Optimal control of linear stochastic systems with measurement errors
Statistical feedback optimization of linear stochastic systems with measurement errors
Deyst, J. J., Jr.↗
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Results for “Statistical error”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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A Measurement of Gravitational Lensing of the Cosmic Microwave Background by Galaxy Clusters Using Data from the South Pole Telescope
Clusters of galaxies are expected to gravitationally lens the cosmic microwave background (CMB) and thereby generate a distinct signal in the CMB on arcminute scales. Measurements of this effect can be used to constrain the masses of galaxy clusters with CMB data alone. Here we present a measurement of lensing of the CMB by galaxy clusters using data from the South Pole Telescope (SPT). We also develop a maximum likelihood approach to extract the CMB cluster lensing signal and validate the method on mock data. We quantify the effects on our analysis of several potential sources of systematic error and find that they generally act to reduce the best-fit cluster mass. It is estimated that this bias to lower cluster mass is roughly 0.85σ in units of the statistical error bar, although this estimate should be viewed as an upper limit. Furthermore, we apply our maximum likelihood technique to 513 clusters selected via their Sunyaev–Zeldovich (SZ) signatures in SPT data, and rule out the null hypothesis of no lensing at 3.1σ. The lensing-derived mass estimate for the full cluster sample is consistent with that inferred from the SZ flux: M 200,lens = 0.83 +0.38 -0.37 M 200,SZ (68% C.L., statistical error only).
79 ASTRONOMY AND ASTROPHYSICS↗
On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields
This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.
Uncertainty↗
Extraction of the proton radius from electron-proton scattering data
We perform a new analysis of electron-proton scattering data to determine the proton electric and magnetic radii, enforcing model-independent constraints from form factor analyticity. A wide-ranging study of possible systematic effects is performed. An improved analysis is developed that rebins data taken at identical kinematic settings and avoids a scaling assumption of systematic errors with statistical errors. Employing standard models for radiative corrections, our improved analysis of the 2010 Mainz A1 Collaboration data yields a proton electric radius r E = 0.895(20) fm and magnetic radius r M = 0.776(38) fm. A similar analysis applied to world data (excluding Mainz data) implies r E = 0.916(24) fm and r M = 0.914(35) fm. The Mainz and world values of the charge radius are consistent, and a simple combination yields a value r E = 0.904(15) fm that is 4σ larger than the CREMA Collaboration muonic hydrogen determination. The Mainz and world values of the magnetic radius differ by 2.7σ, and a simple average yields r M = 0.851(26) fm. As a result, the circumstances under which published muonic hydrogen and electron scattering data could be reconciled are discussed, including a possible deficiency in the standard radiative correction model which requires further analysis.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
EFFECT OF DISCRETIZATION ERROR ON THE QUANTIFICATION OF MODEL UNCERTAINTY IN TWO-PHASE FLOW SIMULATIONS
Verification, validation and uncertainty quantification (VVUQ) have become a common practice in thermal-hydraulics analysis. In general, these activities deal with propagations of uncertainties in computer code simulations, e.g., through system analysis codes. However, most existing such activities in thermal-hydraulics analysis have been primarily focused on input and model uncertainties, while numerical errors were largely overlooked. Numerical errors can appear in many different forms, e.g., round-off error, statistical sampling error, and discretization error. In thermal-hydraulics analysis, especially two-phase flow simulations commonly encountered in reactor safety analysis, the lack of consideration of discretization error is mainly due to the difficulty in estimating them. Accurate estimations of discretization error require continuous mesh refinement and/or implementation of high-order numerical schemes in system analysis code, both of which are difficult to achieve in existing codes. In this work, we will build a computer code that incorporates both first-order and second-order numerical methods to solve the two-phase flow problems. The first-order method resembles the one used in many existing system analysis codes; and the second-order method works as the reference to estimate numerical errors. Numerical verification of spatial discretization schemes will be presented in the form of mesh convergence study. It will also be demonstrated via case studies that, in practical scenarios, discretization errors can be as large as, or even larger than, model uncertainties.
42 ENGINEERING↗
Numerical Uncertainties vs. Model Uncertainties in Two-phase Flow Simulations
In recent years, verification, validation and uncertainty quantification (VVUQ) have become a common practice in thermal-hydraulics analysis. In general, these activities deal with propagations of uncertainties in computer code simulations, e.g., through system analysis codes. However, most existing such activities in thermal-hydraulics analysis have been primarily focused on model uncertainties, while numerical uncertainties were largely overlooked. Numerical uncertainties (or numerical errors) can appear in many different forms, e.g., round-off error, statistical sampling error, and discretization error. As pointed out by Oberkampf and Roy, discretization error is usually the largest however the most difficult type of error to estimate reliably. In thermal-hydraulics analysis, especially two-phase flow simulations commonly encountered in reactor safety analysis, the lack of consideration on discretization error is mainly due to the difficulty in estimating them. Accurate estimations on discretization error require continuous mesh refinement and/or implementation of high-order numerical schemes in system analysis code, both of which are unfortunately difficult to achieve for existing codes. At first, it should be emphasized that mesh refinement (or mesh sensitivity study) is a well-understood concept in the thermal-hydraulics field. However, it is not commonly practiced for many reasons, e.g., lack of understanding on numerical errors by code users, consideration on computational cost, deteriorated numerical stability performance with refined meshes, and etc. Secondly, high-order (e.g., second-order) numerical schemes are simply unavailable in almost any existing system analysis code. Implementation of high-order numerical schemes in these codes is difficult, if not impossible, given the complexity of these codes. On the other hand, people tend to argue that numerical uncertainties (or discretization error as we have emphasized) are not as important as the commonly large uncertainties in two-phase flow models, e.g., closure correlations. As a result, nodalization is sometimes played unintentionally, or maybe intentionally, to match experimental data, which is referred as 'user effects' or 'compensating errors' in thermal-hydraulics community. Such a practice is highly criticized by Levy. In this work, we will at first build a computer code that incorporates both first-order and second-order numerical methods to solve the two-phase flow problems. The first-order method resembles the one used in many existing system analysis codes; and the second-order method works as the reference to estimate numerical errors. Numerical verifications on spatial discretization schemes will be presented in the form of mesh convergence study. It will also be demonstrated that, in practical scenarios, discretization errors can be as large as, or even larger than, model uncertainties via case studies.
42 ENGINEERING↗
Nuclear data uncertainty propagation applied to the versatile test reactor conceptual design
We report the Versatile Test Reactor (VTR) currently under development is a 300 MWth sodium-cooled fast reactor (SFR) fueled with ternary metal alloy fuel, which aims to accelerate the testing of advanced nuclear fuels, materials, instrumentation, and sensors in high flux environments that are necessary to license the next generation of advanced reactor concepts. To support the VTR design process, uncertainties associated with the nuclear data has been propagated through the reactor core neutronics calculation to global parameters of interest, such as the core multiplication factor, kinetic parameters, and various reactivity feedback coefficients, following the sensitivity based uncertainty propagation approach. By folding the sensitivity coefficients, separately computed by the generalized perturbation theory code PERSENT and Monte Carlo code Serpent 2, with the variance-covariance matrices from COMMARA-2.0, we obtain the reaction-wise, isotope-wise, and overall uncertainties for each response of interest due to nuclear data uncertainty. With Serpent 2, the statistical error of the uncertainty is obtained by propagating the statistical error of the sensitivity coefficients through the same process using a newly developed uncertainty propagation method. From both codes, the overall top uncertainty contributors are found to be the cross section of Fe-56 elastic scattering, Na-23 elastic scattering, and U 238 inelastic scattering. The large contributions of the Fe-56 elastic scattering cross sections to global parameters are due to its relatively large relative uncertainty of 5–10% in nuclear data and the large volume of Fe-containing reflector assemblies in the fairly compact VTR core design. Both codes agreed well for the overall uncertainty estimates of all responses of interest, except the delayed neutron fraction, prompt neutron generation time, and the coolant density feedback coefficient, where Serpent 2 yielded a much larger value than PERSENT due to the large statistical error of sensitivity coefficients. The calculated uncertainties are also compared to those associated with other SFR cores. Another outcome of this study is a variance-covariance matrix of reactivity coefficients, which can be used in the subsequent uncertainty propagation to the system level to investigate the impact of identified uncertainties on system responses in the safety analysis.
22 GENERAL STUDIES OF NUCLEAR REACTORS↗
Broadband distortion modeling in Lyman-α forest BAO fitting
Recently, the Lyman-α absorption observed in the spectra of high-redshift quasars has been used as a tracer of large-scale structure by means of the three-dimensional Lyman-α forest auto-correlation function at redshift z≃ 2.3, but the need to fit the quasar continuum in every absorption spectrum introduces a broadband distortion that is difficult to correct and causes a systematic error for measuring any broadband properties. Here, we describe a k-space model for this broadband distortion based on a multiplicative correction to the power spectrum of the transmitted flux fraction that suppresses power on scales corresponding to the typical length of a Lyman-α forest spectrum. In implementing the distortion model in fits for the baryon acoustic oscillation (BAO) peak position in the Lyman-α forest auto-correlation, we find that the fitting method recovers the input values of the linear bias parameter b F and the redshift-space distortion parameter β F for mock data sets with a systematic error of less than 0.5%. Applied to the auto-correlation measured for BOSS Data Release 11, our method improves on the previous treatment of broadband distortions in BAO fitting by providing a better fit to the data using fewer parameters and reducing the statistical errors on βF and the combination b F (1+β F ) by more than a factor of seven. The measured values at redshift z=2.3 are βF=1.39 +0.11 +0.24 +0.38 -0.10 -0.19 -0.28 and bF(1+βF)=-0.374 +0.007 +0.013 +0.020 -0.007 -0.014 -0.022 (1σ, 2σ and 3σ statistical errors). Our fitting software and the input files needed to reproduce our main results are publicly available.
79 ASTRONOMY AND ASTROPHYSICS↗
Moments of inclination error distribution computer program
A FORTRAN coded computer program is described which calculates orbital inclination error statistics using a closed-form solution. This solution uses a data base of trajectory errors from actual flights to predict the orbital inclination error statistics. The Scott flight history data base consists of orbit insertion errors in the trajectory parameters - altitude, velocity, flight path angle, flight azimuth, latitude and longitude. The methods used to generate the error statistics are of general interest since they have other applications. Program theory, user instructions, output definitions, subroutine descriptions and detailed FORTRAN coding information are included.
Myler, T. R.↗
Systematic Biases in Parameter Estimation of Binary Black-Hole Mergers
Parameter estimation of binary-black-hole merger events in gravitational-wave data relies on matched filtering techniques, which, in turn, depend on accurate model waveforms. Here we characterize the systematic biases introduced in measuring astrophysical parameters of binary black holes by applying the currently most accurate effective-one-body templates to simulated data containing non-spinning numerical-relativity waveforms. For advanced ground-based detectors, we find that the systematic biases are well within the statistical error for realistic signal-to-noise ratios (SNR). These biases grow to be comparable to the statistical errors at high signal-to-noise ratios for ground-based instruments (SNR approximately 50) but never dominate the error budget. At the much larger signal-to-noise ratios expected for space-based detectors, these biases will become large compared to the statistical errors but are small enough (at most a few percent in the black-hole masses) that we expect they should not affect broad astrophysical conclusions that may be drawn from the data.
Littenberg, Tyson B.↗
The Wind Forecast Improvement Project (WFIP). A Public/Private Partnership for Improving Short Term Wind Energy Forecasts and Quantifying the Benefits of Utility Operations -- the Northern Study Area
This report contains the results from research aimed at improving short-range (0-6 hour) hub-height wind forecasts in the NOAA weather forecast models through additional data assimilation and model physics improvements for use in wind energy forecasting. Additional meteorological observing platforms including wind profilers, sodars, and surface stations were deployed for this study by NOAA and DOE, and additional meteorological data at or near wind turbine hub height were provided by South Dakota State University and WindLogics/NextEra Energy Resources over a large geographical area in the U.S. Northern Plains for assimilation into NOAA research weather forecast models. The resulting improvements in wind energy forecasts based on the research weather forecast models (with the additional data assimilation and model physics improvements) were examined in many different ways and compared with wind energy forecasts based on the current operational weather forecast models to quantify the forecast improvements important to power grid system operators and wind plant owners/operators participating in energy markets. Two operational weather forecast models (OP_RUC, OP_RAP) and two research weather forecast models (ESRL_RAP, HRRR) were used as the base wind forecasts for generating several different wind power forecasts for the NextEra Energy wind plants in the study area. Power forecasts were generated from the wind forecasts in a variety of ways, from very simple to quite sophisticated, as they might be used by a wide range of both general users and commercial wind energy forecast vendors. The error characteristics of each of these types of forecasts were examined and quantified using bulk error statistics for both the local wind plant and the system aggregate forecasts. The wind power forecast accuracy was also evaluated separately for high-impact wind energy ramp events. The overall bulk error statistics calculated over the first six hours of the forecasts at both the individual wind plant and at the system-wide aggregate level over the one year study period showed that the research weather model-based power forecasts (all types) had lower overall error rates than the current operational weather model-based power forecasts, both at the individual wind plant level and at the system aggregate level. The bulk error statistics of the various model-based power forecasts were also calculated by season and model runtime/forecast hour as power system operations are more sensitive to wind energy forecast errors during certain times of year and certain times of day. The results showed that there were significant differences in seasonal forecast errors between the various model-based power forecasts. The results from the analysis of the various wind power forecast errors by model runtime and forecast hour showed that the forecast errors were largest during the times of day that have increased significance to power system operators (the overnight hours and the morning/evening boundary layer transition periods), but the research weather model-based power forecasts showed improvement over the operational weather model-based power forecasts at these times.
17 WIND ENERGY↗
The completed SDSS-IV extended Baryon Oscillation Spectroscopic Survey: N-body mock challenge for the eBOSS emission line galaxy sample
ABSTRACT Cosmological growth can be measured in the redshift space clustering of galaxies targeted by spectroscopic surveys. Accurate prediction of clustering of galaxies will require understanding galaxy physics, which is a very hard and highly non-linear problem. Approximate models of redshift space distortion (RSD) take a perturbative approach to solve the evolution of dark matter and galaxies in the universe. In this paper, we focus on extended Baryon Oscillation Spectroscopic (eBOSS) emission line galaxies (ELGs) that live in intermediate mass haloes. We create a series of mock catalogues using haloes from the Multidark and outer rim dark matter only N-body simulations. Our mock catalogues include various effects inspired by baryonic physics such as assembly bias and the characteristics of satellite galaxies kinematics, dynamics, and statistics deviating from dark matter particles. We analyse these mocks using the TNS RSD model in Fourier space and the convolution Lagrangian perturbation theory (CLPT) in configuration space. We conclude that these two RSD models provide an unbiased measurement of RSD within the statistical error of our mocks. We obtain the conservative theoretical systematic uncertainty of $3.3{{\ \rm per\ cent}}$, $1.8{{\ \rm per\ cent}}$, and $1.5{{\ \rm per\ cent}}$ in fσ8, α∥, and α⊥, respectively, for the TNS and CLPT models. We note that the estimated theoretical systematic error is an order of magnitude smaller than the statistical error of the eBOSS ELG sample and hence are negligible for the purpose of the current eBOSS ELG analysis.
Alam, Shadab↗
Model-independent extraction of the proton charge radius from PRad data
The proton radius puzzle has motivated several new experiments that aim to extract the proton charge radius and resolve the puzzle. Recently, PRad, a new electron–proton scattering experiment at Jefferson Lab, reported a proton charge radius of [Formula: see text]. The value was obtained by using a rational function model for the proton electric form factor. We perform a model-independent extraction using [Formula: see text]-expansion of the proton charge radius from PRad data. We find that the model-independent statistical error is more than 50% larger compared to the statistical error reported by PRad.
Astronomy & Astrophysics↗
Impact of baryonic processes on weak-lensing cosmology: Power spectrum, nonlocal statistics, and parameter bias
We study the impact of baryonic physics on cosmological parameter estimation with weak-lensing surveys. We run a set of cosmological hydrodynamics simulations with different galaxy formation models. We then perform ray-tracing simulations through the total matter density field to generate 100 independent convergence maps with a field of view of 25 deg{sup 2}, and we use them to examine the ability of the following three lensing statistics as cosmological probes: power spectrum (PS), peak counts, and Minkowski functionals (MFs). For the upcoming wide-field observations, such as the Subaru Hyper Suprime-Cam (HSC) survey with a sky coverage of 1400 deg{sup 2}, these three statistics provide tight constraints on the matter density, density fluctuation amplitude, and dark energy equation of state, but parameter bias is induced by baryonic processes such as gas cooling and stellar feedback. When we use PS, peak counts, and MFs, the magnitude of relative bias in the dark energy equation of state parameter w is at a level of, respectively, δw∼0.017, 0.061, and 0.0011. For the HSC survey, these values are smaller than the statistical errors estimated from Fisher analysis. The bias could be significant when the statistical errors become small in future observations with a much larger survey area. We find that the bias is induced in different directions in the parameter space depending on the statistics employed. While the two-point statistic, i.e., PS, yields robust results against baryonic effects, the overall constraining power is weak compared with peak counts and MFs. On the other hand, using one of peak counts or MFs, or combined analysis with multiple statistics, results in a biased parameter estimate. The bias can be as large as 1σ for the HSC survey and will be more significant for upcoming wider-area surveys. We suggest to use an optimized combination so that the baryonic effects on parameter estimation are mitigated. Such a “calibrated” combination can place stringent and robust constraints on cosmological parameters.
79 ASTRONOMY AND ASTROPHYSICS↗
Nonperturbatively renormalized nucleon gluon momentum fraction in the continuum limit of N f = 2 + 1 + 1 lattice QCD
We present the nonperturbatively renormalized nucleon gluon momentum fraction using ensembles with 2+1+1 flavors of highly improved staggered quarks (HISQ), generated by the MILC Collaboration. The calculation is done using clover fermions for the valence action with three pion masses, 220, 310, and 690 MeV, and three lattice spacings, 0.09, 0.12, and 0.15 fm. The renormalization is done using RI/MOM nonperturbative renormalization and using cluster-decomposition error reduction (CDER) to enhance the signal-to-noise ratio of the renormalization constant. We find the CDER technique is particularly important to improve the signal at the finer lattice ensembles where the lattice volume is larger. We extrapolate the gluon momentum fraction to the continuum-physical limit and obtain $\langle{x}\rangle$ g = 0.502(53) stat+NPR (50) mixing in the $\overline{MS}$ scheme at 2 GeV, where first error includes the statistical error and uncertainties in nonperturbative renormalization, while the latter systematic error accounts for ignoring quark mixing. Our gluon momentum fraction is consistent with other recent lattice-QCD results at physical pion mass.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
Gluon moment and parton distribution function of the pion from 𝑁 𝑓 = 2 +1 +1 lattice QCD
We present the first calculation of the pion gluon moment from lattice QCD in the continuum-physical limit. The calculation is done using clover fermions for the valence action with three pion masses, 220, 310 and 690 MeV, and three lattice spacings, 0.09, 0.12, and 0.15 fm, using ensembles generated by MILC Collaboration with 2+1+1 flavors of highly improved staggered quarks (HISQ). On the lattice, we nonperturbatively renormalize the gluon operator in RI/MOM scheme using the cluster-decomposition error reduction (CDER) technique to enhance the signal-to-noise ratio of the renormalization constant. We extrapolate the pion gluon moment to the continuum-physical limit and obtain ⟨𝑥⟩ 𝑔 = 0.394(58) stat+NPR (39) mixing in the $\overline{MS}$ scheme at 2 GeV, with first error being the statistical error and uncertainties in nonperturbative renormalization, and the second being a systematic uncertainty estimating the effect of ignoring quark mixing. Our pion gluon momentum fraction has a central value lower than two recent single-ensemble lattice-QCD results near physical pion mass but is consistent with the recent global fits by JAM and xFitter and with most QCD-model estimates.
Astronomy & Astrophysics↗
The Error Distribution of BATSE GRB Location
We develop empirical probability models for BATSE GRB location errors by a Bayesian analysis of the separations between BATSE GRB locations and locations obtained with the InterPlanetary Network (IPN). Models are compared and their parameters estimated using 394 GRBs with single IPN annuli and 20 GRBs with intersecting IPN annuli. Most of the analysis is for the 4B (rev) BATSE catalog; earlier catalogs are also analyzed. The simplest model that provides a good representation of the error distribution has 78% of the locations in a 'core' term with a systematic error of 1.85 degrees and the remainder in an extended tail with a systematic error of 5.36 degrees, implying a 68% confidence region for bursts with negligible statistical errors of 2.3 degrees. There is some evidence for a more complicated model in which the error distribution depends on the BATSE datatype that was used to obtain the location. Bright bursts are typically located using the CONT datatype, and according to the more complicated model, the 68% confidence region for CONT-located bursts with negligible statistical errors is 2.0 degrees.
Briggs, Michael S.↗
Detailed Uncertainty Analysis of the ZEM-3 Measurement System
The measurement of Seebeck coefficient and electrical resistivity are critical to the investigation of all thermoelectric systems. Therefore, it stands that the measurement uncertainty must be well understood to report ZT values which are accurate and trustworthy. A detailed uncertainty analysis of the ZEM-3 measurement system has been performed. The uncertainty analysis calculates error in the electrical resistivity measurement as a result of sample geometry tolerance, probe geometry tolerance, statistical error, and multi-meter uncertainty. The uncertainty on Seebeck coefficient includes probe wire correction factors, statistical error, multi-meter uncertainty, and most importantly the cold-finger effect. The cold-finger effect plagues all potentiometric (four-probe) Seebeck measurement systems, as heat parasitically transfers through thermocouple probes. The effect leads to an asymmetric over-estimation of the Seebeck coefficient. A thermal finite element analysis allows for quantification of the phenomenon, and provides an estimate on the uncertainty of the Seebeck coefficient. The thermoelectric power factor has been found to have an uncertainty of +9-14 at high temperature and 9 near room temperature.
Seebeck effect↗