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At least 127 records · Page 7

Monte Carlo Estimates of Eigenvalue Sensitivity to System Dimensions using Kernel Density Estimators

In the last decade there has been an increasing interest in calculating sensitivity coefficients in order to quantify the impact of uncertainty in material properties and system parameters on quantities of interest. Extensive work has been done developing Monte Carlo methods to estimate eigenvalue sensitivity to material properties. While deterministic methods exist for determining the eigenvalue sensitivity to system dimensions, the use of Monte Carlo methods to efficiently calculate eigenvalue sensitivity coefficients to system dimensions is still an open topic. Current Monte Carlo methods for calculating eigenvalue sensitivity coefficients to system dimensions are inefficient. Direct Monte Carlo perturbations require two additional simulations of high statistical precision in order to determine the eigenvalue sensitivity to the location of a single boundary. If the sensitivity to the location of multiple surfaces are desired, two additional simulations must be run for each surface. Kiedrowski and Favorite extended continuous energy Monte Carlo methods for sensitivities of nuclear cross sections to calculate sensitivities to interface boundaries or system dimensions to create the only current alternative to direct Monte Carlo calculations. However this method relies on the simulation of additional random walks launched at each surface crossing event. The present method extends upon Kiedrowski's work and eliminates the inefficient portions of the calculation through the use of Kernel Density Estimators (KDEs). The new method efficiently estimates eigenvalue sensitivities to the uniform expansion or contraction of material interface boundaries or system dimensions, negligibly impacting the runtime performance of the Monte Carlo code. The new estimator is tested on bare and reflected critical configurations in spherical geometry and is compared to estimates obtained from direct Monte Carlo perturbations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Investigation of Heterogeneity Effects on Calculated Sensitivities of the ZPPR-15B Assemblies

In past years, sensitivity studies of ZPR and ZPPR assemblies were carried out with deterministic codes for several purposes, such as uncertainty estimation of calculated parameter values, cross section adjustment, representativity analysis. etc. However, these sensitivity studies used simplified R-Z models of ZPR/ZPPR assemblies where the multi-group cross section data was obtained from the homogenized material compositions of each reactor zone. The main reason for this simplification was the lack of a deterministic path able to compute sensitivity coefficients for complicated 3D geometries in transport theory. Also, each ZPR and ZPPR assembly consists of several different drawers each containing different plate types and plate arrangements and it was felt that performing sensitivity calculations with an equivalent R-Z reactor model would capture most of the feedback while the heterogeneity effects were believed to be of second order. Recently a new code, BuildZPRModel, was developed at ANL that automatically generates the inputs for cross section processing and core calculation of heterogeneous ZPR and ZPPR assemblies for 3D transport calculations. Additionally, the PERSENT code (recently developed at ANL as well) is able to carry out sensitivity calculations in transport theory on 3D geometries. With the benefit of the newly developed codes, a sensitivity study was performed for the heterogeneous model of ZPPR-15B assemblies 96 and 102 generated by BuildZPRModel. The results were compared with the sensitivities computed with the use of fully homogenized R-Z reactor models, in order to quantify the impact of heterogeneity effects neglected in the analysis performed in past years.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

A new method for predicting response in complex linear systems. II

The paper describes convergence and response studies in the low frequency range of complex systems, particularly with low values of damping of different distributions, and reports on the modification of the relaxation procedure required under these conditions. A new method is presented for response estimation in complex lumped parameter linear systems under random or deterministic steady state excitation. The essence of the method is the use of relaxation procedures with a suitable error function to find the estimated response; natural frequencies and normal modes are not computed. For a 45 degree of freedom system, and two relaxation procedures, convergence studies and frequency response estimates were performed. The low frequency studies are considered in the framework of earlier studies (Kayser and Bogdanoff, 1975) involving the mid to high frequency range.

Bogdanoff, J. L.↗

Investigation of Heterogeneity Effects on Calculated Sensitivities of the ZPPR-15B Assemblies

In past years, sensitivity studies of ZPR and ZPPR assemblies were carried out with deterministic codes for several purposes, such as uncertainty estimation of calculated parameter values, cross section adjustment, representativity analysis. etc.. However, these sensitivity studies used simplified R-Z models of ZPR/ZPPR assemblies where the multi-group cross section data was obtained from the homogenized material compositions of each reactor zone. The main reason for this simplification was the lack of a deterministic path able to compute sensitivity coefficients for complicated 3D geometries in transport theory. Also, each ZPR and ZPPR assembly consists of several different drawers each containing different plate types and plate arrangements and it was felt that performing sensitivity calculations with an equivalent R-Z reactor model would capture most of the feedback while the heterogeneity effects were believed to be of second order. Recently a new code, BuildZPRModel, was developed at ANL that automatically generates the inputs for cross section processing and core calculation of heterogeneous ZPR and ZPPR assemblies for 3D transport calculations. Additionally, the PERSENT code (recently developed at ANL as well) is able to carry out sensitivity calculations in transport theory on 3D geometries. With the benefit of the newly developed codes, a sensitivity study was performed for the heterogeneous model of ZPPR-15B assemblies 96 and 102 generated by BuildZPRModel. The results were compared with the sensitivities computed with the use of fully homogenized R-Z reactor models, in order to quantify the impact of heterogeneity effects neglected in the analysis performed in past years. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

A Hybrid Method for Tensor Decompositions that Leverages Stochastic and Deterministic Optimization

In this paper, we propose a hybrid method that uses stochastic and deterministic search to compute the maximum likelihood estimator of a low-rank count tensor with Poisson loss via state-of-theart local methods. Our approach is inspired by Simulated Annealing for global optimization and allows for fine-grain parameter tuning as well as adaptive updates to algorithm parameters. We present numerical results that indicate our hybrid approach can compute better approximations to the maximum likelihood estimator with less computation than the state-of-the-art methods by themselves.

97 MATHEMATICS AND COMPUTING↗

Minimum-variance reduced-order estimation algorithms from Pontrygin's minimum principle

A uniform derivation of minimum-variance reduced-order (MVRO) filter-smoother algorithms from Pontrygin's Minimum Principle is presented. An appropriate performance index for a general class of reduced order estimation problem is formulated herein to yield optimal results over the entire time interval of estimation. These results provide quantitative criteria for measuring the performance of certain classes of heuristically designed, suboptimal reduced-order estimators as well as explicit guidance to the suboptimal filter design process with both continuous and discrete filter-smoother algorithms being considered. By the duality principle, the algorithms of reduced-order estimation can be easily extended to the deterministic problems of optimal control (i.e., the regulator and linear tracking problem).

Ebrahimi, Yaghoob S.↗

Transonic adaptive flutter suppression using approximate unsteady time domain aerodynamics

A digital adaptive controller is applied to the active flutter suppression problem of a wing under time varying flight conditions in subsonic and transonic flow. Linear quadratic controller gain at each time step is obtained using an iterative Riccati solver. The digital adaptive optimal controller is robust with respect to the unknown external loads. Flutter and divergence instabilities are simultaneously suppressed using a trailing-edge control surface and displacement sensing. A new transonic unsteady aerodynamic approximation methodology is developed which enables one to carry out the rapid calculation required for transonic aeroservoelastic applications. This approximation is based on a combination of unsteady subsonic aerodynamics combined with a transonic correction procedure. Aeroservoelastic transient time response is obtained using Roger's approximation, state transition matrices and an iterative time marching algorithm. The aeroservoelastic system in the time domain is modeled using a deterministic ARMA model together with a parameter estimator. Transonic flutter boundaries of a wing structure are computed, in the time domain, using an estimated aeroelastic system matrix and are in good agreement with experimental data for the low transonic Mach number range.

Pak, Chan-Gi↗

An Efficient Bayesian Method for Advancing the Application of Deep Learning in Earth Science

Despite their wide and successful applications, deep learning (DL) models are prone to overfitting for small training datasets, produce a poor predictive performance for uncertain data, and provide point estimations without any indication of the accuracy and credibility. These limitations of the deterministic DL models hinder their effective application in Earth system science where the labelled data are sparse, noisy and incomplete with large uncertainty and where the predictive uncertainty quantification is needed for scientific understanding and policy decision making. Integration of Bayesian inference into DL models adds an estimate of uncertainty and regularization in the predictions. However, traditional Bayesian methods are computationally unaffordable and inflexible for high-dimensional problems, which limits their application to DL systems that typically have millions of model parameters. In this effort, we propose an efficient and general-purpose Bayesian inference method to advance DL model optimization and uncertainty quantification, so as to facilitate the adoption of DL in Earth sciences. In a demonstration, we integrate the proposed Bayesian method with a feedforward neural network (NN) to build a fast-to-evaluate surrogate of the complex Energy Exascale Earth System Land Model for efficient modeling. The formulated Bayesian NN, using a small number of training data, produces an accurate prediction with high credibility, whereas with the same small training size, the deterministic NN cannot yield a reasonable estimation and does not provide confidence information. The proposed Bayesian method is computationally efficient and flexible, capable of integration with diverse network variants such as convolutional NNs and recurrent NNs to advance the application of DL in Earth sciences.

Lu, Dan↗

Costing the satellite power system

The paper presents a methodology for satellite power system costing, places approximate limits on the accuracy possible in cost estimates made at this time, and outlines the use of probabilistic cost information in support of the decision-making process. Reasons for using probabilistic costing or risk analysis procedures instead of standard deterministic costing procedures are considered. Components of cost, costing estimating relationships, grass roots costing, and risk analysis are discussed. Risk analysis using a Monte Carlo simulation model is used to estimate future costs.

Hazelrigg, G. A., Jr.↗

A multi-variance analysis in the time domain

Recently a new technique for characterizing the noise processes affecting oscillators was introduced. This technique minimizes the difference between the estimates of several different variances and their values as predicted by the standard power law model of noise. The method outlined makes two significant advancements: it uses exclusively time domain variances so that deterministic parameters such as linear frequency drift may be estimated, and it correctly fits the estimates using the chi-square distribution. These changes permit a more accurate fitting at long time intervals where there is the least information. This technique was applied to both simulated and real data with excellent results.

Walter, Todd↗

Neutronics qualification of the Jules Horowitz reactor fuel by interpretation of the VALMONT experimental program - Transposition of the uncertainties on the reactivity of JHR with JEF2.2 and JEFF3.1.1

The new European material testing Jules Horowitz Reactor (JHR), currently under construction in Cadarache center (CEA France), will use LEU (20% enrichment in {sup 235}U) fuels (U{sub 3}Si{sub 2} for the start up and UMoAl in the future) which are quite different from the industrial oxide fuel, for which an extensive neutronics qualification database has been established. The HORUS3D/N neutronics calculation scheme, used for the design and safety studies of the JHR, is being developed within the framework of a rigorous verification-validation-qualification methodology. In this framework, the experimental VALMONT (Validation of Aluminium Molybdenum uranium fuel for Neutronics) program has been performed in the MINERVE facility of CEA Cadarache (France), in order to qualify the capability of HORUS3D/N to accurately calculate the reactivity of the JHR reactor. The MINERVE facility using the oscillation technique provides accurate measurements of reactivity effect of samples. The VALMONT program includes oscillations of samples of UAl{sub x}/Al and UMo/Al with enrichments ranging from 0.2% to 20% and Uranium densities from 2.2 to 8 g/cm{sup 3}. The geometry of the samples and the pitch of the experimental lattice ensure maximum representativeness with the neutron spectrum expected for JHR. By comparing the effect of the sample with the one of a known fuel specimen, the reactivity effect can be measured in absolute terms and be compared to computational results. Special attention was paid to the rigorous determination and reduction of the experimental uncertainties. The calculational analysis of the VALMONT results was performed with the French deterministic code APOLLO2. A comparison of the impact of the different calculation methods, data libraries and energy meshes that were tested is presented. The interpretation of the VALMONT experimental program allowed the qualification of JHR fuel UMoAl8 (with an enrichment of 19.75% {sup 235}U) by the Minerve-dedicated interpretation tool: PIMS. The effect of energy meshes and evaluations put forward the JEFF3.1.1/SHEM scheme that leads to a better calculation of the reactivity effect of VALMONT samples. Then, in order to quantify the impact of the uncertainties linked to the basic nuclear data, their propagation from the cross section measurement to the final computational result was analysed in a rigorous way by using a nuclear data re-estimation method based on Gauss-Newton iterations. This study concludes that the prior uncertainties due to nuclear data (uranium, aluminium, beryllium and water) on the reactivity of the Begin Of Cycle (BOC) for the JHR core reach 1217 pcm at 2{sigma}. Now, the uppermost uncertainty on the JHR reactivity is due to aluminium. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Reliability-Based Control Design for Uncertain Systems

This paper presents a robust control design methodology for systems with probabilistic parametric uncertainty. Control design is carried out by solving a reliability-based multi-objective optimization problem where the probability of violating design requirements is minimized. Simultaneously, failure domains are optimally enlarged to enable global improvements in the closed-loop performance. To enable an efficient numerical implementation, a hybrid approach for estimating reliability metrics is developed. This approach, which integrates deterministic sampling and asymptotic approximations, greatly reduces the numerical burden associated with complex probabilistic computations without compromising the accuracy of the results. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.

Crespo, Luis G.↗

Spatially random models, estimation theory, and robot arm dynamics

Spatially random models provide an alternative to the more traditional deterministic models used to describe robot arm dynamics. These alternative models can be used to establish a relationship between the methodologies of estimation theory and robot dynamics. A new class of algorithms for many of the fundamental robotics problems of inverse and forward dynamics, inverse kinematics, etc. can be developed that use computations typical in estimation theory. The algorithms make extensive use of the difference equations of Kalman filtering and Bryson-Frazier smoothing to conduct spatial recursions. The spatially random models are very easy to describe and are based on the assumption that all of the inertial (D'Alembert) forces in the system are represented by a spatially distributed white-noise model. The models can also be used to generate numerically the composite multibody system inertia matrix. This is done without resorting to the more common methods of deterministic modeling involving Lagrangian dynamics, Newton-Euler equations, etc. These methods make substantial use of human knowledge in derivation and minipulation of equations of motion for complex mechanical systems.

Rodriguez, G.↗

A general framework and review of scatter correction methods in x-ray cone-beam computerized tomography. Part 1: Scatter compensation approaches

Since scattered radiation in cone-beam volume CT implies severe degradation of CT images by quantification errors, artifacts, and noise increase, scatter suppression is one of the main issues related to image quality in CBCT imaging. The aim of this review is to structurize the variety of scatter suppression methods, to analyze the common structure, and to develop a general framework for scatter correction procedures. In general, scatter suppression combines hardware techniques of scatter rejection and software methods of scatter correction. The authors emphasize that scatter correction procedures consist of the main components scatter estimation (by measurement or mathematical modeling) and scatter compensation (deterministic or statistical methods). The framework comprises most scatter correction approaches and its validity also goes beyond transmission CT. Before the advent of cone-beam CT, a lot of papers on scatter correction approaches in x-ray radiography, mammography, emission tomography, and in Megavolt CT had been published. The opportunity to avail from research in those other fields of medical imaging has not yet been sufficiently exploited. Therefore additional references are included when ever it seems pertinent. Scatter estimation and scatter compensation are typically intertwined in iterative procedures. It makes sense to recognize iterative approaches in the light of the concept of self-consistency. The importance of incorporating scatter compensation approaches into a statistical framework for noise minimization has to be underscored. Signal and noise propagation analysis is presented. A main result is the preservation of differential-signal-to-noise-ratio (dSNR) in CT projection data by ideal scatter correction. The objective of scatter compensation methods is the restoration of quantitative accuracy and a balance between low-contrast restoration and noise reduction. In a synopsis section, the different deterministic and statistical methods are discussed with respect to their properties and applications. The current paper is focused on scatter compensation algorithms. The multitude of scatter estimation models will be dealt with in a separate paper.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

Advantages of estimating rate corrections during dynamic propagation of spacecraft rates: Applications to real-time attitude determination of SAMPEX

This paper describes real-time attitude determination results for the Solar, Anomalous, and Magnetospheric Particle Explorer (SAMPEX), a gyroless spacecraft, using a Kalman filter/Euler equation approach denoted the real-time sequential filter (RTSF). The RTSF is an extended Kalman filter whose state vector includes the attitude quaternion and corrections to the rates, which are modeled as Markov processes with small time constants. The rate corrections impart a significant robustness to the RTSF against errors in modeling the environmental and control torques, as well as errors in the initial attitude and rates, while maintaining a small state vector. SAMPLEX flight data from various mission phases are used to demonstrate the robustness of the RTSF against a priori attitude and rate errors of up to 90 deg and 0.5 deg/sec, respectively, as well as a sensitivity of 0.0003 deg/sec in estimating rate corrections in torque computations. In contrast, it is shown that the RTSF attitude estimates without the rate corrections can degrade rapidly. RTSF advantages over single-frame attitude determination algorithms are also demonstrated through (1) substantial improvements in attitude solutions during sun-magnetic field coalignment and (2) magnetic-field-only attitude and rate estimation during the spacecraft's sun-acquisition mode. A robust magnetometer-only attitude-and-rate determination method is also developed to provide for the contingency when both sun data as well as a priori knowledge of the spacecraft state are unavailable. This method includes a deterministic algorithm used to initialize the RTSF with coarse estimates of the spacecraft attitude and rates. The combined algorithm has been found effective, yielding accuracies of 1.5 deg in attitude and 0.01 deg/sec in the rates and convergence times as little as 400 sec.

Challa, M. S.↗

Random-Field Estimation For Dynamics Of Robots

Report discusses use of random-field mathematical models as alternatives to deterministic models of classical mechanics to describe dynamics of robot arms. These alternative models used to establish relationship between methods of estimation theory and robot dynamics. Approach yields new class of algorithms performing computations typical of estimation theory to solve such fundamental problems in robotics as forward and inverse dynamics and inverse kinematics.

Rodriguez, Guillermo↗

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗

On least squares collocation

It is shown that the least squares collocation approach to estimating geodetic parameters is identical to conventional minimum variance estimation. Hence, the least squares collocation estimator can be derived either by minimizing the usual least squares quadratic loss function or by computing a conditional expectation by means of the regression equation. When a deterministic functional relationship between the data and the parameters to be estimated is available, one can implement a least squares solution using the functional relation to obtain an equation of condition. It is proved the solution so obtained is identical to what is obtained through least squares collocation. The implications of this equivalance for the estimation of mean gravity anomalies are discussed.

Argentiero, P. D.↗