Search NASA⌕ Search

SEARCH · Search NASA

Results for “variance”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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

At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
DOE OSTI2019

Adaptive Reweighted Variance Estimation for Monte Carlo Eigenvalue Simulations

Monte Carlo (MC) simulation is used to solve the eigenvalue form of the Boltzmann transport equation to estimate various parameters such as fuel pin flux distributions that are crucial for the safe and efficient operation of nuclear systems (e.g., a nuclear reactor). Monte Carlo eigenvalue simulation uses a sample mean over many stationary cycles (iterations) to estimate various parameters important to nuclear systems. A variance estimate of the sample mean is often used for calculating the confidence intervals. However, MC eigenvalue simulation variance estimators that ignore the intercycle correlation underestimate the true variance of the estimated quantity. This paper presents novel data-adaptive approaches based on a simple autoregressive (AR) model and sigmoid functions to improve MC variance estimation. The standard MC sample-based variance estimator (or naïve estimator) and the spectral density–based MC variance estimator are enhanced by adding data-adaptive components that reduce their bias and improve performance. By investigating the frequency pattern of the AR(1) (order 1) model, two adaptive spectral estimators and one adaptive naïve estimator are proposed. The proposed estimators manifest superior performance when applied to three test problems compared to the standard spectral density–based estimator previously introduced by the authors. In conclusion, these new estimators are straightforward, as they use online algorithms and do not require storage of tallies from all active cycles.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2012

THE COLUMN DENSITY VARIANCE IN TURBULENT INTERSTELLAR MEDIA: A FRACTAL MODEL APPROACH

Fractional Brownian motion structures are used to investigate the dependency of column density variance ({sigma}{sup 2}{sub lnN}) in the turbulent interstellar medium on the variance of three-dimensional density ({sigma}{sup 2}{sub ln{rho}}) and the power-law slope of the density power spectrum. We provide quantitative expressions to infer the three-dimensional density variance, which is not directly observable, from the observable column density variance and spectral slope. We also investigate the relationship between the column density variance and sonic Mach number (M{sub s}) in the hydrodynamic (HD) regime by assuming the spectral slope and density variance to be functions of sonic Mach number, as obtained from the HD turbulence simulations. They are related by the expression {sigma}{sup 2}{sub lnN} = A{sigma}{sub ln{rho}} {sup 2} = Aln (1 + b {sup 2} M{sup 2}{sub s}), suggested by Burkhart and Lazarian for the magnetohydrodynamic case. The proportional constant A varies from Almost-Equal-To 0.2 to Almost-Equal-To 0.4 in the HD regime as the turbulence forcing parameter b increases from 1/3 (purely solenoidal forcing) to 1 (purely compressive forcing). It is also discussed that the parameter A is lowered in the presence of a magnetic field.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2014

Analytic variance estimates of Swank and Fano factors

Purpose: Variance estimates for detector energy resolution metrics can be used as stopping criteria in Monte Carlo simulations for the purpose of ensuring a small uncertainty of those metrics and for the design of variance reduction techniques. Methods: The authors derive an estimate for the variance of two energy resolution metrics, the Swank factor and the Fano factor, in terms of statistical moments that can be accumulated without significant computational overhead. The authors examine the accuracy of these two estimators and demonstrate how the estimates of the coefficient of variation of the Swank and Fano factors behave with data from a Monte Carlo simulation of an indirect x-ray imaging detector. Results: The authors' analyses suggest that the accuracy of their variance estimators is appropriate for estimating the actual variances of the Swank and Fano factors for a variety of distributions of detector outputs. Conclusions: The variance estimators derived in this work provide a computationally convenient way to estimate the error or coefficient of variation of the Swank and Fano factors during Monte Carlo simulations of radiation imaging systems.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
NASA NTRS1982

The latitude dependence of the variance of zonally averaged quantities

Geometric characteristics of the spherical earth are shown to be responsible for the increase of variance with latitude of zonally averaged meteorological statistics. An analytic model is constructed to display the effect of a spherical geometry on zonal averages, employing a sphere labeled with radial unit vectors in a real, stochastic field expanded in complex spherical harmonics. The variance of a zonally averaged field is found to be expressible in terms of the spectrum of the vector field of the spherical harmonics. A maximum variance is then located at the poles, and the ratio of the variance to the zonally averaged grid-point variance, weighted by the cosine of the latitude, yields the zonal correlation typical of the latitude. An example is provided for the 500 mb level in the Northern Hemisphere compared to 15 years of data. Variance is determined to increase north of 60 deg latitude.

North, G. R.↗
NASA NTRS1998

Stratospheric Assimilation of Chemical Tracer Observations Using a Kalman Filter: Chi-Square Validated Results and Analysis of Variance and Correlation Dynamics - Pt. 2

A Kalman filter system designed for the assimilation of limb-sounding observations of stratospheric chemical tracers, which has four tunable covariance parameters, was developed in Part I (Menard et al. 1998) The assimilation results of CH4 observations from the Cryogenic Limb Array Etalon Sounder instrument (CLAES) and the Halogen Observation Experiment instrument (HALOE) on board of the Upper Atmosphere Research Satellite are described in this paper. A robust (chi)(sup 2) criterion, which provides a statistical validation of the forecast and observational error covariances, was used to estimate the tunable variance parameters of the system. In particular, an estimate of the model error variance was obtained. The effect of model error on the forecast error variance became critical after only three days of assimilation of CLAES observations, although it took 14 days of forecast to double the initial error variance. We further found that the model error due to numerical discretization as arising in the standard Kalman filter algorithm, is comparable in size to the physical model error due to wind and transport modeling errors together. Separate assimilations of CLAES and HALOE observations were compared to validate the state estimate away from the observed locations. A wave-breaking event that took place several thousands of kilometers away from the HALOE observation locations was well captured by the Kalman filter due to highly anisotropic forecast error correlations. The forecast error correlation in the assimilation of the CLAES observations was found to have a structure similar to that in pure forecast mode except for smaller length scales. Finally, we have conducted an analysis of the variance and correlation dynamics to determine their relative importance in chemical tracer assimilation problems. Results show that the optimality of a tracer assimilation system depends, for the most part, on having flow-dependent error correlation rather than on evolving the error variance.

Menard, Richard↗
NASA NTRS2006

The Variance of Solar Wind Magnetic Fluctuations: Solutions and Further Puzzles

We study the dependence of the variance directions of the magnetic field in the solar wind as a function of scale, radial distance, and Alfvenicity. The study resolves the question of why different studies have arrived at widely differing values for the maximum to minimum power (approximately equal to 3:1 up to approximately equal to 20:1). This is due to the decreasing anisotropy with increasing time interval chosen for the variance, and is a direct result of the "spherical polarization" of the waves which follows from the near constancy of |B|. The reason for the magnitude preserving evolution is still unresolved. Moreover, while the long-known tendency for the minimum variance to lie along the mean field also follows from this view (as shown by Barnes many years ago), there is no theory for why the minimum variance follows the field direction as the Parker angle changes. We show that this turning is quite generally true in Alfvenic regions over a wide range of heliocentric distances. The fact that nonAlfvenic regions, while still showing strong power anisotropies, tend to have a much broader range of angles between the minimum variance and the mean field makes it unlikely that the cause of the variance turning is to be found in a turbulence mechanism. There are no obvious alternative mechanisms, leaving us with another intriguing puzzle.

Roberts, D. A.↗
NASA NTRS2010

Integrating Variances into an Analytical Database

For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.

Sanchez, Carlos↗
NASA NTRSDate not supplied

Variance Decomposition of MEDLI2 Reconstructed Heating Using Neural Networks

The Mars Entry, Descent, and Landing Instrumentation (MEDLI2) sensor suite collected data during entry of the Mars 2020 Perseverance rover into Mars’ atmosphere. This suite included a network of MEDLI2 Instrumented Sensor Plugs (MISPs). Each MISP was comprised of a cylinder made of Thermal Protection System (TPS) material with 1-3 embedded thermocouples (TCs), and it was flush mounted into the heatshield or backshell. Data from these in-depth TCs were used to reconstruct the aeroheating environment of the vehicle throughout entry. Surface heating was posed as an inverse problem, with the goal of estimating the surface heating by minimizing an objective function of the difference between MISP temperature measurements during flight and the temperature predictions derived from the Fully Implicit Ablation and Thermal response (FIAT) program. Given an aerothermal environment, FIAT calculates the material response and provides in-depth temperatures throughout the TPS material. To achieve the reverse, an internal tool called FIAT_Opt runs through multiple different environments until the output temperature at the TC depth closely matches the flight data. 95% confidence intervals on the reconstructed surface heating were obtained using Monte Carlo analysis, in which uncertainties in the thermocouple depth and the TPS material properties (e.g., density, thermal conductivity, heat capacity, emissivity) based on flight-lot material testing were included. A variance decomposition method using Sobol indices was employed to assess the sensitivity of the reconstructed peak heating to the TC placement and material property uncertainties. Variance decomposition was found to require tens of thousands of FIAT_Opt runs in order for the Sobol indices to converge. With a single FIAT_Opt run taking on the order of 40 minutes, the required number of computations would take months to complete, even if using multiple CPUs. To mitigate this problem, three machine learning models (ridge regression with cross-validation, random forest regression, and a deep neural network) were trained and tested using the 2000 Monte Carlo runs that were already completed. A subset of 1600 runs were used to train the model (i.e., training set), while the remaining 400 runs were used as the test set. The predictions from the deep neural network (DNN) on the test set showed nearly perfect agreement to the actual values computed with FIAT_Opt (R2 > 0.99). Using the DNN as a surrogate model, the variance decomposition using 50,000 runs was completed within minutes. The resulting Sobol indices showed that the reconstructed peak surface heating was most sensitive to the uncertainties in the thermal conductivity (ST = 0.37) and heat capacity (ST = 0.26). This method can be leveraged to provide requirements for material property measurements needed to improve the accuracy of surface heating prediction and ultimately lead to the reduction of design margins in the future. This presentation will include background on the MEDLI2 suite; the method used for inverse heating estimation; the way that material property uncertainties were accounted for using Monte Carlo analysis; a brief background on variance decomposition; the motivation for using machine learning in this context; how a neural network was trained on the data to enable variance decomposition in a fraction of the time; and the variance decomposition results for one of the MISPs.

Hannah Alpert↗
DOE OSTI2023

Unbalanced Nested Random Effects Estimation of Variance Components

To investigate the contributing factors of variance in the measurement of an iodine 127 (127I) sample, we implement a nested random effects analysis of variance (ANOVA). Historically, the reported uncertainty on a measurement of 127I has been obtained by methods of forward uncertainty propagation because there is typically only one replicate of a given sample for which to estimate the uncertainty. When samples are processed there are several types of quality control (QC) standards analyzed along-side the unknown samples with two to five replicates for each. Assuming the variance observed in these replicate QC standards is representative of that of the unknown samples, we use these data in a nested random effects ANOVA to estimate the total uncertainty of a measurement. We demonstrate this approach with two sets of measurements from Idaho National Laboratory and compare the results with the forward uncertainty propagation approach. Variance component estimates for the coarsest level of the nesting structure were most imprecise because replicates were most limited at these levels. We find that the results largely agree between forward propagation and ANOVA, and the greatest contributors of variance are due to instrument variation and chemical processing, with human processing being among the smallest contributors. This analysis provides reassurance that the reported uncertainties using forward propagation are reasonable and the process is well controlled. We propose a future designed experiment to increase replicates at the coarsest level of the hierarchy to improve estimates of these variance components.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2017

Variance Estimation in Monte Carlo Eigenvalue Simulations Using Spectral Analysis Method

The Monte Carlo (MC) method is the 'gold standard' for performing nuclear reactor calculations and criticality safety analyses because of its ability to handle complex geometries and physics. Reactor and criticality safety analyses require solving eigenvalue problems in complex nuclear systems. Once a stationary fission source distribution is obtained in MC simulations, the sample mean of many stationary cycles is calculated. The MC simulation sample mean is typically referred to as a tally. Variance, or standard deviation, of the sample mean/tally is needed to indicate the level of statistical uncertainty in the simulation and to understand the convergence of the sample mean. Current MC codes typically use sample variance to estimate the statistical uncertainty of the simulation and assume that the MC stationary cycles are independent. However, it is known that cycles are correlated, and estimators of the variance that ignore these correlations systematically underestimate the variance. In this paper, we propose a novel method in the Fourier frequency domain to estimate the variance of the sample mean in MC eigenvalue calculations. Results indicate that the proposed estimator can be unbiased compared to the real variance. The proposed estimator requires minimal additional computing effort.

42 ENGINEERING↗
DOE OSTI2026

A Proof of the Asymptotic Variance of Path Length Estimators for Single-Collision Monte Carlo Source Iteration in the Thick Diffusion Limit

Here, we prove a theorem relating the variance of path length estimators for single-collision Monte Carlo source iteration to a parameter that becomes infinitesimally small in an important physical regime arising in radiative transfer. In our usage, “single-collision Monte Carlo source iteration” refers to Monte Carlo Boltzmann transport methods in which each Monte Carlo particle history includes no more than a single collision, and the physics of multiple scattering is modeled by lagging the scattering source term and iterating until this term converges. Our theorem can be used to construct variance reduction techniques which improve the order of the estimator variance. This enables calculations that would otherwise require impractically large sample sizes to achieve practical estimator uncertainties. We believe this is the first postulation of a theorem relating estimator variance to a limiting case parameter for single-collision Monte Carlo source iteration, and the first proof of such a theorem. We illustrate the theorem’s value with an example in which the authors of a transport method used the theorem to design a variance reduction technique that improved the uncertainty of their solution by a factor of about 500 for a proxy problem from radiative transfer that contains both optically-thick and optically-thin material.

Mathematics and Computing↗
DOE OSTI2021

Proof that Combining the Forced-collision and DXTRAN Monte Carlo Variance-reduction Techniques is Fair

This report provides mathematical proof that the MCNP DXTRAN (also known in other codes as forced-flight) and forced-collision variance-reduction techniques do not bias the expected value of Monte Carlo simulation estimates when combined. Proof is also provided that the techniques are unbiased when used independently. To prove that the techniques are unbiased, this report derives the first History Score Moment Equation (HSME) for non-multiplying media employing only forced collisions, only DXTRAN, and then both the variance-reduction techniques combined, as defined next. The HSMEs are found by forming the History Score Probability Density Functions (HSPDFs) and then taking the first score moment. Following its derivation, each HSME with a variance-reduction technique employed is reduced to the HSME for an analog simulation. Because the HSME represents the expected contribution to estimators in the simulation, reducing the HSME with variance reduction to the analog HSME shows that the simulation is unbiased despite the variance-reduction technique considered in the HSME. Analysis regarding higher-score moments of each technique is the subject of prior work and is not addressed herein. Throughout this work, the phase space p is defined to be the particle position x, direction-of-flight unit vector $\hat{Ω}$, energy E, and statistical weight w, $$p ≡ (x; \hat{Ω}; E; w).$$ A reduced phase-space excluding the statistical weight of the particle, $$r ≡ (x; \hat{Ω}; E),$$ is also used.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2012

Gravity Wave Variances and Propagation Derived from AIRS Radiances

As the first gravity wave (GW) climatology study using nadir-viewing infrared sounders, 50 Atmospheric Infrared Sounder (AIRS) radiance channels are selected to estimate GW variances at pressure levels between 2-100 hPa. The GW variance for each scan in the cross-track direction is derived from radiance perturbations in the scan, independently of adjacent scans along the orbit. Since the scanning swaths are perpendicular to the satellite orbits, which are inclined meridionally at most latitudes, the zonal component of GW propagation can be inferred by differencing the variances derived between the westmost and the eastmost viewing angles. Consistent with previous GW studies using various satellite instruments, monthly mean AIRS variance shows large enhancements over meridionally oriented mountain ranges as well as some islands at winter hemisphere high latitudes. Enhanced wave activities are also found above tropical deep convective regions. GWs prefer to propagate westward above mountain ranges, and eastward above deep convection. AIRS 90 field-of-views (FOVs), ranging from +48 deg. to −48 deg. off nadir, can detect large-amplitude GWs with a phase velocity propagating preferentially at steep angles (e.g., those from orographic and convective sources). The annual cycle dominates the GW variances and the preferred propagation directions for all latitudes. Indication of a weak two-year variation in the tropics is found, which is presumably related to the Quasi-biennial oscillation (QBO). AIRS geometry makes its out-tracks capable of detecting GWs with vertical wavelengths substantially shorter than the thickness of instrument weighting functions. The novel discovery of AIRS capability of observing shallow inertia GWs will expand the potential of satellite GW remote sensing and provide further constraints on the GW drag parameterization schemes in the general circulation models (GCMs).

AIRS↗
DOE OSTI2019

Measurement Error Variance Estimation in Gamma-Spectroscopy Data using FRAM

The FRAM gamma-ray isotopic analysis code has recently been applied to four Pu data sets and four U data sets, each with relatively well-characterized standard items, in order to estimate the variances of random errors and of item-specific systematic errors. Assay results are available for Pu238, Pu239, Pu240, Pu241, Pu242 (operator entered, not independently measured), Am241, Specific Power, and Pu240eff. For the four U data sets, results are available for the measurands U234, U235, U236 (operator entered, not independently measured), and U238. For example, in Pu data set 1, there are 33 standard reference Pu items, which have well-known nominal/true values (except for a few items). FRAM was used to make approximately 15 repeat measurements for each of the 33 items, so empirical standard deviations can be calculated. In addition, FRAM internally estimates its random error variance using propagation of variance. This paper applies analysis of variance (ANOVA) to separately estimate the repeatability standard deviation and the standard deviation of the item-specific biases δ s in each of the 8 data sets.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
NASA NTRS1996

Spectral Ambiguity of Allan Variance

We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.

Allan Variance variances finite-difference varianc↗
DOE OSTI2015

Mean-Variance Problems for Finite Horizon Semi-Markov Decision Processes

This paper deals with a mean-variance problem for finite horizon semi-Markov decision processes. The state and action spaces are Borel spaces, while the reward function may be unbounded. The goal is to seek an optimal policy with minimal finite horizon reward variance over the set of policies with a given mean. Using the theory of N-step contraction, we give a characterization of policies with a given mean and convert the second order moment of the finite horizon reward to a mean of an infinite horizon reward/cost generated by a discrete-time Markov decision processes (MDP) with a two dimension state space and a new one-step reward/cost under suitable conditions. We then establish the optimality equation and the existence of mean-variance optimal policies by employing the existing results of discrete-time MDPs. We also provide a value iteration and a policy improvement algorithms for computing the value function and mean-variance optimal policies, respectively. In addition, a linear program and the dual program are developed for solving the mean-variance problem.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

Moist Energy Constraints on Surface Temperature Variance Under Climate Warming

Understanding the factors controlling surface temperature variance is crucial for predicting temperature extremes. Previous investigations have examined individual impacts of temperature advection and surface turbulent fluxes on temperature fluctuations. Here, we explore the constraints on temperature variance from the moist static energy (MSE) balance and introduce a new scaling relation that connects the generation of temperature variance through moist energy transport with its dissipation due to the net energetic forcing of the atmosphere. This theory is evaluated in an idealized aquaplanet model. We find that surface temperature variance is influenced by eddy (sensible) heat flux, MSE gradient, and the Clausius‐Clapeyron relation for evaporative cooling. Under global warming, the reduced temperature variance in the aquaplanet model is dominated by the weakening in eddy heat flux, but it is also affected by changes in evaporative cooling and MSE gradient, which may be more important in realistic, moisture‐limited regions over land.

Eddy heat flux↗
DOE OSTI2022

Anomalies of cosmic anisotropy from holographic universality of great-circle variance

We examine all-sky cosmic microwave background temperature maps on large angular scales to compare their consistency with two scenarios: the standard inflationary quantum picture, and a distribution constrained to have a universal variance of primordial curvature perturbations on great circles. The latter symmetry is not a property of standard quantum inflation, but may be a symmetry of holographic models with causal quantum coherence on null surfaces. Since the variation of great-circle variance is dominated by the largest angular scale modes, in the latter case the amplitude and direction of the unobserved intrinsic dipole (that is, the ℓ = 1 harmonics) can be estimated from measured ℓ = 2, 3 harmonics by minimizing the variance of great-circle variances including only ℓ = 1, 2, 3 modes. It is found that including the estimated intrinsic dipole leads to a nearly-null angular correlation function over a wide range of angles, in agreement with a null anti-hemispherical symmetry independently motivated by holographic causal arguments, but highly anomalous in standard cosmology. Simulations are used here to show that simultaneously imposing the constraints of universal great-circle variance and the vanishing of the angular correlation function over a wide range of angles tends to require patterns that are unusual in the standard picture, such as anomalously high sectorality of the ℓ = 3 components, and a close alignment of principal axes of ℓ = 2 and ℓ = 3 components, that have been previously noted on the actual sky. The precision of these results appears to be primarily limited by errors introduced by models of Galactic foregrounds.

79 ASTRONOMY AND ASTROPHYSICS↗