the SEABAR Data Sets Dr. Christian G . Hempel Naval...Hypothesis Tracking,” NUWC-NPT Technical Report 10,428, Naval Undersea Warfare Center Division, Newport, RI, 15 February 1995. [2] G . McLachlan, T...the 9th International Conference on Information Fusion, Florence Italy, July, 2006. [8] C. Hempel, “Track Initialization for Multi-Static Active Sonay
Probabilistic load simulation: Code development status
NASA Astrophysics Data System (ADS)
Newell, J. F.; Ho, H.
1991-05-01
The objective of the Composite Load Spectra (CLS) project is to develop generic load models to simulate the composite load spectra that are included in space propulsion system components. The probabilistic loads thus generated are part of the probabilistic design analysis (PDA) of a space propulsion system that also includes probabilistic structural analyses, reliability, and risk evaluations. Probabilistic load simulation for space propulsion systems demands sophisticated probabilistic methodology and requires large amounts of load information and engineering data. The CLS approach is to implement a knowledge based system coupled with a probabilistic load simulation module. The knowledge base manages and furnishes load information and expertise and sets up the simulation runs. The load simulation module performs the numerical computation to generate the probabilistic loads with load information supplied from the CLS knowledge base.
Probabilistic simulation of uncertainties in thermal structures
NASA Technical Reports Server (NTRS)
Chamis, Christos C.; Shiao, Michael
1990-01-01
Development of probabilistic structural analysis methods for hot structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) blade temperature, pressure, and torque of the Space Shuttle Main Engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; (3) evaluation of the failure probability; (4) reliability and risk-cost assessment, and (5) an outline of an emerging approach for eventual hot structures certification. Collectively, the results demonstrate that the structural durability/reliability of hot structural components can be effectively evaluated in a formal probabilistic framework. In addition, the approach can be readily extended to computationally simulate certification of hot structures for aerospace environments.
Probabilistic finite elements for fracture and fatigue analysis
NASA Technical Reports Server (NTRS)
Liu, W. K.; Belytschko, T.; Lawrence, M.; Besterfield, G. H.
1989-01-01
The fusion of the probabilistic finite element method (PFEM) and reliability analysis for probabilistic fracture mechanics (PFM) is presented. A comprehensive method for determining the probability of fatigue failure for curved crack growth was developed. The criterion for failure or performance function is stated as: the fatigue life of a component must exceed the service life of the component; otherwise failure will occur. An enriched element that has the near-crack-tip singular strain field embedded in the element is used to formulate the equilibrium equation and solve for the stress intensity factors at the crack-tip. Performance and accuracy of the method is demonstrated on a classical mode 1 fatigue problem.
NASA Technical Reports Server (NTRS)
Rajagopal, K. R.
1992-01-01
The technical effort and computer code development is summarized. Several formulations for Probabilistic Finite Element Analysis (PFEA) are described with emphasis on the selected formulation. The strategies being implemented in the first-version computer code to perform linear, elastic PFEA is described. The results of a series of select Space Shuttle Main Engine (SSME) component surveys are presented. These results identify the critical components and provide the information necessary for probabilistic structural analysis. Volume 2 is a summary of critical SSME components.
Probabilistic boundary element method
NASA Technical Reports Server (NTRS)
Cruse, T. A.; Raveendra, S. T.
1989-01-01
The purpose of the Probabilistic Structural Analysis Method (PSAM) project is to develop structural analysis capabilities for the design analysis of advanced space propulsion system hardware. The boundary element method (BEM) is used as the basis of the Probabilistic Advanced Analysis Methods (PADAM) which is discussed. The probabilistic BEM code (PBEM) is used to obtain the structural response and sensitivity results to a set of random variables. As such, PBEM performs analogous to other structural analysis codes such as finite elements in the PSAM system. For linear problems, unlike the finite element method (FEM), the BEM governing equations are written at the boundary of the body only, thus, the method eliminates the need to model the volume of the body. However, for general body force problems, a direct condensation of the governing equations to the boundary of the body is not possible and therefore volume modeling is generally required.
Influences of geological parameters to probabilistic assessment of slope stability of embankment
NASA Astrophysics Data System (ADS)
Nguyen, Qui T.; Le, Tuan D.; Konečný, Petr
2018-04-01
This article considers influences of geological parameters to slope stability of the embankment in probabilistic analysis using SLOPE/W computational system. Stability of a simple slope is evaluated with and without pore–water pressure on the basis of variation of soil properties. Normal distributions of unit weight, cohesion and internal friction angle are assumed. Monte Carlo simulation technique is employed to perform analysis of critical slip surface. Sensitivity analysis is performed to observe the variation of the geological parameters and their effects on safety factors of the slope stability.
Concurrent Probabilistic Simulation of High Temperature Composite Structural Response
NASA Technical Reports Server (NTRS)
Abdi, Frank
1996-01-01
A computational structural/material analysis and design tool which would meet industry's future demand for expedience and reduced cost is presented. This unique software 'GENOA' is dedicated to parallel and high speed analysis to perform probabilistic evaluation of high temperature composite response of aerospace systems. The development is based on detailed integration and modification of diverse fields of specialized analysis techniques and mathematical models to combine their latest innovative capabilities into a commercially viable software package. The technique is specifically designed to exploit the availability of processors to perform computationally intense probabilistic analysis assessing uncertainties in structural reliability analysis and composite micromechanics. The primary objectives which were achieved in performing the development were: (1) Utilization of the power of parallel processing and static/dynamic load balancing optimization to make the complex simulation of structure, material and processing of high temperature composite affordable; (2) Computational integration and synchronization of probabilistic mathematics, structural/material mechanics and parallel computing; (3) Implementation of an innovative multi-level domain decomposition technique to identify the inherent parallelism, and increasing convergence rates through high- and low-level processor assignment; (4) Creating the framework for Portable Paralleled architecture for the machine independent Multi Instruction Multi Data, (MIMD), Single Instruction Multi Data (SIMD), hybrid and distributed workstation type of computers; and (5) Market evaluation. The results of Phase-2 effort provides a good basis for continuation and warrants Phase-3 government, and industry partnership.
Development of a probabilistic analysis methodology for structural reliability estimation
NASA Technical Reports Server (NTRS)
Torng, T. Y.; Wu, Y.-T.
1991-01-01
The novel probabilistic analysis method for assessment of structural reliability presented, which combines fast-convolution with an efficient structural reliability analysis, can after identifying the most important point of a limit state proceed to establish a quadratic-performance function. It then transforms the quadratic function into a linear one, and applies fast convolution. The method is applicable to problems requiring computer-intensive structural analysis. Five illustrative examples of the method's application are given.
Dynamic competitive probabilistic principal components analysis.
López-Rubio, Ezequiel; Ortiz-DE-Lazcano-Lobato, Juan Miguel
2009-04-01
We present a new neural model which extends the classical competitive learning (CL) by performing a Probabilistic Principal Components Analysis (PPCA) at each neuron. The model also has the ability to learn the number of basis vectors required to represent the principal directions of each cluster, so it overcomes a drawback of most local PCA models, where the dimensionality of a cluster must be fixed a priori. Experimental results are presented to show the performance of the network with multispectral image data.
Probabilistic sizing of laminates with uncertainties
NASA Technical Reports Server (NTRS)
Shah, A. R.; Liaw, D. G.; Chamis, C. C.
1993-01-01
A reliability based design methodology for laminate sizing and configuration for a special case of composite structures is described. The methodology combines probabilistic composite mechanics with probabilistic structural analysis. The uncertainties of constituent materials (fiber and matrix) to predict macroscopic behavior are simulated using probabilistic theory. Uncertainties in the degradation of composite material properties are included in this design methodology. A multi-factor interaction equation is used to evaluate load and environment dependent degradation of the composite material properties at the micromechanics level. The methodology is integrated into a computer code IPACS (Integrated Probabilistic Assessment of Composite Structures). Versatility of this design approach is demonstrated by performing a multi-level probabilistic analysis to size the laminates for design structural reliability of random type structures. The results show that laminate configurations can be selected to improve the structural reliability from three failures in 1000, to no failures in one million. Results also show that the laminates with the highest reliability are the least sensitive to the loading conditions.
NASA Astrophysics Data System (ADS)
Fei, Cheng-Wei; Bai, Guang-Chen
2014-12-01
To improve the computational precision and efficiency of probabilistic design for mechanical dynamic assembly like the blade-tip radial running clearance (BTRRC) of gas turbine, a distribution collaborative probabilistic design method-based support vector machine of regression (SR)(called as DCSRM) is proposed by integrating distribution collaborative response surface method and support vector machine regression model. The mathematical model of DCSRM is established and the probabilistic design idea of DCSRM is introduced. The dynamic assembly probabilistic design of aeroengine high-pressure turbine (HPT) BTRRC is accomplished to verify the proposed DCSRM. The analysis results reveal that the optimal static blade-tip clearance of HPT is gained for designing BTRRC, and improving the performance and reliability of aeroengine. The comparison of methods shows that the DCSRM has high computational accuracy and high computational efficiency in BTRRC probabilistic analysis. The present research offers an effective way for the reliability design of mechanical dynamic assembly and enriches mechanical reliability theory and method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dickson, T.L.; Simonen, F.A.
1992-05-01
Probabilistic fracture mechanics analysis is a major element of comprehensive probabilistic methodology on which current NRC regulatory requirements for pressurized water reactor vessel integrity evaluation are based. Computer codes such as OCA-P and VISA-II perform probabilistic fracture analyses to estimate the increase in vessel failure probability that occurs as the vessel material accumulates radiation damage over the operating life of the vessel. The results of such analyses, when compared with limits of acceptable failure probabilities, provide an estimation of the residual life of a vessel. Such codes can be applied to evaluate the potential benefits of plant-specific mitigating actions designedmore » to reduce the probability of failure of a reactor vessel. 10 refs.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dickson, T.L.; Simonen, F.A.
1992-01-01
Probabilistic fracture mechanics analysis is a major element of comprehensive probabilistic methodology on which current NRC regulatory requirements for pressurized water reactor vessel integrity evaluation are based. Computer codes such as OCA-P and VISA-II perform probabilistic fracture analyses to estimate the increase in vessel failure probability that occurs as the vessel material accumulates radiation damage over the operating life of the vessel. The results of such analyses, when compared with limits of acceptable failure probabilities, provide an estimation of the residual life of a vessel. Such codes can be applied to evaluate the potential benefits of plant-specific mitigating actions designedmore » to reduce the probability of failure of a reactor vessel. 10 refs.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Coleman, Justin; Slaughter, Andrew; Veeraraghavan, Swetha
Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) is a finite element application that aims at analyzing the response of 3-D soil-structure systems to natural and man-made hazards such as earthquakes, floods and fire. MASTODON currently focuses on the simulation of seismic events and has the capability to perform extensive ‘source-to-site’ simulations including earthquake fault rupture, nonlinear wave propagation and nonlinear soil-structure interaction (NLSSI) analysis. MASTODON is being developed to be a dynamic probabilistic risk assessment framework that enables analysts to not only perform deterministic analyses, but also easily perform probabilistic or stochastic simulations for the purpose of risk assessment.
Probabilistic Analysis of Solid Oxide Fuel Cell Based Hybrid Gas Turbine System
NASA Technical Reports Server (NTRS)
Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.
2003-01-01
The emergence of fuel cell systems and hybrid fuel cell systems requires the evolution of analysis strategies for evaluating thermodynamic performance. A gas turbine thermodynamic cycle integrated with a fuel cell was computationally simulated and probabilistically evaluated in view of the several uncertainties in the thermodynamic performance parameters. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the uncertainties in the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design and make it cost effective. The analysis leads to the selection of criteria for gas turbine performance.
Development of Probabilistic Structural Analysis Integrated with Manufacturing Processes
NASA Technical Reports Server (NTRS)
Pai, Shantaram S.; Nagpal, Vinod K.
2007-01-01
An effort has been initiated to integrate manufacturing process simulations with probabilistic structural analyses in order to capture the important impacts of manufacturing uncertainties on component stress levels and life. Two physics-based manufacturing process models (one for powdered metal forging and the other for annular deformation resistance welding) have been linked to the NESSUS structural analysis code. This paper describes the methodology developed to perform this integration including several examples. Although this effort is still underway, particularly for full integration of a probabilistic analysis, the progress to date has been encouraging and a software interface that implements the methodology has been developed. The purpose of this paper is to report this preliminary development.
Probabilistic Assessment of National Wind Tunnel
NASA Technical Reports Server (NTRS)
Shah, A. R.; Shiao, M.; Chamis, C. C.
1996-01-01
A preliminary probabilistic structural assessment of the critical section of National Wind Tunnel (NWT) is performed using NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) computer code. Thereby, the capabilities of NESSUS code have been demonstrated to address reliability issues of the NWT. Uncertainties in the geometry, material properties, loads and stiffener location on the NWT are considered to perform the reliability assessment. Probabilistic stress, frequency, buckling, fatigue and proof load analyses are performed. These analyses cover the major global and some local design requirements. Based on the assumed uncertainties, the results reveal the assurance of minimum 0.999 reliability for the NWT. Preliminary life prediction analysis results show that the life of the NWT is governed by the fatigue of welds. Also, reliability based proof test assessment is performed.
Probabilistic analysis of a materially nonlinear structure
NASA Technical Reports Server (NTRS)
Millwater, H. R.; Wu, Y.-T.; Fossum, A. F.
1990-01-01
A probabilistic finite element program is used to perform probabilistic analysis of a materially nonlinear structure. The program used in this study is NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), under development at Southwest Research Institute. The cumulative distribution function (CDF) of the radial stress of a thick-walled cylinder under internal pressure is computed and compared with the analytical solution. In addition, sensitivity factors showing the relative importance of the input random variables are calculated. Significant plasticity is present in this problem and has a pronounced effect on the probabilistic results. The random input variables are the material yield stress and internal pressure with Weibull and normal distributions, respectively. The results verify the ability of NESSUS to compute the CDF and sensitivity factors of a materially nonlinear structure. In addition, the ability of the Advanced Mean Value (AMV) procedure to assess the probabilistic behavior of structures which exhibit a highly nonlinear response is shown. Thus, the AMV procedure can be applied with confidence to other structures which exhibit nonlinear behavior.
Application of Probabilistic Analysis to Aircraft Impact Dynamics
NASA Technical Reports Server (NTRS)
Lyle, Karen H.; Padula, Sharon L.; Stockwell, Alan E.
2003-01-01
Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stressstrain behaviors, laminated composites, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the uncertainty in the simulated responses. Several criteria are used to determine that a response surface method is the most appropriate probabilistic approach. The work is extended to compare optimization results with and without probabilistic constraints.
Probabilistic Analysis Techniques Applied to Complex Spacecraft Power System Modeling
NASA Technical Reports Server (NTRS)
Hojnicki, Jeffrey S.; Rusick, Jeffrey J.
2005-01-01
Electric power system performance predictions are critical to spacecraft, such as the International Space Station (ISS), to ensure that sufficient power is available to support all the spacecraft s power needs. In the case of the ISS power system, analyses to date have been deterministic, meaning that each analysis produces a single-valued result for power capability because of the complexity and large size of the model. As a result, the deterministic ISS analyses did not account for the sensitivity of the power capability to uncertainties in model input variables. Over the last 10 years, the NASA Glenn Research Center has developed advanced, computationally fast, probabilistic analysis techniques and successfully applied them to large (thousands of nodes) complex structural analysis models. These same techniques were recently applied to large, complex ISS power system models. This new application enables probabilistic power analyses that account for input uncertainties and produce results that include variations caused by these uncertainties. Specifically, N&R Engineering, under contract to NASA, integrated these advanced probabilistic techniques with Glenn s internationally recognized ISS power system model, System Power Analysis for Capability Evaluation (SPACE).
Probabilistic Aeroelastic Analysis Developed for Turbomachinery Components
NASA Technical Reports Server (NTRS)
Reddy, T. S. R.; Mital, Subodh K.; Stefko, George L.; Pai, Shantaram S.
2003-01-01
Aeroelastic analyses for advanced turbomachines are being developed for use at the NASA Glenn Research Center and industry. However, these analyses at present are used for turbomachinery design with uncertainties accounted for by using safety factors. This approach may lead to overly conservative designs, thereby reducing the potential of designing higher efficiency engines. An integration of the deterministic aeroelastic analysis methods with probabilistic analysis methods offers the potential to design efficient engines with fewer aeroelastic problems and to make a quantum leap toward designing safe reliable engines. In this research, probabilistic analysis is integrated with aeroelastic analysis: (1) to determine the parameters that most affect the aeroelastic characteristics (forced response and stability) of a turbomachine component such as a fan, compressor, or turbine and (2) to give the acceptable standard deviation on the design parameters for an aeroelastically stable system. The approach taken is to combine the aeroelastic analysis of the MISER (MIStuned Engine Response) code with the FPI (fast probability integration) code. The role of MISER is to provide the functional relationships that tie the structural and aerodynamic parameters (the primitive variables) to the forced response amplitudes and stability eigenvalues (the response properties). The role of FPI is to perform probabilistic analyses by utilizing the response properties generated by MISER. The results are a probability density function for the response properties. The probabilistic sensitivities of the response variables to uncertainty in primitive variables are obtained as a byproduct of the FPI technique. The combined analysis of aeroelastic and probabilistic analysis is applied to a 12-bladed cascade vibrating in bending and torsion. Out of the total 11 design parameters, 6 are considered as having probabilistic variation. The six parameters are space-to-chord ratio (SBYC), stagger angle (GAMA), elastic axis (ELAXS), Mach number (MACH), mass ratio (MASSR), and frequency ratio (WHWB). The cascade is considered to be in subsonic flow with Mach 0.7. The results of the probabilistic aeroelastic analysis are the probability density function of predicted aerodynamic damping and frequency for flutter and the response amplitudes for forced response.
Integrated Campaign Probabilistic Cost, Schedule, Performance, and Value for Program Office Support
NASA Technical Reports Server (NTRS)
Cornelius, David; Sasamoto, Washito; Daugherty, Kevin; Deacon, Shaun
2012-01-01
This paper describes an integrated assessment tool developed at NASA Langley Research Center that incorporates probabilistic analysis of life cycle cost, schedule, launch performance, on-orbit performance, and value across a series of planned space-based missions, or campaign. Originally designed as an aid in planning the execution of missions to accomplish the National Research Council 2007 Earth Science Decadal Survey, it utilizes Monte Carlo simulation of a series of space missions for assessment of resource requirements and expected return on investment. Interactions between simulated missions are incorporated, such as competition for launch site manifest, to capture unexpected and non-linear system behaviors. A novel value model is utilized to provide an assessment of the probabilistic return on investment. A demonstration case is discussed to illustrate the tool utility.
Reliability and risk assessment of structures
NASA Technical Reports Server (NTRS)
Chamis, C. C.
1991-01-01
Development of reliability and risk assessment of structural components and structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) the evaluation of the various uncertainties in terms of cumulative distribution functions for various structural response variables based on known or assumed uncertainties in primitive structural variables; (2) evaluation of the failure probability; (3) reliability and risk-cost assessment; and (4) an outline of an emerging approach for eventual certification of man-rated structures by computational methods. Collectively, the results demonstrate that the structural durability/reliability of man-rated structural components and structures can be effectively evaluated by using formal probabilistic methods.
Probabilistic Analysis of Large-Scale Composite Structures Using the IPACS Code
NASA Technical Reports Server (NTRS)
Lemonds, Jeffrey; Kumar, Virendra
1995-01-01
An investigation was performed to ascertain the feasibility of using IPACS (Integrated Probabilistic Assessment of Composite Structures) for probabilistic analysis of a composite fan blade, the development of which is being pursued by various industries for the next generation of aircraft engines. A model representative of the class of fan blades used in the GE90 engine has been chosen as the structural component to be analyzed with IPACS. In this study, typical uncertainties are assumed in the level, and structural responses for ply stresses and frequencies are evaluated in the form of cumulative probability density functions. Because of the geometric complexity of the blade, the number of plies varies from several hundred at the root to about a hundred at the tip. This represents a extremely complex composites application for the IPACS code. A sensitivity study with respect to various random variables is also performed.
NASA Technical Reports Server (NTRS)
1991-01-01
The technical effort and computer code enhancements performed during the sixth year of the Probabilistic Structural Analysis Methods program are summarized. Various capabilities are described to probabilistically combine structural response and structural resistance to compute component reliability. A library of structural resistance models is implemented in the Numerical Evaluations of Stochastic Structures Under Stress (NESSUS) code that included fatigue, fracture, creep, multi-factor interaction, and other important effects. In addition, a user interface was developed for user-defined resistance models. An accurate and efficient reliability method was developed and was successfully implemented in the NESSUS code to compute component reliability based on user-selected response and resistance models. A risk module was developed to compute component risk with respect to cost, performance, or user-defined criteria. The new component risk assessment capabilities were validated and demonstrated using several examples. Various supporting methodologies were also developed in support of component risk assessment.
Use of model calibration to achieve high accuracy in analysis of computer networks
Frogner, Bjorn; Guarro, Sergio; Scharf, Guy
2004-05-11
A system and method are provided for creating a network performance prediction model, and calibrating the prediction model, through application of network load statistical analyses. The method includes characterizing the measured load on the network, which may include background load data obtained over time, and may further include directed load data representative of a transaction-level event. Probabilistic representations of load data are derived to characterize the statistical persistence of the network performance variability and to determine delays throughout the network. The probabilistic representations are applied to the network performance prediction model to adapt the model for accurate prediction of network performance. Certain embodiments of the method and system may be used for analysis of the performance of a distributed application characterized as data packet streams.
NASA Astrophysics Data System (ADS)
Klügel, J.
2006-12-01
Deterministic scenario-based seismic hazard analysis has a long tradition in earthquake engineering for developing the design basis of critical infrastructures like dams, transport infrastructures, chemical plants and nuclear power plants. For many applications besides of the design of infrastructures it is of interest to assess the efficiency of the design measures taken. These applications require a method allowing to perform a meaningful quantitative risk analysis. A new method for a probabilistic scenario-based seismic risk analysis has been developed based on a probabilistic extension of proven deterministic methods like the MCE- methodology. The input data required for the method are entirely based on the information which is necessary to perform any meaningful seismic hazard analysis. The method is based on the probabilistic risk analysis approach common for applications in nuclear technology developed originally by Kaplan & Garrick (1981). It is based (1) on a classification of earthquake events into different size classes (by magnitude), (2) the evaluation of the frequency of occurrence of events, assigned to the different classes (frequency of initiating events, (3) the development of bounding critical scenarios assigned to each class based on the solution of an optimization problem and (4) in the evaluation of the conditional probability of exceedance of critical design parameters (vulnerability analysis). The advantage of the method in comparison with traditional PSHA consists in (1) its flexibility, allowing to use different probabilistic models for earthquake occurrence as well as to incorporate advanced physical models into the analysis, (2) in the mathematically consistent treatment of uncertainties, and (3) in the explicit consideration of the lifetime of the critical structure as a criterion to formulate different risk goals. The method was applied for the evaluation of the risk of production interruption losses of a nuclear power plant during its residual lifetime.
NASA Astrophysics Data System (ADS)
Song, Lu-Kai; Wen, Jie; Fei, Cheng-Wei; Bai, Guang-Chen
2018-05-01
To improve the computing efficiency and precision of probabilistic design for multi-failure structure, a distributed collaborative probabilistic design method-based fuzzy neural network of regression (FR) (called as DCFRM) is proposed with the integration of distributed collaborative response surface method and fuzzy neural network regression model. The mathematical model of DCFRM is established and the probabilistic design idea with DCFRM is introduced. The probabilistic analysis of turbine blisk involving multi-failure modes (deformation failure, stress failure and strain failure) was investigated by considering fluid-structure interaction with the proposed method. The distribution characteristics, reliability degree, and sensitivity degree of each failure mode and overall failure mode on turbine blisk are obtained, which provides a useful reference for improving the performance and reliability of aeroengine. Through the comparison of methods shows that the DCFRM reshapes the probability of probabilistic analysis for multi-failure structure and improves the computing efficiency while keeping acceptable computational precision. Moreover, the proposed method offers a useful insight for reliability-based design optimization of multi-failure structure and thereby also enriches the theory and method of mechanical reliability design.
Application of the Probabilistic Dynamic Synthesis Method to the Analysis of a Realistic Structure
NASA Technical Reports Server (NTRS)
Brown, Andrew M.; Ferri, Aldo A.
1998-01-01
The Probabilistic Dynamic Synthesis method is a new technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. A previous work verified the feasibility of the PDS method on a simple seven degree-of-freedom spring-mass system. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.
Probabilistic methods for rotordynamics analysis
NASA Technical Reports Server (NTRS)
Wu, Y.-T.; Torng, T. Y.; Millwater, H. R.; Fossum, A. F.; Rheinfurth, M. H.
1991-01-01
This paper summarizes the development of the methods and a computer program to compute the probability of instability of dynamic systems that can be represented by a system of second-order ordinary linear differential equations. Two instability criteria based upon the eigenvalues or Routh-Hurwitz test functions are investigated. Computational methods based on a fast probability integration concept and an efficient adaptive importance sampling method are proposed to perform efficient probabilistic analysis. A numerical example is provided to demonstrate the methods.
Probabilistic design of fibre concrete structures
NASA Astrophysics Data System (ADS)
Pukl, R.; Novák, D.; Sajdlová, T.; Lehký, D.; Červenka, J.; Červenka, V.
2017-09-01
Advanced computer simulation is recently well-established methodology for evaluation of resistance of concrete engineering structures. The nonlinear finite element analysis enables to realistically predict structural damage, peak load, failure, post-peak response, development of cracks in concrete, yielding of reinforcement, concrete crushing or shear failure. The nonlinear material models can cover various types of concrete and reinforced concrete: ordinary concrete, plain or reinforced, without or with prestressing, fibre concrete, (ultra) high performance concrete, lightweight concrete, etc. Advanced material models taking into account fibre concrete properties such as shape of tensile softening branch, high toughness and ductility are described in the paper. Since the variability of the fibre concrete material properties is rather high, the probabilistic analysis seems to be the most appropriate format for structural design and evaluation of structural performance, reliability and safety. The presented combination of the nonlinear analysis with advanced probabilistic methods allows evaluation of structural safety characterized by failure probability or by reliability index respectively. Authors offer a methodology and computer tools for realistic safety assessment of concrete structures; the utilized approach is based on randomization of the nonlinear finite element analysis of the structural model. Uncertainty of the material properties or their randomness obtained from material tests are accounted in the random distribution. Furthermore, degradation of the reinforced concrete materials such as carbonation of concrete, corrosion of reinforcement, etc. can be accounted in order to analyze life-cycle structural performance and to enable prediction of the structural reliability and safety in time development. The results can serve as a rational basis for design of fibre concrete engineering structures based on advanced nonlinear computer analysis. The presented methodology is illustrated on results from two probabilistic studies with different types of concrete structures related to practical applications and made from various materials (with the parameters obtained from real material tests).
Kayen, R.; Moss, R.E.S.; Thompson, E.M.; Seed, R.B.; Cetin, K.O.; Der Kiureghian, A.; Tanaka, Y.; Tokimatsu, K.
2013-01-01
Shear-wave velocity (Vs) offers a means to determine the seismic resistance of soil to liquefaction by a fundamental soil property. This paper presents the results of an 11-year international project to gather new Vs site data and develop probabilistic correlations for seismic soil liquefaction occurrence. Toward that objective, shear-wave velocity test sites were identified, and measurements made for 301 new liquefaction field case histories in China, Japan, Taiwan, Greece, and the United States over a decade. The majority of these new case histories reoccupy those previously investigated by penetration testing. These new data are combined with previously published case histories to build a global catalog of 422 case histories of Vs liquefaction performance. Bayesian regression and structural reliability methods facilitate a probabilistic treatment of the Vs catalog for performance-based engineering applications. Where possible, uncertainties of the variables comprising both the seismic demand and the soil capacity were estimated and included in the analysis, resulting in greatly reduced overall model uncertainty relative to previous studies. The presented data set and probabilistic analysis also help resolve the ancillary issues of adjustment for soil fines content and magnitude scaling factors.
Kolios, Athanasios; Jiang, Ying; Somorin, Tosin; Sowale, Ayodeji; Anastasopoulou, Aikaterini; Anthony, Edward J; Fidalgo, Beatriz; Parker, Alison; McAdam, Ewan; Williams, Leon; Collins, Matt; Tyrrel, Sean
2018-05-01
A probabilistic modelling approach was developed and applied to investigate the energy and environmental performance of an innovative sanitation system, the "Nano-membrane Toilet" (NMT). The system treats human excreta via an advanced energy and water recovery island with the aim of addressing current and future sanitation demands. Due to the complex design and inherent characteristics of the system's input material, there are a number of stochastic variables which may significantly affect the system's performance. The non-intrusive probabilistic approach adopted in this study combines a finite number of deterministic thermodynamic process simulations with an artificial neural network (ANN) approximation model and Monte Carlo simulations (MCS) to assess the effect of system uncertainties on the predicted performance of the NMT system. The joint probability distributions of the process performance indicators suggest a Stirling Engine (SE) power output in the range of 61.5-73 W with a high confidence interval (CI) of 95%. In addition, there is high probability (with 95% CI) that the NMT system can achieve positive net power output between 15.8 and 35 W. A sensitivity study reveals the system power performance is mostly affected by SE heater temperature. Investigation into the environmental performance of the NMT design, including water recovery and CO 2 /NO x emissions, suggests significant environmental benefits compared to conventional systems. Results of the probabilistic analysis can better inform future improvements on the system design and operational strategy and this probabilistic assessment framework can also be applied to similar complex engineering systems.
Probabilistic performance-based design for high performance control systems
NASA Astrophysics Data System (ADS)
Micheli, Laura; Cao, Liang; Gong, Yongqiang; Cancelli, Alessandro; Laflamme, Simon; Alipour, Alice
2017-04-01
High performance control systems (HPCS) are advanced damping systems capable of high damping performance over a wide frequency bandwidth, ideal for mitigation of multi-hazards. They include active, semi-active, and hybrid damping systems. However, HPCS are more expensive than typical passive mitigation systems, rely on power and hardware (e.g., sensors, actuators) to operate, and require maintenance. In this paper, a life cycle cost analysis (LCA) approach is proposed to estimate the economic benefit these systems over the entire life of the structure. The novelty resides in the life cycle cost analysis in the performance based design (PBD) tailored to multi-level wind hazards. This yields a probabilistic performance-based design approach for HPCS. Numerical simulations are conducted on a building located in Boston, MA. LCA are conducted for passive control systems and HPCS, and the concept of controller robustness is demonstrated. Results highlight the promise of the proposed performance-based design procedure.
Probabilistic structural analysis methods for space propulsion system components
NASA Technical Reports Server (NTRS)
Chamis, C. C.
1986-01-01
The development of a three-dimensional inelastic analysis methodology for the Space Shuttle main engine (SSME) structural components is described. The methodology is composed of: (1) composite load spectra, (2) probabilistic structural analysis methods, (3) the probabilistic finite element theory, and (4) probabilistic structural analysis. The methodology has led to significant technical progress in several important aspects of probabilistic structural analysis. The program and accomplishments to date are summarized.
NASA Technical Reports Server (NTRS)
Singhal, Surendra N.
2003-01-01
The SAE G-11 RMSL (Reliability, Maintainability, Supportability, and Logistics) Division activities include identification and fulfillment of joint industry, government, and academia needs for development and implementation of RMSL technologies. Four Projects in the Probabilistic Methods area and two in the area of RMSL have been identified. These are: (1) Evaluation of Probabilistic Technology - progress has been made toward the selection of probabilistic application cases. Future effort will focus on assessment of multiple probabilistic softwares in solving selected engineering problems using probabilistic methods. Relevance to Industry & Government - Case studies of typical problems encountering uncertainties, results of solutions to these problems run by different codes, and recommendations on which code is applicable for what problems; (2) Probabilistic Input Preparation - progress has been made in identifying problem cases such as those with no data, little data and sufficient data. Future effort will focus on developing guidelines for preparing input for probabilistic analysis, especially with no or little data. Relevance to Industry & Government - Too often, we get bogged down thinking we need a lot of data before we can quantify uncertainties. Not True. There are ways to do credible probabilistic analysis with little data; (3) Probabilistic Reliability - probabilistic reliability literature search has been completed along with what differentiates it from statistical reliability. Work on computation of reliability based on quantification of uncertainties in primitive variables is in progress. Relevance to Industry & Government - Correct reliability computations both at the component and system level are needed so one can design an item based on its expected usage and life span; (4) Real World Applications of Probabilistic Methods (PM) - A draft of volume 1 comprising aerospace applications has been released. Volume 2, a compilation of real world applications of probabilistic methods with essential information demonstrating application type and timehost savings by the use of probabilistic methods for generic applications is in progress. Relevance to Industry & Government - Too often, we say, 'The Proof is in the Pudding'. With help from many contributors, we hope to produce such a document. Problem is - not too many people are coming forward due to proprietary nature. So, we are asking to document only minimum information including problem description, what method used, did it result in any savings, and how much?; (5) Software Reliability - software reliability concept, program, implementation, guidelines, and standards are being documented. Relevance to Industry & Government - software reliability is a complex issue that must be understood & addressed in all facets of business in industry, government, and other institutions. We address issues, concepts, ways to implement solutions, and guidelines for maximizing software reliability; (6) Maintainability Standards - maintainability/serviceability industry standard/guidelines and industry best practices and methodologies used in performing maintainability/ serviceability tasks are being documented. Relevance to Industry & Government - Any industry or government process, project, and/or tool must be maintained and serviced to realize the life and performance it was designed for. We address issues and develop guidelines for optimum performance & life.
Zhang, Lei; Zeng, Zhi; Ji, Qiang
2011-09-01
Chain graph (CG) is a hybrid probabilistic graphical model (PGM) capable of modeling heterogeneous relationships among random variables. So far, however, its application in image and video analysis is very limited due to lack of principled learning and inference methods for a CG of general topology. To overcome this limitation, we introduce methods to extend the conventional chain-like CG model to CG model with more general topology and the associated methods for learning and inference in such a general CG model. Specifically, we propose techniques to systematically construct a generally structured CG, to parameterize this model, to derive its joint probability distribution, to perform joint parameter learning, and to perform probabilistic inference in this model. To demonstrate the utility of such an extended CG, we apply it to two challenging image and video analysis problems: human activity recognition and image segmentation. The experimental results show improved performance of the extended CG model over the conventional directed or undirected PGMs. This study demonstrates the promise of the extended CG for effective modeling and inference of complex real-world problems.
Probabilistic assessment of uncertain adaptive hybrid composites
NASA Technical Reports Server (NTRS)
Shiao, Michael C.; Singhal, Surendra N.; Chamis, Christos C.
1994-01-01
Adaptive composite structures using actuation materials, such as piezoelectric fibers, were assessed probabilistically utilizing intraply hybrid composite mechanics in conjunction with probabilistic composite structural analysis. Uncertainties associated with the actuation material as well as the uncertainties in the regular (traditional) composite material properties were quantified and considered in the assessment. Static and buckling analyses were performed for rectangular panels with various boundary conditions and different control arrangements. The probability density functions of the structural behavior, such as maximum displacement and critical buckling load, were computationally simulated. The results of the assessment indicate that improved design and reliability can be achieved with actuation material.
Probabilistic liquefaction triggering based on the cone penetration test
Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Tokimatsu, K.
2005-01-01
Performance-based earthquake engineering requires a probabilistic treatment of potential failure modes in order to accurately quantify the overall stability of the system. This paper is a summary of the application portions of the probabilistic liquefaction triggering correlations proposed recently proposed by Moss and co-workers. To enable probabilistic treatment of liquefaction triggering, the variables comprising the seismic load and the liquefaction resistance were treated as inherently uncertain. Supporting data from an extensive Cone Penetration Test (CPT)-based liquefaction case history database were used to develop a probabilistic correlation. The methods used to measure the uncertainty of the load and resistance variables, how the interactions of these variables were treated using Bayesian updating, and how reliability analysis was applied to produce curves of equal probability of liquefaction are presented. The normalization for effective overburden stress, the magnitude correlated duration weighting factor, and the non-linear shear mass participation factor used are also discussed.
Probabilistic Analysis of Space Shuttle Body Flap Actuator Ball Bearings
NASA Technical Reports Server (NTRS)
Oswald, Fred B.; Jett, Timothy R.; Predmore, Roamer E.; Zaretsky, Erin V.
2007-01-01
A probabilistic analysis, using the 2-parameter Weibull-Johnson method, was performed on experimental life test data from space shuttle actuator bearings. Experiments were performed on a test rig under simulated conditions to determine the life and failure mechanism of the grease lubricated bearings that support the input shaft of the space shuttle body flap actuators. The failure mechanism was wear that can cause loss of bearing preload. These tests established life and reliability data for both shuttle flight and ground operation. Test data were used to estimate the failure rate and reliability as a function of the number of shuttle missions flown. The Weibull analysis of the test data for a 2-bearing shaft assembly in each body flap actuator established a reliability level of 99.6 percent for a life of 12 missions. A probabilistic system analysis for four shuttles, each of which has four actuators, predicts a single bearing failure in one actuator of one shuttle after 22 missions (a total of 88 missions for a 4-shuttle fleet). This prediction is comparable with actual shuttle flight history in which a single actuator bearing was found to have failed by wear at 20 missions.
Probabilistic Analysis of Space Shuttle Body Flap Actuator Ball Bearings
NASA Technical Reports Server (NTRS)
Oswald, Fred B.; Jett, Timothy R.; Predmore, Roamer E.; Zaretsky, Erwin V.
2008-01-01
A probabilistic analysis, using the 2-parameter Weibull-Johnson method, was performed on experimental life test data from space shuttle actuator bearings. Experiments were performed on a test rig under simulated conditions to determine the life and failure mechanism of the grease lubricated bearings that support the input shaft of the space shuttle body flap actuators. The failure mechanism was wear that can cause loss of bearing preload. These tests established life and reliability data for both shuttle flight and ground operation. Test data were used to estimate the failure rate and reliability as a function of the number of shuttle missions flown. The Weibull analysis of the test data for the four actuators on one shuttle, each with a 2-bearing shaft assembly, established a reliability level of 96.9 percent for a life of 12 missions. A probabilistic system analysis for four shuttles, each of which has four actuators, predicts a single bearing failure in one actuator of one shuttle after 22 missions (a total of 88 missions for a 4-shuttle fleet). This prediction is comparable with actual shuttle flight history in which a single actuator bearing was found to have failed by wear at 20 missions.
Design for cyclic loading endurance of composites
NASA Technical Reports Server (NTRS)
Shiao, Michael C.; Murthy, Pappu L. N.; Chamis, Christos C.; Liaw, Leslie D. G.
1993-01-01
The application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to aircraft wing type structures is described. The code performs a complete probabilistic analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups, and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of the fatigue life of a wing type composite structure under different hygrothermal environments subjected to the random pressure. The sensitivity of the fatigue life to a number of critical structural/material variables is also computed from the analysis.
Campbell, Kieran R.
2016-01-01
Single cell gene expression profiling can be used to quantify transcriptional dynamics in temporal processes, such as cell differentiation, using computational methods to label each cell with a ‘pseudotime’ where true time series experimentation is too difficult to perform. However, owing to the high variability in gene expression between individual cells, there is an inherent uncertainty in the precise temporal ordering of the cells. Pre-existing methods for pseudotime estimation have predominantly given point estimates precluding a rigorous analysis of the implications of uncertainty. We use probabilistic modelling techniques to quantify pseudotime uncertainty and propagate this into downstream differential expression analysis. We demonstrate that reliance on a point estimate of pseudotime can lead to inflated false discovery rates and that probabilistic approaches provide greater robustness and measures of the temporal resolution that can be obtained from pseudotime inference. PMID:27870852
Fracture mechanics concepts in reliability analysis of monolithic ceramics
NASA Technical Reports Server (NTRS)
Manderscheid, Jane M.; Gyekenyesi, John P.
1987-01-01
Basic design concepts for high-performance, monolithic ceramic structural components are addressed. The design of brittle ceramics differs from that of ductile metals because of the inability of ceramic materials to redistribute high local stresses caused by inherent flaws. Random flaw size and orientation requires that a probabilistic analysis be performed in order to determine component reliability. The current trend in probabilistic analysis is to combine linear elastic fracture mechanics concepts with the two parameter Weibull distribution function to predict component reliability under multiaxial stress states. Nondestructive evaluation supports this analytical effort by supplying data during verification testing. It can also help to determine statistical parameters which describe the material strength variation, in particular the material threshold strength (the third Weibull parameter), which in the past was often taken as zero for simplicity.
Fast probabilistic file fingerprinting for big data
2013-01-01
Background Biological data acquisition is raising new challenges, both in data analysis and handling. Not only is it proving hard to analyze the data at the rate it is generated today, but simply reading and transferring data files can be prohibitively slow due to their size. This primarily concerns logistics within and between data centers, but is also important for workstation users in the analysis phase. Common usage patterns, such as comparing and transferring files, are proving computationally expensive and are tying down shared resources. Results We present an efficient method for calculating file uniqueness for large scientific data files, that takes less computational effort than existing techniques. This method, called Probabilistic Fast File Fingerprinting (PFFF), exploits the variation present in biological data and computes file fingerprints by sampling randomly from the file instead of reading it in full. Consequently, it has a flat performance characteristic, correlated with data variation rather than file size. We demonstrate that probabilistic fingerprinting can be as reliable as existing hashing techniques, with provably negligible risk of collisions. We measure the performance of the algorithm on a number of data storage and access technologies, identifying its strengths as well as limitations. Conclusions Probabilistic fingerprinting may significantly reduce the use of computational resources when comparing very large files. Utilisation of probabilistic fingerprinting techniques can increase the speed of common file-related workflows, both in the data center and for workbench analysis. The implementation of the algorithm is available as an open-source tool named pfff, as a command-line tool as well as a C library. The tool can be downloaded from http://biit.cs.ut.ee/pfff. PMID:23445565
NASA Technical Reports Server (NTRS)
Shih, Ann T.; Lo, Yunnhon; Ward, Natalie C.
2010-01-01
Quantifying the probability of significant launch vehicle failure scenarios for a given design, while still in the design process, is critical to mission success and to the safety of the astronauts. Probabilistic risk assessment (PRA) is chosen from many system safety and reliability tools to verify the loss of mission (LOM) and loss of crew (LOC) requirements set by the NASA Program Office. To support the integrated vehicle PRA, probabilistic design analysis (PDA) models are developed by using vehicle design and operation data to better quantify failure probabilities and to better understand the characteristics of a failure and its outcome. This PDA approach uses a physics-based model to describe the system behavior and response for a given failure scenario. Each driving parameter in the model is treated as a random variable with a distribution function. Monte Carlo simulation is used to perform probabilistic calculations to statistically obtain the failure probability. Sensitivity analyses are performed to show how input parameters affect the predicted failure probability, providing insight for potential design improvements to mitigate the risk. The paper discusses the application of the PDA approach in determining the probability of failure for two scenarios from the NASA Ares I project
Toward a Probabilistic Phenological Model for Wheat Growing Degree Days (GDD)
NASA Astrophysics Data System (ADS)
Rahmani, E.; Hense, A.
2017-12-01
Are there deterministic relations between phenological and climate parameters? The answer is surely `No'. This answer motivated us to solve the problem through probabilistic theories. Thus, we developed a probabilistic phenological model which has the advantage of giving additional information in terms of uncertainty. To that aim, we turned to a statistical analysis named survival analysis. Survival analysis deals with death in biological organisms and failure in mechanical systems. In survival analysis literature, death or failure is considered as an event. By event, in this research we mean ripening date of wheat. We will assume only one event in this special case. By time, we mean the growing duration from sowing to ripening as lifetime for wheat which is a function of GDD. To be more precise we will try to perform the probabilistic forecast for wheat ripening. The probability value will change between 0 and 1. Here, the survivor function gives the probability that the not ripened wheat survives longer than a specific time or will survive to the end of its lifetime as a ripened crop. The survival function at each station is determined by fitting a normal distribution to the GDD as the function of growth duration. Verification of the models obtained is done using CRPS skill score (CRPSS). The positive values of CRPSS indicate the large superiority of the probabilistic phonologic survival model to the deterministic models. These results demonstrate that considering uncertainties in modeling are beneficial, meaningful and necessary. We believe that probabilistic phenological models have the potential to help reduce the vulnerability of agricultural production systems to climate change thereby increasing food security.
Orhan, A Emin; Ma, Wei Ji
2017-07-26
Animals perform near-optimal probabilistic inference in a wide range of psychophysical tasks. Probabilistic inference requires trial-to-trial representation of the uncertainties associated with task variables and subsequent use of this representation. Previous work has implemented such computations using neural networks with hand-crafted and task-dependent operations. We show that generic neural networks trained with a simple error-based learning rule perform near-optimal probabilistic inference in nine common psychophysical tasks. In a probabilistic categorization task, error-based learning in a generic network simultaneously explains a monkey's learning curve and the evolution of qualitative aspects of its choice behavior. In all tasks, the number of neurons required for a given level of performance grows sublinearly with the input population size, a substantial improvement on previous implementations of probabilistic inference. The trained networks develop a novel sparsity-based probabilistic population code. Our results suggest that probabilistic inference emerges naturally in generic neural networks trained with error-based learning rules.Behavioural tasks often require probability distributions to be inferred about task specific variables. Here, the authors demonstrate that generic neural networks can be trained using a simple error-based learning rule to perform such probabilistic computations efficiently without any need for task specific operations.
Probabilistic Risk Assessment Procedures Guide for NASA Managers and Practitioners (Second Edition)
NASA Technical Reports Server (NTRS)
Stamatelatos,Michael; Dezfuli, Homayoon; Apostolakis, George; Everline, Chester; Guarro, Sergio; Mathias, Donovan; Mosleh, Ali; Paulos, Todd; Riha, David; Smith, Curtis;
2011-01-01
Probabilistic Risk Assessment (PRA) is a comprehensive, structured, and logical analysis method aimed at identifying and assessing risks in complex technological systems for the purpose of cost-effectively improving their safety and performance. NASA's objective is to better understand and effectively manage risk, and thus more effectively ensure mission and programmatic success, and to achieve and maintain high safety standards at NASA. NASA intends to use risk assessment in its programs and projects to support optimal management decision making for the improvement of safety and program performance. In addition to using quantitative/probabilistic risk assessment to improve safety and enhance the safety decision process, NASA has incorporated quantitative risk assessment into its system safety assessment process, which until now has relied primarily on a qualitative representation of risk. Also, NASA has recently adopted the Risk-Informed Decision Making (RIDM) process [1-1] as a valuable addition to supplement existing deterministic and experience-based engineering methods and tools. Over the years, NASA has been a leader in most of the technologies it has employed in its programs. One would think that PRA should be no exception. In fact, it would be natural for NASA to be a leader in PRA because, as a technology pioneer, NASA uses risk assessment and management implicitly or explicitly on a daily basis. NASA has probabilistic safety requirements (thresholds and goals) for crew transportation system missions to the International Space Station (ISS) [1-2]. NASA intends to have probabilistic requirements for any new human spaceflight transportation system acquisition. Methods to perform risk and reliability assessment in the early 1960s originated in U.S. aerospace and missile programs. Fault tree analysis (FTA) is an example. It would have been a reasonable extrapolation to expect that NASA would also become the world leader in the application of PRA. That was, however, not to happen. Early in the Apollo program, estimates of the probability for a successful roundtrip human mission to the moon yielded disappointingly low (and suspect) values and NASA became discouraged from further performing quantitative risk analyses until some two decades later when the methods were more refined, rigorous, and repeatable. Instead, NASA decided to rely primarily on the Hazard Analysis (HA) and Failure Modes and Effects Analysis (FMEA) methods for system safety assessment.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Yousu; Etingov, Pavel V.; Ren, Huiying
This paper describes a probabilistic look-ahead contingency analysis application that incorporates smart sampling and high-performance computing (HPC) techniques. Smart sampling techniques are implemented to effectively represent the structure and statistical characteristics of uncertainty introduced by different sources in the power system. They can significantly reduce the data set size required for multiple look-ahead contingency analyses, and therefore reduce the time required to compute them. High-performance-computing (HPC) techniques are used to further reduce computational time. These two techniques enable a predictive capability that forecasts the impact of various uncertainties on potential transmission limit violations. The developed package has been tested withmore » real world data from the Bonneville Power Administration. Case study results are presented to demonstrate the performance of the applications developed.« less
Recent developments of the NESSUS probabilistic structural analysis computer program
NASA Technical Reports Server (NTRS)
Millwater, H.; Wu, Y.-T.; Torng, T.; Thacker, B.; Riha, D.; Leung, C. P.
1992-01-01
The NESSUS probabilistic structural analysis computer program combines state-of-the-art probabilistic algorithms with general purpose structural analysis methods to compute the probabilistic response and the reliability of engineering structures. Uncertainty in loading, material properties, geometry, boundary conditions and initial conditions can be simulated. The structural analysis methods include nonlinear finite element and boundary element methods. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. The scope of the code has recently been expanded to include probabilistic life and fatigue prediction of structures in terms of component and system reliability and risk analysis of structures considering cost of failure. The code is currently being extended to structural reliability considering progressive crack propagation. Several examples are presented to demonstrate the new capabilities.
Probabilistic analysis of bladed turbine disks and the effect of mistuning
NASA Technical Reports Server (NTRS)
Shah, A. R.; Nagpal, V. K.; Chamis, Christos C.
1990-01-01
Probabilistic assessment of the maximum blade response on a mistuned rotor disk is performed using the computer code NESSUS. The uncertainties in natural frequency, excitation frequency, amplitude of excitation and damping are included to obtain the cumulative distribution function (CDF) of blade responses. Advanced mean value first order analysis is used to compute CDF. The sensitivities of different random variables are identified. Effect of the number of blades on a rotor on mistuning is evaluated. It is shown that the uncertainties associated with the forcing function parameters have significant effect on the response distribution of the bladed rotor.
Probabilistic analysis of bladed turbine disks and the effect of mistuning
NASA Technical Reports Server (NTRS)
Shah, Ashwin; Nagpal, V. K.; Chamis, C. C.
1990-01-01
Probabilistic assessment of the maximum blade response on a mistuned rotor disk is performed using the computer code NESSUS. The uncertainties in natural frequency, excitation frequency, amplitude of excitation and damping have been included to obtain the cumulative distribution function (CDF) of blade responses. Advanced mean value first order analysis is used to compute CDF. The sensitivities of different random variables are identified. Effect of the number of blades on a rotor on mistuning is evaluated. It is shown that the uncertainties associated with the forcing function parameters have significant effect on the response distribution of the bladed rotor.
Probabilistic Aeroelastic Analysis of Turbomachinery Components
NASA Technical Reports Server (NTRS)
Reddy, T. S. R.; Mital, S. K.; Stefko, G. L.
2004-01-01
A probabilistic approach is described for aeroelastic analysis of turbomachinery blade rows. Blade rows with subsonic flow and blade rows with supersonic flow with subsonic leading edge are considered. To demonstrate the probabilistic approach, the flutter frequency, damping and forced response of a blade row representing a compressor geometry is considered. The analysis accounts for uncertainties in structural and aerodynamic design variables. The results are presented in the form of probabilistic density function (PDF) and sensitivity factors. For subsonic flow cascade, comparisons are also made with different probabilistic distributions, probabilistic methods, and Monte-Carlo simulation. The approach shows that the probabilistic approach provides a more realistic and systematic way to assess the effect of uncertainties in design variables on the aeroelastic instabilities and response.
Target Coverage in Wireless Sensor Networks with Probabilistic Sensors
Shan, Anxing; Xu, Xianghua; Cheng, Zongmao
2016-01-01
Sensing coverage is a fundamental problem in wireless sensor networks (WSNs), which has attracted considerable attention. Conventional research on this topic focuses on the 0/1 coverage model, which is only a coarse approximation to the practical sensing model. In this paper, we study the target coverage problem, where the objective is to find the least number of sensor nodes in randomly-deployed WSNs based on the probabilistic sensing model. We analyze the joint detection probability of target with multiple sensors. Based on the theoretical analysis of the detection probability, we formulate the minimum ϵ-detection coverage problem. We prove that the minimum ϵ-detection coverage problem is NP-hard and present an approximation algorithm called the Probabilistic Sensor Coverage Algorithm (PSCA) with provable approximation ratios. To evaluate our design, we analyze the performance of PSCA theoretically and also perform extensive simulations to demonstrate the effectiveness of our proposed algorithm. PMID:27618902
Experiences with Probabilistic Analysis Applied to Controlled Systems
NASA Technical Reports Server (NTRS)
Kenny, Sean P.; Giesy, Daniel P.
2004-01-01
This paper presents a semi-analytic method for computing frequency dependent means, variances, and failure probabilities for arbitrarily large-order closed-loop dynamical systems possessing a single uncertain parameter or with multiple highly correlated uncertain parameters. The approach will be shown to not suffer from the same computational challenges associated with computing failure probabilities using conventional FORM/SORM techniques. The approach is demonstrated by computing the probabilistic frequency domain performance of an optimal feed-forward disturbance rejection scheme.
Probabilistic structural analysis of aerospace components using NESSUS
NASA Technical Reports Server (NTRS)
Shiao, Michael C.; Nagpal, Vinod K.; Chamis, Christos C.
1988-01-01
Probabilistic structural analysis of a Space Shuttle main engine turbopump blade is conducted using the computer code NESSUS (numerical evaluation of stochastic structures under stress). The goal of the analysis is to derive probabilistic characteristics of blade response given probabilistic descriptions of uncertainties in blade geometry, material properties, and temperature and pressure distributions. Probability densities are derived for critical blade responses. Risk assessment and failure life analysis is conducted assuming different failure models.
Probabilistic Structural Analysis Program
NASA Technical Reports Server (NTRS)
Pai, Shantaram S.; Chamis, Christos C.; Murthy, Pappu L. N.; Stefko, George L.; Riha, David S.; Thacker, Ben H.; Nagpal, Vinod K.; Mital, Subodh K.
2010-01-01
NASA/NESSUS 6.2c is a general-purpose, probabilistic analysis program that computes probability of failure and probabilistic sensitivity measures of engineered systems. Because NASA/NESSUS uses highly computationally efficient and accurate analysis techniques, probabilistic solutions can be obtained even for extremely large and complex models. Once the probabilistic response is quantified, the results can be used to support risk-informed decisions regarding reliability for safety-critical and one-of-a-kind systems, as well as for maintaining a level of quality while reducing manufacturing costs for larger-quantity products. NASA/NESSUS has been successfully applied to a diverse range of problems in aerospace, gas turbine engines, biomechanics, pipelines, defense, weaponry, and infrastructure. This program combines state-of-the-art probabilistic algorithms with general-purpose structural analysis and lifting methods to compute the probabilistic response and reliability of engineered structures. Uncertainties in load, material properties, geometry, boundary conditions, and initial conditions can be simulated. The structural analysis methods include non-linear finite-element methods, heat-transfer analysis, polymer/ceramic matrix composite analysis, monolithic (conventional metallic) materials life-prediction methodologies, boundary element methods, and user-written subroutines. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. NASA/NESSUS 6.2c is structured in a modular format with 15 elements.
Guided SAR image despeckling with probabilistic non local weights
NASA Astrophysics Data System (ADS)
Gokul, Jithin; Nair, Madhu S.; Rajan, Jeny
2017-12-01
SAR images are generally corrupted by granular disturbances called speckle, which makes visual analysis and detail extraction a difficult task. Non Local despeckling techniques with probabilistic similarity has been a recent trend in SAR despeckling. To achieve effective speckle suppression without compromising detail preservation, we propose an improvement for the existing Generalized Guided Filter with Bayesian Non-Local Means (GGF-BNLM) method. The proposed method (Guided SAR Image Despeckling with Probabilistic Non Local Weights) replaces parametric constants based on heuristics in GGF-BNLM method with dynamically derived values based on the image statistics for weight computation. Proposed changes make GGF-BNLM method adaptive and as a result, significant improvement is achieved in terms of performance. Experimental analysis on SAR images shows excellent speckle reduction without compromising feature preservation when compared to GGF-BNLM method. Results are also compared with other state-of-the-art and classic SAR depseckling techniques to demonstrate the effectiveness of the proposed method.
Probabilistic seismic hazard analysis for a nuclear power plant site in southeast Brazil
NASA Astrophysics Data System (ADS)
de Almeida, Andréia Abreu Diniz; Assumpção, Marcelo; Bommer, Julian J.; Drouet, Stéphane; Riccomini, Claudio; Prates, Carlos L. M.
2018-05-01
A site-specific probabilistic seismic hazard analysis (PSHA) has been performed for the only nuclear power plant site in Brazil, located 130 km southwest of Rio de Janeiro at Angra dos Reis. Logic trees were developed for both the seismic source characterisation and ground-motion characterisation models, in both cases seeking to capture the appreciable ranges of epistemic uncertainty with relatively few branches. This logic-tree structure allowed the hazard calculations to be performed efficiently while obtaining results that reflect the inevitable uncertainty in long-term seismic hazard assessment in this tectonically stable region. An innovative feature of the study is an additional seismic source zone added to capture the potential contributions of characteristics earthquake associated with geological faults in the region surrounding the coastal site.
Application of the Probabilistic Dynamic Synthesis Method to Realistic Structures
NASA Technical Reports Server (NTRS)
Brown, Andrew M.; Ferri, Aldo A.
1998-01-01
The Probabilistic Dynamic Synthesis method is a technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. In previous work, the feasibility of the PDS method applied to a simple seven degree-of-freedom spring-mass system was verified. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.
Global assessment of predictability of water availability: A bivariate probabilistic Budyko analysis
NASA Astrophysics Data System (ADS)
Wang, Weiguang; Fu, Jianyu
2018-02-01
Estimating continental water availability is of great importance for water resources management, in terms of maintaining ecosystem integrity and sustaining society development. To more accurately quantify the predictability of water availability, on the basis of univariate probabilistic Budyko framework, a bivariate probabilistic Budyko approach was developed using copula-based joint distribution model for considering the dependence between parameter ω of Wang-Tang's equation and the Normalized Difference Vegetation Index (NDVI), and was applied globally. The results indicate the predictive performance in global water availability is conditional on the climatic condition. In comparison with simple univariate distribution, the bivariate one produces the lower interquartile range under the same global dataset, especially in the regions with higher NDVI values, highlighting the importance of developing the joint distribution by taking into account the dependence structure of parameter ω and NDVI, which can provide more accurate probabilistic evaluation of water availability.
NASA Technical Reports Server (NTRS)
Townsend, John S.; Peck, Jeff; Ayala, Samuel
2000-01-01
NASA has funded several major programs (the Probabilistic Structural Analysis Methods Project is an example) to develop probabilistic structural analysis methods and tools for engineers to apply in the design and assessment of aerospace hardware. A probabilistic finite element software code, known as Numerical Evaluation of Stochastic Structures Under Stress, is used to determine the reliability of a critical weld of the Space Shuttle solid rocket booster aft skirt. An external bracket modification to the aft skirt provides a comparison basis for examining the details of the probabilistic analysis and its contributions to the design process. Also, analysis findings are compared with measured Space Shuttle flight data.
Limited-scope probabilistic safety analysis for the Los Alamos Meson Physics Facility (LAMPF)
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sharirli, M.; Rand, J.L.; Sasser, M.K.
1992-01-01
The reliability of instrumentation and safety systems is a major issue in the operation of accelerator facilities. A probabilistic safety analysis was performed or the key safety and instrumentation systems at the Los Alamos Meson Physics Facility (LAMPF). in Phase I of this unique study, the Personnel Safety System (PSS) and the Current Limiters (XLs) were analyzed through the use of the fault tree analyses, failure modes and effects analysis, and criticality analysis. Phase II of the program was done to update and reevaluate the safety systems after the Phase I recommendations were implemented. This paper provides a brief reviewmore » of the studies involved in Phases I and II of the program.« less
Limited-scope probabilistic safety analysis for the Los Alamos Meson Physics Facility (LAMPF)
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sharirli, M.; Rand, J.L.; Sasser, M.K.
1992-12-01
The reliability of instrumentation and safety systems is a major issue in the operation of accelerator facilities. A probabilistic safety analysis was performed or the key safety and instrumentation systems at the Los Alamos Meson Physics Facility (LAMPF). in Phase I of this unique study, the Personnel Safety System (PSS) and the Current Limiters (XLs) were analyzed through the use of the fault tree analyses, failure modes and effects analysis, and criticality analysis. Phase II of the program was done to update and reevaluate the safety systems after the Phase I recommendations were implemented. This paper provides a brief reviewmore » of the studies involved in Phases I and II of the program.« less
NASA Technical Reports Server (NTRS)
Bast, Callie C.; Jurena, Mark T.; Godines, Cody R.; Chamis, Christos C. (Technical Monitor)
2001-01-01
This project included both research and education objectives. The goal of this project was to advance innovative research and education objectives in theoretical and computational probabilistic structural analysis, reliability, and life prediction for improved reliability and safety of structural components of aerospace and aircraft propulsion systems. Research and education partners included Glenn Research Center (GRC) and Southwest Research Institute (SwRI) along with the University of Texas at San Antonio (UTSA). SwRI enhanced the NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) code and provided consulting support for NESSUS-related activities at UTSA. NASA funding supported three undergraduate students, two graduate students, a summer course instructor and the Principal Investigator. Matching funds from UTSA provided for the purchase of additional equipment for the enhancement of the Advanced Interactive Computational SGI Lab established during the first year of this Partnership Award to conduct the probabilistic finite element summer courses. The research portion of this report presents the cumulation of work performed through the use of the probabilistic finite element program, NESSUS, Numerical Evaluation and Structures Under Stress, and an embedded Material Strength Degradation (MSD) model. Probabilistic structural analysis provided for quantification of uncertainties associated with the design, thus enabling increased system performance and reliability. The structure examined was a Space Shuttle Main Engine (SSME) fuel turbopump blade. The blade material analyzed was Inconel 718, since the MSD model was previously calibrated for this material. Reliability analysis encompassing the effects of high temperature and high cycle fatigue, yielded a reliability value of 0.99978 using a fully correlated random field for the blade thickness. The reliability did not change significantly for a change in distribution type except for a change in distribution from Gaussian to Weibull for the centrifugal load. The sensitivity factors determined to be most dominant were the centrifugal loading and the initial strength of the material. These two sensitivity factors were influenced most by a change in distribution type from Gaussian to Weibull. The education portion of this report describes short-term and long-term educational objectives. Such objectives serve to integrate research and education components of this project resulting in opportunities for ethnic minority students, principally Hispanic. The primary vehicle to facilitate such integration was the teaching of two probabilistic finite element method courses to undergraduate engineering students in the summers of 1998 and 1999.
Uncertainty characterization approaches for risk assessment of DBPs in drinking water: a review.
Chowdhury, Shakhawat; Champagne, Pascale; McLellan, P James
2009-04-01
The management of risk from disinfection by-products (DBPs) in drinking water has become a critical issue over the last three decades. The areas of concern for risk management studies include (i) human health risk from DBPs, (ii) disinfection performance, (iii) technical feasibility (maintenance, management and operation) of treatment and disinfection approaches, and (iv) cost. Human health risk assessment is typically considered to be the most important phase of the risk-based decision-making or risk management studies. The factors associated with health risk assessment and other attributes are generally prone to considerable uncertainty. Probabilistic and non-probabilistic approaches have both been employed to characterize uncertainties associated with risk assessment. The probabilistic approaches include sampling-based methods (typically Monte Carlo simulation and stratified sampling) and asymptotic (approximate) reliability analysis (first- and second-order reliability methods). Non-probabilistic approaches include interval analysis, fuzzy set theory and possibility theory. However, it is generally accepted that no single method is suitable for the entire spectrum of problems encountered in uncertainty analyses for risk assessment. Each method has its own set of advantages and limitations. In this paper, the feasibility and limitations of different uncertainty analysis approaches are outlined for risk management studies of drinking water supply systems. The findings assist in the selection of suitable approaches for uncertainty analysis in risk management studies associated with DBPs and human health risk.
ORNL Pre-test Analyses of A Large-scale Experiment in STYLE
DOE Office of Scientific and Technical Information (OSTI.GOV)
Williams, Paul T; Yin, Shengjun; Klasky, Hilda B
Oak Ridge National Laboratory (ORNL) is conducting a series of numerical analyses to simulate a large scale mock-up experiment planned within the European Network for Structural Integrity for Lifetime Management non-RPV Components (STYLE). STYLE is a European cooperative effort to assess the structural integrity of (non-reactor pressure vessel) reactor coolant pressure boundary components relevant to ageing and life-time management and to integrate the knowledge created in the project into mainstream nuclear industry assessment codes. ORNL contributes work-in-kind support to STYLE Work Package 2 (Numerical Analysis/Advanced Tools) and Work Package 3 (Engineering Assessment Methods/LBB Analyses). This paper summarizes the current statusmore » of ORNL analyses of the STYLE Mock-Up3 large-scale experiment to simulate and evaluate crack growth in a cladded ferritic pipe. The analyses are being performed in two parts. In the first part, advanced fracture mechanics models are being developed and performed to evaluate several experiment designs taking into account the capabilities of the test facility while satisfying the test objectives. Then these advanced fracture mechanics models will be utilized to simulate the crack growth in the large scale mock-up test. For the second part, the recently developed ORNL SIAM-PFM open-source, cross-platform, probabilistic computational tool will be used to generate an alternative assessment for comparison with the advanced fracture mechanics model results. The SIAM-PFM probabilistic analysis of the Mock-Up3 experiment will utilize fracture modules that are installed into a general probabilistic framework. The probabilistic results of the Mock-Up3 experiment obtained from SIAM-PFM will be compared to those results generated using the deterministic 3D nonlinear finite-element modeling approach. The objective of the probabilistic analysis is to provide uncertainty bounds that will assist in assessing the more detailed 3D finite-element solutions and to also assess the level of confidence that can be placed in the best-estimate finiteelement solutions.« less
Developing and Implementing the Data Mining Algorithms in RAVEN
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sen, Ramazan Sonat; Maljovec, Daniel Patrick; Alfonsi, Andrea
The RAVEN code is becoming a comprehensive tool to perform probabilistic risk assessment, uncertainty quantification, and verification and validation. The RAVEN code is being developed to support many programs and to provide a set of methodologies and algorithms for advanced analysis. Scientific computer codes can generate enormous amounts of data. To post-process and analyze such data might, in some cases, take longer than the initial software runtime. Data mining algorithms/methods help in recognizing and understanding patterns in the data, and thus discover knowledge in databases. The methodologies used in the dynamic probabilistic risk assessment or in uncertainty and error quantificationmore » analysis couple system/physics codes with simulation controller codes, such as RAVEN. RAVEN introduces both deterministic and stochastic elements into the simulation while the system/physics code model the dynamics deterministically. A typical analysis is performed by sampling values of a set of parameter values. A major challenge in using dynamic probabilistic risk assessment or uncertainty and error quantification analysis for a complex system is to analyze the large number of scenarios generated. Data mining techniques are typically used to better organize and understand data, i.e. recognizing patterns in the data. This report focuses on development and implementation of Application Programming Interfaces (APIs) for different data mining algorithms, and the application of these algorithms to different databases.« less
NASA Technical Reports Server (NTRS)
Thacker, B. H.; Mcclung, R. C.; Millwater, H. R.
1990-01-01
An eigenvalue analysis of a typical space propulsion system turbopump blade is presented using an approximate probabilistic analysis methodology. The methodology was developed originally to investigate the feasibility of computing probabilistic structural response using closed-form approximate models. This paper extends the methodology to structures for which simple closed-form solutions do not exist. The finite element method will be used for this demonstration, but the concepts apply to any numerical method. The results agree with detailed analysis results and indicate the usefulness of using a probabilistic approximate analysis in determining efficient solution strategies.
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
This paper presents a study on the optimization of systems with structured uncertainties, whose inputs and outputs can be exhaustively described in the probabilistic sense. By propagating the uncertainty from the input to the output in the space of the probability density functions and the moments, optimization problems that pursue performance, robustness and reliability based designs are studied. Be specifying the desired outputs in terms of desired probability density functions and then in terms of meaningful probabilistic indices, we settle a computationally viable framework for solving practical optimization problems. Applications to static optimization and stability control are used to illustrate the relevance of incorporating uncertainty in the early stages of the design. Several examples that admit a full probabilistic description of the output in terms of the design variables and the uncertain inputs are used to elucidate the main features of the generic problem and its solution. Extensions to problems that do not admit closed form solutions are also evaluated. Concrete evidence of the importance of using a consistent probabilistic formulation of the optimization problem and a meaningful probabilistic description of its solution is provided in the examples. In the stability control problem the analysis shows that standard deterministic approaches lead to designs with high probability of running into instability. The implementation of such designs can indeed have catastrophic consequences.
A look-ahead probabilistic contingency analysis framework incorporating smart sampling techniques
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Yousu; Etingov, Pavel V.; Ren, Huiying
2016-07-18
This paper describes a framework of incorporating smart sampling techniques in a probabilistic look-ahead contingency analysis application. The predictive probabilistic contingency analysis helps to reflect the impact of uncertainties caused by variable generation and load on potential violations of transmission limits.
Probabilistic structural analysis methods of hot engine structures
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Hopkins, D. A.
1989-01-01
Development of probabilistic structural analysis methods for hot engine structures is a major activity at Lewis Research Center. Recent activities have focused on extending the methods to include the combined uncertainties in several factors on structural response. This paper briefly describes recent progress on composite load spectra models, probabilistic finite element structural analysis, and probabilistic strength degradation modeling. Progress is described in terms of fundamental concepts, computer code development, and representative numerical results.
Federal Register 2010, 2011, 2012, 2013, 2014
2010-03-22
... Staff Guidance on Implementation of a Seismic Margin Analysis for New Reactors Based on Probabilistic... Seismic Margin Analysis for New Reactors Based on Probabilistic Risk Assessment,'' (Agencywide Documents.../COL-ISG-020 ``Implementation of a Seismic Margin Analysis for New Reactors Based on Probabilistic Risk...
NASA Technical Reports Server (NTRS)
Townsend, J.; Meyers, C.; Ortega, R.; Peck, J.; Rheinfurth, M.; Weinstock, B.
1993-01-01
Probabilistic structural analyses and design methods are steadily gaining acceptance within the aerospace industry. The safety factor approach to design has long been the industry standard, and it is believed by many to be overly conservative and thus, costly. A probabilistic approach to design may offer substantial cost savings. This report summarizes several probabilistic approaches: the probabilistic failure analysis (PFA) methodology developed by Jet Propulsion Laboratory, fast probability integration (FPI) methods, the NESSUS finite element code, and response surface methods. Example problems are provided to help identify the advantages and disadvantages of each method.
NASA Technical Reports Server (NTRS)
Pai, Shantaram S.; Riha, David S.
2013-01-01
Physics-based models are routinely used to predict the performance of engineered systems to make decisions such as when to retire system components, how to extend the life of an aging system, or if a new design will be safe or available. Model verification and validation (V&V) is a process to establish credibility in model predictions. Ideally, carefully controlled validation experiments will be designed and performed to validate models or submodels. In reality, time and cost constraints limit experiments and even model development. This paper describes elements of model V&V during the development and application of a probabilistic fracture assessment model to predict cracking in space shuttle main engine high-pressure oxidizer turbopump knife-edge seals. The objective of this effort was to assess the probability of initiating and growing a crack to a specified failure length in specific flight units for different usage and inspection scenarios. The probabilistic fracture assessment model developed in this investigation combined a series of submodels describing the usage, temperature history, flutter tendencies, tooth stresses and numbers of cycles, fatigue cracking, nondestructive inspection, and finally the probability of failure. The analysis accounted for unit-to-unit variations in temperature, flutter limit state, flutter stress magnitude, and fatigue life properties. The investigation focused on the calculation of relative risk rather than absolute risk between the usage scenarios. Verification predictions were first performed for three units with known usage and cracking histories to establish credibility in the model predictions. Then, numerous predictions were performed for an assortment of operating units that had flown recently or that were projected for future flights. Calculations were performed using two NASA-developed software tools: NESSUS(Registered Trademark) for the probabilistic analysis, and NASGRO(Registered Trademark) for the fracture mechanics analysis. The goal of these predictions was to provide additional information to guide decisions on the potential of reusing existing and installed units prior to the new design certification.
NASA Astrophysics Data System (ADS)
Sari, Dwi Ivayana; Budayasa, I. Ketut; Juniati, Dwi
2017-08-01
Formulation of mathematical learning goals now is not only oriented on cognitive product, but also leads to cognitive process, which is probabilistic thinking. Probabilistic thinking is needed by students to make a decision. Elementary school students are required to develop probabilistic thinking as foundation to learn probability at higher level. A framework of probabilistic thinking of students had been developed by using SOLO taxonomy, which consists of prestructural probabilistic thinking, unistructural probabilistic thinking, multistructural probabilistic thinking and relational probabilistic thinking. This study aimed to analyze of probability task completion based on taxonomy of probabilistic thinking. The subjects were two students of fifth grade; boy and girl. Subjects were selected by giving test of mathematical ability and then based on high math ability. Subjects were given probability tasks consisting of sample space, probability of an event and probability comparison. The data analysis consisted of categorization, reduction, interpretation and conclusion. Credibility of data used time triangulation. The results was level of boy's probabilistic thinking in completing probability tasks indicated multistructural probabilistic thinking, while level of girl's probabilistic thinking in completing probability tasks indicated unistructural probabilistic thinking. The results indicated that level of boy's probabilistic thinking was higher than level of girl's probabilistic thinking. The results could contribute to curriculum developer in developing probability learning goals for elementary school students. Indeed, teachers could teach probability with regarding gender difference.
Saad, E W; Prokhorov, D V; Wunsch, D C
1998-01-01
Three networks are compared for low false alarm stock trend predictions. Short-term trends, particularly attractive for neural network analysis, can be used profitably in scenarios such as option trading, but only with significant risk. Therefore, we focus on limiting false alarms, which improves the risk/reward ratio by preventing losses. To predict stock trends, we exploit time delay, recurrent, and probabilistic neural networks (TDNN, RNN, and PNN, respectively), utilizing conjugate gradient and multistream extended Kalman filter training for TDNN and RNN. We also discuss different predictability analysis techniques and perform an analysis of predictability based on a history of daily closing price. Our results indicate that all the networks are feasible, the primary preference being one of convenience.
A framework for the probabilistic analysis of meteotsunamis
Geist, Eric L.; ten Brink, Uri S.; Gove, Matthew D.
2014-01-01
A probabilistic technique is developed to assess the hazard from meteotsunamis. Meteotsunamis are unusual sea-level events, generated when the speed of an atmospheric pressure or wind disturbance is comparable to the phase speed of long waves in the ocean. A general aggregation equation is proposed for the probabilistic analysis, based on previous frameworks established for both tsunamis and storm surges, incorporating different sources and source parameters of meteotsunamis. Parameterization of atmospheric disturbances and numerical modeling is performed for the computation of maximum meteotsunami wave amplitudes near the coast. A historical record of pressure disturbances is used to establish a continuous analytic distribution of each parameter as well as the overall Poisson rate of occurrence. A demonstration study is presented for the northeast U.S. in which only isolated atmospheric pressure disturbances from squall lines and derechos are considered. For this study, Automated Surface Observing System stations are used to determine the historical parameters of squall lines from 2000 to 2013. The probabilistic equations are implemented using a Monte Carlo scheme, where a synthetic catalog of squall lines is compiled by sampling the parameter distributions. For each entry in the catalog, ocean wave amplitudes are computed using a numerical hydrodynamic model. Aggregation of the results from the Monte Carlo scheme results in a meteotsunami hazard curve that plots the annualized rate of exceedance with respect to maximum event amplitude for a particular location along the coast. Results from using multiple synthetic catalogs, resampled from the parent parameter distributions, yield mean and quantile hazard curves. Further refinements and improvements for probabilistic analysis of meteotsunamis are discussed.
Probabilistic structural analysis methods of hot engine structures
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Hopkins, D. A.
1989-01-01
Development of probabilistic structural analysis methods for hot engine structures at Lewis Research Center is presented. Three elements of the research program are: (1) composite load spectra methodology; (2) probabilistic structural analysis methodology; and (3) probabilistic structural analysis application. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) turbine blade temperature, pressure, and torque of the space shuttle main engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; and (3) evaluation of the failure probability. Collectively, the results demonstrate that the structural durability of hot engine structural components can be effectively evaluated in a formal probabilistic/reliability framework.
A Proposed Probabilistic Extension of the Halpern and Pearl Definition of ‘Actual Cause’
2017-01-01
ABSTRACT Joseph Halpern and Judea Pearl ([2005]) draw upon structural equation models to develop an attractive analysis of ‘actual cause’. Their analysis is designed for the case of deterministic causation. I show that their account can be naturally extended to provide an elegant treatment of probabilistic causation. 1Introduction2Preemption3Structural Equation Models4The Halpern and Pearl Definition of ‘Actual Cause’5Preemption Again6The Probabilistic Case7Probabilistic Causal Models8A Proposed Probabilistic Extension of Halpern and Pearl’s Definition9Twardy and Korb’s Account10Probabilistic Fizzling11Conclusion PMID:29593362
NASA Astrophysics Data System (ADS)
Győri, Erzsébet; Gráczer, Zoltán; Tóth, László; Bán, Zoltán; Horváth, Tibor
2017-04-01
Liquefaction potential evaluations are generally made to assess the hazard from specific scenario earthquakes. These evaluations may estimate the potential in a binary fashion (yes/no), define a factor of safety or predict the probability of liquefaction given a scenario event. Usually the level of ground shaking is obtained from the results of PSHA. Although it is determined probabilistically, a single level of ground shaking is selected and used within the liquefaction potential evaluation. In contrary, the fully probabilistic liquefaction potential assessment methods provide a complete picture of liquefaction hazard, namely taking into account the joint probability distribution of PGA and magnitude of earthquake scenarios; both of which are key inputs in the stress-based simplified methods. Kramer and Mayfield (2007) has developed a fully probabilistic liquefaction potential evaluation method using a performance-based earthquake engineering (PBEE) framework. The results of the procedure are the direct estimate of the return period of liquefaction and the liquefaction hazard curves in function of depth. The method combines the disaggregation matrices computed for different exceedance frequencies during probabilistic seismic hazard analysis with one of the recent models for the conditional probability of liquefaction. We have developed a software for the assessment of performance-based liquefaction triggering on the basis of Kramer and Mayfield method. Originally the SPT based probabilistic method of Cetin et al. (2004) was built-in into the procedure of Kramer and Mayfield to compute the conditional probability however there is no professional consensus about its applicability. Therefore we have included not only Cetin's method but Idriss and Boulanger (2012) SPT based moreover Boulanger and Idriss (2014) CPT based procedures into our computer program. In 1956, a damaging earthquake of magnitude 5.6 occurred in Dunaharaszti, in Hungary. Its epicenter was located about 5 km from the southern boundary of Budapest. The quake caused serious damages in the epicentral area and in the southern districts of the capital. The epicentral area of the earthquake is located along the Danube River. Sand boils were observed in some locations that indicated the occurrence of liquefaction. Because their exact locations were recorded at the time of the earthquake, in situ geotechnical measurements (CPT and SPT) could be performed at two (Dunaharaszti and Taksony) sites. The different types of measurements enabled the probabilistic liquefaction hazard computations at the two studied sites. We have compared the return periods of liquefaction that were computed using different built-in simplified stress based methods.
Unsteady Probabilistic Analysis of a Gas Turbine System
NASA Technical Reports Server (NTRS)
Brown, Marilyn
2003-01-01
In this work, we have considered an annular cascade configuration subjected to unsteady inflow conditions. The unsteady response calculation has been implemented into the time marching CFD code, MSUTURBO. The computed steady state results for the pressure distribution demonstrated good agreement with experimental data. We have computed results for the amplitudes of the unsteady pressure over the blade surfaces. With the increase in gas turbine engine structural complexity and performance over the past 50 years, structural engineers have created an array of safety nets to ensure against component failures in turbine engines. In order to reduce what is now considered to be excessive conservatism and yet maintain the same adequate margins of safety, there is a pressing need to explore methods of incorporating probabilistic design procedures into engine development. Probabilistic methods combine and prioritize the statistical distributions of each design variable, generate an interactive distribution and offer the designer a quantified relationship between robustness, endurance and performance. The designer can therefore iterate between weight reduction, life increase, engine size reduction, speed increase etc.
Development of probabilistic multimedia multipathway computer codes.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yu, C.; LePoire, D.; Gnanapragasam, E.
2002-01-01
The deterministic multimedia dose/risk assessment codes RESRAD and RESRAD-BUILD have been widely used for many years for evaluation of sites contaminated with residual radioactive materials. The RESRAD code applies to the cleanup of sites (soils) and the RESRAD-BUILD code applies to the cleanup of buildings and structures. This work describes the procedure used to enhance the deterministic RESRAD and RESRAD-BUILD codes for probabilistic dose analysis. A six-step procedure was used in developing default parameter distributions and the probabilistic analysis modules. These six steps include (1) listing and categorizing parameters; (2) ranking parameters; (3) developing parameter distributions; (4) testing parameter distributionsmore » for probabilistic analysis; (5) developing probabilistic software modules; and (6) testing probabilistic modules and integrated codes. The procedures used can be applied to the development of other multimedia probabilistic codes. The probabilistic versions of RESRAD and RESRAD-BUILD codes provide tools for studying the uncertainty in dose assessment caused by uncertain input parameters. The parameter distribution data collected in this work can also be applied to other multimedia assessment tasks and multimedia computer codes.« less
Probabilistic Design and Analysis Framework
NASA Technical Reports Server (NTRS)
Strack, William C.; Nagpal, Vinod K.
2010-01-01
PRODAF is a software package designed to aid analysts and designers in conducting probabilistic analysis of components and systems. PRODAF can integrate multiple analysis programs to ease the tedious process of conducting a complex analysis process that requires the use of multiple software packages. The work uses a commercial finite element analysis (FEA) program with modules from NESSUS to conduct a probabilistic analysis of a hypothetical turbine blade, disk, and shaft model. PRODAF applies the response surface method, at the component level, and extrapolates the component-level responses to the system level. Hypothetical components of a gas turbine engine are first deterministically modeled using FEA. Variations in selected geometrical dimensions and loading conditions are analyzed to determine the effects of the stress state within each component. Geometric variations include the cord length and height for the blade, inner radius, outer radius, and thickness, which are varied for the disk. Probabilistic analysis is carried out using developing software packages like System Uncertainty Analysis (SUA) and PRODAF. PRODAF was used with a commercial deterministic FEA program in conjunction with modules from the probabilistic analysis program, NESTEM, to perturb loads and geometries to provide a reliability and sensitivity analysis. PRODAF simplified the handling of data among the various programs involved, and will work with many commercial and opensource deterministic programs, probabilistic programs, or modules.
Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components
NASA Technical Reports Server (NTRS)
1999-01-01
Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.
Probabilistic grammatical model for helix‐helix contact site classification
2013-01-01
Background Hidden Markov Models power many state‐of‐the‐art tools in the field of protein bioinformatics. While excelling in their tasks, these methods of protein analysis do not convey directly information on medium‐ and long‐range residue‐residue interactions. This requires an expressive power of at least context‐free grammars. However, application of more powerful grammar formalisms to protein analysis has been surprisingly limited. Results In this work, we present a probabilistic grammatical framework for problem‐specific protein languages and apply it to classification of transmembrane helix‐helix pairs configurations. The core of the model consists of a probabilistic context‐free grammar, automatically inferred by a genetic algorithm from only a generic set of expert‐based rules and positive training samples. The model was applied to produce sequence based descriptors of four classes of transmembrane helix‐helix contact site configurations. The highest performance of the classifiers reached AUCROC of 0.70. The analysis of grammar parse trees revealed the ability of representing structural features of helix‐helix contact sites. Conclusions We demonstrated that our probabilistic context‐free framework for analysis of protein sequences outperforms the state of the art in the task of helix‐helix contact site classification. However, this is achieved without necessarily requiring modeling long range dependencies between interacting residues. A significant feature of our approach is that grammar rules and parse trees are human‐readable. Thus they could provide biologically meaningful information for molecular biologists. PMID:24350601
Probabilistic Structural Analysis Methods (PSAM) for select space propulsion systems components
NASA Technical Reports Server (NTRS)
1991-01-01
Summarized here is the technical effort and computer code developed during the five year duration of the program for probabilistic structural analysis methods. The summary includes a brief description of the computer code manuals and a detailed description of code validation demonstration cases for random vibrations of a discharge duct, probabilistic material nonlinearities of a liquid oxygen post, and probabilistic buckling of a transfer tube liner.
Fault tree analysis for integrated and probabilistic risk analysis of drinking water systems.
Lindhe, Andreas; Rosén, Lars; Norberg, Tommy; Bergstedt, Olof
2009-04-01
Drinking water systems are vulnerable and subject to a wide range of risks. To avoid sub-optimisation of risk-reduction options, risk analyses need to include the entire drinking water system, from source to tap. Such an integrated approach demands tools that are able to model interactions between different events. Fault tree analysis is a risk estimation tool with the ability to model interactions between events. Using fault tree analysis on an integrated level, a probabilistic risk analysis of a large drinking water system in Sweden was carried out. The primary aims of the study were: (1) to develop a method for integrated and probabilistic risk analysis of entire drinking water systems; and (2) to evaluate the applicability of Customer Minutes Lost (CML) as a measure of risk. The analysis included situations where no water is delivered to the consumer (quantity failure) and situations where water is delivered but does not comply with water quality standards (quality failure). Hard data as well as expert judgements were used to estimate probabilities of events and uncertainties in the estimates. The calculations were performed using Monte Carlo simulations. CML is shown to be a useful measure of risks associated with drinking water systems. The method presented provides information on risk levels, probabilities of failure, failure rates and downtimes of the system. This information is available for the entire system as well as its different sub-systems. Furthermore, the method enables comparison of the results with performance targets and acceptable levels of risk. The method thus facilitates integrated risk analysis and consequently helps decision-makers to minimise sub-optimisation of risk-reduction options.
Performance Assessment Uncertainty Analysis for Japan's HLW Program Feasibility Study (H12)
DOE Office of Scientific and Technical Information (OSTI.GOV)
BABA,T.; ISHIGURO,K.; ISHIHARA,Y.
1999-08-30
Most HLW programs in the world recognize that any estimate of long-term radiological performance must be couched in terms of the uncertainties derived from natural variation, changes through time and lack of knowledge about the essential processes. The Japan Nuclear Cycle Development Institute followed a relatively standard procedure to address two major categories of uncertainty. First, a FEatures, Events and Processes (FEPs) listing, screening and grouping activity was pursued in order to define the range of uncertainty in system processes as well as possible variations in engineering design. A reference and many alternative cases representing various groups of FEPs weremore » defined and individual numerical simulations performed for each to quantify the range of conceptual uncertainty. Second, parameter distributions were developed for the reference case to represent the uncertainty in the strength of these processes, the sequencing of activities and geometric variations. Both point estimates using high and low values for individual parameters as well as a probabilistic analysis were performed to estimate parameter uncertainty. A brief description of the conceptual model uncertainty analysis is presented. This paper focuses on presenting the details of the probabilistic parameter uncertainty assessment.« less
Superposition-Based Analysis of First-Order Probabilistic Timed Automata
NASA Astrophysics Data System (ADS)
Fietzke, Arnaud; Hermanns, Holger; Weidenbach, Christoph
This paper discusses the analysis of first-order probabilistic timed automata (FPTA) by a combination of hierarchic first-order superposition-based theorem proving and probabilistic model checking. We develop the overall semantics of FPTAs and prove soundness and completeness of our method for reachability properties. Basically, we decompose FPTAs into their time plus first-order logic aspects on the one hand, and their probabilistic aspects on the other hand. Then we exploit the time plus first-order behavior by hierarchic superposition over linear arithmetic. The result of this analysis is the basis for the construction of a reachability equivalent (to the original FPTA) probabilistic timed automaton to which probabilistic model checking is finally applied. The hierarchic superposition calculus required for the analysis is sound and complete on the first-order formulas generated from FPTAs. It even works well in practice. We illustrate the potential behind it with a real-life DHCP protocol example, which we analyze by means of tool chain support.
Probabilistic Thermal Analysis During Mars Reconnaissance Orbiter Aerobraking
NASA Technical Reports Server (NTRS)
Dec, John A.
2007-01-01
A method for performing a probabilistic thermal analysis during aerobraking has been developed. The analysis is performed on the Mars Reconnaissance Orbiter solar array during aerobraking. The methodology makes use of a response surface model derived from a more complex finite element thermal model of the solar array. The response surface is a quadratic equation which calculates the peak temperature for a given orbit drag pass at a specific location on the solar panel. Five different response surface equations are used, one of which predicts the overall maximum solar panel temperature, and the remaining four predict the temperatures of the solar panel thermal sensors. The variables used to define the response surface can be characterized as either environmental, material property, or modeling variables. Response surface variables are statistically varied in a Monte Carlo simulation. The Monte Carlo simulation produces mean temperatures and 3 sigma bounds as well as the probability of exceeding the designated flight allowable temperature for a given orbit. Response surface temperature predictions are compared with the Mars Reconnaissance Orbiter flight temperature data.
Probabilistic Structural Analysis of the SRB Aft Skirt External Fitting Modification
NASA Technical Reports Server (NTRS)
Townsend, John S.; Peck, J.; Ayala, S.
1999-01-01
NASA has funded several major programs (the PSAM Project is an example) to develop Probabilistic Structural Analysis Methods and tools for engineers to apply in the design and assessment of aerospace hardware. A probabilistic finite element design tool, known as NESSUS, is used to determine the reliability of the Space Shuttle Solid Rocket Booster (SRB) aft skirt critical weld. An external bracket modification to the aft skirt provides a comparison basis for examining the details of the probabilistic analysis and its contributions to the design process.
A novel probabilistic framework for event-based speech recognition
NASA Astrophysics Data System (ADS)
Juneja, Amit; Espy-Wilson, Carol
2003-10-01
One of the reasons for unsatisfactory performance of the state-of-the-art automatic speech recognition (ASR) systems is the inferior acoustic modeling of low-level acoustic-phonetic information in the speech signal. An acoustic-phonetic approach to ASR, on the other hand, explicitly targets linguistic information in the speech signal, but such a system for continuous speech recognition (CSR) is not known to exist. A probabilistic and statistical framework for CSR based on the idea of the representation of speech sounds by bundles of binary valued articulatory phonetic features is proposed. Multiple probabilistic sequences of linguistically motivated landmarks are obtained using binary classifiers of manner phonetic features-syllabic, sonorant and continuant-and the knowledge-based acoustic parameters (APs) that are acoustic correlates of those features. The landmarks are then used for the extraction of knowledge-based APs for source and place phonetic features and their binary classification. Probabilistic landmark sequences are constrained using manner class language models for isolated or connected word recognition. The proposed method could overcome the disadvantages encountered by the early acoustic-phonetic knowledge-based systems that led the ASR community to switch to systems highly dependent on statistical pattern analysis methods and probabilistic language or grammar models.
Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity.
Pecevski, Dejan; Maass, Wolfgang
2016-01-01
Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p (*) that generates the examples it receives. This holds even if p (*) contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference.
Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity123
Pecevski, Dejan
2016-01-01
Abstract Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p* that generates the examples it receives. This holds even if p* contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference. PMID:27419214
Reliability analysis of composite structures
NASA Technical Reports Server (NTRS)
Kan, Han-Pin
1992-01-01
A probabilistic static stress analysis methodology has been developed to estimate the reliability of a composite structure. Closed form stress analysis methods are the primary analytical tools used in this methodology. These structural mechanics methods are used to identify independent variables whose variations significantly affect the performance of the structure. Once these variables are identified, scatter in their values is evaluated and statistically characterized. The scatter in applied loads and the structural parameters are then fitted to appropriate probabilistic distribution functions. Numerical integration techniques are applied to compute the structural reliability. The predicted reliability accounts for scatter due to variability in material strength, applied load, fabrication and assembly processes. The influence of structural geometry and mode of failure are also considerations in the evaluation. Example problems are given to illustrate various levels of analytical complexity.
DOE Office of Scientific and Technical Information (OSTI.GOV)
J. S. Schroeder; R. W. Youngblood
The Risk-Informed Safety Margin Characterization (RISMC) pathway of the Light Water Reactor Sustainability Program is developing simulation-based methods and tools for analyzing safety margin from a modern perspective. [1] There are multiple definitions of 'margin.' One class of definitions defines margin in terms of the distance between a point estimate of a given performance parameter (such as peak clad temperature), and a point-value acceptance criterion defined for that parameter (such as 2200 F). The present perspective on margin is that it relates to the probability of failure, and not just the distance between a nominal operating point and a criterion.more » In this work, margin is characterized through a probabilistic analysis of the 'loads' imposed on systems, structures, and components, and their 'capacity' to resist those loads without failing. Given the probabilistic load and capacity spectra, one can assess the probability that load exceeds capacity, leading to component failure. Within the project, we refer to a plot of these probabilistic spectra as 'the logo.' Refer to Figure 1 for a notional illustration. The implications of referring to 'the logo' are (1) RISMC is focused on being able to analyze loads and spectra probabilistically, and (2) calling it 'the logo' tacitly acknowledges that it is a highly simplified picture: meaningful analysis of a given component failure mode may require development of probabilistic spectra for multiple physical parameters, and in many practical cases, 'load' and 'capacity' will not vary independently.« less
Probabilistic Sizing and Verification of Space Ceramic Structures
NASA Astrophysics Data System (ADS)
Denaux, David; Ballhause, Dirk; Logut, Daniel; Lucarelli, Stefano; Coe, Graham; Laine, Benoit
2012-07-01
Sizing of ceramic parts is best optimised using a probabilistic approach which takes into account the preexisting flaw distribution in the ceramic part to compute a probability of failure of the part depending on the applied load, instead of a maximum allowable load as for a metallic part. This requires extensive knowledge of the material itself but also an accurate control of the manufacturing process. In the end, risk reduction approaches such as proof testing may be used to lower the final probability of failure of the part. Sizing and verification of ceramic space structures have been performed by Astrium for more than 15 years, both with Zerodur and SiC: Silex telescope structure, Seviri primary mirror, Herschel telescope, Formosat-2 instrument, and other ceramic structures flying today. Throughout this period of time, Astrium has investigated and developed experimental ceramic analysis tools based on the Weibull probabilistic approach. In the scope of the ESA/ESTEC study: “Mechanical Design and Verification Methodologies for Ceramic Structures”, which is to be concluded in the beginning of 2012, existing theories, technical state-of-the-art from international experts, and Astrium experience with probabilistic analysis tools have been synthesized into a comprehensive sizing and verification method for ceramics. Both classical deterministic and more optimised probabilistic methods are available, depending on the criticality of the item and on optimisation needs. The methodology, based on proven theory, has been successfully applied to demonstration cases and has shown its practical feasibility.
Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components
NASA Technical Reports Server (NTRS)
1991-01-01
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.
Weickert, Thomas W.; Goldberg, Terry E.; Egan, Michael F.; Apud, Jose A.; Meeter, Martijn; Myers, Catherine E.; Gluck, Mark A; Weinberger, Daniel R.
2010-01-01
Background While patients with schizophrenia display an overall probabilistic category learning performance deficit, the extent to which this deficit occurs in unaffected siblings of patients with schizophrenia is unknown. There are also discrepant findings regarding probabilistic category learning acquisition rate and performance in patients with schizophrenia. Methods A probabilistic category learning test was administered to 108 patients with schizophrenia, 82 unaffected siblings, and 121 healthy participants. Results Patients with schizophrenia displayed significant differences from their unaffected siblings and healthy participants with respect to probabilistic category learning acquisition rates. Although siblings on the whole failed to differ from healthy participants on strategy and quantitative indices of overall performance and learning acquisition, application of a revised learning criterion enabling classification into good and poor learners based on individual learning curves revealed significant differences between percentages of sibling and healthy poor learners: healthy (13.2%), siblings (34.1%), patients (48.1%), yielding a moderate relative risk. Conclusions These results clarify previous discrepant findings pertaining to probabilistic category learning acquisition rate in schizophrenia and provide the first evidence for the relative risk of probabilistic category learning abnormalities in unaffected siblings of patients with schizophrenia, supporting genetic underpinnings of probabilistic category learning deficits in schizophrenia. These findings also raise questions regarding the contribution of antipsychotic medication to the probabilistic category learning deficit in schizophrenia. The distinction between good and poor learning may be used to inform genetic studies designed to detect schizophrenia risk alleles. PMID:20172502
A performance-based approach to landslide risk analysis
NASA Astrophysics Data System (ADS)
Romeo, R. W.
2009-04-01
An approach for the risk assessment based on a probabilistic analysis of the performance of structures threatened by landslides is shown and discussed. The risk is a possible loss due to the occurrence of a potentially damaging event. Analytically the risk is the probability convolution of hazard, which defines the frequency of occurrence of the event (i.e., the demand), and fragility that defines the capacity of the system to withstand the event given its characteristics (i.e., severity) and those of the exposed goods (vulnerability), that is: Risk=p(D>=d|S,V) The inequality sets a damage (or loss) threshold beyond which the system's performance is no longer met. Therefore a consistent approach to risk assessment should: 1) adopt a probabilistic model which takes into account all the uncertainties of the involved variables (capacity and demand), 2) follow a performance approach based on given loss or damage thresholds. The proposed method belongs to the category of the semi-empirical ones: the theoretical component is given by the probabilistic capacity-demand model; the empirical component is given by the observed statistical behaviour of structures damaged by landslides. Two landslide properties alone are required: the area-extent and the type (or kinematism). All other properties required to determine the severity of landslides (such as depth, speed and frequency) are derived via probabilistic methods. The severity (or intensity) of landslides, in terms of kinetic energy, is the demand of resistance; the resistance capacity is given by the cumulative distribution functions of the limit state performance (fragility functions) assessed via damage surveys and cards compilation. The investigated limit states are aesthetic (of nominal concern alone), functional (interruption of service) and structural (economic and social losses). The damage probability is the probabilistic convolution of hazard (the probability mass function of the frequency of occurrence of given severities) and vulnerability (the probability of a limit state performance be reached, given a certain severity). Then, for each landslide all the exposed goods (structures and infrastructures) within the landslide area and within a buffer (representative of the maximum extension of a landslide given a reactivation), are counted. The risk is the product of the damage probability and the ratio of the exposed goods of each landslide to the whole assets exposed to the same type of landslides. Since the risk is computed numerically and by the same procedure applied to all landslides, it is free from any subjective assessment such as those implied in the qualitative methods.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Balkey, K.; Witt, F.J.; Bishop, B.A.
1995-06-01
Significant attention has been focused on the issue of reactor vessel pressurized thermal shock (PTS) for many years. Pressurized thermal shock transient events are characterized by a rapid cooldown at potentially high pressure levels that could lead to a reactor vessel integrity concern for some pressurized water reactors. As a result of regulatory and industry efforts in the early 1980`s, a probabilistic risk assessment methodology has been established to address this concern. Probabilistic fracture mechanics analyses are performed as part of this methodology to determine conditional probability of significant flaw extension for given pressurized thermal shock events. While recent industrymore » efforts are underway to benchmark probabilistic fracture mechanics computer codes that are currently used by the nuclear industry, Part I of this report describes the comparison of two independent computer codes used at the time of the development of the original U.S. Nuclear Regulatory Commission (NRC) pressurized thermal shock rule. The work that was originally performed in 1982 and 1983 to compare the U.S. NRC - VISA and Westinghouse (W) - PFM computer codes has been documented and is provided in Part I of this report. Part II of this report describes the results of more recent industry efforts to benchmark PFM computer codes used by the nuclear industry. This study was conducted as part of the USNRC-EPRI Coordinated Research Program for reviewing the technical basis for pressurized thermal shock (PTS) analyses of the reactor pressure vessel. The work focused on the probabilistic fracture mechanics (PFM) analysis codes and methods used to perform the PTS calculations. An in-depth review of the methodologies was performed to verify the accuracy and adequacy of the various different codes. The review was structured around a series of benchmark sample problems to provide a specific context for discussion and examination of the fracture mechanics methodology.« less
Novel probabilistic neuroclassifier
NASA Astrophysics Data System (ADS)
Hong, Jiang; Serpen, Gursel
2003-09-01
A novel probabilistic potential function neural network classifier algorithm to deal with classes which are multi-modally distributed and formed from sets of disjoint pattern clusters is proposed in this paper. The proposed classifier has a number of desirable properties which distinguish it from other neural network classifiers. A complete description of the algorithm in terms of its architecture and the pseudocode is presented. Simulation analysis of the newly proposed neuro-classifier algorithm on a set of benchmark problems is presented. Benchmark problems tested include IRIS, Sonar, Vowel Recognition, Two-Spiral, Wisconsin Breast Cancer, Cleveland Heart Disease and Thyroid Gland Disease. Simulation results indicate that the proposed neuro-classifier performs consistently better for a subset of problems for which other neural classifiers perform relatively poorly.
A probabilistic approach to aircraft design emphasizing stability and control uncertainties
NASA Astrophysics Data System (ADS)
Delaurentis, Daniel Andrew
In order to address identified deficiencies in current approaches to aerospace systems design, a new method has been developed. This new method for design is based on the premise that design is a decision making activity, and that deterministic analysis and synthesis can lead to poor, or misguided decision making. This is due to a lack of disciplinary knowledge of sufficient fidelity about the product, to the presence of uncertainty at multiple levels of the aircraft design hierarchy, and to a failure to focus on overall affordability metrics as measures of goodness. Design solutions are desired which are robust to uncertainty and are based on the maximum knowledge possible. The new method represents advances in the two following general areas. 1. Design models and uncertainty. The research performed completes a transition from a deterministic design representation to a probabilistic one through a modeling of design uncertainty at multiple levels of the aircraft design hierarchy, including: (1) Consistent, traceable uncertainty classification and representation; (2) Concise mathematical statement of the Probabilistic Robust Design problem; (3) Variants of the Cumulative Distribution Functions (CDFs) as decision functions for Robust Design; (4) Probabilistic Sensitivities which identify the most influential sources of variability. 2. Multidisciplinary analysis and design. Imbedded in the probabilistic methodology is a new approach for multidisciplinary design analysis and optimization (MDA/O), employing disciplinary analysis approximations formed through statistical experimentation and regression. These approximation models are a function of design variables common to the system level as well as other disciplines. For aircraft, it is proposed that synthesis/sizing is the proper avenue for integrating multiple disciplines. Research hypotheses are translated into a structured method, which is subsequently tested for validity. Specifically, the implementation involves the study of the relaxed static stability technology for a supersonic commercial transport aircraft. The probabilistic robust design method is exercised resulting in a series of robust design solutions based on different interpretations of "robustness". Insightful results are obtained and the ability of the method to expose trends in the design space are noted as a key advantage.
Reddy, Lena Felice; Waltz, James A; Green, Michael F; Wynn, Jonathan K; Horan, William P
2016-07-01
Although individuals with schizophrenia show impaired feedback-driven learning on probabilistic reversal learning (PRL) tasks, the specific factors that contribute to these deficits remain unknown. Recent work has suggested several potential causes including neurocognitive impairments, clinical symptoms, and specific types of feedback-related errors. To examine this issue, we administered a PRL task to 126 stable schizophrenia outpatients and 72 matched controls, and patients were retested 4 weeks later. The task involved an initial probabilistic discrimination learning phase and subsequent reversal phases in which subjects had to adjust their responses to sudden shifts in the reinforcement contingencies. Patients showed poorer performance than controls for both the initial discrimination and reversal learning phases of the task, and performance overall showed good test-retest reliability among patients. A subgroup analysis of patients (n = 64) and controls (n = 49) with good initial discrimination learning revealed no between-group differences in reversal learning, indicating that the patients who were able to achieve all of the initial probabilistic discriminations were not impaired in reversal learning. Regarding potential contributors to impaired discrimination learning, several factors were associated with poor PRL, including higher levels of neurocognitive impairment, poor learning from both positive and negative feedback, and higher levels of indiscriminate response shifting. The results suggest that poor PRL performance in schizophrenia can be the product of multiple mechanisms. © The Author 2016. Published by Oxford University Press on behalf of the Maryland Psychiatric Research Center. All rights reserved. For permissions, please email: journals.permissions@oup.com.
Probabilistic QoS Analysis In Wireless Sensor Networks
2012-04-01
and A.O. Fapojuwo. TDMA scheduling with optimized energy efficiency and minimum delay in clustered wireless sensor networks . IEEE Trans. on Mobile...Research Computer Science and Engineering, Department of 5-1-2012 Probabilistic QoS Analysis in Wireless Sensor Networks Yunbo Wang University of...Wang, Yunbo, "Probabilistic QoS Analysis in Wireless Sensor Networks " (2012). Computer Science and Engineering: Theses, Dissertations, and Student
Process for computing geometric perturbations for probabilistic analysis
Fitch, Simeon H. K. [Charlottesville, VA; Riha, David S [San Antonio, TX; Thacker, Ben H [San Antonio, TX
2012-04-10
A method for computing geometric perturbations for probabilistic analysis. The probabilistic analysis is based on finite element modeling, in which uncertainties in the modeled system are represented by changes in the nominal geometry of the model, referred to as "perturbations". These changes are accomplished using displacement vectors, which are computed for each node of a region of interest and are based on mean-value coordinate calculations.
Composite Load Spectra for Select Space Propulsion Structural Components
NASA Technical Reports Server (NTRS)
Ho, Hing W.; Newell, James F.
1994-01-01
Generic load models are described with multiple levels of progressive sophistication to simulate the composite (combined) load spectra (CLS) that are induced in space propulsion system components, representative of Space Shuttle Main Engines (SSME), such as transfer ducts, turbine blades and liquid oxygen (LOX) posts. These generic (coupled) models combine the deterministic models for composite load dynamic, acoustic, high-pressure and high rotational speed, etc., load simulation using statistically varying coefficients. These coefficients are then determined using advanced probabilistic simulation methods with and without strategically selected experimental data. The entire simulation process is included in a CLS computer code. Applications of the computer code to various components in conjunction with the PSAM (Probabilistic Structural Analysis Method) to perform probabilistic load evaluation and life prediction evaluations are also described to illustrate the effectiveness of the coupled model approach.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bozoki, G.E.; Fitzpatrick, R.G.; Bohn, M.P.
This report details the review of the Diablo Canyon Probabilistic Risk Assessment (DCPRA). The study was performed under contract from the Probabilistic Risk Analysis Branch, Office of Nuclear Reactor Research, USNRC by Brookhaven National Laboratory. The DCPRA is a full scope Level I effort and although the review touched on all aspects of the PRA, the internal events and seismic events received the vast majority of the review effort. The report includes a number of independent systems analyses sensitivity studies, importance analyses as well as conclusions on the adequacy of the DCPRA for use in the Diablo Canyon Long Termmore » Seismic Program.« less
NASA Technical Reports Server (NTRS)
Rajagopal, Kadambi R.; DebChaudhury, Amitabha; Orient, George
2000-01-01
This report describes a probabilistic structural analysis performed to determine the probabilistic structural response under fluctuating random pressure loads for the Space Shuttle Main Engine (SSME) turnaround vane. It uses a newly developed frequency and distance dependent correlation model that has features to model the decay phenomena along the flow and across the flow with the capability to introduce a phase delay. The analytical results are compared using two computer codes SAFER (Spectral Analysis of Finite Element Responses) and NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) and with experimentally observed strain gage data. The computer code NESSUS with an interface to a sub set of Composite Load Spectra (CLS) code is used for the probabilistic analysis. A Fatigue code was used to calculate fatigue damage due to the random pressure excitation. The random variables modeled include engine system primitive variables that influence the operating conditions, convection velocity coefficient, stress concentration factor, structural damping, and thickness of the inner and outer vanes. The need for an appropriate correlation model in addition to magnitude of the PSD is emphasized. The study demonstrates that correlation characteristics even under random pressure loads are capable of causing resonance like effects for some modes. The study identifies the important variables that contribute to structural alternate stress response and drive the fatigue damage for the new design. Since the alternate stress for the new redesign is less than the endurance limit for the material, the damage due high cycle fatigue is negligible.
Lunar Exploration Architecture Level Key Drivers and Sensitivities
NASA Technical Reports Server (NTRS)
Goodliff, Kandyce; Cirillo, William; Earle, Kevin; Reeves, J. D.; Shyface, Hilary; Andraschko, Mark; Merrill, R. Gabe; Stromgren, Chel; Cirillo, Christopher
2009-01-01
Strategic level analysis of the integrated behavior of lunar transportation and lunar surface systems architecture options is performed to assess the benefit, viability, affordability, and robustness of system design choices. This analysis employs both deterministic and probabilistic modeling techniques so that the extent of potential future uncertainties associated with each option are properly characterized. The results of these analyses are summarized in a predefined set of high-level Figures of Merit (FOMs) so as to provide senior NASA Constellation Program (CxP) and Exploration Systems Mission Directorate (ESMD) management with pertinent information to better inform strategic level decision making. The strategic level exploration architecture model is designed to perform analysis at as high a level as possible but still capture those details that have major impacts on system performance. The strategic analysis methodology focuses on integrated performance, affordability, and risk analysis, and captures the linkages and feedbacks between these three areas. Each of these results leads into the determination of the high-level FOMs. This strategic level analysis methodology has been previously applied to Space Shuttle and International Space Station assessments and is now being applied to the development of the Constellation Program point-of-departure lunar architecture. This paper provides an overview of the strategic analysis methodology and the lunar exploration architecture analyses to date. In studying these analysis results, the strategic analysis team has identified and characterized key drivers affecting the integrated architecture behavior. These key drivers include inclusion of a cargo lander, mission rate, mission location, fixed-versus- variable costs/return on investment, and the requirement for probabilistic analysis. Results of sensitivity analysis performed on lunar exploration architecture scenarios are also presented.
A fluvial and pluvial probabilistic flood hazard analysis for Can Tho city, Vietnam
NASA Astrophysics Data System (ADS)
Apel, Heiko; Martinez, Oriol; Thi Chinh, Do; Viet Dung, Nguyen
2014-05-01
Can Tho city is the largest city and the economic heart of the Mekong Delta, Vietnam. Due to its economic importance and envisaged development goals the city grew rapidly in population size and extend over the last two decades. Large parts of the city are located in flood prone areas, and also the central parts of the city recently experienced an increasing number of flood events, both of fluvial and pluvial nature. As the economic power and asset values are constantly increasing, this poses a considerable risk for the city. The the aim of this study is to perform a flood hazard analysis considering both fluvial and pluvial floods and to derive probabilistic flood hazard maps. This requires in a first step an understanding of the typical flood mechanisms. Fluvial floods are triggered by a coincidence of high water levels during the annual flood period in the Mekong Delta with high tidal levels, which cause in combination short term inundations in Can Tho. Pluvial floods are triggered by typical tropical convective rain storms during the monsoon season. These two flood pathways are essentially independent in its sources and can thus be treated in the hazard analysis accordingly. For the fluvial hazard analysis we propose a bivariate frequency analysis of the Mekong flood characteristics, the annual maximum flood discharge Q and the annual flood volume V at the upper boundary of the Mekong Delta, the gauging station Kratie. This defines probabilities of exceedance of different Q-V pairs, which are transferred into synthetic flood hydrographs. The synthetic hydrographs are routed through a quasi-2D hydrodynamic model of the entire Mekong Delta in order to provide boundary conditions for a detailed hazard mapping of Can Tho. This downscaling step is necessary, because the huge complexity of the river and channel network does not allow for a proper definition of boundary conditions for Can Tho city by gauge data alone. In addition the available gauge data around Can Tho are too short for a meaningful frequency analysis. The detailed hazard mapping is performed by a 2D hydrodynamic model for Can Tho city. As the scenarios are derived in a Monte-Carlo framework, the final flood hazard maps are probabilistic, i.e. show the median flood hazard along with uncertainty estimates for each defined level of probabilities of exceedance. For the pluvial flood hazard a frequency analysis of the hourly rain gauge data of Can Tho is performed implementing a peak-over-threshold procedure. Based on this frequency analysis synthetic rains storms are generated in a Monte-Carlo framework for the same probabilities of exceedance as in the fluvial flood hazard analysis. Probabilistic flood hazard maps were then generated with the same 2D hydrodynamic model for the city. In a last step the fluvial and pluvial scenarios are combined assuming independence of the events. These scenarios were also transferred into hazard maps by the 2D hydrodynamic model finally yielding combined fluvial-pluvial probabilistic flood hazard maps for Can Tho. The derived set of maps may be used for an improved city planning or a flood risk analysis.
Probabilistic Analysis of a Composite Crew Module
NASA Technical Reports Server (NTRS)
Mason, Brian H.; Krishnamurthy, Thiagarajan
2011-01-01
An approach for conducting reliability-based analysis (RBA) of a Composite Crew Module (CCM) is presented. The goal is to identify and quantify the benefits of probabilistic design methods for the CCM and future space vehicles. The coarse finite element model from a previous NASA Engineering and Safety Center (NESC) project is used as the baseline deterministic analysis model to evaluate the performance of the CCM using a strength-based failure index. The first step in the probabilistic analysis process is the determination of the uncertainty distributions for key parameters in the model. Analytical data from water landing simulations are used to develop an uncertainty distribution, but such data were unavailable for other load cases. The uncertainty distributions for the other load scale factors and the strength allowables are generated based on assumed coefficients of variation. Probability of first-ply failure is estimated using three methods: the first order reliability method (FORM), Monte Carlo simulation, and conditional sampling. Results for the three methods were consistent. The reliability is shown to be driven by first ply failure in one region of the CCM at the high altitude abort load set. The final predicted probability of failure is on the order of 10-11 due to the conservative nature of the factors of safety on the deterministic loads.
NASA Astrophysics Data System (ADS)
Tang, Zhongqian; Zhang, Hua; Yi, Shanzhen; Xiao, Yangfan
2018-03-01
GIS-based multi-criteria decision analysis (MCDA) is increasingly used to support flood risk assessment. However, conventional GIS-MCDA methods fail to adequately represent spatial variability and are accompanied with considerable uncertainty. It is, thus, important to incorporate spatial variability and uncertainty into GIS-based decision analysis procedures. This research develops a spatially explicit, probabilistic GIS-MCDA approach for the delineation of potentially flood susceptible areas. The approach integrates the probabilistic and the local ordered weighted averaging (OWA) methods via Monte Carlo simulation, to take into account the uncertainty related to criteria weights, spatial heterogeneity of preferences and the risk attitude of the analyst. The approach is applied to a pilot study for the Gucheng County, central China, heavily affected by the hazardous 2012 flood. A GIS database of six geomorphological and hydrometeorological factors for the evaluation of susceptibility was created. Moreover, uncertainty and sensitivity analysis were performed to investigate the robustness of the model. The results indicate that the ensemble method improves the robustness of the model outcomes with respect to variation in criteria weights and identifies which criteria weights are most responsible for the variability of model outcomes. Therefore, the proposed approach is an improvement over the conventional deterministic method and can provides a more rational, objective and unbiased tool for flood susceptibility evaluation.
NASA Technical Reports Server (NTRS)
Burg, Cecile M.; Hill, Geoffrey A.; Brown, Sherilyn A.; Geiselhart, Karl A.
2004-01-01
The Systems Analysis Branch at NASA Langley Research Center has investigated revolutionary Propulsion Airframe Aeroacoustics (PAA) technologies and configurations for a Blended-Wing-Body (BWB) type aircraft as part of its research for NASA s Quiet Aircraft Technology (QAT) Project. Within the context of the long-term NASA goal of reducing the perceived aircraft noise level by a factor of 4 relative to 1997 state of the art, major configuration changes in the propulsion airframe integration system were explored with noise as a primary design consideration. An initial down-select and assessment of candidate PAA technologies for the BWB was performed using a Multi-Attribute Decision Making (MADM) process consisting of organized brainstorming and decision-making tools. The assessments focused on what effect the PAA technologies had on both the overall noise level of the BWB and what effect they had on other major design considerations such as weight, performance and cost. A probabilistic systems analysis of the PAA configurations that presented the best noise reductions with the least negative impact on the system was then performed. Detailed results from the MADM study and the probabilistic systems analysis will be published in the near future.
Probabilistic analysis of preload in the abutment screw of a dental implant complex.
Guda, Teja; Ross, Thomas A; Lang, Lisa A; Millwater, Harry R
2008-09-01
Screw loosening is a problem for a percentage of implants. A probabilistic analysis to determine the cumulative probability distribution of the preload, the probability of obtaining an optimal preload, and the probabilistic sensitivities identifying important variables is lacking. The purpose of this study was to examine the inherent variability of material properties, surface interactions, and applied torque in an implant system to determine the probability of obtaining desired preload values and to identify the significant variables that affect the preload. Using software programs, an abutment screw was subjected to a tightening torque and the preload was determined from finite element (FE) analysis. The FE model was integrated with probabilistic analysis software. Two probabilistic analysis methods (advanced mean value and Monte Carlo sampling) were applied to determine the cumulative distribution function (CDF) of preload. The coefficient of friction, elastic moduli, Poisson's ratios, and applied torque were modeled as random variables and defined by probability distributions. Separate probability distributions were determined for the coefficient of friction in well-lubricated and dry environments. The probabilistic analyses were performed and the cumulative distribution of preload was determined for each environment. A distinct difference was seen between the preload probability distributions generated in a dry environment (normal distribution, mean (SD): 347 (61.9) N) compared to a well-lubricated environment (normal distribution, mean (SD): 616 (92.2) N). The probability of obtaining a preload value within the target range was approximately 54% for the well-lubricated environment and only 0.02% for the dry environment. The preload is predominately affected by the applied torque and coefficient of friction between the screw threads and implant bore at lower and middle values of the preload CDF, and by the applied torque and the elastic modulus of the abutment screw at high values of the preload CDF. Lubrication at the threaded surfaces between the abutment screw and implant bore affects the preload developed in the implant complex. For the well-lubricated surfaces, only approximately 50% of implants will have preload values within the generally accepted range. This probability can be improved by applying a higher torque than normally recommended or a more closely controlled torque than typically achieved. It is also suggested that materials with higher elastic moduli be used in the manufacture of the abutment screw to achieve a higher preload.
Alternate Methods in Refining the SLS Nozzle Plug Loads
NASA Technical Reports Server (NTRS)
Burbank, Scott; Allen, Andrew
2013-01-01
Numerical analysis has shown that the SLS nozzle environmental barrier (nozzle plug) design is inadequate for the prelaunch condition, which consists of two dominant loads: 1) the main engines startup pressure and 2) an environmentally induced pressure. Efforts to reduce load conservatisms included a dynamic analysis which showed a 31% higher safety factor compared to the standard static analysis. The environmental load is typically approached with a deterministic method using the worst possible combinations of pressures and temperatures. An alternate probabilistic approach, utilizing the distributions of pressures and temperatures, resulted in a 54% reduction in the environmental pressure load. A Monte Carlo simulation of environmental load that used five years of historical pressure and temperature data supported the results of the probabilistic analysis, indicating the probabilistic load is reflective of a 3-sigma condition (1 in 370 probability). Utilizing the probabilistic load analysis eliminated excessive conservatisms and will prevent a future overdesign of the nozzle plug. Employing a similar probabilistic approach to other design and analysis activities can result in realistic yet adequately conservative solutions.
A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network
NASA Astrophysics Data System (ADS)
Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.
2018-02-01
Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.
Synthetic wind speed scenarios generation for probabilistic analysis of hybrid energy systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Jun; Rabiti, Cristian
Hybrid energy systems consisting of multiple energy inputs and multiple energy outputs have been proposed to be an effective element to enable ever increasing penetration of clean energy. In order to better understand the dynamic and probabilistic behavior of hybrid energy systems, this paper proposes a model combining Fourier series and autoregressive moving average (ARMA) to characterize historical weather measurements and to generate synthetic weather (e.g., wind speed) data. In particular, Fourier series is used to characterize the seasonal trend in historical data, while ARMA is applied to capture the autocorrelation in residue time series (e.g., measurements minus seasonal trends).more » The generated synthetic wind speed data is then utilized to perform probabilistic analysis of a particular hybrid energy system con guration, which consists of nuclear power plant, wind farm, battery storage, natural gas boiler, and chemical plant. As a result, requirements on component ramping rate, economic and environmental impacts of hybrid energy systems, and the effects of deploying different sizes of batteries in smoothing renewable variability, are all investigated.« less
Synthetic wind speed scenarios generation for probabilistic analysis of hybrid energy systems
Chen, Jun; Rabiti, Cristian
2016-11-25
Hybrid energy systems consisting of multiple energy inputs and multiple energy outputs have been proposed to be an effective element to enable ever increasing penetration of clean energy. In order to better understand the dynamic and probabilistic behavior of hybrid energy systems, this paper proposes a model combining Fourier series and autoregressive moving average (ARMA) to characterize historical weather measurements and to generate synthetic weather (e.g., wind speed) data. In particular, Fourier series is used to characterize the seasonal trend in historical data, while ARMA is applied to capture the autocorrelation in residue time series (e.g., measurements minus seasonal trends).more » The generated synthetic wind speed data is then utilized to perform probabilistic analysis of a particular hybrid energy system con guration, which consists of nuclear power plant, wind farm, battery storage, natural gas boiler, and chemical plant. As a result, requirements on component ramping rate, economic and environmental impacts of hybrid energy systems, and the effects of deploying different sizes of batteries in smoothing renewable variability, are all investigated.« less
Probabilistic Risk Assessment: A Bibliography
NASA Technical Reports Server (NTRS)
2000-01-01
Probabilistic risk analysis is an integration of failure modes and effects analysis (FMEA), fault tree analysis and other techniques to assess the potential for failure and to find ways to reduce risk. This bibliography references 160 documents in the NASA STI Database that contain the major concepts, probabilistic risk assessment, risk and probability theory, in the basic index or major subject terms, An abstract is included with most citations, followed by the applicable subject terms.
Probabilistic Sensitivity Analysis with Respect to Bounds of Truncated Distributions (PREPRINT)
2010-04-01
AFRL-RX-WP-TP-2010-4147 PROBABILISTIC SENSITIVITY ANALYSIS WITH RESPECT TO BOUNDS OF TRUNCATED DISTRIBUTIONS (PREPRINT) H. Millwater and...5a. CONTRACT NUMBER In-house 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 62102F 6. AUTHOR(S) H. Millwater and Y. Feng 5d. PROJECT...Z39-18 1 Probabilistic Sensitivity Analysis with respect to Bounds of Truncated Distributions H. Millwater and Y. Feng Department of Mechanical
The composite load spectra project
NASA Technical Reports Server (NTRS)
Newell, J. F.; Ho, H.; Kurth, R. E.
1990-01-01
Probabilistic methods and generic load models capable of simulating the load spectra that are induced in space propulsion system components are being developed. Four engine component types (the transfer ducts, the turbine blades, the liquid oxygen posts and the turbopump oxidizer discharge duct) were selected as representative hardware examples. The composite load spectra that simulate the probabilistic loads for these components are typically used as the input loads for a probabilistic structural analysis. The knowledge-based system approach used for the composite load spectra project provides an ideal environment for incremental development. The intelligent database paradigm employed in developing the expert system provides a smooth coupling between the numerical processing and the symbolic (information) processing. Large volumes of engine load information and engineering data are stored in database format and managed by a database management system. Numerical procedures for probabilistic load simulation and database management functions are controlled by rule modules. Rules were hard-wired as decision trees into rule modules to perform process control tasks. There are modules to retrieve load information and models. There are modules to select loads and models to carry out quick load calculations or make an input file for full duty-cycle time dependent load simulation. The composite load spectra load expert system implemented today is capable of performing intelligent rocket engine load spectra simulation. Further development of the expert system will provide tutorial capability for users to learn from it.
Probabilistic topic modeling for the analysis and classification of genomic sequences
2015-01-01
Background Studies on genomic sequences for classification and taxonomic identification have a leading role in the biomedical field and in the analysis of biodiversity. These studies are focusing on the so-called barcode genes, representing a well defined region of the whole genome. Recently, alignment-free techniques are gaining more importance because they are able to overcome the drawbacks of sequence alignment techniques. In this paper a new alignment-free method for DNA sequences clustering and classification is proposed. The method is based on k-mers representation and text mining techniques. Methods The presented method is based on Probabilistic Topic Modeling, a statistical technique originally proposed for text documents. Probabilistic topic models are able to find in a document corpus the topics (recurrent themes) characterizing classes of documents. This technique, applied on DNA sequences representing the documents, exploits the frequency of fixed-length k-mers and builds a generative model for a training group of sequences. This generative model, obtained through the Latent Dirichlet Allocation (LDA) algorithm, is then used to classify a large set of genomic sequences. Results and conclusions We performed classification of over 7000 16S DNA barcode sequences taken from Ribosomal Database Project (RDP) repository, training probabilistic topic models. The proposed method is compared to the RDP tool and Support Vector Machine (SVM) classification algorithm in a extensive set of trials using both complete sequences and short sequence snippets (from 400 bp to 25 bp). Our method reaches very similar results to RDP classifier and SVM for complete sequences. The most interesting results are obtained when short sequence snippets are considered. In these conditions the proposed method outperforms RDP and SVM with ultra short sequences and it exhibits a smooth decrease of performance, at every taxonomic level, when the sequence length is decreased. PMID:25916734
NASA Technical Reports Server (NTRS)
Packard, Michael H.
2002-01-01
Probabilistic Structural Analysis (PSA) is now commonly used for predicting the distribution of time/cycles to failure of turbine blades and other engine components. These distributions are typically based on fatigue/fracture and creep failure modes of these components. Additionally, reliability analysis is used for taking test data related to particular failure modes and calculating failure rate distributions of electronic and electromechanical components. How can these individual failure time distributions of structural, electronic and electromechanical component failure modes be effectively combined into a top level model for overall system evaluation of component upgrades, changes in maintenance intervals, or line replaceable unit (LRU) redesign? This paper shows an example of how various probabilistic failure predictions for turbine engine components can be evaluated and combined to show their effect on overall engine performance. A generic model of a turbofan engine was modeled using various Probabilistic Risk Assessment (PRA) tools (Quantitative Risk Assessment Software (QRAS) etc.). Hypothetical PSA results for a number of structural components along with mitigation factors that would restrict the failure mode from propagating to a Loss of Mission (LOM) failure were used in the models. The output of this program includes an overall failure distribution for LOM of the system. The rank and contribution to the overall Mission Success (MS) is also given for each failure mode and each subsystem. This application methodology demonstrates the effectiveness of PRA for assessing the performance of large turbine engines. Additionally, the effects of system changes and upgrades, the application of different maintenance intervals, inclusion of new sensor detection of faults and other upgrades were evaluated in determining overall turbine engine reliability.
Gutiérrez, Simón; Fernandez, Carlos; Barata, Carlos; Tarazona, José Vicente
2009-12-20
This work presents a computer model for Risk Assessment of Basins by Ecotoxicological Evaluation (RABETOX). The model is based on whole effluent toxicity testing and water flows along a specific river basin. It is capable of estimating the risk along a river segment using deterministic and probabilistic approaches. The Henares River Basin was selected as a case study to demonstrate the importance of seasonal hydrological variations in Mediterranean regions. As model inputs, two different ecotoxicity tests (the miniaturized Daphnia magna acute test and the D.magna feeding test) were performed on grab samples from 5 waste water treatment plant effluents. Also used as model inputs were flow data from the past 25 years, water velocity measurements and precise distance measurements using Geographical Information Systems (GIS). The model was implemented into a spreadsheet and the results were interpreted and represented using GIS in order to facilitate risk communication. To better understand the bioassays results, the effluents were screened through SPME-GC/MS analysis. The deterministic model, performed each month during one calendar year, showed a significant seasonal variation of risk while revealing that September represents the worst-case scenario with values up to 950 Risk Units. This classifies the entire area of study for the month of September as "sublethal significant risk for standard species". The probabilistic approach using Monte Carlo analysis was performed on 7 different forecast points distributed along the Henares River. A 0% probability of finding "low risk" was found at all forecast points with a more than 50% probability of finding "potential risk for sensitive species". The values obtained through both the deterministic and probabilistic approximations reveal the presence of certain substances, which might be causing sublethal effects in the aquatic species present in the Henares River.
Time Dependent Data Mining in RAVEN
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cogliati, Joshua Joseph; Chen, Jun; Patel, Japan Ketan
RAVEN is a generic software framework to perform parametric and probabilistic analysis based on the response of complex system codes. The goal of this type of analyses is to understand the response of such systems in particular with respect their probabilistic behavior, to understand their predictability and drivers or lack of thereof. Data mining capabilities are the cornerstones to perform such deep learning of system responses. For this reason static data mining capabilities were added last fiscal year (FY 15). In real applications, when dealing with complex multi-scale, multi-physics systems it seems natural that, during transients, the relevance of themore » different scales, and physics, would evolve over time. For these reasons the data mining capabilities have been extended allowing their application over time. In this writing it is reported a description of the new RAVEN capabilities implemented with several simple analytical tests to explain their application and highlight the proper implementation. The report concludes with the application of those newly implemented capabilities to the analysis of a simulation performed with the Bison code.« less
Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations
Zhang, Yi; Ren, Jinchang; Jiang, Jianmin
2015-01-01
Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions. PMID:26089862
Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations.
Zhang, Yi; Ren, Jinchang; Jiang, Jianmin
2015-01-01
Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions.
Risk assessment of turbine rotor failure using probabilistic ultrasonic non-destructive evaluations
NASA Astrophysics Data System (ADS)
Guan, Xuefei; Zhang, Jingdan; Zhou, S. Kevin; Rasselkorde, El Mahjoub; Abbasi, Waheed A.
2014-02-01
The study presents a method and application of risk assessment methodology for turbine rotor fatigue failure using probabilistic ultrasonic nondestructive evaluations. A rigorous probabilistic modeling for ultrasonic flaw sizing is developed by incorporating the model-assisted probability of detection, and the probability density function (PDF) of the actual flaw size is derived. Two general scenarios, namely the ultrasonic inspection with an identified flaw indication and the ultrasonic inspection without flaw indication, are considered in the derivation. To perform estimations for fatigue reliability and remaining useful life, uncertainties from ultrasonic flaw sizing and fatigue model parameters are systematically included and quantified. The model parameter PDF is estimated using Bayesian parameter estimation and actual fatigue testing data. The overall method is demonstrated using a realistic application of steam turbine rotor, and the risk analysis under given safety criteria is provided to support maintenance planning.
Probabilistic Motor Sequence Yields Greater Offline and Less Online Learning than Fixed Sequence
Du, Yue; Prashad, Shikha; Schoenbrun, Ilana; Clark, Jane E.
2016-01-01
It is well acknowledged that motor sequences can be learned quickly through online learning. Subsequently, the initial acquisition of a motor sequence is boosted or consolidated by offline learning. However, little is known whether offline learning can drive the fast learning of motor sequences (i.e., initial sequence learning in the first training session). To examine offline learning in the fast learning stage, we asked four groups of young adults to perform the serial reaction time (SRT) task with either a fixed or probabilistic sequence and with or without preliminary knowledge (PK) of the presence of a sequence. The sequence and PK were manipulated to emphasize either procedural (probabilistic sequence; no preliminary knowledge (NPK)) or declarative (fixed sequence; with PK) memory that were found to either facilitate or inhibit offline learning. In the SRT task, there were six learning blocks with a 2 min break between each consecutive block. Throughout the session, stimuli followed the same fixed or probabilistic pattern except in Block 5, in which stimuli appeared in a random order. We found that PK facilitated the learning of a fixed sequence, but not a probabilistic sequence. In addition to overall learning measured by the mean reaction time (RT), we examined the progressive changes in RT within and between blocks (i.e., online and offline learning, respectively). It was found that the two groups who performed the fixed sequence, regardless of PK, showed greater online learning than the other two groups who performed the probabilistic sequence. The groups who performed the probabilistic sequence, regardless of PK, did not display online learning, as indicated by a decline in performance within the learning blocks. However, they did demonstrate remarkably greater offline improvement in RT, which suggests that they are learning the probabilistic sequence offline. These results suggest that in the SRT task, the fast acquisition of a motor sequence is driven by concurrent online and offline learning. In addition, as the acquisition of a probabilistic sequence requires greater procedural memory compared to the acquisition of a fixed sequence, our results suggest that offline learning is more likely to take place in a procedural sequence learning task. PMID:26973502
Probabilistic Motor Sequence Yields Greater Offline and Less Online Learning than Fixed Sequence.
Du, Yue; Prashad, Shikha; Schoenbrun, Ilana; Clark, Jane E
2016-01-01
It is well acknowledged that motor sequences can be learned quickly through online learning. Subsequently, the initial acquisition of a motor sequence is boosted or consolidated by offline learning. However, little is known whether offline learning can drive the fast learning of motor sequences (i.e., initial sequence learning in the first training session). To examine offline learning in the fast learning stage, we asked four groups of young adults to perform the serial reaction time (SRT) task with either a fixed or probabilistic sequence and with or without preliminary knowledge (PK) of the presence of a sequence. The sequence and PK were manipulated to emphasize either procedural (probabilistic sequence; no preliminary knowledge (NPK)) or declarative (fixed sequence; with PK) memory that were found to either facilitate or inhibit offline learning. In the SRT task, there were six learning blocks with a 2 min break between each consecutive block. Throughout the session, stimuli followed the same fixed or probabilistic pattern except in Block 5, in which stimuli appeared in a random order. We found that PK facilitated the learning of a fixed sequence, but not a probabilistic sequence. In addition to overall learning measured by the mean reaction time (RT), we examined the progressive changes in RT within and between blocks (i.e., online and offline learning, respectively). It was found that the two groups who performed the fixed sequence, regardless of PK, showed greater online learning than the other two groups who performed the probabilistic sequence. The groups who performed the probabilistic sequence, regardless of PK, did not display online learning, as indicated by a decline in performance within the learning blocks. However, they did demonstrate remarkably greater offline improvement in RT, which suggests that they are learning the probabilistic sequence offline. These results suggest that in the SRT task, the fast acquisition of a motor sequence is driven by concurrent online and offline learning. In addition, as the acquisition of a probabilistic sequence requires greater procedural memory compared to the acquisition of a fixed sequence, our results suggest that offline learning is more likely to take place in a procedural sequence learning task.
Life Predicted in a Probabilistic Design Space for Brittle Materials With Transient Loads
NASA Technical Reports Server (NTRS)
Nemeth, Noel N.; Palfi, Tamas; Reh, Stefan
2005-01-01
Analytical techniques have progressively become more sophisticated, and now we can consider the probabilistic nature of the entire space of random input variables on the lifetime reliability of brittle structures. This was demonstrated with NASA s CARES/Life (Ceramic Analysis and Reliability Evaluation of Structures/Life) code combined with the commercially available ANSYS/Probabilistic Design System (ANSYS/PDS), a probabilistic analysis tool that is an integral part of the ANSYS finite-element analysis program. ANSYS/PDS allows probabilistic loads, component geometry, and material properties to be considered in the finite-element analysis. CARES/Life predicts the time dependent probability of failure of brittle material structures under generalized thermomechanical loading--such as that found in a turbine engine hot-section. Glenn researchers coupled ANSYS/PDS with CARES/Life to assess the effects of the stochastic variables of component geometry, loading, and material properties on the predicted life of the component for fully transient thermomechanical loading and cyclic loading.
NASA Technical Reports Server (NTRS)
Price J. M.; Ortega, R.
1998-01-01
Probabilistic method is not a universally accepted approach for the design and analysis of aerospace structures. The validity of this approach must be demonstrated to encourage its acceptance as it viable design and analysis tool to estimate structural reliability. The objective of this Study is to develop a well characterized finite population of similar aerospace structures that can be used to (1) validate probabilistic codes, (2) demonstrate the basic principles behind probabilistic methods, (3) formulate general guidelines for characterization of material drivers (such as elastic modulus) when limited data is available, and (4) investigate how the drivers affect the results of sensitivity analysis at the component/failure mode level.
Pérez, M A; Grasa, J; García-Aznar, J M; Bea, J A; Doblaré, M
2006-01-01
The long-term behavior of the stem-cement interface is one of the most frequent topics of discussion in the design of cemented total hip replacements, especially with regards to the process of damage accumulation in the cement layer. This effect is analyzed here comparing two different situations of the interface: completely bonded and debonded with friction. This comparative analysis is performed using a probabilistic computational approach that considers the variability and uncertainty of determinant factors that directly compromise the damage accumulation in the cement mantle. This stochastic technique is based on the combination of probabilistic finite elements (PFEM) and a cumulative damage approach known as B-model. Three random variables were considered: muscle and joint contact forces at the hip (both for walking and stair climbing), cement damage and fatigue properties of the cement. The results predicted that the regions with higher failure probability in the bulk cement are completely different depending on the stem-cement interface characteristics. In a bonded interface, critical sites appeared at the distal and medial parts of the cement, while for debonded interfaces, the critical regions were found distally and proximally. In bonded interfaces, the failure probability was higher than in debonded ones. The same conclusion may be established for stair climbing in comparison with walking activity.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ho, Clifford Kuofei
Chemical transport through human skin can play a significant role in human exposure to toxic chemicals in the workplace, as well as to chemical/biological warfare agents in the battlefield. The viability of transdermal drug delivery also relies on chemical transport processes through the skin. Models of percutaneous absorption are needed for risk-based exposure assessments and drug-delivery analyses, but previous mechanistic models have been largely deterministic. A probabilistic, transient, three-phase model of percutaneous absorption of chemicals has been developed to assess the relative importance of uncertain parameters and processes that may be important to risk-based assessments. Penetration routes through the skinmore » that were modeled include the following: (1) intercellular diffusion through the multiphase stratum corneum; (2) aqueous-phase diffusion through sweat ducts; and (3) oil-phase diffusion through hair follicles. Uncertainty distributions were developed for the model parameters, and a Monte Carlo analysis was performed to simulate probability distributions of mass fluxes through each of the routes. Sensitivity analyses using stepwise linear regression were also performed to identify model parameters that were most important to the simulated mass fluxes at different times. This probabilistic analysis of percutaneous absorption (PAPA) method has been developed to improve risk-based exposure assessments and transdermal drug-delivery analyses, where parameters and processes can be highly uncertain.« less
Global/local methods for probabilistic structural analysis
NASA Technical Reports Server (NTRS)
Millwater, H. R.; Wu, Y.-T.
1993-01-01
A probabilistic global/local method is proposed to reduce the computational requirements of probabilistic structural analysis. A coarser global model is used for most of the computations with a local more refined model used only at key probabilistic conditions. The global model is used to establish the cumulative distribution function (cdf) and the Most Probable Point (MPP). The local model then uses the predicted MPP to adjust the cdf value. The global/local method is used within the advanced mean value probabilistic algorithm. The local model can be more refined with respect to the g1obal model in terms of finer mesh, smaller time step, tighter tolerances, etc. and can be used with linear or nonlinear models. The basis for this approach is described in terms of the correlation between the global and local models which can be estimated from the global and local MPPs. A numerical example is presented using the NESSUS probabilistic structural analysis program with the finite element method used for the structural modeling. The results clearly indicate a significant computer savings with minimal loss in accuracy.
Global/local methods for probabilistic structural analysis
NASA Astrophysics Data System (ADS)
Millwater, H. R.; Wu, Y.-T.
1993-04-01
A probabilistic global/local method is proposed to reduce the computational requirements of probabilistic structural analysis. A coarser global model is used for most of the computations with a local more refined model used only at key probabilistic conditions. The global model is used to establish the cumulative distribution function (cdf) and the Most Probable Point (MPP). The local model then uses the predicted MPP to adjust the cdf value. The global/local method is used within the advanced mean value probabilistic algorithm. The local model can be more refined with respect to the g1obal model in terms of finer mesh, smaller time step, tighter tolerances, etc. and can be used with linear or nonlinear models. The basis for this approach is described in terms of the correlation between the global and local models which can be estimated from the global and local MPPs. A numerical example is presented using the NESSUS probabilistic structural analysis program with the finite element method used for the structural modeling. The results clearly indicate a significant computer savings with minimal loss in accuracy.
Johnson Space Center's Risk and Reliability Analysis Group 2008 Annual Report
NASA Technical Reports Server (NTRS)
Valentine, Mark; Boyer, Roger; Cross, Bob; Hamlin, Teri; Roelant, Henk; Stewart, Mike; Bigler, Mark; Winter, Scott; Reistle, Bruce; Heydorn,Dick
2009-01-01
The Johnson Space Center (JSC) Safety & Mission Assurance (S&MA) Directorate s Risk and Reliability Analysis Group provides both mathematical and engineering analysis expertise in the areas of Probabilistic Risk Assessment (PRA), Reliability and Maintainability (R&M) analysis, and data collection and analysis. The fundamental goal of this group is to provide National Aeronautics and Space Administration (NASA) decisionmakers with the necessary information to make informed decisions when evaluating personnel, flight hardware, and public safety concerns associated with current operating systems as well as with any future systems. The Analysis Group includes a staff of statistical and reliability experts with valuable backgrounds in the statistical, reliability, and engineering fields. This group includes JSC S&MA Analysis Branch personnel as well as S&MA support services contractors, such as Science Applications International Corporation (SAIC) and SoHaR. The Analysis Group s experience base includes nuclear power (both commercial and navy), manufacturing, Department of Defense, chemical, and shipping industries, as well as significant aerospace experience specifically in the Shuttle, International Space Station (ISS), and Constellation Programs. The Analysis Group partners with project and program offices, other NASA centers, NASA contractors, and universities to provide additional resources or information to the group when performing various analysis tasks. The JSC S&MA Analysis Group is recognized as a leader in risk and reliability analysis within the NASA community. Therefore, the Analysis Group is in high demand to help the Space Shuttle Program (SSP) continue to fly safely, assist in designing the next generation spacecraft for the Constellation Program (CxP), and promote advanced analytical techniques. The Analysis Section s tasks include teaching classes and instituting personnel qualification processes to enhance the professional abilities of our analysts as well as performing major probabilistic assessments used to support flight rationale and help establish program requirements. During 2008, the Analysis Group performed more than 70 assessments. Although all these assessments were important, some were instrumental in the decisionmaking processes for the Shuttle and Constellation Programs. Two of the more significant tasks were the Space Transportation System (STS)-122 Low Level Cutoff PRA for the SSP and the Orion Pad Abort One (PA-1) PRA for the CxP. These two activities, along with the numerous other tasks the Analysis Group performed in 2008, are summarized in this report. This report also highlights several ongoing and upcoming efforts to provide crucial statistical and probabilistic assessments, such as the Extravehicular Activity (EVA) PRA for the Hubble Space Telescope service mission and the first fully integrated PRAs for the CxP's Lunar Sortie and ISS missions.
Zhang, Miaomiao; Wells, William M; Golland, Polina
2016-10-01
Using image-based descriptors to investigate clinical hypotheses and therapeutic implications is challenging due to the notorious "curse of dimensionality" coupled with a small sample size. In this paper, we present a low-dimensional analysis of anatomical shape variability in the space of diffeomorphisms and demonstrate its benefits for clinical studies. To combat the high dimensionality of the deformation descriptors, we develop a probabilistic model of principal geodesic analysis in a bandlimited low-dimensional space that still captures the underlying variability of image data. We demonstrate the performance of our model on a set of 3D brain MRI scans from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database. Our model yields a more compact representation of group variation at substantially lower computational cost than models based on the high-dimensional state-of-the-art approaches such as tangent space PCA (TPCA) and probabilistic principal geodesic analysis (PPGA).
Probabilistic Radiological Performance Assessment Modeling and Uncertainty
NASA Astrophysics Data System (ADS)
Tauxe, J.
2004-12-01
A generic probabilistic radiological Performance Assessment (PA) model is presented. The model, built using the GoldSim systems simulation software platform, concerns contaminant transport and dose estimation in support of decision making with uncertainty. Both the U.S. Nuclear Regulatory Commission (NRC) and the U.S. Department of Energy (DOE) require assessments of potential future risk to human receptors of disposal of LLW. Commercially operated LLW disposal facilities are licensed by the NRC (or agreement states), and the DOE operates such facilities for disposal of DOE-generated LLW. The type of PA model presented is probabilistic in nature, and hence reflects the current state of knowledge about the site by using probability distributions to capture what is expected (central tendency or average) and the uncertainty (e.g., standard deviation) associated with input parameters, and propagating through the model to arrive at output distributions that reflect expected performance and the overall uncertainty in the system. Estimates of contaminant release rates, concentrations in environmental media, and resulting doses to human receptors well into the future are made by running the model in Monte Carlo fashion, with each realization representing a possible combination of input parameter values. Statistical summaries of the results can be compared to regulatory performance objectives, and decision makers are better informed of the inherently uncertain aspects of the model which supports their decision-making. While this information may make some regulators uncomfortable, they must realize that uncertainties which were hidden in a deterministic analysis are revealed in a probabilistic analysis, and the chance of making a correct decision is now known rather than hoped for. The model includes many typical features and processes that would be part of a PA, but is entirely fictitious. This does not represent any particular site and is meant to be a generic example. A practitioner could, however, start with this model as a GoldSim template and, by adding site specific features and parameter values (distributions), use this model as a starting point for a real model to be used in real decision making.
NASA Technical Reports Server (NTRS)
Fayssal, Safie; Weldon, Danny
2008-01-01
The United States National Aeronautics and Space Administration (NASA) is in the midst of a space exploration program called Constellation to send crew and cargo to the international Space Station, to the moon, and beyond. As part of the Constellation program, a new launch vehicle, Ares I, is being developed by NASA Marshall Space Flight Center. Designing a launch vehicle with high reliability and increased safety requires a significant effort in understanding design variability and design uncertainty at the various levels of the design (system, element, subsystem, component, etc.) and throughout the various design phases (conceptual, preliminary design, etc.). In a previous paper [1] we discussed a probabilistic functional failure analysis approach intended mainly to support system requirements definition, system design, and element design during the early design phases. This paper provides an overview of the application of probabilistic engineering methods to support the detailed subsystem/component design and development as part of the "Design for Reliability and Safety" approach for the new Ares I Launch Vehicle. Specifically, the paper discusses probabilistic engineering design analysis cases that had major impact on the design and manufacturing of the Space Shuttle hardware. The cases represent important lessons learned from the Space Shuttle Program and clearly demonstrate the significance of probabilistic engineering analysis in better understanding design deficiencies and identifying potential design improvement for Ares I. The paper also discusses the probabilistic functional failure analysis approach applied during the early design phases of Ares I and the forward plans for probabilistic design analysis in the detailed design and development phases.
Probabilistic Cue Combination: Less Is More
ERIC Educational Resources Information Center
Yurovsky, Daniel; Boyer, Ty W.; Smith, Linda B.; Yu, Chen
2013-01-01
Learning about the structure of the world requires learning probabilistic relationships: rules in which cues do not predict outcomes with certainty. However, in some cases, the ability to track probabilistic relationships is a handicap, leading adults to perform non-normatively in prediction tasks. For example, in the "dilution effect,"…
Probabilistic Sensitivity Analysis of Fretting Fatigue (Preprint)
2009-04-01
AFRL-RX-WP-TP-2009-4091 PROBABILISTIC SENSITIVITY ANALYSIS OF FRETTING FATIGUE (Preprint) Patrick J. Golden, Harry R. Millwater , and...Sensitivity Analysis of Fretting Fatigue Patrick J. Golden * Air Force Research Laboratory, Wright-Patterson AFB, OH 45433 Harry R. Millwater † and
Probabilistic simulation of stress concentration in composite laminates
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Murthy, P. L. N.; Liaw, L.
1993-01-01
A computational methodology is described to probabilistically simulate the stress concentration factors in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The probabilistic composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties while probabilistic finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate stress concentration factors such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using it to simulate the stress concentration factors in composite laminates made from three different composite systems. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the stress concentration factors are influenced by local stiffness variables, by load eccentricities and by initial stress fields.
Reliability and Probabilistic Risk Assessment - How They Play Together
NASA Technical Reports Server (NTRS)
Safie, Fayssal; Stutts, Richard; Huang, Zhaofeng
2015-01-01
Since the Space Shuttle Challenger accident in 1986, NASA has extensively used probabilistic analysis methods to assess, understand, and communicate the risk of space launch vehicles. Probabilistic Risk Assessment (PRA), used in the nuclear industry, is one of the probabilistic analysis methods NASA utilizes to assess Loss of Mission (LOM) and Loss of Crew (LOC) risk for launch vehicles. PRA is a system scenario based risk assessment that uses a combination of fault trees, event trees, event sequence diagrams, and probability distributions to analyze the risk of a system, a process, or an activity. It is a process designed to answer three basic questions: 1) what can go wrong that would lead to loss or degraded performance (i.e., scenarios involving undesired consequences of interest), 2) how likely is it (probabilities), and 3) what is the severity of the degradation (consequences). Since the Challenger accident, PRA has been used in supporting decisions regarding safety upgrades for launch vehicles. Another area that was given a lot of emphasis at NASA after the Challenger accident is reliability engineering. Reliability engineering has been a critical design function at NASA since the early Apollo days. However, after the Challenger accident, quantitative reliability analysis and reliability predictions were given more scrutiny because of their importance in understanding failure mechanism and quantifying the probability of failure, which are key elements in resolving technical issues, performing design trades, and implementing design improvements. Although PRA and reliability are both probabilistic in nature and, in some cases, use the same tools, they are two different activities. Specifically, reliability engineering is a broad design discipline that deals with loss of function and helps understand failure mechanism and improve component and system design. PRA is a system scenario based risk assessment process intended to assess the risk scenarios that could lead to a major/top undesirable system event, and to identify those scenarios that are high-risk drivers. PRA output is critical to support risk informed decisions concerning system design. This paper describes the PRA process and the reliability engineering discipline in detail. It discusses their differences and similarities and how they work together as complementary analyses to support the design and risk assessment processes. Lessons learned, applications, and case studies in both areas are also discussed in the paper to demonstrate and explain these differences and similarities.
NASA Technical Reports Server (NTRS)
Fragola, Joseph R.; Maggio, Gaspare; Frank, Michael V.; Gerez, Luis; Mcfadden, Richard H.; Collins, Erin P.; Ballesio, Jorge; Appignani, Peter L.; Karns, James J.
1995-01-01
Volume 5 is Appendix C, Auxiliary Shuttle Risk Analyses, and contains the following reports: Probabilistic Risk Assessment of Space Shuttle Phase 1 - Space Shuttle Catastrophic Failure Frequency Final Report; Risk Analysis Applied to the Space Shuttle Main Engine - Demonstration Project for the Main Combustion Chamber Risk Assessment; An Investigation of the Risk Implications of Space Shuttle Solid Rocket Booster Chamber Pressure Excursions; Safety of the Thermal Protection System of the Space Shuttle Orbiter - Quantitative Analysis and Organizational Factors; Space Shuttle Main Propulsion Pressurization System Probabilistic Risk Assessment, Final Report; and Space Shuttle Probabilistic Risk Assessment Proof-of-Concept Study - Auxiliary Power Unit and Hydraulic Power Unit Analysis Report.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Knowlton, Robert G.; Cochran, John Russell; Arnold, Bill Walter
2007-01-01
Sandia National Laboratories and the Institute of Nuclear Energy Research, Taiwan have collaborated in a technology transfer program related to low-level radioactive waste (LLW) disposal in Taiwan. Phase I of this program included regulatory analysis of LLW final disposal, development of LLW disposal performance assessment capabilities, and preliminary performance assessments of two potential disposal sites. Performance objectives were based on regulations in Taiwan and comparisons to those in the United States. Probabilistic performance assessment models were constructed based on limited site data using software including GoldSim, BLT-MS, FEHM, and HELP. These software codes provided the probabilistic framework, container degradation, waste-formmore » leaching, groundwater flow, radionuclide transport, and cover infiltration simulation capabilities in the performance assessment. Preliminary performance assessment analyses were conducted for a near-surface disposal system and a mined cavern disposal system at two representative sites in Taiwan. Results of example calculations indicate peak simulated concentrations to a receptor within a few hundred years of LLW disposal, primarily from highly soluble, non-sorbing radionuclides.« less
NASA Astrophysics Data System (ADS)
Shah, Syed Muhammad Saqlain; Batool, Safeera; Khan, Imran; Ashraf, Muhammad Usman; Abbas, Syed Hussnain; Hussain, Syed Adnan
2017-09-01
Automatic diagnosis of human diseases are mostly achieved through decision support systems. The performance of these systems is mainly dependent on the selection of the most relevant features. This becomes harder when the dataset contains missing values for the different features. Probabilistic Principal Component Analysis (PPCA) has reputation to deal with the problem of missing values of attributes. This research presents a methodology which uses the results of medical tests as input, extracts a reduced dimensional feature subset and provides diagnosis of heart disease. The proposed methodology extracts high impact features in new projection by using Probabilistic Principal Component Analysis (PPCA). PPCA extracts projection vectors which contribute in highest covariance and these projection vectors are used to reduce feature dimension. The selection of projection vectors is done through Parallel Analysis (PA). The feature subset with the reduced dimension is provided to radial basis function (RBF) kernel based Support Vector Machines (SVM). The RBF based SVM serves the purpose of classification into two categories i.e., Heart Patient (HP) and Normal Subject (NS). The proposed methodology is evaluated through accuracy, specificity and sensitivity over the three datasets of UCI i.e., Cleveland, Switzerland and Hungarian. The statistical results achieved through the proposed technique are presented in comparison to the existing research showing its impact. The proposed technique achieved an accuracy of 82.18%, 85.82% and 91.30% for Cleveland, Hungarian and Switzerland dataset respectively.
Risk-Based Probabilistic Approach to Aeropropulsion System Assessment
NASA Technical Reports Server (NTRS)
Tong, Michael T.
2002-01-01
In an era of shrinking development budgets and resources, where there is also an emphasis on reducing the product development cycle, the role of system assessment, performed in the early stages of an engine development program, becomes very critical to the successful development of new aeropropulsion systems. A reliable system assessment not only helps to identify the best propulsion system concept among several candidates, it can also identify which technologies are worth pursuing. This is particularly important for advanced aeropropulsion technology development programs, which require an enormous amount of resources. In the current practice of deterministic, or point-design, approaches, the uncertainties of design variables are either unaccounted for or accounted for by safety factors. This could often result in an assessment with unknown and unquantifiable reliability. Consequently, it would fail to provide additional insight into the risks associated with the new technologies, which are often needed by decision makers to determine the feasibility and return-on-investment of a new aircraft engine. In this work, an alternative approach based on the probabilistic method was described for a comprehensive assessment of an aeropropulsion system. The statistical approach quantifies the design uncertainties inherent in a new aeropropulsion system and their influences on engine performance. Because of this, it enhances the reliability of a system assessment. A technical assessment of a wave-rotor-enhanced gas turbine engine was performed to demonstrate the methodology. The assessment used probability distributions to account for the uncertainties that occur in component efficiencies and flows and in mechanical design variables. The approach taken in this effort was to integrate the thermodynamic cycle analysis embedded in the computer code NEPP (NASA Engine Performance Program) and the engine weight analysis embedded in the computer code WATE (Weight Analysis of Turbine Engines) with the fast probability integration technique (FPI). FPI was developed by Southwest Research Institute under contract with the NASA Glenn Research Center. The results were plotted in the form of cumulative distribution functions and sensitivity analyses and were compared with results from the traditional deterministic approach. The comparison showed that the probabilistic approach provides a more realistic and systematic way to assess an aeropropulsion system. The current work addressed the application of the probabilistic approach to assess specific fuel consumption, engine thrust, and weight. Similarly, the approach can be used to assess other aspects of aeropropulsion system performance, such as cost, acoustic noise, and emissions. Additional information is included in the original extended abstract.
Information and problem report usage in system saftey engineering division
NASA Technical Reports Server (NTRS)
Morrissey, Stephen J.
1990-01-01
Five basic problems or question areas are examined. They are as follows: (1) Evaluate adequacy of current problem/performance data base; (2) Evaluate methods of performing trend analysis; (3) Methods and sources of data for probabilistic risk assessment; and (4) How is risk assessment documentation upgraded and/or updated. The fifth problem was to provide recommendations for each of the above four areas.
Internal validation of STRmix™ for the interpretation of single source and mixed DNA profiles.
Moretti, Tamyra R; Just, Rebecca S; Kehl, Susannah C; Willis, Leah E; Buckleton, John S; Bright, Jo-Anne; Taylor, Duncan A; Onorato, Anthony J
2017-07-01
The interpretation of DNA evidence can entail analysis of challenging STR typing results. Genotypes inferred from low quality or quantity specimens, or mixed DNA samples originating from multiple contributors, can result in weak or inconclusive match probabilities when a binary interpretation method and necessary thresholds (such as a stochastic threshold) are employed. Probabilistic genotyping approaches, such as fully continuous methods that incorporate empirically determined biological parameter models, enable usage of more of the profile information and reduce subjectivity in interpretation. As a result, software-based probabilistic analyses tend to produce more consistent and more informative results regarding potential contributors to DNA evidence. Studies to assess and internally validate the probabilistic genotyping software STRmix™ for casework usage at the Federal Bureau of Investigation Laboratory were conducted using lab-specific parameters and more than 300 single-source and mixed contributor profiles. Simulated forensic specimens, including constructed mixtures that included DNA from two to five donors across a broad range of template amounts and contributor proportions, were used to examine the sensitivity and specificity of the system via more than 60,000 tests comparing hundreds of known contributors and non-contributors to the specimens. Conditioned analyses, concurrent interpretation of amplification replicates, and application of an incorrect contributor number were also performed to further investigate software performance and probe the limitations of the system. In addition, the results from manual and probabilistic interpretation of both prepared and evidentiary mixtures were compared. The findings support that STRmix™ is sufficiently robust for implementation in forensic laboratories, offering numerous advantages over historical methods of DNA profile analysis and greater statistical power for the estimation of evidentiary weight, and can be used reliably in human identification testing. With few exceptions, likelihood ratio results reflected intuitively correct estimates of the weight of the genotype possibilities and known contributor genotypes. This comprehensive evaluation provides a model in accordance with SWGDAM recommendations for internal validation of a probabilistic genotyping system for DNA evidence interpretation. Copyright © 2017. Published by Elsevier B.V.
Malekpour, Shirin; Langeveld, Jeroen; Letema, Sammy; Clemens, François; van Lier, Jules B
2013-03-30
This paper introduces the probabilistic evaluation framework, to enable transparent and objective decision-making in technology selection for sanitation solutions in low-income countries. The probabilistic framework recognizes the often poor quality of the available data for evaluations. Within this framework, the evaluations will be done based on the probabilities that the expected outcomes occur in practice, considering the uncertainties in evaluation parameters. Consequently, the outcome of evaluations will not be single point estimates; but there exists a range of possible outcomes. A first trial application of this framework for evaluation of sanitation options in the Nyalenda settlement in Kisumu, Kenya, showed how the range of values that an evaluation parameter may obtain in practice would influence the evaluation outcomes. In addition, as the probabilistic evaluation requires various site-specific data, sensitivity analysis was performed to determine the influence of each data set quality on the evaluation outcomes. Based on that, data collection activities could be (re)directed, in a trade-off between the required investments in those activities and the resolution of the decisions that are to be made. Copyright © 2013 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Chen, Tzikang J.; Shiao, Michael
2016-04-01
This paper verified a generic and efficient assessment concept for probabilistic fatigue life management. The concept is developed based on an integration of damage tolerance methodology, simulations methods1, 2, and a probabilistic algorithm RPI (recursive probability integration)3-9 considering maintenance for damage tolerance and risk-based fatigue life management. RPI is an efficient semi-analytical probabilistic method for risk assessment subjected to various uncertainties such as the variability in material properties including crack growth rate, initial flaw size, repair quality, random process modeling of flight loads for failure analysis, and inspection reliability represented by probability of detection (POD). In addition, unlike traditional Monte Carlo simulations (MCS) which requires a rerun of MCS when maintenance plan is changed, RPI can repeatedly use a small set of baseline random crack growth histories excluding maintenance related parameters from a single MCS for various maintenance plans. In order to fully appreciate the RPI method, a verification procedure was performed. In this study, MC simulations in the orders of several hundred billions were conducted for various flight conditions, material properties, and inspection scheduling, POD and repair/replacement strategies. Since the MC simulations are time-consuming methods, the simulations were conducted parallelly on DoD High Performance Computers (HPC) using a specialized random number generator for parallel computing. The study has shown that RPI method is several orders of magnitude more efficient than traditional Monte Carlo simulations.
Data Analysis with Graphical Models: Software Tools
NASA Technical Reports Server (NTRS)
Buntine, Wray L.
1994-01-01
Probabilistic graphical models (directed and undirected Markov fields, and combined in chain graphs) are used widely in expert systems, image processing and other areas as a framework for representing and reasoning with probabilities. They come with corresponding algorithms for performing probabilistic inference. This paper discusses an extension to these models by Spiegelhalter and Gilks, plates, used to graphically model the notion of a sample. This offers a graphical specification language for representing data analysis problems. When combined with general methods for statistical inference, this also offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper outlines the framework and then presents some basic tools for the task: a graphical version of the Pitman-Koopman Theorem for the exponential family, problem decomposition, and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.
NASA Technical Reports Server (NTRS)
Duffy, S. F.; Hu, J.; Hopkins, D. A.
1995-01-01
The article begins by examining the fundamentals of traditional deterministic design philosophy. The initial section outlines the concepts of failure criteria and limit state functions two traditional notions that are embedded in deterministic design philosophy. This is followed by a discussion regarding safety factors (a possible limit state function) and the common utilization of statistical concepts in deterministic engineering design approaches. Next the fundamental aspects of a probabilistic failure analysis are explored and it is shown that deterministic design concepts mentioned in the initial portion of the article are embedded in probabilistic design methods. For components fabricated from ceramic materials (and other similarly brittle materials) the probabilistic design approach yields the widely used Weibull analysis after suitable assumptions are incorporated. The authors point out that Weibull analysis provides the rare instance where closed form solutions are available for a probabilistic failure analysis. Since numerical methods are usually required to evaluate component reliabilities, a section on Monte Carlo methods is included to introduce the concept. The article concludes with a presentation of the technical aspects that support the numerical method known as fast probability integration (FPI). This includes a discussion of the Hasofer-Lind and Rackwitz-Fiessler approximations.
PROBABILISTIC SAFETY ASSESSMENT OF OPERATIONAL ACCIDENTS AT THE WASTE ISOLATION PILOT PLANT
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rucker, D.F.
2000-09-01
This report presents a probabilistic safety assessment of radioactive doses as consequences from accident scenarios to complement the deterministic assessment presented in the Waste Isolation Pilot Plant (WIPP) Safety Analysis Report (SAR). The International Council of Radiation Protection (ICRP) recommends both assessments be conducted to ensure that ''an adequate level of safety has been achieved and that no major contributors to risk are overlooked'' (ICRP 1993). To that end, the probabilistic assessment for the WIPP accident scenarios addresses the wide range of assumptions, e.g. the range of values representing the radioactive source of an accident, that could possibly have beenmore » overlooked by the SAR. Routine releases of radionuclides from the WIPP repository to the environment during the waste emplacement operations are expected to be essentially zero. In contrast, potential accidental releases from postulated accident scenarios during waste handling and emplacement could be substantial, which necessitates the need for radiological air monitoring and confinement barriers (DOE 1999). The WIPP Safety Analysis Report (SAR) calculated doses from accidental releases to the on-site (at 100 m from the source) and off-site (at the Exclusive Use Boundary and Site Boundary) public by a deterministic approach. This approach, as demonstrated in the SAR, uses single-point values of key parameters to assess the 50-year, whole-body committed effective dose equivalent (CEDE). The basic assumptions used in the SAR to formulate the CEDE are retained for this report's probabilistic assessment. However, for the probabilistic assessment, single-point parameter values were replaced with probability density functions (PDF) and were sampled over an expected range. Monte Carlo simulations were run, in which 10,000 iterations were performed by randomly selecting one value for each parameter and calculating the dose. Statistical information was then derived from the 10,000 iteration batch, which included 5%, 50%, and 95% dose likelihood, and the sensitivity of each assumption to the calculated doses. As one would intuitively expect, the doses from the probabilistic assessment for most scenarios were found to be much less than the deterministic assessment. The lower dose of the probabilistic assessment can be attributed to a ''smearing'' of values from the high and low end of the PDF spectrum of the various input parameters. The analysis also found a potential weakness in the deterministic analysis used in the SAR, a detail on drum loading was not taken into consideration. Waste emplacement operations thus far have handled drums from each shipment as a single unit, i.e. drums from each shipment are kept together. Shipments typically come from a single waste stream, and therefore the curie loading of each drum can be considered nearly identical to that of its neighbor. Calculations show that if there are large numbers of drums used in the accident scenario assessment, e.g. 28 drums in the waste hoist failure scenario (CH5), then the probabilistic dose assessment calculations will diverge from the deterministically determined doses. As it is currently calculated, the deterministic dose assessment assumes one drum loaded to the maximum allowable (80 PE-Ci), and the remaining are 10% of the maximum. The effective average of drum curie content is therefore less in the deterministic assessment than the probabilistic assessment for a large number of drums. EEG recommends that the WIPP SAR calculations be revisited and updated to include a probabilistic safety assessment.« less
Probability-Based Design Criteria of the ASCE 7 Tsunami Loads and Effects Provisions (Invited)
NASA Astrophysics Data System (ADS)
Chock, G.
2013-12-01
Mitigation of tsunami risk requires a combination of emergency preparedness for evacuation in addition to providing structural resilience of critical facilities, infrastructure, and key resources necessary for immediate response and economic and social recovery. Critical facilities would include emergency response, medical, tsunami refuges and shelters, ports and harbors, lifelines, transportation, telecommunications, power, financial institutions, and major industrial/commercial facilities. The Tsunami Loads and Effects Subcommittee of the ASCE/SEI 7 Standards Committee is developing a proposed new Chapter 6 - Tsunami Loads and Effects for the 2016 edition of the ASCE 7 Standard. ASCE 7 provides the minimum design loads and requirements for structures subject to building codes such as the International Building Code utilized in the USA. In this paper we will provide a review emphasizing the intent of these new code provisions and explain the design methodology. The ASCE 7 provisions for Tsunami Loads and Effects enables a set of analysis and design methodologies that are consistent with performance-based engineering based on probabilistic criteria. . The ASCE 7 Tsunami Loads and Effects chapter will be initially applicable only to the states of Alaska, Washington, Oregon, California, and Hawaii. Ground shaking effects and subsidence from a preceding local offshore Maximum Considered Earthquake will also be considered prior to tsunami arrival for Alaska and states in the Pacific Northwest regions governed by nearby offshore subduction earthquakes. For national tsunami design provisions to achieve a consistent reliability standard of structural performance for community resilience, a new generation of tsunami inundation hazard maps for design is required. The lesson of recent tsunami is that historical records alone do not provide a sufficient measure of the potential heights of future tsunamis. Engineering design must consider the occurrence of events greater than scenarios in the historical record, and should properly be based on the underlying seismicity of subduction zones. Therefore, Probabilistic Tsunami Hazard Analysis (PTHA) consistent with source seismicity must be performed in addition to consideration of historical event scenarios. A method of Probabilistic Tsunami Hazard Analysis has been established that is generally consistent with Probabilistic Seismic Hazard Analysis in the treatment of uncertainty. These new tsunami design zone maps will define the coastal zones where structures of greater importance would be designed for tsunami resistance and community resilience. Structural member acceptability criteria will be based on performance objectives for a 2,500-year Maximum Considered Tsunami. The approach developed by the ASCE Tsunami Loads and Effects Subcommittee of the ASCE 7 Standard would result in the first national unification of tsunami hazard criteria for design codes reflecting the modern approach of Performance-Based Engineering.
Payne, Suzette J.; Coppersmith, Kevin J.; Coppersmith, Ryan; ...
2017-08-23
A key decision for nuclear facilities is evaluating the need for an update of an existing seismic hazard analysis in light of new data and information that has become available since the time that the analysis was completed. We introduce the newly developed risk-informed Seismic Hazard Periodic Review Methodology (referred to as the SHPRM) and present how a Senior Seismic Hazard Analysis Committee (SSHAC) Level 1 probabilistic seismic hazard analysis (PSHA) was performed in an implementation of this new methodology. The SHPRM offers a defensible and documented approach that considers both the changes in seismic hazard and engineering-based risk informationmore » of an existing nuclear facility to assess the need for an update of an existing PSHA. The SHPRM has seven evaluation criteria that are employed at specific analysis, decision, and comparison points which are applied to seismic design categories established for nuclear facilities in United States. The SHPRM is implemented using a SSHAC Level 1 study performed for the Idaho National Laboratory, USA. The implementation focuses on the first six of the seven evaluation criteria of the SHPRM which are all provided from the SSHAC Level 1 PSHA. Finally, to illustrate outcomes of the SHPRM that do not lead to the need for an update and those that do, the example implementations of the SHPRM are performed for nuclear facilities that have target performance goals expressed as the mean annual frequency of unacceptable performance at 1x10 -4, 4x10 -5 and 1x10 -5.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Payne, Suzette J.; Coppersmith, Kevin J.; Coppersmith, Ryan
A key decision for nuclear facilities is evaluating the need for an update of an existing seismic hazard analysis in light of new data and information that has become available since the time that the analysis was completed. We introduce the newly developed risk-informed Seismic Hazard Periodic Review Methodology (referred to as the SHPRM) and present how a Senior Seismic Hazard Analysis Committee (SSHAC) Level 1 probabilistic seismic hazard analysis (PSHA) was performed in an implementation of this new methodology. The SHPRM offers a defensible and documented approach that considers both the changes in seismic hazard and engineering-based risk informationmore » of an existing nuclear facility to assess the need for an update of an existing PSHA. The SHPRM has seven evaluation criteria that are employed at specific analysis, decision, and comparison points which are applied to seismic design categories established for nuclear facilities in United States. The SHPRM is implemented using a SSHAC Level 1 study performed for the Idaho National Laboratory, USA. The implementation focuses on the first six of the seven evaluation criteria of the SHPRM which are all provided from the SSHAC Level 1 PSHA. Finally, to illustrate outcomes of the SHPRM that do not lead to the need for an update and those that do, the example implementations of the SHPRM are performed for nuclear facilities that have target performance goals expressed as the mean annual frequency of unacceptable performance at 1x10 -4, 4x10 -5 and 1x10 -5.« less
Electromagnetic Compatibility (EMC) in Microelectronics.
1983-02-01
Fault Tree Analysis", System Saftey Symposium, June 8-9, 1965, Seattle: The Boeing Company . 12. Fussell, J.B., "Fault Tree Analysis-Concepts and...procedure for assessing EMC in microelectronics and for applying DD, 1473 EOiTO OP I, NOV6 IS OESOL.ETE UNCLASSIFIED SECURITY CLASSIFICATION OF THIS...CRITERIA 2.1 Background 2 2.2 The Probabilistic Nature of EMC 2 2.3 The Probabilistic Approach 5 2.4 The Compatibility Factor 6 3 APPLYING PROBABILISTIC
NESSUS/EXPERT - An expert system for probabilistic structural analysis methods
NASA Technical Reports Server (NTRS)
Millwater, H.; Palmer, K.; Fink, P.
1988-01-01
An expert system (NESSUS/EXPERT) is presented which provides assistance in using probabilistic structural analysis methods. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator. NESSUS/EXPERT was developed with a combination of FORTRAN and CLIPS, a C language expert system tool, to exploit the strengths of each language.
Groundwater Remediation using Bayesian Information-Gap Decision Theory
NASA Astrophysics Data System (ADS)
O'Malley, D.; Vesselinov, V. V.
2016-12-01
Probabilistic analyses of groundwater remediation scenarios frequently fail because the probability of an adverse, unanticipated event occurring is often high. In general, models of flow and transport in contaminated aquifers are always simpler than reality. Further, when a probabilistic analysis is performed, probability distributions are usually chosen more for convenience than correctness. The Bayesian Information-Gap Decision Theory (BIGDT) was designed to mitigate the shortcomings of the models and probabilistic decision analyses by leveraging a non-probabilistic decision theory - information-gap decision theory. BIGDT considers possible models that have not been explicitly enumerated and does not require us to commit to a particular probability distribution for model and remediation-design parameters. Both the set of possible models and the set of possible probability distributions grow as the degree of uncertainty increases. The fundamental question that BIGDT asks is "How large can these sets be before a particular decision results in an undesirable outcome?". The decision that allows these sets to be the largest is considered to be the best option. In this way, BIGDT enables robust decision-support for groundwater remediation problems. Here we apply BIGDT to in a representative groundwater remediation scenario where different options for hydraulic containment and pump & treat are being considered. BIGDT requires many model runs and for complex models high-performance computing resources are needed. These analyses are carried out on synthetic problems, but are applicable to real-world problems such as LANL site contaminations. BIGDT is implemented in Julia (a high-level, high-performance dynamic programming language for technical computing) and is part of the MADS framework (http://mads.lanl.gov/ and https://github.com/madsjulia/Mads.jl).
Poças, Maria F; Oliveira, Jorge C; Brandsch, Rainer; Hogg, Timothy
2010-07-01
The use of probabilistic approaches in exposure assessments of contaminants migrating from food packages is of increasing interest but the lack of concentration or migration data is often referred as a limitation. Data accounting for the variability and uncertainty that can be expected in migration, for example, due to heterogeneity in the packaging system, variation of the temperature along the distribution chain, and different time of consumption of each individual package, are required for probabilistic analysis. The objective of this work was to characterize quantitatively the uncertainty and variability in estimates of migration. A Monte Carlo simulation was applied to a typical solution of the Fick's law with given variability in the input parameters. The analysis was performed based on experimental data of a model system (migration of Irgafos 168 from polyethylene into isooctane) and illustrates how important sources of variability and uncertainty can be identified in order to refine analyses. For long migration times and controlled conditions of temperature the affinity of the migrant to the food can be the major factor determining the variability in the migration values (more than 70% of variance). In situations where both the time of consumption and temperature can vary, these factors can be responsible, respectively, for more than 60% and 20% of the variance in the migration estimates. The approach presented can be used with databases from consumption surveys to yield a true probabilistic estimate of exposure.
Parallel computing for probabilistic fatigue analysis
NASA Technical Reports Server (NTRS)
Sues, Robert H.; Lua, Yuan J.; Smith, Mark D.
1993-01-01
This paper presents the results of Phase I research to investigate the most effective parallel processing software strategies and hardware configurations for probabilistic structural analysis. We investigate the efficiency of both shared and distributed-memory architectures via a probabilistic fatigue life analysis problem. We also present a parallel programming approach, the virtual shared-memory paradigm, that is applicable across both types of hardware. Using this approach, problems can be solved on a variety of parallel configurations, including networks of single or multiprocessor workstations. We conclude that it is possible to effectively parallelize probabilistic fatigue analysis codes; however, special strategies will be needed to achieve large-scale parallelism to keep large number of processors busy and to treat problems with the large memory requirements encountered in practice. We also conclude that distributed-memory architecture is preferable to shared-memory for achieving large scale parallelism; however, in the future, the currently emerging hybrid-memory architectures will likely be optimal.
Probabilistic structural analysis methods for space transportation propulsion systems
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Moore, N.; Anis, C.; Newell, J.; Nagpal, V.; Singhal, S.
1991-01-01
Information on probabilistic structural analysis methods for space propulsion systems is given in viewgraph form. Information is given on deterministic certification methods, probability of failure, component response analysis, stress responses for 2nd stage turbine blades, Space Shuttle Main Engine (SSME) structural durability, and program plans. .
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bley, D.C.; Cooper, S.E.; Forester, J.A.
ATHEANA, a second-generation Human Reliability Analysis (HRA) method integrates advances in psychology with engineering, human factors, and Probabilistic Risk Analysis (PRA) disciplines to provide an HRA quantification process and PRA modeling interface that can accommodate and represent human performance in real nuclear power plant events. The method uses the characteristics of serious accidents identified through retrospective analysis of serious operational events to set priorities in a search process for significant human failure events, unsafe acts, and error-forcing context (unfavorable plant conditions combined with negative performance-shaping factors). ATHEANA has been tested in a demonstration project at an operating pressurized water reactor.
Non-unitary probabilistic quantum computing
NASA Technical Reports Server (NTRS)
Gingrich, Robert M.; Williams, Colin P.
2004-01-01
We present a method for designing quantum circuits that perform non-unitary quantum computations on n-qubit states probabilistically, and give analytic expressions for the success probability and fidelity.
Zhang, Miaomiao; Wells, William M; Golland, Polina
2017-10-01
We present an efficient probabilistic model of anatomical variability in a linear space of initial velocities of diffeomorphic transformations and demonstrate its benefits in clinical studies of brain anatomy. To overcome the computational challenges of the high dimensional deformation-based descriptors, we develop a latent variable model for principal geodesic analysis (PGA) based on a low dimensional shape descriptor that effectively captures the intrinsic variability in a population. We define a novel shape prior that explicitly represents principal modes as a multivariate complex Gaussian distribution on the initial velocities in a bandlimited space. We demonstrate the performance of our model on a set of 3D brain MRI scans from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database. Our model yields a more compact representation of group variation at substantially lower computational cost than the state-of-the-art method such as tangent space PCA (TPCA) and probabilistic principal geodesic analysis (PPGA) that operate in the high dimensional image space. Copyright © 2017 Elsevier B.V. All rights reserved.
Probabilistic Analysis and Density Parameter Estimation Within Nessus
NASA Astrophysics Data System (ADS)
Godines, Cody R.; Manteufel, Randall D.
2002-12-01
This NASA educational grant has the goal of promoting probabilistic analysis methods to undergraduate and graduate UTSA engineering students. Two undergraduate-level and one graduate-level course were offered at UTSA providing a large number of students exposure to and experience in probabilistic techniques. The grant provided two research engineers from Southwest Research Institute the opportunity to teach these courses at UTSA, thereby exposing a large number of students to practical applications of probabilistic methods and state-of-the-art computational methods. In classroom activities, students were introduced to the NESSUS computer program, which embodies many algorithms in probabilistic simulation and reliability analysis. Because the NESSUS program is used at UTSA in both student research projects and selected courses, a student version of a NESSUS manual has been revised and improved, with additional example problems being added to expand the scope of the example application problems. This report documents two research accomplishments in the integration of a new sampling algorithm into NESSUS and in the testing of the new algorithm. The new Latin Hypercube Sampling (LHS) subroutines use the latest NESSUS input file format and specific files for writing output. The LHS subroutines are called out early in the program so that no unnecessary calculations are performed. Proper correlation between sets of multidimensional coordinates can be obtained by using NESSUS' LHS capabilities. Finally, two types of correlation are written to the appropriate output file. The program enhancement was tested by repeatedly estimating the mean, standard deviation, and 99th percentile of four different responses using Monte Carlo (MC) and LHS. These test cases, put forth by the Society of Automotive Engineers, are used to compare probabilistic methods. For all test cases, it is shown that LHS has a lower estimation error than MC when used to estimate the mean, standard deviation, and 99th percentile of the four responses at the 50 percent confidence level and using the same number of response evaluations for each method. In addition, LHS requires fewer calculations than MC in order to be 99.7 percent confident that a single mean, standard deviation, or 99th percentile estimate will be within at most 3 percent of the true value of the each parameter. Again, this is shown for all of the test cases studied. For that reason it can be said that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ; furthermore, the newest LHS module is a valuable new enhancement of the program.
Probabilistic Analysis and Density Parameter Estimation Within Nessus
NASA Technical Reports Server (NTRS)
Godines, Cody R.; Manteufel, Randall D.; Chamis, Christos C. (Technical Monitor)
2002-01-01
This NASA educational grant has the goal of promoting probabilistic analysis methods to undergraduate and graduate UTSA engineering students. Two undergraduate-level and one graduate-level course were offered at UTSA providing a large number of students exposure to and experience in probabilistic techniques. The grant provided two research engineers from Southwest Research Institute the opportunity to teach these courses at UTSA, thereby exposing a large number of students to practical applications of probabilistic methods and state-of-the-art computational methods. In classroom activities, students were introduced to the NESSUS computer program, which embodies many algorithms in probabilistic simulation and reliability analysis. Because the NESSUS program is used at UTSA in both student research projects and selected courses, a student version of a NESSUS manual has been revised and improved, with additional example problems being added to expand the scope of the example application problems. This report documents two research accomplishments in the integration of a new sampling algorithm into NESSUS and in the testing of the new algorithm. The new Latin Hypercube Sampling (LHS) subroutines use the latest NESSUS input file format and specific files for writing output. The LHS subroutines are called out early in the program so that no unnecessary calculations are performed. Proper correlation between sets of multidimensional coordinates can be obtained by using NESSUS' LHS capabilities. Finally, two types of correlation are written to the appropriate output file. The program enhancement was tested by repeatedly estimating the mean, standard deviation, and 99th percentile of four different responses using Monte Carlo (MC) and LHS. These test cases, put forth by the Society of Automotive Engineers, are used to compare probabilistic methods. For all test cases, it is shown that LHS has a lower estimation error than MC when used to estimate the mean, standard deviation, and 99th percentile of the four responses at the 50 percent confidence level and using the same number of response evaluations for each method. In addition, LHS requires fewer calculations than MC in order to be 99.7 percent confident that a single mean, standard deviation, or 99th percentile estimate will be within at most 3 percent of the true value of the each parameter. Again, this is shown for all of the test cases studied. For that reason it can be said that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ; furthermore, the newest LHS module is a valuable new enhancement of the program.
Probabilistic Prediction of Lifetimes of Ceramic Parts
NASA Technical Reports Server (NTRS)
Nemeth, Noel N.; Gyekenyesi, John P.; Jadaan, Osama M.; Palfi, Tamas; Powers, Lynn; Reh, Stefan; Baker, Eric H.
2006-01-01
ANSYS/CARES/PDS is a software system that combines the ANSYS Probabilistic Design System (PDS) software with a modified version of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) Version 6.0 software. [A prior version of CARES/Life was reported in Program for Evaluation of Reliability of Ceramic Parts (LEW-16018), NASA Tech Briefs, Vol. 20, No. 3 (March 1996), page 28.] CARES/Life models effects of stochastic strength, slow crack growth, and stress distribution on the overall reliability of a ceramic component. The essence of the enhancement in CARES/Life 6.0 is the capability to predict the probability of failure using results from transient finite-element analysis. ANSYS PDS models the effects of uncertainty in material properties, dimensions, and loading on the stress distribution and deformation. ANSYS/CARES/PDS accounts for the effects of probabilistic strength, probabilistic loads, probabilistic material properties, and probabilistic tolerances on the lifetime and reliability of the component. Even failure probability becomes a stochastic quantity that can be tracked as a response variable. ANSYS/CARES/PDS enables tracking of all stochastic quantities in the design space, thereby enabling more precise probabilistic prediction of lifetimes of ceramic components.
Accounting for Uncertainties in Strengths of SiC MEMS Parts
NASA Technical Reports Server (NTRS)
Nemeth, Noel; Evans, Laura; Beheim, Glen; Trapp, Mark; Jadaan, Osama; Sharpe, William N., Jr.
2007-01-01
A methodology has been devised for accounting for uncertainties in the strengths of silicon carbide structural components of microelectromechanical systems (MEMS). The methodology enables prediction of the probabilistic strengths of complexly shaped MEMS parts using data from tests of simple specimens. This methodology is intended to serve as a part of a rational basis for designing SiC MEMS, supplementing methodologies that have been borrowed from the art of designing macroscopic brittle material structures. The need for this or a similar methodology arises as a consequence of the fundamental nature of MEMS and the brittle silicon-based materials of which they are typically fabricated. When tested to fracture, MEMS and structural components thereof show wide part-to-part scatter in strength. The methodology involves the use of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) software in conjunction with the ANSYS Probabilistic Design System (PDS) software to simulate or predict the strength responses of brittle material components while simultaneously accounting for the effects of variability of geometrical features on the strength responses. As such, the methodology involves the use of an extended version of the ANSYS/CARES/PDS software system described in Probabilistic Prediction of Lifetimes of Ceramic Parts (LEW-17682-1/4-1), Software Tech Briefs supplement to NASA Tech Briefs, Vol. 30, No. 9 (September 2006), page 10. The ANSYS PDS software enables the ANSYS finite-element-analysis program to account for uncertainty in the design-and analysis process. The ANSYS PDS software accounts for uncertainty in material properties, dimensions, and loading by assigning probabilistic distributions to user-specified model parameters and performing simulations using various sampling techniques.
Probabilistic structural analysis methods for improving Space Shuttle engine reliability
NASA Technical Reports Server (NTRS)
Boyce, L.
1989-01-01
Probabilistic structural analysis methods are particularly useful in the design and analysis of critical structural components and systems that operate in very severe and uncertain environments. These methods have recently found application in space propulsion systems to improve the structural reliability of Space Shuttle Main Engine (SSME) components. A computer program, NESSUS, based on a deterministic finite-element program and a method of probabilistic analysis (fast probability integration) provides probabilistic structural analysis for selected SSME components. While computationally efficient, it considers both correlated and nonnormal random variables as well as an implicit functional relationship between independent and dependent variables. The program is used to determine the response of a nickel-based superalloy SSME turbopump blade. Results include blade tip displacement statistics due to the variability in blade thickness, modulus of elasticity, Poisson's ratio or density. Modulus of elasticity significantly contributed to blade tip variability while Poisson's ratio did not. Thus, a rational method for choosing parameters to be modeled as random is provided.
Probabilistic Risk Assessment (PRA): A Practical and Cost Effective Approach
NASA Technical Reports Server (NTRS)
Lee, Lydia L.; Ingegneri, Antonino J.; Djam, Melody
2006-01-01
The Lunar Reconnaissance Orbiter (LRO) is the first mission of the Robotic Lunar Exploration Program (RLEP), a space exploration venture to the Moon, Mars and beyond. The LRO mission includes spacecraft developed by NASA Goddard Space Flight Center (GSFC) and seven instruments built by GSFC, Russia, and contractors across the nation. LRO is defined as a measurement mission, not a science mission. It emphasizes the overall objectives of obtaining data to facilitate returning mankind safely to the Moon in preparation for an eventual manned mission to Mars. As the first mission in response to the President's commitment of the journey of exploring the solar system and beyond: returning to the Moon in the next decade, then venturing further into the solar system, ultimately sending humans to Mars and beyond, LRO has high-visibility to the public but limited resources and a tight schedule. This paper demonstrates how NASA's Lunar Reconnaissance Orbiter Mission project office incorporated reliability analyses in assessing risks and performing design tradeoffs to ensure mission success. Risk assessment is performed using NASA Procedural Requirements (NPR) 8705.5 - Probabilistic Risk Assessment (PRA) Procedures for NASA Programs and Projects to formulate probabilistic risk assessment (PRA). As required, a limited scope PRA is being performed for the LRO project. The PRA is used to optimize the mission design within mandated budget, manpower, and schedule constraints. The technique that LRO project office uses to perform PRA relies on the application of a component failure database to quantify the potential mission success risks. To ensure mission success in an efficient manner, low cost and tight schedule, the traditional reliability analyses, such as reliability predictions, Failure Modes and Effects Analysis (FMEA), and Fault Tree Analysis (FTA), are used to perform PRA for the large system of LRO with more than 14,000 piece parts and over 120 purchased or contractor built components.
Dura-Bernal, Salvador; Garreau, Guillaume; Georgiou, Julius; Andreou, Andreas G; Denham, Susan L; Wennekers, Thomas
2013-10-01
The ability to recognize the behavior of individuals is of great interest in the general field of safety (e.g. building security, crowd control, transport analysis, independent living for the elderly). Here we report a new real-time acoustic system for human action and behavior recognition that integrates passive audio and active micro-Doppler sonar signatures over multiple time scales. The system architecture is based on a six-layer convolutional neural network, trained and evaluated using a dataset of 10 subjects performing seven different behaviors. Probabilistic combination of system output through time for each modality separately yields 94% (passive audio) and 91% (micro-Doppler sonar) correct behavior classification; probabilistic multimodal integration increases classification performance to 98%. This study supports the efficacy of micro-Doppler sonar systems in characterizing human actions, which can then be efficiently classified using ConvNets. It also demonstrates that the integration of multiple sources of acoustic information can significantly improve the system's performance.
Reduced order models for assessing CO 2 impacts in shallow unconfined aquifers
Keating, Elizabeth H.; Harp, Dylan H.; Dai, Zhenxue; ...
2016-01-28
Risk assessment studies of potential CO 2 sequestration projects consider many factors, including the possibility of brine and/or CO 2 leakage from the storage reservoir. Detailed multiphase reactive transport simulations have been developed to predict the impact of such leaks on shallow groundwater quality; however, these simulations are computationally expensive and thus difficult to directly embed in a probabilistic risk assessment analysis. Here we present a process for developing computationally fast reduced-order models which emulate key features of the more detailed reactive transport simulations. A large ensemble of simulations that take into account uncertainty in aquifer characteristics and CO 2/brinemore » leakage scenarios were performed. Twelve simulation outputs of interest were used to develop response surfaces (RSs) using a MARS (multivariate adaptive regression splines) algorithm (Milborrow, 2015). A key part of this study is to compare different measures of ROM accuracy. We then show that for some computed outputs, MARS performs very well in matching the simulation data. The capability of the RS to predict simulation outputs for parameter combinations not used in RS development was tested using cross-validation. Again, for some outputs, these results were quite good. For other outputs, however, the method performs relatively poorly. Performance was best for predicting the volume of depressed-pH-plumes, and was relatively poor for predicting organic and trace metal plume volumes. We believe several factors, including the non-linearity of the problem, complexity of the geochemistry, and granularity in the simulation results, contribute to this varied performance. The reduced order models were developed principally to be used in probabilistic performance analysis where a large range of scenarios are considered and ensemble performance is calculated. We demonstrate that they effectively predict the ensemble behavior. But, the performance of the RSs is much less accurate when used to predict time-varying outputs from a single simulation. If an analysis requires only a small number of scenarios to be investigated, computationally expensive physics-based simulations would likely provide more reliable results. Finally, if the aggregate behavior of a large number of realizations is the focus, as will be the case in probabilistic quantitative risk assessment, the methodology presented here is relatively robust.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, S.; Toll, J.; Cothern, K.
1995-12-31
The authors have performed robust sensitivity studies of the physico-chemical Hudson River PCB model PCHEPM to identify the parameters and process uncertainties contributing the most to uncertainty in predictions of water column and sediment PCB concentrations, over the time period 1977--1991 in one segment of the lower Hudson River. The term ``robust sensitivity studies`` refers to the use of several sensitivity analysis techniques to obtain a more accurate depiction of the relative importance of different sources of uncertainty. Local sensitivity analysis provided data on the sensitivity of PCB concentration estimates to small perturbations in nominal parameter values. Range sensitivity analysismore » provided information about the magnitude of prediction uncertainty associated with each input uncertainty. Rank correlation analysis indicated which parameters had the most dominant influence on model predictions. Factorial analysis identified important interactions among model parameters. Finally, term analysis looked at the aggregate influence of combinations of parameters representing physico-chemical processes. The authors scored the results of the local and range sensitivity and rank correlation analyses. The authors considered parameters that scored high on two of the three analyses to be important contributors to PCB concentration prediction uncertainty, and treated them probabilistically in simulations. They also treated probabilistically parameters identified in the factorial analysis as interacting with important parameters. The authors used the term analysis to better understand how uncertain parameters were influencing the PCB concentration predictions. The importance analysis allowed us to reduce the number of parameters to be modeled probabilistically from 16 to 5. This reduced the computational complexity of Monte Carlo simulations, and more importantly, provided a more lucid depiction of prediction uncertainty and its causes.« less
Statistical modelling of networked human-automation performance using working memory capacity.
Ahmed, Nisar; de Visser, Ewart; Shaw, Tyler; Mohamed-Ameen, Amira; Campbell, Mark; Parasuraman, Raja
2014-01-01
This study examines the challenging problem of modelling the interaction between individual attentional limitations and decision-making performance in networked human-automation system tasks. Analysis of real experimental data from a task involving networked supervision of multiple unmanned aerial vehicles by human participants shows that both task load and network message quality affect performance, but that these effects are modulated by individual differences in working memory (WM) capacity. These insights were used to assess three statistical approaches for modelling and making predictions with real experimental networked supervisory performance data: classical linear regression, non-parametric Gaussian processes and probabilistic Bayesian networks. It is shown that each of these approaches can help designers of networked human-automated systems cope with various uncertainties in order to accommodate future users by linking expected operating conditions and performance from real experimental data to observable cognitive traits like WM capacity. Practitioner Summary: Working memory (WM) capacity helps account for inter-individual variability in operator performance in networked unmanned aerial vehicle supervisory tasks. This is useful for reliable performance prediction near experimental conditions via linear models; robust statistical prediction beyond experimental conditions via Gaussian process models and probabilistic inference about unknown task conditions/WM capacities via Bayesian network models.
Optimal decision-making in mammals: insights from a robot study of rodent texture discrimination
Lepora, Nathan F.; Fox, Charles W.; Evans, Mathew H.; Diamond, Mathew E.; Gurney, Kevin; Prescott, Tony J.
2012-01-01
Texture perception is studied here in a physical model of the rat whisker system consisting of a robot equipped with a biomimetic vibrissal sensor. Investigations of whisker motion in rodents have led to several explanations for texture discrimination, such as resonance or stick-slips. Meanwhile, electrophysiological studies of decision-making in monkeys have suggested a neural mechanism of evidence accumulation to threshold for competing percepts, described by a probabilistic model of Bayesian sequential analysis. For our robot whisker data, we find that variable reaction-time decision-making with sequential analysis performs better than the fixed response-time maximum-likelihood estimation. These probabilistic classifiers also use whatever available features of the whisker signals aid the discrimination, giving improved performance over a single-feature strategy, such as matching the peak power spectra of whisker vibrations. These results cast new light on how the various proposals for texture discrimination in rodents depend on the whisker contact mechanics and suggest the possibility of a common account of decision-making across mammalian species. PMID:22279155
NASA Technical Reports Server (NTRS)
Borden, C. S.; Schwartz, D. L.
1984-01-01
The purpose of this study is to assess the relative economic potentials of concenrating and two-axis tracking flat-plate photovoltaic arrays for central-station applications in the mid-1990's. Specific objectives of this study are to provide information on concentrator photovoltaic collector probabilistic price and efficiency levels to illustrate critical areas of R&D for concentrator cells and collectors, and to compare concentrator and flat-plate PV price and efficiency alternatives for several locations, based on their implied costs of energy. To deal with the uncertainties surrounding research and development activities in general, a probabilistic assessment of commercially achievable concentrator photovoltaic collector efficiencies and prices (at the factory loading dock) is performed. The results of this projection of concentrator photovoltaic technology are then compared with a previous flat-plate module price analysis (performed early in 1983). To focus this analysis on specific collector alternatives and their implied energy costs for different locations, similar two-axis tracking designs are assumed for both concentrator and flat-plate options.
An approximate methods approach to probabilistic structural analysis
NASA Technical Reports Server (NTRS)
Mcclung, R. C.; Millwater, H. R.; Wu, Y.-T.; Thacker, B. H.; Burnside, O. H.
1989-01-01
A probabilistic structural analysis method (PSAM) is described which makes an approximate calculation of the structural response of a system, including the associated probabilistic distributions, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The method employs the fast probability integration (FPI) algorithm of Wu and Wirsching. Typical solution strategies are illustrated by formulations for a representative critical component chosen from the Space Shuttle Main Engine (SSME) as part of a major NASA-sponsored program on PSAM. Typical results are presented to demonstrate the role of the methodology in engineering design and analysis.
Aircraft Conflict Analysis and Real-Time Conflict Probing Using Probabilistic Trajectory Modeling
NASA Technical Reports Server (NTRS)
Yang, Lee C.; Kuchar, James K.
2000-01-01
Methods for maintaining separation between aircraft in the current airspace system have been built from a foundation of structured routes and evolved procedures. However, as the airspace becomes more congested and the chance of failures or operational error become more problematic, automated conflict alerting systems have been proposed to help provide decision support and to serve as traffic monitoring aids. The problem of conflict detection and resolution has been tackled from a number of different ways, but in this thesis, it is recast as a problem of prediction in the presence of uncertainties. Much of the focus is concentrated on the errors and uncertainties from the working trajectory model used to estimate future aircraft positions. The more accurate the prediction, the more likely an ideal (no false alarms, no missed detections) alerting system can be designed. Additional insights into the problem were brought forth by a review of current operational and developmental approaches found in the literature. An iterative, trial and error approach to threshold design was identified. When examined from a probabilistic perspective, the threshold parameters were found to be a surrogate to probabilistic performance measures. To overcome the limitations in the current iterative design method, a new direct approach is presented where the performance measures are directly computed and used to perform the alerting decisions. The methodology is shown to handle complex encounter situations (3-D, multi-aircraft, multi-intent, with uncertainties) with relative ease. Utilizing a Monte Carlo approach, a method was devised to perform the probabilistic computations in near realtime. Not only does this greatly increase the method's potential as an analytical tool, but it also opens up the possibility for use as a real-time conflict alerting probe. A prototype alerting logic was developed and has been utilized in several NASA Ames Research Center experimental studies.
Weakly Supervised Dictionary Learning
NASA Astrophysics Data System (ADS)
You, Zeyu; Raich, Raviv; Fern, Xiaoli Z.; Kim, Jinsub
2018-05-01
We present a probabilistic modeling and inference framework for discriminative analysis dictionary learning under a weak supervision setting. Dictionary learning approaches have been widely used for tasks such as low-level signal denoising and restoration as well as high-level classification tasks, which can be applied to audio and image analysis. Synthesis dictionary learning aims at jointly learning a dictionary and corresponding sparse coefficients to provide accurate data representation. This approach is useful for denoising and signal restoration, but may lead to sub-optimal classification performance. By contrast, analysis dictionary learning provides a transform that maps data to a sparse discriminative representation suitable for classification. We consider the problem of analysis dictionary learning for time-series data under a weak supervision setting in which signals are assigned with a global label instead of an instantaneous label signal. We propose a discriminative probabilistic model that incorporates both label information and sparsity constraints on the underlying latent instantaneous label signal using cardinality control. We present the expectation maximization (EM) procedure for maximum likelihood estimation (MLE) of the proposed model. To facilitate a computationally efficient E-step, we propose both a chain and a novel tree graph reformulation of the graphical model. The performance of the proposed model is demonstrated on both synthetic and real-world data.
Probabilistic reasoning in data analysis.
Sirovich, Lawrence
2011-09-20
This Teaching Resource provides lecture notes, slides, and a student assignment for a lecture on probabilistic reasoning in the analysis of biological data. General probabilistic frameworks are introduced, and a number of standard probability distributions are described using simple intuitive ideas. Particular attention is focused on random arrivals that are independent of prior history (Markovian events), with an emphasis on waiting times, Poisson processes, and Poisson probability distributions. The use of these various probability distributions is applied to biomedical problems, including several classic experimental studies.
Probabilistic numerics and uncertainty in computations
Hennig, Philipp; Osborne, Michael A.; Girolami, Mark
2015-01-01
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations. PMID:26346321
Probabilistic numerics and uncertainty in computations.
Hennig, Philipp; Osborne, Michael A; Girolami, Mark
2015-07-08
We deliver a call to arms for probabilistic numerical methods : algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.
CARES/Life Software for Designing More Reliable Ceramic Parts
NASA Technical Reports Server (NTRS)
Nemeth, Noel N.; Powers, Lynn M.; Baker, Eric H.
1997-01-01
Products made from advanced ceramics show great promise for revolutionizing aerospace and terrestrial propulsion, and power generation. However, ceramic components are difficult to design because brittle materials in general have widely varying strength values. The CAPES/Life software eases this task by providing a tool to optimize the design and manufacture of brittle material components using probabilistic reliability analysis techniques. Probabilistic component design involves predicting the probability of failure for a thermomechanically loaded component from specimen rupture data. Typically, these experiments are performed using many simple geometry flexural or tensile test specimens. A static, dynamic, or cyclic load is applied to each specimen until fracture. Statistical strength and SCG (fatigue) parameters are then determined from these data. Using these parameters and the results obtained from a finite element analysis, the time-dependent reliability for a complex component geometry and loading is then predicted. Appropriate design changes are made until an acceptable probability of failure has been reached.
NASA Technical Reports Server (NTRS)
Mavris, Dimitri N.; Schutte, Jeff S.
2016-01-01
This report documents work done by the Aerospace Systems Design Lab (ASDL) at the Georgia Institute of Technology, Daniel Guggenheim School of Aerospace Engineering for the National Aeronautics and Space Administration, Aeronautics Research Mission Directorate, Integrated System Research Program, Environmentally Responsible Aviation (ERA) Project. This report was prepared under contract NNL12AA12C, "Application of Deterministic and Probabilistic System Design Methods and Enhancement of Conceptual Design Tools for ERA Project". The research within this report addressed the Environmentally Responsible Aviation (ERA) project goal stated in the NRA solicitation "to advance vehicle concepts and technologies that can simultaneously reduce fuel burn, noise, and emissions." To identify technology and vehicle solutions that simultaneously meet these three metrics requires the use of system-level analysis with the appropriate level of fidelity to quantify feasibility, benefits and degradations, and associated risk. In order to perform the system level analysis, the Environmental Design Space (EDS) [Kirby 2008, Schutte 2012a] environment developed by ASDL was used to model both conventional and unconventional configurations as well as to assess technologies from the ERA and N+2 timeframe portfolios. A well-established system design approach was used to perform aircraft conceptual design studies, including technology trade studies to identify technology portfolios capable of accomplishing the ERA project goal and to obtain accurate tradeoffs between performance, noise, and emissions. The ERA goal, shown in Figure 1, is to simultaneously achieve the N+2 benefits of a cumulative noise margin of 42 EPNdB relative to stage 4, a 75 percent reduction in LTO NOx emissions relative to CAEP 6 and a 50 percent reduction in fuel burn relative to the 2005 best in class aircraft. There were 5 research task associated with this research: 1) identify technology collectors, 2) model technology collectors in EDS, 3) model and assess ERA technologies, 4) LTO and cruise emission prediction, and 5) probabilistic analysis of technology collectors and portfolios.
On the distribution of saliency.
Berengolts, Alexander; Lindenbaum, Michael
2006-12-01
Detecting salient structures is a basic task in perceptual organization. Saliency algorithms typically mark edge-points with some saliency measure, which grows with the length and smoothness of the curve on which these edge-points lie. Here, we propose a modified saliency estimation mechanism that is based on probabilistically specified grouping cues and on curve length distributions. In this framework, the Shashua and Ullman saliency mechanism may be interpreted as a process for detecting the curve with maximal expected length. Generalized types of saliency naturally follow. We propose several specific generalizations (e.g., gray-level-based saliency) and rigorously derive the limitations on generalized saliency types. We then carry out a probabilistic analysis of expected length saliencies. Using ergodicity and asymptotic analysis, we derive the saliency distributions associated with the main curves and with the rest of the image. We then extend this analysis to finite-length curves. Using the derived distributions, we derive the optimal threshold on the saliency for discriminating between figure and background and bound the saliency-based figure-from-ground performance.
Neo-Deterministic and Probabilistic Seismic Hazard Assessments: a Comparative Analysis
NASA Astrophysics Data System (ADS)
Peresan, Antonella; Magrin, Andrea; Nekrasova, Anastasia; Kossobokov, Vladimir; Panza, Giuliano F.
2016-04-01
Objective testing is the key issue towards any reliable seismic hazard assessment (SHA). Different earthquake hazard maps must demonstrate their capability in anticipating ground shaking from future strong earthquakes before an appropriate use for different purposes - such as engineering design, insurance, and emergency management. Quantitative assessment of maps performances is an essential step also in scientific process of their revision and possible improvement. Cross-checking of probabilistic models with available observations and independent physics based models is recognized as major validation procedure. The existing maps from the classical probabilistic seismic hazard analysis (PSHA), as well as those from the neo-deterministic analysis (NDSHA), which have been already developed for several regions worldwide (including Italy, India and North Africa), are considered to exemplify the possibilities of the cross-comparative analysis in spotting out limits and advantages of different methods. Where the data permit, a comparative analysis versus the documented seismic activity observed in reality is carried out, showing how available observations about past earthquakes can contribute to assess performances of the different methods. Neo-deterministic refers to a scenario-based approach, which allows for consideration of a wide range of possible earthquake sources as the starting point for scenarios constructed via full waveforms modeling. The method does not make use of empirical attenuation models (i.e. Ground Motion Prediction Equations, GMPE) and naturally supplies realistic time series of ground shaking (i.e. complete synthetic seismograms), readily applicable to complete engineering analysis and other mitigation actions. The standard NDSHA maps provide reliable envelope estimates of maximum seismic ground motion from a wide set of possible scenario earthquakes, including the largest deterministically or historically defined credible earthquake. In addition, the flexibility of NDSHA allows for generation of ground shaking maps at specified long-term return times, which may permit a straightforward comparison between NDSHA and PSHA maps in terms of average rates of exceedance for specified time windows. The comparison of NDSHA and PSHA maps, particularly for very long recurrence times, may indicate to what extent probabilistic ground shaking estimates are consistent with those from physical models of seismic waves propagation. A systematic comparison over the territory of Italy is carried out exploiting the uniqueness of the Italian earthquake catalogue, a data set covering more than a millennium (a time interval about ten times longer than that available in most of the regions worldwide) with a satisfactory completeness level for M>5, which warrants the results of analysis. By analysing in some detail seismicity in the Vrancea region, we show that well constrained macroseismic field information for individual earthquakes may provide useful information about the reliability of ground shaking estimates. Finally, in order to generalise observations, the comparative analysis is extended to further regions where both standard NDSHA and PSHA maps are available (e.g. State of Gujarat, India). The final Global Seismic Hazard Assessment Program (GSHAP) results and the most recent version of Seismic Hazard Harmonization in Europe (SHARE) project maps, along with other national scale probabilistic maps, all obtained by PSHA, are considered for this comparative analysis.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Peace, Gerald; Goering, Timothy James; Miller, Mark Laverne
2007-01-01
A probabilistic performance assessment has been conducted to evaluate the fate and transport of radionuclides (americium-241, cesium-137, cobalt-60, plutonium-238, plutonium-239, radium-226, radon-222, strontium-90, thorium-232, tritium, uranium-238), heavy metals (lead and cadmium), and volatile organic compounds (VOCs) at the Mixed Waste Landfill (MWL). Probabilistic analyses were performed to quantify uncertainties inherent in the system and models for a 1,000-year period, and sensitivity analyses were performed to identify parameters and processes that were most important to the simulated performance metrics. Comparisons between simulated results and measured values at the MWL were made to gain confidence in the models and perform calibrations whenmore » data were available. In addition, long-term monitoring requirements and triggers were recommended based on the results of the quantified uncertainty and sensitivity analyses.« less
Probabilistic Simulation of Stress Concentration in Composite Laminates
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Murthy, P. L. N.; Liaw, D. G.
1994-01-01
A computational methodology is described to probabilistically simulate the stress concentration factors (SCF's) in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties, whereas the finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate SCF's, such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using is to simulate the SCF's in three different composite laminates. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the SCF's are influenced by local stiffness variables, by load eccentricities, and by initial stress fields.
Maximizing Statistical Power When Verifying Probabilistic Forecasts of Hydrometeorological Events
NASA Astrophysics Data System (ADS)
DeChant, C. M.; Moradkhani, H.
2014-12-01
Hydrometeorological events (i.e. floods, droughts, precipitation) are increasingly being forecasted probabilistically, owing to the uncertainties in the underlying causes of the phenomenon. In these forecasts, the probability of the event, over some lead time, is estimated based on some model simulations or predictive indicators. By issuing probabilistic forecasts, agencies may communicate the uncertainty in the event occurring. Assuming that the assigned probability of the event is correct, which is referred to as a reliable forecast, the end user may perform some risk management based on the potential damages resulting from the event. Alternatively, an unreliable forecast may give false impressions of the actual risk, leading to improper decision making when protecting resources from extreme events. Due to this requisite for reliable forecasts to perform effective risk management, this study takes a renewed look at reliability assessment in event forecasts. Illustrative experiments will be presented, showing deficiencies in the commonly available approaches (Brier Score, Reliability Diagram). Overall, it is shown that the conventional reliability assessment techniques do not maximize the ability to distinguish between a reliable and unreliable forecast. In this regard, a theoretical formulation of the probabilistic event forecast verification framework will be presented. From this analysis, hypothesis testing with the Poisson-Binomial distribution is the most exact model available for the verification framework, and therefore maximizes one's ability to distinguish between a reliable and unreliable forecast. Application of this verification system was also examined within a real forecasting case study, highlighting the additional statistical power provided with the use of the Poisson-Binomial distribution.
A computational framework to empower probabilistic protein design
Fromer, Menachem; Yanover, Chen
2008-01-01
Motivation: The task of engineering a protein to perform a target biological function is known as protein design. A commonly used paradigm casts this functional design problem as a structural one, assuming a fixed backbone. In probabilistic protein design, positional amino acid probabilities are used to create a random library of sequences to be simultaneously screened for biological activity. Clearly, certain choices of probability distributions will be more successful in yielding functional sequences. However, since the number of sequences is exponential in protein length, computational optimization of the distribution is difficult. Results: In this paper, we develop a computational framework for probabilistic protein design following the structural paradigm. We formulate the distribution of sequences for a structure using the Boltzmann distribution over their free energies. The corresponding probabilistic graphical model is constructed, and we apply belief propagation (BP) to calculate marginal amino acid probabilities. We test this method on a large structural dataset and demonstrate the superiority of BP over previous methods. Nevertheless, since the results obtained by BP are far from optimal, we thoroughly assess the paradigm using high-quality experimental data. We demonstrate that, for small scale sub-problems, BP attains identical results to those produced by exact inference on the paradigmatic model. However, quantitative analysis shows that the distributions predicted significantly differ from the experimental data. These findings, along with the excellent performance we observed using BP on the smaller problems, suggest potential shortcomings of the paradigm. We conclude with a discussion of how it may be improved in the future. Contact: fromer@cs.huji.ac.il PMID:18586717
The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments
NASA Astrophysics Data System (ADS)
Chen, Fajing; Jiao, Meiyan; Chen, Jing
2013-04-01
Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.
Commercialization of NESSUS: Status
NASA Technical Reports Server (NTRS)
Thacker, Ben H.; Millwater, Harry R.
1991-01-01
A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.
Rocket engine system reliability analyses using probabilistic and fuzzy logic techniques
NASA Technical Reports Server (NTRS)
Hardy, Terry L.; Rapp, Douglas C.
1994-01-01
The reliability of rocket engine systems was analyzed by using probabilistic and fuzzy logic techniques. Fault trees were developed for integrated modular engine (IME) and discrete engine systems, and then were used with the two techniques to quantify reliability. The IRRAS (Integrated Reliability and Risk Analysis System) computer code, developed for the U.S. Nuclear Regulatory Commission, was used for the probabilistic analyses, and FUZZYFTA (Fuzzy Fault Tree Analysis), a code developed at NASA Lewis Research Center, was used for the fuzzy logic analyses. Although both techniques provided estimates of the reliability of the IME and discrete systems, probabilistic techniques emphasized uncertainty resulting from randomness in the system whereas fuzzy logic techniques emphasized uncertainty resulting from vagueness in the system. Because uncertainty can have both random and vague components, both techniques were found to be useful tools in the analysis of rocket engine system reliability.
NASA Astrophysics Data System (ADS)
Kaźmierczak, Bartosz; Wartalska, Katarzyna; Wdowikowski, Marcin; Kotowski, Andrzej
2017-11-01
Modern scientific research in the area of heavy rainfall analysis regarding to the sewerage design indicates the need to develop and use probabilistic rain models. One of the issues that remains to be resolved is the length of the shortest amount of rain to be analyzed. It is commonly believed that the best time is 5 minutes, while the least rain duration measured by the national services is often 10 or even 15 minutes. Main aim of this paper is to present the difference between probabilistic rainfall models results given from rainfall time series including and excluding 5 minutes rainfall duration. Analysis were made for long-time period from 1961-2010 on polish meteorological station Legnica. To develop best fitted to measurement rainfall data probabilistic model 4 probabilistic distributions were used. Results clearly indicates that models including 5 minutes rainfall duration remains more appropriate to use.
Time Alignment as a Necessary Step in the Analysis of Sleep Probabilistic Curves
NASA Astrophysics Data System (ADS)
Rošt'áková, Zuzana; Rosipal, Roman
2018-02-01
Sleep can be characterised as a dynamic process that has a finite set of sleep stages during the night. The standard Rechtschaffen and Kales sleep model produces discrete representation of sleep and does not take into account its dynamic structure. In contrast, the continuous sleep representation provided by the probabilistic sleep model accounts for the dynamics of the sleep process. However, analysis of the sleep probabilistic curves is problematic when time misalignment is present. In this study, we highlight the necessity of curve synchronisation before further analysis. Original and in time aligned sleep probabilistic curves were transformed into a finite dimensional vector space, and their ability to predict subjects' age or daily measures is evaluated. We conclude that curve alignment significantly improves the prediction of the daily measures, especially in the case of the S2-related sleep states or slow wave sleep.
Probabilistic classifiers with high-dimensional data
Kim, Kyung In; Simon, Richard
2011-01-01
For medical classification problems, it is often desirable to have a probability associated with each class. Probabilistic classifiers have received relatively little attention for small n large p classification problems despite of their importance in medical decision making. In this paper, we introduce 2 criteria for assessment of probabilistic classifiers: well-calibratedness and refinement and develop corresponding evaluation measures. We evaluated several published high-dimensional probabilistic classifiers and developed 2 extensions of the Bayesian compound covariate classifier. Based on simulation studies and analysis of gene expression microarray data, we found that proper probabilistic classification is more difficult than deterministic classification. It is important to ensure that a probabilistic classifier is well calibrated or at least not “anticonservative” using the methods developed here. We provide this evaluation for several probabilistic classifiers and also evaluate their refinement as a function of sample size under weak and strong signal conditions. We also present a cross-validation method for evaluating the calibration and refinement of any probabilistic classifier on any data set. PMID:21087946
NASA Astrophysics Data System (ADS)
Haris, A.; Nafian, M.; Riyanto, A.
2017-07-01
Danish North Sea Fields consist of several formations (Ekofisk, Tor, and Cromer Knoll) that was started from the age of Paleocene to Miocene. In this study, the integration of seismic and well log data set is carried out to determine the chalk sand distribution in the Danish North Sea field. The integration of seismic and well log data set is performed by using the seismic inversion analysis and seismic multi-attribute. The seismic inversion algorithm, which is used to derive acoustic impedance (AI), is model-based technique. The derived AI is then used as external attributes for the input of multi-attribute analysis. Moreover, the multi-attribute analysis is used to generate the linear and non-linear transformation of among well log properties. In the case of the linear model, selected transformation is conducted by weighting step-wise linear regression (SWR), while for the non-linear model is performed by using probabilistic neural networks (PNN). The estimated porosity, which is resulted by PNN shows better suited to the well log data compared with the results of SWR. This result can be understood since PNN perform non-linear regression so that the relationship between the attribute data and predicted log data can be optimized. The distribution of chalk sand has been successfully identified and characterized by porosity value ranging from 23% up to 30%.
NASA Technical Reports Server (NTRS)
Bast, Callie Corinne Scheidt
1994-01-01
This thesis presents the on-going development of methodology for a probabilistic material strength degradation model. The probabilistic model, in the form of a postulated randomized multifactor equation, provides for quantification of uncertainty in the lifetime material strength of aerospace propulsion system components subjected to a number of diverse random effects. This model is embodied in the computer program entitled PROMISS, which can include up to eighteen different effects. Presently, the model includes four effects that typically reduce lifetime strength: high temperature, mechanical fatigue, creep, and thermal fatigue. Statistical analysis was conducted on experimental Inconel 718 data obtained from the open literature. This analysis provided regression parameters for use as the model's empirical material constants, thus calibrating the model specifically for Inconel 718. Model calibration was carried out for four variables, namely, high temperature, mechanical fatigue, creep, and thermal fatigue. Methodology to estimate standard deviations of these material constants for input into the probabilistic material strength model was developed. Using the current version of PROMISS, entitled PROMISS93, a sensitivity study for the combined effects of mechanical fatigue, creep, and thermal fatigue was performed. Results, in the form of cumulative distribution functions, illustrated the sensitivity of lifetime strength to any current value of an effect. In addition, verification studies comparing a combination of mechanical fatigue and high temperature effects by model to the combination by experiment were conducted. Thus, for Inconel 718, the basic model assumption of independence between effects was evaluated. Results from this limited verification study strongly supported this assumption.
Probabilistic Structural Analysis of SSME Turbopump Blades: Probabilistic Geometry Effects
NASA Technical Reports Server (NTRS)
Nagpal, V. K.
1985-01-01
A probabilistic study was initiated to evaluate the precisions of the geometric and material properties tolerances on the structural response of turbopump blades. To complete this study, a number of important probabilistic variables were identified which are conceived to affect the structural response of the blade. In addition, a methodology was developed to statistically quantify the influence of these probabilistic variables in an optimized way. The identified variables include random geometric and material properties perturbations, different loadings and a probabilistic combination of these loadings. Influences of these probabilistic variables are planned to be quantified by evaluating the blade structural response. Studies of the geometric perturbations were conducted for a flat plate geometry as well as for a space shuttle main engine blade geometry using a special purpose code which uses the finite element approach. Analyses indicate that the variances of the perturbations about given mean values have significant influence on the response.
Application of Probability Methods to Assess Crash Modeling Uncertainty
NASA Technical Reports Server (NTRS)
Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.
2003-01-01
Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.
Application of Probability Methods to Assess Crash Modeling Uncertainty
NASA Technical Reports Server (NTRS)
Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.
2007-01-01
Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.
Federal Register 2010, 2011, 2012, 2013, 2014
2010-04-09
... Role of Risk Analysis in Decision-Making AGENCY: Environmental Protection Agency (EPA). ACTION: Notice... documents entitled, ``Using Probabilistic Methods to Enhance the Role of Risk Analysis in Decision- Making... Probabilistic Methods to Enhance the Role of Risk Analysis in Decision-Making, with Case Study Examples'' and...
ProbCD: enrichment analysis accounting for categorization uncertainty.
Vêncio, Ricardo Z N; Shmulevich, Ilya
2007-10-12
As in many other areas of science, systems biology makes extensive use of statistical association and significance estimates in contingency tables, a type of categorical data analysis known in this field as enrichment (also over-representation or enhancement) analysis. In spite of efforts to create probabilistic annotations, especially in the Gene Ontology context, or to deal with uncertainty in high throughput-based datasets, current enrichment methods largely ignore this probabilistic information since they are mainly based on variants of the Fisher Exact Test. We developed an open-source R-based software to deal with probabilistic categorical data analysis, ProbCD, that does not require a static contingency table. The contingency table for the enrichment problem is built using the expectation of a Bernoulli Scheme stochastic process given the categorization probabilities. An on-line interface was created to allow usage by non-programmers and is available at: http://xerad.systemsbiology.net/ProbCD/. We present an analysis framework and software tools to address the issue of uncertainty in categorical data analysis. In particular, concerning the enrichment analysis, ProbCD can accommodate: (i) the stochastic nature of the high-throughput experimental techniques and (ii) probabilistic gene annotation.
2015-06-18
Engineering Effectiveness Survey. CMU/SEI-2012-SR-009. Carnegie Mellon University. November 2012. Field, Andy. Discovering Statistics Using SPSS , 3rd...enough into the survey to begin answering questions on risk practices. All of the data statistical analysis will be performed using SPSS . Prior to...probabilistically using distributions for likelihood and impact. Statistical methods like Monte Carlo can more comprehensively evaluate the cost and
Enhancement of the Probabilistic CEramic Matrix Composite ANalyzer (PCEMCAN) Computer Code
NASA Technical Reports Server (NTRS)
Shah, Ashwin
2000-01-01
This report represents a final technical report for Order No. C-78019-J entitled "Enhancement of the Probabilistic Ceramic Matrix Composite Analyzer (PCEMCAN) Computer Code." The scope of the enhancement relates to including the probabilistic evaluation of the D-Matrix terms in MAT2 and MAT9 material properties card (available in CEMCAN code) for the MSC/NASTRAN. Technical activities performed during the time period of June 1, 1999 through September 3, 1999 have been summarized, and the final version of the enhanced PCEMCAN code and revisions to the User's Manual is delivered along with. Discussions related to the performed activities were made to the NASA Project Manager during the performance period. The enhanced capabilities have been demonstrated using sample problems.
The Probability Heuristics Model of Syllogistic Reasoning.
ERIC Educational Resources Information Center
Chater, Nick; Oaksford, Mike
1999-01-01
Proposes a probability heuristic model for syllogistic reasoning and confirms the rationality of this heuristic by an analysis of the probabilistic validity of syllogistic reasoning that treats logical inference as a limiting case of probabilistic inference. Meta-analysis and two experiments involving 40 adult participants and using generalized…
An Instructional Module on Mokken Scale Analysis
ERIC Educational Resources Information Center
Wind, Stefanie A.
2017-01-01
Mokken scale analysis (MSA) is a probabilistic-nonparametric approach to item response theory (IRT) that can be used to evaluate fundamental measurement properties with less strict assumptions than parametric IRT models. This instructional module provides an introduction to MSA as a probabilistic-nonparametric framework in which to explore…
Milanović, Jovica V
2017-08-13
Future power systems will be significantly different compared with their present states. They will be characterized by an unprecedented mix of a wide range of electricity generation and transmission technologies, as well as responsive and highly flexible demand and storage devices with significant temporal and spatial uncertainty. The importance of probabilistic approaches towards power system stability analysis, as a subsection of power system studies routinely carried out by power system operators, has been highlighted in previous research. However, it may not be feasible (or even possible) to accurately model all of the uncertainties that exist within a power system. This paper describes for the first time an integral approach to probabilistic stability analysis of power systems, including small and large angular stability and frequency stability. It provides guidance for handling uncertainties in power system stability studies and some illustrative examples of the most recent results of probabilistic stability analysis of uncertain power systems.This article is part of the themed issue 'Energy management: flexibility, risk and optimization'. © 2017 The Author(s).
A Probabilistic Approach to Model Update
NASA Technical Reports Server (NTRS)
Horta, Lucas G.; Reaves, Mercedes C.; Voracek, David F.
2001-01-01
Finite element models are often developed for load validation, structural certification, response predictions, and to study alternate design concepts. In rare occasions, models developed with a nominal set of parameters agree with experimental data without the need to update parameter values. Today, model updating is generally heuristic and often performed by a skilled analyst with in-depth understanding of the model assumptions. Parameter uncertainties play a key role in understanding the model update problem and therefore probabilistic analysis tools, developed for reliability and risk analysis, may be used to incorporate uncertainty in the analysis. In this work, probability analysis (PA) tools are used to aid the parameter update task using experimental data and some basic knowledge of potential error sources. Discussed here is the first application of PA tools to update parameters of a finite element model for a composite wing structure. Static deflection data at six locations are used to update five parameters. It is shown that while prediction of individual response values may not be matched identically, the system response is significantly improved with moderate changes in parameter values.
NASA Technical Reports Server (NTRS)
Ryan, Robert S.; Townsend, John S.
1993-01-01
The prospective improvement of probabilistic methods for space program analysis/design entails the further development of theories, codes, and tools which match specific areas of application, the drawing of lessons from previous uses of probability and statistics data bases, the enlargement of data bases (especially in the field of structural failures), and the education of engineers and managers on the advantages of these methods. An evaluation is presently made of the current limitations of probabilistic engineering methods. Recommendations are made for specific applications.
Initial Probabilistic Evaluation of Reactor Pressure Vessel Fracture with Grizzly and Raven
DOE Office of Scientific and Technical Information (OSTI.GOV)
Spencer, Benjamin; Hoffman, William; Sen, Sonat
2015-10-01
The Grizzly code is being developed with the goal of creating a general tool that can be applied to study a variety of degradation mechanisms in nuclear power plant components. The first application of Grizzly has been to study fracture in embrittled reactor pressure vessels (RPVs). Grizzly can be used to model the thermal/mechanical response of an RPV under transient conditions that would be observed in a pressurized thermal shock (PTS) scenario. The global response of the vessel provides boundary conditions for local models of the material in the vicinity of a flaw. Fracture domain integrals are computed to obtainmore » stress intensity factors, which can in turn be used to assess whether a fracture would initiate at a pre-existing flaw. These capabilities have been demonstrated previously. A typical RPV is likely to contain a large population of pre-existing flaws introduced during the manufacturing process. This flaw population is characterized stastistically through probability density functions of the flaw distributions. The use of probabilistic techniques is necessary to assess the likelihood of crack initiation during a transient event. This report documents initial work to perform probabilistic analysis of RPV fracture during a PTS event using a combination of the RAVEN risk analysis code and Grizzly. This work is limited in scope, considering only a single flaw with deterministic geometry, but with uncertainty introduced in the parameters that influence fracture toughness. These results are benchmarked against equivalent models run in the FAVOR code. When fully developed, the RAVEN/Grizzly methodology for modeling probabilistic fracture in RPVs will provide a general capability that can be used to consider a wider variety of vessel and flaw conditions that are difficult to consider with current tools. In addition, this will provide access to advanced probabilistic techniques provided by RAVEN, including adaptive sampling and parallelism, which can dramatically decrease run times.« less
Evaluating bacterial gene-finding HMM structures as probabilistic logic programs.
Mørk, Søren; Holmes, Ian
2012-03-01
Probabilistic logic programming offers a powerful way to describe and evaluate structured statistical models. To investigate the practicality of probabilistic logic programming for structure learning in bioinformatics, we undertook a simplified bacterial gene-finding benchmark in PRISM, a probabilistic dialect of Prolog. We evaluate Hidden Markov Model structures for bacterial protein-coding gene potential, including a simple null model structure, three structures based on existing bacterial gene finders and two novel model structures. We test standard versions as well as ADPH length modeling and three-state versions of the five model structures. The models are all represented as probabilistic logic programs and evaluated using the PRISM machine learning system in terms of statistical information criteria and gene-finding prediction accuracy, in two bacterial genomes. Neither of our implementations of the two currently most used model structures are best performing in terms of statistical information criteria or prediction performances, suggesting that better-fitting models might be achievable. The source code of all PRISM models, data and additional scripts are freely available for download at: http://github.com/somork/codonhmm. Supplementary data are available at Bioinformatics online.
In Situ Distribution Guided Analysis and Visualization of Transonic Jet Engine Simulations.
Dutta, Soumya; Chen, Chun-Ming; Heinlein, Gregory; Shen, Han-Wei; Chen, Jen-Ping
2017-01-01
Study of flow instability in turbine engine compressors is crucial to understand the inception and evolution of engine stall. Aerodynamics experts have been working on detecting the early signs of stall in order to devise novel stall suppression technologies. A state-of-the-art Navier-Stokes based, time-accurate computational fluid dynamics simulator, TURBO, has been developed in NASA to enhance the understanding of flow phenomena undergoing rotating stall. Despite the proven high modeling accuracy of TURBO, the excessive simulation data prohibits post-hoc analysis in both storage and I/O time. To address these issues and allow the expert to perform scalable stall analysis, we have designed an in situ distribution guided stall analysis technique. Our method summarizes statistics of important properties of the simulation data in situ using a probabilistic data modeling scheme. This data summarization enables statistical anomaly detection for flow instability in post analysis, which reveals the spatiotemporal trends of rotating stall for the expert to conceive new hypotheses. Furthermore, the verification of the hypotheses and exploratory visualization using the summarized data are realized using probabilistic visualization techniques such as uncertain isocontouring. Positive feedback from the domain scientist has indicated the efficacy of our system in exploratory stall analysis.
EXPERIENCES WITH USING PROBABILISTIC EXPOSURE ANALYSIS METHODS IN THE U.S. EPA
Over the past decade various Offices and Programs within the U.S. EPA have either initiated or increased the development and application of probabilistic exposure analysis models. These models have been applied to a broad range of research or regulatory problems in EPA, such as e...
Sayers, Adrian; Ben-Shlomo, Yoav; Blom, Ashley W; Steele, Fiona
2016-01-01
Abstract Studies involving the use of probabilistic record linkage are becoming increasingly common. However, the methods underpinning probabilistic record linkage are not widely taught or understood, and therefore these studies can appear to be a ‘black box’ research tool. In this article, we aim to describe the process of probabilistic record linkage through a simple exemplar. We first introduce the concept of deterministic linkage and contrast this with probabilistic linkage. We illustrate each step of the process using a simple exemplar and describe the data structure required to perform a probabilistic linkage. We describe the process of calculating and interpreting matched weights and how to convert matched weights into posterior probabilities of a match using Bayes theorem. We conclude this article with a brief discussion of some of the computational demands of record linkage, how you might assess the quality of your linkage algorithm, and how epidemiologists can maximize the value of their record-linked research using robust record linkage methods. PMID:26686842
NASA Astrophysics Data System (ADS)
Wang, S.; Ancell, B. C.; Huang, G. H.; Baetz, B. W.
2018-03-01
Data assimilation using the ensemble Kalman filter (EnKF) has been increasingly recognized as a promising tool for probabilistic hydrologic predictions. However, little effort has been made to conduct the pre- and post-processing of assimilation experiments, posing a significant challenge in achieving the best performance of hydrologic predictions. This paper presents a unified data assimilation framework for improving the robustness of hydrologic ensemble predictions. Statistical pre-processing of assimilation experiments is conducted through the factorial design and analysis to identify the best EnKF settings with maximized performance. After the data assimilation operation, statistical post-processing analysis is also performed through the factorial polynomial chaos expansion to efficiently address uncertainties in hydrologic predictions, as well as to explicitly reveal potential interactions among model parameters and their contributions to the predictive accuracy. In addition, the Gaussian anamorphosis is used to establish a seamless bridge between data assimilation and uncertainty quantification of hydrologic predictions. Both synthetic and real data assimilation experiments are carried out to demonstrate feasibility and applicability of the proposed methodology in the Guadalupe River basin, Texas. Results suggest that statistical pre- and post-processing of data assimilation experiments provide meaningful insights into the dynamic behavior of hydrologic systems and enhance robustness of hydrologic ensemble predictions.
Probabilistic interpretation of Peelle's pertinent puzzle and its resolution
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hanson, Kenneth M.; Kawano, T.; Talou, P.
2004-01-01
Peelle's Pertinent Puzzle (PPP) states a seemingly plausible set of measurements with their covariance matrix, which produce an implausible answer. To answer the PPP question, we describe a reasonable experimental situation that is consistent with the PPP solution. The confusion surrounding the PPP arises in part because of its imprecise statement, which permits to a variety of interpretations and resulting answers, some of which seem implausible. We emphasize the importance of basing the analysis on an unambiguous probabilistic model that reflects the experimental situation. We present several different models of how the measurements quoted in the PPP problem could bemore » obtained, and interpret their solution in terms of a detailed probabilistic analysis. We suggest a probabilistic approach to handling uncertainties about which model to use.« less
Probabilistic Interpretation of Peelle's Pertinent Puzzle and its Resolution
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hanson, Kenneth M.; Kawano, Toshihiko; Talou, Patrick
2005-05-24
Peelle's Pertinent Puzzle (PPP) states a seemingly plausible set of measurements with their covariance matrix, which produce an implausible answer. To answer the PPP question, we describe a reasonable experimental situation that is consistent with the PPP solution. The confusion surrounding the PPP arises in part because of its imprecise statement, which permits to a variety of interpretations and resulting answers, some of which seem implausible. We emphasize the importance of basing the analysis on an unambiguous probabilistic model that reflects the experimental situation. We present several different models of how the measurements quoted in the PPP problem could bemore » obtained, and interpret their solution in terms of a detailed probabilistic analysis. We suggest a probabilistic approach to handling uncertainties about which model to use.« less
Probabilistic combination of static and dynamic gait features for verification
NASA Astrophysics Data System (ADS)
Bazin, Alex I.; Nixon, Mark S.
2005-03-01
This paper describes a novel probabilistic framework for biometric identification and data fusion. Based on intra and inter-class variation extracted from training data, posterior probabilities describing the similarity between two feature vectors may be directly calculated from the data using the logistic function and Bayes rule. Using a large publicly available database we show the two imbalanced gait modalities may be fused using this framework. All fusion methods tested provide an improvement over the best modality, with the weighted sum rule giving the best performance, hence showing that highly imbalanced classifiers may be fused in a probabilistic setting; improving not only the performance, but also generalized application capability.
NASA Astrophysics Data System (ADS)
Mayr, G. J.; Kneringer, P.; Dietz, S. J.; Zeileis, A.
2016-12-01
Low visibility or low cloud ceiling reduce the capacity of airports by requiring special low visibility procedures (LVP) for incoming/departing aircraft. Probabilistic forecasts when such procedures will become necessary help to mitigate delays and economic losses.We compare the performance of probabilistic nowcasts with two statistical methods: ordered logistic regression, and trees and random forests. These models harness historic and current meteorological measurements in the vicinity of the airport and LVP states, and incorporate diurnal and seasonal climatological information via generalized additive models (GAM). The methods are applied at Vienna International Airport (Austria). The performance is benchmarked against climatology, persistence and human forecasters.
Structural reliability assessment capability in NESSUS
NASA Technical Reports Server (NTRS)
Millwater, H.; Wu, Y.-T.
1992-01-01
The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.
Structural reliability assessment capability in NESSUS
NASA Astrophysics Data System (ADS)
Millwater, H.; Wu, Y.-T.
1992-07-01
The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.
ERIC Educational Resources Information Center
Agus, Mirian; Peró-Cebollero, Maribel; Penna, Maria Pietronilla; Guàrdia-Olmos, Joan
2015-01-01
This study aims to investigate about the existence of a graphical facilitation effect on probabilistic reasoning. Measures of undergraduates' performances on problems presented in both verbal-numerical and graphical-pictorial formats have been related to visuo-spatial and numerical prerequisites, to statistical anxiety, to attitudes towards…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Yun, E-mail: genliyun@126.com, E-mail: cuiwanzhao@126.com; Cui, Wan-Zhao, E-mail: genliyun@126.com, E-mail: cuiwanzhao@126.com; Wang, Hong-Guang
2015-05-15
Effects of the secondary electron emission (SEE) phenomenon of metal surface on the multipactor analysis of microwave components are investigated numerically and experimentally in this paper. Both the secondary electron yield (SEY) and the emitted energy spectrum measurements are performed on silver plated samples for accurate description of the SEE phenomenon. A phenomenological probabilistic model based on SEE physics is utilized and fitted accurately to the measured SEY and emitted energy spectrum of the conditioned surface material of microwave components. Specially, the phenomenological probabilistic model is extended to the low primary energy end lower than 20 eV mathematically, since no accuratemore » measurement data can be obtained. Embedding the phenomenological probabilistic model into the Electromagnetic Particle-In-Cell (EM-PIC) method, the electronic resonant multipacting in microwave components can be tracked and hence the multipactor threshold can be predicted. The threshold prediction error of the transformer and the coaxial filter is 0.12 dB and 1.5 dB, respectively. Simulation results demonstrate that the discharge threshold is strongly dependent on the SEYs and its energy spectrum in the low energy end (lower than 50 eV). Multipacting simulation results agree quite well with experiments in practical components, while the phenomenological probabilistic model fit both the SEY and the emission energy spectrum better than the traditionally used model and distribution. The EM-PIC simulation method with the phenomenological probabilistic model for the surface collision simulation has been demonstrated for predicting the multipactor threshold in metal components for space application.« less
Frontal and Parietal Contributions to Probabilistic Association Learning
Rushby, Jacqueline A.; Vercammen, Ans; Loo, Colleen; Short, Brooke
2011-01-01
Neuroimaging studies have shown both dorsolateral prefrontal (DLPFC) and inferior parietal cortex (iPARC) activation during probabilistic association learning. Whether these cortical brain regions are necessary for probabilistic association learning is presently unknown. Participants' ability to acquire probabilistic associations was assessed during disruptive 1 Hz repetitive transcranial magnetic stimulation (rTMS) of the left DLPFC, left iPARC, and sham using a crossover single-blind design. On subsequent sessions, performance improved relative to baseline except during DLPFC rTMS that disrupted the early acquisition beneficial effect of prior exposure. A second experiment examining rTMS effects on task-naive participants showed that neither DLPFC rTMS nor sham influenced naive acquisition of probabilistic associations. A third experiment examining consecutive administration of the probabilistic association learning test revealed early trial interference from previous exposure to different probability schedules. These experiments, showing disrupted acquisition of probabilistic associations by rTMS only during subsequent sessions with an intervening night's sleep, suggest that the DLPFC may facilitate early access to learned strategies or prior task-related memories via consolidation. Although neuroimaging studies implicate DLPFC and iPARC in probabilistic association learning, the present findings suggest that early acquisition of the probabilistic cue-outcome associations in task-naive participants is not dependent on either region. PMID:21216842
NASA Astrophysics Data System (ADS)
Scheingraber, Christoph; Käser, Martin; Allmann, Alexander
2017-04-01
Probabilistic seismic risk analysis (PSRA) is a well-established method for modelling loss from earthquake events. In the insurance industry, it is widely employed for probabilistic modelling of loss to a distributed portfolio. In this context, precise exposure locations are often unknown, which results in considerable loss uncertainty. The treatment of exposure uncertainty has already been identified as an area where PSRA would benefit from increased research attention. However, so far, epistemic location uncertainty has not been in the focus of a large amount of research. We propose a new framework for efficient treatment of location uncertainty. To demonstrate the usefulness of this novel method, a large number of synthetic portfolios resembling real-world portfolios is systematically analyzed. We investigate the effect of portfolio characteristics such as value distribution, portfolio size, or proportion of risk items with unknown coordinates on loss variability. Several sampling criteria to increase the computational efficiency of the framework are proposed and put into the wider context of well-established Monte-Carlo variance reduction techniques. The performance of each of the proposed criteria is analyzed.
A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis
NASA Technical Reports Server (NTRS)
Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A
2016-01-01
This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.
Design and analysis of DNA strand displacement devices using probabilistic model checking
Lakin, Matthew R.; Parker, David; Cardelli, Luca; Kwiatkowska, Marta; Phillips, Andrew
2012-01-01
Designing correct, robust DNA devices is difficult because of the many possibilities for unwanted interference between molecules in the system. DNA strand displacement has been proposed as a design paradigm for DNA devices, and the DNA strand displacement (DSD) programming language has been developed as a means of formally programming and analysing these devices to check for unwanted interference. We demonstrate, for the first time, the use of probabilistic verification techniques to analyse the correctness, reliability and performance of DNA devices during the design phase. We use the probabilistic model checker prism, in combination with the DSD language, to design and debug DNA strand displacement components and to investigate their kinetics. We show how our techniques can be used to identify design flaws and to evaluate the merits of contrasting design decisions, even on devices comprising relatively few inputs. We then demonstrate the use of these components to construct a DNA strand displacement device for approximate majority voting. Finally, we discuss some of the challenges and possible directions for applying these methods to more complex designs. PMID:22219398
NASA Astrophysics Data System (ADS)
Soltanzadeh, I.; Azadi, M.; Vakili, G. A.
2011-07-01
Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter
2017-01-01
The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models.
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter
2017-01-01
The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models. PMID:29062288
NASA Astrophysics Data System (ADS)
Králik, Juraj
2017-07-01
The paper presents the probabilistic and sensitivity analysis of the efficiency of the damping devices cover of nuclear power plant under impact of the container of nuclear fuel of type TK C30 drop. The finite element idealization of nuclear power plant structure is used in space. The steel pipe damper system is proposed for dissipation of the kinetic energy of the container free fall. The experimental results of the shock-damper basic element behavior under impact loads are presented. The Newmark integration method is used for solution of the dynamic equations. The sensitivity and probabilistic analysis of damping devices was realized in the AntHILL and ANSYS software.
NASA Astrophysics Data System (ADS)
Ebrahimkhanlou, Arvin; Salamone, Salvatore
2017-09-01
Tracking edge-reflected acoustic emission (AE) waves can allow the localization of their sources. Specifically, in bounded isotropic plate structures, only one sensor may be used to perform these source localizations. The primary goal of this paper is to develop a three-step probabilistic framework to quantify the uncertainties associated with such single-sensor localizations. According to this framework, a probabilistic approach is first used to estimate the direct distances between AE sources and the sensor. Then, an analytical model is used to reconstruct the envelope of edge-reflected AE signals based on the source-to-sensor distance estimations and their first arrivals. Finally, the correlation between the probabilistically reconstructed envelopes and recorded AE signals are used to estimate confidence contours for the location of AE sources. To validate the proposed framework, Hsu-Nielsen pencil lead break (PLB) tests were performed on the surface as well as the edges of an aluminum plate. The localization results show that the estimated confidence contours surround the actual source locations. In addition, the performance of the framework was tested in a noisy environment simulated by two dummy transducers and an arbitrary wave generator. The results show that in low-noise environments, the shape and size of the confidence contours depend on the sources and their locations. However, at highly noisy environments, the size of the confidence contours monotonically increases with the noise floor. Such probabilistic results suggest that the proposed probabilistic framework could thus provide more comprehensive information regarding the location of AE sources.
Displaying uncertainty: investigating the effects of display format and specificity.
Bisantz, Ann M; Marsiglio, Stephanie Schinzing; Munch, Jessica
2005-01-01
We conducted four studies regarding the representation of probabilistic information. Experiments 1 through 3 compared performance on a simulated stock purchase task, in which information regarding stock profitability was probabilistic. Two variables were manipulated: display format for probabilistic information (blurred and colored icons, linguistic phrases, numeric expressions, and combinations) and specificity level (in which the number and size of discrete steps into which the probabilistic information was mapped differed). Results indicated few performance differences attributable to display format; however, performance did improve with greater specificity. Experiment 4, in which participants generated membership functions corresponding to three display formats, found a high degree of similarity in functions across formats and participants and a strong relationship between the shape of the membership function and the intended meaning of the representation. These results indicate that participants can successfully interpret nonnumeric representations of uncertainty and can use such representations in a manner similar to the way numeric expressions are used in a decision-making task. Actual or potential applications of this research include the use of graphical representations of uncertainty in systems such as command and control and situation displays.
Methods for Probabilistic Fault Diagnosis: An Electrical Power System Case Study
NASA Technical Reports Server (NTRS)
Ricks, Brian W.; Mengshoel, Ole J.
2009-01-01
Health management systems that more accurately and quickly diagnose faults that may occur in different technical systems on-board a vehicle will play a key role in the success of future NASA missions. We discuss in this paper the diagnosis of abrupt continuous (or parametric) faults within the context of probabilistic graphical models, more specifically Bayesian networks that are compiled to arithmetic circuits. This paper extends our previous research, within the same probabilistic setting, on diagnosis of abrupt discrete faults. Our approach and diagnostic algorithm ProDiagnose are domain-independent; however we use an electrical power system testbed called ADAPT as a case study. In one set of ADAPT experiments, performed as part of the 2009 Diagnostic Challenge, our system turned out to have the best performance among all competitors. In a second set of experiments, we show how we have recently further significantly improved the performance of the probabilistic model of ADAPT. While these experiments are obtained for an electrical power system testbed, we believe they can easily be transitioned to real-world systems, thus promising to increase the success of future NASA missions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Jie; Draxl, Caroline; Hopson, Thomas
Numerical weather prediction (NWP) models have been widely used for wind resource assessment. Model runs with higher spatial resolution are generally more accurate, yet extremely computational expensive. An alternative approach is to use data generated by a low resolution NWP model, in conjunction with statistical methods. In order to analyze the accuracy and computational efficiency of different types of NWP-based wind resource assessment methods, this paper performs a comparison of three deterministic and probabilistic NWP-based wind resource assessment methodologies: (i) a coarse resolution (0.5 degrees x 0.67 degrees) global reanalysis data set, the Modern-Era Retrospective Analysis for Research and Applicationsmore » (MERRA); (ii) an analog ensemble methodology based on the MERRA, which provides both deterministic and probabilistic predictions; and (iii) a fine resolution (2-km) NWP data set, the Wind Integration National Dataset (WIND) Toolkit, based on the Weather Research and Forecasting model. Results show that: (i) as expected, the analog ensemble and WIND Toolkit perform significantly better than MERRA confirming their ability to downscale coarse estimates; (ii) the analog ensemble provides the best estimate of the multi-year wind distribution at seven of the nine sites, while the WIND Toolkit is the best at one site; (iii) the WIND Toolkit is more accurate in estimating the distribution of hourly wind speed differences, which characterizes the wind variability, at five of the available sites, with the analog ensemble being best at the remaining four locations; and (iv) the analog ensemble computational cost is negligible, whereas the WIND Toolkit requires large computational resources. Future efforts could focus on the combination of the analog ensemble with intermediate resolution (e.g., 10-15 km) NWP estimates, to considerably reduce the computational burden, while providing accurate deterministic estimates and reliable probabilistic assessments.« less
Probabilistic safety assessment of the design of a tall buildings under the extreme load
DOE Office of Scientific and Technical Information (OSTI.GOV)
Králik, Juraj, E-mail: juraj.kralik@stuba.sk
2016-06-08
The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.
Probabilistic safety assessment of the design of a tall buildings under the extreme load
NASA Astrophysics Data System (ADS)
Králik, Juraj
2016-06-01
The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.
Classification of Company Performance using Weighted Probabilistic Neural Network
NASA Astrophysics Data System (ADS)
Yasin, Hasbi; Waridi Basyiruddin Arifin, Adi; Warsito, Budi
2018-05-01
Classification of company performance can be judged by looking at its financial status, whether good or bad state. Classification of company performance can be achieved by some approach, either parametric or non-parametric. Neural Network is one of non-parametric methods. One of Artificial Neural Network (ANN) models is Probabilistic Neural Network (PNN). PNN consists of four layers, i.e. input layer, pattern layer, addition layer, and output layer. The distance function used is the euclidean distance and each class share the same values as their weights. In this study used PNN that has been modified on the weighting process between the pattern layer and the addition layer by involving the calculation of the mahalanobis distance. This model is called the Weighted Probabilistic Neural Network (WPNN). The results show that the company's performance modeling with the WPNN model has a very high accuracy that reaches 100%.
DOE Office of Scientific and Technical Information (OSTI.GOV)
MacKinnon, Robert J.; Kuhlman, Kristopher L
2016-05-01
We present a method of control variates for calculating improved estimates for mean performance quantities of interest, E(PQI) , computed from Monte Carlo probabilistic simulations. An example of a PQI is the concentration of a contaminant at a particular location in a problem domain computed from simulations of transport in porous media. To simplify the presentation, the method is described in the setting of a one- dimensional elliptical model problem involving a single uncertain parameter represented by a probability distribution. The approach can be easily implemented for more complex problems involving multiple uncertain parameters and in particular for application tomore » probabilistic performance assessment of deep geologic nuclear waste repository systems. Numerical results indicate the method can produce estimates of E(PQI)having superior accuracy on coarser meshes and reduce the required number of simulations needed to achieve an acceptable estimate.« less
Briggs, Andrew H; Ades, A E; Price, Martin J
2003-01-01
In structuring decision models of medical interventions, it is commonly recommended that only 2 branches be used for each chance node to avoid logical inconsistencies that can arise during sensitivity analyses if the branching probabilities do not sum to 1. However, information may be naturally available in an unconditional form, and structuring a tree in conditional form may complicate rather than simplify the sensitivity analysis of the unconditional probabilities. Current guidance emphasizes using probabilistic sensitivity analysis, and a method is required to provide probabilistic probabilities over multiple branches that appropriately represents uncertainty while satisfying the requirement that mutually exclusive event probabilities should sum to 1. The authors argue that the Dirichlet distribution, the multivariate equivalent of the beta distribution, is appropriate for this purpose and illustrate its use for generating a fully probabilistic transition matrix for a Markov model. Furthermore, they demonstrate that by adopting a Bayesian approach, the problem of observing zero counts for transitions of interest can be overcome.
Risk analysis of analytical validations by probabilistic modification of FMEA.
Barends, D M; Oldenhof, M T; Vredenbregt, M J; Nauta, M J
2012-05-01
Risk analysis is a valuable addition to validation of an analytical chemistry process, enabling not only detecting technical risks, but also risks related to human failures. Failure Mode and Effect Analysis (FMEA) can be applied, using a categorical risk scoring of the occurrence, detection and severity of failure modes, and calculating the Risk Priority Number (RPN) to select failure modes for correction. We propose a probabilistic modification of FMEA, replacing the categorical scoring of occurrence and detection by their estimated relative frequency and maintaining the categorical scoring of severity. In an example, the results of traditional FMEA of a Near Infrared (NIR) analytical procedure used for the screening of suspected counterfeited tablets are re-interpretated by this probabilistic modification of FMEA. Using this probabilistic modification of FMEA, the frequency of occurrence of undetected failure mode(s) can be estimated quantitatively, for each individual failure mode, for a set of failure modes, and the full analytical procedure. Copyright © 2012 Elsevier B.V. All rights reserved.
Probabilistic brains: knowns and unknowns
Pouget, Alexandre; Beck, Jeffrey M; Ma, Wei Ji; Latham, Peter E
2015-01-01
There is strong behavioral and physiological evidence that the brain both represents probability distributions and performs probabilistic inference. Computational neuroscientists have started to shed light on how these probabilistic representations and computations might be implemented in neural circuits. One particularly appealing aspect of these theories is their generality: they can be used to model a wide range of tasks, from sensory processing to high-level cognition. To date, however, these theories have only been applied to very simple tasks. Here we discuss the challenges that will emerge as researchers start focusing their efforts on real-life computations, with a focus on probabilistic learning, structural learning and approximate inference. PMID:23955561
An Approach to Experimental Design for the Computer Analysis of Complex Phenomenon
NASA Technical Reports Server (NTRS)
Rutherford, Brian
2000-01-01
The ability to make credible system assessments, predictions and design decisions related to engineered systems and other complex phenomenon is key to a successful program for many large-scale investigations in government and industry. Recently, many of these large-scale analyses have turned to computational simulation to provide much of the required information. Addressing specific goals in the computer analysis of these complex phenomenon is often accomplished through the use of performance measures that are based on system response models. The response models are constructed using computer-generated responses together with physical test results where possible. They are often based on probabilistically defined inputs and generally require estimation of a set of response modeling parameters. As a consequence, the performance measures are themselves distributed quantities reflecting these variabilities and uncertainties. Uncertainty in the values of the performance measures leads to uncertainties in predicted performance and can cloud the decisions required of the analysis. A specific goal of this research has been to develop methodology that will reduce this uncertainty in an analysis environment where limited resources and system complexity together restrict the number of simulations that can be performed. An approach has been developed that is based on evaluation of the potential information provided for each "intelligently selected" candidate set of computer runs. Each candidate is evaluated by partitioning the performance measure uncertainty into two components - one component that could be explained through the additional computational simulation runs and a second that would remain uncertain. The portion explained is estimated using a probabilistic evaluation of likely results for the additional computational analyses based on what is currently known about the system. The set of runs indicating the largest potential reduction in uncertainty is then selected and the computational simulations are performed. Examples are provided to demonstrate this approach on small scale problems. These examples give encouraging results. Directions for further research are indicated.
NASA Astrophysics Data System (ADS)
Ren, Weiwei; Yang, Tao; Shi, Pengfei; Xu, Chong-yu; Zhang, Ke; Zhou, Xudong; Shao, Quanxi; Ciais, Philippe
2018-06-01
Climate change imposes profound influence on regional hydrological cycle and water security in many alpine regions worldwide. Investigating regional climate impacts using watershed scale hydrological models requires a large number of input data such as topography, meteorological and hydrological data. However, data scarcity in alpine regions seriously restricts evaluation of climate change impacts on water cycle using conventional approaches based on global or regional climate models, statistical downscaling methods and hydrological models. Therefore, this study is dedicated to development of a probabilistic model to replace the conventional approaches for streamflow projection. The probabilistic model was built upon an advanced Bayesian Neural Network (BNN) approach directly fed by the large-scale climate predictor variables and tested in a typical data sparse alpine region, the Kaidu River basin in Central Asia. Results show that BNN model performs better than the general methods across a number of statistical measures. The BNN method with flexible model structures by active indicator functions, which reduce the dependence on the initial specification for the input variables and the number of hidden units, can work well in a data limited region. Moreover, it can provide more reliable streamflow projections with a robust generalization ability. Forced by the latest bias-corrected GCM scenarios, streamflow projections for the 21st century under three RCP emission pathways were constructed and analyzed. Briefly, the proposed probabilistic projection approach could improve runoff predictive ability over conventional methods and provide better support to water resources planning and management under data limited conditions as well as enable a facilitated climate change impact analysis on runoff and water resources in alpine regions worldwide.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Coppersmith , Kevin J.; Bommer, Julian J.; Bryce, Robert W.
Under the sponsorship of the US Department of Energy (DOE) and the electric utility Energy Northwest, the Pacific Northwest National Laboratory (PNNL) is conducting a probabilistic seismic hazard analysis (PSHA) within the framework of a SSHAC Level 3 procedure (Senior Seismic Hazard Analysis Committee; Budnitz et al., 1997). Specifically, the project is being conducted following the guidelines and requirements specified in NUREG-2117 (USNRC, 2012b) and consistent with approach given in the American Nuclear Standard ANSI/ANS-2.29-2008 Probabilistic Seismic Hazard Analysis. The collaboration between DOE and Energy Northwest is spawned by the needs of both organizations for an accepted PSHA with highmore » levels of regulatory assurance that can be used for the design and safety evaluation of nuclear facilities. DOE committed to this study after performing a ten-year review of the existing PSHA, as required by DOE Order 420.1C. The study will also be used by Energy Northwest as a basis for fulfilling the NRC’s 10CFR50.54(f) requirement that the western US nuclear power plants conduct PSHAs in conformance with SSHAC Level 3 procedures. The study was planned and is being carried out in conjunction with a project Work Plan, which identifies the purpose of the study, the roles and responsibilities of all participants, tasks and their associated schedules, Quality Assurance (QA) requirements, and project deliverables. New data collection and analysis activities are being conducted as a means of reducing the uncertainties in key inputs to the PSHA. It is anticipated that the results of the study will provide inputs to the site response analyses at multiple nuclear facility sites within the Hanford Site and at the Columbia Generating Station.« less
Magnetic Tunnel Junction Mimics Stochastic Cortical Spiking Neurons
NASA Astrophysics Data System (ADS)
Sengupta, Abhronil; Panda, Priyadarshini; Wijesinghe, Parami; Kim, Yusung; Roy, Kaushik
2016-07-01
Brain-inspired computing architectures attempt to mimic the computations performed in the neurons and the synapses in the human brain in order to achieve its efficiency in learning and cognitive tasks. In this work, we demonstrate the mapping of the probabilistic spiking nature of pyramidal neurons in the cortex to the stochastic switching behavior of a Magnetic Tunnel Junction in presence of thermal noise. We present results to illustrate the efficiency of neuromorphic systems based on such probabilistic neurons for pattern recognition tasks in presence of lateral inhibition and homeostasis. Such stochastic MTJ neurons can also potentially provide a direct mapping to the probabilistic computing elements in Belief Networks for performing regenerative tasks.
Probabilistic Metrology Attains Macroscopic Cloning of Quantum Clocks
NASA Astrophysics Data System (ADS)
Gendra, B.; Calsamiglia, J.; Muñoz-Tapia, R.; Bagan, E.; Chiribella, G.
2014-12-01
It has recently been shown that probabilistic protocols based on postselection boost the performances of the replication of quantum clocks and phase estimation. Here we demonstrate that the improvements in these two tasks have to match exactly in the macroscopic limit where the number of clones grows to infinity, preserving the equivalence between asymptotic cloning and state estimation for arbitrary values of the success probability. Remarkably, the cloning fidelity depends critically on the number of rationally independent eigenvalues of the clock Hamiltonian. We also prove that probabilistic metrology can simulate cloning in the macroscopic limit for arbitrary sets of states when the performance of the simulation is measured by testing small groups of clones.
Probabilistic simulation of the human factor in structural reliability
NASA Astrophysics Data System (ADS)
Chamis, Christos C.; Singhal, Surendra N.
1994-09-01
The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).
Probabilistic Simulation of the Human Factor in Structural Reliability
NASA Technical Reports Server (NTRS)
Chamis, Christos C.; Singhal, Surendra N.
1994-01-01
The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jeffrey C. JOe; Ronald L. Boring
Probabilistic Risk Assessment (PRA) and Human Reliability Assessment (HRA) are important technical contributors to the United States (U.S.) Nuclear Regulatory Commission’s (NRC) risk-informed and performance based approach to regulating U.S. commercial nuclear activities. Furthermore, all currently operating commercial NPPs in the U.S. are required by federal regulation to be staffed with crews of operators. Yet, aspects of team performance are underspecified in most HRA methods that are widely used in the nuclear industry. There are a variety of "emergent" team cognition and teamwork errors (e.g., communication errors) that are 1) distinct from individual human errors, and 2) important to understandmore » from a PRA perspective. The lack of robust models or quantification of team performance is an issue that affects the accuracy and validity of HRA methods and models, leading to significant uncertainty in estimating HEPs. This paper describes research that has the objective to model and quantify team dynamics and teamwork within NPP control room crews for risk informed applications, thereby improving the technical basis of HRA, which improves the risk-informed approach the NRC uses to regulate the U.S. commercial nuclear industry.« less
Probabilistic Flexural Fatigue in Plain and Fiber-Reinforced Concrete
Ríos, José D.
2017-01-01
The objective of this work is two-fold. First, we attempt to fit the experimental data on the flexural fatigue of plain and fiber-reinforced concrete with a probabilistic model (Saucedo, Yu, Medeiros, Zhang and Ruiz, Int. J. Fatigue, 2013, 48, 308–318). This model was validated for compressive fatigue at various loading frequencies, but not for flexural fatigue. Since the model is probabilistic, it is not necessarily related to the specific mechanism of fatigue damage, but rather generically explains the fatigue distribution in concrete (plain or reinforced with fibers) for damage under compression, tension or flexion. In this work, more than 100 series of flexural fatigue tests in the literature are fit with excellent results. Since the distribution of monotonic tests was not available in the majority of cases, a two-step procedure is established to estimate the model parameters based solely on fatigue tests. The coefficient of regression was more than 0.90 except for particular cases where not all tests were strictly performed under the same loading conditions, which confirms the applicability of the model to flexural fatigue data analysis. Moreover, the model parameters are closely related to fatigue performance, which demonstrates the predictive capacity of the model. For instance, the scale parameter is related to flexural strength, which improves with the addition of fibers. Similarly, fiber increases the scattering of fatigue life, which is reflected by the decreasing shape parameter. PMID:28773123
Probabilistic Flexural Fatigue in Plain and Fiber-Reinforced Concrete.
Ríos, José D; Cifuentes, Héctor; Yu, Rena C; Ruiz, Gonzalo
2017-07-07
The objective of this work is two-fold. First, we attempt to fit the experimental data on the flexural fatigue of plain and fiber-reinforced concrete with a probabilistic model (Saucedo, Yu, Medeiros, Zhang and Ruiz, Int. J. Fatigue, 2013, 48, 308-318). This model was validated for compressive fatigue at various loading frequencies, but not for flexural fatigue. Since the model is probabilistic, it is not necessarily related to the specific mechanism of fatigue damage, but rather generically explains the fatigue distribution in concrete (plain or reinforced with fibers) for damage under compression, tension or flexion. In this work, more than 100 series of flexural fatigue tests in the literature are fit with excellent results. Since the distribution of monotonic tests was not available in the majority of cases, a two-step procedure is established to estimate the model parameters based solely on fatigue tests. The coefficient of regression was more than 0.90 except for particular cases where not all tests were strictly performed under the same loading conditions, which confirms the applicability of the model to flexural fatigue data analysis. Moreover, the model parameters are closely related to fatigue performance, which demonstrates the predictive capacity of the model. For instance, the scale parameter is related to flexural strength, which improves with the addition of fibers. Similarly, fiber increases the scattering of fatigue life, which is reflected by the decreasing shape parameter.
Analysis of a Probabilistic Model of Redundancy in Unsupervised Information Extraction
2010-08-25
5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS( ES ) University of Washington,Department of Computer Science and Engineering...Box 352350,Seattle,WA,98195 8. PERFORMING ORGANIZATION REPORT NUMBER 9. SPONSORING/MONITORING AGENCY NAME(S) AND ADDRESS( ES ) 10. SPONSOR/MONITOR’S...approximation, with algebra we have: PUSC(x ∈ C|x appears k times inndraws) ≈ 1 1 + |E||C| ( pE pC )ken(pC−pE) . (2) In general, we expect the extraction
Probabilistic machine learning and artificial intelligence.
Ghahramani, Zoubin
2015-05-28
How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.
Probabilistic machine learning and artificial intelligence
NASA Astrophysics Data System (ADS)
Ghahramani, Zoubin
2015-05-01
How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.
An approximate methods approach to probabilistic structural analysis
NASA Technical Reports Server (NTRS)
Mcclung, R. C.; Millwater, H. R.; Wu, Y.-T.; Thacker, B. H.; Burnside, O. H.
1989-01-01
A major research and technology program in Probabilistic Structural Analysis Methods (PSAM) is currently being sponsored by the NASA Lewis Research Center with Southwest Research Institute as the prime contractor. This program is motivated by the need to accurately predict structural response in an environment where the loadings, the material properties, and even the structure may be considered random. The heart of PSAM is a software package which combines advanced structural analysis codes with a fast probability integration (FPI) algorithm for the efficient calculation of stochastic structural response. The basic idea of PAAM is simple: make an approximate calculation of system response, including calculation of the associated probabilities, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The deterministic solution resulting should give a reasonable and realistic description of performance-limiting system responses, although some error will be inevitable. If the simple model has correctly captured the basic mechanics of the system, however, including the proper functional dependence of stress, frequency, etc. on design parameters, then the response sensitivities calculated may be of significantly higher accuracy.
Siribumrungwong, Boonying; Noorit, Pinit; Wilasrusmee, Chumpon; Leelahavarong, Pattara; Thakkinstian, Ammarin; Teerawattananon, Yot
2016-09-01
To conduct economic evaluations of radiofrequency ablation, ultrasound-guided foam sclerotherapy and surgery for great saphenous vein ablation. A cost-utility and cohort analysis from societal perspective was performed to estimate incremental cost-effectiveness ratio. Transitional probabilities were from meta-analysis. Direct medical, direct non-medical, indirect costs, and utility were from standard Thai costings and cohort. Probabilistic sensitivity analysis was performed to assess parameter uncertainties. Seventy-seven patients (31 radiofrequency ablation, 19 ultrasound-guided foam sclerotherapy, and 27 surgeries) were enrolled from October 2011 to February 2013. Compared with surgery, radiofrequency ablation costed 12,935 and 20,872 Baht higher, whereas ultrasound-guided foam sclerotherapy costed 6159 lower and 1558 Bath higher for outpatient and inpatient, respectively. At one year, radiofrequency ablation had slightly lower quality-adjusted life-year, whereas ultrasound-guided foam sclerotherapy yielded additional 0.025 quality-adjusted life-year gained. Because of costing lower and greater quality-adjusted life-year than other compared alternatives, outpatient ultrasound-guided foam sclerotherapy was an option being dominant. Probabilistic sensitivity analysis resulted that at the Thai ceiling threshold of 160,000 Baht/quality-adjusted life-year gained, ultrasound-guided foam sclerotherapy had chances of 0.71 to be cost-effective. Ultrasound-guided foam sclerotherapy seems to be cost-effective for treating great saphenous vein reflux compared to surgery in Thailand at one-year results. © The Author(s) 2015.
Application of a stochastic snowmelt model for probabilistic decisionmaking
NASA Technical Reports Server (NTRS)
Mccuen, R. H.
1983-01-01
A stochastic form of the snowmelt runoff model that can be used for probabilistic decision-making was developed. The use of probabilistic streamflow predictions instead of single valued deterministic predictions leads to greater accuracy in decisions. While the accuracy of the output function is important in decisionmaking, it is also important to understand the relative importance of the coefficients. Therefore, a sensitivity analysis was made for each of the coefficients.
Probabilistic evaluation of uncertainties and risks in aerospace components
NASA Technical Reports Server (NTRS)
Shah, A. R.; Shiao, M. C.; Nagpal, V. K.; Chamis, C. C.
1992-01-01
A methodology is presented for the computational simulation of primitive variable uncertainties, and attention is given to the simulation of specific aerospace components. Specific examples treated encompass a probabilistic material behavior model, as well as static, dynamic, and fatigue/damage analyses of a turbine blade in a mistuned bladed rotor in the SSME turbopumps. An account is given of the use of the NESSES probabilistic FEM analysis CFD code.
Incorporating psychological influences in probabilistic cost analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kujawski, Edouard; Alvaro, Mariana; Edwards, William
2004-01-08
Today's typical probabilistic cost analysis assumes an ''ideal'' project that is devoid of the human and organizational considerations that heavily influence the success and cost of real-world projects. In the real world ''Money Allocated Is Money Spent'' (MAIMS principle); cost underruns are rarely available to protect against cost overruns while task overruns are passed on to the total project cost. Realistic cost estimates therefore require a modified probabilistic cost analysis that simultaneously models the cost management strategy including budget allocation. Psychological influences such as overconfidence in assessing uncertainties and dependencies among cost elements and risks are other important considerations thatmore » are generally not addressed. It should then be no surprise that actual project costs often exceed the initial estimates and are delivered late and/or with a reduced scope. This paper presents a practical probabilistic cost analysis model that incorporates recent findings in human behavior and judgment under uncertainty, dependencies among cost elements, the MAIMS principle, and project management practices. Uncertain cost elements are elicited from experts using the direct fractile assessment method and fitted with three-parameter Weibull distributions. The full correlation matrix is specified in terms of two parameters that characterize correlations among cost elements in the same and in different subsystems. The analysis is readily implemented using standard Monte Carlo simulation tools such as {at}Risk and Crystal Ball{reg_sign}. The analysis of a representative design and engineering project substantiates that today's typical probabilistic cost analysis is likely to severely underestimate project cost for probability of success values of importance to contractors and procuring activities. The proposed approach provides a framework for developing a viable cost management strategy for allocating baseline budgets and contingencies. Given the scope and magnitude of the cost-overrun problem, the benefits are likely to be significant.« less
Shu, Ting; Zhang, Bob; Tang, Yuan Yan
2017-01-01
At present, heart disease is the number one cause of death worldwide. Traditionally, heart disease is commonly detected using blood tests, electrocardiogram, cardiac computerized tomography scan, cardiac magnetic resonance imaging, and so on. However, these traditional diagnostic methods are time consuming and/or invasive. In this paper, we propose an effective noninvasive computerized method based on facial images to quantitatively detect heart disease. Specifically, facial key block color features are extracted from facial images and analyzed using the Probabilistic Collaborative Representation Based Classifier. The idea of facial key block color analysis is founded in Traditional Chinese Medicine. A new dataset consisting of 581 heart disease and 581 healthy samples was experimented by the proposed method. In order to optimize the Probabilistic Collaborative Representation Based Classifier, an analysis of its parameters was performed. According to the experimental results, the proposed method obtains the highest accuracy compared with other classifiers and is proven to be effective at heart disease detection.
The probability heuristics model of syllogistic reasoning.
Chater, N; Oaksford, M
1999-03-01
A probability heuristic model (PHM) for syllogistic reasoning is proposed. An informational ordering over quantified statements suggests simple probability based heuristics for syllogistic reasoning. The most important is the "min-heuristic": choose the type of the least informative premise as the type of the conclusion. The rationality of this heuristic is confirmed by an analysis of the probabilistic validity of syllogistic reasoning which treats logical inference as a limiting case of probabilistic inference. A meta-analysis of past experiments reveals close fits with PHM. PHM also compares favorably with alternative accounts, including mental logics, mental models, and deduction as verbal reasoning. Crucially, PHM extends naturally to generalized quantifiers, such as Most and Few, which have not been characterized logically and are, consequently, beyond the scope of current mental logic and mental model theories. Two experiments confirm the novel predictions of PHM when generalized quantifiers are used in syllogistic arguments. PHM suggests that syllogistic reasoning performance may be determined by simple but rational informational strategies justified by probability theory rather than by logic. Copyright 1999 Academic Press.
Creep-rupture reliability analysis
NASA Technical Reports Server (NTRS)
Peralta-Duran, A.; Wirsching, P. H.
1984-01-01
A probabilistic approach to the correlation and extrapolation of creep-rupture data is presented. Time temperature parameters (TTP) are used to correlate the data, and an analytical expression for the master curve is developed. The expression provides a simple model for the statistical distribution of strength and fits neatly into a probabilistic design format. The analysis focuses on the Larson-Miller and on the Manson-Haferd parameters, but it can be applied to any of the TTP's. A method is developed for evaluating material dependent constants for TTP's. It is shown that optimized constants can provide a significant improvement in the correlation of the data, thereby reducing modelling error. Attempts were made to quantify the performance of the proposed method in predicting long term behavior. Uncertainty in predicting long term behavior from short term tests was derived for several sets of data. Examples are presented which illustrate the theory and demonstrate the application of state of the art reliability methods to the design of components under creep.
A Probabilistic System Analysis of Intelligent Propulsion System Technologies
NASA Technical Reports Server (NTRS)
Tong, Michael T.
2007-01-01
NASA s Intelligent Propulsion System Technology (Propulsion 21) project focuses on developing adaptive technologies that will enable commercial gas turbine engines to produce fewer emissions and less noise while increasing reliability. It features adaptive technologies that have included active tip-clearance control for turbine and compressor, active combustion control, turbine aero-thermal and flow control, and enabling technologies such as sensors which are reliable at high operating temperatures and are minimally intrusive. A probabilistic system analysis is performed to evaluate the impact of these technologies on aircraft CO2 (directly proportional to fuel burn) and LTO (landing and takeoff) NO(x) reductions. A 300-passenger aircraft, with two 396-kN thrust (85,000-pound) engines is chosen for the study. The results show that NASA s Intelligent Propulsion System technologies have the potential to significantly reduce the CO2 and NO(x) emissions. The results are used to support informed decisionmaking on the development of the intelligent propulsion system technology portfolio for CO2 and NO(x) reductions.
Astrobiological complexity with probabilistic cellular automata.
Vukotić, Branislav; Ćirković, Milan M
2012-08-01
The search for extraterrestrial life and intelligence constitutes one of the major endeavors in science, but has yet been quantitatively modeled only rarely and in a cursory and superficial fashion. We argue that probabilistic cellular automata (PCA) represent the best quantitative framework for modeling the astrobiological history of the Milky Way and its Galactic Habitable Zone. The relevant astrobiological parameters are to be modeled as the elements of the input probability matrix for the PCA kernel. With the underlying simplicity of the cellular automata constructs, this approach enables a quick analysis of large and ambiguous space of the input parameters. We perform a simple clustering analysis of typical astrobiological histories with "Copernican" choice of input parameters and discuss the relevant boundary conditions of practical importance for planning and guiding empirical astrobiological and SETI projects. In addition to showing how the present framework is adaptable to more complex situations and updated observational databases from current and near-future space missions, we demonstrate how numerical results could offer a cautious rationale for continuation of practical SETI searches.
Probability and possibility-based representations of uncertainty in fault tree analysis.
Flage, Roger; Baraldi, Piero; Zio, Enrico; Aven, Terje
2013-01-01
Expert knowledge is an important source of input to risk analysis. In practice, experts might be reluctant to characterize their knowledge and the related (epistemic) uncertainty using precise probabilities. The theory of possibility allows for imprecision in probability assignments. The associated possibilistic representation of epistemic uncertainty can be combined with, and transformed into, a probabilistic representation; in this article, we show this with reference to a simple fault tree analysis. We apply an integrated (hybrid) probabilistic-possibilistic computational framework for the joint propagation of the epistemic uncertainty on the values of the (limiting relative frequency) probabilities of the basic events of the fault tree, and we use possibility-probability (probability-possibility) transformations for propagating the epistemic uncertainty within purely probabilistic and possibilistic settings. The results of the different approaches (hybrid, probabilistic, and possibilistic) are compared with respect to the representation of uncertainty about the top event (limiting relative frequency) probability. Both the rationale underpinning the approaches and the computational efforts they require are critically examined. We conclude that the approaches relevant in a given setting depend on the purpose of the risk analysis, and that further research is required to make the possibilistic approaches operational in a risk analysis context. © 2012 Society for Risk Analysis.
Aldridge, Robert W; Shaji, Kunju; Hayward, Andrew C; Abubakar, Ibrahim
2015-01-01
The Enhanced Matching System (EMS) is a probabilistic record linkage program developed by the tuberculosis section at Public Health England to match data for individuals across two datasets. This paper outlines how EMS works and investigates its accuracy for linkage across public health datasets. EMS is a configurable Microsoft SQL Server database program. To examine the accuracy of EMS, two public health databases were matched using National Health Service (NHS) numbers as a gold standard unique identifier. Probabilistic linkage was then performed on the same two datasets without inclusion of NHS number. Sensitivity analyses were carried out to examine the effect of varying matching process parameters. Exact matching using NHS number between two datasets (containing 5931 and 1759 records) identified 1071 matched pairs. EMS probabilistic linkage identified 1068 record pairs. The sensitivity of probabilistic linkage was calculated as 99.5% (95%CI: 98.9, 99.8), specificity 100.0% (95%CI: 99.9, 100.0), positive predictive value 99.8% (95%CI: 99.3, 100.0), and negative predictive value 99.9% (95%CI: 99.8, 100.0). Probabilistic matching was most accurate when including address variables and using the automatically generated threshold for determining links with manual review. With the establishment of national electronic datasets across health and social care, EMS enables previously unanswerable research questions to be tackled with confidence in the accuracy of the linkage process. In scenarios where a small sample is being matched into a very large database (such as national records of hospital attendance) then, compared to results presented in this analysis, the positive predictive value or sensitivity may drop according to the prevalence of matches between databases. Despite this possible limitation, probabilistic linkage has great potential to be used where exact matching using a common identifier is not possible, including in low-income settings, and for vulnerable groups such as homeless populations, where the absence of unique identifiers and lower data quality has historically hindered the ability to identify individuals across datasets.
What do we gain with Probabilistic Flood Loss Models?
NASA Astrophysics Data System (ADS)
Schroeter, K.; Kreibich, H.; Vogel, K.; Merz, B.; Lüdtke, S.
2015-12-01
The reliability of flood loss models is a prerequisite for their practical usefulness. Oftentimes, traditional uni-variate damage models as for instance depth-damage curves fail to reproduce the variability of observed flood damage. Innovative multi-variate probabilistic modelling approaches are promising to capture and quantify the uncertainty involved and thus to improve the basis for decision making. In this study we compare the predictive capability of two probabilistic modelling approaches, namely Bagging Decision Trees and Bayesian Networks and traditional stage damage functions which are cast in a probabilistic framework. For model evaluation we use empirical damage data which are available from computer aided telephone interviews that were respectively compiled after the floods in 2002, 2005, 2006 and 2013 in the Elbe and Danube catchments in Germany. We carry out a split sample test by sub-setting the damage records. One sub-set is used to derive the models and the remaining records are used to evaluate the predictive performance of the model. Further we stratify the sample according to catchments which allows studying model performance in a spatial transfer context. Flood damage estimation is carried out on the scale of the individual buildings in terms of relative damage. The predictive performance of the models is assessed in terms of systematic deviations (mean bias), precision (mean absolute error) as well as in terms of reliability which is represented by the proportion of the number of observations that fall within the 95-quantile and 5-quantile predictive interval. The reliability of the probabilistic predictions within validation runs decreases only slightly and achieves a very good coverage of observations within the predictive interval. Probabilistic models provide quantitative information about prediction uncertainty which is crucial to assess the reliability of model predictions and improves the usefulness of model results.
Learning Probabilistic Logic Models from Probabilistic Examples
Chen, Jianzhong; Muggleton, Stephen; Santos, José
2009-01-01
Abstract We revisit an application developed originally using abductive Inductive Logic Programming (ILP) for modeling inhibition in metabolic networks. The example data was derived from studies of the effects of toxins on rats using Nuclear Magnetic Resonance (NMR) time-trace analysis of their biofluids together with background knowledge representing a subset of the Kyoto Encyclopedia of Genes and Genomes (KEGG). We now apply two Probabilistic ILP (PILP) approaches - abductive Stochastic Logic Programs (SLPs) and PRogramming In Statistical modeling (PRISM) to the application. Both approaches support abductive learning and probability predictions. Abductive SLPs are a PILP framework that provides possible worlds semantics to SLPs through abduction. Instead of learning logic models from non-probabilistic examples as done in ILP, the PILP approach applied in this paper is based on a general technique for introducing probability labels within a standard scientific experimental setting involving control and treated data. Our results demonstrate that the PILP approach provides a way of learning probabilistic logic models from probabilistic examples, and the PILP models learned from probabilistic examples lead to a significant decrease in error accompanied by improved insight from the learned results compared with the PILP models learned from non-probabilistic examples. PMID:19888348
Learning Probabilistic Logic Models from Probabilistic Examples.
Chen, Jianzhong; Muggleton, Stephen; Santos, José
2008-10-01
We revisit an application developed originally using abductive Inductive Logic Programming (ILP) for modeling inhibition in metabolic networks. The example data was derived from studies of the effects of toxins on rats using Nuclear Magnetic Resonance (NMR) time-trace analysis of their biofluids together with background knowledge representing a subset of the Kyoto Encyclopedia of Genes and Genomes (KEGG). We now apply two Probabilistic ILP (PILP) approaches - abductive Stochastic Logic Programs (SLPs) and PRogramming In Statistical modeling (PRISM) to the application. Both approaches support abductive learning and probability predictions. Abductive SLPs are a PILP framework that provides possible worlds semantics to SLPs through abduction. Instead of learning logic models from non-probabilistic examples as done in ILP, the PILP approach applied in this paper is based on a general technique for introducing probability labels within a standard scientific experimental setting involving control and treated data. Our results demonstrate that the PILP approach provides a way of learning probabilistic logic models from probabilistic examples, and the PILP models learned from probabilistic examples lead to a significant decrease in error accompanied by improved insight from the learned results compared with the PILP models learned from non-probabilistic examples.
NASA Technical Reports Server (NTRS)
Bast, Callie C.; Boyce, Lola
1995-01-01
This report presents the results of both the fifth and sixth year effort of a research program conducted for NASA-LeRC by The University of Texas at San Antonio (UTSA). The research included on-going development of methodology for a probabilistic material strength degradation model. The probabilistic model, in the form of a postulated randomized multifactor equation, provides for quantification of uncertainty in the lifetime material strength of aerospace propulsion system components subjected to a number of diverse random effects. This model is embodied in the computer program entitled PROMISS, which can include up to eighteen different effects. Presently, the model includes five effects that typically reduce lifetime strength: high temperature, high-cycle mechanical fatigue, low-cycle mechanical fatigue, creep and thermal fatigue. Statistical analysis was conducted on experimental Inconel 718 data obtained from the open literature. This analysis provided regression parameters for use as the model's empirical material constants, thus calibrating the model specifically for Inconel 718. Model calibration was carried out for five variables, namely, high temperature, high-cycle and low-cycle mechanical fatigue, creep and thermal fatigue. Methodology to estimate standard deviations of these material constants for input into the probabilistic material strength model was developed. Using an updated version of PROMISS, entitled PROMISS93, a sensitivity study for the combined effects of high-cycle mechanical fatigue, creep and thermal fatigue was performed. Then using the current version of PROMISS, entitled PROMISS94, a second sensitivity study including the effect of low-cycle mechanical fatigue, as well as, the three previous effects was performed. Results, in the form of cumulative distribution functions, illustrated the sensitivity of lifetime strength to any current value of an effect. In addition, verification studies comparing a combination of high-cycle mechanical fatigue and high temperature effects by model to the combination by experiment were conducted. Thus, for Inconel 718, the basic model assumption of independence between effects was evaluated. Results from this limited verification study strongly supported this assumption.
Site-specific seismic probabilistic tsunami hazard analysis: performances and potential applications
NASA Astrophysics Data System (ADS)
Tonini, Roberto; Volpe, Manuela; Lorito, Stefano; Selva, Jacopo; Orefice, Simone; Graziani, Laura; Brizuela, Beatriz; Smedile, Alessandra; Romano, Fabrizio; De Martini, Paolo Marco; Maramai, Alessandra; Piatanesi, Alessio; Pantosti, Daniela
2017-04-01
Seismic Probabilistic Tsunami Hazard Analysis (SPTHA) provides probabilities to exceed different thresholds of tsunami hazard intensity, at a specific site or region and in a given time span, for tsunamis caused by seismic sources. Results obtained by SPTHA (i.e., probabilistic hazard curves and inundation maps) represent a very important input to risk analyses and land use planning. However, the large variability of source parameters implies the definition of a huge number of potential tsunami scenarios, whose omission could lead to a biased analysis. Moreover, tsunami propagation from source to target requires the use of very expensive numerical simulations. At regional scale, the computational cost can be reduced using assumptions on the tsunami modeling (i.e., neglecting non-linear effects, using coarse topo-bathymetric meshes, empirically extrapolating maximum wave heights on the coast). On the other hand, moving to local scale, a much higher resolution is required and such assumptions drop out, since detailed inundation maps require significantly greater computational resources. In this work we apply a multi-step method to perform a site-specific SPTHA which can be summarized in the following steps: i) to perform a regional hazard assessment to account for both the aleatory and epistemic uncertainties of the seismic source, by combining the use of an event tree and an ensemble modeling technique; ii) to apply a filtering procedure which use a cluster analysis to define a significantly reduced number of representative scenarios contributing to the hazard of a specific target site; iii) to perform high resolution numerical simulations only for these representative scenarios and for a subset of near field sources placed in very shallow waters and/or whose coseismic displacements induce ground uplift or subsidence at the target. The method is applied to three target areas in the Mediterranean located around the cities of Milazzo (Italy), Thessaloniki (Greece) and Siracusa (Italy). The latter target analysis is enriched by the use of local observed tsunami data, both geological and historical. Indeed, tsunami data-sets available for Siracusa are particularly rich with respect to the scarce and heterogeneous data-sets usually available elsewhere. Therefore, they can represent a further valuable source of information to benchmark and strengthen the results of such kind of studies. The work is funded by the Italian Flagship Project RITMARE, the two EC FP7 ASTARTE (Grant agreement 603839) and STREST (Grant agreement 603389) projects, the TSUMAPS-NEAM (Grant agreement ECHO/SUB/2015/718568/PREV26) project and the INGV-DPC Agreement.
Probabilistic evaluation of SSME structural components
NASA Astrophysics Data System (ADS)
Rajagopal, K. R.; Newell, J. F.; Ho, H.
1991-05-01
The application is described of Composite Load Spectra (CLS) and Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) family of computer codes to the probabilistic structural analysis of four Space Shuttle Main Engine (SSME) space propulsion system components. These components are subjected to environments that are influenced by many random variables. The applications consider a wide breadth of uncertainties encountered in practice, while simultaneously covering a wide area of structural mechanics. This has been done consistent with the primary design requirement for each component. The probabilistic application studies are discussed using finite element models that have been typically used in the past in deterministic analysis studies.
E-Area LLWF Vadose Zone Model: Probabilistic Model for Estimating Subsided-Area Infiltration Rates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dyer, J.; Flach, G.
A probabilistic model employing a Monte Carlo sampling technique was developed in Python to generate statistical distributions of the upslope-intact-area to subsided-area ratio (Area UAi/Area SAi) for closure cap subsidence scenarios that differ in assumed percent subsidence and the total number of intact plus subsided compartments. The plan is to use this model as a component in the probabilistic system model for the E-Area Performance Assessment (PA), contributing uncertainty in infiltration estimates.
NASA Astrophysics Data System (ADS)
D'Isanto, A.; Polsterer, K. L.
2018-01-01
Context. The need to analyze the available large synoptic multi-band surveys drives the development of new data-analysis methods. Photometric redshift estimation is one field of application where such new methods improved the results, substantially. Up to now, the vast majority of applied redshift estimation methods have utilized photometric features. Aims: We aim to develop a method to derive probabilistic photometric redshift directly from multi-band imaging data, rendering pre-classification of objects and feature extraction obsolete. Methods: A modified version of a deep convolutional network was combined with a mixture density network. The estimates are expressed as Gaussian mixture models representing the probability density functions (PDFs) in the redshift space. In addition to the traditional scores, the continuous ranked probability score (CRPS) and the probability integral transform (PIT) were applied as performance criteria. We have adopted a feature based random forest and a plain mixture density network to compare performances on experiments with data from SDSS (DR9). Results: We show that the proposed method is able to predict redshift PDFs independently from the type of source, for example galaxies, quasars or stars. Thereby the prediction performance is better than both presented reference methods and is comparable to results from the literature. Conclusions: The presented method is extremely general and allows us to solve of any kind of probabilistic regression problems based on imaging data, for example estimating metallicity or star formation rate of galaxies. This kind of methodology is tremendously important for the next generation of surveys.
Coupled Multi-Disciplinary Optimization for Structural Reliability and Affordability
NASA Technical Reports Server (NTRS)
Abumeri, Galib H.; Chamis, Christos C.
2003-01-01
A computational simulation method is presented for Non-Deterministic Multidisciplinary Optimization of engine composite materials and structures. A hypothetical engine duct made with ceramic matrix composites (CMC) is evaluated probabilistically in the presence of combined thermo-mechanical loading. The structure is tailored by quantifying the uncertainties in all relevant design variables such as fabrication, material, and loading parameters. The probabilistic sensitivities are used to select critical design variables for optimization. In this paper, two approaches for non-deterministic optimization are presented. The non-deterministic minimization of combined failure stress criterion is carried out by: (1) performing probabilistic evaluation first and then optimization and (2) performing optimization first and then probabilistic evaluation. The first approach shows that the optimization feasible region can be bounded by a set of prescribed probability limits and that the optimization follows the cumulative distribution function between those limits. The second approach shows that the optimization feasible region is bounded by 0.50 and 0.999 probabilities.
Validation and Improvement of Reliability Methods for Air Force Building Systems
focusing primarily on HVAC systems . This research used contingency analysis to assess the performance of each model for HVAC systems at six Air Force...probabilistic model produced inflated reliability calculations for HVAC systems . In light of these findings, this research employed a stochastic method, a...Nonhomogeneous Poisson Process (NHPP), in an attempt to produce accurate HVAC system reliability calculations. This effort ultimately concluded that
Probabilistic Based Modeling and Simulation Assessment
2010-06-01
different crash and blast scenarios. With the integration of the high fidelity neck and head model, a methodology to calculate the probability of injury...variability, correlation, and multiple (often competing) failure metrics. Important scenarios include vehicular collisions, blast /fragment impact, and...first area of focus is to develop a methodology to integrate probabilistic analysis into finite element analysis of vehicle collisions and blast . The
NASA Astrophysics Data System (ADS)
Tonini, R.; Lorito, S.; Orefice, S.; Graziani, L.; Brizuela, B.; Smedile, A.; Volpe, M.; Romano, F.; De Martini, P. M.; Maramai, A.; Selva, J.; Piatanesi, A.; Pantosti, D.
2016-12-01
Site-specific probabilistic tsunami hazard analyses demand very high computational efforts that are often reduced by introducing approximations on tsunami sources and/or tsunami modeling. On one hand, the large variability of source parameters implies the definition of a huge number of potential tsunami scenarios, whose omission could easily lead to important bias in the analysis. On the other hand, detailed inundation maps computed by tsunami numerical simulations require very long running time. When tsunami effects are calculated at regional scale, a common practice is to propagate tsunami waves in deep waters (up to 50-100 m depth) neglecting non-linear effects and using coarse bathymetric meshes. Then, maximum wave heights on the coast are empirically extrapolated, saving a significant amount of computational time. However, moving to local scale, such assumptions drop out and tsunami modeling would require much greater computational resources. In this work, we perform a local Seismic Probabilistic Tsunami Hazard Analysis (SPTHA) for the 50 km long coastal segment between Augusta and Siracusa, a touristic and commercial area placed along the South-Eastern Sicily coast, Italy. The procedure consists in using the outcomes of a regional SPTHA as input for a two-step filtering method to select and substantially reduce the number of scenarios contributing to the specific target area. These selected scenarios are modeled using high resolution topo-bathymetry for producing detailed inundation maps. Results are presented as probabilistic hazard curves and maps, with the goal of analyze, compare and highlight the different results provided by regional and local hazard assessments. Moreover, the analysis is enriched by the use of local observed tsunami data, both geological and historical. Indeed, tsunami data-sets available for the selected target areas are particularly rich with respect to the scarce and heterogeneous data-sets usually available elsewhere. Therefore, they can represent valuable benchmarks for testing and strengthening the results of such kind of studies. The work is funded by the Italian Flagship Project RITMARE, the two EC FP7 projects ASTARTE (Grant agreement 603839) and STREST (Grant agreement 603389), and the INGV-DPC Agreement.
PCEMCAN - Probabilistic Ceramic Matrix Composites Analyzer: User's Guide, Version 1.0
NASA Technical Reports Server (NTRS)
Shah, Ashwin R.; Mital, Subodh K.; Murthy, Pappu L. N.
1998-01-01
PCEMCAN (Probabalistic CEramic Matrix Composites ANalyzer) is an integrated computer code developed at NASA Lewis Research Center that simulates uncertainties associated with the constituent properties, manufacturing process, and geometric parameters of fiber reinforced ceramic matrix composites and quantifies their random thermomechanical behavior. The PCEMCAN code can perform the deterministic as well as probabilistic analyses to predict thermomechanical properties. This User's guide details the step-by-step procedure to create input file and update/modify the material properties database required to run PCEMCAN computer code. An overview of the geometric conventions, micromechanical unit cell, nonlinear constitutive relationship and probabilistic simulation methodology is also provided in the manual. Fast probability integration as well as Monte-Carlo simulation methods are available for the uncertainty simulation. Various options available in the code to simulate probabilistic material properties and quantify sensitivity of the primitive random variables have been described. The description of deterministic as well as probabilistic results have been described using demonstration problems. For detailed theoretical description of deterministic and probabilistic analyses, the user is referred to the companion documents "Computational Simulation of Continuous Fiber-Reinforced Ceramic Matrix Composite Behavior," NASA TP-3602, 1996 and "Probabilistic Micromechanics and Macromechanics for Ceramic Matrix Composites", NASA TM 4766, June 1997.
Research on probabilistic information processing
NASA Technical Reports Server (NTRS)
Edwards, W.
1973-01-01
The work accomplished on probabilistic information processing (PIP) is reported. The research proposals and decision analysis are discussed along with the results of research on MSC setting, multiattribute utilities, and Bayesian research. Abstracts of reports concerning the PIP research are included.
NASA Technical Reports Server (NTRS)
Sobel, Larry; Buttitta, Claudio; Suarez, James
1993-01-01
Probabilistic predictions based on the Integrated Probabilistic Assessment of Composite Structures (IPACS) code are presented for the material and structural response of unnotched and notched, 1M6/3501-6 Gr/Ep laminates. Comparisons of predicted and measured modulus and strength distributions are given for unnotched unidirectional, cross-ply, and quasi-isotropic laminates. The predicted modulus distributions were found to correlate well with the test results for all three unnotched laminates. Correlations of strength distributions for the unnotched laminates are judged good for the unidirectional laminate and fair for the cross-ply laminate, whereas the strength correlation for the quasi-isotropic laminate is deficient because IPACS did not yet have a progressive failure capability. The paper also presents probabilistic and structural reliability analysis predictions for the strain concentration factor (SCF) for an open-hole, quasi-isotropic laminate subjected to longitudinal tension. A special procedure was developed to adapt IPACS for the structural reliability analysis. The reliability results show the importance of identifying the most significant random variables upon which the SCF depends, and of having accurate scatter values for these variables.
Chen, Yi; Pouillot, Régis; S Burall, Laurel; Strain, Errol A; Van Doren, Jane M; De Jesus, Antonio J; Laasri, Anna; Wang, Hua; Ali, Laila; Tatavarthy, Aparna; Zhang, Guodong; Hu, Lijun; Day, James; Sheth, Ishani; Kang, Jihun; Sahu, Surasri; Srinivasan, Devayani; Brown, Eric W; Parish, Mickey; Zink, Donald L; Datta, Atin R; Hammack, Thomas S; Macarisin, Dumitru
2017-01-16
A precise and accurate method for enumeration of low level of Listeria monocytogenes in foods is critical to a variety of studies. In this study, paired comparison of most probable number (MPN) and direct plating enumeration of L. monocytogenes was conducted on a total of 1730 outbreak-associated ice cream samples that were naturally contaminated with low level of L. monocytogenes. MPN was performed on all 1730 samples. Direct plating was performed on all samples using the RAPID'L.mono (RLM) agar (1600 samples) and agar Listeria Ottaviani and Agosti (ALOA; 130 samples). Probabilistic analysis with Bayesian inference model was used to compare paired direct plating and MPN estimates of L. monocytogenes in ice cream samples because assumptions implicit in ordinary least squares (OLS) linear regression analyses were not met for such a comparison. The probabilistic analysis revealed good agreement between the MPN and direct plating estimates, and this agreement showed that the MPN schemes and direct plating schemes using ALOA or RLM evaluated in the present study were suitable for enumerating low levels of L. monocytogenes in these ice cream samples. The statistical analysis further revealed that OLS linear regression analyses of direct plating and MPN data did introduce bias that incorrectly characterized systematic differences between estimates from the two methods. Published by Elsevier B.V.
Nonstationarity of daily rainfall annual maxima in Puglia (Southern Italy)
NASA Astrophysics Data System (ADS)
Totaro, Vincenzo; Gioia, Andrea; Iacobellis, Vito
2017-04-01
Extreme flood events occurring in the last decades, due to climatic conditions in rapid evolution and/or changes in land cover, has lead the scientific community to develop and improve probabilistic techniques in order to take into account these effects, as also requested by the EU Floods Directive 2007/60. In the recent literature are becoming more popular studies that investigate the nonstationarity of the variables usually treated in hydrology through the analysis of their trend behavior. In this context it is also useful to assess the impact that the climate and /or land cover modifications have on the performances of the probabilistic stationary models used to predict hydrological variables such as rainfall and flood peaks. Among several proposed approaches, we use the redefined concept of return period and risk by considering the variability over time of the position parameter of the GEV distribution, with the subsequent discussion about the implications of analytical and technical characters. The analysis was carried out on the time series of annual maximum of daily precipitation available for a broad number of rainfall gauged stations in Puglia (Southern Italy). The investigation, conducted at the regional scale, leads to the identification of areas with different significativity of the statistical tests usually performed in order to assess nonstationarity. The evaluated change of return period leads to considerations useful to redesign methods for regional analysis of flood frequency.
NASA Astrophysics Data System (ADS)
Velazquez, Antonio; Swartz, Raymond A.
2011-04-01
Wind turbine systems are attracting considerable attention due to concerns regarding global energy consumption as well as sustainability. Advances in wind turbine technology promote the tendency to improve efficiency in the structure that support and produce this renewable power source, tending toward more slender and larger towers, larger gear boxes, and larger, lighter blades. The structural design optimization process must account for uncertainties and nonlinear effects (such as wind-induced vibrations, unmeasured disturbances, and material and geometric variabilities). In this study, a probabilistic monitoring approach is developed that measures the response of the turbine tower to stochastic loading, estimates peak demand, and structural resistance (in terms of serviceability). The proposed monitoring system can provide a real-time estimate of the probability of exceedance of design serviceability conditions based on data collected in-situ. Special attention is paid to wind and aerodynamic characteristics that are intrinsically present (although sometimes neglected in health monitoring analysis) and derived from observations or experiments. In particular, little attention has been devoted to buffeting, usually non-catastrophic but directly impacting the serviceability of the operating wind turbine. As a result, modal-based analysis methods for the study and derivation of flutter instability, and buffeting response, have been successfully applied to the assessment of the susceptibility of high-rise slender structures, including wind turbine towers. A detailed finite element model has been developed to generate data (calibrated to published experimental and analytical results). Risk assessment is performed for the effects of along wind forces in a framework of quantitative risk analysis. Both structural resistance and wind load demands were considered probabilistic with the latter assessed by dynamic analyses.
NASA Astrophysics Data System (ADS)
Ndu, Obibobi Kamtochukwu
To ensure that estimates of risk and reliability inform design and resource allocation decisions in the development of complex engineering systems, early engagement in the design life cycle is necessary. An unfortunate constraint on the accuracy of such estimates at this stage of concept development is the limited amount of high fidelity design and failure information available on the actual system under development. Applying the human ability to learn from experience and augment our state of knowledge to evolve better solutions mitigates this limitation. However, the challenge lies in formalizing a methodology that takes this highly abstract, but fundamentally human cognitive, ability and extending it to the field of risk analysis while maintaining the tenets of generalization, Bayesian inference, and probabilistic risk analysis. We introduce an integrated framework for inferring the reliability, or other probabilistic measures of interest, of a new system or a conceptual variant of an existing system. Abstractly, our framework is based on learning from the performance of precedent designs and then applying the acquired knowledge, appropriately adjusted based on degree of relevance, to the inference process. This dissertation presents a method for inferring properties of the conceptual variant using a pseudo-spatial model that describes the spatial configuration of the family of systems to which the concept belongs. Through non-metric multidimensional scaling, we formulate the pseudo-spatial model based on rank-ordered subjective expert perception of design similarity between systems that elucidate the psychological space of the family. By a novel extension of Kriging methods for analysis of geospatial data to our "pseudo-space of comparable engineered systems", we develop a Bayesian inference model that allows prediction of the probabilistic measure of interest.
Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components
NASA Technical Reports Server (NTRS)
1991-01-01
This annual report summarizes the work completed during the third year of technical effort on the referenced contract. Principal developments continue to focus on the Probabilistic Finite Element Method (PFEM) which has been under development for three years. Essentially all of the linear capabilities within the PFEM code are in place. Major progress in the application or verifications phase was achieved. An EXPERT module architecture was designed and partially implemented. EXPERT is a user interface module which incorporates an expert system shell for the implementation of a rule-based interface utilizing the experience and expertise of the user community. The Fast Probability Integration (FPI) Algorithm continues to demonstrate outstanding performance characteristics for the integration of probability density functions for multiple variables. Additionally, an enhanced Monte Carlo simulation algorithm was developed and demonstrated for a variety of numerical strategies.
Probabilistic track coverage in cooperative sensor networks.
Ferrari, Silvia; Zhang, Guoxian; Wettergren, Thomas A
2010-12-01
The quality of service of a network performing cooperative track detection is represented by the probability of obtaining multiple elementary detections over time along a target track. Recently, two different lines of research, namely, distributed-search theory and geometric transversals, have been used in the literature for deriving the probability of track detection as a function of random and deterministic sensors' positions, respectively. In this paper, we prove that these two approaches are equivalent under the same problem formulation. Also, we present a new performance function that is derived by extending the geometric-transversal approach to the case of random sensors' positions using Poisson flats. As a result, a unified approach for addressing track detection in both deterministic and probabilistic sensor networks is obtained. The new performance function is validated through numerical simulations and is shown to bring about considerable computational savings for both deterministic and probabilistic sensor networks.
Probabilistic Modeling of Settlement Risk at Land Disposal Facilities - 12304
DOE Office of Scientific and Technical Information (OSTI.GOV)
Foye, Kevin C.; Soong, Te-Yang
2012-07-01
The long-term reliability of land disposal facility final cover systems - and therefore the overall waste containment - depends on the distortions imposed on these systems by differential settlement/subsidence. The evaluation of differential settlement is challenging because of the heterogeneity of the waste mass (caused by inconsistent compaction, void space distribution, debris-soil mix ratio, waste material stiffness, time-dependent primary compression of the fine-grained soil matrix, long-term creep settlement of the soil matrix and the debris, etc.) at most land disposal facilities. Deterministic approaches to long-term final cover settlement prediction are not able to capture the spatial variability in the wastemore » mass and sub-grade properties which control differential settlement. An alternative, probabilistic solution is to use random fields to model the waste and sub-grade properties. The modeling effort informs the design, construction, operation, and maintenance of land disposal facilities. A probabilistic method to establish design criteria for waste placement and compaction is introduced using the model. Random fields are ideally suited to problems of differential settlement modeling of highly heterogeneous foundations, such as waste. Random fields model the seemingly random spatial distribution of a design parameter, such as compressibility. When used for design, the use of these models prompts the need for probabilistic design criteria. It also allows for a statistical approach to waste placement acceptance criteria. An example design evaluation was performed, illustrating the use of the probabilistic differential settlement simulation methodology to assemble a design guidance chart. The purpose of this design evaluation is to enable the designer to select optimal initial combinations of design slopes and quality control acceptance criteria that yield an acceptable proportion of post-settlement slopes meeting some design minimum. For this specific example, relative density, which can be determined through field measurements, was selected as the field quality control parameter for waste placement. This technique can be extended to include a rigorous performance-based methodology using other parameters (void space criteria, debris-soil mix ratio, pre-loading, etc.). As shown in this example, each parameter range, or sets of parameter ranges can be selected such that they can result in an acceptable, long-term differential settlement according to the probabilistic model. The methodology can also be used to re-evaluate the long-term differential settlement behavior at closed land disposal facilities to identify, if any, problematic facilities so that remedial action (e.g., reinforcement of upper and intermediate waste layers) can be implemented. Considering the inherent spatial variability in waste and earth materials and the need for engineers to apply sound quantitative practices to engineering analysis, it is important to apply the available probabilistic techniques to problems of differential settlement. One such method to implement probability-based differential settlement analyses for the design of landfill final covers has been presented. The design evaluation technique presented is one tool to bridge the gap from deterministic practice to probabilistic practice. (authors)« less
NASA Astrophysics Data System (ADS)
Armand, P.; Brocheton, F.; Poulet, D.; Vendel, F.; Dubourg, V.; Yalamas, T.
2014-10-01
This paper is an original contribution to uncertainty quantification in atmospheric transport & dispersion (AT&D) at the local scale (1-10 km). It is proposed to account for the imprecise knowledge of the meteorological and release conditions in the case of an accidental hazardous atmospheric emission. The aim is to produce probabilistic risk maps instead of a deterministic toxic load map in order to help the stakeholders making their decisions. Due to the urge attached to such situations, the proposed methodology is able to produce such maps in a limited amount of time. It resorts to a Lagrangian particle dispersion model (LPDM) using wind fields interpolated from a pre-established database that collects the results from a computational fluid dynamics (CFD) model. This enables a decoupling of the CFD simulations from the dispersion analysis, thus a considerable saving of computational time. In order to make the Monte-Carlo-sampling-based estimation of the probability field even faster, it is also proposed to recourse to the use of a vector Gaussian process surrogate model together with high performance computing (HPC) resources. The Gaussian process (GP) surrogate modelling technique is coupled with a probabilistic principal component analysis (PCA) for reducing the number of GP predictors to fit, store and predict. The design of experiments (DOE) from which the surrogate model is built, is run over a cluster of PCs for making the total production time as short as possible. The use of GP predictors is validated by comparing the results produced by this technique with those obtained by crude Monte Carlo sampling.
Bayesian Estimation of Small Effects in Exercise and Sports Science.
Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J
2016-01-01
The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.
Automatic analysis and classification of surface electromyography.
Abou-Chadi, F E; Nashar, A; Saad, M
2001-01-01
In this paper, parametric modeling of surface electromyography (EMG) algorithms that facilitates automatic SEMG feature extraction and artificial neural networks (ANN) are combined for providing an integrated system for the automatic analysis and diagnosis of myopathic disorders. Three paradigms of ANN were investigated: the multilayer backpropagation algorithm, the self-organizing feature map algorithm and a probabilistic neural network model. The performance of the three classifiers was compared with that of the old Fisher linear discriminant (FLD) classifiers. The results have shown that the three ANN models give higher performance. The percentage of correct classification reaches 90%. Poorer diagnostic performance was obtained from the FLD classifier. The system presented here indicates that surface EMG, when properly processed, can be used to provide the physician with a diagnostic assist device.
Enhancing Flood Prediction Reliability Using Bayesian Model Averaging
NASA Astrophysics Data System (ADS)
Liu, Z.; Merwade, V.
2017-12-01
Uncertainty analysis is an indispensable part of modeling the hydrology and hydrodynamics of non-idealized environmental systems. Compared to reliance on prediction from one model simulation, using on ensemble of predictions that consider uncertainty from different sources is more reliable. In this study, Bayesian model averaging (BMA) is applied to Black River watershed in Arkansas and Missouri by combining multi-model simulations to get reliable deterministic water stage and probabilistic inundation extent predictions. The simulation ensemble is generated from 81 LISFLOOD-FP subgrid model configurations that include uncertainty from channel shape, channel width, channel roughness and discharge. Model simulation outputs are trained with observed water stage data during one flood event, and BMA prediction ability is validated for another flood event. Results from this study indicate that BMA does not always outperform all members in the ensemble, but it provides relatively robust deterministic flood stage predictions across the basin. Station based BMA (BMA_S) water stage prediction has better performance than global based BMA (BMA_G) prediction which is superior to the ensemble mean prediction. Additionally, high-frequency flood inundation extent (probability greater than 60%) in BMA_G probabilistic map is more accurate than the probabilistic flood inundation extent based on equal weights.
Surrogate modeling of joint flood risk across coastal watersheds
NASA Astrophysics Data System (ADS)
Bass, Benjamin; Bedient, Philip
2018-03-01
This study discusses the development and performance of a rapid prediction system capable of representing the joint rainfall-runoff and storm surge flood response of tropical cyclones (TCs) for probabilistic risk analysis. Due to the computational demand required for accurately representing storm surge with the high-fidelity ADvanced CIRCulation (ADCIRC) hydrodynamic model and its coupling with additional numerical models to represent rainfall-runoff, a surrogate or statistical model was trained to represent the relationship between hurricane wind- and pressure-field characteristics and their peak joint flood response typically determined from physics based numerical models. This builds upon past studies that have only evaluated surrogate models for predicting peak surge, and provides the first system capable of probabilistically representing joint flood levels from TCs. The utility of this joint flood prediction system is then demonstrated by improving upon probabilistic TC flood risk products, which currently account for storm surge but do not take into account TC associated rainfall-runoff. Results demonstrate the source apportionment of rainfall-runoff versus storm surge and highlight that slight increases in flood risk levels may occur due to the interaction between rainfall-runoff and storm surge as compared to the Federal Emergency Management Association's (FEMAs) current practices.
Pouzou, Jane G; Cullen, Alison C; Yost, Michael G; Kissel, John C; Fenske, Richard A
2017-11-06
Implementation of probabilistic analyses in exposure assessment can provide valuable insight into the risks of those at the extremes of population distributions, including more vulnerable or sensitive subgroups. Incorporation of these analyses into current regulatory methods for occupational pesticide exposure is enabled by the exposure data sets and associated data currently used in the risk assessment approach of the Environmental Protection Agency (EPA). Monte Carlo simulations were performed on exposure measurements from the Agricultural Handler Exposure Database and the Pesticide Handler Exposure Database along with data from the Exposure Factors Handbook and other sources to calculate exposure rates for three different neurotoxic compounds (azinphos methyl, acetamiprid, emamectin benzoate) across four pesticide-handling scenarios. Probabilistic estimates of doses were compared with the no observable effect levels used in the EPA occupational risk assessments. Some percentage of workers were predicted to exceed the level of concern for all three compounds: 54% for azinphos methyl, 5% for acetamiprid, and 20% for emamectin benzoate. This finding has implications for pesticide risk assessment and offers an alternative procedure that may be more protective of those at the extremes of exposure than the current approach. © 2017 Society for Risk Analysis.
A Max-Flow Based Algorithm for Connected Target Coverage with Probabilistic Sensors
Shan, Anxing; Xu, Xianghua; Cheng, Zongmao; Wang, Wensheng
2017-01-01
Coverage is a fundamental issue in the research field of wireless sensor networks (WSNs). Connected target coverage discusses the sensor placement to guarantee the needs of both coverage and connectivity. Existing works largely leverage on the Boolean disk model, which is only a coarse approximation to the practical sensing model. In this paper, we focus on the connected target coverage issue based on the probabilistic sensing model, which can characterize the quality of coverage more accurately. In the probabilistic sensing model, sensors are only be able to detect a target with certain probability. We study the collaborative detection probability of target under multiple sensors. Armed with the analysis of collaborative detection probability, we further formulate the minimum ϵ-connected target coverage problem, aiming to minimize the number of sensors satisfying the requirements of both coverage and connectivity. We map it into a flow graph and present an approximation algorithm called the minimum vertices maximum flow algorithm (MVMFA) with provable time complex and approximation ratios. To evaluate our design, we analyze the performance of MVMFA theoretically and also conduct extensive simulation studies to demonstrate the effectiveness of our proposed algorithm. PMID:28587084
A Max-Flow Based Algorithm for Connected Target Coverage with Probabilistic Sensors.
Shan, Anxing; Xu, Xianghua; Cheng, Zongmao; Wang, Wensheng
2017-05-25
Coverage is a fundamental issue in the research field of wireless sensor networks (WSNs). Connected target coverage discusses the sensor placement to guarantee the needs of both coverage and connectivity. Existing works largely leverage on the Boolean disk model, which is only a coarse approximation to the practical sensing model. In this paper, we focus on the connected target coverage issue based on the probabilistic sensing model, which can characterize the quality of coverage more accurately. In the probabilistic sensing model, sensors are only be able to detect a target with certain probability. We study the collaborative detection probability of target under multiple sensors. Armed with the analysis of collaborative detection probability, we further formulate the minimum ϵ -connected target coverage problem, aiming to minimize the number of sensors satisfying the requirements of both coverage and connectivity. We map it into a flow graph and present an approximation algorithm called the minimum vertices maximum flow algorithm (MVMFA) with provable time complex and approximation ratios. To evaluate our design, we analyze the performance of MVMFA theoretically and also conduct extensive simulation studies to demonstrate the effectiveness of our proposed algorithm.
Papageorgiou, Eirini; Nieuwenhuys, Angela; Desloovere, Kaat
2017-01-01
Background This study aimed to improve the automatic probabilistic classification of joint motion gait patterns in children with cerebral palsy by using the expert knowledge available via a recently developed Delphi-consensus study. To this end, this study applied both Naïve Bayes and Logistic Regression classification with varying degrees of usage of the expert knowledge (expert-defined and discretized features). A database of 356 patients and 1719 gait trials was used to validate the classification performance of eleven joint motions. Hypotheses Two main hypotheses stated that: (1) Joint motion patterns in children with CP, obtained through a Delphi-consensus study, can be automatically classified following a probabilistic approach, with an accuracy similar to clinical expert classification, and (2) The inclusion of clinical expert knowledge in the selection of relevant gait features and the discretization of continuous features increases the performance of automatic probabilistic joint motion classification. Findings This study provided objective evidence supporting the first hypothesis. Automatic probabilistic gait classification using the expert knowledge available from the Delphi-consensus study resulted in accuracy (91%) similar to that obtained with two expert raters (90%), and higher accuracy than that obtained with non-expert raters (78%). Regarding the second hypothesis, this study demonstrated that the use of more advanced machine learning techniques such as automatic feature selection and discretization instead of expert-defined and discretized features can result in slightly higher joint motion classification performance. However, the increase in performance is limited and does not outweigh the additional computational cost and the higher risk of loss of clinical interpretability, which threatens the clinical acceptance and applicability. PMID:28570616
Quantitative risk analysis of oil storage facilities in seismic areas.
Fabbrocino, Giovanni; Iervolino, Iunio; Orlando, Francesca; Salzano, Ernesto
2005-08-31
Quantitative risk analysis (QRA) of industrial facilities has to take into account multiple hazards threatening critical equipment. Nevertheless, engineering procedures able to evaluate quantitatively the effect of seismic action are not well established. Indeed, relevant industrial accidents may be triggered by loss of containment following ground shaking or other relevant natural hazards, either directly or through cascade effects ('domino effects'). The issue of integrating structural seismic risk into quantitative probabilistic seismic risk analysis (QpsRA) is addressed in this paper by a representative study case regarding an oil storage plant with a number of atmospheric steel tanks containing flammable substances. Empirical seismic fragility curves and probit functions, properly defined both for building-like and non building-like industrial components, have been crossed with outcomes of probabilistic seismic hazard analysis (PSHA) for a test site located in south Italy. Once the seismic failure probabilities have been quantified, consequence analysis has been performed for those events which may be triggered by the loss of containment following seismic action. Results are combined by means of a specific developed code in terms of local risk contour plots, i.e. the contour line for the probability of fatal injures at any point (x, y) in the analysed area. Finally, a comparison with QRA obtained by considering only process-related top events is reported for reference.
NASA Technical Reports Server (NTRS)
Brown, A. M.
1998-01-01
Accounting for the statistical geometric and material variability of structures in analysis has been a topic of considerable research for the last 30 years. The determination of quantifiable measures of statistical probability of a desired response variable, such as natural frequency, maximum displacement, or stress, to replace experience-based "safety factors" has been a primary goal of these studies. There are, however, several problems associated with their satisfactory application to realistic structures, such as bladed disks in turbomachinery. These include the accurate definition of the input random variables (rv's), the large size of the finite element models frequently used to simulate these structures, which makes even a single deterministic analysis expensive, and accurate generation of the cumulative distribution function (CDF) necessary to obtain the probability of the desired response variables. The research presented here applies a methodology called probabilistic dynamic synthesis (PDS) to solve these problems. The PDS method uses dynamic characteristics of substructures measured from modal test as the input rv's, rather than "primitive" rv's such as material or geometric uncertainties. These dynamic characteristics, which are the free-free eigenvalues, eigenvectors, and residual flexibility (RF), are readily measured and for many substructures, a reasonable sample set of these measurements can be obtained. The statistics for these rv's accurately account for the entire random character of the substructure. Using the RF method of component mode synthesis, these dynamic characteristics are used to generate reduced-size sample models of the substructures, which are then coupled to form system models. These sample models are used to obtain the CDF of the response variable by either applying Monte Carlo simulation or by generating data points for use in the response surface reliability method, which can perform the probabilistic analysis with an order of magnitude less computational effort. Both free- and forced-response analyses have been performed, and the results indicate that, while there is considerable room for improvement, the method produces usable and more representative solutions for the design of realistic structures with a substantial savings in computer time.
Probabilistic Assessment of a CMC Turbine Vane
NASA Technical Reports Server (NTRS)
Murthy, Pappu L. N.; Brewer, Dave; Mital, Subodh K.
2004-01-01
In order to demonstrate the advanced CMC technology under development within the Ultra Efficient Engine Technology (UEET) program, it has been planned to fabricate, test and analyze an all CMC turbine vane made of a SiC/SiC composite material. The objective was to utilize a 5-II Satin Weave SiC/CVI SiC/ and MI SiC matrix material that was developed in-house under the Enabling Propulsion Materials (EPM) program, to design and fabricate a stator vane that can endure successfully 1000 hours of engine service conditions operation. The design requirements for the vane are to be able to withstand a maximum of 2400 F within the substrate and the hot surface temperature of 2700 F with the aid of an in-house developed Environmental/Thermal Barrier Coating (EBC/TBC) system. The vane will be tested in a High Pressure Burner Rig at NASA Glenn Research Center facility. This rig is capable of simulating the engine service environment. The present paper focuses on a probabilistic assessment of the vane. The material stress/strain relationship shows a bilinear behavior with a distinct knee corresponding to what is often termed as first matrix cracking strength. This is a critical life limiting consideration for these materials. The vane is therefore designed such that the maximum stresses are within this limit so that the structure is never subjected to loads beyond the first matrix cracking strength. Any violation of this design requirement is considered as failure. Probabilistic analysis is performed in order to determine the probability of failure based on this assumption. In the analysis, material properties, strength, and pressures are considered random variables. The variations in properties and strength are based on the actual experimental data generated in house. The mean values for the pressures on the upper surface and the lower surface are known but their distributions are unknown. In the present analysis the pressures are considered normally distributed with a nominal variation. Temperature profile on the vane is obtained by performing a CFD analysis and is assumed to be deterministic.
Sun, Duanchen; Liu, Yinliang; Zhang, Xiang-Sun; Wu, Ling-Yun
2017-09-21
High-throughput experimental techniques have been dramatically improved and widely applied in the past decades. However, biological interpretation of the high-throughput experimental results, such as differential expression gene sets derived from microarray or RNA-seq experiments, is still a challenging task. Gene Ontology (GO) is commonly used in the functional enrichment studies. The GO terms identified via current functional enrichment analysis tools often contain direct parent or descendant terms in the GO hierarchical structure. Highly redundant terms make users difficult to analyze the underlying biological processes. In this paper, a novel network-based probabilistic generative model, NetGen, was proposed to perform the functional enrichment analysis. An additional protein-protein interaction (PPI) network was explicitly used to assist the identification of significantly enriched GO terms. NetGen achieved a superior performance than the existing methods in the simulation studies. The effectiveness of NetGen was explored further on four real datasets. Notably, several GO terms which were not directly linked with the active gene list for each disease were identified. These terms were closely related to the corresponding diseases when accessed to the curated literatures. NetGen has been implemented in the R package CopTea publicly available at GitHub ( http://github.com/wulingyun/CopTea/ ). Our procedure leads to a more reasonable and interpretable result of the functional enrichment analysis. As a novel term combination-based functional enrichment analysis method, NetGen is complementary to current individual term-based methods, and can help to explore the underlying pathogenesis of complex diseases.
Bayesian analysis of rare events
NASA Astrophysics Data System (ADS)
Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.
NASA Technical Reports Server (NTRS)
Fink, Pamela K.; Palmer, Karol K.
1988-01-01
The development of a probabilistic structural analysis methodology (PSAM) is described. In the near-term, the methodology will be applied to designing critical components of the next generation space shuttle main engine. In the long-term, PSAM will be applied very broadly, providing designers with a new technology for more effective design of structures whose character and performance are significantly affected by random variables. The software under development to implement the ideas developed in PSAM resembles, in many ways, conventional deterministic structural analysis code. However, several additional capabilities regarding the probabilistic analysis makes the input data requirements and the resulting output even more complex. As a result, an intelligent front- and back-end to the code is being developed to assist the design engineer in providing the input data in a correct and appropriate manner. The type of knowledge that this entails is, in general, heuristically-based, allowing the fairly well-understood technology of production rules to apply with little difficulty. However, the PSAM code, called NESSUS, is written in FORTRAN-77 and runs on a DEC VAX. Thus, the associated expert system, called NESSUS/EXPERT, must run on a DEC VAX as well, and integrate effectively and efficiently with the existing FORTRAN code. This paper discusses the process undergone to select a suitable tool, identify an appropriate division between the functions that should be performed in FORTRAN and those that should be performed by production rules, and how integration of the conventional and AI technologies was achieved.
NASA Technical Reports Server (NTRS)
Onwubiko, Chinyere; Onyebueke, Landon
1996-01-01
This program report is the final report covering all the work done on this project. The goal of this project is technology transfer of methodologies to improve design process. The specific objectives are: 1. To learn and understand the Probabilistic design analysis using NESSUS. 2. To assign Design Projects to either undergraduate or graduate students on the application of NESSUS. 3. To integrate the application of NESSUS into some selected senior level courses in Civil and Mechanical Engineering curricula. 4. To develop courseware in Probabilistic Design methodology to be included in a graduate level Design Methodology course. 5. To study the relationship between the Probabilistic design methodology and Axiomatic design methodology.
Probabilistic structural analysis to quantify uncertainties associated with turbopump blades
NASA Technical Reports Server (NTRS)
Nagpal, Vinod K.; Rubinstein, Robert; Chamis, Christos C.
1988-01-01
A probabilistic study of turbopump blades has been in progress at NASA Lewis Research Center for over the last two years. The objectives of this study are to evaluate the effects of uncertainties in geometry and material properties on the structural response of the turbopump blades to evaluate the tolerance limits on the design. A methodology based on probabilistic approach was developed to quantify the effects of the random uncertainties. The results indicate that only the variations in geometry have significant effects.
Just, Rebecca S; Irwin, Jodi A
2018-05-01
Some of the expected advantages of next generation sequencing (NGS) for short tandem repeat (STR) typing include enhanced mixture detection and genotype resolution via sequence variation among non-homologous alleles of the same length. However, at the same time that NGS methods for forensic DNA typing have advanced in recent years, many caseworking laboratories have implemented or are transitioning to probabilistic genotyping to assist the interpretation of complex autosomal STR typing results. Current probabilistic software programs are designed for length-based data, and were not intended to accommodate sequence strings as the product input. Yet to leverage the benefits of NGS for enhanced genotyping and mixture deconvolution, the sequence variation among same-length products must be utilized in some form. Here, we propose use of the longest uninterrupted stretch (LUS) in allele designations as a simple method to represent sequence variation within the STR repeat regions and facilitate - in the nearterm - probabilistic interpretation of NGS-based typing results. An examination of published population data indicated that a reference LUS region is straightforward to define for most autosomal STR loci, and that using repeat unit plus LUS length as the allele designator can represent greater than 80% of the alleles detected by sequencing. A proof of concept study performed using a freely available probabilistic software demonstrated that the LUS length can be used in allele designations when a program does not require alleles to be integers, and that utilizing sequence information improves interpretation of both single-source and mixed contributor STR typing results as compared to using repeat unit information alone. The LUS concept for allele designation maintains the repeat-based allele nomenclature that will permit backward compatibility to extant STR databases, and the LUS lengths themselves will be concordant regardless of the NGS assay or analysis tools employed. Further, these biologically based, easy-to-derive designations uphold clear relationships between parent alleles and their stutter products, enabling analysis in fully continuous probabilistic programs that model stutter while avoiding the algorithmic complexities that come with string based searches. Though using repeat unit plus LUS length as the allele designator does not capture variation that occurs outside of the core repeat regions, this straightforward approach would permit the large majority of known STR sequence variation to be used for mixture deconvolution and, in turn, result in more informative mixture statistics in the near term. Ultimately, the method could bridge the gap from current length-based probabilistic systems to facilitate broader adoption of NGS by forensic DNA testing laboratories. Copyright © 2018 The Authors. Published by Elsevier B.V. All rights reserved.
Probabilistic structural analysis of space propulsion system LOX post
NASA Technical Reports Server (NTRS)
Newell, J. F.; Rajagopal, K. R.; Ho, H. W.; Cunniff, J. M.
1990-01-01
The probabilistic structural analysis program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress; Cruse et al., 1988) is applied to characterize the dynamic loading and response of the Space Shuttle main engine (SSME) LOX post. The design and operation of the SSME are reviewed; the LOX post structure is described; and particular attention is given to the generation of composite load spectra, the finite-element model of the LOX post, and the steps in the NESSUS structural analysis. The results are presented in extensive tables and graphs, and it is shown that NESSUS correctly predicts the structural effects of changes in the temperature loading. The probabilistic approach also facilitates (1) damage assessments for a given failure model (based on gas temperature, heat-shield gap, and material properties) and (2) correlation of the gas temperature with operational parameters such as engine thrust.
Probabilistic wind/tornado/missile analyses for hazard and fragility evaluations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Park, Y.J.; Reich, M.
Detailed analysis procedures and examples are presented for the probabilistic evaluation of hazard and fragility against high wind, tornado, and tornado-generated missiles. In the tornado hazard analysis, existing risk models are modified to incorporate various uncertainties including modeling errors. A significant feature of this paper is the detailed description of the Monte-Carlo simulation analyses of tornado-generated missiles. A simulation procedure, which includes the wind field modeling, missile injection, solution of flight equations, and missile impact analysis, is described with application examples.
Costing the satellite power system
NASA Technical Reports Server (NTRS)
Hazelrigg, G. A., Jr.
1978-01-01
The paper presents a methodology for satellite power system costing, places approximate limits on the accuracy possible in cost estimates made at this time, and outlines the use of probabilistic cost information in support of the decision-making process. Reasons for using probabilistic costing or risk analysis procedures instead of standard deterministic costing procedures are considered. Components of cost, costing estimating relationships, grass roots costing, and risk analysis are discussed. Risk analysis using a Monte Carlo simulation model is used to estimate future costs.
76 FR 28102 - Notice of Issuance of Regulatory Guide
Federal Register 2010, 2011, 2012, 2013, 2014
2011-05-13
..., Probabilistic Risk Assessment Branch, Division of Risk Analysis, Office of Nuclear Regulatory Research, U.S... approaches and methods (whether quantitative or qualitative, deterministic or probabilistic), data, and... uses in evaluating specific problems or postulated accidents, and data that the staff needs in its...
Probability from a Socio-Cultural Perspective
ERIC Educational Resources Information Center
Sharma, Sashi
2016-01-01
There exists considerable and rich literature on students' misconceptions about probability; less attention has been paid to the development of students' probabilistic thinking in the classroom. Grounded in an analysis of the literature, this article offers a lesson sequence for developing students' probabilistic understanding. In particular, a…
Probabilistic Exposure Analysis for Chemical Risk Characterization
Bogen, Kenneth T.; Cullen, Alison C.; Frey, H. Christopher; Price, Paul S.
2009-01-01
This paper summarizes the state of the science of probabilistic exposure assessment (PEA) as applied to chemical risk characterization. Current probabilistic risk analysis methods applied to PEA are reviewed. PEA within the context of risk-based decision making is discussed, including probabilistic treatment of related uncertainty, interindividual heterogeneity, and other sources of variability. Key examples of recent experience gained in assessing human exposures to chemicals in the environment, and other applications to chemical risk characterization and assessment, are presented. It is concluded that, although improvements continue to be made, existing methods suffice for effective application of PEA to support quantitative analyses of the risk of chemically induced toxicity that play an increasing role in key decision-making objectives involving health protection, triage, civil justice, and criminal justice. Different types of information required to apply PEA to these different decision contexts are identified, and specific PEA methods are highlighted that are best suited to exposure assessment in these separate contexts. PMID:19223660
Data analysis using scale-space filtering and Bayesian probabilistic reasoning
NASA Technical Reports Server (NTRS)
Kulkarni, Deepak; Kutulakos, Kiriakos; Robinson, Peter
1991-01-01
This paper describes a program for analysis of output curves from Differential Thermal Analyzer (DTA). The program first extracts probabilistic qualitative features from a DTA curve of a soil sample, and then uses Bayesian probabilistic reasoning to infer the mineral in the soil. The qualifier module employs a simple and efficient extension of scale-space filtering suitable for handling DTA data. We have observed that points can vanish from contours in the scale-space image when filtering operations are not highly accurate. To handle the problem of vanishing points, perceptual organizations heuristics are used to group the points into lines. Next, these lines are grouped into contours by using additional heuristics. Probabilities are associated with these contours using domain-specific correlations. A Bayes tree classifier processes probabilistic features to infer the presence of different minerals in the soil. Experiments show that the algorithm that uses domain-specific correlation to infer qualitative features outperforms a domain-independent algorithm that does not.
Kindermans, Pieter-Jan; Verschore, Hannes; Schrauwen, Benjamin
2013-10-01
In recent years, in an attempt to maximize performance, machine learning approaches for event-related potential (ERP) spelling have become more and more complex. In this paper, we have taken a step back as we wanted to improve the performance without building an overly complex model, that cannot be used by the community. Our research resulted in a unified probabilistic model for ERP spelling, which is based on only three assumptions and incorporates language information. On top of that, the probabilistic nature of our classifier yields a natural dynamic stopping strategy. Furthermore, our method uses the same parameters across 25 subjects from three different datasets. We show that our classifier, when enhanced with language models and dynamic stopping, improves the spelling speed and accuracy drastically. Additionally, we would like to point out that as our model is entirely probabilistic, it can easily be used as the foundation for complex systems in future work. All our experiments are executed on publicly available datasets to allow for future comparison with similar techniques.
Differentiation of red wines using an electronic nose based on surface acoustic wave devices.
García, M; Fernández, M J; Fontecha, J L; Lozano, J; Santos, J P; Aleixandre, M; Sayago, I; Gutiérrez, J; Horrillo, M C
2006-02-15
An electronic nose, utilizing the principle of surface acoustic waves (SAW), was used to differentiate among different wines of the same variety of grapes which come from the same cellar. The electronic nose is based on eight surface acoustic wave sensors, one is a reference sensor and the others are coated by different polymers by spray coating technique. Data analysis was performed by two pattern recognition methods; principal component analysis (PCA) and probabilistic neuronal network (PNN). The results showed that electronic nose was able to identify the tested wines.
Analysis of backward error recovery for concurrent processes with recovery blocks
NASA Technical Reports Server (NTRS)
Shin, K. G.; Lee, Y. H.
1982-01-01
Three different methods of implementing recovery blocks (RB's). These are the asynchronous, synchronous, and the pseudo recovery point implementations. Pseudo recovery points so that unbounded rollback may be avoided while maintaining process autonomy are proposed. Probabilistic models for analyzing these three methods under standard assumptions in computer performance analysis, i.e., exponential distributions for related random variables were developed. The interval between two successive recovery lines for asynchronous RB's mean loss in computation power for the synchronized method, and additional overhead and rollback distance in case PRP's are used were estimated.
Method and system for dynamic probabilistic risk assessment
NASA Technical Reports Server (NTRS)
Dugan, Joanne Bechta (Inventor); Xu, Hong (Inventor)
2013-01-01
The DEFT methodology, system and computer readable medium extends the applicability of the PRA (Probabilistic Risk Assessment) methodology to computer-based systems, by allowing DFT (Dynamic Fault Tree) nodes as pivot nodes in the Event Tree (ET) model. DEFT includes a mathematical model and solution algorithm, supports all common PRA analysis functions and cutsets. Additional capabilities enabled by the DFT include modularization, phased mission analysis, sequence dependencies, and imperfect coverage.
A probabilistic analysis of cumulative carbon emissions and long-term planetary warming
Fyke, Jeremy Garmeson; Matthews, H. Damon
2015-11-16
Efforts to mitigate and adapt to long-term climate change could benefit greatly from probabilistic estimates of cumulative carbon emissions due to fossil fuel burning and resulting CO 2-induced planetary warming. Here we demonstrate the use of a reduced-form model to project these variables. We performed simulations using a large-ensemble framework with parametric uncertainty sampled to produce distributions of future cumulative emissions and consequent planetary warming. A hind-cast ensemble of simulations captured 1980–2012 historical CO 2 emissions trends and an ensemble of future projection simulations generated a distribution of emission scenarios that qualitatively resembled the suite of Representative and Extended Concentrationmore » Pathways. The resulting cumulative carbon emission and temperature change distributions are characterized by 5–95th percentile ranges of 0.96–4.9 teratonnes C (Tt C) and 1.4 °C–8.5 °C, respectively, with 50th percentiles at 3.1 Tt C and 4.7 °C. Within the wide range of policy-related parameter combinations that produced these distributions, we found that low-emission simulations were characterized by both high carbon prices and low costs of non-fossil fuel energy sources, suggesting the importance of these two policy levers in particular for avoiding dangerous levels of climate warming. With this analysis we demonstrate a probabilistic approach to the challenge of identifying strategies for limiting cumulative carbon emissions and assessing likelihoods of surpassing dangerous temperature thresholds.« less
A general probabilistic model for group independent component analysis and its estimation methods
Guo, Ying
2012-01-01
SUMMARY Independent component analysis (ICA) has become an important tool for analyzing data from functional magnetic resonance imaging (fMRI) studies. ICA has been successfully applied to single-subject fMRI data. The extension of ICA to group inferences in neuroimaging studies, however, is challenging due to the unavailability of a pre-specified group design matrix and the uncertainty in between-subjects variability in fMRI data. We present a general probabilistic ICA (PICA) model that can accommodate varying group structures of multi-subject spatio-temporal processes. An advantage of the proposed model is that it can flexibly model various types of group structures in different underlying neural source signals and under different experimental conditions in fMRI studies. A maximum likelihood method is used for estimating this general group ICA model. We propose two EM algorithms to obtain the ML estimates. The first method is an exact EM algorithm which provides an exact E-step and an explicit noniterative M-step. The second method is an variational approximation EM algorithm which is computationally more efficient than the exact EM. In simulation studies, we first compare the performance of the proposed general group PICA model and the existing probabilistic group ICA approach. We then compare the two proposed EM algorithms and show the variational approximation EM achieves comparable accuracy to the exact EM with significantly less computation time. An fMRI data example is used to illustrate application of the proposed methods. PMID:21517789
A Comprehensive Validation Approach Using The RAVEN Code
DOE Office of Scientific and Technical Information (OSTI.GOV)
Alfonsi, Andrea; Rabiti, Cristian; Cogliati, Joshua J
2015-06-01
The RAVEN computer code , developed at the Idaho National Laboratory, is a generic software framework to perform parametric and probabilistic analysis based on the response of complex system codes. RAVEN is a multi-purpose probabilistic and uncertainty quantification platform, capable to communicate with any system code. A natural extension of the RAVEN capabilities is the imple- mentation of an integrated validation methodology, involving several different metrics, that represent an evolution of the methods currently used in the field. The state-of-art vali- dation approaches use neither exploration of the input space through sampling strategies, nor a comprehensive variety of metrics neededmore » to interpret the code responses, with respect experimental data. The RAVEN code allows to address both these lacks. In the following sections, the employed methodology, and its application to the newer developed thermal-hydraulic code RELAP-7, is reported.The validation approach has been applied on an integral effect experiment, representing natu- ral circulation, based on the activities performed by EG&G Idaho. Four different experiment configurations have been considered and nodalized.« less
NASA Technical Reports Server (NTRS)
Prassinos, Peter G.; Stamatelatos, Michael G.; Young, Jonathan; Smith, Curtis
2010-01-01
Managed by NASA's Office of Safety and Mission Assurance, a pilot probabilistic risk analysis (PRA) of the NASA Crew Exploration Vehicle (CEV) was performed in early 2006. The PRA methods used follow the general guidance provided in the NASA PRA Procedures Guide for NASA Managers and Practitioners'. Phased-mission based event trees and fault trees are used to model a lunar sortie mission of the CEV - involving the following phases: launch of a cargo vessel and a crew vessel; rendezvous of these two vessels in low Earth orbit; transit to th$: moon; lunar surface activities; ascension &om the lunar surface; and return to Earth. The analysis is based upon assumptions, preliminary system diagrams, and failure data that may involve large uncertainties or may lack formal validation. Furthermore, some of the data used were based upon expert judgment or extrapolated from similar componentssystemsT. his paper includes a discussion of the system-level models and provides an overview of the analysis results used to identify insights into CEV risk drivers, and trade and sensitivity studies. Lastly, the PRA model was used to determine changes in risk as the system configurations or key parameters are modified.
Station Blackout: A case study in the interaction of mechanistic and probabilistic safety analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Curtis Smith; Diego Mandelli; Cristian Rabiti
2013-11-01
The ability to better characterize and quantify safety margins is important to improved decision making about nuclear power plant design, operation, and plant life extension. As research and development (R&D) in the light-water reactor (LWR) Sustainability (LWRS) Program and other collaborative efforts yield new data, sensors, and improved scientific understanding of physical processes that govern the aging and degradation of plant SSCs needs and opportunities to better optimize plant safety and performance will become known. The purpose of the Risk Informed Safety Margin Characterization (RISMC) Pathway R&D is to support plant decisions for risk-informed margin management with the aim tomore » improve economics, reliability, and sustain safety of current NPPs. In this paper, we describe the RISMC analysis process illustrating how mechanistic and probabilistic approaches are combined in order to estimate a safety margin. We use the scenario of a “station blackout” wherein offsite power and onsite power is lost, thereby causing a challenge to plant safety systems. We describe the RISMC approach, illustrate the station blackout modeling, and contrast this with traditional risk analysis modeling for this type of accident scenario.« less
Sensitivity Analysis for Probabilistic Neural Network Structure Reduction.
Kowalski, Piotr A; Kusy, Maciej
2018-05-01
In this paper, we propose the use of local sensitivity analysis (LSA) for the structure simplification of the probabilistic neural network (PNN). Three algorithms are introduced. The first algorithm applies LSA to the PNN input layer reduction by selecting significant features of input patterns. The second algorithm utilizes LSA to remove redundant pattern neurons of the network. The third algorithm combines the proposed two and constitutes the solution of how they can work together. PNN with a product kernel estimator is used, where each multiplicand computes a one-dimensional Cauchy function. Therefore, the smoothing parameter is separately calculated for each dimension by means of the plug-in method. The classification qualities of the reduced and full structure PNN are compared. Furthermore, we evaluate the performance of PNN, for which global sensitivity analysis (GSA) and the common reduction methods are applied, both in the input layer and the pattern layer. The models are tested on the classification problems of eight repository data sets. A 10-fold cross validation procedure is used to determine the prediction ability of the networks. Based on the obtained results, it is shown that the LSA can be used as an alternative PNN reduction approach.
NASA Astrophysics Data System (ADS)
Sanchez, J.
2018-06-01
In this paper, the application and analysis of the asymptotic approximation method to a single degree-of-freedom has recently been produced. The original concepts are summarized, and the necessary probabilistic concepts are developed and applied to single degree-of-freedom systems. Then, these concepts are united, and the theoretical and computational models are developed. To determine the viability of the proposed method in a probabilistic context, numerical experiments are conducted, and consist of a frequency analysis, analysis of the effects of measurement noise, and a statistical analysis. In addition, two examples are presented and discussed.
Probabilistic sensitivity analysis for NICE technology assessment: not an optional extra.
Claxton, Karl; Sculpher, Mark; McCabe, Chris; Briggs, Andrew; Akehurst, Ron; Buxton, Martin; Brazier, John; O'Hagan, Tony
2005-04-01
Recently the National Institute for Clinical Excellence (NICE) updated its methods guidance for technology assessment. One aspect of the new guidance is to require the use of probabilistic sensitivity analysis with all cost-effectiveness models submitted to the Institute. The purpose of this paper is to place the NICE guidance on dealing with uncertainty into a broader context of the requirements for decision making; to explain the general approach that was taken in its development; and to address each of the issues which have been raised in the debate about the role of probabilistic sensitivity analysis in general. The most appropriate starting point for developing guidance is to establish what is required for decision making. On the basis of these requirements, the methods and framework of analysis which can best meet these needs can then be identified. It will be argued that the guidance on dealing with uncertainty and, in particular, the requirement for probabilistic sensitivity analysis, is justified by the requirements of the type of decisions that NICE is asked to make. Given this foundation, the main issues and criticisms raised during and after the consultation process are reviewed. Finally, some of the methodological challenges posed by the need fully to characterise decision uncertainty and to inform the research agenda will be identified and discussed. Copyright (c) 2005 John Wiley & Sons, Ltd.
Integration of Advanced Probabilistic Analysis Techniques with Multi-Physics Models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cetiner, Mustafa Sacit; none,; Flanagan, George F.
2014-07-30
An integrated simulation platform that couples probabilistic analysis-based tools with model-based simulation tools can provide valuable insights for reactive and proactive responses to plant operating conditions. The objective of this work is to demonstrate the benefits of a partial implementation of the Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Detailed Framework Specification through the coupling of advanced PRA capabilities and accurate multi-physics plant models. Coupling a probabilistic model with a multi-physics model will aid in design, operations, and safety by providing a more accurate understanding of plant behavior. This represents the first attempt at actually integrating these two typesmore » of analyses for a control system used for operations, on a faster than real-time basis. This report documents the development of the basic communication capability to exchange data with the probabilistic model using Reliability Workbench (RWB) and the multi-physics model using Dymola. The communication pathways from injecting a fault (i.e., failing a component) to the probabilistic and multi-physics models were successfully completed. This first version was tested with prototypic models represented in both RWB and Modelica. First, a simple event tree/fault tree (ET/FT) model was created to develop the software code to implement the communication capabilities between the dynamic-link library (dll) and RWB. A program, written in C#, successfully communicates faults to the probabilistic model through the dll. A systems model of the Advanced Liquid-Metal Reactor–Power Reactor Inherently Safe Module (ALMR-PRISM) design developed under another DOE project was upgraded using Dymola to include proper interfaces to allow data exchange with the control application (ConApp). A program, written in C+, successfully communicates faults to the multi-physics model. The results of the example simulation were successfully plotted.« less
A probabilistic quantum communication protocol using mixed entangled channel
NASA Astrophysics Data System (ADS)
Choudhury, Binayak S.; Dhara, Arpan
2016-05-01
Qubits are realized as polarization state of photons or as superpositions of the spin states of electrons. In this paper we propose a scheme to probabilistically teleport an unknown arbitrary two-qubit state using a non-maximally entangled GHZ- like state and a non-maximally Bell state simultaneously as quantum channels. We also discuss the success probability of our scheme. We perform POVM in the protocol which is operationally advantageous. In our scheme we show that the non-maximal quantum resources perform better than maximal resources.
Probabilistic Modeling and Visualization of the Flexibility in Morphable Models
NASA Astrophysics Data System (ADS)
Lüthi, M.; Albrecht, T.; Vetter, T.
Statistical shape models, and in particular morphable models, have gained widespread use in computer vision, computer graphics and medical imaging. Researchers have started to build models of almost any anatomical structure in the human body. While these models provide a useful prior for many image analysis task, relatively little information about the shape represented by the morphable model is exploited. We propose a method for computing and visualizing the remaining flexibility, when a part of the shape is fixed. Our method, which is based on Probabilistic PCA, not only leads to an approach for reconstructing the full shape from partial information, but also allows us to investigate and visualize the uncertainty of a reconstruction. To show the feasibility of our approach we performed experiments on a statistical model of the human face and the femur bone. The visualization of the remaining flexibility allows for greater insight into the statistical properties of the shape.
A probabilistic topic model for clinical risk stratification from electronic health records.
Huang, Zhengxing; Dong, Wei; Duan, Huilong
2015-12-01
Risk stratification aims to provide physicians with the accurate assessment of a patient's clinical risk such that an individualized prevention or management strategy can be developed and delivered. Existing risk stratification techniques mainly focus on predicting the overall risk of an individual patient in a supervised manner, and, at the cohort level, often offer little insight beyond a flat score-based segmentation from the labeled clinical dataset. To this end, in this paper, we propose a new approach for risk stratification by exploring a large volume of electronic health records (EHRs) in an unsupervised fashion. Along this line, this paper proposes a novel probabilistic topic modeling framework called probabilistic risk stratification model (PRSM) based on Latent Dirichlet Allocation (LDA). The proposed PRSM recognizes a patient clinical state as a probabilistic combination of latent sub-profiles, and generates sub-profile-specific risk tiers of patients from their EHRs in a fully unsupervised fashion. The achieved stratification results can be easily recognized as high-, medium- and low-risk, respectively. In addition, we present an extension of PRSM, called weakly supervised PRSM (WS-PRSM) by incorporating minimum prior information into the model, in order to improve the risk stratification accuracy, and to make our models highly portable to risk stratification tasks of various diseases. We verify the effectiveness of the proposed approach on a clinical dataset containing 3463 coronary heart disease (CHD) patient instances. Both PRSM and WS-PRSM were compared with two established supervised risk stratification algorithms, i.e., logistic regression and support vector machine, and showed the effectiveness of our models in risk stratification of CHD in terms of the Area Under the receiver operating characteristic Curve (AUC) analysis. As well, in comparison with PRSM, WS-PRSM has over 2% performance gain, on the experimental dataset, demonstrating that incorporating risk scoring knowledge as prior information can improve the performance in risk stratification. Experimental results reveal that our models achieve competitive performance in risk stratification in comparison with existing supervised approaches. In addition, the unsupervised nature of our models makes them highly portable to the risk stratification tasks of various diseases. Moreover, patient sub-profiles and sub-profile-specific risk tiers generated by our models are coherent and informative, and provide significant potential to be explored for the further tasks, such as patient cohort analysis. We hypothesize that the proposed framework can readily meet the demand for risk stratification from a large volume of EHRs in an open-ended fashion. Copyright © 2015 Elsevier Inc. All rights reserved.
Probability misjudgment, cognitive ability, and belief in the paranormal.
Musch, Jochen; Ehrenberg, Katja
2002-05-01
According to the probability misjudgment account of paranormal belief (Blackmore & Troscianko, 1985), believers in the paranormal tend to wrongly attribute remarkable coincidences to paranormal causes rather than chance. Previous studies have shown that belief in the paranormal is indeed positively related to error rates in probabilistic reasoning. General cognitive ability could account for a relationship between these two variables without assuming a causal role of probabilistic reasoning in the forming of paranormal beliefs, however. To test this alternative explanation, a belief in the paranormal scale (BPS) and a battery of probabilistic reasoning tasks were administered to 123 university students. Confirming previous findings, a significant correlation between BPS scores and error rates in probabilistic reasoning was observed. This relationship disappeared, however, when cognitive ability as measured by final examination grades was controlled for. Lower cognitive ability correlated substantially with belief in the paranormal. This finding suggests that differences in general cognitive performance rather than specific probabilistic reasoning skills provide the basis for paranormal beliefs.
Probabilistic dual heuristic programming-based adaptive critic
NASA Astrophysics Data System (ADS)
Herzallah, Randa
2010-02-01
Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.
Novel composites for wing and fuselage applications
NASA Technical Reports Server (NTRS)
Sobel, L. H.; Buttitta, C.; Suarez, J. A.
1995-01-01
Probabilistic predictions based on the IPACS code are presented for the material and structural response of unnotched and notched, IM6/3501-6 Gr/Ep laminates. Comparisons of predicted and measured modulus and strength distributions are given for unnotched unidirectional, cross-ply and quasi-isotropic laminates. The predicted modulus distributions were found to correlate well with the test results for all three unnotched laminates. Correlations of strength distributions for the unnotched laminates are judged good for the unidirectional laminate and fair for the cross-ply laminate, whereas the strength correlation for the quasi-isotropic laminate is judged poor because IPACS did not have a progressive failure capability at the time this work was performed. The report also presents probabilistic and structural reliability analysis predictions for the strain concentration factor (SCF) for an open-hole, quasi-isotropic laminate subjected to longitudinal tension. A special procedure was developed to adapt IPACS for the structural reliability analysis. The reliability results show the importance of identifying the most significant random variables upon which the SCF depends, and of having accurate scatter values for these variables.
Decision analysis with approximate probabilities
NASA Technical Reports Server (NTRS)
Whalen, Thomas
1992-01-01
This paper concerns decisions under uncertainty in which the probabilities of the states of nature are only approximately known. Decision problems involving three states of nature are studied. This is due to the fact that some key issues do not arise in two-state problems, while probability spaces with more than three states of nature are essentially impossible to graph. The primary focus is on two levels of probabilistic information. In one level, the three probabilities are separately rounded to the nearest tenth. This can lead to sets of rounded probabilities which add up to 0.9, 1.0, or 1.1. In the other level, probabilities are rounded to the nearest tenth in such a way that the rounded probabilities are forced to sum to 1.0. For comparison, six additional levels of probabilistic information, previously analyzed, were also included in the present analysis. A simulation experiment compared four criteria for decisionmaking using linearly constrained probabilities (Maximin, Midpoint, Standard Laplace, and Extended Laplace) under the eight different levels of information about probability. The Extended Laplace criterion, which uses a second order maximum entropy principle, performed best overall.
NASA Astrophysics Data System (ADS)
Mazzaracchio, Antonio; Marchetti, Mario
2010-03-01
Implicit ablation and thermal response software was developed to analyse and size charring ablative thermal protection systems for entry vehicles. A statistical monitor integrated into the tool, which uses the Monte Carlo technique, allows a simulation to run over stochastic series. This performs an uncertainty and sensitivity analysis, which estimates the probability of maintaining the temperature of the underlying material within specified requirements. This approach and the associated software are primarily helpful during the preliminary design phases of spacecraft thermal protection systems. They are proposed as an alternative to traditional approaches, such as the Root-Sum-Square method. The developed tool was verified by comparing the results with those from previous work on thermal protection system probabilistic sizing methodologies, which are based on an industry standard high-fidelity ablation and thermal response program. New case studies were analysed to establish thickness margins on sizing heat shields that are currently proposed for vehicles using rigid aeroshells for future aerocapture missions at Neptune, and identifying the major sources of uncertainty in the material response.
The Role of Probabilistic Design Analysis Methods in Safety and Affordability
NASA Technical Reports Server (NTRS)
Safie, Fayssal M.
2016-01-01
For the last several years, NASA and its contractors have been working together to build space launch systems to commercialize space. Developing commercial affordable and safe launch systems becomes very important and requires a paradigm shift. This paradigm shift enforces the need for an integrated systems engineering environment where cost, safety, reliability, and performance need to be considered to optimize the launch system design. In such an environment, rule based and deterministic engineering design practices alone may not be sufficient to optimize margins and fault tolerance to reduce cost. As a result, introduction of Probabilistic Design Analysis (PDA) methods to support the current deterministic engineering design practices becomes a necessity to reduce cost without compromising reliability and safety. This paper discusses the importance of PDA methods in NASA's new commercial environment, their applications, and the key role they can play in designing reliable, safe, and affordable launch systems. More specifically, this paper discusses: 1) The involvement of NASA in PDA 2) Why PDA is needed 3) A PDA model structure 4) A PDA example application 5) PDA link to safety and affordability.
NASA Astrophysics Data System (ADS)
Stockton, T. B.; Black, P. K.; Catlett, K. M.; Tauxe, J. D.
2002-05-01
Environmental modeling is an essential component in the evaluation of regulatory compliance of radioactive waste management sites (RWMSs) at the Nevada Test Site in southern Nevada, USA. For those sites that are currently operating, further goals are to support integrated decision analysis for the development of acceptance criteria for future wastes, as well as site maintenance, closure, and monitoring. At these RWMSs, the principal pathways for release of contamination to the environment are upward towards the ground surface rather than downwards towards the deep water table. Biotic processes, such as burrow excavation and plant uptake and turnover, dominate this upward transport. A combined multi-pathway contaminant transport and risk assessment model was constructed using the GoldSim modeling platform. This platform facilitates probabilistic analysis of environmental systems, and is especially well suited for assessments involving radionuclide decay chains. The model employs probabilistic definitions of key parameters governing contaminant transport, with the goals of quantifying cumulative uncertainty in the estimation of performance measures and providing information necessary to perform sensitivity analyses. This modeling differs from previous radiological performance assessments (PAs) in that the modeling parameters are intended to be representative of the current knowledge, and the uncertainty in that knowledge, of parameter values rather than reflective of a conservative assessment approach. While a conservative PA may be sufficient to demonstrate regulatory compliance, a parametrically honest PA can also be used for more general site decision-making. In particular, a parametrically honest probabilistic modeling approach allows both uncertainty and sensitivity analyses to be explicitly coupled to the decision framework using a single set of model realizations. For example, sensitivity analysis provides a guide for analyzing the value of collecting more information by quantifying the relative importance of each input parameter in predicting the model response. However, in these complex, high dimensional eco-system models, represented by the RWMS model, the dynamics of the systems can act in a non-linear manner. Quantitatively assessing the importance of input variables becomes more difficult as the dimensionality, the non-linearities, and the non-monotonicities of the model increase. Methods from data mining such as Multivariate Adaptive Regression Splines (MARS) and the Fourier Amplitude Sensitivity Test (FAST) provide tools that can be used in global sensitivity analysis in these high dimensional, non-linear situations. The enhanced interpretability of model output provided by the quantitative measures estimated by these global sensitivity analysis tools will be demonstrated using the RWMS model.
NASA Astrophysics Data System (ADS)
Kala, J.; Bajer, M.; Barnat, J.; Smutný, J.
2010-12-01
Pedestrian-induced vibrations are a criterion for serviceability. This loading is significant for light-weight footbridge structures, but was established as a basic loading for the ceilings of various ordinary buildings. Wide variations of this action exist. To verify the different conclusions of various authors, vertical pressure measurements invoked during walking were performed. In the article the approaches of different design codes are also shown.
Probabilistic Analysis of a SiC/SiC Ceramic Matrix Composite Turbine Vane
NASA Technical Reports Server (NTRS)
Murthy, Pappu L. N.; Nemeth, Noel N.; Brewer, David N.; Mital, Subodh
2004-01-01
To demonstrate the advanced composite materials technology under development within the Ultra-Efficient Engine Technology (UEET) Program, it was planned to fabricate, test, and analyze a turbine vane made entirely of silicon carbide-fiber-reinforced silicon carbide matrix composite (SiC/SiC CMC) material. The objective was to utilize a five-harness satin weave melt-infiltrated (MI) SiC/SiC composite material developed under this program to design and fabricate a stator vane that can endure 1000 hours of engine service conditions. The vane was designed such that the expected maximum stresses were kept within the proportional limit strength of the material. Any violation of this design requirement was considered as the failure. This report presents results of a probabilistic analysis and reliability assessment of the vane. Probability of failure to meet the design requirements was computed. In the analysis, material properties, strength, and pressure loading were considered as random variables. The pressure loads were considered normally distributed with a nominal variation. A temperature profile on the vane was obtained by performing a computational fluid dynamics (CFD) analysis and was assumed to be deterministic. The results suggest that for the current vane design, the chance of not meeting design requirements is about 1.6 percent.
Modelling default and likelihood reasoning as probabilistic reasoning
NASA Technical Reports Server (NTRS)
Buntine, Wray
1990-01-01
A probabilistic analysis of plausible reasoning about defaults and about likelihood is presented. Likely and by default are in fact treated as duals in the same sense as possibility and necessity. To model these four forms probabilistically, a qualitative default probabilistic (QDP) logic and its quantitative counterpart DP are derived that allow qualitative and corresponding quantitative reasoning. Consistency and consequent results for subsets of the logics are given that require at most a quadratic number of satisfiability tests in the underlying propositional logic. The quantitative logic shows how to track the propagation error inherent in these reasoning forms. The methodology and sound framework of the system highlights their approximate nature, the dualities, and the need for complementary reasoning about relevance.
Probabilistic seismic demand analysis using advanced ground motion intensity measures
Tothong, P.; Luco, N.
2007-01-01
One of the objectives in performance-based earthquake engineering is to quantify the seismic reliability of a structure at a site. For that purpose, probabilistic seismic demand analysis (PSDA) is used as a tool to estimate the mean annual frequency of exceeding a specified value of a structural demand parameter (e.g. interstorey drift). This paper compares and contrasts the use, in PSDA, of certain advanced scalar versus vector and conventional scalar ground motion intensity measures (IMs). One of the benefits of using a well-chosen IM is that more accurate evaluations of seismic performance are achieved without the need to perform detailed ground motion record selection for the nonlinear dynamic structural analyses involved in PSDA (e.g. record selection with respect to seismic parameters such as earthquake magnitude, source-to-site distance, and ground motion epsilon). For structural demands that are dominated by a first mode of vibration, using inelastic spectral displacement (Sdi) can be advantageous relative to the conventionally used elastic spectral acceleration (Sa) and the vector IM consisting of Sa and epsilon (??). This paper demonstrates that this is true for ordinary and for near-source pulse-like earthquake records. The latter ground motions cannot be adequately characterized by either Sa alone or the vector of Sa and ??. For structural demands with significant higher-mode contributions (under either of the two types of ground motions), even Sdi (alone) is not sufficient, so an advanced scalar IM that additionally incorporates higher modes is used.
Young children do not succeed in choice tasks that imply evaluating chances.
Girotto, Vittorio; Fontanari, Laura; Gonzalez, Michel; Vallortigara, Giorgio; Blaye, Agnès
2016-07-01
Preverbal infants manifest probabilistic intuitions in their reactions to the outcomes of simple physical processes and in their choices. Their ability conflicts with the evidence that, before the age of about 5years, children's verbal judgments do not reveal probability understanding. To assess these conflicting results, three studies tested 3-5-year-olds on choice tasks on which infants perform successfully. The results showed that children of all age groups made optimal choices in tasks that did not require forming probabilistic expectations. In probabilistic tasks, however, only 5-year-olds made optimal choices. Younger children performed at random and/or were guided by superficial heuristics. These results suggest caution in interpreting infants' ability to evaluate chance, and indicate that the development of this ability may not follow a linear trajectory. Copyright © 2016 Elsevier B.V. All rights reserved.
Three key areas of scientific inquiry in the study of human exposure to environmental contaminants are 1) assessment of aggregate (i.e., multi-pathway, multi-route) exposures, 2) application of probabilistic methods to exposure prediction, and 3) the interpretation of biomarker m...
A Probabilistic Model of Phonological Relationships from Contrast to Allophony
ERIC Educational Resources Information Center
Hall, Kathleen Currie
2009-01-01
This dissertation proposes a model of phonological relationships, the Probabilistic Phonological Relationship Model (PPRM), that quantifies how predictably distributed two sounds in a relationship are. It builds on a core premise of traditional phonological analysis, that the ability to define phonological relationships such as contrast and…
Economic Evaluation of Pediatric Telemedicine Consultations to Rural Emergency Departments.
Yang, Nikki H; Dharmar, Madan; Yoo, Byung-Kwang; Leigh, J Paul; Kuppermann, Nathan; Romano, Patrick S; Nesbitt, Thomas S; Marcin, James P
2015-08-01
Comprehensive economic evaluations have not been conducted on telemedicine consultations to children in rural emergency departments (EDs). We conducted an economic evaluation to estimate the cost, effectiveness, and return on investment (ROI) of telemedicine consultations provided to health care providers of acutely ill and injured children in rural EDs compared with telephone consultations from a health care payer prospective. We built a decision model with parameters from primary programmatic data, national data, and the literature. We performed a base-case cost-effectiveness analysis (CEA), a probabilistic CEA with Monte Carlo simulation, and ROI estimation when CEA suggested cost-saving. The CEA was based on program effectiveness, derived from transfer decisions following telemedicine and telephone consultations. The average cost for a telemedicine consultation was $3641 per child/ED/year in 2013 US dollars. Telemedicine consultations resulted in 31% fewer patient transfers compared with telephone consultations and a cost reduction of $4662 per child/ED/year. Our probabilistic CEA demonstrated telemedicine consultations were less costly than telephone consultations in 57% of simulation iterations. The ROI was calculated to be 1.28 ($4662/$3641) from the base-case analysis and estimated to be 1.96 from the probabilistic analysis, suggesting a $1.96 return for each dollar invested in telemedicine. Treating 10 acutely ill and injured children at each rural ED with telemedicine resulted in an annual cost-savings of $46,620 per ED. Telephone and telemedicine consultations were not randomly assigned, potentially resulting in biased results. From a health care payer perspective, telemedicine consultations to health care providers of acutely ill and injured children presenting to rural EDs are cost-saving (base-case and more than half of Monte Carlo simulation iterations) or cost-effective compared with telephone consultations. © The Author(s) 2015.
Kawasaki, Ryo; Akune, Yoko; Hiratsuka, Yoshimune; Fukuhara, Shunichi; Yamada, Masakazu
2015-02-01
To evaluate the cost-effectiveness for a screening interval longer than 1 year detecting diabetic retinopathy (DR) through the estimation of incremental costs per quality-adjusted life year (QALY) based on the best available clinical data in Japan. A Markov model with a probabilistic cohort analysis was framed to calculate incremental costs per QALY gained by implementing a screening program detecting DR in Japan. A 1-year cycle length and population size of 50,000 with a 50-year time horizon (age 40-90 years) was used. Best available clinical data from publications and national surveillance data was used, and a model was designed including current diagnosis and management of DR with corresponding visual outcomes. One-way and probabilistic sensitivity analyses were performed considering uncertainties in the parameters. In the base-case analysis, the strategy with a screening program resulted in an incremental cost of 5,147 Japanese yen (¥; US$64.6) and incremental effectiveness of 0.0054 QALYs per person screened. The incremental cost-effectiveness ratio was ¥944,981 (US$11,857) per QALY. The simulation suggested that screening would result in a significant reduction in blindness in people aged 40 years or over (-16%). Sensitivity analyses suggested that in order to achieve both reductions in blindness and cost-effectiveness in Japan, the screening program should screen those aged 53-84 years, at intervals of 3 years or less. An eye screening program in Japan would be cost-effective in detecting DR and preventing blindness from DR, even allowing for the uncertainties in estimates of costs, utility, and current management of DR.
NASA Astrophysics Data System (ADS)
Mahura, A. G.; Baklanov, A. A.
2003-10-01
The probabilistic analysis of atmospheric transport patterns from most important nuclear risk sites in the Euro-Arctic region is performed employing the methodology developed within the "Arctic Risk" Project of the NARP Programme (Baklanov and Mahura, 2003). The risk sites are the nuclear power plants in the Northwest Russia, Finland, Sweden, Lithuania, United Kingdom, and Germany as well as the Novaya Zemlya test site of Russia. The geographical regions of interest are the Northern and Central European countries and Northwest Russia. In this study, the employed research tools are the trajectory model to calculate a multiyear dataset of forward trajectories that originated over the risk site locations, and a set of statistical methods (including exploratory, cluster, and probability fields analyses) for analysis of trajectory modelling results. The probabilistic analyses of trajectory modelling results for eleven sites are presented as a set of various indicators of the risk sites possible impact on geographical regions and countries of interest. The nuclear risk site possible impact (on a particular geographical region, territory, country, site, etc.) due to atmospheric transport from the site after hypothetical accidental release of radioactivity can be properly estimated based on a combined interpretation of the indicators (simple characteristics, atmospheric transport pathways, airflow and fast transport probability fields, maximum reaching distance and maximum possible impact zone, typical transport time and precipitation factor fields) for different time periods (annual, seasonal, and monthly) for any selected site (both separately for each site or grouped for several sites) in the Euro-Arctic region. Such estimation could be the useful input information for the decision-making process, risk assessment, and planning of emergency response systems for sites of nuclear, chemical, and biological danger.
Integrated Technology Assessment Center (ITAC) Update
NASA Technical Reports Server (NTRS)
Taylor, J. L.; Neely, M. A.; Curran, F. M.; Christensen, E. R.; Escher, D.; Lovell, N.; Morris, Charles (Technical Monitor)
2002-01-01
The Integrated Technology Assessment Center (ITAC) has developed a flexible systems analysis framework to identify long-term technology needs, quantify payoffs for technology investments, and assess the progress of ASTP-sponsored technology programs in the hypersonics area. For this, ITAC has assembled an experienced team representing a broad sector of the aerospace community and developed a systematic assessment process complete with supporting tools. Concepts for transportation systems are selected based on relevance to the ASTP and integrated concept models (ICM) of these concepts are developed. Key technologies of interest are identified and projections are made of their characteristics with respect to their impacts on key aspects of the specific concepts of interest. Both the models and technology projections are then fed into the ITAC's probabilistic systems analysis framework in ModelCenter. This framework permits rapid sensitivity analysis, single point design assessment, and a full probabilistic assessment of each concept with respect to both embedded and enhancing technologies. Probabilistic outputs are weighed against metrics of interest to ASTP using a multivariate decision making process to provide inputs for technology prioritization within the ASTP. ITAC program is currently finishing the assessment of a two-stage-to-orbit (TSTO), rocket-based combined cycle (RBCC) concept and a TSTO turbine-based combined cycle (TBCC) concept developed by the team with inputs from NASA. A baseline all rocket TSTO concept is also being developed for comparison. Boeing has recently submitted a performance model for their Flexible Aerospace System Solution for Tomorrow (FASST) concept and the ISAT program will provide inputs for a single-stage-to-orbit (SSTO) TBCC based concept in the near-term. Both of these latter concepts will be analyzed within the ITAC framework over the summer. This paper provides a status update of the ITAC program.
ERIC Educational Resources Information Center
Agus, Mirian; Penna, Maria Pietronilla; Peró-Cebollero, Maribel; Guàrdia-Olmos, Joan
2016-01-01
Research on the graphical facilitation of probabilistic reasoning has been characterised by the effort expended to identify valid assessment tools. The authors developed an assessment instrument to compare reasoning performances when problems were presented in verbal-numerical and graphical-pictorial formats. A sample of undergraduate psychology…
NASA Technical Reports Server (NTRS)
Bigler, Mark; Canga, Michael A.; Duncan, Gary
2010-01-01
The Shuttle Program initiated an Extravehicular Activity (EVA) Probabilistic Risk Assessment (PRA) to assess the risks associated with performing a Shuttle Thermal Protection System (TPS) repair during the Space Transportation System (STS)-125 Hubble repair mission as part of risk trades between TPS repair and crew rescue.
Baschet, Louise; Bourguignon, Sandrine; Marque, Sébastien; Durand-Zaleski, Isabelle; Teiger, Emmanuel; Wilquin, Fanny; Levesque, Karine
2016-01-01
To determine the cost-effectiveness of drug-eluting stents (DES) compared with bare-metal stents (BMS) in patients requiring a percutaneous coronary intervention in France, using a recent meta-analysis including second-generation DES. A cost-effectiveness analysis was performed in the French National Health Insurance setting. Effectiveness settings were taken from a meta-analysis of 117 762 patient-years with 76 randomised trials. The main effectiveness criterion was major cardiac event-free survival. Effectiveness and costs were modelled over a 5-year horizon using a three-state Markov model. Incremental cost-effectiveness ratios and a cost-effectiveness acceptability curve were calculated for a range of thresholds for willingness to pay per year without major cardiac event gain. Deterministic and probabilistic sensitivity analyses were performed. Base case results demonstrated that DES are dominant over BMS, with an increase in event-free survival and a cost-reduction of €184, primarily due to a diminution of second revascularisations, and an absence of myocardial infarction and stent thrombosis. These results are robust for uncertainty on one-way deterministic and probabilistic sensitivity analyses. Using a cost-effectiveness threshold of €7000 per major cardiac event-free year gained, DES has a >95% probability of being cost-effective versus BMS. Following DES price decrease, new-generation DES development and taking into account recent meta-analyses results, the DES can now be considered cost-effective regardless of selective indication in France, according to European recommendations.
Probabilistic structural analysis to quantify uncertainties associated with turbopump blades
NASA Technical Reports Server (NTRS)
Nagpal, Vinod K.; Rubinstein, Robert; Chamis, Christos C.
1987-01-01
A probabilistic study of turbopump blades has been in progress at NASA Lewis Research Center for over the last two years. The objectives of this study are to evaluate the effects of uncertainties in geometry and material properties on the structural response of the turbopump blades to evaluate the tolerance limits on the design. A methodology based on probabilistic approach has been developed to quantify the effects of the random uncertainties. The results of this study indicate that only the variations in geometry have significant effects.
Bayesian estimation of Karhunen–Loève expansions; A random subspace approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chowdhary, Kenny; Najm, Habib N.
One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less
Bayesian estimation of Karhunen–Loève expansions; A random subspace approach
Chowdhary, Kenny; Najm, Habib N.
2016-04-13
One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less
Analysis of Logistics in Support of a Human Lunar Outpost
NASA Technical Reports Server (NTRS)
Cirillo, William; Earle, Kevin; Goodliff, Kandyce; Reeves, j. D.; Andrashko, Mark; Merrill, R. Gabe; Stromgren, Chel
2008-01-01
Strategic level analysis of the integrated behavior of lunar transportation system and lunar surface system architecture options is performed to inform NASA Constellation Program senior management on the benefit, viability, affordability, and robustness of system design choices. This paper presents an overview of the approach used to perform the campaign (strategic) analysis, with an emphasis on the logistics modeling and the impacts of logistics resupply on campaign behavior. An overview of deterministic and probabilistic analysis approaches is provided, with a discussion of the importance of each approach to understanding the integrated system behavior. The logistics required to support lunar surface habitation are analyzed from both 'macro-logistics' and 'micro-logistics' perspectives, where macro-logistics focuses on the delivery of goods to a destination and micro-logistics focuses on local handling of re-supply goods at a destination. An example campaign is provided to tie the theories of campaign analysis to results generation capabilities.
Owen, S L F; Heath, J; Kringelbach, M L; Stein, J F; Aziz, T Z
2007-10-01
This study aimed to find out whether preoperative diffusion tensor imaging (DTI) and probabilistic tractography could help with surgical planning for deep brain stimulation in the periaqueductal/periventricular grey area (PAG/PVG) in a patient with lower leg stump pain. A preoperative DTI was obtained from the patient, who then received DBS surgery in the PAG/PVG area with good pain relief. The postoperative MRI scan showing electrode placement was used to calculate four seed areas to represent the contacts on the Medtronic 3387 electrode. Probabilistic tractography was then performed from the pre-operative DTI image. Tracts were seen to connect to many areas within the pain network from the four different contacts. These initial findings suggest that preoperative DTI scanning and probabilistic tractography may be able to assist surgical planning in the future.
Probabilistic Fracture Mechanics of Reactor Pressure Vessels with Populations of Flaws
DOE Office of Scientific and Technical Information (OSTI.GOV)
Spencer, Benjamin; Backman, Marie; Williams, Paul
This report documents recent progress in developing a tool that uses the Grizzly and RAVEN codes to perform probabilistic fracture mechanics analyses of reactor pressure vessels in light water reactor nuclear power plants. The Grizzly code is being developed with the goal of creating a general tool that can be applied to study a variety of degradation mechanisms in nuclear power plant components. Because of the central role of the reactor pressure vessel (RPV) in a nuclear power plant, particular emphasis is being placed on developing capabilities to model fracture in embrittled RPVs to aid in the process surrounding decisionmore » making relating to life extension of existing plants. A typical RPV contains a large population of pre-existing flaws introduced during the manufacturing process. The use of probabilistic techniques is necessary to assess the likelihood of crack initiation at one or more of these flaws during a transient event. This report documents development and initial testing of a capability to perform probabilistic fracture mechanics of large populations of flaws in RPVs using reduced order models to compute fracture parameters. The work documented here builds on prior efforts to perform probabilistic analyses of a single flaw with uncertain parameters, as well as earlier work to develop deterministic capabilities to model the thermo-mechanical response of the RPV under transient events, and compute fracture mechanics parameters at locations of pre-defined flaws. The capabilities developed as part of this work provide a foundation for future work, which will develop a platform that provides the flexibility needed to consider scenarios that cannot be addressed with the tools used in current practice.« less
Probabilistic seasonal Forecasts to deterministic Farm Leve Decisions: Innovative Approach
NASA Astrophysics Data System (ADS)
Mwangi, M. W.
2015-12-01
Climate change and vulnerability are major challenges in ensuring household food security. Climate information services have the potential to cushion rural households from extreme climate risks. However, most the probabilistic nature of climate information products is not easily understood by majority of smallholder farmers. Despite the probabilistic nature, climate information have proved to be a valuable climate risk adaptation strategy at the farm level. This calls for innovative ways to help farmers understand and apply climate information services to inform their farm level decisions. The study endeavored to co-design and test appropriate innovation systems for climate information services uptake and scale up necessary for achieving climate risk development. In addition it also determined the conditions necessary to support the effective performance of the proposed innovation system. Data and information sources included systematic literature review, secondary sources, government statistics, focused group discussions, household surveys and semi-structured interviews. Data wasanalyzed using both quantitative and qualitative data analysis techniques. Quantitative data was analyzed using the Statistical Package for Social Sciences (SPSS) software. Qualitative data was analyzed using qualitative techniques, which involved establishing the categories and themes, relationships/patterns and conclusions in line with the study objectives. Sustainable livelihood, reduced household poverty and climate change resilience were the impact that resulted from the study.
Functional mechanisms of probabilistic inference in feature- and space-based attentional systems.
Dombert, Pascasie L; Kuhns, Anna; Mengotti, Paola; Fink, Gereon R; Vossel, Simone
2016-11-15
Humans flexibly attend to features or locations and these processes are influenced by the probability of sensory events. We combined computational modeling of response times with fMRI to compare the functional correlates of (re-)orienting, and the modulation by probabilistic inference in spatial and feature-based attention systems. Twenty-four volunteers performed two task versions with spatial or color cues. Percentage of cue validity changed unpredictably. A hierarchical Bayesian model was used to derive trial-wise estimates of probability-dependent attention, entering the fMRI analysis as parametric regressors. Attentional orienting activated a dorsal frontoparietal network in both tasks, without significant parametric modulation. Spatially invalid trials activated a bilateral frontoparietal network and the precuneus, while invalid feature trials activated the left intraparietal sulcus (IPS). Probability-dependent attention modulated activity in the precuneus, left posterior IPS, middle occipital gyrus, and right temporoparietal junction for spatial attention, and in the left anterior IPS for feature-based and spatial attention. These findings provide novel insights into the generality and specificity of the functional basis of attentional control. They suggest that probabilistic inference can distinctively affect each attentional subsystem, but that there is an overlap in the left IPS, which responds to both spatial and feature-based expectancy violations. Copyright © 2016 Elsevier Inc. All rights reserved.
On the Origins of Suboptimality in Human Probabilistic Inference
Acerbi, Luigi; Vijayakumar, Sethu; Wolpert, Daniel M.
2014-01-01
Humans have been shown to combine noisy sensory information with previous experience (priors), in qualitative and sometimes quantitative agreement with the statistically-optimal predictions of Bayesian integration. However, when the prior distribution becomes more complex than a simple Gaussian, such as skewed or bimodal, training takes much longer and performance appears suboptimal. It is unclear whether such suboptimality arises from an imprecise internal representation of the complex prior, or from additional constraints in performing probabilistic computations on complex distributions, even when accurately represented. Here we probe the sources of suboptimality in probabilistic inference using a novel estimation task in which subjects are exposed to an explicitly provided distribution, thereby removing the need to remember the prior. Subjects had to estimate the location of a target given a noisy cue and a visual representation of the prior probability density over locations, which changed on each trial. Different classes of priors were examined (Gaussian, unimodal, bimodal). Subjects' performance was in qualitative agreement with the predictions of Bayesian Decision Theory although generally suboptimal. The degree of suboptimality was modulated by statistical features of the priors but was largely independent of the class of the prior and level of noise in the cue, suggesting that suboptimality in dealing with complex statistical features, such as bimodality, may be due to a problem of acquiring the priors rather than computing with them. We performed a factorial model comparison across a large set of Bayesian observer models to identify additional sources of noise and suboptimality. Our analysis rejects several models of stochastic behavior, including probability matching and sample-averaging strategies. Instead we show that subjects' response variability was mainly driven by a combination of a noisy estimation of the parameters of the priors, and by variability in the decision process, which we represent as a noisy or stochastic posterior. PMID:24945142
Applying probabilistic well-performance parameters to assessments of shale-gas resources
Charpentier, Ronald R.; Cook, Troy
2010-01-01
In assessing continuous oil and gas resources, such as shale gas, it is important to describe not only the ultimately producible volumes, but also the expected well performance. This description is critical to any cost analysis or production scheduling. A probabilistic approach facilitates (1) the inclusion of variability in well performance within a continuous accumulation, and (2) the use of data from developed accumulations as analogs for the assessment of undeveloped accumulations. In assessing continuous oil and gas resources of the United States, the U.S. Geological Survey analyzed production data from many shale-gas accumulations. Analyses of four of these accumulations (the Barnett, Woodford, Fayetteville, and Haynesville shales) are presented here as examples of the variability of well performance. For example, the distribution of initial monthly production rates for Barnett vertical wells shows a noticeable change with time, first increasing because of improved completion practices, then decreasing from a combination of decreased reservoir pressure (in infill wells) and drilling in less productive areas. Within a partially developed accumulation, historical production data from that accumulation can be used to estimate production characteristics of undrilled areas. An understanding of the probabilistic relations between variables, such as between initial production and decline rates, can improve estimates of ultimate production. Time trends or spatial trends in production data can be clarified by plots and maps. The data can also be divided into subsets depending on well-drilling or well-completion techniques, such as vertical in relation to horizontal wells. For hypothetical or lightly developed accumulations, one can either make comparisons to a specific well-developed accumulation or to the entire range of available developed accumulations. Comparison of the distributions of initial monthly production rates of the four shale-gas accumulations that were studied shows substantial overlap. However, because of differences in decline rates among them, the resulting estimated ultimate recovery (EUR) distributions are considerably different.
Fracture mechanics analysis of cracked structures using weight function and neural network method
NASA Astrophysics Data System (ADS)
Chen, J. G.; Zang, F. G.; Yang, Y.; Shi, K. K.; Fu, X. L.
2018-06-01
Stress intensity factors(SIFs) due to thermal-mechanical load has been established by using weight function method. Two reference stress states sere used to determine the coefficients in the weight function. Results were evaluated by using data from literature and show a good agreement between them. So, the SIFs can be determined quickly using the weight function obtained when cracks subjected to arbitrary loads, and presented method can be used for probabilistic fracture mechanics analysis. A probabilistic methodology considering Monte-Carlo with neural network (MCNN) has been developed. The results indicate that an accurate probabilistic characteristic of the KI can be obtained by using the developed method. The probability of failure increases with the increasing of loads, and the relationship between is nonlinear.
Probabilistic evaluation of on-line checks in fault-tolerant multiprocessor systems
NASA Technical Reports Server (NTRS)
Nair, V. S. S.; Hoskote, Yatin V.; Abraham, Jacob A.
1992-01-01
The analysis of fault-tolerant multiprocessor systems that use concurrent error detection (CED) schemes is much more difficult than the analysis of conventional fault-tolerant architectures. Various analytical techniques have been proposed to evaluate CED schemes deterministically. However, these approaches are based on worst-case assumptions related to the failure of system components. Often, the evaluation results do not reflect the actual fault tolerance capabilities of the system. A probabilistic approach to evaluate the fault detecting and locating capabilities of on-line checks in a system is developed. The various probabilities associated with the checking schemes are identified and used in the framework of the matrix-based model. Based on these probabilistic matrices, estimates for the fault tolerance capabilities of various systems are derived analytically.
Simulation of probabilistic wind loads and building analysis
NASA Technical Reports Server (NTRS)
Shah, Ashwin R.; Chamis, Christos C.
1991-01-01
Probabilistic wind loads likely to occur on a structure during its design life are predicted. Described here is a suitable multifactor interactive equation (MFIE) model and its use in the Composite Load Spectra (CLS) computer program to simulate the wind pressure cumulative distribution functions on four sides of a building. The simulated probabilistic wind pressure load was applied to a building frame, and cumulative distribution functions of sway displacements and reliability against overturning were obtained using NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), a stochastic finite element computer code. The geometry of the building and the properties of building members were also considered as random in the NESSUS analysis. The uncertainties of wind pressure, building geometry, and member section property were qualified in terms of their respective sensitivities on the structural response.
NASA Astrophysics Data System (ADS)
Federico, S.; Avolio, E.; Bellecci, C.; Colacino, M.; Walko, R. L.
2006-03-01
This paper reports preliminary results for a Limited area model Ensemble Prediction System (LEPS), based on RAMS (Regional Atmospheric Modelling System), for eight case studies of moderate-intense precipitation over Calabria, the southernmost tip of the Italian peninsula. LEPS aims to transfer the benefits of a probabilistic forecast from global to regional scales in countries where local orographic forcing is a key factor to force convection. To accomplish this task and to limit computational time in an operational implementation of LEPS, we perform a cluster analysis of ECMWF-EPS runs. Starting from the 51 members that form the ECMWF-EPS we generate five clusters. For each cluster a representative member is selected and used to provide initial and dynamic boundary conditions to RAMS, whose integrations generate LEPS. RAMS runs have 12-km horizontal resolution. To analyze the impact of enhanced horizontal resolution on quantitative precipitation forecasts, LEPS forecasts are compared to a full Brute Force (BF) ensemble. This ensemble is based on RAMS, has 36 km horizontal resolution and is generated by 51 members, nested in each ECMWF-EPS member. LEPS and BF results are compared subjectively and by objective scores. Subjective analysis is based on precipitation and probability maps of case studies whereas objective analysis is made by deterministic and probabilistic scores. Scores and maps are calculated by comparing ensemble precipitation forecasts against reports from the Calabria regional raingauge network. Results show that LEPS provided better rainfall predictions than BF for all case studies selected. This strongly suggests the importance of the enhanced horizontal resolution, compared to ensemble population, for Calabria for these cases. To further explore the impact of local physiographic features on QPF (Quantitative Precipitation Forecasting), LEPS results are also compared with a 6-km horizontal resolution deterministic forecast. Due to local and mesoscale forcing, the high resolution forecast (Hi-Res) has better performance compared to the ensemble mean for rainfall thresholds larger than 10mm but it tends to overestimate precipitation for lower amounts. This yields larger false alarms that have a detrimental effect on objective scores for lower thresholds. To exploit the advantages of a probabilistic forecast compared to a deterministic one, the relation between the ECMWF-EPS 700 hPa geopotential height spread and LEPS performance is analyzed. Results are promising even if additional studies are required.
Software for Data Analysis with Graphical Models
NASA Technical Reports Server (NTRS)
Buntine, Wray L.; Roy, H. Scott
1994-01-01
Probabilistic graphical models are being used widely in artificial intelligence and statistics, for instance, in diagnosis and expert systems, as a framework for representing and reasoning with probabilities and independencies. They come with corresponding algorithms for performing statistical inference. This offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper illustrates the framework with an example and then presents some basic techniques for the task: problem decomposition and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.
SETS. Set Equation Transformation System
DOE Office of Scientific and Technical Information (OSTI.GOV)
Worrell, R.B.
1992-01-13
SETS is used for symbolic manipulation of Boolean equations, particularly the reduction of equations by the application of Boolean identities. It is a flexible and efficient tool for performing probabilistic risk analysis (PRA), vital area analysis, and common cause analysis. The equation manipulation capabilities of SETS can also be used to analyze noncoherent fault trees and determine prime implicants of Boolean functions, to verify circuit design implementation, to determine minimum cost fire protection requirements for nuclear reactor plants, to obtain solutions to combinatorial optimization problems with Boolean constraints, and to determine the susceptibility of a facility to unauthorized access throughmore » nullification of sensors in its protection system.« less
Probabilistic structural analysis methods and applications
NASA Technical Reports Server (NTRS)
Cruse, T. A.; Wu, Y.-T.; Dias, B.; Rajagopal, K. R.
1988-01-01
An advanced algorithm for simulating the probabilistic distribution of structural responses due to statistical uncertainties in loads, geometry, material properties, and boundary conditions is reported. The method effectively combines an advanced algorithm for calculating probability levels for multivariate problems (fast probability integration) together with a general-purpose finite-element code for stress, vibration, and buckling analysis. Application is made to a space propulsion system turbine blade for which the geometry and material properties are treated as random variables.
Hunnicutt, Jacob N; Ulbricht, Christine M; Chrysanthopoulou, Stavroula A; Lapane, Kate L
2016-12-01
We systematically reviewed pharmacoepidemiologic and comparative effectiveness studies that use probabilistic bias analysis to quantify the effects of systematic error including confounding, misclassification, and selection bias on study results. We found articles published between 2010 and October 2015 through a citation search using Web of Science and Google Scholar and a keyword search using PubMed and Scopus. Eligibility of studies was assessed by one reviewer. Three reviewers independently abstracted data from eligible studies. Fifteen studies used probabilistic bias analysis and were eligible for data abstraction-nine simulated an unmeasured confounder and six simulated misclassification. The majority of studies simulating an unmeasured confounder did not specify the range of plausible estimates for the bias parameters. Studies simulating misclassification were in general clearer when reporting the plausible distribution of bias parameters. Regardless of the bias simulated, the probability distributions assigned to bias parameters, number of simulated iterations, sensitivity analyses, and diagnostics were not discussed in the majority of studies. Despite the prevalence and concern of bias in pharmacoepidemiologic and comparative effectiveness studies, probabilistic bias analysis to quantitatively model the effect of bias was not widely used. The quality of reporting and use of this technique varied and was often unclear. Further discussion and dissemination of the technique are warranted. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Ha, Taesung
A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.
Development of a Probabilistic Tsunami Hazard Analysis in Japan
DOE Office of Scientific and Technical Information (OSTI.GOV)
Toshiaki Sakai; Tomoyoshi Takeda; Hiroshi Soraoka
2006-07-01
It is meaningful for tsunami assessment to evaluate phenomena beyond the design basis as well as seismic design. Because once we set the design basis tsunami height, we still have possibilities tsunami height may exceeds the determined design tsunami height due to uncertainties regarding the tsunami phenomena. Probabilistic tsunami risk assessment consists of estimating for tsunami hazard and fragility of structures and executing system analysis. In this report, we apply a method for probabilistic tsunami hazard analysis (PTHA). We introduce a logic tree approach to estimate tsunami hazard curves (relationships between tsunami height and probability of excess) and present anmore » example for Japan. Examples of tsunami hazard curves are illustrated, and uncertainty in the tsunami hazard is displayed by 5-, 16-, 50-, 84- and 95-percentile and mean hazard curves. The result of PTHA will be used for quantitative assessment of the tsunami risk for important facilities located on coastal area. Tsunami hazard curves are the reasonable input data for structures and system analysis. However the evaluation method for estimating fragility of structures and the procedure of system analysis is now being developed. (authors)« less
Bayesian analysis of rare events
DOE Office of Scientific and Technical Information (OSTI.GOV)
Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into themore » probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.« less
Application of the CO2-PENS risk analysis tool to the Rock Springs Uplift, Wyoming
Stauffer, P.H.; Pawar, R.J.; Surdam, R.C.; Jiao, Z.; Deng, H.; Lettelier, B.C.; Viswanathan, H.S.; Sanzo, D.L.; Keating, G.N.
2011-01-01
We describe preliminary application of the CO2-PENS performance and risk analysis tool to a planned geologic CO2 sequestration demonstration project in the Rock Springs Uplift (RSU), located in south western Wyoming. We use data from the RSU to populate CO2-PENS, an evolving system-level modeling tool developed at Los Alamos National Laboratory. This tool has been designed to generate performance and risk assessment calculations for the geologic sequestration of carbon dioxide. Our approach follows Systems Analysis logic and includes estimates of uncertainty in model parameters and Monte-Carlo simulations that lead to probabilistic results. Probabilistic results provide decision makers with a range in the likelihood of different outcomes. Herein we present results from a newly implemented approach in CO 2-PENS that captures site-specific spatially coherent details such as topography on the reservoir/cap-rock interface, changes in saturation and pressure during injection, and dip on overlying aquifers that may be impacted by leakage upward through wellbores and faults. We present simulations of CO 2 injection under different uncertainty distributions for hypothetical leaking wells and faults. Although results are preliminary and to be used only for demonstration of the approach, future results of the risk analysis will form the basis for a discussion on methods to reduce uncertainty in the risk calculations. Additionally, we present ideas on using the model to help locate monitoring equipment to detect potential leaks. By maintaining site-specific details in the CO2-PENS analysis we provide a tool that allows more logical presentations to stakeholders in the region. ?? 2011 Published by Elsevier Ltd.
Probabilistic Cues to Grammatical Category in English Orthography and Their Influence during Reading
ERIC Educational Resources Information Center
Arciuli, Joanne; Monaghan, Padraic
2009-01-01
We investigated probabilistic cues to grammatical category (noun vs. verb) in English orthography. These cues are located in both the beginnings and endings of words--as identified in our large-scale corpus analysis. Experiment 1 tested participants' sensitivity to beginning and ending cues while making speeded grammatical classifications.…
Adaptive predictors based on probabilistic SVM for real time disruption mitigation on JET
NASA Astrophysics Data System (ADS)
Murari, A.; Lungaroni, M.; Peluso, E.; Gaudio, P.; Vega, J.; Dormido-Canto, S.; Baruzzo, M.; Gelfusa, M.; Contributors, JET
2018-05-01
Detecting disruptions with sufficient anticipation time is essential to undertake any form of remedial strategy, mitigation or avoidance. Traditional predictors based on machine learning techniques can be very performing, if properly optimised, but do not provide a natural estimate of the quality of their outputs and they typically age very quickly. In this paper a new set of tools, based on probabilistic extensions of support vector machines (SVM), are introduced and applied for the first time to JET data. The probabilistic output constitutes a natural qualification of the prediction quality and provides additional flexibility. An adaptive training strategy ‘from scratch’ has also been devised, which allows preserving the performance even when the experimental conditions change significantly. Large JET databases of disruptions, covering entire campaigns and thousands of discharges, have been analysed, both for the case of the graphite and the ITER Like Wall. Performance significantly better than any previous predictor using adaptive training has been achieved, satisfying even the requirements of the next generation of devices. The adaptive approach to the training has also provided unique information about the evolution of the operational space. The fact that the developed tools give the probability of disruption improves the interpretability of the results, provides an estimate of the predictor quality and gives new insights into the physics. Moreover, the probabilistic treatment permits to insert more easily these classifiers into general decision support and control systems.
Nonlinear probabilistic finite element models of laminated composite shells
NASA Technical Reports Server (NTRS)
Engelstad, S. P.; Reddy, J. N.
1993-01-01
A probabilistic finite element analysis procedure for laminated composite shells has been developed. A total Lagrangian finite element formulation, employing a degenerated 3-D laminated composite shell with the full Green-Lagrange strains and first-order shear deformable kinematics, forms the modeling foundation. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed and results are presented in the form of mean and variance of the structural response. The effects of material nonlinearity are included through the use of a rate-independent anisotropic plasticity formulation with the macroscopic point of view. Both ply-level and micromechanics-level random variables can be selected, the latter by means of the Aboudi micromechanics model. A number of sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. Experimental data is compared in many cases, and the Monte Carlo simulation method is used to check the probabilistic results. In general, the procedure is quite effective in modeling the mean and variance response of the linear and nonlinear behavior of laminated composite shells.
NASA Astrophysics Data System (ADS)
García-Mayordomo, J.; Gaspar-Escribano, J. M.; Benito, B.
2007-10-01
A probabilistic seismic hazard assessment of the Province of Murcia in terms of peak ground acceleration (PGA) and spectral accelerations [SA( T)] is presented in this paper. In contrast to most of the previous studies in the region, which were performed for PGA making use of intensity-to-PGA relationships, hazard is here calculated in terms of magnitude and using European spectral ground-motion models. Moreover, we have considered the most important faults in the region as specific seismic sources, and also comprehensively reviewed the earthquake catalogue. Hazard calculations are performed following the Probabilistic Seismic Hazard Assessment (PSHA) methodology using a logic tree, which accounts for three different seismic source zonings and three different ground-motion models. Hazard maps in terms of PGA and SA(0.1, 0.2, 0.5, 1.0 and 2.0 s) and coefficient of variation (COV) for the 475-year return period are shown. Subsequent analysis is focused on three sites of the province, namely, the cities of Murcia, Lorca and Cartagena, which are important industrial and tourism centres. Results at these sites have been analysed to evaluate the influence of the different input options. The most important factor affecting the results is the choice of the attenuation relationship, whereas the influence of the selected seismic source zonings appears strongly site dependant. Finally, we have performed an analysis of source contribution to hazard at each of these cities to provide preliminary guidance in devising specific risk scenarios. We have found that local source zones control the hazard for PGA and SA( T ≤ 1.0 s), although contribution from specific fault sources and long-distance north Algerian sources becomes significant from SA(0.5 s) onwards.
Non-unitary probabilistic quantum computing circuit and method
NASA Technical Reports Server (NTRS)
Williams, Colin P. (Inventor); Gingrich, Robert M. (Inventor)
2009-01-01
A quantum circuit performing quantum computation in a quantum computer. A chosen transformation of an initial n-qubit state is probabilistically obtained. The circuit comprises a unitary quantum operator obtained from a non-unitary quantum operator, operating on an n-qubit state and an ancilla state. When operation on the ancilla state provides a success condition, computation is stopped. When operation on the ancilla state provides a failure condition, computation is performed again on the ancilla state and the n-qubit state obtained in the previous computation, until a success condition is obtained.
Use of limited data to construct Bayesian networks for probabilistic risk assessment.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Groth, Katrina M.; Swiler, Laura Painton
2013-03-01
Probabilistic Risk Assessment (PRA) is a fundamental part of safety/quality assurance for nuclear power and nuclear weapons. Traditional PRA very effectively models complex hardware system risks using binary probabilistic models. However, traditional PRA models are not flexible enough to accommodate non-binary soft-causal factors, such as digital instrumentation&control, passive components, aging, common cause failure, and human errors. Bayesian Networks offer the opportunity to incorporate these risks into the PRA framework. This report describes the results of an early career LDRD project titled %E2%80%9CUse of Limited Data to Construct Bayesian Networks for Probabilistic Risk Assessment%E2%80%9D. The goal of the work was tomore » establish the capability to develop Bayesian Networks from sparse data, and to demonstrate this capability by producing a data-informed Bayesian Network for use in Human Reliability Analysis (HRA) as part of nuclear power plant Probabilistic Risk Assessment (PRA). This report summarizes the research goal and major products of the research.« less
Scalable DB+IR Technology: Processing Probabilistic Datalog with HySpirit.
Frommholz, Ingo; Roelleke, Thomas
2016-01-01
Probabilistic Datalog (PDatalog, proposed in 1995) is a probabilistic variant of Datalog and a nice conceptual idea to model Information Retrieval in a logical, rule-based programming paradigm. Making PDatalog work in real-world applications requires more than probabilistic facts and rules, and the semantics associated with the evaluation of the programs. We report in this paper some of the key features of the HySpirit system required to scale the execution of PDatalog programs. Firstly, there is the requirement to express probability estimation in PDatalog. Secondly, fuzzy-like predicates are required to model vague predicates (e.g. vague match of attributes such as age or price). Thirdly, to handle large data sets there are scalability issues to be addressed, and therefore, HySpirit provides probabilistic relational indexes and parallel and distributed processing . The main contribution of this paper is a consolidated view on the methods of the HySpirit system to make PDatalog applicable in real-scale applications that involve a wide range of requirements typical for data (information) management and analysis.
Dynamic Probabilistic Instability of Composite Structures
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
2009-01-01
A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties in that order.
Incremental dynamical downscaling for probabilistic analysis based on multiple GCM projections
NASA Astrophysics Data System (ADS)
Wakazuki, Y.
2015-12-01
A dynamical downscaling method for probabilistic regional scale climate change projections was developed to cover an uncertainty of multiple general circulation model (GCM) climate simulations. The climatological increments (future minus present climate states) estimated by GCM simulation results were statistically analyzed using the singular vector decomposition. Both positive and negative perturbations from the ensemble mean with the magnitudes of their standard deviations were extracted and were added to the ensemble mean of the climatological increments. The analyzed multiple modal increments were utilized to create multiple modal lateral boundary conditions for the future climate regional climate model (RCM) simulations by adding to an objective analysis data. This data handling is regarded to be an advanced method of the pseudo-global-warming (PGW) method previously developed by Kimura and Kitoh (2007). The incremental handling for GCM simulations realized approximated probabilistic climate change projections with the smaller number of RCM simulations. Three values of a climatological variable simulated by RCMs for a mode were used to estimate the response to the perturbation of the mode. For the probabilistic analysis, climatological variables of RCMs were assumed to show linear response to the multiple modal perturbations, although the non-linearity was seen for local scale rainfall. Probability of temperature was able to be estimated within two modes perturbation simulations, where the number of RCM simulations for the future climate is five. On the other hand, local scale rainfalls needed four modes simulations, where the number of the RCM simulations is nine. The probabilistic method is expected to be used for regional scale climate change impact assessment in the future.
Langenderfer, Joseph E; Rullkoetter, Paul J; Mell, Amy G; Laz, Peter J
2009-04-01
An accurate assessment of shoulder kinematics is useful for understanding healthy normal and pathological mechanics. Small variability in identifying and locating anatomical landmarks (ALs) has potential to affect reported shoulder kinematics. The objectives of this study were to quantify the effect of landmark location variability on scapular and humeral kinematic descriptions for multiple subjects using probabilistic analysis methods, and to evaluate the consistency in results across multiple subjects. Data from 11 healthy subjects performing humeral elevation in the scapular plane were used to calculate Euler angles describing humeral and scapular kinematics. Probabilistic analyses were performed for each subject to simulate uncertainty in the locations of 13 upper-extremity ALs. For standard deviations of 4 mm in landmark location, the analysis predicted Euler angle envelopes between the 1 and 99 percentile bounds of up to 16.6 degrees . While absolute kinematics varied with the subject, the average 1-99% kinematic ranges for the motion were consistent across subjects and sensitivity factors showed no statistically significant differences between subjects. The description of humeral kinematics was most sensitive to the location of landmarks on the thorax, while landmarks on the scapula had the greatest effect on the description of scapular elevation. The findings of this study can provide a better understanding of kinematic variability, which can aid in making accurate clinical diagnoses and refining kinematic measurement techniques.
Development of Probabilistic Life Prediction Methodologies and Testing Strategies for MEMS and CMC's
NASA Technical Reports Server (NTRS)
Jadaan, Osama
2003-01-01
This effort is to investigate probabilistic life prediction methodologies for ceramic matrix composites and MicroElectroMechanical Systems (MEMS) and to analyze designs that determine stochastic properties of MEMS. For CMC's this includes a brief literature survey regarding lifing methodologies. Also of interest for MEMS is the design of a proper test for the Weibull size effect in thin film (bulge test) specimens. The Weibull size effect is a consequence of a stochastic strength response predicted from the Weibull distribution. Confirming that MEMS strength is controlled by the Weibull distribution will enable the development of a probabilistic design methodology for MEMS - similar to the GRC developed CARES/Life program for bulk ceramics. A main objective of this effort is to further develop and verify the ability of the Ceramics Analysis and Reliability Evaluation of Structures/Life (CARES/Life) code to predict the time-dependent reliability of MEMS structures subjected to multiple transient loads. A second set of objectives is to determine the applicability/suitability of the CARES/Life methodology for CMC analysis, what changes would be needed to the methodology and software, and if feasible, run a demonstration problem. Also important is an evaluation of CARES/Life coupled to the ANSYS Probabilistic Design System (PDS) and the potential of coupling transient reliability analysis to the ANSYS PDS.
NASA Astrophysics Data System (ADS)
Bin, Che; Ruoying, Yu; Dongsheng, Dang; Xiangyan, Wang
2017-05-01
Distributed Generation (DG) integrating to the network would cause the harmonic pollution which would cause damages on electrical devices and affect the normal operation of power system. On the other hand, due to the randomness of the wind and solar irradiation, the output of DG is random, too, which leads to an uncertainty of the harmonic generated by the DG. Thus, probabilistic methods are needed to analyse the impacts of the DG integration. In this work we studied the harmonic voltage probabilistic distribution and the harmonic distortion in distributed network after the distributed photovoltaic (DPV) system integrating in different weather conditions, mainly the sunny day, cloudy day, rainy day and the snowy day. The probabilistic distribution function of the DPV output power in different typical weather conditions could be acquired via the parameter identification method of maximum likelihood estimation. The Monte-Carlo simulation method was adopted to calculate the probabilistic distribution of harmonic voltage content at different frequency orders as well as the harmonic distortion (THD) in typical weather conditions. The case study was based on the IEEE33 system and the results of harmonic voltage content probabilistic distribution as well as THD in typical weather conditions were compared.
Huizenga, Hilde M; Crone, Eveline A; Jansen, Brenda J
2007-11-01
In the standard Iowa Gambling Task (IGT), participants have to choose repeatedly from four options. Each option is characterized by a constant gain, and by the frequency and amount of a probabilistic loss. Crone and van der Molen (2004) reported that school-aged children and even adolescents show marked deficits in IGT performance. In this study, we have re-analyzed the data with a multivariate normal mixture analysis to show that these developmental changes can be explained by a shift from unidimensional to multidimensional proportional reasoning (Siegler, 1981; Jansen & van der Maas, 2002). More specifically, the results show a gradual shift with increasing age from (a) guessing with a slight tendency to consider frequency of loss to (b) focusing on frequency of loss, to (c) considering both frequency and amount of probabilistic loss. In the latter case, participants only considered options with low-frequency loss and then chose the option with the lowest amount of loss. Performance improved in a reversed task, in which punishment was placed up front and gain was delivered unexpectedly. In this reversed task, young children are guessing with already a slight tendency to consider both the frequency and amount of gain; this strategy becomes more pronounced with age. We argue that these findings have important implications for the interpretation of IGT performance, as well as for methods to analyze this performance.
Manzanares, Aarón; Menayo, Ruperto; Segado, Francisco; Salmerón, Diego; Cano, Juan Antonio
2015-01-01
The visual behaviour is a determining factor in sailing due to the influence of the environmental conditions. The aim of this research was to determine the visual behaviour pattern in sailors with different practice time in one star race, applying a probabilistic model based on Markov chains. The sample of this study consisted of 20 sailors, distributed in two groups, top ranking (n = 10) and bottom ranking (n = 10), all of them competed in the Optimist Class. An automated system of measurement, which integrates the VSail-Trainer sail simulator and the Eye Tracking System(TM) was used. The variables under consideration were the sequence of fixations and the fixation recurrence time performed on each location by the sailors. The event consisted of one of simulated regatta start, with stable conditions of wind, competitor and sea. Results show that top ranking sailors perform a low recurrence time on relevant locations and higher on irrelevant locations while bottom ranking sailors make a low recurrence time in most of the locations. The visual pattern performed by bottom ranking sailors is focused around two visual pivots, which does not happen in the top ranking sailor's pattern. In conclusion, the Markov chains analysis has allowed knowing the visual behaviour pattern of the top and bottom ranking sailors and its comparison.
Bell-Boole Inequality: Nonlocality or Probabilistic Incompatibility of Random Variables?
NASA Astrophysics Data System (ADS)
Khrennikov, Andrei
2008-06-01
The main aim of this report is to inform the quantum information community about investigations on the problem of probabilistic compatibility of a family of random variables: a possibility to realize such a family on the basis of a single probability measure (to construct a single Kolmogorov probability space). These investigations were started hundred of years ago by J. Boole (who invented Boolean algebras). The complete solution of the problem was obtained by Soviet mathematician Vorobjev in 60th. Surprisingly probabilists and statisticians obtained inequalities for probabilities and correlations among which one can find the famous Bell’s inequality and its generalizations. Such inequalities appeared simply as constraints for probabilistic compatibility. In this framework one can not see a priori any link to such problems as nonlocality and “death of reality” which are typically linked to Bell’s type inequalities in physical literature. We analyze the difference between positions of mathematicians and quantum physicists. In particular, we found that one of the most reasonable explanations of probabilistic incompatibility is mixing in Bell’s type inequalities statistical data from a number of experiments performed under different experimental contexts.
A probabilistic NF2 relational algebra for integrated information retrieval and database systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fuhr, N.; Roelleke, T.
The integration of information retrieval (IR) and database systems requires a data model which allows for modelling documents as entities, representing uncertainty and vagueness and performing uncertain inference. For this purpose, we present a probabilistic data model based on relations in non-first-normal-form (NF2). Here, tuples are assigned probabilistic weights giving the probability that a tuple belongs to a relation. Thus, the set of weighted index terms of a document are represented as a probabilistic subrelation. In a similar way, imprecise attribute values are modelled as a set-valued attribute. We redefine the relational operators for this type of relations such thatmore » the result of each operator is again a probabilistic NF2 relation, where the weight of a tuple gives the probability that this tuple belongs to the result. By ordering the tuples according to decreasing probabilities, the model yields a ranking of answers like in most IR models. This effect also can be used for typical database queries involving imprecise attribute values as well as for combinations of database and IR queries.« less
A new discriminative kernel from probabilistic models.
Tsuda, Koji; Kawanabe, Motoaki; Rätsch, Gunnar; Sonnenburg, Sören; Müller, Klaus-Robert
2002-10-01
Recently, Jaakkola and Haussler (1999) proposed a method for constructing kernel functions from probabilistic models. Their so-called Fisher kernel has been combined with discriminative classifiers such as support vector machines and applied successfully in, for example, DNA and protein analysis. Whereas the Fisher kernel is calculated from the marginal log-likelihood, we propose the TOP kernel derived; from tangent vectors of posterior log-odds. Furthermore, we develop a theoretical framework on feature extractors from probabilistic models and use it for analyzing the TOP kernel. In experiments, our new discriminative TOP kernel compares favorably to the Fisher kernel.
Zhao, Zhenguo; Shi, Wenbo
2014-01-01
Probabilistic signature scheme has been widely used in modern electronic commerce since it could provide integrity, authenticity, and nonrepudiation. Recently, Wu and Lin proposed a novel probabilistic signature (PS) scheme using the bilinear square Diffie-Hellman (BSDH) problem. They also extended it to a universal designated verifier signature (UDVS) scheme. In this paper, we analyze the security of Wu et al.'s PS scheme and UDVS scheme. Through concrete attacks, we demonstrate both of their schemes are not unforgeable. The security analysis shows that their schemes are not suitable for practical applications.
NASA Technical Reports Server (NTRS)
Leser, Patrick E.; Hochhalter, Jacob D.; Newman, John A.; Leser, William P.; Warner, James E.; Wawrzynek, Paul A.; Yuan, Fuh-Gwo
2015-01-01
Utilizing inverse uncertainty quantification techniques, structural health monitoring can be integrated with damage progression models to form probabilistic predictions of a structure's remaining useful life. However, damage evolution in realistic structures is physically complex. Accurately representing this behavior requires high-fidelity models which are typically computationally prohibitive. In the present work, a high-fidelity finite element model is represented by a surrogate model, reducing computation times. The new approach is used with damage diagnosis data to form a probabilistic prediction of remaining useful life for a test specimen under mixed-mode conditions.
Probabilistic Analysis of Radiation Doses for Shore-Based Individuals in Operation Tomodachi
2013-05-01
Based Upon Oxygen Consumption Rates. EPA/600/R-06/129F, U.S. Environmental Protection Agency, Washington, D.C. May. USEPA (U.S. Environmental...pascal (Pa) pound-force per square inch (psi) 6.894 757 × 103 pascal (Pa) Angle/ Temperature /Time hour (h) 3.6 × 103 second (s) degree of arc (o...equivalent and effective dose is the sievert (Sv). (1 Sv = 1 J kg–1). 1 DTRA-TR-12-002: Probabilistic Analysis of Radiation Doses for Shore-Based
Structural system reliability calculation using a probabilistic fault tree analysis method
NASA Technical Reports Server (NTRS)
Torng, T. Y.; Wu, Y.-T.; Millwater, H. R.
1992-01-01
The development of a new probabilistic fault tree analysis (PFTA) method for calculating structural system reliability is summarized. The proposed PFTA procedure includes: developing a fault tree to represent the complex structural system, constructing an approximation function for each bottom event, determining a dominant sampling sequence for all bottom events, and calculating the system reliability using an adaptive importance sampling method. PFTA is suitable for complicated structural problems that require computer-intensive computer calculations. A computer program has been developed to implement the PFTA.
Probabilistic and deterministic evaluation of uncertainty in a local scale multi-risk analysis
NASA Astrophysics Data System (ADS)
Lari, S.; Frattini, P.; Crosta, G. B.
2009-04-01
We performed a probabilistic multi-risk analysis (QPRA) at the local scale for a 420 km2 area surrounding the town of Brescia (Northern Italy). We calculated the expected annual loss in terms of economical damage and life loss, for a set of risk scenarios of flood, earthquake and industrial accident with different occurrence probabilities and different intensities. The territorial unit used for the study was the census parcel, of variable area, for which a large amount of data was available. Due to the lack of information related to the evaluation of the hazards, to the value of the exposed elements (e.g., residential and industrial area, population, lifelines, sensitive elements as schools, hospitals) and to the process-specific vulnerability, and to a lack of knowledge of the processes (floods, industrial accidents, earthquakes), we assigned an uncertainty to the input variables of the analysis. For some variables an homogeneous uncertainty was assigned on the whole study area, as for instance for the number of buildings of various typologies, and for the event occurrence probability. In other cases, as for phenomena intensity (e.g.,depth of water during flood) and probability of impact, the uncertainty was defined in relation to the census parcel area. In fact assuming some variables homogeneously diffused or averaged on the census parcels, we introduce a larger error for larger parcels. We propagated the uncertainty in the analysis using three different models, describing the reliability of the output (risk) as a function of the uncertainty of the inputs (scenarios and vulnerability functions). We developed a probabilistic approach based on Monte Carlo simulation, and two deterministic models, namely First Order Second Moment (FOSM) and Point Estimate (PE). In general, similar values of expected losses are obtained with the three models. The uncertainty of the final risk value is in the three cases around the 30% of the expected value. Each of the models, nevertheless, requires different assumptions and computational efforts, and provides results with different level of detail.
Wang, Yue; Adalý, Tülay; Kung, Sun-Yuan; Szabo, Zsolt
2007-01-01
This paper presents a probabilistic neural network based technique for unsupervised quantification and segmentation of brain tissues from magnetic resonance images. It is shown that this problem can be solved by distribution learning and relaxation labeling, resulting in an efficient method that may be particularly useful in quantifying and segmenting abnormal brain tissues where the number of tissue types is unknown and the distributions of tissue types heavily overlap. The new technique uses suitable statistical models for both the pixel and context images and formulates the problem in terms of model-histogram fitting and global consistency labeling. The quantification is achieved by probabilistic self-organizing mixtures and the segmentation by a probabilistic constraint relaxation network. The experimental results show the efficient and robust performance of the new algorithm and that it outperforms the conventional classification based approaches. PMID:18172510
Design of Probabilistic Random Forests with Applications to Anticancer Drug Sensitivity Prediction
Rahman, Raziur; Haider, Saad; Ghosh, Souparno; Pal, Ranadip
2015-01-01
Random forests consisting of an ensemble of regression trees with equal weights are frequently used for design of predictive models. In this article, we consider an extension of the methodology by representing the regression trees in the form of probabilistic trees and analyzing the nature of heteroscedasticity. The probabilistic tree representation allows for analytical computation of confidence intervals (CIs), and the tree weight optimization is expected to provide stricter CIs with comparable performance in mean error. We approached the ensemble of probabilistic trees’ prediction from the perspectives of a mixture distribution and as a weighted sum of correlated random variables. We applied our methodology to the drug sensitivity prediction problem on synthetic and cancer cell line encyclopedia dataset and illustrated that tree weights can be selected to reduce the average length of the CI without increase in mean error. PMID:27081304
NASA Technical Reports Server (NTRS)
Millwater, Harry; Riha, David
1996-01-01
The NESSUS probabilistic analysis computer program has been developed with a built-in finite element analysis program NESSUS/FEM. However, the NESSUS/FEM program is specialized for engine structures and may not contain sufficient features for other applications. In addition, users often become well acquainted with a particular finite element code and want to use that code for probabilistic structural analysis. For these reasons, this work was undertaken to develop an interface between NESSUS and NASTRAN such that NASTRAN can be used for the finite element analysis and NESSUS can be used for the probabilistic analysis. In addition, NESSUS was restructured such that other finite element codes could be more easily coupled with NESSUS. NESSUS has been enhanced such that NESSUS will modify the NASTRAN input deck for a given set of random variables, run NASTRAN and read the NASTRAN result. The coordination between the two codes is handled automatically. The work described here was implemented within NESSUS 6.2 which was delivered to NASA in September 1995. The code runs on Unix machines: Cray, HP, Sun, SGI and IBM. The new capabilities have been implemented such that a user familiar with NESSUS using NESSUS/FEM and NASTRAN can immediately use NESSUS with NASTRAN. In other words, the interface with NASTRAN has been implemented in an analogous manner to the interface with NESSUS/FEM. Only finite element specific input has been changed. This manual is written as an addendum to the existing NESSUS 6.2 manuals. We assume users have access to NESSUS manuals and are familiar with the operation of NESSUS including probabilistic finite element analysis. Update pages to the NESSUS PFEM manual are contained in Appendix E. The finite element features of the code and the probalistic analysis capabilities are summarized.
Donati, Maria Anna; Panno, Angelo; Chiesi, Francesca; Primi, Caterina
2014-01-01
This study tested the mediating role of probabilistic reasoning ability in the relationship between fluid intelligence and advantageous decision making among adolescents in explicit situations of risk--that is, in contexts in which information on the choice options (gains, losses, and probabilities) were explicitly presented at the beginning of the task. Participants were 282 adolescents attending high school (77% males, mean age = 17.3 years). We first measured fluid intelligence and probabilistic reasoning ability. Then, to measure decision making under explicit conditions of risk, participants performed the Game of Dice Task, in which they have to decide among different alternatives that are explicitly linked to a specific amount of gain or loss and have obvious winning probabilities that are stable over time. Analyses showed a significant positive indirect effect of fluid intelligence on advantageous decision making through probabilistic reasoning ability that acted as a mediator. Specifically, fluid intelligence may enhance ability to reason in probabilistic terms, which in turn increases the likelihood of advantageous choices when adolescents are confronted with an explicit decisional context. Findings show that in experimental paradigm settings, adolescents are able to make advantageous decisions using cognitive abilities when faced with decisions under explicit risky conditions. This study suggests that interventions designed to promote probabilistic reasoning, for example by incrementing the mathematical prerequisites necessary to reason in probabilistic terms, may have a positive effect on adolescents' decision-making abilities.
Li, Zhixi; Peck, Kyung K.; Brennan, Nicole P.; Jenabi, Mehrnaz; Hsu, Meier; Zhang, Zhigang; Holodny, Andrei I.; Young, Robert J.
2014-01-01
Purpose The purpose of this study was to compare the deterministic and probabilistic tracking methods of diffusion tensor white matter fiber tractography in patients with brain tumors. Materials and Methods We identified 29 patients with left brain tumors <2 cm from the arcuate fasciculus who underwent pre-operative language fMRI and DTI. The arcuate fasciculus was reconstructed using a deterministic Fiber Assignment by Continuous Tracking (FACT) algorithm and a probabilistic method based on an extended Monte Carlo Random Walk algorithm. Tracking was controlled using two ROIs corresponding to Broca’s and Wernicke’s areas. Tracts in tumoraffected hemispheres were examined for extension between Broca’s and Wernicke’s areas, anterior-posterior length and volume, and compared with the normal contralateral tracts. Results Probabilistic tracts displayed more complete anterior extension to Broca’s area than did FACT tracts on the tumor-affected and normal sides (p < 0.0001). The median length ratio for tumor: normal sides was greater for probabilistic tracts than FACT tracts (p < 0.0001). The median tract volume ratio for tumor: normal sides was also greater for probabilistic tracts than FACT tracts (p = 0.01). Conclusion Probabilistic tractography reconstructs the arcuate fasciculus more completely and performs better through areas of tumor and/or edema. The FACT algorithm tends to underestimate the anterior-most fibers of the arcuate fasciculus, which are crossed by primary motor fibers. PMID:25328583
Base-Rate Neglect as a Function of Base Rates in Probabilistic Contingency Learning
ERIC Educational Resources Information Center
Kutzner, Florian; Freytag, Peter; Vogel, Tobias; Fiedler, Klaus
2008-01-01
When humans predict criterion events based on probabilistic predictors, they often lend excessive weight to the predictor and insufficient weight to the base rate of the criterion event. In an operant analysis, using a matching-to-sample paradigm, Goodie and Fantino (1996) showed that humans exhibit base-rate neglect when predictors are associated…
Mixture Modeling for Background and Sources Separation in x-ray Astronomical Images
NASA Astrophysics Data System (ADS)
Guglielmetti, Fabrizia; Fischer, Rainer; Dose, Volker
2004-11-01
A probabilistic technique for the joint estimation of background and sources in high-energy astrophysics is described. Bayesian probability theory is applied to gain insight into the coexistence of background and sources through a probabilistic two-component mixture model, which provides consistent uncertainties of background and sources. The present analysis is applied to ROSAT PSPC data (0.1-2.4 keV) in Survey Mode. A background map is modelled using a Thin-Plate spline. Source probability maps are obtained for each pixel (45 arcsec) independently and for larger correlation lengths, revealing faint and extended sources. We will demonstrate that the described probabilistic method allows for detection improvement of faint extended celestial sources compared to the Standard Analysis Software System (SASS) used for the production of the ROSAT All-Sky Survey (RASS) catalogues.
Elasto-limited plastic analysis of structures for probabilistic conditions
NASA Astrophysics Data System (ADS)
Movahedi Rad, M.
2018-06-01
With applying plastic analysis and design methods, significant saving in material can be obtained. However, as a result of this benefit excessive plastic deformations and large residual displacements might develop, which in turn might lead to unserviceability and collapse of the structure. In this study, for deterministic problem the residual deformation of structures is limited by considering a constraint on the complementary strain energy of the residual forces. For probabilistic problem the constraint for the complementary strain energy of the residual forces is given randomly and critical stresses updated during the iteration. Limit curves are presented for the plastic limit load factors. The results show that these constraints have significant effects on the load factors. The formulations of the deterministic and probabilistic problems lead to mathematical programming which are solved by the use of nonlinear algorithm.
Barsky, Murray M.; Tucker, Matthew A.; Stickgold, Robert
2015-01-01
During wakefulness the brain creates meaningful relationships between disparate stimuli in ways that escape conscious awareness. Processes active during sleep can strengthen these relationships, leading to more adaptive use of those stimuli when encountered during subsequent wake. Performance on the weather prediction task (WPT), a well-studied measure of implicit probabilistic learning, has been shown to improve significantly following a night of sleep, with stronger initial learning predicting more nocturnal REM sleep. We investigated this relationship further, studying the effect on WPT performance of a daytime nap containing REM sleep. We also added an interference condition after the nap/wake period as an additional probe of memory strength. Our results show that a nap significantly boosts WPT performance, and that this improvement is correlated with the amount of REM sleep obtained during the nap. When interference training is introduced following the nap, however, this REM-sleep benefit vanishes. In contrast, following an equal period of wake, performance is both unchanged from training and unaffected by interference training. Thus, while the true probabilistic relationships between WPT stimuli are strengthened by sleep, these changes are selectively susceptible to the destructive effects of retroactive interference, at least in the short term. PMID:25769506
Advancing Usability Evaluation through Human Reliability Analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ronald L. Boring; David I. Gertman
2005-07-01
This paper introduces a novel augmentation to the current heuristic usability evaluation methodology. The SPAR-H human reliability analysis method was developed for categorizing human performance in nuclear power plants. Despite the specialized use of SPAR-H for safety critical scenarios, the method also holds promise for use in commercial off-the-shelf software usability evaluations. The SPAR-H method shares task analysis underpinnings with human-computer interaction, and it can be easily adapted to incorporate usability heuristics as performance shaping factors. By assigning probabilistic modifiers to heuristics, it is possible to arrive at the usability error probability (UEP). This UEP is not a literal probabilitymore » of error but nonetheless provides a quantitative basis to heuristic evaluation. When combined with a consequence matrix for usability errors, this method affords ready prioritization of usability issues.« less
2011-11-01
assessment to quality of localization/characterization estimates. This protocol includes four critical components: (1) a procedure to identify the...critical factors impacting SHM system performance; (2) a multistage or hierarchical approach to SHM system validation; (3) a model -assisted evaluation...Lindgren, E. A ., Buynak, C. F., Steffes, G., Derriso, M., “ Model -assisted Probabilistic Reliability Assessment for Structural Health Monitoring
Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.
2016-01-01
In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229
Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M
2016-01-01
In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.
NASA Astrophysics Data System (ADS)
Harb, N.; Bezzazi, B.; Mehraz, S.; Hamitouche, K.; Dilmi, H.
2017-11-01
The requests of lightening of the structures and gains in performance lead to search for new materials and the associated processes for aeronautical and space applications. Long-fiber composites have been used for many years for these applications; they make it possible to reduce the mass of the structures because of their excellent compromise of mass/rigidity / resistance. The materials in general contain defects which are essentially due to their nature and their mode of elaboration. To this purpuse, we carried out a probabilistic analysis of the mechanical behavior in three-point bending of composite materials with a thermosetting matrix in order to highlight the influence of the number of folds of the fibers and the nature of the fibers on the dispersion of the defects in the stratified structures fiberglass, carbon fiber laminates and hybrid (carbon / glass) laminates. From the results obtained, the dispersion of the defects is lower in the laminates of greater number of plies of the fibers and the hybrid laminates; the more the number of folds increases the more the mechanical characteristics increase; the hybrid laminates exhibit better mechanical properties compared to laminates of the same type of fiber. Finally, a morphological analysis of fracture structures and facies was investigated by scanning electron microscope (SEM) observations.
Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis
NASA Technical Reports Server (NTRS)
Dezfuli, Homayoon; Kelly, Dana; Smith, Curtis; Vedros, Kurt; Galyean, William
2009-01-01
This document, Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis, is intended to provide guidelines for the collection and evaluation of risk and reliability-related data. It is aimed at scientists and engineers familiar with risk and reliability methods and provides a hands-on approach to the investigation and application of a variety of risk and reliability data assessment methods, tools, and techniques. This document provides both: A broad perspective on data analysis collection and evaluation issues. A narrow focus on the methods to implement a comprehensive information repository. The topics addressed herein cover the fundamentals of how data and information are to be used in risk and reliability analysis models and their potential role in decision making. Understanding these topics is essential to attaining a risk informed decision making environment that is being sought by NASA requirements and procedures such as 8000.4 (Agency Risk Management Procedural Requirements), NPR 8705.05 (Probabilistic Risk Assessment Procedures for NASA Programs and Projects), and the System Safety requirements of NPR 8715.3 (NASA General Safety Program Requirements).
Feature aided Monte Carlo probabilistic data association filter for ballistic missile tracking
NASA Astrophysics Data System (ADS)
Ozdemir, Onur; Niu, Ruixin; Varshney, Pramod K.; Drozd, Andrew L.; Loe, Richard
2011-05-01
The problem of ballistic missile tracking in the presence of clutter is investigated. Probabilistic data association filter (PDAF) is utilized as the basic filtering algorithm. We propose to use sequential Monte Carlo methods, i.e., particle filters, aided with amplitude information (AI) in order to improve the tracking performance of a single target in clutter when severe nonlinearities exist in the system. We call this approach "Monte Carlo probabilistic data association filter with amplitude information (MCPDAF-AI)." Furthermore, we formulate a realistic problem in the sense that we use simulated radar cross section (RCS) data for a missile warhead and a cylinder chaff using Lucernhammer1, a state of the art electromagnetic signature prediction software, to model target and clutter amplitude returns as additional amplitude features which help to improve data association and tracking performance. A performance comparison is carried out between the extended Kalman filter (EKF) and the particle filter under various scenarios using single and multiple sensors. The results show that, when only one sensor is used, the MCPDAF performs significantly better than the EKF in terms of tracking accuracy under severe nonlinear conditions for ballistic missile tracking applications. However, when the number of sensors is increased, even under severe nonlinear conditions, the EKF performs as well as the MCPDAF.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mandelli, Diego; Prescott, Steven R; Smith, Curtis L
2011-07-01
In the Risk Informed Safety Margin Characterization (RISMC) approach we want to understand not just the frequency of an event like core damage, but how close we are (or are not) to key safety-related events and how might we increase our safety margins. The RISMC Pathway uses the probabilistic margin approach to quantify impacts to reliability and safety by coupling both probabilistic (via stochastic simulation) and mechanistic (via physics models) approaches. This coupling takes place through the interchange of physical parameters and operational or accident scenarios. In this paper we apply the RISMC approach to evaluate the impact of amore » power uprate on a pressurized water reactor (PWR) for a tsunami-induced flooding test case. This analysis is performed using the RISMC toolkit: RELAP-7 and RAVEN codes. RELAP-7 is the new generation of system analysis codes that is responsible for simulating the thermal-hydraulic dynamics of PWR and boiling water reactor systems. RAVEN has two capabilities: to act as a controller of the RELAP-7 simulation (e.g., system activation) and to perform statistical analyses (e.g., run multiple RELAP-7 simulations where sequencing/timing of events have been changed according to a set of stochastic distributions). By using the RISMC toolkit, we can evaluate how power uprate affects the system recovery measures needed to avoid core damage after the PWR lost all available AC power by a tsunami induced flooding. The simulation of the actual flooding is performed by using a smooth particle hydrodynamics code: NEUTRINO.« less
Corso, Phaedra S.; Ingels, Justin B.; Kogan, Steven M.; Foster, E. Michael; Chen, Yi-Fu; Brody, Gene H.
2013-01-01
Programmatic cost analyses of preventive interventions commonly have a number of methodological difficulties. To determine the mean total costs and properly characterize variability, one often has to deal with small sample sizes, skewed distributions, and especially missing data. Standard approaches for dealing with missing data such as multiple imputation may suffer from a small sample size, a lack of appropriate covariates, or too few details around the method used to handle the missing data. In this study, we estimate total programmatic costs for a prevention trial evaluating the Strong African American Families-Teen program. This intervention focuses on the prevention of substance abuse and risky sexual behavior. To account for missing data in the assessment of programmatic costs we compare multiple imputation to probabilistic sensitivity analysis. The latter approach uses collected cost data to create a distribution around each input parameter. We found that with the multiple imputation approach, the mean (95% confidence interval) incremental difference was $2149 ($397, $3901). With the probabilistic sensitivity analysis approach, the incremental difference was $2583 ($778, $4346). Although the true cost of the program is unknown, probabilistic sensitivity analysis may be a more viable alternative for capturing variability in estimates of programmatic costs when dealing with missing data, particularly with small sample sizes and the lack of strong predictor variables. Further, the larger standard errors produced by the probabilistic sensitivity analysis method may signal its ability to capture more of the variability in the data, thus better informing policymakers on the potentially true cost of the intervention. PMID:23299559
Corso, Phaedra S; Ingels, Justin B; Kogan, Steven M; Foster, E Michael; Chen, Yi-Fu; Brody, Gene H
2013-10-01
Programmatic cost analyses of preventive interventions commonly have a number of methodological difficulties. To determine the mean total costs and properly characterize variability, one often has to deal with small sample sizes, skewed distributions, and especially missing data. Standard approaches for dealing with missing data such as multiple imputation may suffer from a small sample size, a lack of appropriate covariates, or too few details around the method used to handle the missing data. In this study, we estimate total programmatic costs for a prevention trial evaluating the Strong African American Families-Teen program. This intervention focuses on the prevention of substance abuse and risky sexual behavior. To account for missing data in the assessment of programmatic costs we compare multiple imputation to probabilistic sensitivity analysis. The latter approach uses collected cost data to create a distribution around each input parameter. We found that with the multiple imputation approach, the mean (95 % confidence interval) incremental difference was $2,149 ($397, $3,901). With the probabilistic sensitivity analysis approach, the incremental difference was $2,583 ($778, $4,346). Although the true cost of the program is unknown, probabilistic sensitivity analysis may be a more viable alternative for capturing variability in estimates of programmatic costs when dealing with missing data, particularly with small sample sizes and the lack of strong predictor variables. Further, the larger standard errors produced by the probabilistic sensitivity analysis method may signal its ability to capture more of the variability in the data, thus better informing policymakers on the potentially true cost of the intervention.
The direct and indirect cost of diabetes in Italy: a prevalence probabilistic approach.
Marcellusi, A; Viti, R; Mecozzi, A; Mennini, F S
2016-03-01
Diabetes mellitus is a chronic degenerative disease associated with a high risk of chronic complications and comorbidities. However, very few data are available on the associated cost. The objective of this study is to identify the available information on the epidemiology of the disease and estimate the average annual cost incurred by the National Health Service and Society for the Treatment of Diabetes in Italy. A probabilistic prevalence cost of illness model was developed to calculate an aggregate measure of the economic burden associated with the disease, in terms of direct medical costs (drugs, hospitalizations, monitoring and adverse events) and indirect costs (absenteeism and early retirement). A systematic review of the literature was conducted to determine both the epidemiological and economic data. Furthermore, a one-way and probabilistic sensitivity analysis with 5,000 Monte Carlo simulations was performed to test the robustness of the results and define a 95% CI. The model estimated a prevalence of 2.6 million patients under drug therapies in Italy. The total economic burden of diabetic patients in Italy amounted to €20.3 billion/year (95% CI €18.61 to €22.29 billion), 54% of which are associated with indirect costs (95% CI €10.10 to €11.62 billion) and 46% with direct costs only (95% CI €8.11 to €11.06 billion). This is the first study conducted in Italy aimed at estimating the direct and indirect cost of diabetes with a probabilistic prevalence approach. As might be expected, the lack of information means that the real burden of diabetes is partly underestimated, especially with regard to indirect costs. However, this is a useful approach for policy makers to understand the economic implications of diabetes treatment in Italy.
Middlebrooks, E H; Tuna, I S; Grewal, S S; Almeida, L; Heckman, M G; Lesser, E R; Foote, K D; Okun, M S; Holanda, V M
2018-06-01
Although globus pallidus internus deep brain stimulation is a widely accepted treatment for Parkinson disease, there is persistent variability in outcomes that is not yet fully understood. In this pilot study, we aimed to investigate the potential role of globus pallidus internus segmentation using probabilistic tractography as a supplement to traditional targeting methods. Eleven patients undergoing globus pallidus internus deep brain stimulation were included in this retrospective analysis. Using multidirection diffusion-weighted MR imaging, we performed probabilistic tractography at all individual globus pallidus internus voxels. Each globus pallidus internus voxel was then assigned to the 1 ROI with the greatest number of propagated paths. On the basis of deep brain stimulation programming settings, the volume of tissue activated was generated for each patient using a finite element method solution. For each patient, the volume of tissue activated within each of the 10 segmented globus pallidus internus regions was calculated and examined for association with a change in the Unified Parkinson Disease Rating Scale, Part III score before and after treatment. Increasing volume of tissue activated was most strongly correlated with a change in the Unified Parkinson Disease Rating Scale, Part III score for the primary motor region (Spearman r = 0.74, P = .010), followed by the supplementary motor area/premotor cortex (Spearman r = 0.47, P = .15). In this pilot study, we assessed a novel method of segmentation of the globus pallidus internus based on probabilistic tractography as a supplement to traditional targeting methods. Our results suggest that our method may be an independent predictor of deep brain stimulation outcome, and evaluation of a larger cohort or prospective study is warranted to validate these findings. © 2018 by American Journal of Neuroradiology.
Structural Analysis Made 'NESSUSary'
NASA Technical Reports Server (NTRS)
2005-01-01
Everywhere you look, chances are something that was designed and tested by a computer will be in plain view. Computers are now utilized to design and test just about everything imaginable, from automobiles and airplanes to bridges and boats, and elevators and escalators to streets and skyscrapers. Computer-design engineering first emerged in the 1970s, in the automobile and aerospace industries. Since computers were in their infancy, however, architects and engineers during the time were limited to producing only designs similar to hand-drafted drawings. (At the end of 1970s, a typical computer-aided design system was a 16-bit minicomputer with a price tag of $125,000.) Eventually, computers became more affordable and related software became more sophisticated, offering designers the "bells and whistles" to go beyond the limits of basic drafting and rendering, and venture into more skillful applications. One of the major advancements was the ability to test the objects being designed for the probability of failure. This advancement was especially important for the aerospace industry, where complicated and expensive structures are designed. The ability to perform reliability and risk assessment without using extensive hardware testing is critical to design and certification. In 1984, NASA initiated the Probabilistic Structural Analysis Methods (PSAM) project at Glenn Research Center to develop analysis methods and computer programs for the probabilistic structural analysis of select engine components for current Space Shuttle and future space propulsion systems. NASA envisioned that these methods and computational tools would play a critical role in establishing increased system performance and durability, and assist in structural system qualification and certification. Not only was the PSAM project beneficial to aerospace, it paved the way for a commercial risk- probability tool that is evaluating risks in diverse, down- to-Earth application
The psychology of intelligence analysis: drivers of prediction accuracy in world politics.
Mellers, Barbara; Stone, Eric; Atanasov, Pavel; Rohrbaugh, Nick; Metz, S Emlen; Ungar, Lyle; Bishop, Michael M; Horowitz, Michael; Merkle, Ed; Tetlock, Philip
2015-03-01
This article extends psychological methods and concepts into a domain that is as profoundly consequential as it is poorly understood: intelligence analysis. We report findings from a geopolitical forecasting tournament that assessed the accuracy of more than 150,000 forecasts of 743 participants on 199 events occurring over 2 years. Participants were above average in intelligence and political knowledge relative to the general population. Individual differences in performance emerged, and forecasting skills were surprisingly consistent over time. Key predictors were (a) dispositional variables of cognitive ability, political knowledge, and open-mindedness; (b) situational variables of training in probabilistic reasoning and participation in collaborative teams that shared information and discussed rationales (Mellers, Ungar, et al., 2014); and (c) behavioral variables of deliberation time and frequency of belief updating. We developed a profile of the best forecasters; they were better at inductive reasoning, pattern detection, cognitive flexibility, and open-mindedness. They had greater understanding of geopolitics, training in probabilistic reasoning, and opportunities to succeed in cognitively enriched team environments. Last but not least, they viewed forecasting as a skill that required deliberate practice, sustained effort, and constant monitoring of current affairs. PsycINFO Database Record (c) 2015 APA, all rights reserved.
Palmer, Cameron; Pe’er, Itsik
2016-01-01
Missing data are an unavoidable component of modern statistical genetics. Different array or sequencing technologies cover different single nucleotide polymorphisms (SNPs), leading to a complicated mosaic pattern of missingness where both individual genotypes and entire SNPs are sporadically absent. Such missing data patterns cannot be ignored without introducing bias, yet cannot be inferred exclusively from nonmissing data. In genome-wide association studies, the accepted solution to missingness is to impute missing data using external reference haplotypes. The resulting probabilistic genotypes may be analyzed in the place of genotype calls. A general-purpose paradigm, called Multiple Imputation (MI), is known to model uncertainty in many contexts, yet it is not widely used in association studies. Here, we undertake a systematic evaluation of existing imputed data analysis methods and MI. We characterize biases related to uncertainty in association studies, and find that bias is introduced both at the imputation level, when imputation algorithms generate inconsistent genotype probabilities, and at the association level, when analysis methods inadequately model genotype uncertainty. We find that MI performs at least as well as existing methods or in some cases much better, and provides a straightforward paradigm for adapting existing genotype association methods to uncertain data. PMID:27310603
Location error uncertainties - an advanced using of probabilistic inverse theory
NASA Astrophysics Data System (ADS)
Debski, Wojciech
2016-04-01
The spatial location of sources of seismic waves is one of the first tasks when transient waves from natural (uncontrolled) sources are analyzed in many branches of physics, including seismology, oceanology, to name a few. Source activity and its spatial variability in time, the geometry of recording network, the complexity and heterogeneity of wave velocity distribution are all factors influencing the performance of location algorithms and accuracy of the achieved results. While estimating of the earthquake foci location is relatively simple a quantitative estimation of the location accuracy is really a challenging task even if the probabilistic inverse method is used because it requires knowledge of statistics of observational, modelling, and apriori uncertainties. In this presentation we addressed this task when statistics of observational and/or modeling errors are unknown. This common situation requires introduction of apriori constraints on the likelihood (misfit) function which significantly influence the estimated errors. Based on the results of an analysis of 120 seismic events from the Rudna copper mine operating in southwestern Poland we illustrate an approach based on an analysis of Shanon's entropy calculated for the aposteriori distribution. We show that this meta-characteristic of the aposteriori distribution carries some information on uncertainties of the solution found.
Seismic hazards in Thailand: a compilation and updated probabilistic analysis
NASA Astrophysics Data System (ADS)
Pailoplee, Santi; Charusiri, Punya
2016-06-01
A probabilistic seismic hazard analysis (PSHA) for Thailand was performed and compared to those of previous works. This PSHA was based upon (1) the most up-to-date paleoseismological data (slip rates), (2) the seismic source zones, (3) the seismicity parameters ( a and b values), and (4) the strong ground-motion attenuation models suggested as being suitable models for Thailand. For the PSHA mapping, both the ground shaking and probability of exceedance (POE) were analyzed and mapped using various methods of presentation. In addition, site-specific PSHAs were demonstrated for ten major provinces within Thailand. For instance, a 2 and 10 % POE in the next 50 years of a 0.1-0.4 g and 0.1-0.2 g ground shaking, respectively, was found for western Thailand, defining this area as the most earthquake-prone region evaluated in Thailand. In a comparison between the ten selected specific provinces within Thailand, the Kanchanaburi and Tak provinces had comparatively high seismic hazards, and therefore, effective mitigation plans for these areas should be made. Although Bangkok was defined as being within a low seismic hazard in this PSHA, a further study of seismic wave amplification due to the soft soil beneath Bangkok is required.
NASA Technical Reports Server (NTRS)
Schumann, Johann; Rozier, Kristin Y.; Reinbacher, Thomas; Mengshoel, Ole J.; Mbaya, Timmy; Ippolito, Corey
2013-01-01
Unmanned aerial systems (UASs) can only be deployed if they can effectively complete their missions and respond to failures and uncertain environmental conditions while maintaining safety with respect to other aircraft as well as humans and property on the ground. In this paper, we design a real-time, on-board system health management (SHM) capability to continuously monitor sensors, software, and hardware components for detection and diagnosis of failures and violations of safety or performance rules during the flight of a UAS. Our approach to SHM is three-pronged, providing: (1) real-time monitoring of sensor and/or software signals; (2) signal analysis, preprocessing, and advanced on the- fly temporal and Bayesian probabilistic fault diagnosis; (3) an unobtrusive, lightweight, read-only, low-power realization using Field Programmable Gate Arrays (FPGAs) that avoids overburdening limited computing resources or costly re-certification of flight software due to instrumentation. Our implementation provides a novel approach of combining modular building blocks, integrating responsive runtime monitoring of temporal logic system safety requirements with model-based diagnosis and Bayesian network-based probabilistic analysis. We demonstrate this approach using actual data from the NASA Swift UAS, an experimental all-electric aircraft.
Probabilistic simulation of the human factor in structural reliability
NASA Technical Reports Server (NTRS)
Chamis, C. C.
1993-01-01
A formal approach is described in an attempt to computationally simulate the probable ranges of uncertainties of the human factor in structural probabilistic assessments. A multi-factor interaction equation (MFIE) model has been adopted for this purpose. Human factors such as marital status, professional status, home life, job satisfaction, work load and health, are considered to demonstrate the concept. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Suitability of the MFIE in the subsequently probabilistic sensitivity studies are performed to assess the validity of the whole approach. Results obtained show that the uncertainties for no error range from five to thirty percent for the most optimistic case.
Integration of RAMS in LCC analysis for linear transport infrastructures. A case study for railways.
NASA Astrophysics Data System (ADS)
Calle-Cordón, Álvaro; Jiménez-Redondo, Noemi; Morales-Gámiz, F. J.; García-Villena, F. A.; Garmabaki, Amir H. S.; Odelius, Johan
2017-09-01
Life-cycle cost (LCC) analysis is an economic technique used to assess the total costs associated with the lifetime of a system in order to support decision making in long term strategic planning. For complex systems, such as railway and road infrastructures, the cost of maintenance plays an important role in the LCC analysis. Costs associated with maintenance interventions can be more reliably estimated by integrating the probabilistic nature of the failures associated to these interventions in the LCC models. Reliability, Maintainability, Availability and Safety (RAMS) parameters describe the maintenance needs of an asset in a quantitative way by using probabilistic information extracted from registered maintenance activities. Therefore, the integration of RAMS in the LCC analysis allows obtaining reliable predictions of system maintenance costs and the dependencies of these costs with specific cost drivers through sensitivity analyses. This paper presents an innovative approach for a combined RAMS & LCC methodology for railway and road transport infrastructures being developed under the on-going H2020 project INFRALERT. Such RAMS & LCC analysis provides relevant probabilistic information to be used for condition and risk-based planning of maintenance activities as well as for decision support in long term strategic investment planning.
A probabilistic seismic risk assessment procedure for nuclear power plants: (I) Methodology
Huang, Y.-N.; Whittaker, A.S.; Luco, N.
2011-01-01
A new procedure for probabilistic seismic risk assessment of nuclear power plants (NPPs) is proposed. This procedure modifies the current procedures using tools developed recently for performance-based earthquake engineering of buildings. The proposed procedure uses (a) response-based fragility curves to represent the capacity of structural and nonstructural components of NPPs, (b) nonlinear response-history analysis to characterize the demands on those components, and (c) Monte Carlo simulations to determine the damage state of the components. The use of response-rather than ground-motion-based fragility curves enables the curves to be independent of seismic hazard and closely related to component capacity. The use of Monte Carlo procedure enables the correlation in the responses of components to be directly included in the risk assessment. An example of the methodology is presented in a companion paper to demonstrate its use and provide the technical basis for aspects of the methodology. ?? 2011 Published by Elsevier B.V.
NASA Astrophysics Data System (ADS)
Wang, S.; Huang, G. H.; Huang, W.; Fan, Y. R.; Li, Z.
2015-10-01
In this study, a fractional factorial probabilistic collocation method is proposed to reveal statistical significance of hydrologic model parameters and their multi-level interactions affecting model outputs, facilitating uncertainty propagation in a reduced dimensional space. The proposed methodology is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability, as well as its capability of revealing complex and dynamic parameter interactions. A set of reduced polynomial chaos expansions (PCEs) only with statistically significant terms can be obtained based on the results of factorial analysis of variance (ANOVA), achieving a reduction of uncertainty in hydrologic predictions. The predictive performance of reduced PCEs is verified by comparing against standard PCEs and the Monte Carlo with Latin hypercube sampling (MC-LHS) method in terms of reliability, sharpness, and Nash-Sutcliffe efficiency (NSE). Results reveal that the reduced PCEs are able to capture hydrologic behaviors of the Xiangxi River watershed, and they are efficient functional representations for propagating uncertainties in hydrologic predictions.
Makhija, D; Rock, M; Xiong, Y; Epstein, J D; Arnold, M R; Lattouf, O M; Calcaterra, D
2017-06-01
A recent retrospective comparative effectiveness study found that use of the FLOSEAL Hemostatic Matrix in cardiac surgery was associated with significantly lower risks of complications, blood transfusions, surgical revisions, and shorter length of surgery than use of SURGIFLO Hemostatic Matrix. These outcome improvements in cardiac surgery procedures may translate to economic savings for hospitals and payers. The objective of this study was to estimate the cost-consequence of two flowable hemostatic matrices (FLOSEAL or SURGIFLO) in cardiac surgeries for US hospitals. A cost-consequence model was constructed using clinical outcomes from a previously published retrospective comparative effectiveness study of FLOSEAL vs SURGIFLO in adult cardiac surgeries. The model accounted for the reported differences between these products in length of surgery, rates of major and minor complications, surgical revisions, and blood product transfusions. Costs were derived from Healthcare Cost and Utilization Project's National Inpatient Sample (NIS) 2012 database and converted to 2015 US dollars. Savings were modeled for a hospital performing 245 cardiac surgeries annually, as identified as the average for hospitals in the NIS dataset. One-way sensitivity analysis and probabilistic sensitivity analysis were performed to test model robustness. The results suggest that if FLOSEAL is utilized in a hospital that performs 245 mixed cardiac surgery procedures annually, 11 major complications, 31 minor complications, nine surgical revisions, 79 blood product transfusions, and 260.3 h of cumulative operating time could be avoided. These improved outcomes correspond to a net annualized saving of $1,532,896. Cost savings remained consistent between $1.3m and $1.8m and between $911k and $2.4m, even after accounting for the uncertainty around clinical and cost inputs, in a one-way and probabilistic sensitivity analysis, respectively. Outcome differences associated with FLOSEAL vs SURGIFLO that were previously reported in a comparative effectiveness study may result in substantial cost savings for US hospitals.
Bounthavong, Mark; Pruitt, Larry D; Smolenski, Derek J; Gahm, Gregory A; Bansal, Aasthaa; Hansen, Ryan N
2018-02-01
Introduction Home-based telebehavioural healthcare improves access to mental health care for patients restricted by travel burden. However, there is limited evidence assessing the economic value of home-based telebehavioural health care compared to in-person care. We sought to compare the economic impact of home-based telebehavioural health care and in-person care for depression among current and former US service members. Methods We performed trial-based cost-minimisation and cost-utility analyses to assess the economic impact of home-based telebehavioural health care versus in-person behavioural care for depression. Our analyses focused on the payer perspective (Department of Defense and Department of Veterans Affairs) at three months. We also performed a scenario analysis where all patients possessed video-conferencing technology that was approved by these agencies. The cost-utility analysis evaluated the impact of different depression categories on the incremental cost-effectiveness ratio. One-way and probabilistic sensitivity analyses were performed to test the robustness of the model assumptions. Results In the base case analysis the total direct cost of home-based telebehavioural health care was higher than in-person care (US$71,974 versus US$20,322). Assuming that patients possessed government-approved video-conferencing technology, home-based telebehavioural health care was less costly compared to in-person care (US$19,177 versus US$20,322). In one-way sensitivity analyses, the proportion of patients possessing personal computers was a major driver of direct costs. In the cost-utility analysis, home-based telebehavioural health care was dominant when patients possessed video-conferencing technology. Results from probabilistic sensitivity analyses did not differ substantially from base case results. Discussion Home-based telebehavioural health care is dependent on the cost of supplying video-conferencing technology to patients but offers the opportunity to increase access to care. Health-care policies centred on implementation of home-based telebehavioural health care should ensure that these technologies are able to be successfully deployed on patients' existing technology.
A probabilistic model (SHEDS-Wood) was developed to examine children's exposure and dose to chromated copper arsenate (CCA)-treated wood, as described in Part 1 of this two part paper. This Part 2 paper discusses sensitivity and uncertainty analyses conducted to assess the key m...
Development of probabilistic emission inventories of air toxics for Jacksonville, Florida, USA.
Zhao, Yuchao; Frey, H Christopher
2004-11-01
Probabilistic emission inventories were developed for 1,3-butadiene, mercury (Hg), arsenic (As), benzene, formaldehyde, and lead for Jacksonville, FL. To quantify inter-unit variability in empirical emission factor data, the Maximum Likelihood Estimation (MLE) method or the Method of Matching Moments was used to fit parametric distributions. For data sets that contain nondetected measurements, a method based upon MLE was used for parameter estimation. To quantify the uncertainty in urban air toxic emission factors, parametric bootstrap simulation and empirical bootstrap simulation were applied to uncensored and censored data, respectively. The probabilistic emission inventories were developed based on the product of the uncertainties in the emission factors and in the activity factors. The uncertainties in the urban air toxics emission inventories range from as small as -25 to +30% for Hg to as large as -83 to +243% for As. The key sources of uncertainty in the emission inventory for each toxic are identified based upon sensitivity analysis. Typically, uncertainty in the inventory of a given pollutant can be attributed primarily to a small number of source categories. Priorities for improving the inventories and for refining the probabilistic analysis are discussed.
CPT-based probabilistic and deterministic assessment of in situ seismic soil liquefaction potential
Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Der Kiureghian, A.; Cetin, K.O.
2006-01-01
This paper presents a complete methodology for both probabilistic and deterministic assessment of seismic soil liquefaction triggering potential based on the cone penetration test (CPT). A comprehensive worldwide set of CPT-based liquefaction field case histories were compiled and back analyzed, and the data then used to develop probabilistic triggering correlations. Issues investigated in this study include improved normalization of CPT resistance measurements for the influence of effective overburden stress, and adjustment to CPT tip resistance for the potential influence of "thin" liquefiable layers. The effects of soil type and soil character (i.e., "fines" adjustment) for the new correlations are based on a combination of CPT tip and sleeve resistance. To quantify probability for performancebased engineering applications, Bayesian "regression" methods were used, and the uncertainties of all variables comprising both the seismic demand and the liquefaction resistance were estimated and included in the analysis. The resulting correlations were developed using a Bayesian framework and are presented in both probabilistic and deterministic formats. The results are compared to previous probabilistic and deterministic correlations. ?? 2006 ASCE.
Yurtkuran, Alkın; Emel, Erdal
2016-01-01
The artificial bee colony (ABC) algorithm is a popular swarm based technique, which is inspired from the intelligent foraging behavior of honeybee swarms. This paper proposes a new variant of ABC algorithm, namely, enhanced ABC with solution acceptance rule and probabilistic multisearch (ABC-SA) to address global optimization problems. A new solution acceptance rule is proposed where, instead of greedy selection between old solution and new candidate solution, worse candidate solutions have a probability to be accepted. Additionally, the acceptance probability of worse candidates is nonlinearly decreased throughout the search process adaptively. Moreover, in order to improve the performance of the ABC and balance the intensification and diversification, a probabilistic multisearch strategy is presented. Three different search equations with distinctive characters are employed using predetermined search probabilities. By implementing a new solution acceptance rule and a probabilistic multisearch approach, the intensification and diversification performance of the ABC algorithm is improved. The proposed algorithm has been tested on well-known benchmark functions of varying dimensions by comparing against novel ABC variants, as well as several recent state-of-the-art algorithms. Computational results show that the proposed ABC-SA outperforms other ABC variants and is superior to state-of-the-art algorithms proposed in the literature.
Modeling Array Stations in SIG-VISA
NASA Astrophysics Data System (ADS)
Ding, N.; Moore, D.; Russell, S.
2013-12-01
We add support for array stations to SIG-VISA, a system for nuclear monitoring using probabilistic inference on seismic signals. Array stations comprise a large portion of the IMS network; they can provide increased sensitivity and more accurate directional information compared to single-component stations. Our existing model assumed that signals were independent at each station, which is false when lots of stations are close together, as in an array. The new model removes that assumption by jointly modeling signals across array elements. This is done by extending our existing Gaussian process (GP) regression models, also known as kriging, from a 3-dimensional single-component space of events to a 6-dimensional space of station-event pairs. For each array and each event attribute (including coda decay, coda height, amplitude transfer and travel time), we model the joint distribution across array elements using a Gaussian process that learns the correlation lengthscale across the array, thereby incorporating information of array stations into the probabilistic inference framework. To evaluate the effectiveness of our model, we perform ';probabilistic beamforming' on new events using our GP model, i.e., we compute the event azimuth having highest posterior probability under the model, conditioned on the signals at array elements. We compare the results from our probabilistic inference model to the beamforming currently performed by IMS station processing.
NASA Technical Reports Server (NTRS)
Warner, James E.; Zubair, Mohammad; Ranjan, Desh
2017-01-01
This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.
Improved probabilistic inference as a general learning mechanism with action video games.
Green, C Shawn; Pouget, Alexandre; Bavelier, Daphne
2010-09-14
Action video game play benefits performance in an array of sensory, perceptual, and attentional tasks that go well beyond the specifics of game play [1-9]. That a training regimen may induce improvements in so many different skills is notable because the majority of studies on training-induced learning report improvements on the trained task but limited transfer to other, even closely related, tasks ([10], but see also [11-13]). Here we ask whether improved probabilistic inference may explain such broad transfer. By using a visual perceptual decision making task [14, 15], the present study shows for the first time that action video game experience does indeed improve probabilistic inference. A neural model of this task [16] establishes how changing a single parameter, namely the strength of the connections between the neural layer providing the momentary evidence and the layer integrating the evidence over time, captures improvements in action-gamers behavior. These results were established in a visual, but also in a novel auditory, task, indicating generalization across modalities. Thus, improved probabilistic inference provides a general mechanism for why action video game playing enhances performance in a wide variety of tasks. In addition, this mechanism may serve as a signature of training regimens that are likely to produce transfer of learning. Copyright © 2010 Elsevier Ltd. All rights reserved.
A probabilistic and adaptive approach to modeling performance of pavement infrastructure
DOT National Transportation Integrated Search
2007-08-01
Accurate prediction of pavement performance is critical to pavement management agencies. Reliable and accurate predictions of pavement infrastructure performance can save significant amounts of money for pavement infrastructure management agencies th...
Zhao, Zhenguo; Shi, Wenbo
2014-01-01
Probabilistic signature scheme has been widely used in modern electronic commerce since it could provide integrity, authenticity, and nonrepudiation. Recently, Wu and Lin proposed a novel probabilistic signature (PS) scheme using the bilinear square Diffie-Hellman (BSDH) problem. They also extended it to a universal designated verifier signature (UDVS) scheme. In this paper, we analyze the security of Wu et al.'s PS scheme and UDVS scheme. Through concrete attacks, we demonstrate both of their schemes are not unforgeable. The security analysis shows that their schemes are not suitable for practical applications. PMID:25025083
A generative, probabilistic model of local protein structure.
Boomsma, Wouter; Mardia, Kanti V; Taylor, Charles C; Ferkinghoff-Borg, Jesper; Krogh, Anders; Hamelryck, Thomas
2008-07-01
Despite significant progress in recent years, protein structure prediction maintains its status as one of the prime unsolved problems in computational biology. One of the key remaining challenges is an efficient probabilistic exploration of the structural space that correctly reflects the relative conformational stabilities. Here, we present a fully probabilistic, continuous model of local protein structure in atomic detail. The generative model makes efficient conformational sampling possible and provides a framework for the rigorous analysis of local sequence-structure correlations in the native state. Our method represents a significant theoretical and practical improvement over the widely used fragment assembly technique by avoiding the drawbacks associated with a discrete and nonprobabilistic approach.
Composite load spectra for select space propulsion structural components
NASA Technical Reports Server (NTRS)
Newell, J. F.; Ho, H. W.; Kurth, R. E.
1991-01-01
The work performed to develop composite load spectra (CLS) for the Space Shuttle Main Engine (SSME) using probabilistic methods. The three methods were implemented to be the engine system influence model. RASCAL was chosen to be the principal method as most component load models were implemented with the method. Validation of RASCAL was performed. High accuracy comparable to the Monte Carlo method can be obtained if a large enough bin size is used. Generic probabilistic models were developed and implemented for load calculations using the probabilistic methods discussed above. Each engine mission, either a real fighter or a test, has three mission phases: the engine start transient phase, the steady state phase, and the engine cut off transient phase. Power level and engine operating inlet conditions change during a mission. The load calculation module provides the steady-state and quasi-steady state calculation procedures with duty-cycle-data option. The quasi-steady state procedure is for engine transient phase calculations. In addition, a few generic probabilistic load models were also developed for specific conditions. These include the fixed transient spike model, the poison arrival transient spike model, and the rare event model. These generic probabilistic load models provide sufficient latitude for simulating loads with specific conditions. For SSME components, turbine blades, transfer ducts, LOX post, and the high pressure oxidizer turbopump (HPOTP) discharge duct were selected for application of the CLS program. They include static pressure loads and dynamic pressure loads for all four components, centrifugal force for the turbine blade, temperatures of thermal loads for all four components, and structural vibration loads for the ducts and LOX posts.
NASA Astrophysics Data System (ADS)
Králik, Juraj; Králik, Juraj
2017-07-01
The paper presents the results from the deterministic and probabilistic analysis of the accidental torsional effect of reinforced concrete tall buildings due to earthquake even. The core-column structural system was considered with various configurations in plane. The methodology of the seismic analysis of the building structures in Eurocode 8 and JCSS 2000 is discussed. The possibilities of the utilization the LHS method to analyze the extensive and robust tasks in FEM is presented. The influence of the various input parameters (material, geometry, soil, masses and others) is considered. The deterministic and probability analysis of the seismic resistance of the structure was calculated in the ANSYS program.
Chen, Yasheng; Juttukonda, Meher; Su, Yi; Benzinger, Tammie; Rubin, Brian G.; Lee, Yueh Z.; Lin, Weili; Shen, Dinggang; Lalush, David
2015-01-01
Purpose To develop a positron emission tomography (PET) attenuation correction method for brain PET/magnetic resonance (MR) imaging by estimating pseudo computed tomographic (CT) images from T1-weighted MR and atlas CT images. Materials and Methods In this institutional review board–approved and HIPAA-compliant study, PET/MR/CT images were acquired in 20 subjects after obtaining written consent. A probabilistic air segmentation and sparse regression (PASSR) method was developed for pseudo CT estimation. Air segmentation was performed with assistance from a probabilistic air map. For nonair regions, the pseudo CT numbers were estimated via sparse regression by using atlas MR patches. The mean absolute percentage error (MAPE) on PET images was computed as the normalized mean absolute difference in PET signal intensity between a method and the reference standard continuous CT attenuation correction method. Friedman analysis of variance and Wilcoxon matched-pairs tests were performed for statistical comparison of MAPE between the PASSR method and Dixon segmentation, CT segmentation, and population averaged CT atlas (mean atlas) methods. Results The PASSR method yielded a mean MAPE ± standard deviation of 2.42% ± 1.0, 3.28% ± 0.93, and 2.16% ± 1.75, respectively, in the whole brain, gray matter, and white matter, which were significantly lower than the Dixon, CT segmentation, and mean atlas values (P < .01). Moreover, 68.0% ± 16.5, 85.8% ± 12.9, and 96.0% ± 2.5 of whole-brain volume had within ±2%, ±5%, and ±10% percentage error by using PASSR, respectively, which was significantly higher than other methods (P < .01). Conclusion PASSR outperformed the Dixon, CT segmentation, and mean atlas methods by reducing PET error owing to attenuation correction. © RSNA, 2014 PMID:25521778
Probabilistic, Seismically-Induced Landslide Hazard Mapping of Western Oregon
NASA Astrophysics Data System (ADS)
Olsen, M. J.; Sharifi Mood, M.; Gillins, D. T.; Mahalingam, R.
2015-12-01
Earthquake-induced landslides can generate significant damage within urban communities by damaging structures, obstructing lifeline connection routes and utilities, generating various environmental impacts, and possibly resulting in loss of life. Reliable hazard and risk maps are important to assist agencies in efficiently allocating and managing limited resources to prepare for such events. This research presents a new methodology in order to communicate site-specific landslide hazard assessments in a large-scale, regional map. Implementation of the proposed methodology results in seismic-induced landslide hazard maps that depict the probabilities of exceeding landslide displacement thresholds (e.g. 0.1, 0.3, 1.0 and 10 meters). These maps integrate a variety of data sources including: recent landslide inventories, LIDAR and photogrammetric topographic data, geology map, mapped NEHRP site classifications based on available shear wave velocity data in each geologic unit, and USGS probabilistic seismic hazard curves. Soil strength estimates were obtained by evaluating slopes present along landslide scarps and deposits for major geologic units. Code was then developed to integrate these layers to perform a rigid, sliding block analysis to determine the amount and associated probabilities of displacement based on each bin of peak ground acceleration in the seismic hazard curve at each pixel. The methodology was applied to western Oregon, which contains weak, weathered, and often wet soils at steep slopes. Such conditions have a high landslide hazard even without seismic events. A series of landslide hazard maps highlighting the probabilities of exceeding the aforementioned thresholds were generated for the study area. These output maps were then utilized in a performance based design framework enabling them to be analyzed in conjunction with other hazards for fully probabilistic-based hazard evaluation and risk assessment. a) School of Civil and Construction Engineering, Oregon State University, Corvallis, OR 97331, USA
Alomari, Yazan M.; MdZin, Reena Rahayu
2015-01-01
Analysis of whole-slide tissue for digital pathology images has been clinically approved to provide a second opinion to pathologists. Localization of focus points from Ki-67-stained histopathology whole-slide tissue microscopic images is considered the first step in the process of proliferation rate estimation. Pathologists use eye pooling or eagle-view techniques to localize the highly stained cell-concentrated regions from the whole slide under microscope, which is called focus-point regions. This procedure leads to a high variety of interpersonal observations and time consuming, tedious work and causes inaccurate findings. The localization of focus-point regions can be addressed as a clustering problem. This paper aims to automate the localization of focus-point regions from whole-slide images using the random patch probabilistic density method. Unlike other clustering methods, random patch probabilistic density method can adaptively localize focus-point regions without predetermining the number of clusters. The proposed method was compared with the k-means and fuzzy c-means clustering methods. Our proposed method achieves a good performance, when the results were evaluated by three expert pathologists. The proposed method achieves an average false-positive rate of 0.84% for the focus-point region localization error. Moreover, regarding RPPD used to localize tissue from whole-slide images, 228 whole-slide images have been tested; 97.3% localization accuracy was achieved. PMID:25793010
NASA Astrophysics Data System (ADS)
Laloy, Eric; Hérault, Romain; Lee, John; Jacques, Diederik; Linde, Niklas
2017-12-01
Efficient and high-fidelity prior sampling and inversion for complex geological media is still a largely unsolved challenge. Here, we use a deep neural network of the variational autoencoder type to construct a parametric low-dimensional base model parameterization of complex binary geological media. For inversion purposes, it has the attractive feature that random draws from an uncorrelated standard normal distribution yield model realizations with spatial characteristics that are in agreement with the training set. In comparison with the most commonly used parametric representations in probabilistic inversion, we find that our dimensionality reduction (DR) approach outperforms principle component analysis (PCA), optimization-PCA (OPCA) and discrete cosine transform (DCT) DR techniques for unconditional geostatistical simulation of a channelized prior model. For the considered examples, important compression ratios (200-500) are achieved. Given that the construction of our parameterization requires a training set of several tens of thousands of prior model realizations, our DR approach is more suited for probabilistic (or deterministic) inversion than for unconditional (or point-conditioned) geostatistical simulation. Probabilistic inversions of 2D steady-state and 3D transient hydraulic tomography data are used to demonstrate the DR-based inversion. For the 2D case study, the performance is superior compared to current state-of-the-art multiple-point statistics inversion by sequential geostatistical resampling (SGR). Inversion results for the 3D application are also encouraging.
Probabilistic/Fracture-Mechanics Model For Service Life
NASA Technical Reports Server (NTRS)
Watkins, T., Jr.; Annis, C. G., Jr.
1991-01-01
Computer program makes probabilistic estimates of lifetime of engine and components thereof. Developed to fill need for more accurate life-assessment technique that avoids errors in estimated lives and provides for statistical assessment of levels of risk created by engineering decisions in designing system. Implements mathematical model combining techniques of statistics, fatigue, fracture mechanics, nondestructive analysis, life-cycle cost analysis, and management of engine parts. Used to investigate effects of such engine-component life-controlling parameters as return-to-service intervals, stresses, capabilities for nondestructive evaluation, and qualities of materials.
Advanced Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Technical Exchange Meeting
DOE Office of Scientific and Technical Information (OSTI.GOV)
Smith, Curtis
2013-09-01
During FY13, the INL developed an advanced SMR PRA framework which has been described in the report Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Detailed Technical Framework Specification, INL/EXT-13-28974 (April 2013). In this framework, the various areas are considered: Probabilistic models to provide information specific to advanced SMRs Representation of specific SMR design issues such as having co-located modules and passive safety features Use of modern open-source and readily available analysis methods Internal and external events resulting in impacts to safety All-hazards considerations Methods to support the identification of design vulnerabilities Mechanistic and probabilistic data needs to support modelingmore » and tools In order to describe this framework more fully and obtain feedback on the proposed approaches, the INL hosted a technical exchange meeting during August 2013. This report describes the outcomes of that meeting.« less
NASA Technical Reports Server (NTRS)
McGhee, David S.; Peck, Jeff A.; McDonald, Emmett J.
2012-01-01
This paper examines Probabilistic Sensitivity Analysis (PSA) methods and tools in an effort to understand their utility in vehicle loads and dynamic analysis. Specifically, this study addresses how these methods may be used to establish limits on payload mass and cg location and requirements on adaptor stiffnesses while maintaining vehicle loads and frequencies within established bounds. To this end, PSA methods and tools are applied to a realistic, but manageable, integrated launch vehicle analysis where payload and payload adaptor parameters are modeled as random variables. This analysis is used to study both Regional Response PSA (RRPSA) and Global Response PSA (GRPSA) methods, with a primary focus on sampling based techniques. For contrast, some MPP based approaches are also examined.
Distributed collaborative response surface method for mechanical dynamic assembly reliability design
NASA Astrophysics Data System (ADS)
Bai, Guangchen; Fei, Chengwei
2013-11-01
Because of the randomness of many impact factors influencing the dynamic assembly relationship of complex machinery, the reliability analysis of dynamic assembly relationship needs to be accomplished considering the randomness from a probabilistic perspective. To improve the accuracy and efficiency of dynamic assembly relationship reliability analysis, the mechanical dynamic assembly reliability(MDAR) theory and a distributed collaborative response surface method(DCRSM) are proposed. The mathematic model of DCRSM is established based on the quadratic response surface function, and verified by the assembly relationship reliability analysis of aeroengine high pressure turbine(HPT) blade-tip radial running clearance(BTRRC). Through the comparison of the DCRSM, traditional response surface method(RSM) and Monte Carlo Method(MCM), the results show that the DCRSM is not able to accomplish the computational task which is impossible for the other methods when the number of simulation is more than 100 000 times, but also the computational precision for the DCRSM is basically consistent with the MCM and improved by 0.40˜4.63% to the RSM, furthermore, the computational efficiency of DCRSM is up to about 188 times of the MCM and 55 times of the RSM under 10000 times simulations. The DCRSM is demonstrated to be a feasible and effective approach for markedly improving the computational efficiency and accuracy of MDAR analysis. Thus, the proposed research provides the promising theory and method for the MDAR design and optimization, and opens a novel research direction of probabilistic analysis for developing the high-performance and high-reliability of aeroengine.
Marciano, Michael A; Adelman, Jonathan D
2017-03-01
The deconvolution of DNA mixtures remains one of the most critical challenges in the field of forensic DNA analysis. In addition, of all the data features required to perform such deconvolution, the number of contributors in the sample is widely considered the most important, and, if incorrectly chosen, the most likely to negatively influence the mixture interpretation of a DNA profile. Unfortunately, most current approaches to mixture deconvolution require the assumption that the number of contributors is known by the analyst, an assumption that can prove to be especially faulty when faced with increasingly complex mixtures of 3 or more contributors. In this study, we propose a probabilistic approach for estimating the number of contributors in a DNA mixture that leverages the strengths of machine learning. To assess this approach, we compare classification performances of six machine learning algorithms and evaluate the model from the top-performing algorithm against the current state of the art in the field of contributor number classification. Overall results show over 98% accuracy in identifying the number of contributors in a DNA mixture of up to 4 contributors. Comparative results showed 3-person mixtures had a classification accuracy improvement of over 6% compared to the current best-in-field methodology, and that 4-person mixtures had a classification accuracy improvement of over 20%. The Probabilistic Assessment for Contributor Estimation (PACE) also accomplishes classification of mixtures of up to 4 contributors in less than 1s using a standard laptop or desktop computer. Considering the high classification accuracy rates, as well as the significant time commitment required by the current state of the art model versus seconds required by a machine learning-derived model, the approach described herein provides a promising means of estimating the number of contributors and, subsequently, will lead to improved DNA mixture interpretation. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.
Developing Probabilistic Safety Performance Margins for Unknown and Underappreciated Risks
NASA Technical Reports Server (NTRS)
Benjamin, Allan; Dezfuli, Homayoon; Everett, Chris
2015-01-01
Probabilistic safety requirements currently formulated or proposed for space systems, nuclear reactor systems, nuclear weapon systems, and other types of systems that have a low-probability potential for high-consequence accidents depend on showing that the probability of such accidents is below a specified safety threshold or goal. Verification of compliance depends heavily upon synthetic modeling techniques such as PRA. To determine whether or not a system meets its probabilistic requirements, it is necessary to consider whether there are significant risks that are not fully considered in the PRA either because they are not known at the time or because their importance is not fully understood. The ultimate objective is to establish a reasonable margin to account for the difference between known risks and actual risks in attempting to validate compliance with a probabilistic safety threshold or goal. In this paper, we examine data accumulated over the past 60 years from the space program, from nuclear reactor experience, from aircraft systems, and from human reliability experience to formulate guidelines for estimating probabilistic margins to account for risks that are initially unknown or underappreciated. The formulation includes a review of the safety literature to identify the principal causes of such risks.
Games people play: How video games improve probabilistic learning.
Schenk, Sabrina; Lech, Robert K; Suchan, Boris
2017-09-29
Recent research suggests that video game playing is associated with many cognitive benefits. However, little is known about the neural mechanisms mediating such effects, especially with regard to probabilistic categorization learning, which is a widely unexplored area in gaming research. Therefore, the present study aimed to investigate the neural correlates of probabilistic classification learning in video gamers in comparison to non-gamers. Subjects were scanned in a 3T magnetic resonance imaging (MRI) scanner while performing a modified version of the weather prediction task. Behavioral data yielded evidence for better categorization performance of video gamers, particularly under conditions characterized by stronger uncertainty. Furthermore, a post-experimental questionnaire showed that video gamers had acquired higher declarative knowledge about the card combinations and the related weather outcomes. Functional imaging data revealed for video gamers stronger activation clusters in the hippocampus, the precuneus, the cingulate gyrus and the middle temporal gyrus as well as in occipital visual areas and in areas related to attentional processes. All these areas are connected with each other and represent critical nodes for semantic memory, visual imagery and cognitive control. Apart from this, and in line with previous studies, both groups showed activation in brain areas that are related to attention and executive functions as well as in the basal ganglia and in memory-associated regions of the medial temporal lobe. These results suggest that playing video games might enhance the usage of declarative knowledge as well as hippocampal involvement and enhances overall learning performance during probabilistic learning. In contrast to non-gamers, video gamers showed better categorization performance, independently of the uncertainty of the condition. Copyright © 2017 Elsevier B.V. All rights reserved.
Robust Control Design for Systems With Probabilistic Uncertainty
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Kenny, Sean P.
2005-01-01
This paper presents a reliability- and robustness-based formulation for robust control synthesis for systems with probabilistic uncertainty. In a reliability-based formulation, the probability of violating design requirements prescribed by inequality constraints is minimized. In a robustness-based formulation, a metric which measures the tendency of a random variable/process to cluster close to a target scalar/function is minimized. A multi-objective optimization procedure, which combines stability and performance requirements in time and frequency domains, is used to search for robustly optimal compensators. Some of the fundamental differences between the proposed strategy and conventional robust control methods are: (i) unnecessary conservatism is eliminated since there is not need for convex supports, (ii) the most likely plants are favored during synthesis allowing for probabilistic robust optimality, (iii) the tradeoff between robust stability and robust performance can be explored numerically, (iv) the uncertainty set is closely related to parameters with clear physical meaning, and (v) compensators with improved robust characteristics for a given control structure can be synthesized.
DOE Office of Scientific and Technical Information (OSTI.GOV)
A. Alfonsi; C. Rabiti; D. Mandelli
The Reactor Analysis and Virtual control ENviroment (RAVEN) code is a software tool that acts as the control logic driver and post-processing engine for the newly developed Thermal-Hydraulic code RELAP-7. RAVEN is now a multi-purpose Probabilistic Risk Assessment (PRA) software framework that allows dispatching different functionalities: Derive and actuate the control logic required to simulate the plant control system and operator actions (guided procedures), allowing on-line monitoring/controlling in the Phase Space Perform both Monte-Carlo sampling of random distributed events and Dynamic Event Tree based analysis Facilitate the input/output handling through a Graphical User Interface (GUI) and a post-processing data miningmore » module« less
NASA Astrophysics Data System (ADS)
Clerc, F.; Njiki-Menga, G.-H.; Witschger, O.
2013-04-01
Most of the measurement strategies that are suggested at the international level to assess workplace exposure to nanomaterials rely on devices measuring, in real time, airborne particles concentrations (according different metrics). Since none of the instruments to measure aerosols can distinguish a particle of interest to the background aerosol, the statistical analysis of time resolved data requires special attention. So far, very few approaches have been used for statistical analysis in the literature. This ranges from simple qualitative analysis of graphs to the implementation of more complex statistical models. To date, there is still no consensus on a particular approach and the current period is always looking for an appropriate and robust method. In this context, this exploratory study investigates a statistical method to analyse time resolved data based on a Bayesian probabilistic approach. To investigate and illustrate the use of the this statistical method, particle number concentration data from a workplace study that investigated the potential for exposure via inhalation from cleanout operations by sandpapering of a reactor producing nanocomposite thin films have been used. In this workplace study, the background issue has been addressed through the near-field and far-field approaches and several size integrated and time resolved devices have been used. The analysis of the results presented here focuses only on data obtained with two handheld condensation particle counters. While one was measuring at the source of the released particles, the other one was measuring in parallel far-field. The Bayesian probabilistic approach allows a probabilistic modelling of data series, and the observed task is modelled in the form of probability distributions. The probability distributions issuing from time resolved data obtained at the source can be compared with the probability distributions issuing from the time resolved data obtained far-field, leading in a quantitative estimation of the airborne particles released at the source when the task is performed. Beyond obtained results, this exploratory study indicates that the analysis of the results requires specific experience in statistics.
NASA Technical Reports Server (NTRS)
Brown, Andrew M.; DeHaye, Michael; DeLessio, Steven
2011-01-01
The LOX-Hydrogen J-2X Rocket Engine, which is proposed for use as an upper-stage engine for numerous earth-to-orbit and heavy lift launch vehicle architectures, is presently in the design phase and will move shortly to the initial development test phase. Analysis of the design has revealed numerous potential resonance issues with hardware in the turbomachinery turbine-side flow-path. The analysis of the fuel pump turbine blades requires particular care because resonant failure of the blades, which are rotating in excess of 30,000 revolutions/minutes (RPM), could be catastrophic for the engine and the entire launch vehicle. This paper describes a series of probabilistic analyses performed to assess the risk of failure of the turbine blades due to resonant vibration during past and present test series. Some significant results are that the probability of failure during a single complete engine hot-fire test is low (1%) because of the small likelihood of resonance, but that the probability increases to around 30% for a more focused turbomachinery-only test because all speeds will be ramped through and there is a greater likelihood of dwelling at more speeds. These risk calculations have been invaluable for use by program management in deciding if risk-reduction methods such as dampers are necessary immediately or if the test can be performed before the risk-reduction hardware is ready.
Up-to-date Probabilistic Earthquake Hazard Maps for Egypt
NASA Astrophysics Data System (ADS)
Gaber, Hanan; El-Hadidy, Mahmoud; Badawy, Ahmed
2018-04-01
An up-to-date earthquake hazard analysis has been performed in Egypt using a probabilistic seismic hazard approach. Through the current study, we use a complete and homogenous earthquake catalog covering the time period between 2200 BC and 2015 AD. Three seismotectonic models representing the seismic activity in and around Egypt are used. A logic-tree framework is applied to allow for the epistemic uncertainty in the declustering parameters, minimum magnitude, seismotectonic setting and ground-motion prediction equations. The hazard analysis is performed for a grid of 0.5° × 0.5° in terms of types of rock site for the peak ground acceleration (PGA) and spectral acceleration at 0.2-, 0.5-, 1.0- and 2.0-s periods. The hazard is estimated for three return periods (72, 475 and 2475 years) corresponding to 50, 10 and 2% probability of exceedance in 50 years. The uniform hazard spectra for the cities of Cairo, Alexandria, Aswan and Nuwbia are constructed. The hazard maps show that the highest ground acceleration values are expected in the northeastern part of Egypt around the Gulf of Aqaba (PGA up to 0.4 g for return period 475 years) and in south Egypt around the city of Aswan (PGA up to 0.2 g for return period 475 years). The Western Desert of Egypt is characterized by the lowest level of hazard (PGA lower than 0.1 g for return period 475 years).
Precursor Analysis for Flight- and Ground-Based Anomaly Risk Significance Determination
NASA Technical Reports Server (NTRS)
Groen, Frank
2010-01-01
This slide presentation reviews the precursor analysis for flight and ground based anomaly risk significance. It includes information on accident precursor analysis, real models vs. models, and probabilistic analysis.
Romano Foti; Jorge A. Ramirez; Thomas C. Brown
2014-01-01
We introduce a probabilistic framework for vulnerability analysis and use it to quantify current and future vulnerability of the US water supply system. We also determine the contributions of hydro-climatic and socio-economic drivers to the changes in projected vulnerability. For all scenarios and global climatemodels examined, the US Southwest including California and...
NASA Astrophysics Data System (ADS)
Juarez, A. M.; Kibler, K. M.; Sayama, T.; Ohara, M.
2016-12-01
Flood management decision-making is often supported by risk assessment, which may overlook the role of coping capacity and the potential benefits derived from direct use of flood-prone land. Alternatively, risk-benefit analysis can support floodplain management to yield maximum socio-ecological benefits for the minimum flood risk. We evaluate flood risk-probabilistic benefit tradeoffs of livelihood practices compatible with direct human use of flood-prone land (agriculture/wild fisheries) and nature conservation (wild fisheries only) in Candaba, Philippines. Located north-west to Metro Manila, Candaba area is a multi-functional landscape that provides a temporally-variable mix of possible land uses, benefits and ecosystem services of local and regional value. To characterize inundation from 1.3- to 100-year recurrence intervals we couple frequency analysis with rainfall-runoff-inundation modelling and remotely-sensed data. By combining simulated probabilistic floods with both damage and benefit functions (e.g. fish capture and rice yield with flood intensity) we estimate potential damages and benefits over varying probabilistic flood hazards. We find that although direct human uses of flood-prone land are associated with damages, for all the investigated magnitudes of flood events with different frequencies, the probabilistic benefits ( 91 million) exceed risks by a large margin ( 33 million). Even considering risk, probabilistic livelihood benefits of direct human uses far exceed benefits provided by scenarios that exclude direct "risky" human uses (difference of 85 million). In addition, we find that individual coping strategies, such as adapting crop planting periods to the flood pulse or fishing rather than cultivating rice in the wet season, minimize flood losses ( 6 million) while allowing for valuable livelihood benefits ($ 125 million) in flood-prone land. Analysis of societal benefits and local capacities to cope with regular floods demonstrate the relevance of accounting for the full range of flood events and their relation to both potential damages and benefits in risk assessments. Management measures may thus be designed to reflect local contexts and support benefits of natural hydrologic processes, while minimizing flood damage.
A Probabilistic Strategy for Understanding Action Selection
Kim, Byounghoon; Basso, Michele A.
2010-01-01
Brain regions involved in transforming sensory signals into movement commands are the likely sites where decisions are formed. Once formed, a decision must be read-out from the activity of populations of neurons to produce a choice of action. How this occurs remains unresolved. We recorded from four superior colliculus (SC) neurons simultaneously while monkeys performed a target selection task. We implemented three models to gain insight into the computational principles underlying population coding of action selection. We compared the population vector average (PVA), winner-takes-all (WTA) and a Bayesian model, maximum a posteriori estimate (MAP) to determine which predicted choices most often. The probabilistic model predicted more trials correctly than both the WTA and the PVA. The MAP model predicted 81.88% whereas WTA predicted 71.11% and PVA/OLE predicted the least number of trials at 55.71 and 69.47%. Recovering MAP estimates using simulated, non-uniform priors that correlated with monkeys’ choice performance, improved the accuracy of the model by 2.88%. A dynamic analysis revealed that the MAP estimate evolved over time and the posterior probability of the saccade choice reached a maximum at the time of the saccade. MAP estimates also scaled with choice performance accuracy. Although there was overlap in the prediction abilities of all the models, we conclude that movement choice from populations of neurons may be best understood by considering frameworks based on probability. PMID:20147560
Geothermal probabilistic cost study
NASA Technical Reports Server (NTRS)
Orren, L. H.; Ziman, G. M.; Jones, S. C.; Lee, T. K.; Noll, R.; Wilde, L.; Sadanand, V.
1981-01-01
A tool is presented to quantify the risks of geothermal projects, the Geothermal Probabilistic Cost Model (GPCM). The GPCM model was used to evaluate a geothermal reservoir for a binary-cycle electric plant at Heber, California. Three institutional aspects of the geothermal risk which can shift the risk among different agents was analyzed. The leasing of geothermal land, contracting between the producer and the user of the geothermal heat, and insurance against faulty performance were examined.
2017-03-13
support of airborne laser designator use during test and training exercises on military ranges. The initial MATILDA tool, MATILDA PRO Version-1.6.1...was based on the 2007 PRA model developed to perform range safety clearances for the UK Thermal Imaging Airborne Laser Designator (TIALD) system...AFRL Technical Reports. This Technical Report, designated Part I, con- tains documentation of the computational procedures for probabilistic fault
Corcoran, R; Rowse, G; Moore, R; Blackwood, N; Kinderman, P; Howard, R; Cummins, S; Bentall, R P
2008-11-01
A tendency to make hasty decisions on probabilistic reasoning tasks and a difficulty attributing mental states to others are key cognitive features of persecutory delusions (PDs) in the context of schizophrenia. This study examines whether these same psychological anomalies characterize PDs when they present in the context of psychotic depression. Performance on measures of probabilistic reasoning and theory of mind (ToM) was examined in five subgroups differing in diagnostic category and current illness status. The tendency to draw hasty decisions in probabilistic settings and poor ToM tested using story format feature in PDs irrespective of diagnosis. Furthermore, performance on the ToM story task correlated with the degree of distress caused by and preoccupation with the current PDs in the currently deluded groups. By contrast, performance on the non-verbal ToM task appears to be more sensitive to diagnosis, as patients with schizophrenia spectrum disorders perform worse on this task than those with depression irrespective of the presence of PDs. The psychological anomalies associated with PDs examined here are transdiagnostic but different measures of ToM may be more or less sensitive to indices of severity of the PDs, diagnosis and trait- or state-related cognitive effects.
The cerebellum and decision making under uncertainty.
Blackwood, Nigel; Ffytche, Dominic; Simmons, Andrew; Bentall, Richard; Murray, Robin; Howard, Robert
2004-06-01
This study aimed to identify the neural basis of probabilistic reasoning, a type of inductive inference that aids decision making under conditions of uncertainty. Eight normal subjects performed two separate two-alternative-choice tasks (the balls in a bottle and personality survey tasks) while undergoing functional magnetic resonance imaging (fMRI). The experimental conditions within each task were chosen so that they differed only in their requirement to make a decision under conditions of uncertainty (probabilistic reasoning and frequency determination required) or under conditions of certainty (frequency determination required). The same visual stimuli and motor responses were used in the experimental conditions. We provide evidence that the neo-cerebellum, in conjunction with the premotor cortex, inferior parietal lobule and medial occipital cortex, mediates the probabilistic inferences that guide decision making under uncertainty. We hypothesise that the neo-cerebellum constructs internal working models of uncertain events in the external world, and that such probabilistic models subserve the predictive capacity central to induction. Copyright 2004 Elsevier B.V.
Prike, Toby; Arnold, Michelle M; Williamson, Paul
2017-08-01
A growing body of research has shown people who hold anomalistic (e.g., paranormal) beliefs may differ from nonbelievers in their propensity to make probabilistic reasoning errors. The current study explored the relationship between these beliefs and performance through the development of a new measure of anomalistic belief, called the Anomalistic Belief Scale (ABS). One key feature of the ABS is that it includes a balance of both experiential and theoretical belief items. Another aim of the study was to use the ABS to investigate the relationship between belief and probabilistic reasoning errors on conjunction fallacy tasks. As expected, results showed there was a relationship between anomalistic belief and propensity to commit the conjunction fallacy. Importantly, regression analyses on the factors that make up the ABS showed that the relationship between anomalistic belief and probabilistic reasoning occurred only for beliefs about having experienced anomalistic phenomena, and not for theoretical anomalistic beliefs. Copyright © 2017 Elsevier Inc. All rights reserved.
Campbell, Kieran R; Yau, Christopher
2017-03-15
Modeling bifurcations in single-cell transcriptomics data has become an increasingly popular field of research. Several methods have been proposed to infer bifurcation structure from such data, but all rely on heuristic non-probabilistic inference. Here we propose the first generative, fully probabilistic model for such inference based on a Bayesian hierarchical mixture of factor analyzers. Our model exhibits competitive performance on large datasets despite implementing full Markov-Chain Monte Carlo sampling, and its unique hierarchical prior structure enables automatic determination of genes driving the bifurcation process. We additionally propose an Empirical-Bayes like extension that deals with the high levels of zero-inflation in single-cell RNA-seq data and quantify when such models are useful. We apply or model to both real and simulated single-cell gene expression data and compare the results to existing pseudotime methods. Finally, we discuss both the merits and weaknesses of such a unified, probabilistic approach in the context practical bioinformatics analyses.
Wind/tornado design criteria, development to achieve required probabilistic performance goals
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ng, D.S.
1991-06-01
This paper describes the strategy for developing new design criteria for a critical facility to withstand loading induced by the wind/tornado hazard. The proposed design requirements for resisting wind/tornado loads are based on probabilistic performance goals. The proposed design criteria were prepared by a Working Group consisting of six experts in wind/tornado engineering and meteorology. Utilizing their best technical knowledge and judgment in the wind/tornado field, they met and discussed the methodologies and reviewed available data. A review of the available wind/tornado hazard model for the site, structural response evaluation methods, and conservative acceptance criteria lead to proposed design criteriamore » that has a high probability of achieving the required performance goals.« less