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This paper discusses a statistical anomaly-detection method for model-independent searches for new physics in collision events produced at the Large Hadron Collider (LHC). The method requires calculations of Z-scores for a large number of Lorenz-invariant variables to identify events that deviate from those expected for the Standard Model (SM).
This dissertation presents a systems-level approach to multi-scale structural health monitoring (SHM) with specific focus on wind turbine rotor blades, combining innovative sensing platforms for incipient damage detection with state estimation for structural performance assessment. The practical implementation of this approach rests in three areas: hardware development and deployment for embedded data acquisition; demonstration of incipient damage detection using embedded systems for active-sensing SHM, including an in depth assessment of sensor diagnostics; and development of a nonlinear observer for state and loads estimation applied to a geometrically nonlinear beam model. Structural Health Monitoring is generally defined as the development of an in-situ damage assessment capability, and when combined predictive loading and failure models, enables risk-informed models for decision-making. These decision models require contributions from a wide variety of technology areas. Sensing systems (in many cases, capable of providing multiple data types) must be developed specifically to provide the data necessary for structural damage detection and performance assessment. A means of sensor diagnostics is necessary to provide confidence in the recorded data. Statistical modeling and classification feed the development of optimal detectors necessary to ascertain the presence, location, and severity of damage. Methods of state estimation are needed to map kinematic measurements to physical performance metrics. A probabilistic representation of future loads applied to a structural model enables an assessment of the structure’s future performance. Finally, a cost model is combined with a probabilistic risk assessment, given the detectors’ output and the structure’s estimated future performance, to render the risk-minimizing decision. This dissertation presents key contributions among the underpinnings of this ultimate decision model: (1) embedded sensor development and deployment; (2) sensor diagnostics for active-sensing methods; (3) an assessment of incipient damage detection performance for large-scale composite structures; and (4) the development and application of a state observer, demonstrated in the specific case of a geometrically nonlinear beam model.
This report discusses selected methods, formulas, and inputs needed to make characterization and clearance decisions for Bacillus anthracis-contaminated and uncontaminated (or decontaminated) areas using a statistical sampling approach.
The charter for adversarial delay is to hinder access to critical resources through the use of physical systems increasing an adversary s task time. The traditional method for characterizing access delay has been a simple model focused on accumulating times required to complete each task with little regard to uncertainty, complexity, or decreased efficiency associated with multiple sequential tasks or stress. The delay associated with any given barrier or path is further discounted to worst-case, and often unrealistic, times based on a high-level adversary, resulting in a highly conservative calculation of total delay. This leads to delay systems that require significant funding and personnel resources in order to defend against the assumed threat, which for many sites and applications becomes cost prohibitive. A new methodology has been developed that considers the uncertainties inherent in the problem to develop a realistic timeline distribution for a given adversary path. This new methodology incorporates advanced Bayesian statistical theory and methodologies, taking into account small sample size, expert judgment, human factors and threat uncertainty. The result is an algorithm that can calculate a probability distribution function of delay times directly related to system risk. Through further analysis, the access delay analyst or end user can use the results in making informed decisions while weighing benefits against risks, ultimately resulting in greater system effectiveness with lower cost.
Progress toward predictions of the statistics of particle time-temperature histories is presented. These predictions are to be made using Lagrangian particle models within the one-dimensional turbulence (ODT) model. In the present reporting period we have further characterized the performance, behavior and capabilities of the particle dispersion models that were added to the ODT model in the first period. We have also extended the capabilities in two manners. First we provide alternate implementations of the particle transport process within ODT; within this context the original implementation is referred to as the type-I and the new implementations are referred to as the type-C and type-IC interactions. Second we have developed and implemented models for two-way coupling between the particle and fluid phase. This allows us to predict the reduced rate of turbulent mixing associated with particle dissipation of energy and similar phenomena. Work in characterizing these capabilities has taken place in homogeneous decaying turbulence, in free shear layers, in jets and in channel flow with walls, and selected results are presented.
High-purity graphite is the core structural material of choice in the Very High Temperature Reactor (VHTR), a graphite-moderated, helium-cooled design that is capable of producing process heat for power generation and for industrial process that require temperatures higher than the outlet temperatures of present nuclear reactors. The Baseline Graphite Characterization Program is endeavoring to minimize the conservative estimates of as-manufactured mechanical and physical properties by providing comprehensive data that captures the level of variation in measured values. In addition to providing a comprehensive comparison between these values in different nuclear grades, the program is also carefully tracking individual specimen source, position, and orientation information in order to provide comparisons and variations between different lots, different billets, and different positions from within a single billet. This report is a preliminary comparison between the two grades of graphite that were initially favored in the two main VHTR designs. NBG-18, a medium-grain pitch coke graphite from SGL formed via vibration molding, was the favored structural material in the pebble-bed configuration, while PCEA, a smaller grain, petroleum coke, extruded graphite from GrafTech was favored for the prismatic configuration. An analysis of the comparison between these two grades will include not only the differences in fundamental and statistically-significant individual strength levels, but also the differences in variability in properties within each of the grades that will ultimately provide the basis for the prediction of in-service performance. The comparative performance of the different types of nuclear grade graphites will continue to evolve as thousands more specimens are fully characterized from the numerous grades of graphite being evaluated.
Savannah River Remediation (SRR) is preparing Tank 12 for removal from service and has issued a scope of work to the Savannah River National Laboratory (SRNL) under a Task Technical Request (TTR) G-TTR-H-00007 (Savannah River Remediation, 2014) to provide statistical support for the Sample Location Determination Report (SLDR) and the Tank-Specific Sampling and Analysis Plan (TSAP). In response SRNL has issued a Task Technical and Quality Assurance Plan (TTQAP) (Shine, 2014) outlining the strategy for assessing sampling options.
Limited placement of real-time monitoring devices in the distribution grid, recent trends notwithstanding, has prevented the easy implementation of demand-response and other smart grid applications. Part I of this paper discusses the problem of learning the operational structure of the grid from nodal voltage measurements. In this work (Part II), the learning of the operational radial structure is coupled with the problem of estimating nodal consumption statistics and inferring the line parameters in the grid. Based on a Linear-Coupled(LC) approximation of AC power flows equations, polynomial time algorithms are designed to identify the structure and estimate nodal load characteristics and/or line parameters in the grid using the available nodal voltage measurements. Then the structure learning algorithm is extended to cases with missing data, where available observations are limited to a fraction of the grid nodes. The efficacy of the presented algorithms are demonstrated through simulations on several distribution test cases.
Traditionally power distribution networks are either not observable or only partially observable. This complicates development and implementation of new smart grid technologies, such as those related to demand response, outage detection and management, and improved load-monitoring. In this two part paper, inspired by proliferation of the metering technology, we discuss estimation problems in structurally loopy but operationally radial distribution grids from measurements, e.g. voltage data, which are either already available or can be made available with a relatively minor investment. In Part I, the objective is to learn the operational layout of the grid. Part II of this paper presents algorithms that estimate load statistics or line parameters in addition to learning the grid structure. Further, Part II discusses the problem of structure estimation for systems with incomplete measurement sets. Our newly suggested algorithms apply to a wide range of realistic scenarios. The algorithms are also computationally efficient – polynomial in time– which is proven theoretically and illustrated computationally on a number of test cases. The technique developed can be applied to detect line failures in real time as well as to understand the scope of possible adversarial attacks on the grid.
Highly accelerated life testing has been heavily promoted at Sandia (and elsewhere) as a means to rapidly identify product weaknesses caused by flaws in the product's design or manufacturing process. During product development, a small number of units are forced to fail at high stress. The failed units are then examined to determine the root causes of failure. The identification of the root causes of product failures exposed by highly accelerated life testing can instigate changes to the product's design and/or manufacturing process that result in a product with increased reliability. It is widely viewed that this qualitative use of highly accelerated life testing (often associated with the acronym HALT) can be useful. However, highly accelerated life testing has also been proposed as a quantitative means for "demonstrating" the reliability of a product where unreliability is associated with loss of margin via an identified and dominating failure mechanism. It is assumed that the dominant failure mechanism can be accelerated by changing the level of a stress factor that is assumed to be related to the dominant failure mode. In extreme cases, a minimal number of units (often from a pre-production lot) are subjected to a single highly accelerated stress relative to normal use. If no (or, sufficiently few) units fail at this high stress level, some might claim that a certain level of reliability has been demonstrated (relative to normal use conditions). Underlying this claim are assumptions regarding the level of knowledge associated with the relationship between the stress level and the probability of failure. The primary purpose of this document is to discuss (from a statistical perspective) the efficacy of using accelerated life testing protocols (and, in particular, "highly accelerated" protocols) to make quantitative inferences concerning the performance of a product (e.g., reliability) when in fact there is lack-of-knowledge and uncertainty concerning the assumed relationship between the stress level and performance. In addition, this document contains recommendations for conducting more informative accelerated tests.
This document summarizes the results of a series of computer simulations to attempt to identify the statistics of the autocorrelation function, and implications for decay ratio estimation.
The purpose of this document is to describe the statistical modeling effort for gas concentrations in WIPP storage containers. The concentration (in ppm) of CO 2 in the headspace volume of standard waste box (SWB) 68685 is shown. A Bayesian approach and an adaptive Metropolis-Hastings algorithm were used.
Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesian inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.
This document presents current technical progress and dissemination of results for the Mathematics for Analysis of Petascale Data (MAPD) project titled "Topology for Statistical Modeling of Petascale Data", funded by the Office of Science Advanced Scientific Computing Research (ASCR) Applied Math program.
A typical goal for any detector testing program is to ascertain not only the performance of the detector systems under test, but also the confidence that systems accepted using that testing program’s acceptance criteria will exceed a minimum acceptable performance (which is usually expressed as the minimum acceptable success probability, p). A similar problem often arises in statistics, where we would like to ascertain the fraction, p, of a population of items that possess a property that may take one of two possible values. Typically, the problem is approached by drawing a fixed sample of size n, with the number of items out of n that possess the desired property, x, being termed successes. The sample mean gives an estimate of the population mean p ≈ x/n, although usually it is desirable to accompany such an estimate with a statement concerning the range within which p may fall and the confidence associated with that range. Procedures for establishing such ranges and confidence limits are described in detail by Clopper, Brown, and Agresti for two-sided symmetric confidence intervals.
This is a multi-institutional, collaborative project using a three-tier modeling approach to bridge field observations and global cloud-permitting models, with emphases on cloud population structural evolution through various large-scale environments. Our contribution was in data analysis for the generation of high value cloud and precipitation products and derive cloud statistics for model validation. There are two areas in data analysis that we contributed: the development of a synergistic cloud and precipitation cloud classification that identify different cloud (e.g. shallow cumulus, cirrus) and precipitation types (shallow, deep, convective, stratiform) using profiling ARM observations and the development of a quantitative precipitation rate retrieval algorithm using profiling ARM observations. Similar efforts have been developed in the past for precipitation (weather radars), but not for the millimeter-wavelength (cloud) radar deployed at the ARM sites.
This document outlines a statistical framework for establishing a shelf-life program for components whose performance is measured by the value of a continuous variable such as voltage or function time. The approach applies to both single measurement devices and repeated measurement devices, although additional process control charts may be useful in the case of repeated measurements. The approach is to choose a sample size that protects the margin associated with a particular variable over the life of the component. Deviations from expected performance of the measured variable are detected prior to the complete loss of margin. This ensures the reliability of the component over its lifetime.
The STAT code was written to automate many of the steady-state thermal hydraulic safety calculations for the MIT research reactor, both for conversion of the reactor from high enrichment uranium fuel to low enrichment uranium fuel and for future fuel re-loads after the conversion. A Monte-Carlo statistical propagation approach is used to treat uncertainties in important parameters in the analysis. These safety calculations are ultimately intended to protect against high fuel plate temperatures due to critical heat flux or departure from nucleate boiling or onset of flow instability; but additional margin is obtained by basing the limiting safety settings on avoiding onset of nucleate boiling. STAT7 can simultaneously analyze all of the axial nodes of all of the fuel plates and all of the coolant channels for one stripe of a fuel element. The stripes run the length of the fuel, from the bottom to the top. Power splits are calculated for each axial node of each plate to determine how much of the power goes out each face of the plate. By running STAT7 multiple times, full core analysis has been performed by analyzing the margin to ONB for each axial node of each stripe of each plate of each element in the core.