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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
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 OSTI2021

Mitigating baryonic effects with a theoretical error covariance

ABSTRACT One of the primary sources of uncertainties in modelling the cosmic-shear power spectrum on small scales is the effect of baryonic physics. Accurate cosmology for stage-IV surveys requires knowledge of the matter power spectrum deep in the non-linear regime at the per cent level. Therefore, it is important to develop reliable mitigation techniques to take into account baryonic uncertainties if information from small scales is to be considered in the cosmological analysis. In this work, we develop a new mitigation method for dealing with baryonic physics for the case of the shear angular power spectrum. The method is based on an augmented covariance matrix that incorporates baryonic uncertainties informed by hydrodynamical simulations. We use the results from 13 hydrodynamical simulations and the residual errors arising from a fit to a ΛCDM model using the extended halo model code HMCode to account for baryonic physics. These residual errors are used to model a so-called theoretical error covariance matrix that is added to the original covariance matrix. In order to assess the performance of the method, we use the 2D tomographic shear from four hydrodynamical simulations that have different extremes of baryonic parameters as mock data and run a likelihood analysis comparing the residual bias on Ωm and σ8 of our method and the HMCode for an LSST-like survey. We use different modelling of the theoretical error covariance matrix to test the robustness of the method. We show that it is possible to reduce the bias in the determination of the tested cosmological parameters at the price of a modest decrease in the precision.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS2010

A Framework for Propagation of Uncertainties in the Kepler Data Analysis Pipeline

The Kepler space telescope is designed to detect Earth-like planets around Sun-like stars using transit photometry by simultaneously observing 100,000 stellar targets nearly continuously over a three and a half year period. The 96-megapixel focal plane consists of 42 charge-coupled devices (CCD) each containing two 1024 x 1100 pixel arrays. Cross-correlations between calibrated pixels are introduced by common calibrations performed on each CCD requiring downstream data products access to the calibrated pixel covariance matrix in order to properly estimate uncertainties. The prohibitively large covariance matrices corresponding to the ~75,000 calibrated pixels per CCD preclude calculating and storing the covariance in standard lock-step fashion. We present a novel framework used to implement standard propagation of uncertainties (POU) in the Kepler Science Operations Center (SOC) data processing pipeline. The POU framework captures the variance of the raw pixel data and the kernel of each subsequent calibration transformation allowing the full covariance matrix of any subset of calibrated pixels to be recalled on-the-fly at any step in the calibration process. Singular value decomposition (SVD) is used to compress and low-pass filter the raw uncertainty data as well as any data dependent kernels. The combination of POU framework and SVD compression provide downstream consumers of the calibrated pixel data access to the full covariance matrix of any subset of the calibrated pixels traceable to pixel level measurement uncertainties without having to store, retrieve and operate on prohibitively large covariance matrices. We describe the POU Framework and SVD compression scheme and its implementation in the Kepler SOC pipeline.

Clarke, Bruce D.↗
NASA NTRS2003

On the Singularity in the Estimation of the Quaternion-of-Rotation

It has been claimed in the archival literature that the covariance matrix of a Kalman filter, which is designed to estimate the quaternion-of-rotation, is necessarily rank deficient because the normality constraint of the quaternion produces dependence between the quaternion elements. In reality, though, this phenomenon does not occur. The covariance matrix is not singular, and the filter is well behaved. Several simple examples are presented that demonstrate the regularity of the covariance matrix. First, estimation cases are presented where a relationship exists between the estimated variables, and yet the covariance matrix is not singular. Then the particular problem of quaternion estimation is analyzed. It is shown that the discrepancy stems from the fact that a functional relationship exists between the elements of the true quaternion but not between its estimated elements.

Bar-Itzhack, Itzhack Y.↗
NASA NTRS2011

Estimation of Smoothing Error in SBUV Profile and Total Ozone Retrieval

Data from the Nimbus-4, Nimbus-7 Solar Backscatter Ultra Violet (SBUV) and seven of the NOAA series of SBUV/2 instruments spanning 41 years are being reprocessed using V8.6 algorithm. The data are scheduled to be released by the end of August 2011. An important focus of the new algorithm is to estimate various sources of errors in the SBUV profiles and total ozone retrievals. We discuss here the smoothing errors that describe the components of the profile variability that the SBUV observing system can not measure. The SBUV(/2) instruments have a vertical resolution of 5 km in the middle stratosphere, decreasing to 8 to 10 km below the ozone peak and above 0.5 hPa. To estimate the smoothing effect of the SBUV algorithm, the actual statistics of the fine vertical structure of ozone profiles must be known. The covariance matrix of the ensemble of measured ozone profiles with the high vertical resolution would be a formal representation of the actual ozone variability. We merged the MLS (version 3) and sonde ozone profiles to calculate the covariance matrix, which in general case, for single profile retrieval, might be a function of the latitude and month. Using the averaging kernels of the SBUV(/2) measurements and calculated total covariance matrix one can estimate the smoothing errors for the SBUV ozone profiles. A method to estimate the smoothing effect of the SBUV algorithm is described and the covariance matrixes and averaging kernels are provided along with the SBUV(/2) ozone profiles. The magnitude of the smoothing error varies with altitude, latitude, season and solar zenith angle. The analysis of the smoothing errors, based on the SBUV(/2) monthly zonal mean time series, shows that the largest smoothing errors were detected in the troposphere and might be as large as 15-20% and rapidly decrease with the altitude. In the stratosphere above 40 hPa the smoothing errors are less than 5% and between 10 and 1 hPa the smoothing errors are on the order of 1%. We validate our estimated smoothing errors by comparing the SBUV ozone profiles with other ozone profiling sensors.

Kramarova, N. A.↗
DOE OSTI2025

$\bar{\nu}_\mu$ charged-current $\pi^0$ data release

Data release for the NOvA muon antineutrino charged-current (CC) pi^0 cross section presented in arXiv:2511.05807. The signal for this analysis is defined as muon antineutrino CC interactions in the fiducial volume of the NOvA near detector (a 2.7 m × 2.7 m × 9.0 m region) that produce at least one pi^0 in the final state emerging from the nucleus, within the phase space of muon momentum [0.5, 2.5) GeV/c and muon angle [0, 60) degree, as described in arXiv:2511.05807. The released zip file contains two files: NOvA_NumubarCCPi0_DataRelease.root README.txt The ROOT file includes the cross-section results as well as the statistical and systematic covariance matrices for each variable used in this analysis. The README provides a detailed description of the contents of the data release. Official Flux: The flux used in this analysis is available from the NOvA Public Docs: https://publicdocs.fnal.gov/cgi-bin/ShowDocument?docid=8. File structure --- The ROOT file contains the following TDirectories: pi0p - pi^0 momentum distributions pi0dir - pi^0 angular distributions muonp - muon momentum distributions muondir - muon angular distributions Q2 - reconstructed Q^2 distributions Wmass - reconstructed W_mass distributions Each directory contains three histograms: xsec (TH1D): Cross section result cov_stat (TH2D): Statistical covariance matrix cov_syst (TH2D): Systematic covariance matrix Usage notes: - xsec gives the measured differential cross section w.r.t. the corresponding variable. - cov_stat and cov_syst provide the full covariance matrices. - The bin definitions and kinematic phase spaces follow those used in arXiv:2511.05807. Citation --- If you use these data, please cite: NOvA Collaboration, arXiv:2511.05807.

Wu, Wanwei [Pittsburgh U.] (ORCID:0000000326327215↗
NASA NTRS1997

The Influence of Correlated Crustal Signals in Modelling the Main Geomagnetic Field

Algorithms used in geomagnetic main-field modelling have for the most part treated the noise in the field measurements as if it were white. A major component of the noise consists of the field due to magnetization in the crust and it has been realized for some time that such signals are highly correlated at satellite altitude. Hence approximation by white noise, while of undoubted utility, is of unknown validity. In this paper we study two plausible statistical models for the crustal magnetization, in which the magnetization is a realization of a stationary, isotropic, random process. At a typical satellite altitude the associated fields exhibit significant correlation over ranges as great as 15 deg. or more, which introduces off-diagonal elements into the covariance matrix, elements that have usually been neglected in modelling procedures. Dealing with a full covariance matrix for a large data set would present a formidable computational challenge, but fortunately most of the entries in the covariance matrix are so small that they can be replaced by zeros. The resultant matrix comprises only about 3 per cent non-zero entries and thus we can take advantage of efficient sparse matrix techniques to solve the numerical system. We construct several main-field models based on vertical-component data from a selected 5 deg. by 5 deg. data set derived from the Magsat mission. Models with and without off-diagonal terms are compared.

Rygaard-Hjalsted, C.↗
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↗
NASA NTRS2007

Efficient Implementation of an Optimal Interpolator for Large Spatial Data Sets

Scattered data interpolation is a problem of interest in numerous areas such as electronic imaging, smooth surface modeling, and computational geometry. Our motivation arises from applications in geology and mining, which often involve large scattered data sets and a demand for high accuracy. The method of choice is ordinary kriging. This is because it is a best unbiased estimator. Unfortunately, this interpolant is computationally very expensive to compute exactly. For n scattered data points, computing the value of a single interpolant involves solving a dense linear system of size roughly n x n. This is infeasible for large n. In practice, kriging is solved approximately by local approaches that are based on considering only a relatively small'number of points that lie close to the query point. There are many problems with this local approach, however. The first is that determining the proper neighborhood size is tricky, and is usually solved by ad hoc methods such as selecting a fixed number of nearest neighbors or all the points lying within a fixed radius. Such fixed neighborhood sizes may not work well for all query points, depending on local density of the point distribution. Local methods also suffer from the problem that the resulting interpolant is not continuous. Meyer showed that while kriging produces smooth continues surfaces, it has zero order continuity along its borders. Thus, at interface boundaries where the neighborhood changes, the interpolant behaves discontinuously. Therefore, it is important to consider and solve the global system for each interpolant. However, solving such large dense systems for each query point is impractical. Recently a more principled approach to approximating kriging has been proposed based on a technique called covariance tapering. The problems arise from the fact that the covariance functions that are used in kriging have global support. Our implementations combine, utilize, and enhance a number of different approaches that have been introduced in literature for solving large linear systems for interpolation of scattered data points. For very large systems, exact methods such as Gaussian elimination are impractical since they require 0(n(exp 3)) time and 0(n(exp 2)) storage. As Billings et al. suggested, we use an iterative approach. In particular, we use the SYMMLQ method, for solving the large but sparse ordinary kriging systems that result from tapering. The main technical issue that need to be overcome in our algorithmic solution is that the points' covariance matrix for kriging should be symmetric positive definite. The goal of tapering is to obtain a sparse approximate representation of the covariance matrix while maintaining its positive definiteness. Furrer et al. used tapering to obtain a sparse linear system of the form Ax = b, where A is the tapered symmetric positive definite covariance matrix. Thus, Cholesky factorization could be used to solve their linear systems. They implemented an efficient sparse Cholesky decomposition method. They also showed if these tapers are used for a limited class of covariance models, the solution of the system converges to the solution of the original system. Matrix A in the ordinary kriging system, while symmetric, is not positive definite. Thus, their approach is not applicable to the ordinary kriging system. Therefore, we use tapering only to obtain a sparse linear system. Then, we use SYMMLQ to solve the ordinary kriging system. We show that solving large kriging systems becomes practical via tapering and iterative methods, and results in lower estimation errors compared to traditional local approaches, and significant memory savings compared to the original global system. We also developed a more efficient variant of the sparse SYMMLQ method for large ordinary kriging systems. This approach adaptively finds the correct local neighborhood for each query point in the interpolation process.

Memarsadeghi, Nargess↗
NASA NTRS2006

Adapting Covariance Propagation to Account for the Presence of Modeled and Unmodeled Maneuvers

This paper explores techniques that can be used to adapt the standard linearized propagation of an orbital covariance matrix to the case where there is a maneuver and an associated execution uncertainty. A Monte Carlo technique is used to construct a final orbital covariance matrix for a 'propagate-burn-propagate' process that takes into account initial state uncertainty and execution uncertainties in the maneuver magnitude. This final orbital covariance matrix is regarded as 'truth' and comparisons between it and three methods using modified linearized covariance propagation are made. The first method accounts for the maneuver by modeling its nominal effect within the state transition matrix but excludes the execution uncertainty by omitting a process noise matrix from the computation. In the second method, the maneuver is not modeled but the uncertainty in its magnitude is accounted for by the inclusion of a process noise matrix. In the third method, which is essentially a hybrid of the first two, the nominal portion of the maneuver is included via the state transition matrix while a process noise matrix is used to account for the magnitude uncertainty. Since this method also correctly accounts for the presence of the maneuver in the nominal orbit, it is the best method for applications involving the computation of times of closest approach and the corresponding probability of collision, Pc. However, applications for the two other methods exist and are briefly discussed. Despite the fact that the process model ('propagate-burn-propagate') that was studied was very simple - point-mass gravitational effects due to the Earth combined with an impulsive delta-V in the velocity direction for the maneuver - generalizations to more complex scenarios, including high fidelity force models, finite duration maneuvers, and maneuver pointing errors, are straightforward and are discussed in the conclusion.

Schiff, Conrad↗
NASA NTRS2009

The Principle of Energetic Consistency

A basic result in estimation theory is that the minimum variance estimate of the dynamical state, given the observations, is the conditional mean estimate. This result holds independently of the specifics of any dynamical or observation nonlinearity or stochasticity, requiring only that the probability density function of the state, conditioned on the observations, has two moments. For nonlinear dynamics that conserve a total energy, this general result implies the principle of energetic consistency: if the dynamical variables are taken to be the natural energy variables, then the sum of the total energy of the conditional mean and the trace of the conditional covariance matrix (the total variance) is constant between observations. Ensemble Kalman filtering methods are designed to approximate the evolution of the conditional mean and covariance matrix. For them the principle of energetic consistency holds independently of ensemble size, even with covariance localization. However, full Kalman filter experiments with advection dynamics have shown that a small amount of numerical dissipation can cause a large, state-dependent loss of total variance, to the detriment of filter performance. The principle of energetic consistency offers a simple way to test whether this spurious loss of variance limits ensemble filter performance in full-blown applications. The classical second-moment closure (third-moment discard) equations also satisfy the principle of energetic consistency, independently of the rank of the conditional covariance matrix. Low-rank approximation of these equations offers an energetically consistent, computationally viable alternative to ensemble filtering. Current formulations of long-window, weak-constraint, four-dimensional variational methods are designed to approximate the conditional mode rather than the conditional mean. Thus they neglect the nonlinear bias term in the second-moment closure equation for the conditional mean. The principle of energetic consistency implies that, to precisely the extent that growing modes are important in data assimilation, this term is also important.

Cohn, Stephen E.↗
NASA NTRS1980

Evaluation of orbits with incomplete knowledge of the mathematical expectancy and the matrix of covariation of errors

The problem of selecting the optimal algorithm of filtration and the optimal composition of the measurements is examined assuming that the precise values of the mathematical expectancy and the matrix of covariation of errors are unknown. It is demonstrated that the optimal algorithm of filtration may be utilized for making some parameters more precise (for example, the parameters of the gravitational fields) after preliminary determination of the elements of the orbit by a simpler method of processing (for example, the method of least squares).

Bakhshiyan, B. T.↗
DOE OSTI2024

Searching for parity violation in SDSS DR16 Lyman-α forest data

The four-point correlation function is the lowest order correlation function for scalar fields that can be used to probe statistical parity invariance in an isotropic universe. There are intriguing claims of detection of parity violation in the 4-point function of BOSS galaxy clustering data. We apply the same estimator to the public SDSS Data Release 16 Lyman-α forest data. Lyman-α forest data probes a different redshift range and is sensitive to a different density regime using a completely different technique. A detection would therefore be a strong indication of new physics. We identify an accurate covariance matrix as a crucial impediment to performing this measurement accurately, consistent with existing literature on galaxy 4-point function. Here, we discuss several approaches to estimating the covariance matrix, several of which produce spurious detection. Using a robust, but very suboptimal, covariance matrix derived from subsample bootstrapping, we find no evidence for parity violation.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS1984

State estimation Kalman filter using optical processings Noise statistics known

Reference is made to a study by Casasent et al. (1983), which gave a description of a frequency-multiplexed acoustooptic processor and showed how it was capable of performing all the individual operations required in Kalman filtering. The data flow and organization of all required operations however, were not detailed in that study. Consideration is given here to a simpler Kalman filter state estimation problem. Equally spaced time-sampled intervals (k times T sub s, with k the iterative time index) are assumed. It is further assumed that the system noise vector w and the measurement noise vector v are uncorrelated and Gaussian distributed and that the noise statistics (Q and R) and the system model (Phi, Gamma, H) are known. The error covariance matrix P and the extrapolated error covariance matrix M can thus be precomputed and the Kalman gain matrix K sub k can be precomputed and stored for each input time sample.

Jackson, J.↗
DOE OSTI2020

Methodology for Generating Covariance Data of Thermal Neutron Scattering Cross Sections

This paper details and implements a framework for evaluating thermal neutron scattering cross sections that provide S(α,β) data and covariance data for hydrogen in light water. This methodology involves perturbing model parameters of molecular dynamics potentials and fitting the simulation results to experimental data. The framework is general and can be applied to any material or simulation method. The fit is made using the Unified Monte Carlo method to experimentally measure double-differential scattering cross sections of light water at the Spallation Neutron Source at Oak Ridge National Laboratory. Mean values and covariance data were generated for model parameters, phonon density of states, double-differential cross sections, and total scattering cross sections. These posterior parameter values were very similar to their prior values with a maximum relative error of 0.54%. This falls within in the Unified Monte Carlo–calculated uncertainties on the order of 2.7%. Additionally, posterior double-differential cross sections agree favorably with ENDF/B-VIII.0 cross sections. The new thermal scattering law was tested by comparing it against benchmarks from the International Criticality Safety Benchmark Evaluation Project Handbook, which showed a slight improvement over the ENDF/B-VIII.0 library. Additionally, the covariance matrix of the phonon density of states was validated to confirm that the spread of k eff from the density of states used to generate the covariance matrix was similar to the spread of k eff from the density of states of the sampled covariance matrix.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS2008

Energetic Consistency and Coupling of the Mean and Covariance Dynamics

The dynamical state of the ocean and atmosphere is taken to be a large dimensional random vector in a range of large-scale computational applications, including data assimilation, ensemble prediction, sensitivity analysis, and predictability studies. In each of these applications, numerical evolution of the covariance matrix of the random state plays a central role, because this matrix is used to quantify uncertainty in the state of the dynamical system. Since atmospheric and ocean dynamics are nonlinear, there is no closed evolution equation for the covariance matrix, nor for the mean state. Therefore approximate evolution equations must be used. This article studies theoretical properties of the evolution equations for the mean state and covariance matrix that arise in the second-moment closure approximation (third- and higher-order moment discard). This approximation was introduced by EPSTEIN [1969] in an early effort to introduce a stochastic element into deterministic weather forecasting, and was studied further by FLEMING [1971a,b], EPSTEIN and PITCHER [1972], and PITCHER [1977], also in the context of atmospheric predictability. It has since fallen into disuse, with a simpler one being used in current large-scale applications. The theoretical results of this article make a case that this approximation should be reconsidered for use in large-scale applications, however, because the second moment closure equations possess a property of energetic consistency that the approximate equations now in common use do not possess. A number of properties of solutions of the second-moment closure equations that result from this energetic consistency will be established.

Cohn, Stephen E.↗
NASA NTRS2002

On the Singularity in the Estimation of the Quaternion-of-Rotation

It has been claimed in the archival literature that the covariance matrix of a Kalman filter, which is designed to estimate the quaternion-of-rotation, is necessarily rank, deficient because the normality constraint of the quaternion produces dependence between the quaternion elements. In reality, though, this phenomenon does not occur. The covariance matrix is not singular, and the filter is well behaved. Several simple examples are presented th at demonstrate the regularity of the covariance matrix. First, a Kalman filter is designed to estimate variables subject to a functional relationship. Then the particular problem of quaternion estimation is analyzed. It is shown that the discrepancy stems from the fact that the functional relationship exists between the elements of the quaternion but not between its estimate elements.

Bar-Itzhack, Itzhack Y.↗
NASA NTRS1992

Incorporation of a priori gravity field information in satellite orbit determination using bin parameters

A method to determine satellite orbits using tracking data and a priori gravitational field is described. The a priori constraint on the orbit dynamics is determined by the covariance matrix of the spherical harmonic coefficients for the gravity model, so that the optimal combination of the measurements and gravitational field is achieved. A set of bin parameters is introduced to represent the perturbation of the gravitational field on the position of the satellite orbit. The covariance matrix of a conventional gravity model is transformed into that for the bin parameters by the variational partial derivatives. The covariance matrices of the bin parameters and the epoch state are combined to form the covariance matrix of the satellite positions at the measurement times. The combined matrix is used as the a priori information to estimate the satellite positions with measurements.

Wu, Jiun-Tsong↗