Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “covariance and correlation”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Altered cortical thickness-based structural covariance networks in type 2 diabetes mellitus

Cognitive impairment is a common complication of type 2 diabetes mellitus (T2DM), and early cognitive dysfunction may be associated with abnormal changes in the cerebral cortex. This retrospective study aimed to investigate the cortical thickness-based structural topological network changes in T2DM patients without mild cognitive impairment (MCI). Fifty-six T2DM patients and 59 healthy controls underwent neuropsychological assessments and sagittal 3-dimensional T1-weighted structural magnetic resonance imaging. Then, we combined cortical thickness-based assessments with graph theoretical analysis to explore the abnormalities in structural covariance networks in T2DM patients. Correlation analyses were performed to investigate the relationship between the altered topological parameters and cognitive/clinical variables. T2DM patients exhibited significantly lower clustering coefficient (C) and local efficiency (Elocal) values and showed nodal property disorders in the occipital cortical, inferior temporal, and inferior frontal regions, the precuneus, and the precentral and insular gyri. Moreover, the structural topological network changes in multiple nodes were correlated with the findings of neuropsychological tests in T2DM patients. Thus, while T2DM patients without MCI showed a relatively normal global network, the local topological organization of the structural network was disordered. Moreover, the impaired ventral visual pathway may be involved in the neural mechanism of visual cognitive impairment in T2DM patients. This study enriched the characteristics of gray matter structure changes in early cognitive dysfunction in T2DM patients.

Huang, Yang↗
DOE OSTI2025

Probing spin and lifetime correlations in entangled hyperon-antihyperon pairs

Quantum entanglement has now been demonstrated in several hadronic systems, revealing that non-classical spin correlations survive even through the strong-interaction hadronization process. To date, however, all studies have focused exclusively on angular observables, leaving the possibility untouched that quantum coherence might also influence the decay times of entangled partners. In this work we propose data-driven tests of spin-lifetime and lifetime-lifetime correlations for $Λ-\bar{Λ}$ pairs produced in high-energy collisions. By examining the opening-angle distribution in slices of $Δt$, constructing a pair-wise spin-lifetime correlator, and testing a simple lifetime-lifetime covariance, we search for deviations from independent exponential decay that align with known spin correlations. Observation of nonzero lifetime correlations would compel a reassessment of how entanglement manifests in decaying systems, revealing hitherto unexplored temporal coherence.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2024

Experimental Covariance Determination for Critical Integral Experiments

Integral benchmarks for criticality safety and nuclear data validation require expensive uncertainty quantification studies. In general, uncertainty quantification techniques ignore correlations between experiments and shared parts. Experiments, such as the TEX (Thermal/Epithermal eXperiments) campaigns, consist of many shared parts, such as the ‘Jemima’ HEU fuel plates, which create a strong correlation in their uncertainties. While these correlations are known to exist, they are often not estimated due to the complexity of such calculations. This paper describes an intuitive method of determining the covariance for each of the experimental components, providing a correlation for each family of parts across the multiple cases examined within a benchmark. A proof-of-principle study using the TEX-HEU experimental campaign was performed and verified that the correlations can be calculated with information commonly found in the ICSBEP (International Criticality Safety Benchmark Evaluation Project) benchmarks. This study showed that the introduction of model and experimental covariances reduces the χ 2 per degree of freedom from 2.203 to 1.179, indicating that the omission causes overly pessimistic bias quantifications. This technique can be seamlessly integrated to current benchmark evaluations as well as reevaluations of legacy benchmarks.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1971

Optimal filtering in the presence of unmodeled time correlated driving disturbances.

In many realistic data filtering problems, the cross correlation of the state estimation error and the state forcing function is unknown due to the poor knowledge of the time history of the forcing function. In this paper, the conservative and minimal approximation to the cross correlation terms is presented. It requires only the knowledge of the estimation error covariance and the forcing function covariance, with the choice of an associated free parameter left to the user. If the estimation error covariance and/or the forcing function covariance are bounded from above but not known exactly, the cross correlation approximation using those upper bounds remains conservative. This cross correlation approximation leads to a conservative approximation to the estimation error covariance matrix differential equation between measurement times. The free parameter is determined as the analytic solution to an associated optimal control problem. The procedure is expanded to include discrete linear measurement incorporation.

Fraser, D. C.↗
NASA NTRS2007

Non-Parametric Collision Probability for Low-Velocity Encounters

An implicit, but not necessarily obvious, assumption in all of the current techniques for assessing satellite collision probability is that the relative position uncertainty is perfectly correlated in time. If there is any mis-modeling of the dynamics in the propagation of the relative position error covariance matrix, time-wise de-correlation of the uncertainty will increase the probability of collision over a given time interval. The paper gives some examples that illustrate this point. This paper argues that, for the present, Monte Carlo analysis is the best available tool for handling low-velocity encounters, and suggests some techniques for addressing the issues just described. One proposal is for the use of a non-parametric technique that is widely used in actuarial and medical studies. The other suggestion is that accurate process noise models be used in the Monte Carlo trials to which the non-parametric estimate is applied. A further contribution of this paper is a description of how the time-wise decorrelation of uncertainty increases the probability of collision.

Carpenter, J. Russell↗
DOE OSTI2022

Impact of fission yield covariance matrices on decay heat uncertainty quantification with the DARWIN2 package

Although fission yields are strongly correlated, correlations between them are usually not taken into account when performing decay heat uncertainty calculations with the CEA DARWIN2 package due to the lack of reference covariance matrices associated to the JEFF-3.1.1 evaluation. However, covariance matrices for {sup 235}U and {sup 239}Pu thermal fission yields have been produced recently by the subgroup 37 of OECD/NEA Working Party on International Nuclear Data Evaluation Cooperation (WPEC). The study presented in this paper evaluates the effect of those covariances on the decay heat uncertainty calculation, both on fission burst experiments and on integral decay heat measurements that are part of the DARWIN2 experimental validation database. Although some differences are observed, partly due to the variety of models used to produce the matrices, the propagation of fission yield covariances always leads to a reduction of the decay heat uncertainty for cooling time above 10 seconds, indicating that not taking them into account is a conservative hypothesis from a safety point of view. Nevertheless, the strong impact of those covariances on the decay heat uncertainty also highlights the need of documented and consistent fission yield uncertainties and correlation data. On top of that, all the covariance matrices used for this study represent the correlation between the physical model parameters, but none of them includes the experimental correlations. An evaluation of the experimental correlations would also be of strong interest for decay heat uncertainty calculations. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2025

Validation of the DESI 2024 Lyα forest BAO analysis using synthetic datasets

The first year of data from the Dark Energy Spectroscopic Instrument (DESI) contains the largest set of Lyman-α (Lyα) forest spectra ever observed. This data, collected in the DESI Data Release 1 (DR1) sample, has been used to measure the Baryon Acoustic Oscillation (BAO) feature at redshift z = 2.33. In this work, we use a set of 150 synthetic realizations of DESI DR1 to validate the DESI 2024 Lyα forest BAO measurement presented in [1]. The synthetic data sets are based on Gaussian random fields using the log-normal approximation. We produce realistic synthetic DESI spectra that include all major contaminants affecting the Lyα forest. The synthetic data sets span a redshift range 1.8 < z < 3.8, and are analyzed using the same framework and pipeline used for the DESI 2024 Lyα forest BAO measurement. To measure BAO, we use both the Lyα auto-correlation and its cross-correlation with quasar positions. We use the mean of correlation functions from the set of DESI DR1 realizations to show that our model is able to recover unbiased measurements of the BAO position. We also fit each mock individually and study the population of BAO fits in order to validate BAO uncertainties and test our method for estimating the covariance matrix of the Lyα forest correlation functions. Finally, we discuss the implications of our results and identify the needs for the next generation of Lyα forest synthetic data sets, with the top priority being to simulate the effect of BAO broadening due to non-linear evolution.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2022

The parameter-level performance of covariance matrix conditioning in cosmic microwave background data analyses

Empirical estimates of the band power covariance matrix are commonly used in cosmic microwave background (CMB) power spectrum analyses. While this approach easily captures correlations in the data, noise in the resulting covariance estimate can systematically bias the parameter fitting. Conditioning the estimated covariance matrix, by applying prior information on the shape of the eigenvectors, can reduce these biases and ensure the recovery of robust parameter constraints. In this work, we use simulations to benchmark the performance of four different conditioning schemes, motivated by contemporary CMB analyses. The simulated surveys measure the TT, TE, and EE power spectra over the angular multipole range 300 ≤ ℓ ≤ 3500 in Δℓ = 50 wide bins, for temperature map-noise levels of 10, 6.4, and $2\, \mu$K arcmin. We divide the survey data into N real = 30, 50, or 100 uniform subsets. We show the results of different conditioning schemes on the errors in the covariance estimate, and how these uncertainties on the covariance matrix propagate to the best-fitting parameters and parameter uncertainties. The most significant effect we find is an additional scatter in the best-fitting point, beyond what is expected from the data likelihood. For a minimal conditioning strategy, N real = 30, and a temperature map-noise level of 10$\, \mu$K arcmin, we find the uncertainty on the recovered best-fitting parameter to be ×1.3 larger than the apparent posterior width from the likelihood (×1.2 larger than the uncertainty when the true covariance is used). Stronger priors on the covariance matrix reduce the misestimation of parameter uncertainties to $\lt 1{{\ \rm per\ cent}}$. As expected, empirical estimates perform better with higher N real , ameliorating the adverse effects on parameter constraints.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

DESI mock challenge: constructing DESI galaxy catalogues based on FastPM simulations

Together with larger spectroscopic surveys such as the Dark Energy Spectroscopic Instrument (DESI), the precision of large-scale structure studies and thus the constraints on the cosmological parameters are rapidly improving. Therefore, one must build realistic simulations and robust covariance matrices. We build galaxy catalogues by applying a halo occupation distribution (HOD) model upon the FastPM simulations, such that the resulting galaxy clustering reproduces high-resolution N-body simulations. While the resolution and halo finder are different from the reference simulations, we reproduce the reference galaxy two-point clustering measurements – monopole and quadrupole – to a precision required by the DESI Year 1 emission line galaxy sample down to non-linear scales, i.e. $k\lt 0.5\, h\, \mathrm{Mpc}^{-1}$ or $s\gt 10\, \mathrm{Mpc}\, h^{-1}$. Furthermore, we compute covariance matrices based on the resulting FastPM galaxy clustering – monopole and quadrupole. We study for the first time the effect of fitting on Fourier conjugate (e.g. power spectrum) on the covariance matrix of the Fourier counterpart (e.g. correlation function). We estimate the uncertainties of the two parameters of a simple clustering model and observe a maximum variation of 20 per cent for the different covariance matrices. Nevertheless, for most studied scales the scatter is between 2 and 10 per cent. Consequently, using the current pipeline we can precisely reproduce the clustering of N-body simulations and the resulting covariance matrices provide robust uncertainty estimations against HOD fitting scenarios. We expect our methodology will be useful for the coming DESI data analyses and their extension for other studies.

79 ASTRONOMY AND ASTROPHYSICS↗
NASA NTRS2003

Comparison of Flow-Dependent and Static Error Correlation Models in the DAO Ozone Data Assimilation System

In a data assimilation system the forecast error covariance matrix governs the way in which the data information is spread throughout the model grid. Implementation of a correct method of assigning covariances is expected to have an impact on the analysis results. The simplest models assume that correlations are constant in time and isotropic or nearly isotropic. In such models the analysis depends on the dynamics only through assumed error standard deviations. In applications to atmospheric tracer data assimilation this may lead to inaccuracies, especially in regions with strong wind shears or high gradient of potential vorticity, as well as in areas where no data are available. In order to overcome this problem we have developed a flow-dependent covariance model that is based on short term evolution of error correlations. The presentation compares performance of a static and a flow-dependent model applied to a global three- dimensional ozone data assimilation system developed at NASA s Data Assimilation Office. We will present some results of validation against WMO balloon-borne sondes and the Polar Ozone and Aerosol Measurement (POAM) III instrument. Experiments show that allowing forecast error correlations to evolve with the flow results in positive impact on assimilated ozone within the regions where data were not assimilated, particularly at high latitudes in both hemispheres and in the troposphere. We will also discuss statistical characteristics of both models; in particular we will argue that including evolution of error correlations leads to stronger internal consistency of a data assimilation ,

Wargan, K.↗
NASA NTRS2003

Impact of Flow-Dependent Error Correlations and Tropospheric Chemistry on Assimilated Ozone

The presentation compares different versions of a global three-dimensional ozone data assimilation system developed at NASA's Data Assimilation Office. The Solar Backscatter Ultraviolet/2 (SBUV/2) total and partial ozone column retrievals are the sole data assimilated in all of the experiments presented. We study the impact of changing the forecast error covariance model from a version assuming static correlations with a one that captures a short-term Lagrangian evolution of those correlations. This is further combined with a study of the impact of neglecting the tropospheric ozone production, loss and dry deposition rates, which are obtained from the Harvard GEOS-CHEM model. We compare statistical characteristics of the assimilated data and the results of validation against independent observations, obtained from WMO balloon-borne sondes and the Polar Ozone and Aerosol Measurement (POAM) III instrument. Experiments show that allowing forecast error correlations to evolve with the flow results in positive impact on assimilated ozone within the regions where data were not assimilated, particularly at high latitudes in both hemispheres. On the other hand, the main sensitivity to tropospheric chemistry is in the Tropics and sub-Tropics. The best agreement between the assimilated ozone and the in-situ sonde data is in the experiment using both flow-dependent error covariances and tropospheric chemistry.

Wargan, K.↗
DOE OSTI2020

Rotational excitations in rare-earth nuclei: A comparative study within three cranking models with different mean fields and treatments of pairing correlations

High-spin rotational bands in rare-earth Er (Z = 68), Tm (Z = 69), and Yb (Z = 70) isotopes are investigated by three different nuclear models. These are (i) the cranked relativistic Hartree-Bogoliubov (CRHB) approach with approximate particle number projection by means of the Lipkin-Nogami (LN) method, (ii) the cranking covariant density functional theory (CDFT) with pairing correlations treated by a shell-model-like approach (SLAP) or the so-called particle-number conserving (PNC) method, and (iii) cranked shell model (CSM) based on the Nilsson potential with pairing correlations treated by the PNC method. A detailed comparison between these three models in the description of the ground-state rotational bands of even-even Er and Yb isotopes is performed. The similarities and differences between these models in the description of the moments of inertia, the features of band crossings, and equilibrium deformations and pairing energies of the even-even nuclei under study are discussed. These quantities are considered as a function of rotational frequency and proton and neutron numbers. The changes in the properties of the first band crossings with increasing neutron number in this mass region are investigated. On average, a comparable accuracy of the description of available experimental data is achieved in these models. However, the differences between model predictions become larger above the first band crossings. Because of the time-consuming nature of numerical calculations in the CDFT-based models, a systematic study of the rotational properties of both ground-state and excited-state bands in odd-mass Tm nuclei is carried out only by the PNC-SCM. With few exceptions, the rotational properties of experimental 1-quasiparticle and 3-quasiparticle bands in 165,167,169,171 Tm are reproduced reasonably well. As a result, the appearance of backbendings or upbendings in these nuclei is well understood from the analysis of the variations of the occupation probabilities of the single-particle states and their contributions to total angular momentum alignment with rotational frequency.

150 ≤ A ≤ 189↗
DOE OSTI2021

Euclidean formulation of relativistic quantum mechanics of N particles

A Euclidean formulation of relativistic quantum mechanics for systems of a finite number of degrees of freedom is discussed. Relativistic treatments of quantum theory are needed to study hadronic systems at subhadronic distance scales. While direct interaction approaches to relativistic quantum mechanics have proved to be useful, they have two disadvantages. One is that cluster properties are difficult to realize for systems of more than two particles. The second is that the relation to quantum field theories is indirect. Euclidean formulations of relativistic quantum mechanics provide an alternative representation that does not have these difficulties. More surprising, the theory can be formulated entirely in the Euclidean representation without the need for analytic continuation. In this work a Euclidean representation of a relativistic N-particle system is discussed. Kernels for systems of N free particles of any spin are given and shown to be reflection positive. Explicit formulas for generators of the Poincaré group for any spin are constructed and shown to be self-adjoint on the Euclidean representation of the Hilbert space. The structure of correlations that preserve both the Euclidean covariance and reflection positivity is discussed.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

Implications of PREX-2 on the electric dipole polarizability of neutron-rich nuclei

Background: The recent announcement by the PREX collaboration of an unanticipated thick neutron skin in 208 Pb ($R^{208}_{skin}$) has challenged the understanding of neutron-rich matter in the vicinity of nuclear saturation density. Whereas earlier constraints indicate that the symmetry energy is relatively soft, the PREX-2 result seems to suggest the opposite. Purpose: To confront constraints on the symmetry energy obtained from measurements of the electric dipole polarizability against those informed by the PREX-2 measurement of $R^{208}_{skin}$ and by the correlations that it entails. Methods: Here, covariant energy density functionals informed by the properties of finite nuclei are used to compute the electric dipole response of 48 Ca, 68 Ni, 132 Sn, and 208 Pb. The set of functionals used in this work are consistent with experimental data, yet are flexible enough in that they span a wide range of values of $R^{208}_{skin}$ Results: It is found that theoretical predictions of the electric dipole polarizability that are consistent with the PREX-2 measurement systematically overestimate the corresponding values extracted from the direct measurements of the distribution of electric dipole strength. Conclusions: The neutron skin thickness of 208 Pb extracted from parity violating electron scattering and the electric dipole polarizability measured in photoabsorption experiments are two of the cleanest experimental tools used to constrain the symmetry energy around nuclear saturation density. However, the recent value of $R^{208}_{skin}$ that suggests a fairly stiff symmetry energy stands in stark contrast to the conclusions derived from the electric dipole polarizability. At present, I offer no solution to this dilemma.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2026

DESI DR2 Baryon Acoustic Oscillations from the Lyman Alpha Forest Multipoles

We present an alternative measurement of the Baryon Acoustic Oscillation (BAO) using the Legendre multipole representation of the Ly$α$ forest correlation functions from the second data release (DR2) of the Dark Energy Spectroscopic Instrument survey. Compressing the auto- and cross-correlation functions into Legendre multipoles yields a positive-definite covariance matrix without any smoothing -- unlike the baseline DR2 analysis -- thanks to a significantly reduced data vector size. We introduce the statistical corrections required to debias the finite-sample covariance matrix estimate and demonstrate that monopole and quadrupole terms for both auto- and cross-correlations can be used even when the correlation functions are distorted by continuum errors and contaminated by metals. This formalism has slightly diminished the constraining power of the BAO scale, while considerably weakening constraints on nuisance parameters. We measure the isotropic BAO scale with $0.93\%$ precision at $z_\mathrm{eff}=2.35$, the Hubble parameter $H(z_\mathrm{eff})=(239.5\pm3.4)~(147.09~\mathrm{Mpc}/r_d) ~\mathrm{km~s}^{-1}~\text{Mpc}^{-1}$, and the transverse comoving distance $D_M(z_\mathrm{eff})=(5.80 \pm 0.10)~(r_d/147.09~\mathrm{Mpc})$~Gpc for a given value of the sound horizon ($r_d$). Our BAO results are entirely consistent with the baseline DR2 analysis.

Karaçaylı, Naim Göksel [Chicago U., KICP; Ohio Sta↗
DOE OSTI2026

Multidimensional Distributional Neural Network Output Demonstrated in Super‐Resolution of Surface Wind Speed

Accurate quantification of uncertainty in neural network predictions remains a central challenge for scientific applications involving high-dimensional, correlated data. While existing methods capture either aleatoric or epistemic uncertainty, few offer closed-form, multidimensional distributions that preserve spatial correlation while remaining computationally tractable. In this work, we present a framework for training neural networks with a multidimensional Gaussian loss, generating a closed-form predictive distribution over outputs informed by non-identically distributed training data. Our approach captures aleatoric uncertainty by iteratively estimating the means and covariance matrices, and is demonstrated on a super-resolution example out-of-training-sample. We leverage a Fourier representation of the covariance matrix to stabilize network training and preserve spatial correlation. We introduce a novel regularization strategy—referred to as information sharing—that interpolates between image-specific and global covariance estimates, enabling convergence of the super-resolution downscaling network trained on image-specific distributional loss functions. This framework allows for efficient sampling, explicit correlation modeling, and extensions to more complex distribution families all without disrupting prediction performance. We demonstrate the method on a surface wind speed downscaling task and discuss its broader applicability to uncertainty-aware prediction in scientific models.

17 WIND ENERGY↗
DOE OSTI2021

Structure in the event-by-event energy-dependent neutron-$γ$ multiplicity correlations in 252 Cf(sf)

The emission of neutrons and γ rays by fission fragments reveal important information about the properties of fragments immediately following scission. The initial fragment properties, correlations between fragments, and emission competition give rise to correlations in neutron-γ emission. Recent theoretical and experimental advances have been proposed to explain the mechanism of angular momentum generation in fission, which would result in observable signature in neutron-γ emission correlations. In this paper, we present a novel analysis method of neutrons and γ rays emitted by fission fragments that allows us to discern structure in the observed correlations. We have analyzed data collected on 252 Cf (sf) at the Chi-Nu array at the Los Alamos Neutron Science Center. Through our analysis of the energy-differential neutron-γ multiplicity covariance, we have observed enhanced neutron-γ correlations, corresponding to rotational band γ-ray transitions, at γ-ray energies of 0.7 and 1.2 MeV. To shed light on the origin of this structure, we compare the experimental data with the predictions of three model calculations. The origin of the observed correlation structure is understood in terms of a positive spin-energy correlation in the generation of angular momentum in fission.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

(U) A General-Purpose Code for Correlated Sampling Using Batch Statistics with MCNP6 for Fixed-Source Problems

Correlated sampling can be used to reduce the uncertainty of a difference of tallies by taking advantage of the negative covariance term in the sandwich formula. Booth first showed how correlated sampling can be applied with batch statistics using MCNP’s tally fluctuation chart (TFC) to reduce the uncertainty of a difference of tallies in fixed-source problems. Booth presented a problem in which a 1273% uncertainty in a difference was reduced to 8% by accounting for correlations. Researchers He and Su recently studied correlated sampling using the TFC in MCNP version 5. They determined that the code did not print enough digits in the TFC tally means for accurate batch statistics in some cases. After modifying the source code, they concluded that “correlated sampling can yield a standard deviation of about one magnitude smaller than that predicted by the direct, un-correlated simulation when the changes in system response are small (say about 1%), which is equivalent to saving in CPU time by a factor of 100. Such saving [sic] becomes less significant as the change in system response becomes larger.” He and Su provided the formulas needed to apply batch statistics to compute the correlated uncertainty of a difference of tallies. In this report, we follow up on their work by providing the formulas needed to apply batch statistics to compute the correlated uncertainty of a ratio of tallies and of a difference of two tallies divided by a third tally. We extend these formulas to differences and ratios of ratios. These formulas are applied to reduce the uncertainty associated with calculating a relative sensitivity. He and Su did not investigate the accuracy of their correlated sampling uncertainty estimates. We use their test problems and evaluate the accuracy of the uncertainty estimates by comparing with results obtained from random sampling, and, in simple cases, with theoretical values of the “exact” uncertainties. We find that the uncertainties obtained from batch statistics are accurate as long as at least 100 batches are used. We present a new computer code, COSUBS (COrrelated Sampling Using Batch Statistics), that reads MCNP6 TFCs and applies correlated sampling using batch statistics for the tally combinations that the user specifies. COSUBS is a very general tool that compares all TFCs for a base case and one or two perturbed cases. It computes uncertainties for ratios if given only a base case. This report is organized as follows. The equations to apply batch statistics to the difference of random tallies are reviewed in Sec. II. Section III presents the equations for applying batch statistics to a ratio of random tallies; this is useful for computing relative sensitivities using a one-sided finite difference and the relative sensitivity using the differential operator method. Section IV presents the equations for applying batch statistics to a difference of two random tallies divided by a third; this is useful for computing a relative sensitivities using a central difference. Section V presents the equations for applying batch statistics to a difference of two ratios with four random tallies. Section VI presents the equations for applying batch statistics to a one-sided finite difference estimate of the relative sensitivity of a ratio (this uses four random tallies). Section VII presents the equations for applying batch statistics to a central difference estimate of the relative sensitivity of a ratio (this uses six random tallies). Section VIII presents the equations for applying batch statistics to a sum of random tallies. Section IX discusses how to apply batch statistics using MCNP6. Section X presents COSUBS, describing its command-line options and logic. Sections XI through XVI present numerical results for various test problems. Section XVII is a summary and conclusions. Appendix A derives the theoretical Monte Carlo tally variance given certain assumptions; these variances are used to verify the batch statistics for some of the problems. Appendix B lists the MCNP6 input for the unperturbed example problem. Appendix C presents modifications made to MCNP6.3 to support this work.

97 MATHEMATICS AND COMPUTING↗