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The Relationship Between Two Methods for Estimating Uncertainties in Data Assimilation

This note examines the relationship between two apparently unrelated methods for estimating error statistics or uncertainties of relevance to data assimilation. The first method is due to (Desroziers et al., 2005, Q. J. R. Meteorol. Soc., 131, 3385–3396; referred to as DBCP hereafter) and relies on residual statistics readily available from data assimilation applications. The second method, the three- cornered hat (3CH) developed by Gray and Allan (1974, IEEE 28th Annual Symp. Freq. Control, 243–246), only recently applied to atmospheric sciences, uses three data sets and can derive estimates of relevant error uncertainties as well. The usefulness of both methods lies in them not requiring knowledge of the true value of the quantities at play. DBCP derives its results by relying explicitly on the constraints as- sociated with the data assimilation minimization problem; 3CH is general and its estimates hold as long as errors in the three data sets of choice are uncorrelated. Establishing the relationship between the methods requires applying the 3CH approach to the same observation, background, and analysis data sets used by DBCP. In this case, the same assumptions of DBCP on residual errors allow for cancellation of error cross–covariance terms in 3CH such that two of its corners derive identical estimates for observation and background error covariances as those of DBCP. The error cross–covariance terms associated with the third corner are shown to add up to twice the analysis error covariance so that the 3CH estimate for the third corner recovers the negative of the analysis error covariance. Illustrations of these findings are provided by deriving uncertainties for radio occultation bending angles.

Ricardo Todling↗
DOE OSTI2024

Contributions for ENDF/B-VIII.1 Paper

It was discussed at WANDA2020 that some issues were found by the community and users in ENDF/B-VIII.0 covariances after their release. It was mentioned that one issue in testing ENDF/B-VIII.0 covariances was that they were provided by evaluators too late in the β-release phases that insufficient time for thorough testing was available. Therefore, the executive committee requested that first nuclear data covariances should already be delivered for ENDF/B-VIII.1β 1 in February 2023—about half a year earlier than was the case for ENDF/B-VIII.0. This additional time allowed for more stringent testing with LANL’s ENDFtk and CovVal codes, and ORNL’s AMPX code during the release phases. The LLNL covariance testing employed a combination of NJOY, empy tools from EMPIRE, and x4i.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS2017

Filter Tuning Using the Chi-Squared Statistic

This paper examines the use of the Chi-square statistic as a means of evaluating filter performance. The goal of the process is to characterize the filter performance in the metric of covariance realism. The Chi-squared statistic is the value calculated to determine the realism of a covariance based on the prediction accuracy and the covariance values at a given point in time. Once calculated, it is the distribution of this statistic that provides insight on the accuracy of the covariance. The process of tuning an Extended Kalman Filter (EKF) for Aqua and Aura support is described, including examination of the measurement errors of available observation types, and methods of dealing with potentially volatile atmospheric drag modeling. Predictive accuracy and the distribution of the Chi-squared statistic, calculated from EKF solutions, are assessed.

Filter Tuning↗
DOE OSTI2020

Does the leaf economic spectrum hold within plant functional types? A Bayesian multivariate trait meta-analysis

The leaf economic spectrum is a widely-studied axis of plant trait variability that defines a trade-off between leaf longevity and productivity. While this has been investigated at the global scale, where it is robust, and at local scales, where deviations from it are common, it has received less attention at the intermediate scale of PFTs. We investigated whether global leaf economic relationships are also present within the scale of plant functional types (PFTs) commonly used by Earth System models, and the extent to which this global-PFT hierarchy can be used to constrain trait estimates. We developed a hierarchical multivariate Bayesian model that assumes separate means and covariance structures within and across PFTs and fit this model to seven leaf traits from the TRY database related to leaf longevity, morphology, biochemistry, and photosynthetic metabolism. Although patterns of trait covariation were generally consistent with the leaf economic spectrum, we found three approximate tiers to this consistency. Relationships among morphological and biochemical traits (SLA, N, P) were the most robust within and across PFTs, suggesting that covariation in these traits is driven by universal leaf construction trade-offs and stoichiometry. Relationships among metabolic traits (R_d, V_{c,max}, J_max) were slightly less consistent, reflecting in part their much sparser sampling (especially for high-latitude PFTs), but also pointing to more flexible plasticity in plant metabolistm. Finally, relationships involving leaf lifespan were the least consistent, indicating that leaf economic relationships related to leaf lifespan are dominated by across-PFT differences and that within-PFT variation in leaf lifespan is more complex and idiosyncratic. Across all traits, these covariance were an important source of information, as evidenced by the improved imputation accuracy and reduced predictive uncertainty in multivariate models compared to univariate models. Ultimately, our study reaffirms the value of studying not just individual traits but the multivariate trait space and the utility of hierarchical modeling for studying the scale dependence of trait relationships.

biodiversity, ecological modeling, ecology, leaf b↗
DOE OSTI2026

Haze–cloud correlations mediated by supersaturation fluctuations

Atmospheric aerosol particles that contain water-soluble components can absorb water vapor in humid environments and form either haze particles or cloud droplets, depending on supersaturation conditions. Laboratory and in situ measurements have shown that haze particles and cloud droplets often coexist and compete for available water vapor in shallow clouds and fogs, especially under polluted conditions. It is expected that more aerosol particles can form more haze particles and cloud droplets, so that the haze and cloud number concentrations are positively correlated. However, recent large-eddy simulations show that haze and cloud number concentration can be negatively correlated under extremely polluted conditions. Haze–cloud interactions across different environmental settings remain poorly understood. In this study, experiments in a convection cloud chamber with the same aerosol injection rate show that, as supersaturation forcing increases (i.e., changing from polluted to clean conditions), the covariance between haze and cloud droplet number concentration changes from negative to positive and finally to zero. Large-eddy simulations (LES) of the cloud chamber with a fixed supersaturation forcing but varying aerosol injection rates show a similar result for the haze–cloud correlation: near zero in clean, mean-supersaturation-dominated activation conditions; positive in moderate, supersaturation-fluctuation-influenced activation conditions; and negative in polluted, supersaturation-fluctuation-dominated activation conditions. A theoretical covariance framework was developed to interpret this behavior based on the relative magnitude and signs of the correlations between supersaturation and the populations of haze and cloud droplets. Significantly, experiments, LES, and theory all yield the same three-regime behavior for the sign of the haze–cloud covariance. Furthermore, our results show that the haze–cloud covariance remains robust and easily measurable, thereby providing a useful metric for regime identification in the atmosphere, improving regime-aware parameterizations, and informing aerosol interventions such as fog dispersion, rainfall enhancement, and albedo modification.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2020

Super-CMB fluctuations and the Hubble tension

We study the covariance in the angular power spectrum estimates of CMB fluctuations when the primordial fluctuations are non-Gaussian. The non-Gaussian covariance comes from a nonzero connected four-point correlation function -- or the trispectrum in Fourier space -- and can be large when long-wavelength (super-CMB) modes are strongly coupled to short-wavelength modes. The effect of such non-Gaussian covariance can be modeled through additional freedom in the theoretical CMB angular power spectrum and can lead to different inferred values of the standard cosmological parameters relative to those in ΛCDM. Taking the collapsed limit of the primordial trispectrum in the quasi-single field inflation model as an example, we study how the six standard ΛCDM parameters shift when two additional parameters describing the trispectrum are allowed. The reduced statistical significance of the Hubble tension in the extended model allows us to combine the {\it Planck} temperature data and the type Ia supernovae data from Panstarrs with the distance-ladder measurement of the Hubble constant. Here, this combination of data shows strong evidence for a primordial trispectrum-induced non-Gaussian covariance, with a likelihood improvement of Δχ 2 ≈ –15 (with two additional parameters) relative to ΛCDM.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Noise and error analysis and optimization in particle-based kinetic plasma simulations

In this paper we analyze the noise in macro-particle methods used in plasma physics and fluid dynamics, leading to approaches for minimizing the total error, focusing on electrostatic models in one dimension. We begin by describing kernel density estimation for continuous values of the spatial variable x, expressing the kernel in a form in which its shape and width are represented separately. The covariance matrix of the noise in the density is computed, first for uniform true density. The bandwidth of the covariance matrix C(x,y) is related to the width of the kernel. A feature that stands out is the presence of constant negative terms in the elements of the covariance matrix both on and off-diagonal. These negative correlations are related to the fact that the total number of particles is fixed at each time step; they also lead to the property ∫C(x,y)dy = 0. We investigate the effect of these negative correlations on the electric field computed by Gauss's law, finding that the noise in the electric field is related to a process called the Ornstein-Uhlenbeck bridge, leading to a covariance matrix of the electric field with variance significantly reduced relative to that of a Brownian process. For non-constant density, p(x), still with continuous x, we analyze the total error in the density estimation and discuss it in terms of bias-variance optimization (BVO). For some characteristic length l, determined by the density and its second derivative, and kernel width h, having too few particles within h leads to too much variance; for h that is large relative to l, there is too much smoothing of the density. The optimum between these two limits is found by BVO. For kernels of the same width, it is shown that this optimum (minimum) is weakly sensitive to the kernel shape. Next, we repeat the analysis for x discretized on a grid. In this case the charge deposition rule is determined by a particle shape. An important property to be respected in the discrete system is the exact preservation of total charge on the grid; this property is necessary to ensure that the electric field is equal at both ends, consistent with periodic boundary conditions. We find that if the particle shapes satisfy a partition of unity property, the particle charge deposited on the grid is conserved exactly. Further, if the particle shape is expressed as the convolution of a kernel with another kernel that satisfies the partition of unity, then the particle shape obeys the partition of unity. This property holds for kernels of arbitrary width, including widths that are not integer multiples of the grid spacing. Furthermore, we show results relaxing the approximations used to do BVO optimization analytically, by doing numerical computations of the total error as a function of the kernel width, on a grid in x. The comparison between numerical and analytical results shows good agreement over a range of particle shapes. We discuss the practical implications of our results, including the criteria for design and implementation of computationally efficient particle shapes that take advantage of the developed theory.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Estimating soil N 2 O emissions induced by organic and inorganic fertilizer inputs using a Tier-2, regression-based meta-analytic approach for U.S. agricultural lands

Consistent methods are essential for generating country and region-specific estimates of greenhouse gas (GHG) emissions used for reporting and policymaking. The estimates of direct N 2 O emissions from U.S. agricultural soils have primarily relied on the use of emission factors (EFs, Tier-1) and process-based models (Tier-3). However, Tier-1 estimates are relatively crude while Tier-3 calculations can be costly. This work addressed this gap by developing a Tier-2, regression-based approach by leveraging a meta-database containing 1883 field N 2 O observations together with environmental and management covariates from 139 studies. Our results estimated higher monthly soil N 2 O emissions (N 2 O m , kg N/ha) during the growing season (0.38) than the fallow period (0.15), highlighting the importance of considering measurement periods when utilizing meta-databases for analyzing N 2 O drivers. Significantly different N 2 O m were found for tillage practices (conventional > no-till: 0.42 > 0.27), fertilizer type (liquid > solid manure: 0.55 > 0.32), and soil texture (fine > coarse: 0.36 > 0.22). The comparisons of the influence of crop type and rotation, water management, and soil order on N 2 O emissions are complicated by regional data availability and interactions among different factors. Additionally, the finding that N 2 O emissions reported based on area (N 2 O m ), N input rate (EF), or yield can alter treatment rankings underscores the need to establish transparent criteria for rewarding or discouraging regionally-based management practices using N 2 O metrics. Finally, we show how General Linear Models (GLMs) can be used to estimate country and regional Tier-2 N 2 O m using a suite of covariates. Our GLMs identified tillage, water management, N input type and rate, soil properties, and elevation as the most influential covariates for the conterminous U.S. The limited accuracy of regional-scale GLMs, however, suggests the need to further improve the quality and availability of GHG and covariate data through concerted efforts in data collection.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2024

Increasing extreme hourly precipitation risk for New York City after Hurricane Ida

The remnants of Hurricane Ida caused major damage and death in the United States on September 1st, 2021, and 11 people drowned in flooded basement apartments within New York City (NYC). It was catastrophic because the maximum hourly precipitation intensity, recorded as 3.47 inches (88.1 mm) per hour at Central Park, was unprecedentedly high for the NYC region. The stormwater infrastructure in NYC is built for 1.75 inches (44.5 mm) per hour, and so understanding the dynamic risk associated with Ida can inform city planning efforts for climate change’s impact on short duration extreme precipitation events. We contextualize this storm’s record-breaking hourly intensity within the historical record as well as project its risk in the near- to medium-term future using nonstationary stochastic models. These models are conditioned on average temperature (T avg ) and cooling degree day (CDD) projections from three climate models as a covariate, each with a SSP 126 and SSP 370 scenario. The likelihood of such a storm was slowly increasing even before Ida happened, but the projected aggregate reoccurrence risk of an event of Ida’s magnitude over time from the non-stationary models ranges from 4 to 52 times higher than the risk given by the stationary model. Using CDD as a covariate resulted in risks that were more than twice the magnitude than when using T avg . Presenting both covariates provides a broader envelope of uncertainty, which highlights the importance and nuances in the choice of a regionally appropriate covariate for non-stationary risk analysis.

Mossel, Carolien↗
DOE OSTI2020

Fast matrix algebra for Bayesian model calibration

In Bayesian model calibration, evaluation of the likelihood function usually involves finding the inverse and determinant of a covariance matrix. When Markov Chain Monte Carlo (MCMC) methods are used to sample from the posterior, hundreds of thousands of likelihood evaluations may be required. In this paper, we demonstrate that the structure of the covariance matrix can be exploited, leading to substantial time savings in practice. Here, we also derive two simple equations for approximating the inverse of the covariance matrix in this setting, which can be computed in near-quadratic time. The practical implications of these strategies are demonstrated using a simple numerical case study and the "quack" R package. For a covariance matrix with 1000 rows, application of these strategies for a million likelihood evaluations leads to a speedup of roughly 4000 compared to the naive implementation

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Light-front puzzles

Abstract Light-front formulations of quantum field theories have many advantages for computing electroweak matrix elements of strongly interacting systems and other quantities that are used to study hadronic structure. The theory can be formulated in Hamiltonian form so non-perturbative calculations of the strongly interacting initial and final states are in principle reduced to linear algebra. These states are needed for calculating parton distribution functions and other types of distribution amplitudes that are used to understand the structure of hadrons. Light-front boosts are kinematic transformations so the strongly interacting states can be computed in any frame. This is useful for computing current matrix elements involving electroweak probes where the initial and final hadronic states are in different frames related by the momentum transferred by the probe. Finally in many calculations the vacuum is trivial so the calculations can be formulated in Fock space. The advantages of light front-field theory would not be interesting if the light-front formulation was not equivalent to the covariant or canonical formulations of quantum field theory. Many of the distinguishing properties of light-front quantum field theory are difficult to reconcile with canonical or covariant formulations of quantum field theory. This paper discusses the resolution of some of the apparent inconsistencies in canonical, covariant and light-front formulations of quantum field theory. The puzzles that will be discussed are (1) the problem of inequivalent representations (2) the problem of the trivial vacuum (3) the problem of ill-posed initial value problems (4) the problem of rotational covariance (5) the problem of zero modes and (6) the problem of spontaneously broken symmetries.

Physics↗
DOE OSTI2026

Parity-odd four-point correlation function from the DESI data release 1 luminous red galaxy sample

The parity-odd four-point function provides a unique probe of fundamental symmetries and potential new physics in the large-scale structure of the Universe. We present measurements of the parity-odd four-point function using the Dark Energy Spectroscopic Instrument (DESI) DR1 luminous red galaxy (LRG) sample and assess its detection significance. Our analysis considers both auto- and cross-correlations, using two complementary approaches to the covariance: (i) the full analytic covariance matrix applied to the uncompressed data vector, and (ii) a compressed data vector combined with a hybrid covariance matrix constructed from simulations and analytic estimates. When using the full analytic covariance matrix without corrections, we observe apparent auto-correlation signals with significance up to 4⁢𝜎. However, this excess is also consistent with a mismatch between the statistical fluctuations estimated from the simulations and those present in the real data. Our findings therefore suggest that the parity-odd signal in the current DESI DR1 LRG sample is consistent with zero. We note, however, that the low completeness of this sample may have a non-negligible impact on the detection sensitivity. Future data releases with improved completeness will be crucial for further investigation.

Hou, Jiamin [Ludwig-Maximilians-Universität; Unive↗
DOE OSTI2020

Estimation of Body Fat Percentage for Clinical Pharmacokinetic Studies in Children

Obesity is a prevalent childhood condition and the degree of adiposity appears likely to be an important covariate in the pharmacokinetics (PKs) of many drugs. We undertook these studies to facilitate the evaluation and, where appropriate, quantification of the covariate effect of body fat percentage (BF%) on PK parameters in children. We examined two large databases to determine the values and variabilities of BF% in children with healthy body weights and in those with obesity, comparing the accuracy and precision of BF% estimation by both clinical methods and demographically derived techniques. Additionally, we conducted simulation studies to evaluate the utility of the several methods for application in clinical trials. BF% was correlated with body mass index (BMI), but was highly variable among both children with healthy body weights and those with obesity. Bio‐impedance and several demographically derived techniques produced mean estimates of BF% that differed from dual x‐ray absorptiometry by < 1% (accuracy) and a SD of 5% or less (precision). Simulation studies confirmed that when the differences in precision among the several methods were small compared with unexplained between‐subject variability of a PK parameter, the techniques were of similar value in assessing the contribution of BF%, if any, as a covariate for that PK parameter. The combination of sex and obesity stage explained 68% of the variance of BF% with BMI. The estimation of BF% from sex and obesity stage can routinely be applied to PK clinical trials to evaluate the contribution of BF% as a potential covariate.

Green, Thomas P.↗
DOE OSTI2022

Supersaturation Variability from Scalar Mixing: Evaluation of a New Subgrid-Scale Model Using Direct Numerical Simulations of Turbulent Rayleigh–Bénard Convection

We report that supersaturation fluctuations in the atmosphere are critical for cloud processes. A nonlinear dependence on two scalars - water vapor and temperature - leads to different behavior than single scalars in turbulent convection. For modeling such multiscalar processes at subgrid scales (SGS) in large-eddy simulations (LES) or convection-permitting models, a new SGS scheme is implemented in CM1 that solves equations for SGS water vapor and temperature fluctuations and their covariance. The SGS model is evaluated using benchmark direct-numerical simulations (DNS) of turbulent Rayleigh–Bénard convection with water vapor as in the Michigan Tech Pi Cloud Chamber. This idealized setup allows thorough evaluation of the SGS model without complications from other atmospheric processes. DNS results compare favorably with measurements from the chamber. Results from LES using the new SGS model compare well with DNS, including profiles of water vapor and temperature variances, their covariance, and supersaturation variance. SGS supersaturation fluctuations scale appropriately with changes to the LES grid spacing, with the magnitude of SGS fluctuations decreasing relative to those at the resolved scale as the grid spacing is decreased. Sensitivities of covariance and supersaturation statistics to changes in water vapor flux relative to thermal flux are also investigated by modifying the sidewall conditions. Relative changes in water vapor flux substantially decrease the covariance and increase supersaturation fluctuations even away from boundaries.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

An efficient method to estimate the probability density of seismic Green's functions

We present a computationally efficient method to approximate the probability distribution of seismic Green's functions given the uncertainty of an Earth model. The method is based on the Karhunen-Loève (KL) theorem and an approximation of the Green's function (or seismogram) covariance. Using Monte Carlo (MC) simulations as a control case, we demonstrate that our KL-based method can accurately reproduce a probability distribution of seismograms that results from an uncertain Earth model for a MC-derived seismogram covariance. We then describe a method to estimate the covariance of the seismograms resulting from those Earth models that is not based on MC simulations. We use the estimated Green's function covariance in conjunction with our KL-based method to produce a Green's function probability distribution, and compare that distribution to a Green's function probability distribution produced using a MC finite difference method. We find that the Green's function probability distribution approximated using our KL-based method generally mimics that produced using the MC simulations, especially for direct-arriving body waves. However the accuracy of the KL-based method generally decreases for later times in the simulated Green's function distribution.

58 GEOSCIENCES↗
DOE OSTI2020

Online Control of Process Variance Using Feedback

For many stochastic control problem formulations, design objectives typically include constraining the covariance of the outputs of the system. Recent engineering challenges have demonstrated an interest in controlling system output covariances to a setpoint. However, open-loop control of system output covariance can be exceptionally challenging when the system has significant plant uncertainties. This paper explores closed-loop control of the system’s output covariance using a windowed variance function. The stochastic nature of the windowed variance feedback means that root locus and other classical control design techniques cannot be immediately used. Expected value analysis is used to generate transfer functions for the average response of such systems, and the results are used to design controllers. Stochastic simulations are presented to verify the analytical results and make other observations concerning closed-loop variance control.

Bieniek, Mitchell↗
DOE OSTI2024

Estimating scalar turbulent fluxes with slow-response sensors in the stable atmospheric boundary layer

Conventional and recently developed approaches for estimating turbulent scalar fluxes under stable atmospheric conditions are evaluated, with a focus on gases for which fast sensors are not readily available. First, the relaxed eddy accumulation (REA) classical approach and a recently proposed mixing length parameterization, labeled A22, are tested against eddy-covariance computations. Using high-frequency measurements collected from two contrasting sites (the frozen tundra near Utqiaġvik, Alaska, and a sparsely vegetated grassland in Wendell, Idaho, during winter), it is shown that the REA and A22 models outperform the conventional Monin–Obukhov similarity theory (MOST) utilized widely to infer fluxes from mean gradients. Second, scenarios where slow trace gas sensors are the only viable option in field measurements are investigated using digital filtering applied to fast-response sensors to simulate their slow-response counterparts. With a filtered scalar signal, the observed filtered eddy-covariance fluxes are referred to here as large-eddy-covariance (LEC) fluxes. A virtual eddy accumulation (VEA) approach, akin to the REA model but not requiring a mechanical apparatus to separate the gas flows, is also formulated and tested. A22 outperforms VEA and LEC in predicting the observed unfiltered (total) eddy-covariance (EC) fluxes; however, VEA can still capture the LEC fluxes well. This finding motivates the introduction of a sensor response time correction into the VEA formulation to offset the effect of sensor filtering on the underestimated net averaged fluxes. The only needed parameter for this correction is the mean velocity at the instrument height, a surrogate of the advective timescale. The VEA approach is very suitable and simple to use with gas sensors of intermediate speed (∼ 0.5 to 1 Hz) and with conventional open- or closed-path setups.

58 GEOSCIENCES↗