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in subjects: "Markov Process"

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Symplectic computation of Lyapunov exponents

A recently developed method for the calculation of Lyapunov exponents of dynamical systems is described. The method is applicable whenever the linearized dynamics is Hamiltonian. By utilizing the exponential representation of symplectic matrices, this approach avoids the renormalization and reorthogonalization procedures necessary in usual techniques. It is also easily extendible to damped systems. The method is illustrated by considering two examples of physical interest: a model system that d… more

Date: November 1, 1994

Creator: Habib, S. & Ryne, R. D.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Studies in nonlinear problems of energy. Progress report, January 1, 1992--December 31, 1992

Emphasis has been on combustion and flame propagation. The research program was on modeling, analysis and computation of combustion phenomena, with emphasis on transition from laminar to turbulent combustion. Nonlinear dynamics and pattern formation were investigated in the transition. Stability of combustion waves, and transitions to complex waves are described. Combustion waves possess large activation energies, so that chemical reactions are significant only in thin layers, or reaction zones… more

Date: July 1, 1992

Creator: Matkowsky, B. J.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

Longitudinal beam dynamics with rf noise

The Dome-Krinsky-Wang (DKW) diffusion-inaction theory for rf-noise-induced emittance dilution is reviewed and related to recent work on the approximation of stochastic processes by Markov processes. An accurate and efficient numerical procedure is developed to integrate the diffusion equation of the DKW theory. Tracking simulations are undertaken to check the validity of the theory in the parameter range of the Superconducting Super Collider (SSC) and to provide additional information. The stud… more

Date: June 1, 1993

Creator: Shih, H. J.; Ellison, J. A.; Cogburn, R. & Newberger, B. S.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

The effects of internal fluctuations on a class of nonequilibrium statistical field theories

A class of models with applications to swarm behavior as well as many other types of spatially extended complex biological and physical systems is studied. Internal fluctuations can play an active role in the organization of the phase structure of such systems. In particular, for the class of models studied here the effect of internal fluctuations due to finite size is a renormalized decrease in the temperature near the point of spontaneous symmetry breaking.

Date: July 1, 1993

Creator: Millonas, M. M.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Rare event simulation in radiation transport

This dissertation studies methods for estimating extremely small probabilities by Monte Carlo simulation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a … more

Date: October 1, 1993

Creator: Kollman, C.

Item Type: Thesis or Dissertation

Partner: UNT Libraries Government Documents Department

open access

Linear kinetic theory and particle transport in stochastic mixtures. Progress report, June 15, 1993--March 21, 1994

The primary goal in this research is to develop a comprehensive theory of linear transport/kinetic theory in a stochastic mixture of solids and immiscible fluids. The statistics considered correspond to N-state discrete random variables for the interaction coefficients and sources, with N denoting the number of components of the mixture. The mixing statistics studied are Markovian as well as more general statistics, such as renewal processes. A further goal of this work is to demonstrate the ap… more

Date: March 1, 1994

Creator: Pomraning, G. C.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

Can information surety be assessed with high confidence?

Several basic reasons are given to support the position that an integrated, systems methodology entailing probabilistic assessment offers the best means for addressing the problems in software safety. The recognized hard problems in software safety, or safety per se, and some of the techniques for hazard identification and analysis are then discussed relative to their specific strengths and limitations. The paper notes that it is the combination of techniques that will lead to safer systems, an… more

Date: August 1, 1994

Creator: Lim, J. J.; Fletcher, S. K.; Halbgewachs, R. D.; Jansma, R. M.; Sands, P. D.; Watterberg, P. A. et al.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

A Markov Chain Model for evaluating the effectiveness of randomized surveillance procedures

A Markov Chain Model has been developed to evaluate the effectiveness of randomized surveillance procedures. The model is applicable for surveillance systems that monitor a collection of assets by randomly selecting and inspecting the assets. The model provides an estimate of the detection probability as a function of the amount of time that an adversary would require to steal or sabotage the asset. An interactive computer code has been written to perform the necessary computations.

Date: January 1, 1994

Creator: Edmunds, T. A.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

A note on analytic recovery of transition probabilities in three dimensional diffuse tomography

The word ``tomography`` refers to imaging an object by slices. X rays, for example, have high energy and travel straight through the body. Data analysis is linear and yields a scalar valued function. The oxymoron diffuse tomography refers to low energy imaging in which the paths of the radiant energy are not necessarily straight and are unknown. Data analysis in diffuse tomography is highly nonlinear and yields a vector valued function. Problems in diffuse tomography are highly nonlinear becaus… more

Date: February 1, 1994

Creator: Patch, S. K.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Modeling the degradation of nuclear components

This paper describes component level reliability models that use information on degradation to predict component reliability, and which have been used to evaluate different maintenance and testing policies. The models are based on continuous time Markov processes, and are a generalization of reliability models currently used in Probabilistic Risk Assessment. An explanation of the models, the model parameters, and an example of how these models can be used to evaluate maintenance policies are di… more

Date: December 1, 1993

Creator: Stock, D.; Samanta, P. & Vesely, W.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Non-Markovian quantum Brownian motion of a harmonic oscillator

We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction mode… more

Date: February 1, 1994

Creator: Tang, J.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

Waste Isolation Safety Assessment Program scenario analysis methods for use in assessing the safety of the geologic isolation of nuclear waste.

The relative utility of the various safety analysis methods to scenario analysis for a repository system was evaluated by judging the degree to which certain criteria are satisfied by use of the method. Six safety analysis methods were reviewed in this report for possible use in scenario analysis of nuclear waste repositories: expert opinion, perspectives analysis, fault trees/event trees, Monte Carlo simulation, Markov chains, and classical systems analysis. Four criteria have been selected. T… more

Date: November 1, 1978

Creator: Greenborg, J.; Winegardner, W. K.; Pelto, P. J.; Voss, J. W.; Stottlemyre, J. A.; Forbes, I. A. et al.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

Comparison of methods applicable to evaluation of nuclear power plant technical specifications

The sample problem devised in this study is to calculate core damage frequencies for different allowed outage times (AOTs) from an accident sequence using the three methods: (1) static fault tree approach, (2) time-dependent unavailability analysis, and (3) Markov analysis. The results obtained in this study give useful insights and lend confidence to the conclusion that the static fault tree approach can be used by NRC for the AOT problem when the quantified higher level measures, e.g., core d… more

Date: January 1, 1986

Creator: Cho, N. Z.; Bozoki, G. E. & Youngblood, R. W.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Digital Simulation and Modeling of Nonlinear Stochastic Systems

Digitally generated solutions of nonlinear stochastic systems are not unique but depend critically on the numerical integration algorithm used. Some theoretical and practical implications of this dependence are examined. The Ito-Stratonovich controversy concerning the solution of nonlinear stochastic systems is shown to be more than a theoretical debate on maintaining Markov properties as opposed to utilizing the computational rules of ordinary calculus. The theoretical arguments give rise to p… more

Date: April 1, 1981

Creator: Richardson, J. M. & Rowland, J. R.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

The influence of maintenance system reliability and maintainability characteristics on overall plant availability

Performance goals for complex processes are often linked with achieving high availability of plant equipment. This requires that maintenance systems, which sometimes include complex electromechanical equipment operating in a hostile environment, meet certain requirements for reliability and maintainability. This paper develops several Markov probability models to evaluate the impact of maintenance system availability on the overall plant. The models considered included the case when the mainten… more

Date: January 1, 1991

Creator: Prince, B.E. & Haire, M.J.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Limit theorem for the maximum of an exponential autoregressive process. Technical report No. 14

The asymptotic behavior of the maximum of a particular autoregressive process is discussed. The process was introduced by Gaver and Lewis in 1975 as a generalization of the Poisson process which allows for some dependence in the successive interarrival times. The exact distribution of the maximum of the first two terms and the first three terms in the sequence (denoted by M/sub 1/ and M/sub 2/, respectively) is calculated, and upper and lower bounds are obtained for M/sub n/, the maximum of the… more

Date: September 16, 1977

Creator: Chernick, M

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

Studies in nonlinear problems of energy

Date: July 1, 1992

Creator: Matkowsky, B.J.

Item Type: Report

Partner: UNT Libraries Government Documents Department

open access

Optimal reconstruction angles

The question of optimal projection angles has recently become of interest in the field of reconstruction from projections. Here, studies are concentrated on the n x n pixel space, where literative algorithms such as ART and direct matrix techniques due to Katz are considered. The best angles are determined in a Gauss--Markov statistical sense as well as with respect to a function-theoretical error bound. The possibility of making photon intensity a function of angle is also examined. Finally, t… more

Date: July 1, 1979

Creator: Cook, G.O. Jr. & Knight, L.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

The effects of internal fluctuations on a class of nonequilibrium statistical field theories

Date: January 1, 1993

Creator: Millonas, M.M. (Los Alamos National Lab., NM (United States) Santa Fe Inst., NM (United States))

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Failure mode analysis using state variables derived from fault trees with application

Fault Tree Analysis (FTA) is used extensively to assess both the qualitative and quantitative reliability of engineered nuclear power systems employing many subsystems and components. FTA is very useful, but the method is limited by its inability to account for failure mode rate-of-change interdependencies (coupling) of statistically independent failure modes. The state variable approach (using FTA-derived failure modes as states) overcomes these difficulties and is applied to the determination… more

Date: January 1, 1981

Creator: Bartholomew, R.J.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Markovian analysis of limiting conditions of operation for the reactor protection system

The main conclusions of the point value calculations are supported by the uncertainty analysis. An uncertainty analysis was performed by the Monte Carlo sampling technique with the Markov model to assess the effect of the uncertainty in the data base on the results of point value calculations. A modified version of the SAMPLE program in WASH-1400 that can receive multiple outputs from MARELA was used. Comparison between two alternatives characterized by uncertainties usually requires a preferen… more

Date: January 1, 1985

Creator: Papazoglou, I.A. & Cho, N.Z.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Evaluation of internal flooding in a BWR

Flooding inside a nuclear power station is capable of concurrently disabling redundant safety systems. This paper presents the results of a recent review study performed on internally-generated floods inside a boiling water reactor (BWR) reactor building. The study evaluated the flood initiator frequency due to either maintenance or ruptures using Markovian models. A time phased event tree approach was adopted to quantify the core damage frequency based on the flood initiator frequency. It is f… more

Date: January 1, 1985

Creator: Shiu, K.; Papazoglou, I.A.; Sun, Y. H.; Anavim, E. & Ilberg, D.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Monte Carlo sampling strategies for lattice gauge calculations

We have sought to optimize the elements of the Monte Carlo processes for thermalizing and decorrelating sequences of lattice gauge configurations and for this purpose, to develop computational and theoretical diagnostics to compare alternative techniques. These have been applied to speed up generations of random matrices, compare heat bath and Metropolis stepping methods, and to study autocorrelations of sequences in terms of the classical moment problem. The efficient use of statistically corr… more

Date: January 1, 1985

Creator: Guralnik, G.; Zemach, C. & Warnock, T.

Item Type: Article

Partner: UNT Libraries Government Documents Department

open access

Probability problems in seismic risk analysis and load combinations for nuclear power plants

This paper describes seismic risk, load combination, and probabilistic risk problems in power plant reliability, and it suggests applications of extreme value theory. Seismic risk analysis computes the probability of power plant failure in an earthquake and the resulting risk. Components fail if their peak responses to an earthquake exceed their strengths. Dependent stochastic processes represent responses, and peak responses are maxima. A Boolean function of component failures and survivals re… more

Date: January 1, 1983

Creator: George, L.L.

Item Type: Article

Partner: UNT Libraries Government Documents Department