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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.

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At least 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Variance-Based Sensitivity Analysis to Support Simulation-Based Design Under Uncertainty

Sensitivity analysis plays a critical role in quantifying uncertainty in the design of engineering systems. A variance-based global sensitivity analysis is often used to rank the importance of input factors, based on their contribution to the variance of the output quantity of interest. However, this analysis assumes that all input variability can be reduced to zero, which is typically not the case in a design setting. Distributional sensitivity analysis (DSA) instead treats the uncertainty reduction in the inputs as a random variable, and defines a variance-based sensitivity index function that characterizes the relative contribution to the output variance as a function of the amount of uncertainty reduction. This paper develops a computationally efficient implementation for the DSA formulation and extends it to include distributions commonly used in engineering design under uncertainty. Application of the DSA method to the conceptual design of a commercial jetliner demonstrates how the sensitivity analysis provides valuable information to designers and decision-makers on where and how to target uncertainty reduction efforts.

42 ENGINEERING↗
DOE OSTI2016

SU-G-IeP3-11: On the Utility of Pixel Variance to Characterize Noise for Image Receptors of Digital Radiography Systems

Purpose: To characterize noise for image receptors of digital radiography systems based on pixel variance. Methods: Nine calibrated digital image receptors associated with nine new portable digital radiography systems (Carestream Health, Inc., Rochester, NY) were used in this study. For each image receptor, thirteen images were acquired with RQA5 beam conditions for input detector air kerma ranging from 0 to 110 µGy, and linearized ‘For Processing’ images were extracted. Mean pixel value (MPV), standard deviation (SD) and relative noise (SD/MPV) were obtained from each image using ROI sizes varying from 2.5×2.5 to 20×20 mm{sup 2}. Variance (SD{sup 2}) was plotted as a function of input detector air kerma and the coefficients of the quadratic fit were used to derive structured, quantum and electronic noise coefficients. Relative noise was also fitted as a function of input detector air kerma to identify noise sources. The fitting functions used least-squares approach. Results: The coefficient of variation values obtained using different ROI sizes was less than 1% for all the images. The structured, quantum and electronic coefficients obtained from the quadratic fit of variance (r>0.97) were 0.43±0.10, 3.95±0.27 and 2.89±0.74 (mean ± standard deviation), respectively, indicating that overall the quantum noise was the dominant noise source. However, for one system electronic noise coefficient (3.91) was greater than quantum noise coefficient (3.56) indicating electronic noise to be dominant. Using relative noise values, the power parameter of the fitting equation (|r|>0.93) showed a mean and standard deviation of 0.46±0.02. A 0.50 value for this power parameter indicates quantum noise to be the dominant noise source whereas values around 0.50 indicate presence of other noise sources. Conclusion: Characterizing noise from pixel variance assists in identifying contributions from various noise sources that, eventually, may affect image quality. This approach may be integrated during periodic quality assessments of digital image receptors.

60 APPLIED LIFE SCIENCES↗
NASA NTRS1980

Estimation of within-stratum variance for sample allocation: Foreign commodity production forecasting

The problem of determining the stratum variances required for an optimum sample allocation for remotely sensed crop surveys is investigated with emphasis on an approach based on the concept of stratum variance as a function of the sampling unit size. A methodology using the existing and easily available information of historical statistics is developed for obtaining initial estimates of stratum variances. The procedure is applied to variance for wheat in the U.S. Great Plains and is evaluated based on the numerical results obtained. It is shown that the proposed technique is viable and performs satisfactorily with the use of a conservative value (smaller than the expected value) for the field size and with the use of crop statistics from the small political division level.

Chhikara, R. S.↗
NASA NTRS1985

The origin of temporal variance in long-lived trace constituents in the summer stratosphere

Temporal variances in the concentrations of N2O, CF2Cl2, CFCl3 and CH4 in the summer stratosphere at a midlatitude location have been measured by Ehhalt and others. A simple dynamical model is used to argue that these variances are created by irreversible mixing associated with the springtime final stratospheric warming. Tracer perturbations generated during the warming are advected passively in the zonal mean easterlies so that the tracer variance is effectively frozen into the summertime stratosphere. Temperature perturbations, on the other hand, are subject to radiative dissipation; the temperature variance created during the final warming relaxes quickly to an ambient value.

Hess, P. G.↗
NASA NTRS2016

Comparison of Turbulent Thermal Diffusivity and Scalar Variance Models

In this study, several variable turbulent Prandtl number formulations are examined for boundary layers, pipe flow, and axisymmetric jets. The model formulations include simple algebraic relations between the thermal diffusivity and turbulent viscosity as well as more complex models that solve transport equations for the thermal variance and its dissipation rate. Results are compared with available data for wall heat transfer and profile measurements of mean temperature, the root-mean-square (RMS) fluctuating temperature, turbulent heat flux and turbulent Prandtl number. For wall-bounded problems, the algebraic models are found to best predict the rise in turbulent Prandtl number near the wall as well as the log-layer temperature profile, while the thermal variance models provide a good representation of the RMS temperature fluctuations. In jet flows, the algebraic models provide no benefit over a constant turbulent Prandtl number approach. Application of the thermal variance models finds that some significantly overpredict the temperature variance in the plume and most underpredict the thermal growth rate of the jet. The models yield very similar fluctuating temperature intensities in jets from straight pipes and smooth contraction nozzles, in contrast to data that indicate the latter should have noticeably higher values. For the particular low subsonic heated jet cases examined, changes in the turbulent Prandtl number had no effect on the centerline velocity decay.

computational fluid dynamics↗
NASA NTRS2016

MLI Blanket Effective Emittance Variance and Its Effect on Spacecraft Propellant Line Thermal Control

Multi-Layer Insulation (MLI) blankets commonly employed for temperature control of spacecraft propellant lines consistently show large variances in their effective emittances. These variances are primarily due to workmanship, hence are hard to control or predict. Unfortunately, the variances are also the primary drivers of propellant line temperatures, thus leading to large predicted temperature uncertainties and increased risks to the success of space missions. JPL has gained significant knowledge of these variances from Mars spacecraft designs over more than two decades. This knowledge has led to improved analytical approaches to bound existing designs, emphasis on increased temperature visibility for design verification and model correlation, as well as methods for improving the robustness of propellant line thermal designs.

Miller, Jennifer R.↗
DOE OSTI2013

Implementation of hybrid variance reduction methods in a multi group Monte Carlo code for deep shielding problems

In this paper, the work that has been done to implement variance reduction techniques in a three dimensional, multi group Monte Carlo code - Tortilla, that works within the frame work of the commercial deterministic code - Attila, is presented. This project is aimed to develop an integrated Hybrid code that seamlessly takes advantage of the deterministic and Monte Carlo methods for deep shielding radiation detection problems. Tortilla takes advantage of Attila's features for generating the geometric mesh, cross section library and source definitions. Tortilla can also read importance functions (like adjoint scalar flux) generated from deterministic calculations performed in Attila and use them to employ variance reduction schemes in the Monte Carlo simulation. The variance reduction techniques that are implemented in Tortilla are based on the CADIS (Consistent Adjoint Driven Importance Sampling) method and the LIFT (Local Importance Function Transform) method. These methods make use of the results from an adjoint deterministic calculation to bias the particle transport using techniques like source biasing, survival biasing, transport biasing and weight windows. The results obtained so far and the challenges faced in implementing the variance reduction techniques are reported here. (authors)

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Application of Variance Reduction Techniques in RMC Burnup and Thermal-Hydraulic Coupled Calculation

In reactor analog simulation, the Monte Carlo method has relatively high fidelity since it can reduce calculation errors resulting from using approximation methods by describing complex geometry and neutron energy spectra. The Monte Carlo method is, in essence, a stochastic simulation of the neutron transport process, and statistical uncertainty of all the computed results must be provided. In large-scale reactor computation, this method can accurately estimate integral quantities such as the effective multiplication factor (K{sub eff}), and it can limit the uncertainty within an acceptable range via reasonably selecting simulation particles. Nevertheless, it faces great challenges in estimating local quantities like neutron flux and fission power, with uncertainty of estimators beyond acceptance. To decrease the uncertainty of local quantities by increasing simulation particles may cost much time and reduce efficiency. The main reasons are as follows. Firstly, the scale of reactors is so large that common pressurized water reactors have tens of thousands of lattice cells; secondly, uneven distribution of neutron flux and fission power causes uneven distribution of uncertainty. Smith K. puts forward the 95/95 principle to estimate whether uncertainty calculated with Monte Carlo Code satisfies the requirement. According to the principle, with a confidence level of 95%, statistical errors of power density in more than 95% of the regions should be less than 1%. To meet the requirement of the principle, the uniform fission site (UFS) method is raised currently. UFS aims at redistributing fission sources to uniformize the fission source sampling, which can make statistical variance distribution more uniform. This method, which is easy to use, will not obviously increase computation time. Many studies show that UFS has a good variance reduction effect in Monte Carlo criticality calculation, but less attention is paid to its performance in burnup calculation and thermal-hydraulic coupled calculation. Uncertainty arising from the Monte Carlo method has a large impact on burnup calculation and thermal-hydraulic coupled calculation. Variance propagates between burnup steps and between iterative steps of coupled calculation, which causes asymmetry of results of the physical symmetrical regions and instability of coupled iterative convergence errors. To further verify the effect of UFS, this study uses it in the RMC (the Reactor Monte Carlo code) burnup calculation module and the neutronics/thermohydraulics coupled calculation module, and conducts two-dimensional pressurized water reactor burnup calculation and BEAVRS benchmark thermalhydraulic coupled calculation. In this way, it verifies the improvement effect of UFS on variance propagation. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2026

A hybrid Monte Carlo-deterministic second moment method with efficient variance reduction

In this work, we present a hybrid method that combines Monte Carlo with deterministic finite element methods to solve a linear Boltzmann transport equation. Our hybrid method runs orders of magnitude faster than Monte Carlo, without sacrificing accuracy, for a proxy problem from radiative transfer that contains both optically-thick and optically-thin material. We believe that this is the first demonstration of a hybrid Second Moment Method in more than one spatial dimension, the first to consider more than one material, and the first to use variance reduction. Our variance reduction approach arises from an asymptotic analysis in which we show that the magnitude of the scattering source grows without bound. We transform the problem to compute the deviation of the radiation intensity from isotropy. The magnitude of the source in the transformed problem is bounded, and the quality of the hybrid method solution is dramatically improved by a substantial reduction in the variance.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2018

Variance Estimation in Monte Carlo Eigenvalue Simulations Using Spectral Analysis Method

Monte Carlo (MC) simulation is widely used to solve the eigenvalue form of the Boltzmann transport equation that mathematically represents the neutron transport process through complex multiplying (fissionable) systems. Monte Carlo eigenvalue simulation starts with an assumed fission source distribution and uses the fission sites from the previous iteration (cycle) as the starting source in the current iteration. Important system parameters (MC tallies) such as fuel pin-power distribution are estimated over several cycles after the convergence of the fission source distribution to a stationary distribution. However, the MC fission source iteration algorithm that uses fission source sites from the previous cycle introduces a cycle-to-cycle correlation. Monte Carlo simulations that do not account for the cycle-to-cycle correlation systematically underestimate the variance of the estimated system parameters (sample mean). This paper presents the relationship between the spectral density in the frequency domain at frequency zero and the variance of the sample mean. This paper introduces a novel method in the frequency domain for the MC variance estimation. For the three test problems used in this paper, researchers have observed that the new method results in an improvement of more than one order of magnitude to the standard deviation of the sample mean. The new method also compares favorably with the previously introduced batch, bootstrap, and covariance-adjusted methods when applied to the three test problems investigated in this paper. This new method does not require modification of the MC eigenvalue algorithm (power iteration), is code agnostic, and is therefore easy to use when implementing in any existing MC code. In conclusion, the new estimate can be calculated without saving tally results of all active/stationary cycles.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2018

Collective Dispersal Leads to Variance in Fitness and Maintains Offspring Size Variation within Marine Populations

Variance in fitness is well known to influence the outcome of evolution but is rarely considered in the theory of marine reproductive strategies. In coastal environments, turbulent mesoscale eddies can collect larvae into packets, resulting in collective dispersal. Larvae in packets return to the coast or are lost offshore in groups, producing variance in fitness. Using a Markov process to calculate fixation probabilities for competing phenotypes, we examine the evolution of offspring size and spawning duration in species with benthic adults and pelagic offspring. The offspring size that provides mothers with the highest mean fitness also generates the greatest variance in fitness, but pairwise invasion plots show that bet-hedging strategies are not evolutionarily stable; maximizing expected fitness correctly predicts the unique evolutionarily stable strategy. Nonetheless, fixation can take a long time. We find that selection to increase spawning duration as a risk avoidance strategy to reduce the negative impacts of stochastic recruitment success can allow multiple offspring sizes to coexist in a population for extended periods. This has two important consequences for offspring size: (1) coexistence occurs over a broader range of sizes and is longer when spawning duration is longer because longer spawning durations reduce variation in fitness and increase the time to fixation, and (2) longer spawning durations can compensate for having a nonoptimal size and even allow less optimal sizes to reach fixation. Collective dispersal and longer spawning durations could effectively maintain offspring size variation even in the absence of good and bad years or locations. Finally, empirical comparisons of offspring size would therefore not always reflect environment-specific differences in the optimal size.

59 BASIC BIOLOGICAL SCIENCES↗
NASA NTRSDate not supplied

Minimum-Variance Control Allocation Considering Parametric Model Uncertainty

The control allocation problem was investigated for linear dynamical systems with known parametric uncertainty. Minimizing a cost function that penalizes the variance of the error in achieving commanded forces and moments on the vehicle resulted in a special case of the weighted pseudo-inverse allocator. Rather than an engineer designing the weighting matrix, it is computed from the covariances of the control effectiveness parameters. This minimum-variance allocator balances the effectiveness of the control inputs against the corresponding levels of uncertainty. The approach was demonstrated using simulations of aircraft with realistic uncertainty levels operating in open-loop and closed-loop configurations. Results showed that when model uncertainty is known, significant, and unevenly distributed amongst the controls, the minimum-variance allocator more often achieves the intended forces and moments on the vehicle in comparison to other allocators, which can lead to increased performance, reliability, and safety during flight tests. The cost for this robustness is a diminished achievable moment space for the vehicle.

Control allocation↗
DOE OSTI2018

Application of Variance-Based Sensitivity Analysis to a Large System Dynamics Model

Variance-based sensitivity methods can provide insights into large computational models. We present a novel application of sensitivity analysis to the Biomass Scenario Model (BSM) a large and complex system dynamics model of the developing biofuels industry in the United States. We apply a two-stage sensitivity approach consisting of an initial sensitivity screening, followed by a variance decomposition approach. Identifying key system levers and quantifying their strength is not straightforward in complex system dynamics models that have numerous feedbacks and nonlinear results. Variance-based sensitivity analysis (VBSA) offers a systematic, global approach to assessing system dynamics models because it addresses nonlinear responses and interactive effects. Especially when a large model's size makes manual exploration of the input space difficult and time-consuming, the approach can help to provide a comprehensive understanding of interactions that drive model behaviors.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2014

Discrete velocity computations with stochastic variance reduction of the Boltzmann equation for gas mixtures

We extend a variance reduced discrete velocity method developed at UT Austin [1, 2] to gas mixtures with large mass ratios and flows with trace species. The mixture is stored as a collection of independent velocity distribution functions, each with a unique grid in velocity space. Different collision types (A-A, A-B, B-B, etc.) are treated independently, and the variance reduction scheme is formulated with different equilibrium functions for each separate collision type. The individual treatment of species enables increased focus on species important to the physics of the flow, even if the important species are present in trace amounts. The method is verified through comparisons to Direct Simulation Monte Carlo computations and the computational workload per time step is investigated for the variance reduced method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Constructing auxiliary dynamics for nonequilibrium stationary states by variance minimization

We present a strategy to construct guiding distribution functions (GDFs) based on variance minimization. Auxiliary dynamics via GDFs mitigates the exponential growth of variance as a function of bias in Monte Carlo estimators of large deviation functions. The variance minimization technique exploits the exact properties of eigenstates of the tilted operator that defines the biased dynamics in the nonequilibrium system. We demonstrate our techniques in two classes of problems. In the continuum, we show that GDFs can be optimized to study the interacting driven diffusive systems where the efficiency is systematically improved by incorporating higher correlations into the GDF. On the lattice, we use a correlator product state ansatz to study the 1D weakly asymmetric simple exclusion process. We show that with modest resources, we can capture the features of the susceptibility in large systems that mark the phase transition from uniform transport to a traveling wave state. Our work extends the repertoire of tools available to study nonequilibrium properties in realistic systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

A case study: Comparing testers for means and variances in a balanced incomplete block design

In this article, we present a gauge R & R study that is different from the standard setup in several ways. A balanced incomplete block design (BIBD) was used to collect the data because the measurement is destructive. Besides addressing reproducibility, differences in repeatability (i.e., tester variances) were also of interest. Here we use Bayesian methods to analyze the study data to address whether the three tester means and variances are similar. We also consider what happens if the BIBD structure of the data and possibly different tester variances are ignored in analyzing the study data.

42 ENGINEERING↗