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At least 19 records

Stochastically estimated covariance matrices for independent and cumulative fission yields in the ENDF/B-VIII.0 and JEFF-3.3 evaluations

A Monte-Carlo method for the generation of correlation and covariance matrices for independent and cumulative fission yields has been developed. The method uses a constrained Monte-Carlo resampling structure in order to vary evaluated fission yield libraries in a way that meets basic conservation principles. This results in the generation of correlation/covariance matrices with limited model bias and uncertainty; the matrices are primarily reflective of the evaluated fission yield uncertainties and correlations that arise from the evaluation process. This method has been applied to generate correlation and covariance matrices for all of the fissioning systems of the ENDF/B-VIII.0 and JEFF-3.3 evaluations, marking the first time such matrices have been generated for all of these systems. These covariance matrices have been published online for immediate public use. These correlation and covariance matrices can be used to improve uncertainty estimation in calculations of reactor antineutrino emission rates, decay heat problems, and nuclear forensics.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic estimation of coherent structures in turbulent boundary layers

The stochastic estimation technique is described as well as its extension to two-point and space-time conditional estimates. Based on the experimental data of Guezennec (1985), a comparison is made between the stochastic estimates and the conventional ensemble averaging results. As only the normal velocity and streamwise components were measured at each point on the sampling grid, the assumption of statistical symmetry in the spanwise direction about the centerline was used and the spanwise velocity component was reconstructed by integrating the continuity equation from the centerline outward.

Guezennec, Y. G.↗

Proper orthogonal decomposition-based spectral higher-order stochastic estimation

A unique routine, capable of identifying both linear and higher-order coherence in multiple-input/output systems, is presented. The technique combines two well-established methods: Proper Orthogonal Decomposition (POD) and Higher-Order Spectra Analysis. The latter of these is based on known methods for characterizing nonlinear systems by way of Volterra series. In that, both linear and higher-order kernels are formed to quantify the spectral (nonlinear) transfer of energy between the system's input and output. This reduces essentially to spectral Linear Stochastic Estimation when only first-order terms are considered, and is therefore presented in the context of stochastic estimation as spectral Higher-Order Stochastic Estimation (HOSE). The trade-off to seeking higher-order transfer kernels is that the increased complexity restricts the analysis to single-input/output systems. Low-dimensional (POD-based) analysis techniques are inserted to alleviate this void as POD coefficients represent the dynamics of the spatial structures (modes) of a multi-degree-of-freedom system. The mathematical framework behind this POD-based HOSE method is first described. The method is then tested in the context of jet aeroacoustics by modeling acoustically efficient large-scale instabilities as combinations of wave packets. The growth, saturation, and decay of these spatially convecting wave packets are shown to couple both linearly and nonlinearly in the near-field to produce waveforms that propagate acoustically to the far-field for different frequency combinations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic estimation of organized structures in turbulent channel flow

Linear stochastic estimation is used to approximate the conditional vector fields associated with high Reynolds stress producing events in numerically simulated turbulent channel flow. Joint probability density distributions of u-v are presented for y(+) between 1.35 and 180, and at each position the u-v values that make the greatest contributions to the average uv3 are used to define conditional ejection- and sweep-type events. In the y-z plane the conditional fields appear to be pairs of counter-rotating vortices. When the conditional event defined by the weighted probability density function is specified at a point close to the wall, the spacing and size of these eddies are consistent with the accepted wall streak spacing. As this point moves outwards, the eddy size increases significantly. An abrupt change in the flow angle occurs in the buffer layer and may indicate transition from streamwise oriented wall layer structures to hairpin vortices characterizing the outer layer.

Moin, P.↗

Stochastic estimation of coherent structures in turbulent boundary layers

The stochastic estimation provides a means of estimating conditional averages from unconditional statistics, namely, the two-point correlation tensor. This technique is applied to three-dimensional data obtained in a fully turbulent boundary layer. The results of linear and nonlinear estimates are compared to the corresponding conditional averages and the agreement is found to be excellent, with little improvement for nonlinear estimates. Extensions of the technique to space-time estimates of one- and two-point conditional averages are also presented, the latter providing a means to examine structures associated with a given length scale.

Guezennec, Y. G.↗

Linking correlations and structure - Stochastic estimation and conditional averaging

The principles and applications of stochastic estimation are reviewed and the results of various investigations as they pertain to the structure of shear flow turbulence are presented. These results support a picture in which hairpin vortices and/or vortex rings dominate in the outer layer, whereas structures elongated in the streamwise direction and possessing vorticity in the streamwise direction dominate the wall layer. They may result from vortices moving along the wall, or the vortices may result from the interaction of the streamwise streaks with the wall and with themselves.

Adrian, Ronald J.↗

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

Naguib, A.↗

Stochastic estimation of conditional eddies in turbulent channel flow

Several long-standing issues regarding linear estimation and coherent structures are addressed, and some questions that were addressed partially, but never with the benefit of full, three-dimensional information are answered. The objectives were to: determine how well linear estimates approximate the field obtained by true conditional averaging, using events such as those in quadrant analysis; determine the extent to which the three-dimensional linearly estimated fields correspond to coherent structures, and the degree and manner in which they differ; evaluate the type and nature of the structural information gained by employing several different types of events; and learn more about the 3-D structure of important coherent motions that occur in wall turbulence. The results indicate that linear stochastic estimation can be used effectively in the study of numerical data bases consisting of three-dimensional vector fields, both velocity and vorticity. Two-point stochastic estimation yields more structural information and more detail than single-point estimation. The structures observed occurred repeatedly within the flow, but much can not be said about their dominance or the probability of their occurrence without further systematic studies of their frequency.

Adrian, R. J.↗

Stochastic estimation of organized turbulent structure - Homogeneous shear flow

A generalization of the conditional-eddy concept is proposed in which the conditional event specifies the local kinematic state in terms of the velocity and the deformation. Results are presented for stochastically estimated conditional eddies given the local kinematics. The equation governing the probability density function of a kinematic state has been derived for constant-property incompressible flow, providing a link between coherent flow structures corresponding to the conditional eddies and the modelling of turbulent transport. The primary contributions to the second-quadrant and fourth-quadrant Reynolds-stress events in homogeneous shear flow are shown to come from flow induced through the 'legs' and close to the 'heads' of upright and inverted 'hairpins', respectively.

Adrian, Ronald J.↗

Stochastic estimation of tropospheric path delays in global positioning system geodetic measurements

Water vapor radiometric and surface meteorological measurements taken during three GPS geodetic experiments are used to calculate process noise levels for random walk and first-order Gauss-Markov temporal models of tropospheric path delays. Entire wet and combined wet and dry zenith delays at each network site are estimated simultaneously with the geodetic parameters without prior calibration. The path delays and corresponding baseline estimates are compared to those obtained with calibrated data and stochastic residual delays. In this manner, the marginal utility of a priori tropospheric calibration is assessed given the ability to estimate the path delays directly using only the GPS data. Estimation of total zenith path delays with appropriate random walk or Gauss-Markov models yields baseline repeatabilities of a few parts in 100 million. Results suggest that GPS data alone have sufficient strength to resolve centimeter-level zenith path delay fluctuations over periods of a few minutes.

Tralli, David M.↗

Signal/noise enhancement strategies for stochastically estimated correlation functions

We develop here strategies for enhancing the signal/noise ratio for stochastically sampled correlation functions. The techniques are general and offer a wide range of applicability. We demonstrate the potential of the approach with a generic two-state system and then explore the practical applicability of the method for single hadron correlators in lattice quantum chromodynamics. In the latter case, we determine the ground state energies of the pion, proton, and delta baryon, as well as the ground and first excited state energy of the rho meson using matrices of correlators computed on an exemplary ensemble of anisotropic gauge configurations. In the majority of cases, we find a modest reduction in the statistical uncertainties on extracted energies compared to conventional variational techniques. However, in the case of the delta baryon, we achieve a factor of 3 reduction in statistical uncertainties. The variety of outcomes achieved for single hadron correlators illustrates an inherent dependence of the method on the properties of the system under consideration and the operator basis from which the correlators are constructed.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Stochastic estimates of gradient from laser measurements for an autonomous Martian Roving Vehicle

The general problem presented in this paper is one of estimating the state vector x from the state equation h = Ax, where h, A, and x are all stochastic. Specifically, the problem is for an autonomous Martian Roving Vehicle to utilize laser measurements in estimating the gradient of the terrain. Error exists due to two factors - surface roughness and instrumental measurements. The errors in slope depend on the standard deviations of these noise factors. Numerically, the error in gradient is expressed as a function of instrumental inaccuracies. Certain guidelines for the accuracy of permissable gradient must be set. It is found that present technology can meet these guidelines.-

Shen, C. N.↗

Stochastic estimates of gradient from laser measurements for an autonomous Martian roving vehicle

The general problem of estimating the state vector x from the state equation h = Ax where h, A, and x are all stochastic, is presented. Specifically, the problem is for an autonomous Martian roving vehicle to utilize laser measurements in estimating the gradient of the terrain. Error exists due to two factors - surface roughness and instrumental measurements. The errors in slope depend on the standard deviations of these noise factors. Numerically, the error in gradient is expressed as a function of instrumental inaccuracies. Certain guidelines for the accuracy of permissable gradient must be set. It is found that present technology can meet these guidelines.

Burger, P. A.↗

Robustness and computational aspects of nonlinear stochastic estimators and regulators

Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the linear-quadratic Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have a 'separation-type' property.

Safonov, M. G.↗

Robustness and computational aspects of nonlinear stochastic estimators and regulators

Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the Linear-Quadratic-Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have 'separation-type' property.

Safonov, M. G.↗

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Goad, Clyde C.↗

Gradient-based stochastic estimation of the density matrix

Fast estimation of the single-particle density matrix is key to many applications in quantum chemistry and condensed matter physics. The best numerical methods leverage the fact that the density matrix elements f(H) ij decay rapidly with distance rij between orbitals. This decay is usually exponential. However, for the special case of metals at zero temperature, algebraic decay of the density matrix appears and poses a significant numerical challenge. Here, we introduce a gradient-based probing method to estimate all local density matrix elements at a computational cost that scales linearly with system size. For zero-temperature metals, the stochastic error scales like S -(d+2)/2d , where d is the dimension and S is a prefactor to the computational cost. The convergence becomes exponential if the system is at finite temperature or is insulating.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗