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At least 163 records · Page 9

Hydrological parameter estimations from a conservative tracer test with variable-density effects at the Boise Hydrogeophysical Research Site

Reliable predictions of groundwater flow and solute transport require an estimation of the detailed distribution of the parameters (e.g., hydraulic conductivity, effective porosity) controlling these processes. However, such parameters are difficult to estimate because of the inaccessibility and complexity of the subsurface. In this regard, developments in parameter estimation techniques and investigations of field experiments are still challenging and necessary to improve our understanding and the prediction of hydrological processes. Here we analyze a conservative tracer test conducted at the Boise Hydrogeophysical Research Site in 2001 in a heterogeneous unconfined fluvial aquifer. Some relevant characteristics of this test include: variable-density (sinking) effects because of the injection concentration of the bromide tracer, the relatively small size of the experiment, and the availability of various sources of geophysical and hydrological information. The information contained in this experiment is evaluated through several parameter estimation approaches, including a grid-search-based strategy, stochastic simulation of hydrological property distributions, and deterministic inversion using regularization and pilot-point techniques. Doing this allows us to investigate hydraulic conductivity and effective porosity distributions and to compare the effects of assumptions from several methods and parameterizations. Our results provide new insights into the understanding of variabledensity transport processes and the hydrological relevance of incorporating various sources of information in parameter estimation approaches. Among others, the variable-density effect and the effective porosity distribution, as well as their coupling with the hydraulic conductivity structure, are seen to be significant in the transport process. The results also show that assumed prior information can strongly influence the estimated distributions of hydrological properties.

54 ENVIRONMENTAL SCIENCES↗

Efficient algorithms for use in probabilistic finite element analysis

This paper investigates the use of Fast Probability Integration (FPI) algorithms in a Finite Element environment. A method allowing the representation of correlated fields in terms of a vector of uncorrelated transformed variables, based on the spectral decomposition of the variance-covariance matrix is developed. The response of the deterministic model corresponding to selected perturbations of these uncorrelated variables is then obtained via a Newton-type iterative scheme. The results of the perturbed problems are used to construct a local representation of the model's behavior in the neighborhood of the deterministic state, which the FPI algorithm will use to estimate the reliability of the system. Although the proposed strategy has thus far only been applied to linear elastostatics, the extension of the method to a broader class of problems appears to be feasible.

Dias, J. B.↗

New time-domain technique for flutter boundary identification

A new methodology for flutter boundary identification in the time domain is presented. This technique is based on a single-input single-output deterministic ARMA model and an on-line parameter estimation procedure. It is capable of simultaneous identification of the aeroelastic modal parameters as well as the static offset term which represents the static deformation or state of the aeroelastic system. The capabilities of the method are illustrated by applying it to several examples, such as: damped free oscillations, a two degree of freedom NACA 64A010 airfoil in transonic flight, and a cantilevered rectangular wing in subsonic flow. Numerical implementations of the new methodology developed in this study demonstrates that it is a cost effective time-domain technique for flutter boundary identification.

Pak, Chan-Gi↗

MODELING THE SUNSPOT NUMBER DISTRIBUTION WITH A FOKKER-PLANCK EQUATION

Sunspot numbers exhibit large short-timescale (daily-monthly) variation in addition to longer-timescale variation due to solar cycles. A formal statistical framework is presented for estimating and forecasting randomness in sunspot numbers on top of deterministic (including chaotic) models for solar cycles. The Fokker-Planck approach formulated assumes a specified long-term or secular variation in sunspot number over an underlying solar cycle via a driver function. The model then describes the observed randomness in sunspot number on top of this driver function. We consider a simple harmonic choice for the driver function, but the approach is general and can easily be extended to include other drivers which account for underlying physical processes and/or empirical features of the sunspot numbers. The framework is consistent during both solar maximum and minimum, and requires no parameter restrictions to ensure non-negative sunspot numbers. Model parameters are estimated using statistically optimal techniques. The model agrees both qualitatively and quantitatively with monthly sunspot data even with the simplistic representation of the periodic solar cycle. This framework should be particularly useful for solar cycle forecasters and is complementary to existing modeling techniques. An analytic approximation for the Fokker-Planck equation is presented, which is analogous to the Euler approximation, which allows for efficient maximum likelihood estimation of large data sets and/or when using difficult to evaluate driver functions.

79 ASTRONOMY AND ASTROPHYSICS↗

Space radiation shielding strategies and requirements for deep space missions

Methods for estimating crew exposure to radiation and for evaluating shield requirements for spacecraft equipment and crew are examined. The development status for deterministic space radiation transport computer codes and models of their nuclear interaction inputs, which are useful for estimating the composition and thickness of shield materials, is discussed. The relation between shield thickness and exposures is studied. Estimates of deep-space shield requirements are proposed. It is noted that an assessment of input parameter uncertainties reveals that a factor of 2 uncertainty in predicted dose equivalent could increase shield thickness by an order of magnitude of more.

Townsend, Lawrence W.↗

Coupling sample paths to the thermodynamic limit in Monte Carlo estimators with applications to gene expression

Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained much more efficiently than those of the exact process. We explore the possibility of coupling sample paths of the exact model to the piecewise deterministic process in order to reduce the variance of their difference. We then apply this coupling to reduce the computational complexity of a Monte Carlo estimator. Motivated by the rigorous results in , we show how this method can be applied to realistic biological models with nontrivial scalings.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead to predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.

97 MATHEMATICS AND COMPUTING↗

Evaluating Safeguards Statistical Assumptions via Stochastic Simulation

Herein, the authors built and tested a stochastic simulation to estimate achieved detection probabilities (DPs) on a stratum basis, over a tailorable range of diverted amounts from 0 to 2 SQ, using typical IAEA inspection data: i.e., SQ in stratum, number of items, number of gross/partial/bias defect measurements conducted, and realistic relative standard deviation (RSD) values for typical IAEA verification measurements. For bulk strata, the model calculates achieved DP at 0.01 SQ diversion increments; for item strata, the model calculates DP using the smallest realistic diversion increment (e.g., a plate, pin, or coupon). After successfully benchmarking against IAEA deterministic models, the simulation was used to test the sensitivity of DP to certain standard assumptions and selected input parameters. First, the equal defect assumption was tested; the results suggest significant complexity in the effectiveness of partial defect measurements. Next, the authors explored the sensitivity of DP to the assumed RSD of attribute tests. Then, the authors compared non-normal models for instrument performance (e.g., logistic, step, or arbitrary functions) to the typical results from a normal distribution (characterized by RSD). This last comparison was supplemented with experimentally derived performance data for an HM-5. The HM-5 was used to make enrichment measurements on both LEU and HEU MTR fuel elements as plates were removed, and the results fit with logistic and step curves and applied in the simulation. These stochastic DP results were compared to DP estimates from a deterministic model assuming a normal curve and typical RSD, yielding insights that could improve effectiveness in the field. These early results illustrate the potential of stochastic models to better understand achieved DP and to improve safeguards effectiveness.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Stochastic Approaches for Calculating and Aggregating Detection Probabilities for Nuclear Material Diversion

The authors built and tested a stochastic simulation to estimate achieved detection probabilities (DPs) on a stratum basis, over a tailorable range of diverted amounts from 0 to 2 significant quantities (SQ), using typical International Atomic Energy Agency (IAEA) inspection data: i.e., SQ in stratum, number of items, number of gross/partial/bias defect measurements conducted, and realistic relative standard deviation (RSD) values for typical IAEA verification measurements. For bulk strata, the model calculates achieved DP at 0.01 SQ diversion increments; for item strata, the model calculates DP using the smallest realistic diversion increment (e.g., a plate, pin, or coupon). After successfully benchmarking against IAEA deterministic models, the simulation was used to test the sensitivity of DP to certain standard assumptions and selected input parameters. First, the equal defect assumption was tested; the results suggest significant complexity in the effectiveness of partial defect measurements. Next, the authors explored the sensitivity of DP to the assumed RSD of attribute tests. Then, the authors compared non-normal models for instrument performance (e.g., logistic, step, or arbitrary functions) to the typical results from a normal distribution (characterized by RSD). This last comparison was supplemented with experimentally derived performance data for an HM-5 gamma spectrometer. The HM-5 was used to make enrichment measurements on both LEU and HEU MTR fuel elements as plates were removed, and the results fit with logistic and step curves and applied in the simulation. These stochastic DP results were compared to DP estimates from a deterministic model assuming a normal curve and typical RSD, yielding insights that could improve effectiveness in the field. These early results illustrate the potential of stochastic models to better understand achieved DP and to improve safeguards effectiveness.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Uncertainty methodology for the strongly coupled physical phenomena associated with annular flow

Best-Estimate plus Uncertainty (BEPU) methods are slowly supplanting the use of deterministic analysis methods for thermal-hydraulic analyses. As the uncertainty methodologies evolve it is expected that, where both experimental techniques allow and data are available, there will be a shift to quantifying the uncertainty in increasingly more fundamental parameters. For example, for annular flow in a three-field analysis environment (vapor, liquid film, droplet), the driving parameters would be: a) film interfacial shear stress, b) droplet drag, c) droplet entrainment rate and d) droplet deposition rate. An improved annular flow modeling package was recently developed and implemented in an in-house version of the COBRA-TF best-estimate subchannel analysis tool (Lane, 2009). Significant improvement was observed in the code-to-data predictions of several steam-water annular flow tests following the implementation of this modeling package; however, to apply this model set in formal BEPU analysis requires uncertainty distributions to be determined. The unique aspect of annular flow, and the topic of the present work, is the strong coupling between the interfacial drag, entrainment and deposition phenomena. Ideally the uncertainty in each phenomenon would be isolated; however, the situation is further complicated by an inability to experimentally isolate and measure the individual rate processes (particularly entrainment rate), which results in available experimental data that are inherently integral in nature. This paper presents a methodology for isolating the individual physical phenomena of interest, to the extent that the currently available experimental data allow, and developing the corresponding uncertainty distributions for annular flow. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A statistical approach to screening isotopic signatures in monitoring for underground nuclear explosions

The ability to differentiate between atmospheric radionuclide signatures from underground nuclear explosions (UNEs) and signals from other sources, such as medical isotope-production facilities and nuclear reactors, can be critical to the detection and monitoring of unannounced, low-yield nuclear events. Signatures having anomalously high amplitudes, compared to background levels, remain the best indicator in screening for a UNE. However, isotopic composition can further validate a suspected UNE signature, but separation from any atmospheric background composition is first necessary. To date, evaluating the challenges of performing this separation has typically involved comparing an observed background with a highly idealized deterministic model of radioxenon signature production by a UNE that does not consider the influence of post-detonation chemical/physical processes in the detonation cavity or the subsequent gas transport mechanisms that can also affect the isotopic composition of the detected gas signature. In addition, purely deterministic models, as previously employed, overlook the uncertainty inherent in estimating critical parameters characterizing the UNE and its detonation environment. In this paper, we create detailed, multi-parameter models of radionuclide evolution using the widely accepted England and Rider post-detonation radionuclide decay-chain network coupled to detailed models simulating physical production and transport processes affecting the gas signature. Because these models are governed by uncertain parameters including barometric fluctuations, realistic ranges of variation for each of the parameters influencing isotopic composition are then defined. A Latin-Hypercube sampling approach is used to obtain a random distribution of isotopic production and gas transport results associated with a given value of each parameter. We apply these results to background histories of two stations, one providing 4-isotope background measurements and the other providing two-isotope measurements associated with the 2013 DPRK announced UNE.

98 NUCLEAR DISARMAMENT, SAFEGUARDS, AND PHYSICAL P↗

Data for Responsiveness of Miscanthus and Switchgrass Yields to Stand Age and Nitrogen Fertilization: A Meta-regression Analysis

The compiled datasets include plot level observations of energy crops (miscanthus and switchgrass) from recent experimental field trials in the US including dry biomass yield, location, state, region, harvest year, growing season degree days (GDD), winter season heating degree days (HDD), growing season cumulative precipitation, annual nitrogen application rate, age of the pant when harvested, National Commodity Crop Productivity Index (NCCPI) values, and cultivar type (switchgrass) from various published and unpublished sources. The stata codes include estimation procedures for four different specifications, i.e., Model A includes deterministic effect without interaction terms; Model B includes deterministic effect with interaction terms (N2, age2, N × age, GDD2, precip2, N × NCCPI); Model C includes deterministic effect with interaction terms, study, and location random effect; Model D includes deterministic effect with interaction terms, harvest year augmented study, and location random effect.

Age↗

A comparison of methods for DPLL loop filter design

Four design methodologies for loop filters for a class of digital phase-locked loops (DPLLs) are presented. The first design maps an optimum analog filter into the digital domain; the second approach designs a filter that minimizes in discrete time weighted combination of the variance of the phase error due to noise and the sum square of the deterministic phase error component; the third method uses Kalman filter estimation theory to design a filter composed of a least squares fading memory estimator and a predictor. The last design relies on classical theory, including rules for the design of compensators. Linear analysis is used throughout the article to compare different designs, and includes stability, steady state performance and transient behavior of the loops. Design methodology is not critical when the loop update rate can be made high relative to loop bandwidth, as the performance approaches that of continuous time. For low update rates, however, the miminization method is significantly superior to the other methods.

Aguirre, S.↗

Investigation of computational and spectral analysis methods for aeroacoustic wave propagation

Most computational fluid dynamics (CFD) schemes are not adequately accurate for solving aeroacoustics problems, which have wave amplitudes several orders of magnitude smaller yet with frequencies larger than the flow field variations generating the sound. Hence, a computational aeroacoustics (CAA) algorithm should have minimal dispersion and dissipation features. A dispersion relation preserving (DRP) scheme is, therefore, applied to solve the linearized Euler equations in order to simulate the propagation of three types of waves, namely: acoustic, vorticity, and entropy waves. The scheme is derived using an optimization procedure to ensure that the numerical derivatives preserve the wave number and angular frequency of the partial differential equations being discretized. Consequently, simulated waves propagate with the correct wave speeds and exhibit their appropriate properties. A set of radiation and outflow boundary conditions, compatible with the DRP scheme and derived from the asymptotic solutions of the governing equations, are also implemented. Numerical simulations are performed to test the effectiveness of the DRP scheme and its boundary conditions. The computed solutions are shown to agree favorably with the exact solutions. The major restriction appears to be that the dispersion relations can be preserved only for waves with wave lengths longer than four or five spacings. The boundary conditions are found to be transparent to the outgoing disturbances. However, when the disturbance source is placed closer to a boundary, small acoustic reflections start appearing. CAA generates enormous amounts of temporal data which needs to be reduced to understand the physical problem being simulated. Spectral analysis is one approach that helps us in extracting information which often can not be easily interpreted in the time domain. Thus, three different methods for the spectral analysis of numerically generated aeroacoustic data are studied. First, the capabilities of two traditional methods for spectral analysis, namely, the Blackman-Tukey method and periodogram method, are compared in estimating the spectra of a simple-periodic process. The periodogram is then applied to analyze transitory-deterministic processes. Finally, these two methods are compared with a more recent method, referred as the Weighted-Overlapped-Segment-Averaging (WOSA) method, in estimating the spectra of a chaotic (random-like) process. From the demonstrative case for the spectral analyses of data generated by simple-periodic process, the periodogram method is found to give a better estimate of the steep-sloped spectra than the Blackman-Tukey method. Also, for this problem, the Hanning window is found to perform better with the periodogram method than with the Blackman-Tukey method. Finally, for the spectral analysis of data generated by the chaotic process, the periodogram method does not perform well, whereas, the WOSA and Blackman-Tukey methods give equivalently good results.

Vanel, Florence O.↗

International Developments on Uncertainties in NPP Decommissioning costs and planned work on Benchmarking at the OECD-NEA - 17074

The ability to decommission NPPs shut down after normal operation has been proven technically. Issues of current concern include the ability to accurately calculate and demonstrate the validity of decommissioning cost estimates, and to control costs during decommissioning. This paper describes recent international developments concerning addressing uncertainties in NPP decommissioning cost estimation, and work currently being planned relating to decommissioning cost benchmarking at the OECD Nuclear Energy Agency. The process of decommissioning cost estimation is evolving, with a general trend towards showing greater levels of detail in the estimate. The International Structure for Decommissioning Costing was published in 2012 and presents a common reporting format for decommissioning costing undertaken on a deterministic basis. However, this does not address probabilistic methods or associated presentation formats for the inclusion of uncertainties in decommissioning estimates. A consistent and comparable treatment of uncertainties in decommissioning cost estimation would further facilitate comparison between different cost estimates and enhance understanding of and confidence in the estimates themselves. There is growing interest in benchmarking decommissioning costs, reflecting a need to better understand the relationships between estimates and actual costs, to give greater confidence that funding will be sufficient, and as a useful tool in project management and enhancing project delivery. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Comparison of dose estimates using the buildup-factor method and a Baryon transport code (BRYNTRN) with Monte Carlo results

Continuing efforts toward validating the buildup factor method and the BRYNTRN code, which use the deterministic approach in solving radiation transport problems and are the candidate engineering tools in space radiation shielding analyses, are presented. A simplified theory of proton buildup factors assuming no neutron coupling is derived to verify a previously chosen form for parameterizing the dose conversion factor that includes the secondary particle buildup effect. Estimates of dose in tissue made by the two deterministic approaches and the Monte Carlo method are intercompared for cases with various thicknesses of shields and various types of proton spectra. The results are found to be in reasonable agreement but with some overestimation by the buildup factor method when the effect of neutron production in the shield is significant. Future improvement to include neutron coupling in the buildup factor theory is suggested to alleviate this shortcoming. Impressive agreement for individual components of doses, such as those from the secondaries and heavy particle recoils, are obtained between BRYNTRN and Monte Carlo results.

Shinn, Judy L.↗