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At least 1,693 records · Page 94

On the Application of Hilbert Spectral Analysis for Climate Studies

The Hilbert spectral analysis (Huang et al, 1998, Proceedings of the Royal Society of London, A 454, pp 903-995) consisted of two steps: First, the data has to be reduced into a finite number of Intrinsic Mode Function by the Empirical Mode Decomposition method, then the resulting Intrinsic Mode Functions are converted to time-frequency-energy distribution through Hilbert transform. In this approach, the Empirical Mode Functions served as the basis functions with which the data is expanded. This basis function is adaptive, and the decomposition is nonlinear. Furthermore, as the Hilbert transform is a singular transform, it retains a high degree of local information. The instantaneous frequency is determined by differentiation of the phase function; therefore, there is no restriction of the 'uncertainty principle' for all the time-frequency analysis resulting from a priori basis approach. With the adaptive basis and the instantaneous frequency, the Hilbert Spectral analysis can represent data from nonlinear and nonstationary processes without resorting to the harmonics. Another advantage of using instantaneous frequency is the ability to find out frequency from limited length of data, which is a critical problem in climate studies. As the processes driving the climate changes could be both nonlinear and nonstationary, the Hilbert Spectral Analysis could be of great use in examining the underlying mechanisms. A preliminary study based on the length of day data will be presented as example for the application of the Hilbert Spectral Analysis for climate study.

Huang, Norden E.↗

Driving mode analysis—How uncertain functional inputs propagate to an output

Abstract Driving mode analysis elucidates how correlated features of uncertain functional inputs jointly propagate to produce uncertainty in the output of a computation. Uncertain input functions are decomposed into three terms: the mean functions, a zero‐mean driving mode, and zero‐mean residual. The random driving mode varies along a single direction, having fixed functional shape and random scale. It is uncorrelated with the residual, and under linear error propagation, it produces an output variance equal to that of the full input uncertainty. Finally, the driving mode best represents how input uncertainties propagate to the output because it minimizes expected squared Mahalanobis distance amongst competitors. These characteristics recommend interpretation of the driving mode as the single‐degree‐of‐freedom component of input uncertainty that drives output uncertainty. We derive the functional driving mode, show its superiority to other seemingly sensible definitions, and demonstrate the utility of driving mode analysis in an application. The application is the simulation of neutron transport in criticality experiments. The uncertain input functions are nuclear data that describe how Pu reacts to bombardment by neutrons. Visualization of the driving mode helps scientists understand what aspects of correlated functional uncertainty have effects that either reinforce or cancel one another in propagating to the output of the simulation.

97 MATHEMATICS AND COMPUTING↗

On the Need to Align Intent and Implementation in Uncertainty Quantification for Machine Learning

Quantifying uncertainties for machine learning (ML) models is a foundational challenge in modern data analysis. This challenge is compounded by at least two key aspects of the field: (a) inconsistent terminology surrounding uncertainty and estimation across disciplines, and (b) the varying technical requirements for establishing trustworthy uncertainties in diverse problem contexts. In this position paper, we aim to clarify the depth of these challenges by identifying these inconsistencies and articulating how different contexts impose distinct epistemic demands. We examine the current landscape of estimation targets (e.g., prediction, inference, simulation-based inference), uncertainty constructs (e.g., frequentist, Bayesian, fiducial), and the approaches used to map between them. Drawing on the literature, we highlight and explain examples of problematic mappings. To help address these issues, we advocate for standards that promote alignment between the \textit{intent} and \textit{implementation} of uncertainty quantification (UQ) approaches. We discuss several axes of trustworthiness that are necessary (if not sufficient) for reliable UQ in ML models, and show how these axes can inform the design and evaluation of uncertainty-aware ML systems. Our practical recommendations focus on scientific ML, offering illustrative cases and use scenarios, particularly in the context of simulation-based inference (SBI).

Trivedi, Shubhendu [MIT] (ORCID:0000000312374301)↗

Measurement of the muon spin precession frequency using the straw tracking detectors at the Fermilab Muon g-2 experiment

The measurement of the anomalous magnetic dipole moment of the muon ($a_{\mu}$) has long stood as an excellent precision test of the Standard Model (SM). The Fermilab Muon g-2 experiment has recently finished data-taking and in July 2023 published its latest determination of $a_\mu$ with a world-leading precision of 0.2\,ppm. In this publication, it surpassed the systematic uncertainty goal defined in the TDR. The analyses of a dataset approximately four times larger than this recent publication is now underway. The principle measurement of the Muon g-2 experiment measures $a_{\mu}$ by taking the ratio of two frequencies; the anomalous precession frequency ($\omega_a$) and the muon-weighted magnetic field of the experiment's storage ring measured from the precession frequency of protons in water using nuclear magnetic resonance (NMR) probes. In all publications to date, $\omega_a$ has been determined using energy deposits in the 24 calorimeters. However, the Fermilab experiment has t wo straw tracker detectors measuring the time and momentum of charged particles which can in principle also be used to to measure $\omega_a$ and such a measurement can provide an invaluable cross-check of the calorimeter result with different, and reduced, systematic uncertainties. This thesis presents the first (blinded) determination of $\omega_a$ using just charged tracks from the straw tracking detectors as opposed to calorimeter energy deposits. This analysis was undertaken using the Run-2/3 dataset which represents approximately 25\% of the final dataset. A total uncertainty of 2.19\,ppm on $\omega_a$ was obtained which is dominated by the statistical uncertainty of 2.16\,ppm. Additionally two new methodologies important to the analysis of the straw tracking data have been developed: one to better determine the track arrival time ($t_0$) and one to determine the level of pileup in the tracking detectors. The new $t_0$ algorithm which incorporates angular information improves t he resolution on the determination of the $t_0$ by a factor of two and results in 19\% more tracks being successfully reconstructed. The data from the trackers is also used to determine the beam profile that weights the magnetic field in the determination of $a_\mu$ and in determining several of the systematic uncertainties in the calorimeter-based $\omega_a$ analysis. A detailed study of the impact of the internal alignment of the tracker, the $t_0$ and pileup on the determination of the beam position was undertaken and propagated through to an uncertainty in the $\omega_a$ determination. These uncertainties were used in the Fermilab Muon g-2 experiment's recent publication in Phys. Rev. Lett.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Mach 10 Stage Separation Analysis for the X43-A

This paper describes the pre-flight stage separation analysis that was conducted in support of the final flight of the X-43A. In that flight, which occurred less than eight months after the successful Mach 7 flight, the X-43A Research Vehicle attained a peak speed of Mach 9.6. Details are provided on how the lessons learned from the Mach 7 flight affected separation modeling and how adjustments were made to account for the increased flight Mach number. Also, the procedure for defining the feedback loop closure and feed-forward parameters employed in the separation control logic are described, and their effect on separation performance is explained. In addition, the range and nominal values of these parameters, which were included in the Mission Data Load, are presented. Once updates were made, the nominal pre-flight trajectory and Monte Carlo statistical results were determined and stress tests were performed to ensure system robustness. During flight the vehicle performed within the uncertainty bounds predicted in the pre-flight analysis and ultimately set the world record for airbreathing powered flight.

Tartabini, Paul V.↗

Advanced probabilistic method of development

Advanced structural reliability methods are utilized on the Probabilistic Structural Analysis Methods (PSAM) project to provide a tool for analysis and design of space propulsion system hardware. The role of the effort at the University of Arizona is to provide reliability technology support to this project. PSAM computer programs will provide a design tool for analyzing uncertainty associated with thermal and mechanical loading, material behavior, geometry, and the analysis methods used. Specifically, reliability methods are employed to perform sensitivity analyses, to establish the distribution of a critical response variable (e.g., stress, deflection), to perform reliability assessment, and ultimately to produce a design which will minimize cost and/or weight. Uncertainties in the design factors of space propulsion hardware are described by probability models constructed using statistical analysis of data. Statistical methods are employed to produce a probability model, i.e., a statistical synthesis or summary of each design variable in a format suitable for reliability analysis and ultimately, design decisions.

Wirsching, P. H.↗

Antiproton bounds on dark matter annihilation from a combined analysis using the DRAGON2 code

Abstract Early studies of the AMS-02 antiproton ratio identified a possible excess over the expected astrophysical background that could be fit by the annihilation of a weakly interacting massive particle (WIMP). However, recent efforts have shown that uncertainties in cosmic-ray propagation, the antiproton production cross-section, and correlated systematic uncertainties in the AMS-02 data, may combine to decrease or eliminate the significance of this feature. We produce an advanced analysis using the DRAGON2 code which, for the first time, simultaneously fits the antiproton ratio along with multiple secondary cosmic-ray flux measurements to constrain astrophysical and nuclear uncertainties. Compared to previous work, our analysis benefits from a combination of: (1) recently released AMS-02 antiproton data, (2) updated nuclear fragmentation cross-section fits, (3) a rigorous Bayesian parameter space scan that constrains cosmic-ray propagation parameters.We find no statistically significant preference for a dark matter signal and set strong constraints on WIMP annihilation tobb̅, ruling out annihilation at the thermal cross-section for dark matter masses below ∼ 200 GeV. We do find a positive residual that is consistent with previous work, and can be explained by a ∼ 70 GeV WIMP annihilating below the thermal cross-section. However, our default analysis finds this excess to have a local significance of only 2.8σ, which is decreased to 1.8σwhen the look-elsewhere effect is taken into account.

Astronomy & Astrophysics↗

End-To-End Uncertainty Quantification with Analytical Derivatives for Design Under Uncertainty

Uncertainty quantification (UQ) is a rapidly growing and evolving discipline, especially within the aerospace community. Performing analysis with UQ can provide decision makers with a wealth of information about a candidate design. However, the value of UQ is fully realized when the information gained during UQ analysis is leveraged in a feedback loop of a design optimization process, often referred to as design under uncertainty. Although design under uncertainty can be a powerful risk mitigation technique, there are a number of roadblocks that prevent its implementation. Two primary factors are computational costs and added complexity of the analysis. High fidelity simulations on the order tens of uncertain variables quickly become computationally infeasible. Also, implementing UQ into an existing multidisciplinary design and optimization (MDO) process often requires extensive knowledge of the UQ methods and careful treatment of the problem formulation. The objective of this work is to address these two primary roadblocks and enable practitioners to efficiently perform design under uncertainty with limited knowledge of the UQ discipline. Methods outlined in this paper demonstrate MDO incorporating UQ into the design process, leveraging an analytic derivative tool chain through the entire optimization. The proposed approach leverages machine learning techniques to generate a differentiable confidence interval output from polynomial chaos models. This technique, coupled with the incorporation of analytical derivatives through the Polynomial Chaos Expansion (PCE) process, eliminates the need to estimate derivatives which are usually obtained from finite difference, complex step, or similar methods. Developing a differentiable confidence interval allows mixed uncertainty problems (both epistemic and aleatory) to be modeled. Without such modeling, these problems cannot accurately predict objective functions containing statistical quantities such as mean and variance. The addition of analytic derivatives to a polynomial chaos-based UQ method decreases the computational costs of performing design under uncertainty by orders of magnitude in comparison with methods such as complex step. The method and codes developed are modular in nature and are a drop-in solution for design under uncertainty within existing MDO problems. A low-fidelity analytical multidisciplinary optimization under uncertainty for a wing design in OpenMDAO is detailed in this paper. This demonstration case will include both objective functions and constraints which are influenced by uncertain parameters.

Ben D Phillips↗

End-To-End Uncertainty Quantification with Analytical Derivatives for Design Under Uncertainty

Uncertainty quantification (UQ) is a rapidly growing and evolving discipline, especially within the aerospace community. Performing analysis with UQ can provide decision makers with a wealth of information about a candidate design. However, the value of UQ is fully realized when the information gained during UQ analysis is leveraged in a feedback loop of a design optimization process, often referred to as design under uncertainty. Although design under uncertainty can be a powerful risk mitigation technique, there are a number of roadblocks that prevent its implementation. Two primary factors are computational costs and added complexity of the analysis. High fidelity simulations on the order tens of uncertain variables quickly become computationally infeasible. Also, implementing UQ into an existing multidisciplinary design and optimization (MDO) process often requires extensive knowledge of the UQ methods and careful treatment of the problem formulation. The objective of this work is to address these two primary roadblocks and enable practitioners to efficiently perform design under uncertainty with limited knowledge of the UQ discipline. Methods outlined in this paper demonstrate MDO incorporating UQ into the design process, leveraging an analytic derivative tool chain through the entire optimization. The proposed approach leverages machine learning techniques to generate a differentiable confidence interval output from polynomial chaos models. This technique, coupled with the incorporation of analytical derivatives through the Polynomial Chaos Expansion (PCE) process, eliminates the need to estimate derivatives which are usually obtained from finite difference, complex step, or similar methods. Developing a differentiable confidence interval allows mixed uncertainty problems (both epistemic and aleatory) to be modeled. Without such modeling, these problems cannot accurately predict objective functions containing statistical quantities such as mean and variance. The addition of analytic derivatives to a polynomial chaos-based UQ method decreases the computational costs of performing design under uncertainty by orders of magnitude in comparison with methods such as complex step. The method and codes developed are modular in nature and are a drop-in solution for design under uncertainty within existing MDO problems. A low-fidelity analytical multidisciplinary optimization under uncertainty for a wing design in OpenMDAO is detailed in this paper. This demonstration case will include both objective functions and constraints which are influenced by uncertain parameters.

Ben Phillips↗

The Pantheon+ Analysis: Forward Modeling the Dust and Intrinsic Color Distributions of Type Ia Supernovae, and Quantifying Their Impact on Cosmological Inferences

Abstract Recent studies have shown that the observed color distributions of Type Ia supernovae (SNe Ia) can be well described by a combination of a dust distribution and an intrinsic color distribution. Using the Pantheon+ sample of 1701 SN Ia, we apply a new forward-modeling fitting method (Dust2Dust) to measure the parent dust and color distributions, including their dependence on host-galaxy mass. At each fit step, the SN Ia selection efficiency is determined from a large simulated sample that is reweighted to reflect the proposed distributions. We use five separate metrics to describe the goodness of fit: distribution of fitted light-curve color c , cosmological residual trends with c , cosmological residual scatter with c , fitted color–luminosity relationship β SALT2 , and intrinsic scatter σ int . We present the results and the uncertainty in 12-dimensional space. Furthermore, we measure that the uncertainty on this modeling propagates to an upper threshold uncertainty in the equation of state of dark energy w of 0.014(1) for the Pantheon+ cosmology analysis and contributes negligible uncertainty to the Hubble constant H 0 . The Dust2Dust code is made publicly available at https://github.com/djbrout/dustdriver .

79 ASTRONOMY AND ASTROPHYSICS↗

Boosting efficiency and reducing graph reliance: Basis adaptation integration in Bayesian multi-fidelity networks

The computational cost of high-fidelity numerical models makes outer-loop analysis, which requires repeated interrogation of the model such as uncertainty quantification, computationally demanding. Multi-fidelity methods, which construct a surrogate model using data from an ensemble of models of varying cost and accuracy, can substantially reduce the cost of outer-loop analysis. However, these methods can be difficult to apply when the model ensemble does not admit a clear hierarchy a priori and the correlations between models are low. Consequently, in this paper, we present a multi-fidelity method that leverages dimension reduction to enhance the correlation between models, thereby reducing the amount of data needed to train a surrogate from an unordered ensemble of models. Our method utilizes basis adaptation to build low-dimensional polynomial chaos expansions of each model and employs Multi-fidelity Networks to encode the relationships among models. We show that the resulting method exhibit two notable advantages over its counterpart: (1) enhanced accuracy (both reduced bias and variance); and (2) reduced dependency on the graph structure encoding relationships among models. We demonstrate the approach on an analytical test problem and a challenging finite element model for a spent nuclear fuel. Our method produces a surrogate model that is significantly more accurate than either a single-fidelity surrogate or a multi-fidelity surrogate constructed without basis adaptation.

42 ENGINEERING↗

Sample shape and boundary dependence of measured transverse thermal properties

In spite of increased interest in thermal Hall measurements for the analysis of insulating quantum materials, there remains large uncertainty in such measurements due to contact misalignment. In this paper, we propose that sample geometry and uncertain boundary conditions provide an additional source of uncertainty in the measurement of $D_{xy}$ or $κ_{xy}$. By running simple simulations in an open source finite-element solver, we demonstrate that measured $D_{xy}$ can be changed by a non-negligible fraction in samples with similar width and length. This geometric corrective factor depends on the distinction between a uniform heat flow and constant temperature boundary couplings to a bath. Sample geometry and boundary conditions can be accounted for through simulation or by using rectangular samples to make thermal Hall measurements more reliable and reproducible. Finally, we detail a contactless optical method for measuring $D_{xy}$ based on an existing photothermal microscope technique. This method is insensitive to the longitudinal diffusivity pollution caused by contact misalignment.

36 MATERIALS SCIENCE↗

Solution of nonlinear finite difference ocean models by optimization methods with sensitivity and observational strategy analysis

The paper studies with finite difference nonlinear circulation models the uncertainties in interesting flow properties, such as western boundary current transport, potential and kinetic energy, owing to the uncertainty in the driving surface boundary condition. The procedure is based upon nonlinear optimization methods. The same calculations permit quantitative study of the importance of new information as a function of type, region of measurement and accuracy, providing a method to study various observing strategies. Uncertainty in a model parameter, the bottom friction coefficient, is studied in conjunction with uncertain measurements. The model is free to adjust the bottom friction coefficient such that an objective function is minimized while fitting a set of data to within prescribed bounds. The relative importance of the accuracy of the knowledge about the friction coefficient with respect to various kinds of observations is then quantified, and the possible range of the friction coefficients is calculated.

Schroeter, Jens↗

SCALE 6.3 Validation: Reactor Physics

This study was performed to validate the SCALE/Polaris v6.3.0–PARCS v3.4.2 code procedure with the ENDF/B-VII.1 AMPX 56-group library for light-water reactor analysis by comparing the simulated results with the measured data for critical experiments and operating light-water reactors. Uncertainties of the SCALE/Polaris–PARCS code procedure for light-water reactor physics analysis were evaluated in the validation for key nuclear parameters such as reactivity, control bank work, temperature coefficients, and pin and assembly power peaking factors. In addition, the SCALE/TRITON v6.3.1 procedure with the ENDF/B-VII.1 and VIII.0 252-group and continuous-energy cross sections was validated for non-lightwater reactors including the HTR-10 reactor, the High-Temperature Test Reactor, the Molten Salt Reactor Experiment, and the Experimental Breeder Reactor II.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Efficient Distance-based Global Sensitivity Analysis for Terrestrial Ecosystem Modeling

Sensitivity analysis in terrestrial ecosystem modeling is important for understanding controlling processes, guiding model development, and targeting new observations to reduce parameter and prediction uncertainty. Complex and computationally expensive terrestrial ecosystem models (TEM) limit the number of ensemble simulations, requiring sophisticated and efficient methods to analyze sensitivities of multiple model responses to different types of parameter uncertainties. In this study, we propose a distance-based global sensitivity analysis (DGSA) method. DGSA first classifies model response samples into a small set of discrete classes and then calculates the distance between parameter frequency distributions in different classes to measure the parameter sensitivity. The principle is that, if the parameter distribution is the same in each class, then the model response is insensitive to the parameter, while a large difference in the distributions indicates the parameter is influential to the response. Built on this idea, DGSA can be applied to analyze sensitivity of a single and a group of responses to different kinds of parameter uncertainties including continuous, discrete and even stochastic. Besides the main-effect sensitivity from a single parameter, DGSA can also quantify the sensitivity from parameter interactions. Additionally, DGSA is computationally efficient which can use a small number of model evaluations to obtain an accurate and statistically significant result. We applied DGSA to two TEMs, one having eight parameters and three kinds of model responses, and the other having 47 parameters and a long-period response. We demonstrated that DGSA can be used for sensitivity problems with multiple responses and high-dimensional parameters efficiently.

Lu, Dan↗

A probabilistic creep model incorporating test condition, initial damage, and material property uncertainty

Uncertainty is prevalent in the creep resistance of alloys, where at elevated temperature and low pressure, rupture can range across logarithmic decades. In this study, a probabilistic continuum-damage-mechanics (CDM)-based model is derived to capture the uncertainty of creep resistance. To meet this objective, creep data for alloy 304 Stainless Steel is gathered. A constitutive model, “Sinh”, is calibrated deterministically to determine the statistical variability of the material properties. Three sources of uncertainty are injected into the model: test condition (stress and temperature), initial damage, and material properties. Probabilistic simulations are carried out by (a) calibrating probability distribution functions (pdfs) for each source of uncertainty (b) randomly sampling the pdfs using Monte Carlo methods and (c) executing simulations to replicate the uncertain creep behavior. A sensitivity analysis is performed to evaluate the relative effect of each source of uncertainty. In full probabilistic simulations, the cumulative uncertainty of creep behavior is evaluated. The probabilistic model accurately predicts the creep deformation and rupture of the available experiments. The probabilistic model is validated for interpolation but lacks extrapolation ability. Several future works are proposed to further improve the model.

36 MATERIALS SCIENCE↗

Future Wind Energy Resources and Cost Uncertainties Across the United States

This dataset contains results estimating projections of change of annual capacity factors and levelized cost of energy for several turbine technologies in the 2024 Annual Technology Baseline (ATB). Projections of change are based on downscaled earth system model (ESM) data from Sup3rCC. There has been evidence of reductions in average wind speeds over land in North America since the 1980s, and several models project that average wind speeds will continue to decrease. Concurrently, the cost of wind energy systems in the United States has been decreasing since around 2010, a trend also projected to continue. There is considerable uncertainty in these future projections, with quantitative estimates of future wind resource and system costs varying widely. To study this, we run land-based wind energy models with a range of possible future system costs, turbine designs, and meteorological inputs from multiple downscaled earth system models over the contiguous United States to estimate critical system performance metrics such as annual energy production (AEP) and levelized cost of energy. Where multiple earth system models agree, changes in mean AEP from the time period 2000-2019 to 2040-2059 can be as high as +10% in South Texas or as low as -20% in Iowa. Several additional states in the Midwest that currently have considerable wind generation capacity show the possibility of substantial decreases in AEP by mid-century. Larger turbines and moderate reductions in system costs can offset even the largest projected decreases in wind resource, but much uncertainty remains in the extent to which wind resources will actually change into the future and to what extent wind energy systems can drive down future costs. An analysis of variance shows, in several states in the Midwest, the uncertainty in future wind resource can be almost as important for future changes in the cost of wind energy as the uncertainty in future system costs.

17 WIND ENERGY↗

Variational Coupled Loads Analysis using the Hybrid Parametric Variation Method

Time-domain coupled loads analysis (CLA)is used to determine the response of a launch vehicle and payload system to transient forces, such as liftoff, engine ignitions and shutdowns, jettison events, and atmospheric flight loads, such as buffet. CLA, using Hurty/Craig-Bampton (HCB)component models, is the accepted method for the establishment of design-level loads for launch systems. However, uncertainty in the component models flows into uncertainty in predicted system results. Uncertainty in the structural responses during launch is a significant concern because small variations in launch vehicle and payload mode shapes and their interactions can result in significant variations in system loads. Uncertainty quantification (UQ)is used to determine statistical bounds on prediction accuracy based on model uncertainty. In this paper uncertainty is treated at the HCB component-model level. In an effort to account for model uncertainties and statistically bound their effect on CLA predictions, this work combines CLA with UQ in a process termed variational coupled loads analysis (VCLA). The modeling of uncertainty using a parametric approach, in which input parameters are represented by random variables, is common, but its major drawback is the resulting uncertainty is limited to the form of the nominal model. Uncertainty in model form is one of the biggest contributors to uncertainty in complex built-up structures. Model-form uncertainty can be represented using a nonparametric approach based on random matrix theory (RMT). In this work, UQ is performed using the hybrid parametric variation (HPV)method, which combines parametric with nonparametric uncertainty at the HCB component model level. The HPV method requires the selection of dispersion values for the HCB fixed-interface (FI)eigenvalues, and the HCB mass and stiffness matrices. The dispersions are based upon component test-analysis modal correlation results. During VCLA, random component models are assembled into an ensemble of random systems using a Monte Carlo (MC)approach. CLA is applied to each of the ensemble members to produce an ensemble of system-level responses for statistical analysis. The proposed methodology is demonstrated through its application to a buffet loads analysis of NASA’s Space Launch System (SLS)during the transonic regime fifty seconds after liftoff. Core stage (CS)section shears and moments are recovered, and statistics are computed.

Uncertainty Quantification↗