Meta-Analysis and the Solomon Four-Group Design.

ERIC Educational Resources Information Center

Sawilowsky, Shlomo; And Others

1994-01-01

A Monte Carlo study considers the use of meta analysis with the Solomon four-group design. Experiment-wise Type I error properties and the relative power properties of Stouffer's Z in the Solomon four-group design are explored. Obstacles to conducting meta analysis in the Solomon design are discussed. (SLD)

Particle Simulation of Coulomb Collisions: Comparing the Methods of Takizuka & Abe and Nanbu

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, C; Lin, T; Caflisch, R

2007-05-22

The interactions of charged particles in a plasma are in a plasma is governed by the long-range Coulomb collision. We compare two widely used Monte Carlo models for Coulomb collisions. One was developed by Takizuka and Abe in 1977, the other was developed by Nanbu in 1997. We perform deterministic and stochastic error analysis with respect to particle number and time step. The two models produce similar stochastic errors, but Nanbu's model gives smaller time step errors. Error comparisons between these two methods are presented.

Improved method for implicit Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brown, F. B.; Martin, W. R.

2001-01-01

The Implicit Monte Carlo (IMC) method has been used for over 30 years to analyze radiative transfer problems, such as those encountered in stellar atmospheres or inertial confinement fusion. Reference [2] provided an exact error analysis of IMC for 0-D problems and demonstrated that IMC can exhibit substantial errors when timesteps are large. These temporal errors are inherent in the method and are in addition to spatial discretization errors and approximations that address nonlinearities (due to variation of physical constants). In Reference [3], IMC and four other methods were analyzed in detail and compared on both theoretical grounds and themore » accuracy of numerical tests. As discussed in, two alternative schemes for solving the radiative transfer equations, the Carter-Forest (C-F) method and the Ahrens-Larsen (A-L) method, do not exhibit the errors found in IMC; for 0-D, both of these methods are exact for all time, while for 3-D, A-L is exact for all time and C-F is exact within a timestep. These methods can yield substantially superior results to IMC.« less

Comparison of structural and least-squares lines for estimating geologic relations

USGS Publications Warehouse

Williams, G.P.; Troutman, B.M.

1990-01-01

Two different goals in fitting straight lines to data are to estimate a "true" linear relation (physical law) and to predict values of the dependent variable with the smallest possible error. Regarding the first goal, a Monte Carlo study indicated that the structural-analysis (SA) method of fitting straight lines to data is superior to the ordinary least-squares (OLS) method for estimating "true" straight-line relations. Number of data points, slope and intercept of the true relation, and variances of the errors associated with the independent (X) and dependent (Y) variables influence the degree of agreement. For example, differences between the two line-fitting methods decrease as error in X becomes small relative to error in Y. Regarding the second goal-predicting the dependent variable-OLS is better than SA. Again, the difference diminishes as X takes on less error relative to Y. With respect to estimation of slope and intercept and prediction of Y, agreement between Monte Carlo results and large-sample theory was very good for sample sizes of 100, and fair to good for sample sizes of 20. The procedures and error measures are illustrated with two geologic examples. ?? 1990 International Association for Mathematical Geology.

Analytical Assessment of Simultaneous Parallel Approach Feasibility from Total System Error

NASA Technical Reports Server (NTRS)

Madden, Michael M.

2014-01-01

In a simultaneous paired approach to closely-spaced parallel runways, a pair of aircraft flies in close proximity on parallel approach paths. The aircraft pair must maintain a longitudinal separation within a range that avoids wake encounters and, if one of the aircraft blunders, avoids collision. Wake avoidance defines the rear gate of the longitudinal separation. The lead aircraft generates a wake vortex that, with the aid of crosswinds, can travel laterally onto the path of the trail aircraft. As runway separation decreases, the wake has less distance to traverse to reach the path of the trail aircraft. The total system error of each aircraft further reduces this distance. The total system error is often modeled as a probability distribution function. Therefore, Monte-Carlo simulations are a favored tool for assessing a "safe" rear-gate. However, safety for paired approaches typically requires that a catastrophic wake encounter be a rare one-in-a-billion event during normal operation. Using a Monte-Carlo simulation to assert this event rarity with confidence requires a massive number of runs. Such large runs do not lend themselves to rapid turn-around during the early stages of investigation when the goal is to eliminate the infeasible regions of the solution space and to perform trades among the independent variables in the operational concept. One can employ statistical analysis using simplified models more efficiently to narrow the solution space and identify promising trades for more in-depth investigation using Monte-Carlo simulations. These simple, analytical models not only have to address the uncertainty of the total system error but also the uncertainty in navigation sources used to alert an abort of the procedure. This paper presents a method for integrating total system error, procedure abort rates, avionics failures, and surveillance errors into a statistical analysis that identifies the likely feasible runway separations for simultaneous paired approaches.

A Modeling Framework for Optimal Computational Resource Allocation Estimation: Considering the Trade-offs between Physical Resolutions, Uncertainty and Computational Costs

NASA Astrophysics Data System (ADS)

Moslehi, M.; de Barros, F.; Rajagopal, R.

2014-12-01

Hydrogeological models that represent flow and transport in subsurface domains are usually large-scale with excessive computational complexity and uncertain characteristics. Uncertainty quantification for predicting flow and transport in heterogeneous formations often entails utilizing a numerical Monte Carlo framework, which repeatedly simulates the model according to a random field representing hydrogeological characteristics of the field. The physical resolution (e.g. grid resolution associated with the physical space) for the simulation is customarily chosen based on recommendations in the literature, independent of the number of Monte Carlo realizations. This practice may lead to either excessive computational burden or inaccurate solutions. We propose an optimization-based methodology that considers the trade-off between the following conflicting objectives: time associated with computational costs, statistical convergence of the model predictions and physical errors corresponding to numerical grid resolution. In this research, we optimally allocate computational resources by developing a modeling framework for the overall error based on a joint statistical and numerical analysis and optimizing the error model subject to a given computational constraint. The derived expression for the overall error explicitly takes into account the joint dependence between the discretization error of the physical space and the statistical error associated with Monte Carlo realizations. The accuracy of the proposed framework is verified in this study by applying it to several computationally extensive examples. Having this framework at hand aims hydrogeologists to achieve the optimum physical and statistical resolutions to minimize the error with a given computational budget. Moreover, the influence of the available computational resources and the geometric properties of the contaminant source zone on the optimum resolutions are investigated. We conclude that the computational cost associated with optimal allocation can be substantially reduced compared with prevalent recommendations in the literature.

Accuracy control in Monte Carlo radiative calculations

NASA Technical Reports Server (NTRS)

Almazan, P. Planas

1993-01-01

The general accuracy law that rules the Monte Carlo, ray-tracing algorithms used commonly for the calculation of the radiative entities in the thermal analysis of spacecraft are presented. These entities involve transfer of radiative energy either from a single source to a target (e.g., the configuration factors). or from several sources to a target (e.g., the absorbed heat fluxes). In fact, the former is just a particular case of the latter. The accuracy model is later applied to the calculation of some specific radiative entities. Furthermore, some issues related to the implementation of such a model in a software tool are discussed. Although only the relative error is considered through the discussion, similar results can be derived for the absolute error.

Human errors and measurement uncertainty

NASA Astrophysics Data System (ADS)

Kuselman, Ilya; Pennecchi, Francesca

2015-04-01

Evaluating the residual risk of human errors in a measurement and testing laboratory, remaining after the error reduction by the laboratory quality system, and quantifying the consequences of this risk for the quality of the measurement/test results are discussed based on expert judgments and Monte Carlo simulations. A procedure for evaluation of the contribution of the residual risk to the measurement uncertainty budget is proposed. Examples are provided using earlier published sets of expert judgments on human errors in pH measurement of groundwater, elemental analysis of geological samples by inductively coupled plasma mass spectrometry, and multi-residue analysis of pesticides in fruits and vegetables. The human error contribution to the measurement uncertainty budget in the examples was not negligible, yet also not dominant. This was assessed as a good risk management result.

Performance of Modified Test Statistics in Covariance and Correlation Structure Analysis under Conditions of Multivariate Nonnormality.

ERIC Educational Resources Information Center

Fouladi, Rachel T.

2000-01-01

Provides an overview of standard and modified normal theory and asymptotically distribution-free covariance and correlation structure analysis techniques and details Monte Carlo simulation results on Type I and Type II error control. Demonstrates through the simulation that robustness and nonrobustness of structure analysis techniques vary as a…

Single Event Upset Analysis: On-orbit performance of the Alpha Magnetic Spectrometer Digital Signal Processor Memory aboard the International Space Station

NASA Astrophysics Data System (ADS)

Li, Jiaqiang; Choutko, Vitaly; Xiao, Liyi

2018-03-01

Based on the collection of error data from the Alpha Magnetic Spectrometer (AMS) Digital Signal Processors (DSP), on-orbit Single Event Upsets (SEUs) of the DSP program memory are analyzed. The daily error distribution and time intervals between errors are calculated to evaluate the reliability of the system. The particle density distribution of International Space Station (ISS) orbit is presented and the effects from the South Atlantic Anomaly (SAA) and the geomagnetic poles are analyzed. The impact of solar events on the DSP program memory is carried out combining data analysis and Monte Carlo simulation (MC). From the analysis and simulation results, it is concluded that the area corresponding to the SAA is the main source of errors on the ISS orbit. Solar events can also cause errors on DSP program memory, but the effect depends on the on-orbit particle density.

Characterization of a 6 kW high-flux solar simulator with an array of xenon arc lamps capable of concentrations of nearly 5000 suns

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gill, Robert; Bush, Evan; Loutzenhiser, Peter, E-mail: peter.loutzenhiser@me.gatech.edu

2015-12-15

A systematic methodology for characterizing a novel and newly fabricated high-flux solar simulator is presented. The high-flux solar simulator consists of seven xenon short-arc lamps mounted in truncated ellipsoidal reflectors. Characterization of spatial radiative heat flux distribution was performed using calorimetric measurements of heat flow coupled with CCD camera imaging of a Lambertian target mounted in the focal plane. The calorimetric measurements and images of the Lambertian target were obtained in two separate runs under identical conditions. Detailed modeling in the high-flux solar simulator was accomplished using Monte Carlo ray tracing to capture radiative heat transport. A least-squares regression modelmore » was used on the Monte Carlo radiative heat transfer analysis with the experimental data to account for manufacturing defects. The Monte Carlo ray tracing was calibrated by regressing modeled radiative heat flux as a function of specular error and electric power to radiation conversion onto measured radiative heat flux from experimental results. Specular error and electric power to radiation conversion efficiency were 5.92 ± 0.05 mrad and 0.537 ± 0.004, respectively. An average radiative heat flux with 95% errors bounds of 4880 ± 223 kW ⋅ m{sup −2} was measured over a 40 mm diameter with a cavity-type calorimeter with an apparent absorptivity of 0.994. The Monte Carlo ray-tracing resulted in an average radiative heat flux of 893.3 kW ⋅ m{sup −2} for a single lamp, comparable to the measured radiative heat fluxes with 95% error bounds of 892.5 ± 105.3 kW ⋅ m{sup −2} from calorimetry.« less

Onorbit IMU alignment error budget

NASA Technical Reports Server (NTRS)

Corson, R. W.

1980-01-01

The Star Tracker, Crew Optical Alignment Sight (COAS), and Inertial Measurement Unit (IMU) from a complex navigation system with a multitude of error sources were combined. A complete list of the system errors is presented. The errors were combined in a rational way to yield an estimate of the IMU alignment accuracy for STS-1. The expected standard deviation in the IMU alignment error for STS-1 type alignments was determined to be 72 arc seconds per axis for star tracker alignments and 188 arc seconds per axis for COAS alignments. These estimates are based on current knowledge of the star tracker, COAS, IMU, and navigation base error specifications, and were partially verified by preliminary Monte Carlo analysis.

Analysis of uncertainties in Monte Carlo simulated organ dose for chest CT

NASA Astrophysics Data System (ADS)

Muryn, John S.; Morgan, Ashraf G.; Segars, W. P.; Liptak, Chris L.; Dong, Frank F.; Primak, Andrew N.; Li, Xiang

2015-03-01

In Monte Carlo simulation of organ dose for a chest CT scan, many input parameters are required (e.g., half-value layer of the x-ray energy spectrum, effective beam width, and anatomical coverage of the scan). The input parameter values are provided by the manufacturer, measured experimentally, or determined based on typical clinical practices. The goal of this study was to assess the uncertainties in Monte Carlo simulated organ dose as a result of using input parameter values that deviate from the truth (clinical reality). Organ dose from a chest CT scan was simulated for a standard-size female phantom using a set of reference input parameter values (treated as the truth). To emulate the situation in which the input parameter values used by the researcher may deviate from the truth, additional simulations were performed in which errors were purposefully introduced into the input parameter values, the effects of which on organ dose per CTDIvol were analyzed. Our study showed that when errors in half value layer were within ± 0.5 mm Al, the errors in organ dose per CTDIvol were less than 6%. Errors in effective beam width of up to 3 mm had negligible effect (< 2.5%) on organ dose. In contrast, when the assumed anatomical center of the patient deviated from the true anatomical center by 5 cm, organ dose errors of up to 20% were introduced. Lastly, when the assumed extra scan length was longer by 4 cm than the true value, dose errors of up to 160% were found. The results answer the important question: to what level of accuracy each input parameter needs to be determined in order to obtain accurate organ dose results.

Monte Carlo simulation of errors in the anisotropy of magnetic susceptibility - A second-rank symmetric tensor. [for grains in sedimentary and volcanic rocks

NASA Technical Reports Server (NTRS)

Lienert, Barry R.

1991-01-01

Monte Carlo perturbations of synthetic tensors to evaluate the Hext/Jelinek elliptical confidence regions for anisotropy of magnetic susceptibility (AMS) eigenvectors are used. When the perturbations are 33 percent of the minimum anisotropy, both the shapes and probability densities of the resulting eigenvector distributions agree with the elliptical distributions predicted by the Hext/Jelinek equations. When the perturbation size is increased to 100 percent of the minimum eigenvalue difference, the major axis of the 95 percent confidence ellipse underestimates the observed eigenvector dispersion by about 10 deg. The observed distributions of the principal susceptibilities (eigenvalues) are close to being normal, with standard errors that agree well with the calculated Hext/Jelinek errors. The Hext/Jelinek ellipses are also able to describe the AMS dispersions due to instrumental noise and provide reasonable limits for the AMS dispersions observed in two Hawaiian basaltic dikes. It is concluded that the Hext/Jelinek method provides a satisfactory description of the errors in AMS data and should be a standard part of any AMS data analysis.

New analysis strategies for micro aspheric lens metrology

NASA Astrophysics Data System (ADS)

Gugsa, Solomon Abebe

Effective characterization of an aspheric micro lens is critical for understanding and improving processing in micro-optic manufacturing. Since most microlenses are plano-convex, where the convex geometry is a conic surface, current practice is often limited to obtaining an estimate of the lens conic constant, which average out the surface geometry that departs from an exact conic surface and any addition surface irregularities. We have developed a comprehensive approach of estimating the best fit conic and its uncertainty, and in addition propose an alternative analysis that focuses on surface errors rather than best-fit conic constant. We describe our new analysis strategy based on the two most dominant micro lens metrology methods in use today, namely, scanning white light interferometry (SWLI) and phase shifting interferometry (PSI). We estimate several parameters from the measurement. The major uncertainty contributors for SWLI are the estimates of base radius of curvature, the aperture of the lens, the sag of the lens, noise in the measurement, and the center of the lens. In the case of PSI the dominant uncertainty contributors are noise in the measurement, the radius of curvature, and the aperture. Our best-fit conic procedure uses least squares minimization to extract a best-fit conic value, which is then subjected to a Monte Carlo analysis to capture combined uncertainty. In our surface errors analysis procedure, we consider the surface errors as the difference between the measured geometry and the best-fit conic surface or as the difference between the measured geometry and the design specification for the lens. We focus on a Zernike polynomial description of the surface error, and again a Monte Carlo analysis is used to estimate a combined uncertainty, which in this case is an uncertainty for each Zernike coefficient. Our approach also allows us to investigate the effect of individual uncertainty parameters and measurement noise on both the best-fit conic constant analysis and the surface errors analysis, and compare the individual contributions to the overall uncertainty.

Average symbol error rate for M-ary quadrature amplitude modulation in generalized atmospheric turbulence and misalignment errors

NASA Astrophysics Data System (ADS)

Sharma, Prabhat Kumar

2016-11-01

A framework is presented for the analysis of average symbol error rate (SER) for M-ary quadrature amplitude modulation in a free-space optical communication system. The standard probability density function (PDF)-based approach is extended to evaluate the average SER by representing the Q-function through its Meijer's G-function equivalent. Specifically, a converging power series expression for the average SER is derived considering the zero-boresight misalignment errors in the receiver side. The analysis presented here assumes a unified expression for the PDF of channel coefficient which incorporates the M-distributed atmospheric turbulence and Rayleigh-distributed radial displacement for the misalignment errors. The analytical results are compared with the results obtained using Q-function approximation. Further, the presented results are supported by the Monte Carlo simulations.

Iterative Monte Carlo analysis of spin-dependent parton distributions

DOE PAGES

Sato, Nobuo; Melnitchouk, Wally; Kuhn, Sebastian E.; ...

2016-04-05

We present a comprehensive new global QCD analysis of polarized inclusive deep-inelastic scattering, including the latest high-precision data on longitudinal and transverse polarization asymmetries from Jefferson Lab and elsewhere. The analysis is performed using a new iterative Monte Carlo fitting technique which generates stable fits to polarized parton distribution functions (PDFs) with statistically rigorous uncertainties. Inclusion of the Jefferson Lab data leads to a reduction in the PDF errors for the valence and sea quarks, as well as in the gluon polarization uncertainty at x ≳ 0.1. Furthermore, the study also provides the first determination of the flavor-separated twist-3 PDFsmore » and the d 2 moment of the nucleon within a global PDF analysis.« less

Nuclear Reaction Models Responsible for Simulation of Neutron-induced Soft Errors in Microelectronics

NASA Astrophysics Data System (ADS)

Watanabe, Y.; Abe, S.

2014-06-01

Terrestrial neutron-induced soft errors in MOSFETs from a 65 nm down to a 25 nm design rule are analyzed by means of multi-scale Monte Carlo simulation using the PHITS-HyENEXSS code system. Nuclear reaction models implemented in PHITS code are validated by comparisons with experimental data. From the analysis of calculated soft error rates, it is clarified that secondary He and H ions provide a major impact on soft errors with decreasing critical charge. It is also found that the high energy component from 10 MeV up to several hundreds of MeV in secondary cosmic-ray neutrons has the most significant source of soft errors regardless of design rule.

Structural interpretation in composite systems using powder X-ray diffraction: applications of error propagation to the pair distribution function.

PubMed

Moore, Michael D; Shi, Zhenqi; Wildfong, Peter L D

2010-12-01

To develop a method for drawing statistical inferences from differences between multiple experimental pair distribution function (PDF) transforms of powder X-ray diffraction (PXRD) data. The appropriate treatment of initial PXRD error estimates using traditional error propagation algorithms was tested using Monte Carlo simulations on amorphous ketoconazole. An amorphous felodipine:polyvinyl pyrrolidone:vinyl acetate (PVPva) physical mixture was prepared to define an error threshold. Co-solidified products of felodipine:PVPva and terfenadine:PVPva were prepared using a melt-quench method and subsequently analyzed using PXRD and PDF. Differential scanning calorimetry (DSC) was used as an additional characterization method. The appropriate manipulation of initial PXRD error estimates through the PDF transform were confirmed using the Monte Carlo simulations for amorphous ketoconazole. The felodipine:PVPva physical mixture PDF analysis determined ±3σ to be an appropriate error threshold. Using the PDF and error propagation principles, the felodipine:PVPva co-solidified product was determined to be completely miscible, and the terfenadine:PVPva co-solidified product, although having appearances of an amorphous molecular solid dispersion by DSC, was determined to be phase-separated. Statistically based inferences were successfully drawn from PDF transforms of PXRD patterns obtained from composite systems. The principles applied herein may be universally adapted to many different systems and provide a fundamentally sound basis for drawing structural conclusions from PDF studies.

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization.

PubMed

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.

Directional Variance Adjustment: Bias Reduction in Covariance Matrices Based on Factor Analysis with an Application to Portfolio Optimization

PubMed Central

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W.; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation. PMID:23844016

Propagation of uncertainty in nasal spray in vitro performance models using Monte Carlo simulation: Part II. Error propagation during product performance modeling.

PubMed

Guo, Changning; Doub, William H; Kauffman, John F

2010-08-01

Monte Carlo simulations were applied to investigate the propagation of uncertainty in both input variables and response measurements on model prediction for nasal spray product performance design of experiment (DOE) models in the first part of this study, with an initial assumption that the models perfectly represent the relationship between input variables and the measured responses. In this article, we discard the initial assumption, and extended the Monte Carlo simulation study to examine the influence of both input variable variation and product performance measurement variation on the uncertainty in DOE model coefficients. The Monte Carlo simulations presented in this article illustrate the importance of careful error propagation during product performance modeling. Our results show that the error estimates based on Monte Carlo simulation result in smaller model coefficient standard deviations than those from regression methods. This suggests that the estimated standard deviations from regression may overestimate the uncertainties in the model coefficients. Monte Carlo simulations provide a simple software solution to understand the propagation of uncertainty in complex DOE models so that design space can be specified with statistically meaningful confidence levels. (c) 2010 Wiley-Liss, Inc. and the American Pharmacists Association

Application of Monte Carlo algorithms to the Bayesian analysis of the Cosmic Microwave Background

NASA Technical Reports Server (NTRS)

Jewell, J.; Levin, S.; Anderson, C. H.

2004-01-01

Power spectrum estimation and evaluation of associated errors in the presence of incomplete sky coverage; nonhomogeneous, correlated instrumental noise; and foreground emission are problems of central importance for the extraction of cosmological information from the cosmic microwave background (CMB).

Quantifying Variations In Multi-parameter Models With The Photon Clean Method (PCM) And Bootstrap Methods

NASA Astrophysics Data System (ADS)

Carpenter, Matthew H.; Jernigan, J. G.

2007-05-01

We present examples of an analysis progression consisting of a synthesis of the Photon Clean Method (Carpenter, Jernigan, Brown, Beiersdorfer 2007) and bootstrap methods to quantify errors and variations in many-parameter models. The Photon Clean Method (PCM) works well for model spaces with large numbers of parameters proportional to the number of photons, therefore a Monte Carlo paradigm is a natural numerical approach. Consequently, PCM, an "inverse Monte-Carlo" method, requires a new approach for quantifying errors as compared to common analysis methods for fitting models of low dimensionality. This presentation will explore the methodology and presentation of analysis results derived from a variety of public data sets, including observations with XMM-Newton, Chandra, and other NASA missions. Special attention is given to the visualization of both data and models including dynamic interactive presentations. This work was performed under the auspices of the Department of Energy under contract No. W-7405-Eng-48. We thank Peter Beiersdorfer and Greg Brown for their support of this technical portion of a larger program related to science with the LLNL EBIT program.

TU-H-207A-02: Relative Importance of the Various Factors Influencing the Accuracy of Monte Carlo Simulated CT Dose Index

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marous, L; Muryn, J; Liptak, C

2016-06-15

Purpose: Monte Carlo simulation is a frequently used technique for assessing patient dose in CT. The accuracy of a Monte Carlo program is often validated using the standard CT dose index (CTDI) phantoms by comparing simulated and measured CTDI{sub 100}. To achieve good agreement, many input parameters in the simulation (e.g., energy spectrum and effective beam width) need to be determined. However, not all the parameters have equal importance. Our aim was to assess the relative importance of the various factors that influence the accuracy of simulated CTDI{sub 100}. Methods: A Monte Carlo program previously validated for a clinical CTmore » system was used to simulate CTDI{sub 100}. For the standard CTDI phantoms (32 and 16 cm in diameter), CTDI{sub 100} values from central and four peripheral locations at 70 and 120 kVp were first simulated using a set of reference input parameter values (treated as the truth). To emulate the situation in which the input parameter values used by the researcher may deviate from the truth, additional simulations were performed in which intentional errors were introduced into the input parameters, the effects of which on simulated CTDI{sub 100} were analyzed. Results: At 38.4-mm collimation, errors in effective beam width up to 5.0 mm showed negligible effects on simulated CTDI{sub 100} (<1.0%). Likewise, errors in acrylic density of up to 0.01 g/cm{sup 3} resulted in small CTDI{sub 100} errors (<2.5%). In contrast, errors in spectral HVL produced more significant effects: slight deviations (±0.2 mm Al) produced errors up to 4.4%, whereas more extreme deviations (±1.4 mm Al) produced errors as high as 25.9%. Lastly, ignoring the CT table introduced errors up to 13.9%. Conclusion: Monte Carlo simulated CTDI{sub 100} is insensitive to errors in effective beam width and acrylic density. However, they are sensitive to errors in spectral HVL. To obtain accurate results, the CT table should not be ignored. This work was supported by a Faculty Research and Development Award from Cleveland State University.« less

Estimating the Standard Error of Robust Regression Estimates.

DTIC Science & Technology

1987-03-01

error is 0(n4/5). In another Monte Carlo study, McKean and Schrader (1984) found that the tests resulting from studentizing ; by _3d/1/2 with d =0(n4 /5...44 4 -:~~-~*v: -. *;~ ~ ~*t .~ # ~ 44 % * ~ .%j % % % * . ., ~ -%. -14- Sheather, S. J. and McKean, J. W. (1987). A comparison of testing and...Wiley, New York. Welsch, R. E. (1980). Regression Sensitivity Analysis and Bounded- Influence Estimation, in Evaluation of Econometric Models eds. J

Acoustic localization of triggered lightning

NASA Astrophysics Data System (ADS)

Arechiga, Rene O.; Johnson, Jeffrey B.; Edens, Harald E.; Thomas, Ronald J.; Rison, William

2011-05-01

We use acoustic (3.3-500 Hz) arrays to locate local (<20 km) thunder produced by triggered lightning in the Magdalena Mountains of central New Mexico. The locations of the thunder sources are determined by the array back azimuth and the elapsed time since discharge of the lightning flash. We compare the acoustic source locations with those obtained by the Lightning Mapping Array (LMA) from Langmuir Laboratory, which is capable of accurately locating the lightning channels. To estimate the location accuracy of the acoustic array we performed Monte Carlo simulations and measured the distance (nearest neighbors) between acoustic and LMA sources. For close sources (<5 km) the mean nearest-neighbors distance was 185 m compared to 100 m predicted by the Monte Carlo analysis. For far distances (>6 km) the error increases to 800 m for the nearest neighbors and 650 m for the Monte Carlo analysis. This work shows that thunder sources can be accurately located using acoustic signals.

A systematic framework for Monte Carlo simulation of remote sensing errors map in carbon assessments

Treesearch

S. Healey; P. Patterson; S. Urbanski

2014-01-01

Remotely sensed observations can provide unique perspective on how management and natural disturbance affect carbon stocks in forests. However, integration of these observations into formal decision support will rely upon improved uncertainty accounting. Monte Carlo (MC) simulations offer a practical, empirical method of accounting for potential remote sensing errors...

Monte Carlo errors with less errors

NASA Astrophysics Data System (ADS)

Wolff, Ulli; Alpha Collaboration

2004-01-01

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is argued to produce more certain error estimates than binning techniques and hence to help toward a better exploitation of expensive simulations. An effective integrated autocorrelation time is computed which is suitable to benchmark efficiencies of simulation algorithms with regard to specific observables of interest. A Matlab code is offered for download that implements the method. It can also combine independent runs (replica) allowing to judge their consistency.

Nuclear Reaction Models Responsible for Simulation of Neutron-induced Soft Errors in Microelectronics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Watanabe, Y., E-mail: watanabe@aees.kyushu-u.ac.jp; Abe, S.

Terrestrial neutron-induced soft errors in MOSFETs from a 65 nm down to a 25 nm design rule are analyzed by means of multi-scale Monte Carlo simulation using the PHITS-HyENEXSS code system. Nuclear reaction models implemented in PHITS code are validated by comparisons with experimental data. From the analysis of calculated soft error rates, it is clarified that secondary He and H ions provide a major impact on soft errors with decreasing critical charge. It is also found that the high energy component from 10 MeV up to several hundreds of MeV in secondary cosmic-ray neutrons has the most significant sourcemore » of soft errors regardless of design rule.« less

Chain pooling to minimize prediction error in subset regression. [Monte Carlo studies using population models

NASA Technical Reports Server (NTRS)

Holms, A. G.

1974-01-01

Monte Carlo studies using population models intended to represent response surface applications are reported. Simulated experiments were generated by adding pseudo random normally distributed errors to population values to generate observations. Model equations were fitted to the observations and the decision procedure was used to delete terms. Comparison of values predicted by the reduced models with the true population values enabled the identification of deletion strategies that are approximately optimal for minimizing prediction errors.

Monte Carlo study on pulse response of underwater optical channel

NASA Astrophysics Data System (ADS)

Li, Jing; Ma, Yong; Zhou, Qunqun; Zhou, Bo; Wang, Hongyuan

2012-06-01

Pulse response of the underwater wireless optical channel is significant for the analysis of channel capacity and error probability. Traditional vector radiative transfer theory (VRT) is not able to deal with the effect of receiving aperture. On the other hand, general water tank experiments cannot acquire an accurate pulse response due to the limited time resolution of the photo-electronic detector. We present a Monte Carlo simulation model to extract the time-domain pulse response undersea. In comparison with the VRT model, a more accurate pulse response for practical ocean communications could be achieved through statistical analysis of the received photons. The proposed model is more reasonable for the study of the underwater optical channel.

Ozone measurement systems improvements studies

NASA Technical Reports Server (NTRS)

Thomas, R. W.; Guard, K.; Holland, A. C.; Spurling, J. F.

1974-01-01

Results are summarized of an initial study of techniques for measuring atmospheric ozone, carried out as the first phase of a program to improve ozone measurement techniques. The study concentrated on two measurement systems, the electro chemical cell (ECC) ozonesonde and the Dobson ozone spectrophotometer, and consisted of two tasks. The first task consisted of error modeling and system error analysis of the two measurement systems. Under the second task a Monte-Carlo model of the Dobson ozone measurement technique was developed and programmed for computer operation.

On the use of log-transformation vs. nonlinear regression for analyzing biological power laws.

PubMed

Xiao, Xiao; White, Ethan P; Hooten, Mevin B; Durham, Susan L

2011-10-01

Power-law relationships are among the most well-studied functional relationships in biology. Recently the common practice of fitting power laws using linear regression (LR) on log-transformed data has been criticized, calling into question the conclusions of hundreds of studies. It has been suggested that nonlinear regression (NLR) is preferable, but no rigorous comparison of these two methods has been conducted. Using Monte Carlo simulations, we demonstrate that the error distribution determines which method performs better, with NLR better characterizing data with additive, homoscedastic, normal error and LR better characterizing data with multiplicative, heteroscedastic, lognormal error. Analysis of 471 biological power laws shows that both forms of error occur in nature. While previous analyses based on log-transformation appear to be generally valid, future analyses should choose methods based on a combination of biological plausibility and analysis of the error distribution. We provide detailed guidelines and associated computer code for doing so, including a model averaging approach for cases where the error structure is uncertain.

Quasi-Monte Carlo Methods Applied to Tau-Leaping in Stochastic Biological Systems.

PubMed

Beentjes, Casper H L; Baker, Ruth E

2018-05-25

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random number input stream in a simulation procedure by a low-discrepancy number input stream, variance reductions of several orders have been observed in financial applications. Analysis of stochastic effects in well-mixed chemical reaction networks often relies on sample path simulation using Monte Carlo methods, even though these methods suffer from typical slow [Formula: see text] convergence rates as a function of the number of sample paths N. This paper investigates the combination of (randomised) quasi-Monte Carlo methods with an efficient sample path simulation procedure, namely [Formula: see text]-leaping. We show that this combination is often more effective than traditional Monte Carlo simulation in terms of the decay of statistical errors. The observed convergence rate behaviour is, however, non-trivial due to the discrete nature of the models of chemical reactions. We explain how this affects the performance of quasi-Monte Carlo methods by looking at a test problem in standard quadrature.

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

DOE PAGES

Moral, Pierre Del; Jasra, Ajay; Law, Kody J. H.; ...

2017-08-24

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less

Impact of Uncertainties in Exposure Assessment on Thyroid Cancer Risk among Persons in Belarus Exposed as Children or Adolescents Due to the Chernobyl Accident.

PubMed

Little, Mark P; Kwon, Deukwoo; Zablotska, Lydia B; Brenner, Alina V; Cahoon, Elizabeth K; Rozhko, Alexander V; Polyanskaya, Olga N; Minenko, Victor F; Golovanov, Ivan; Bouville, André; Drozdovitch, Vladimir

2015-01-01

The excess incidence of thyroid cancer in Ukraine and Belarus observed a few years after the Chernobyl accident is considered to be largely the result of 131I released from the reactor. Although the Belarus thyroid cancer prevalence data has been previously analyzed, no account was taken of dose measurement error. We examined dose-response patterns in a thyroid screening prevalence cohort of 11,732 persons aged under 18 at the time of the accident, diagnosed during 1996-2004, who had direct thyroid 131I activity measurement, and were resident in the most radio-actively contaminated regions of Belarus. Three methods of dose-error correction (regression calibration, Monte Carlo maximum likelihood, Bayesian Markov Chain Monte Carlo) were applied. There was a statistically significant (p<0.001) increasing dose-response for prevalent thyroid cancer, irrespective of regression-adjustment method used. Without adjustment for dose errors the excess odds ratio was 1.51 Gy- (95% CI 0.53, 3.86), which was reduced by 13% when regression-calibration adjustment was used, 1.31 Gy- (95% CI 0.47, 3.31). A Monte Carlo maximum likelihood method yielded an excess odds ratio of 1.48 Gy- (95% CI 0.53, 3.87), about 2% lower than the unadjusted analysis. The Bayesian method yielded a maximum posterior excess odds ratio of 1.16 Gy- (95% BCI 0.20, 4.32), 23% lower than the unadjusted analysis. There were borderline significant (p = 0.053-0.078) indications of downward curvature in the dose response, depending on the adjustment methods used. There were also borderline significant (p = 0.102) modifying effects of gender on the radiation dose trend, but no significant modifying effects of age at time of accident, or age at screening as modifiers of dose response (p>0.2). In summary, the relatively small contribution of unshared classical dose error in the current study results in comparatively modest effects on the regression parameters.

A path integral methodology for obtaining thermodynamic properties of nonadiabatic systems using Gaussian mixture distributions

NASA Astrophysics Data System (ADS)

Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel

2018-05-01

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.

Error and Uncertainty Analysis for Ecological Modeling and Simulation

DTIC Science & Technology

2001-12-01

management (LRAM) accounting for environmental, training, and economic factors. In the ELVS methodology, soil erosion status is used as a quantitative...Monte-Carlo approach. The optimization is realized through economic functions or on decision constraints, such as, unit sample cost, number of samples... nitrate flux to the Gulf of Mexico. Nature (Brief Communication) 414: 166-167. (Uncertainty analysis done with SERDP software) Gertner, G., G

Panel positioning error and support mechanism for a 30-m THz radio telescope

NASA Astrophysics Data System (ADS)

Yang, De-Hua; Okoh, Daniel; Zhou, Guo-Hua; Li, Ai-Hua; Li, Guo-Ping; Cheng, Jing-Quan

2011-06-01

A 30-m TeraHertz (THz) radio telescope is proposed to operate at 200 μm with an active primary surface. This paper presents sensitivity analysis of active surface panel positioning errors with optical performance in terms of the Strehl ratio. Based on Ruze's surface error theory and using a Monte Carlo simulation, the effects of six rigid panel positioning errors, such as piston, tip, tilt, radial, azimuthal and twist displacements, were directly derived. The optical performance of the telescope was then evaluated using the standard Strehl ratio. We graphically illustrated the various panel error effects by presenting simulations of complete ensembles of full reflector surface errors for the six different rigid panel positioning errors. Study of the panel error sensitivity analysis revealed that the piston error and tilt/tip errors are dominant while the other rigid errors are much less important. Furthermore, as indicated by the results, we conceived of an alternative Master-Slave Concept-based (MSC-based) active surface by implementating a special Series-Parallel Concept-based (SPC-based) hexapod as the active panel support mechanism. A new 30-m active reflector based on the two concepts was demonstrated to achieve correction for all the six rigid panel positioning errors in an economically feasible way.

Ranging error analysis of single photon satellite laser altimetry under different terrain conditions

NASA Astrophysics Data System (ADS)

Huang, Jiapeng; Li, Guoyuan; Gao, Xiaoming; Wang, Jianmin; Fan, Wenfeng; Zhou, Shihong

2018-02-01

Single photon satellite laser altimeter is based on Geiger model, which has the characteristics of small spot, high repetition rate etc. In this paper, for the slope terrain, the distance of error's formula and numerical calculation are carried out. Monte Carlo method is used to simulate the experiment of different terrain measurements. The experimental results show that ranging accuracy is not affected by the spot size under the condition of the flat terrain, But the inclined terrain can influence the ranging error dramatically, when the satellite pointing angle is 0.001° and the terrain slope is about 12°, the ranging error can reach to 0.5m. While the accuracy can't meet the requirement when the slope is more than 70°. Monte Carlo simulation results show that single photon laser altimeter satellite with high repetition rate can improve the ranging accuracy under the condition of complex terrain. In order to ensure repeated observation of the same point for 25 times, according to the parameters of ICESat-2, we deduce the quantitative relation between the footprint size, footprint, and the frequency repetition. The related conclusions can provide reference for the design and demonstration of the domestic single photon laser altimetry satellite.

Data collection strategies for time-resolved X-ray free-electron laser diffraction, and 2-color methods

PubMed Central

Li, Chufeng; Schmidt, Kevin; Spence, John C.

2015-01-01

We compare three schemes for time-resolved X-ray diffraction from protein nanocrystals using an X-ray free-electron laser. We find expressions for the errors in structure factor measurement using the Monte Carlo pump-probe method of data analysis with a liquid jet, the fixed sample pump-probe (goniometer) method (both diffract-and-destroy, and below the safe damage dose), and a proposed two-color method. Here, an optical pump pulse arrives between X-ray pulses of slightly different energies which hit the same nanocrystal, using a weak first X-ray pulse which does not damage the sample. (Radiation damage is outrun in the other cases.) This two-color method, in which separated Bragg spots are impressed on the same detector readout, eliminates stochastic fluctuations in crystal size, shape, and orientation and is found to require two orders of magnitude fewer diffraction patterns than the currently used Monte Carlo liquid jet method, for 1% accuracy. Expressions are given for errors in structure factor measurement for the four approaches, and detailed simulations provided for cathepsin B and IC3 crystals. While the error is independent of the number of shots for the dose-limited goniometer method, it falls off inversely as the square root of the number of shots for the two-color and Monte Carlo methods, with a much smaller pre-factor for the two-color mode, when the first shot is below the damage threshold. PMID:26798813

A Quantitative Comparison of Single-Dye Tracking Analysis Tools Using Monte Carlo Simulations

PubMed Central

McColl, James; Irvine, Kate L.; Davis, Simon J.; Gay, Nicholas J.; Bryant, Clare E.; Klenerman, David

2013-01-01

Single-particle tracking (SPT) is widely used to study processes from membrane receptor organization to the dynamics of RNAs in living cells. While single-dye labeling strategies have the benefit of being minimally invasive, this comes at the expense of data quality; typically a data set of short trajectories is obtained and analyzed by means of the mean square displacements (MSD) or the distribution of the particles’ displacements in a set time interval (jump distance, JD). To evaluate the applicability of both approaches, a quantitative comparison of both methods under typically encountered experimental conditions is necessary. Here we use Monte Carlo simulations to systematically compare the accuracy of diffusion coefficients (D-values) obtained for three cases: one population of diffusing species, two populations with different D-values, and a population switching between two D-values. For the first case we find that the MSD gives more or equally accurate results than the JD analysis (relative errors of D-values <6%). If two diffusing species are present or a particle undergoes a motion change, the JD analysis successfully distinguishes both species (relative error <5%). Finally we apply the JD analysis to investigate the motion of endogenous LPS receptors in live macrophages before and after treatment with methyl-β-cyclodextrin and latrunculin B. PMID:23737978

A quantitative comparison of single-dye tracking analysis tools using Monte Carlo simulations.

PubMed

Weimann, Laura; Ganzinger, Kristina A; McColl, James; Irvine, Kate L; Davis, Simon J; Gay, Nicholas J; Bryant, Clare E; Klenerman, David

2013-01-01

Single-particle tracking (SPT) is widely used to study processes from membrane receptor organization to the dynamics of RNAs in living cells. While single-dye labeling strategies have the benefit of being minimally invasive, this comes at the expense of data quality; typically a data set of short trajectories is obtained and analyzed by means of the mean square displacements (MSD) or the distribution of the particles' displacements in a set time interval (jump distance, JD). To evaluate the applicability of both approaches, a quantitative comparison of both methods under typically encountered experimental conditions is necessary. Here we use Monte Carlo simulations to systematically compare the accuracy of diffusion coefficients (D-values) obtained for three cases: one population of diffusing species, two populations with different D-values, and a population switching between two D-values. For the first case we find that the MSD gives more or equally accurate results than the JD analysis (relative errors of D-values <6%). If two diffusing species are present or a particle undergoes a motion change, the JD analysis successfully distinguishes both species (relative error <5%). Finally we apply the JD analysis to investigate the motion of endogenous LPS receptors in live macrophages before and after treatment with methyl-β-cyclodextrin and latrunculin B.

Use of Existing CAD Models for Radiation Shielding Analysis

NASA Technical Reports Server (NTRS)

Lee, K. T.; Barzilla, J. E.; Wilson, P.; Davis, A.; Zachman, J.

2015-01-01

The utility of a radiation exposure analysis depends not only on the accuracy of the underlying particle transport code, but also on the accuracy of the geometric representations of both the vehicle used as radiation shielding mass and the phantom representation of the human form. The current NASA/Space Radiation Analysis Group (SRAG) process to determine crew radiation exposure in a vehicle design incorporates both output from an analytic High Z and Energy Particle Transport (HZETRN) code and the properties (i.e., material thicknesses) of a previously processed drawing. This geometry pre-process can be time-consuming, and the results are less accurate than those determined using a Monte Carlo-based particle transport code. The current work aims to improve this process. Although several Monte Carlo programs (FLUKA, Geant4) are readily available, most use an internal geometry engine. The lack of an interface with the standard CAD formats used by the vehicle designers limits the ability of the user to communicate complex geometries. Translation of native CAD drawings into a format readable by these transport programs is time consuming and prone to error. The Direct Accelerated Geometry -United (DAGU) project is intended to provide an interface between the native vehicle or phantom CAD geometry and multiple particle transport codes to minimize problem setup, computing time and analysis error.

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Benchmarking the pseudopotential and fixed-node approximations in diffusion Monte Carlo calculations of molecules and solids

DOE PAGES

Nazarov, Roman; Shulenburger, Luke; Morales, Miguel A.; ...

2016-03-28

We performed diffusion Monte Carlo (DMC) calculations of the spectroscopic properties of a large set of molecules, assessing the effect of different approximations. In systems containing elements with large atomic numbers, we show that the errors associated with the use of nonlocal mean-field-based pseudopotentials in DMC calculations can be significant and may surpass the fixed-node error. In conclusion, we suggest practical guidelines for reducing these pseudopotential errors, which allow us to obtain DMC-computed spectroscopic parameters of molecules and equation of state properties of solids in excellent agreement with experiment.

Benchmarking the pseudopotential and fixed-node approximations in diffusion Monte Carlo calculations of molecules and solids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nazarov, Roman; Shulenburger, Luke; Morales, Miguel A.

We performed diffusion Monte Carlo (DMC) calculations of the spectroscopic properties of a large set of molecules, assessing the effect of different approximations. In systems containing elements with large atomic numbers, we show that the errors associated with the use of nonlocal mean-field-based pseudopotentials in DMC calculations can be significant and may surpass the fixed-node error. In conclusion, we suggest practical guidelines for reducing these pseudopotential errors, which allow us to obtain DMC-computed spectroscopic parameters of molecules and equation of state properties of solids in excellent agreement with experiment.

Exploring the impact of forcing error characteristics on physically based snow simulations within a global sensitivity analysis framework

NASA Astrophysics Data System (ADS)

Raleigh, M. S.; Lundquist, J. D.; Clark, M. P.

2015-07-01

Physically based models provide insights into key hydrologic processes but are associated with uncertainties due to deficiencies in forcing data, model parameters, and model structure. Forcing uncertainty is enhanced in snow-affected catchments, where weather stations are scarce and prone to measurement errors, and meteorological variables exhibit high variability. Hence, there is limited understanding of how forcing error characteristics affect simulations of cold region hydrology and which error characteristics are most important. Here we employ global sensitivity analysis to explore how (1) different error types (i.e., bias, random errors), (2) different error probability distributions, and (3) different error magnitudes influence physically based simulations of four snow variables (snow water equivalent, ablation rates, snow disappearance, and sublimation). We use the Sobol' global sensitivity analysis, which is typically used for model parameters but adapted here for testing model sensitivity to coexisting errors in all forcings. We quantify the Utah Energy Balance model's sensitivity to forcing errors with 1 840 000 Monte Carlo simulations across four sites and five different scenarios. Model outputs were (1) consistently more sensitive to forcing biases than random errors, (2) generally less sensitive to forcing error distributions, and (3) critically sensitive to different forcings depending on the relative magnitude of errors. For typical error magnitudes found in areas with drifting snow, precipitation bias was the most important factor for snow water equivalent, ablation rates, and snow disappearance timing, but other forcings had a more dominant impact when precipitation uncertainty was due solely to gauge undercatch. Additionally, the relative importance of forcing errors depended on the model output of interest. Sensitivity analysis can reveal which forcing error characteristics matter most for hydrologic modeling.

On the use of log-transformation vs. nonlinear regression for analyzing biological power laws

USGS Publications Warehouse

Xiao, X.; White, E.P.; Hooten, M.B.; Durham, S.L.

2011-01-01

Power-law relationships are among the most well-studied functional relationships in biology. Recently the common practice of fitting power laws using linear regression (LR) on log-transformed data has been criticized, calling into question the conclusions of hundreds of studies. It has been suggested that nonlinear regression (NLR) is preferable, but no rigorous comparison of these two methods has been conducted. Using Monte Carlo simulations, we demonstrate that the error distribution determines which method performs better, with NLR better characterizing data with additive, homoscedastic, normal error and LR better characterizing data with multiplicative, heteroscedastic, lognormal error. Analysis of 471 biological power laws shows that both forms of error occur in nature. While previous analyses based on log-transformation appear to be generally valid, future analyses should choose methods based on a combination of biological plausibility and analysis of the error distribution. We provide detailed guidelines and associated computer code for doing so, including a model averaging approach for cases where the error structure is uncertain. ?? 2011 by the Ecological Society of America.

Uncertainty modelling and analysis of volume calculations based on a regular grid digital elevation model (DEM)

NASA Astrophysics Data System (ADS)

Li, Chang; Wang, Qing; Shi, Wenzhong; Zhao, Sisi

2018-05-01

The accuracy of earthwork calculations that compute terrain volume is critical to digital terrain analysis (DTA). The uncertainties in volume calculations (VCs) based on a DEM are primarily related to three factors: 1) model error (ME), which is caused by an adopted algorithm for a VC model, 2) discrete error (DE), which is usually caused by DEM resolution and terrain complexity, and 3) propagation error (PE), which is caused by the variables' error. Based on these factors, the uncertainty modelling and analysis of VCs based on a regular grid DEM are investigated in this paper. Especially, how to quantify the uncertainty of VCs is proposed by a confidence interval based on truncation error (TE). In the experiments, the trapezoidal double rule (TDR) and Simpson's double rule (SDR) were used to calculate volume, where the TE is the major ME, and six simulated regular grid DEMs with different terrain complexity and resolution (i.e. DE) were generated by a Gauss synthetic surface to easily obtain the theoretical true value and eliminate the interference of data errors. For PE, Monte-Carlo simulation techniques and spatial autocorrelation were used to represent DEM uncertainty. This study can enrich uncertainty modelling and analysis-related theories of geographic information science.

Dynamic Modeling Accuracy Dependence on Errors in Sensor Measurements, Mass Properties, and Aircraft Geometry

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2013-01-01

A nonlinear simulation of the NASA Generic Transport Model was used to investigate the effects of errors in sensor measurements, mass properties, and aircraft geometry on the accuracy of dynamic models identified from flight data. Measurements from a typical system identification maneuver were systematically and progressively deteriorated and then used to estimate stability and control derivatives within a Monte Carlo analysis. Based on the results, recommendations were provided for maximum allowable errors in sensor measurements, mass properties, and aircraft geometry to achieve desired levels of dynamic modeling accuracy. Results using other flight conditions, parameter estimation methods, and a full-scale F-16 nonlinear aircraft simulation were compared with these recommendations.

Neutrino masses and cosmological parameters from a Euclid-like survey: Markov Chain Monte Carlo forecasts including theoretical errors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Audren, Benjamin; Lesgourgues, Julien; Bird, Simeon

2013-01-01

We present forecasts for the accuracy of determining the parameters of a minimal cosmological model and the total neutrino mass based on combined mock data for a future Euclid-like galaxy survey and Planck. We consider two different galaxy surveys: a spectroscopic redshift survey and a cosmic shear survey. We make use of the Monte Carlo Markov Chains (MCMC) technique and assume two sets of theoretical errors. The first error is meant to account for uncertainties in the modelling of the effect of neutrinos on the non-linear galaxy power spectrum and we assume this error to be fully correlated in Fouriermore » space. The second error is meant to parametrize the overall residual uncertainties in modelling the non-linear galaxy power spectrum at small scales, and is conservatively assumed to be uncorrelated and to increase with the ratio of a given scale to the scale of non-linearity. It hence increases with wavenumber and decreases with redshift. With these two assumptions for the errors and assuming further conservatively that the uncorrelated error rises above 2% at k = 0.4 h/Mpc and z = 0.5, we find that a future Euclid-like cosmic shear/galaxy survey achieves a 1-σ error on M{sub ν} close to 32 meV/25 meV, sufficient for detecting the total neutrino mass with good significance. If the residual uncorrelated errors indeed rises rapidly towards smaller scales in the non-linear regime as we have assumed here then the data on non-linear scales does not increase the sensitivity to the total neutrino mass. Assuming instead a ten times smaller theoretical error with the same scale dependence, the error on the total neutrino mass decreases moderately from σ(M{sub ν}) = 18 meV to 14 meV when mildly non-linear scales with 0.1 h/Mpc < k < 0.6 h/Mpc are included in the analysis of the galaxy survey data.« less

Monte Carlo based, patient-specific RapidArc QA using Linac log files.

PubMed

Teke, Tony; Bergman, Alanah M; Kwa, William; Gill, Bradford; Duzenli, Cheryl; Popescu, I Antoniu

2010-01-01

A Monte Carlo (MC) based QA process to validate the dynamic beam delivery accuracy for Varian RapidArc (Varian Medical Systems, Palo Alto, CA) using Linac delivery log files (DynaLog) is presented. Using DynaLog file analysis and MC simulations, the goal of this article is to (a) confirm that adequate sampling is used in the RapidArc optimization algorithm (177 static gantry angles) and (b) to assess the physical machine performance [gantry angle and monitor unit (MU) delivery accuracy]. Ten clinically acceptable RapidArc treatment plans were generated for various tumor sites and delivered to a water-equivalent cylindrical phantom on the treatment unit. Three Monte Carlo simulations were performed to calculate dose to the CT phantom image set: (a) One using a series of static gantry angles defined by 177 control points with treatment planning system (TPS) MLC control files (planning files), (b) one using continuous gantry rotation with TPS generated MLC control files, and (c) one using continuous gantry rotation with actual Linac delivery log files. Monte Carlo simulated dose distributions are compared to both ionization chamber point measurements and with RapidArc TPS calculated doses. The 3D dose distributions were compared using a 3D gamma-factor analysis, employing a 3%/3 mm distance-to-agreement criterion. The dose difference between MC simulations, TPS, and ionization chamber point measurements was less than 2.1%. For all plans, the MC calculated 3D dose distributions agreed well with the TPS calculated doses (gamma-factor values were less than 1 for more than 95% of the points considered). Machine performance QA was supplemented with an extensive DynaLog file analysis. A DynaLog file analysis showed that leaf position errors were less than 1 mm for 94% of the time and there were no leaf errors greater than 2.5 mm. The mean standard deviation in MU and gantry angle were 0.052 MU and 0.355 degrees, respectively, for the ten cases analyzed. The accuracy and flexibility of the Monte Carlo based RapidArc QA system were demonstrated. Good machine performance and accurate dose distribution delivery of RapidArc plans were observed. The sampling used in the TPS optimization algorithm was found to be adequate.

Unreliable numbers: error and harm induced by bad design can be reduced by better design

PubMed Central

Thimbleby, Harold; Oladimeji, Patrick; Cairns, Paul

2015-01-01

Number entry is a ubiquitous activity and is often performed in safety- and mission-critical procedures, such as healthcare, science, finance, aviation and in many other areas. We show that Monte Carlo methods can quickly and easily compare the reliability of different number entry systems. A surprising finding is that many common, widely used systems are defective, and induce unnecessary human error. We show that Monte Carlo methods enable designers to explore the implications of normal and unexpected operator behaviour, and to design systems to be more resilient to use error. We demonstrate novel designs with improved resilience, implying that the common problems identified and the errors they induce are avoidable. PMID:26354830

Analysis of estimation algorithms for CDTI and CAS applications

NASA Technical Reports Server (NTRS)

Goka, T.

1985-01-01

Estimation algorithms for Cockpit Display of Traffic Information (CDTI) and Collision Avoidance System (CAS) applications were analyzed and/or developed. The algorithms are based on actual or projected operational and performance characteristics of an Enhanced TCAS II traffic sensor developed by Bendix and the Federal Aviation Administration. Three algorithm areas are examined and discussed. These are horizontal x and y, range and altitude estimation algorithms. Raw estimation errors are quantified using Monte Carlo simulations developed for each application; the raw errors are then used to infer impacts on the CDTI and CAS applications. Applications of smoothing algorithms to CDTI problems are also discussed briefly. Technical conclusions are summarized based on the analysis of simulation results.

Probabilistic wind/tornado/missile analyses for hazard and fragility evaluations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Park, Y.J.; Reich, M.

Detailed analysis procedures and examples are presented for the probabilistic evaluation of hazard and fragility against high wind, tornado, and tornado-generated missiles. In the tornado hazard analysis, existing risk models are modified to incorporate various uncertainties including modeling errors. A significant feature of this paper is the detailed description of the Monte-Carlo simulation analyses of tornado-generated missiles. A simulation procedure, which includes the wind field modeling, missile injection, solution of flight equations, and missile impact analysis, is described with application examples.

James Webb Space Telescope Initial Mid-Course Correction Monte Carlo Implementation using Task Parallelism

NASA Technical Reports Server (NTRS)

Petersen, Jeremy; Tichy, Jason; Wawrzyniak, Geoffrey; Richon, Karen

2014-01-01

The James Webb Space Telescope will be launched into a highly elliptical orbit that does not possess sufficient energy to achieve a proper Sun-Earth L2 libration point orbit. Three mid-course correction (MCC) maneuvers are planned to rectify the energy deficit: MCC-1a, MCC-1b, and MCC-2. To validate the propellant budget and trajectory design methods, a set of Monte Carlo analyses that incorporate MCC maneuver modeling and execution are employed. The first analysis focuses on the effects of launch vehicle injection errors on the magnitude of MCC-1a. The second on the spread of potential V based on the performance of the propulsion system as applied to all three MCC maneuvers. The final highlights the slight, but notable, contribution of the attitude thrusters during each MCC maneuver. Given the possible variations in these three scenarios, the trajectory design methods are determined to be robust to errors in the modeling of the flight system.

THE DiskMass SURVEY. III. STELLAR KINEMATICS VIA CROSS-CORRELATION

DOE Office of Scientific and Technical Information (OSTI.GOV)

Westfall, Kyle B.; Bershady, Matthew A.; Verheijen, Marc A. W., E-mail: westfall@astro.rug.nl, E-mail: mab@astro.wisc.edu, E-mail: verheyen@astro.rug.nl

2011-03-15

We describe a new cross-correlation (CC) approach used by our survey to derive stellar kinematics from galaxy-continuum spectroscopy. This approach adopts the formal error analysis derived by Statler, but properly handles spectral masks. Thus, we address the primary concerns regarding application of the CC method to censored data, while maintaining its primary advantage by consolidating kinematic and template-mismatch information toward different regions of the CC function. We identify a systematic error in the nominal CC method of approximately 10% in velocity dispersion incurred by a mistreatment of detector-censored data, which is eliminated by our new method. We derive our approachmore » from first principles, and we use Monte Carlo simulations to demonstrate its efficacy. An identical set of Monte Carlo simulations performed using the well-established penalized-pixel-fitting code of Cappellari and Emsellem compares favorably with the results from our newly implemented software. Finally, we provide a practical demonstration of this software by extracting stellar kinematics from SparsePak spectra of UGC 6918.« less

James Webb Space Telescope Initial Mid-Course Correction Monte Carlo Implementation using Task Parallelism

NASA Technical Reports Server (NTRS)

Petersen, Jeremy; Tichy, Jason; Wawrzyniak, Geoffrey; Richon, Karen

2014-01-01

The James Webb Space Telescope will be launched into a highly elliptical orbit that does not possess sufficient energy to achieve a proper Sun-Earth/Moon L2 libration point orbit. Three mid-course correction (MCC) maneuvers are planned to rectify the energy deficit: MCC-1a, MCC-1b, and MCC-2. To validate the propellant budget and trajectory design methods, a set of Monte Carlo analyses that incorporate MCC maneuver modeling and execution are employed. The first analysis focuses on the effects of launch vehicle injection errors on the magnitude of MCC-1a. The second on the spread of potential V based on the performance of the propulsion system as applied to all three MCC maneuvers. The final highlights the slight, but notable, contribution of the attitude thrusters during each MCC maneuver. Given the possible variations in these three scenarios, the trajectory design methods are determined to be robust to errors in the modeling of the flight system.

Error Analyses of the North Alabama Lightning Mapping Array (LMA)

NASA Technical Reports Server (NTRS)

Koshak, W. J.; Solokiewicz, R. J.; Blakeslee, R. J.; Goodman, S. J.; Christian, H. J.; Hall, J. M.; Bailey, J. C.; Krider, E. P.; Bateman, M. G.; Boccippio, D. J.

2003-01-01

Two approaches are used to characterize how accurately the North Alabama Lightning Mapping Array (LMA) is able to locate lightning VHF sources in space and in time. The first method uses a Monte Carlo computer simulation to estimate source retrieval errors. The simulation applies a VHF source retrieval algorithm that was recently developed at the NASA-MSFC and that is similar, but not identical to, the standard New Mexico Tech retrieval algorithm. The second method uses a purely theoretical technique (i.e., chi-squared Curvature Matrix theory) to estimate retrieval errors. Both methods assume that the LMA system has an overall rms timing error of 50ns, but all other possible errors (e.g., multiple sources per retrieval attempt) are neglected. The detailed spatial distributions of retrieval errors are provided. Given that the two methods are completely independent of one another, it is shown that they provide remarkably similar results, except that the chi-squared theory produces larger altitude error estimates than the (more realistic) Monte Carlo simulation.

Two proposed convergence criteria for Monte Carlo solutions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Forster, R.A.; Pederson, S.P.; Booth, T.E.

1992-01-01

The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such asmore » statistical error reduction proportional to 1/[radical]N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf).« less

An example of complex modelling in dentistry using Markov chain Monte Carlo (MCMC) simulation.

PubMed

Helfenstein, Ulrich; Menghini, Giorgio; Steiner, Marcel; Murati, Francesca

2002-09-01

In the usual regression setting one regression line is computed for a whole data set. In a more complex situation, each person may be observed for example at several points in time and thus a regression line might be calculated for each person. Additional complexities, such as various forms of errors in covariables may make a straightforward statistical evaluation difficult or even impossible. During recent years methods have been developed allowing convenient analysis of problems where the data and the corresponding models show these and many other forms of complexity. The methodology makes use of a Bayesian approach and Markov chain Monte Carlo (MCMC) simulations. The methods allow the construction of increasingly elaborate models by building them up from local sub-models. The essential structure of the models can be represented visually by directed acyclic graphs (DAG). This attractive property allows communication and discussion of the essential structure and the substantial meaning of a complex model without needing algebra. After presentation of the statistical methods an example from dentistry is presented in order to demonstrate their application and use. The dataset of the example had a complex structure; each of a set of children was followed up over several years. The number of new fillings in permanent teeth had been recorded at several ages. The dependent variables were markedly different from the normal distribution and could not be transformed to normality. In addition, explanatory variables were assumed to be measured with different forms of error. Illustration of how the corresponding models can be estimated conveniently via MCMC simulation, in particular, 'Gibbs sampling', using the freely available software BUGS is presented. In addition, how the measurement error may influence the estimates of the corresponding coefficients is explored. It is demonstrated that the effect of the independent variable on the dependent variable may be markedly underestimated if the measurement error is not taken into account ('regression dilution bias'). Markov chain Monte Carlo methods may be of great value to dentists in allowing analysis of data sets which exhibit a wide range of different forms of complexity.

High-Dimensional Heteroscedastic Regression with an Application to eQTL Data Analysis

PubMed Central

Daye, Z. John; Chen, Jinbo; Li, Hongzhe

2011-01-01

Summary We consider the problem of high-dimensional regression under non-constant error variances. Despite being a common phenomenon in biological applications, heteroscedasticity has, so far, been largely ignored in high-dimensional analysis of genomic data sets. We propose a new methodology that allows non-constant error variances for high-dimensional estimation and model selection. Our method incorporates heteroscedasticity by simultaneously modeling both the mean and variance components via a novel doubly regularized approach. Extensive Monte Carlo simulations indicate that our proposed procedure can result in better estimation and variable selection than existing methods when heteroscedasticity arises from the presence of predictors explaining error variances and outliers. Further, we demonstrate the presence of heteroscedasticity in and apply our method to an expression quantitative trait loci (eQTLs) study of 112 yeast segregants. The new procedure can automatically account for heteroscedasticity in identifying the eQTLs that are associated with gene expression variations and lead to smaller prediction errors. These results demonstrate the importance of considering heteroscedasticity in eQTL data analysis. PMID:22547833

Estimating Uncertainties in the Multi-Instrument SBUV Profile Ozone Merged Data Set

NASA Technical Reports Server (NTRS)

Frith, Stacey; Stolarski, Richard

2015-01-01

The MOD data set is uniquely qualified for use in long-term ozone analysis because of its long record, high spatial coverage, and consistent instrument design and algorithm. The estimated MOD uncertainty term significantly increases the uncertainty over the statistical error alone. Trends in the post-2000 period are generally positive in the upper stratosphere, but only significant at 1-1.6 hPa. Remaining uncertainties not yet included in the Monte Carlo model are Smoothing Error ( 1 from 10 to 1 hPa) Relative calibration uncertainty between N11 and N17Seasonal cycle differences between SBUV records.

General Monte Carlo reliability simulation code including common mode failures and HARP fault/error-handling

NASA Technical Reports Server (NTRS)

Platt, M. E.; Lewis, E. E.; Boehm, F.

1991-01-01

A Monte Carlo Fortran computer program was developed that uses two variance reduction techniques for computing system reliability applicable to solving very large highly reliable fault-tolerant systems. The program is consistent with the hybrid automated reliability predictor (HARP) code which employs behavioral decomposition and complex fault-error handling models. This new capability is called MC-HARP which efficiently solves reliability models with non-constant failures rates (Weibull). Common mode failure modeling is also a specialty.

A comparative study of Conroy and Monte Carlo methods applied to multiple quadratures and multiple scattering

NASA Technical Reports Server (NTRS)

Deepak, A.; Fluellen, A.

1978-01-01

An efficient numerical method of multiple quadratures, the Conroy method, is applied to the problem of computing multiple scattering contributions in the radiative transfer through realistic planetary atmospheres. A brief error analysis of the method is given and comparisons are drawn with the more familiar Monte Carlo method. Both methods are stochastic problem-solving models of a physical or mathematical process and utilize the sampling scheme for points distributed over a definite region. In the Monte Carlo scheme the sample points are distributed randomly over the integration region. In the Conroy method, the sample points are distributed systematically, such that the point distribution forms a unique, closed, symmetrical pattern which effectively fills the region of the multidimensional integration. The methods are illustrated by two simple examples: one, of multidimensional integration involving two independent variables, and the other, of computing the second order scattering contribution to the sky radiance.

Monte Carlo analysis for the determination of the conic constant of an aspheric micro lens based on a scanning white light interferometric measurement

NASA Astrophysics Data System (ADS)

Gugsa, Solomon A.; Davies, Angela

2005-08-01

Characterizing an aspheric micro lens is critical for understanding the performance and providing feedback to the manufacturing. We describe a method to find the best-fit conic of an aspheric micro lens using a least squares minimization and Monte Carlo analysis. Our analysis is based on scanning white light interferometry measurements, and we compare the standard rapid technique where a single measurement is taken of the apex of the lens to the more time-consuming stitching technique where more surface area is measured. Both are corrected for tip/tilt based on a planar fit to the substrate. Four major parameters and their uncertainties are estimated from the measurement and a chi-square minimization is carried out to determine the best-fit conic constant. The four parameters are the base radius of curvature, the aperture of the lens, the lens center, and the sag of the lens. A probability distribution is chosen for each of the four parameters based on the measurement uncertainties and a Monte Carlo process is used to iterate the minimization process. Eleven measurements were taken and data is also chosen randomly from the group during the Monte Carlo simulation to capture the measurement repeatability. A distribution of best-fit conic constants results, where the mean is a good estimate of the best-fit conic and the distribution width represents the combined measurement uncertainty. We also compare the Monte Carlo process for the stitched data and the not stitched data. Our analysis allows us to analyze the residual surface error in terms of Zernike polynomials and determine uncertainty estimates for each coefficient.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*

PubMed Central

Leão, William L.; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.

PubMed

Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.

Atmospheric Tracer Inverse Modeling Using Markov Chain Monte Carlo (MCMC)

NASA Astrophysics Data System (ADS)

Kasibhatla, P.

2004-12-01

In recent years, there has been an increasing emphasis on the use of Bayesian statistical estimation techniques to characterize the temporal and spatial variability of atmospheric trace gas sources and sinks. The applications have been varied in terms of the particular species of interest, as well as in terms of the spatial and temporal resolution of the estimated fluxes. However, one common characteristic has been the use of relatively simple statistical models for describing the measurement and chemical transport model error statistics and prior source statistics. For example, multivariate normal probability distribution functions (pdfs) are commonly used to model these quantities and inverse source estimates are derived for fixed values of pdf paramaters. While the advantage of this approach is that closed form analytical solutions for the a posteriori pdfs of interest are available, it is worth exploring Bayesian analysis approaches which allow for a more general treatment of error and prior source statistics. Here, we present an application of the Markov Chain Monte Carlo (MCMC) methodology to an atmospheric tracer inversion problem to demonstrate how more gereral statistical models for errors can be incorporated into the analysis in a relatively straightforward manner. The MCMC approach to Bayesian analysis, which has found wide application in a variety of fields, is a statistical simulation approach that involves computing moments of interest of the a posteriori pdf by efficiently sampling this pdf. The specific inverse problem that we focus on is the annual mean CO2 source/sink estimation problem considered by the TransCom3 project. TransCom3 was a collaborative effort involving various modeling groups and followed a common modeling and analysis protocoal. As such, this problem provides a convenient case study to demonstrate the applicability of the MCMC methodology to atmospheric tracer source/sink estimation problems.

Sensitivity analysis of periodic errors in heterodyne interferometry

NASA Astrophysics Data System (ADS)

Ganguly, Vasishta; Kim, Nam Ho; Kim, Hyo Soo; Schmitz, Tony

2011-03-01

Periodic errors in heterodyne displacement measuring interferometry occur due to frequency mixing in the interferometer. These nonlinearities are typically characterized as first- and second-order periodic errors which cause a cyclical (non-cumulative) variation in the reported displacement about the true value. This study implements an existing analytical periodic error model in order to identify sensitivities of the first- and second-order periodic errors to the input parameters, including rotational misalignments of the polarizing beam splitter and mixing polarizer, non-orthogonality of the two laser frequencies, ellipticity in the polarizations of the two laser beams, and different transmission coefficients in the polarizing beam splitter. A local sensitivity analysis is first conducted to examine the sensitivities of the periodic errors with respect to each input parameter about the nominal input values. Next, a variance-based approach is used to study the global sensitivities of the periodic errors by calculating the Sobol' sensitivity indices using Monte Carlo simulation. The effect of variation in the input uncertainty on the computed sensitivity indices is examined. It is seen that the first-order periodic error is highly sensitive to non-orthogonality of the two linearly polarized laser frequencies, while the second-order error is most sensitive to the rotational misalignment between the laser beams and the polarizing beam splitter. A particle swarm optimization technique is finally used to predict the possible setup imperfections based on experimentally generated values for periodic errors.

Error modelling of quantum Hall array resistance standards

NASA Astrophysics Data System (ADS)

Marzano, Martina; Oe, Takehiko; Ortolano, Massimo; Callegaro, Luca; Kaneko, Nobu-Hisa

2018-04-01

Quantum Hall array resistance standards (QHARSs) are integrated circuits composed of interconnected quantum Hall effect elements that allow the realization of virtually arbitrary resistance values. In recent years, techniques were presented to efficiently design QHARS networks. An open problem is that of the evaluation of the accuracy of a QHARS, which is affected by contact and wire resistances. In this work, we present a general and systematic procedure for the error modelling of QHARSs, which is based on modern circuit analysis techniques and Monte Carlo evaluation of the uncertainty. As a practical example, this method of analysis is applied to the characterization of a 1 MΩ QHARS developed by the National Metrology Institute of Japan. Software tools are provided to apply the procedure to other arrays.

The Effects of Type I Error Rate and Power of the ANCOVA F-Test and Selected Alternatives under Non-Normality and Variance Heterogeneity.

ERIC Educational Resources Information Center

Rheinheimer, David C.; Penfield, Douglas A.

The performance of analysis of covariance (ANCOVA) and six selected competitors was examined under varying experimental conditions through Monte Carlo simulations. The six alternatives were: (1) Quade's procedure (D. Quade, 1967); (2) Puri and Sen's solution (M. Puri and P. Sen, 1969); (3) Burnett and Barr's rank difference scores (T. Burnett and…

The High Cost of Complexity in Experimental Design and Data Analysis: Type I and Type II Error Rates in Multiway ANOVA.

ERIC Educational Resources Information Center

Smith, Rachel A.; Levine, Timothy R.; Lachlan, Kenneth A.; Fediuk, Thomas A.

2002-01-01

Notes that the availability of statistical software packages has led to a sharp increase in use of complex research designs and complex statistical analyses in communication research. Reports a series of Monte Carlo simulations which demonstrate that this complexity may come at a heavier cost than many communication researchers realize. Warns…

North Alabama Lightning Mapping Array (LMA): VHF Source Retrieval Algorithm and Error Analyses

NASA Technical Reports Server (NTRS)

Koshak, W. J.; Solakiewicz, R. J.; Blakeslee, R. J.; Goodman, S. J.; Christian, H. J.; Hall, J.; Bailey, J.; Krider, E. P.; Bateman, M. G.; Boccippio, D.

2003-01-01

Two approaches are used to characterize how accurately the North Alabama Lightning Mapping Array (LMA) is able to locate lightning VHF sources in space and in time. The first method uses a Monte Carlo computer simulation to estimate source retrieval errors. The simulation applies a VHF source retrieval algorithm that was recently developed at the NASA Marshall Space Flight Center (MSFC) and that is similar, but not identical to, the standard New Mexico Tech retrieval algorithm. The second method uses a purely theoretical technique (i.e., chi-squared Curvature Matrix Theory) to estimate retrieval errors. Both methods assume that the LMA system has an overall rms timing error of 50 ns, but all other possible errors (e.g., multiple sources per retrieval attempt) are neglected. The detailed spatial distributions of retrieval errors are provided. Given that the two methods are completely independent of one another, it is shown that they provide remarkably similar results. However, for many source locations, the Curvature Matrix Theory produces larger altitude error estimates than the (more realistic) Monte Carlo simulation.

Quantifying acoustic doppler current profiler discharge uncertainty: A Monte Carlo based tool for moving-boat measurements

USGS Publications Warehouse

Mueller, David S.

2017-01-01

This paper presents a method using Monte Carlo simulations for assessing uncertainty of moving-boat acoustic Doppler current profiler (ADCP) discharge measurements using a software tool known as QUant, which was developed for this purpose. Analysis was performed on 10 data sets from four Water Survey of Canada gauging stations in order to evaluate the relative contribution of a range of error sources to the total estimated uncertainty. The factors that differed among data sets included the fraction of unmeasured discharge relative to the total discharge, flow nonuniformity, and operator decisions about instrument programming and measurement cross section. As anticipated, it was found that the estimated uncertainty is dominated by uncertainty of the discharge in the unmeasured areas, highlighting the importance of appropriate selection of the site, the instrument, and the user inputs required to estimate the unmeasured discharge. The main contributor to uncertainty was invalid data, but spatial inhomogeneity in water velocity and bottom-track velocity also contributed, as did variation in the edge velocity, uncertainty in the edge distances, edge coefficients, and the top and bottom extrapolation methods. To a lesser extent, spatial inhomogeneity in the bottom depth also contributed to the total uncertainty, as did uncertainty in the ADCP draft at shallow sites. The estimated uncertainties from QUant can be used to assess the adequacy of standard operating procedures. They also provide quantitative feedback to the ADCP operators about the quality of their measurements, indicating which parameters are contributing most to uncertainty, and perhaps even highlighting ways in which uncertainty can be reduced. Additionally, QUant can be used to account for self-dependent error sources such as heading errors, which are a function of heading. The results demonstrate the importance of a Monte Carlo method tool such as QUant for quantifying random and bias errors when evaluating the uncertainty of moving-boat ADCP measurements.

Monte-Carlo-based phase retardation estimator for polarization sensitive optical coherence tomography

NASA Astrophysics Data System (ADS)

Duan, Lian; Makita, Shuichi; Yamanari, Masahiro; Lim, Yiheng; Yasuno, Yoshiaki

2011-08-01

A Monte-Carlo-based phase retardation estimator is developed to correct the systematic error in phase retardation measurement by polarization sensitive optical coherence tomography (PS-OCT). Recent research has revealed that the phase retardation measured by PS-OCT has a distribution that is neither symmetric nor centered at the true value. Hence, a standard mean estimator gives us erroneous estimations of phase retardation, and it degrades the performance of PS-OCT for quantitative assessment. In this paper, the noise property in phase retardation is investigated in detail by Monte-Carlo simulation and experiments. A distribution transform function is designed to eliminate the systematic error by using the result of the Monte-Carlo simulation. This distribution transformation is followed by a mean estimator. This process provides a significantly better estimation of phase retardation than a standard mean estimator. This method is validated both by numerical simulations and experiments. The application of this method to in vitro and in vivo biological samples is also demonstrated.

Performance Analysis of Amplify-and-Forward Relaying FSO/SC-QAM Systems over Weak Turbulence Channels and Pointing Error Impairments

NASA Astrophysics Data System (ADS)

Trung, Ha Duyen

2017-12-01

In this paper, the end-to-end performance of free-space optical (FSO) communication system combining with Amplify-and-Forward (AF)-assisted or fixed-gain relaying technology using subcarrier quadrature amplitude modulation (SC-QAM) over weak atmospheric turbulence channels modeled by log-normal distribution with pointing error impairments is studied. More specifically, unlike previous studies on AF relaying FSO communication systems without pointing error effects; the pointing error effect is studied by taking into account the influence of beamwidth, aperture size and jitter variance. In addition, a combination of these models to analyze the combined effect of atmospheric turbulence and pointing error to AF relaying FSO/SC-QAM systems is used. Finally, an analytical expression is derived to evaluate the average symbol error rate (ASER) performance of such systems. The numerical results show that the impact of pointing error on the performance of AF relaying FSO/SC-QAM systems and how we use proper values of aperture size and beamwidth to improve the performance of such systems. Some analytical results are confirmed by Monte-Carlo simulations.

Mosaicing of airborne LiDAR bathymetry strips based on Monte Carlo matching

NASA Astrophysics Data System (ADS)

Yang, Fanlin; Su, Dianpeng; Zhang, Kai; Ma, Yue; Wang, Mingwei; Yang, Anxiu

2017-09-01

This study proposes a new methodology for mosaicing airborne light detection and ranging (LiDAR) bathymetry (ALB) data based on Monte Carlo matching. Various errors occur in ALB data due to imperfect system integration and other interference factors. To account for these errors, a Monte Carlo matching algorithm based on a nonlinear least-squares adjustment model is proposed. First, the raw data of strip overlap areas were filtered according to their relative drift of depths. Second, a Monte Carlo model and nonlinear least-squares adjustment model were combined to obtain seven transformation parameters. Then, the multibeam bathymetric data were used to correct the initial strip during strip mosaicing. Finally, to evaluate the proposed method, the experimental results were compared with the results of the Iterative Closest Points (ICP) and three-dimensional Normal Distributions Transform (3D-NDT) algorithms. The results demonstrate that the algorithm proposed in this study is more robust and effective. When the quality of the raw data is poor, the Monte Carlo matching algorithm can still achieve centimeter-level accuracy for overlapping areas, which meets the accuracy of bathymetry required by IHO Standards for Hydrographic Surveys Special Publication No.44.

A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

1998-01-01

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…

Uncertainty Optimization Applied to the Monte Carlo Analysis of Planetary Entry Trajectories

NASA Technical Reports Server (NTRS)

Olds, John; Way, David

2001-01-01

Recently, strong evidence of liquid water under the surface of Mars and a meteorite that might contain ancient microbes have renewed interest in Mars exploration. With this renewed interest, NASA plans to send spacecraft to Mars approx. every 26 months. These future spacecraft will return higher-resolution images, make precision landings, engage in longer-ranging surface maneuvers, and even return Martian soil and rock samples to Earth. Future robotic missions and any human missions to Mars will require precise entries to ensure safe landings near science objective and pre-employed assets. Potential sources of water and other interesting geographic features are often located near hazards, such as within craters or along canyon walls. In order for more accurate landings to be made, spacecraft entering the Martian atmosphere need to use lift to actively control the entry. This active guidance results in much smaller landing footprints. Planning for these missions will depend heavily on Monte Carlo analysis. Monte Carlo trajectory simulations have been used with a high degree of success in recent planetary exploration missions. These analyses ascertain the impact of off-nominal conditions during a flight and account for uncertainty. Uncertainties generally stem from limitations in manufacturing tolerances, measurement capabilities, analysis accuracies, and environmental unknowns. Thousands of off-nominal trajectories are simulated by randomly dispersing uncertainty variables and collecting statistics on forecast variables. The dependability of Monte Carlo forecasts, however, is limited by the accuracy and completeness of the assumed uncertainties. This is because Monte Carlo analysis is a forward driven problem; beginning with the input uncertainties and proceeding to the forecasts outputs. It lacks a mechanism to affect or alter the uncertainties based on the forecast results. If the results are unacceptable, the current practice is to use an iterative, trial-and-error approach to reconcile discrepancies. Therefore, an improvement to the Monte Carlo analysis is needed that will allow the problem to be worked in reverse. In this way, the largest allowable dispersions that achieve the required mission objectives can be determined quantitatively.

Analytic score distributions for a spatially continuous tridirectional Monte Carol transport problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Booth, T.E.

1996-01-01

The interpretation of the statistical error estimates produced by Monte Carlo transport codes is still somewhat of an art. Empirically, there are variance reduction techniques whose error estimates are almost always reliable, and there are variance reduction techniques whose error estimates are often unreliable. Unreliable error estimates usually result from inadequate large-score sampling from the score distribution`s tail. Statisticians believe that more accurate confidence interval statements are possible if the general nature of the score distribution can be characterized. Here, the analytic score distribution for the exponential transform applied to a simple, spatially continuous Monte Carlo transport problem is provided.more » Anisotropic scattering and implicit capture are included in the theory. In large part, the analytic score distributions that are derived provide the basis for the ten new statistical quality checks in MCNP.« less

Calibration of remotely sensed proportion or area estimates for misclassification error

Treesearch

Raymond L. Czaplewski; Glenn P. Catts

1992-01-01

Classifications of remotely sensed data contain misclassification errors that bias areal estimates. Monte Carlo techniques were used to compare two statistical methods that correct or calibrate remotely sensed areal estimates for misclassification bias using reference data from an error matrix. The inverse calibration estimator was consistently superior to the...

On the robustness of a Bayes estimate. [in reliability theory

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1974-01-01

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Towards a systematic assessment of errors in diffusion Monte Carlo calculations of semiconductors: Case study of zinc selenide and zinc oxide

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yu, Jaehyung; Wagner, Lucas K.; Ertekin, Elif, E-mail: ertekin@illinois.edu

2015-12-14

The fixed node diffusion Monte Carlo (DMC) method has attracted interest in recent years as a way to calculate properties of solid materials with high accuracy. However, the framework for the calculation of properties such as total energies, atomization energies, and excited state energies is not yet fully established. Several outstanding questions remain as to the effect of pseudopotentials, the magnitude of the fixed node error, and the size of supercell finite size effects. Here, we consider in detail the semiconductors ZnSe and ZnO and carry out systematic studies to assess the magnitude of the energy differences arising from controlledmore » and uncontrolled approximations in DMC. The former include time step errors and supercell finite size effects for ground and optically excited states, and the latter include pseudopotentials, the pseudopotential localization approximation, and the fixed node approximation. We find that for these compounds, the errors can be controlled to good precision using modern computational resources and that quantum Monte Carlo calculations using Dirac-Fock pseudopotentials can offer good estimates of both cohesive energy and the gap of these systems. We do however observe differences in calculated optical gaps that arise when different pseudopotentials are used.« less

Scaled test statistics and robust standard errors for non-normal data in covariance structure analysis: a Monte Carlo study.

PubMed

Chou, C P; Bentler, P M; Satorra, A

1991-11-01

Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under severe non-normality. An estimation procedure known as asymptotic distribution free (ADF), making no distributional assumption, has been suggested to avoid these biases. Corrections to the normal theory statistics to yield more adequate performance have also been proposed. This study compares the performance of a scaled test statistic and robust standard errors for two models under several non-normal conditions and also compares these with the results from ML and ADF methods. Both ML and ADF test statistics performed rather well in one model and considerably worse in the other. In general, the scaled test statistic seemed to behave better than the ML test statistic and the ADF statistic performed the worst. The robust and ADF standard errors yielded more appropriate estimates of sampling variability than the ML standard errors, which were usually downward biased, in both models under most of the non-normal conditions. ML test statistics and standard errors were found to be quite robust to the violation of the normality assumption when data had either symmetric and platykurtic distributions, or non-symmetric and zero kurtotic distributions.

SU-F-T-619: Dose Evaluation of Specific Patient Plans Based On Monte Carlo Algorithm for a CyberKnife Stereotactic Radiosurgery System

DOE Office of Scientific and Technical Information (OSTI.GOV)

Piao, J; PLA 302 Hospital, Beijing; Xu, S

2016-06-15

Purpose: This study will use Monte Carlo to simulate the Cyberknife system, and intend to develop the third-party tool to evaluate the dose verification of specific patient plans in TPS. Methods: By simulating the treatment head using the BEAMnrc and DOSXYZnrc software, the comparison between the calculated and measured data will be done to determine the beam parameters. The dose distribution calculated in the Raytracing, Monte Carlo algorithms of TPS (Multiplan Ver4.0.2) and in-house Monte Carlo simulation method for 30 patient plans, which included 10 head, lung and liver cases in each, were analyzed. The γ analysis with the combinedmore » 3mm/3% criteria would be introduced to quantitatively evaluate the difference of the accuracy between three algorithms. Results: More than 90% of the global error points were less than 2% for the comparison of the PDD and OAR curves after determining the mean energy and FWHM.The relative ideal Monte Carlo beam model had been established. Based on the quantitative evaluation of dose accuracy for three algorithms, the results of γ analysis shows that the passing rates (84.88±9.67% for head,98.83±1.05% for liver,98.26±1.87% for lung) of PTV in 30 plans between Monte Carlo simulation and TPS Monte Carlo algorithms were good. And the passing rates (95.93±3.12%,99.84±0.33% in each) of PTV in head and liver plans between Monte Carlo simulation and TPS Ray-tracing algorithms were also good. But the difference of DVHs in lung plans between Monte Carlo simulation and Ray-tracing algorithms was obvious, and the passing rate (51.263±38.964%) of γ criteria was not good. It is feasible that Monte Carlo simulation was used for verifying the dose distribution of patient plans. Conclusion: Monte Carlo simulation algorithm developed in the CyberKnife system of this study can be used as a reference tool for the third-party tool, which plays an important role in dose verification of patient plans. This work was supported in part by the grant from Chinese Natural Science Foundation (Grant No. 11275105). Thanks for the support from Accuray Corp.« less

Sensitivity analysis of non-cohesive sediment transport formulae

NASA Astrophysics Data System (ADS)

Pinto, Lígia; Fortunato, André B.; Freire, Paula

2006-10-01

Sand transport models are often based on semi-empirical equilibrium transport formulae that relate sediment fluxes to physical properties such as velocity, depth and characteristic sediment grain sizes. In engineering applications, errors in these physical properties affect the accuracy of the sediment fluxes. The present analysis quantifies error propagation from the input physical properties to the sediment fluxes, determines which ones control the final errors, and provides insight into the relative strengths, weaknesses and limitations of four total load formulae (Ackers and White, Engelund and Hansen, van Rijn, and Karim and Kennedy) and one bed load formulation (van Rijn). The various sources of uncertainty are first investigated individually, in order to pinpoint the key physical properties that control the errors. Since the strong non-linearity of most sand transport formulae precludes analytical approaches, a Monte Carlo method is validated and used in the analysis. Results show that the accuracy in total sediment transport evaluations is mainly determined by errors in the current velocity and in the sediment median grain size. For the bed load transport using the van Rijn formula, errors in the current velocity alone control the final accuracy. In a final set of tests, all physical properties are allowed to vary simultaneously in order to analyze the combined effect of errors. The combined effect of errors in all the physical properties is then compared to an estimate of the errors due to the intrinsic limitations of the formulae. Results show that errors in the physical properties can be dominant for typical uncertainties associated with these properties, particularly for small depths. A comparison between the various formulae reveals that the van Rijn formula is more sensitive to basic physical properties. Hence, it should only be used when physical properties are known with precision.

Peak fitting and integration uncertainties for the Aerodyne Aerosol Mass Spectrometer

NASA Astrophysics Data System (ADS)

Corbin, J. C.; Othman, A.; Haskins, J. D.; Allan, J. D.; Sierau, B.; Worsnop, D. R.; Lohmann, U.; Mensah, A. A.

2015-04-01

The errors inherent in the fitting and integration of the pseudo-Gaussian ion peaks in Aerodyne High-Resolution Aerosol Mass Spectrometers (HR-AMS's) have not been previously addressed as a source of imprecision for these instruments. This manuscript evaluates the significance of these uncertainties and proposes a method for their estimation in routine data analysis. Peak-fitting uncertainties, the most complex source of integration uncertainties, are found to be dominated by errors in m/z calibration. These calibration errors comprise significant amounts of both imprecision and bias, and vary in magnitude from ion to ion. The magnitude of these m/z calibration errors is estimated for an exemplary data set, and used to construct a Monte Carlo model which reproduced well the observed trends in fits to the real data. The empirically-constrained model is used to show that the imprecision in the fitted height of isolated peaks scales linearly with the peak height (i.e., as n1), thus contributing a constant-relative-imprecision term to the overall uncertainty. This constant relative imprecision term dominates the Poisson counting imprecision term (which scales as n0.5) at high signals. The previous HR-AMS uncertainty model therefore underestimates the overall fitting imprecision. The constant relative imprecision in fitted peak height for isolated peaks in the exemplary data set was estimated as ~4% and the overall peak-integration imprecision was approximately 5%. We illustrate the importance of this constant relative imprecision term by performing Positive Matrix Factorization (PMF) on a~synthetic HR-AMS data set with and without its inclusion. Finally, the ability of an empirically-constrained Monte Carlo approach to estimate the fitting imprecision for an arbitrary number of known overlapping peaks is demonstrated. Software is available upon request to estimate these error terms in new data sets.

Verification of unfold error estimates in the unfold operator code

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fehl, D.L.; Biggs, F.

Spectral unfolding is an inverse mathematical operation that attempts to obtain spectral source information from a set of response functions and data measurements. Several unfold algorithms have appeared over the past 30 years; among them is the unfold operator (UFO) code written at Sandia National Laboratories. In addition to an unfolded spectrum, the UFO code also estimates the unfold uncertainty (error) induced by estimated random uncertainties in the data. In UFO the unfold uncertainty is obtained from the error matrix. This built-in estimate has now been compared to error estimates obtained by running the code in a Monte Carlo fashionmore » with prescribed data distributions (Gaussian deviates). In the test problem studied, data were simulated from an arbitrarily chosen blackbody spectrum (10 keV) and a set of overlapping response functions. The data were assumed to have an imprecision of 5{percent} (standard deviation). One hundred random data sets were generated. The built-in estimate of unfold uncertainty agreed with the Monte Carlo estimate to within the statistical resolution of this relatively small sample size (95{percent} confidence level). A possible 10{percent} bias between the two methods was unresolved. The Monte Carlo technique is also useful in underdetermined problems, for which the error matrix method does not apply. UFO has been applied to the diagnosis of low energy x rays emitted by Z-pinch and ion-beam driven hohlraums. {copyright} {ital 1997 American Institute of Physics.}« less

Generalized Fisher matrices

NASA Astrophysics Data System (ADS)

Heavens, A. F.; Seikel, M.; Nord, B. D.; Aich, M.; Bouffanais, Y.; Bassett, B. A.; Hobson, M. P.

2014-12-01

The Fisher Information Matrix formalism (Fisher 1935) is extended to cases where the data are divided into two parts (X, Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary covariance. In the simplest case, (X, Y) represent data pairs of abscissa and ordinate, in which case the analysis deals with the case of data pairs with errors in both coordinates, but X can be any measured quantities on which Y depends. The analysis applies for arbitrary covariance, provided all errors are Gaussian, and provided the errors in X are small, both in comparison with the scale over which the expected signal Y changes, and with the width of the prior distribution. This generalizes the Fisher Matrix approach, which normally only considers errors in the `ordinate' Y. In this work, we include errors in X by marginalizing over latent variables, effectively employing a Bayesian hierarchical model, and deriving the Fisher Matrix for this more general case. The methods here also extend to likelihood surfaces which are not Gaussian in the parameter space, and so techniques such as DALI (Derivative Approximation for Likelihoods) can be generalized straightforwardly to include arbitrary Gaussian data error covariances. For simple mock data and theoretical models, we compare to Markov Chain Monte Carlo experiments, illustrating the method with cosmological supernova data. We also include the new method in the FISHER4CAST software.

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; Safta, Cosmin; Munger, William

2017-09-01

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

The influence of random element displacement on DOA estimates obtained with (Khatri-Rao-)root-MUSIC.

PubMed

Inghelbrecht, Veronique; Verhaevert, Jo; van Hecke, Tanja; Rogier, Hendrik

2014-11-11

Although a wide range of direction of arrival (DOA) estimation algorithms has been described for a diverse range of array configurations, no specific stochastic analysis framework has been established to assess the probability density function of the error on DOA estimates due to random errors in the array geometry. Therefore, we propose a stochastic collocation method that relies on a generalized polynomial chaos expansion to connect the statistical distribution of random position errors to the resulting distribution of the DOA estimates. We apply this technique to the conventional root-MUSIC and the Khatri-Rao-root-MUSIC methods. According to Monte-Carlo simulations, this novel approach yields a speedup by a factor of more than 100 in terms of CPU-time for a one-dimensional case and by a factor of 56 for a two-dimensional case.

A robust algorithm for automated target recognition using precomputed radar cross sections

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2004-09-01

Passive radar is an emerging technology that offers a number of unique benefits, including covert operation. Many such systems are already capable of detecting and tracking aircraft. The goal of this work is to develop a robust algorithm for adding automated target recognition (ATR) capabilities to existing passive radar systems. In previous papers, we proposed conducting ATR by comparing the precomputed RCS of known targets to that of detected targets. To make the precomputed RCS as accurate as possible, a coordinated flight model is used to estimate aircraft orientation. Once the aircraft's position and orientation are known, it is possible to determine the incident and observed angles on the aircraft, relative to the transmitter and receiver. This makes it possible to extract the appropriate radar cross section (RCS) from our simulated database. This RCS is then scaled to account for propagation losses and the receiver's antenna gain. A Rician likelihood model compares these expected signals from different targets to the received target profile. We have previously employed Monte Carlo runs to gauge the probability of error in the ATR algorithm; however, generation of a statistically significant set of Monte Carlo runs is computationally intensive. As an alternative to Monte Carlo runs, we derive the relative entropy (also known as Kullback-Liebler distance) between two Rician distributions. Since the probability of Type II error in our hypothesis testing problem can be expressed as a function of the relative entropy via Stein's Lemma, this provides us with a computationally efficient method for determining an upper bound on our algorithm's performance. It also provides great insight into the types of classification errors we can expect from our algorithm. This paper compares the numerically approximated probability of Type II error with the results obtained from a set of Monte Carlo runs.

Bayesian statistics and Monte Carlo methods

NASA Astrophysics Data System (ADS)

Koch, K. R.

2018-03-01

The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.

The difference between LSMC and replicating portfolio in insurance liability modeling.

PubMed

Pelsser, Antoon; Schweizer, Janina

2016-01-01

Solvency II requires insurers to calculate the 1-year value at risk of their balance sheet. This involves the valuation of the balance sheet in 1 year's time. As for insurance liabilities, closed-form solutions to their value are generally not available, insurers turn to estimation procedures. While pure Monte Carlo simulation set-ups are theoretically sound, they are often infeasible in practice. Therefore, approximation methods are exploited. Among these, least squares Monte Carlo (LSMC) and portfolio replication are prominent and widely applied in practice. In this paper, we show that, while both are variants of regression-based Monte Carlo methods, they differ in one significant aspect. While the replicating portfolio approach only contains an approximation error, which converges to zero in the limit, in LSMC a projection error is additionally present, which cannot be eliminated. It is revealed that the replicating portfolio technique enjoys numerous advantages and is therefore an attractive model choice.

TH-E-BRE-07: Development of Dose Calculation Error Predictors for a Widely Implemented Clinical Algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Egan, A; Laub, W

2014-06-15

Purpose: Several shortcomings of the current implementation of the analytic anisotropic algorithm (AAA) may lead to dose calculation errors in highly modulated treatments delivered to highly heterogeneous geometries. Here we introduce a set of dosimetric error predictors that can be applied to a clinical treatment plan and patient geometry in order to identify high risk plans. Once a problematic plan is identified, the treatment can be recalculated with more accurate algorithm in order to better assess its viability. Methods: Here we focus on three distinct sources dosimetric error in the AAA algorithm. First, due to a combination of discrepancies inmore » smallfield beam modeling as well as volume averaging effects, dose calculated through small MLC apertures can be underestimated, while that behind small MLC blocks can overestimated. Second, due the rectilinear scaling of the Monte Carlo generated pencil beam kernel, energy is not properly transported through heterogeneities near, but not impeding, the central axis of the beamlet. And third, AAA overestimates dose in regions very low density (< 0.2 g/cm{sup 3}). We have developed an algorithm to detect the location and magnitude of each scenario within the patient geometry, namely the field-size index (FSI), the heterogeneous scatter index (HSI), and the lowdensity index (LDI) respectively. Results: Error indices successfully identify deviations between AAA and Monte Carlo dose distributions in simple phantom geometries. Algorithms are currently implemented in the MATLAB computing environment and are able to run on a typical RapidArc head and neck geometry in less than an hour. Conclusion: Because these error indices successfully identify each type of error in contrived cases, with sufficient benchmarking, this method can be developed into a clinical tool that may be able to help estimate AAA dose calculation errors and when it might be advisable to use Monte Carlo calculations.« less

Six Degree-of-Freedom Entry Dispersion Analysis for the METEOR Recovery Module

NASA Technical Reports Server (NTRS)

Desai, Prasun N.; Braun, Robert D.; Powell, Richard W.; Engelund, Walter C.; Tartabini, Paul V.

1996-01-01

The present study performs a six degree-of-freedom entry dispersion analysis for the Multiple Experiment Transporter to Earth Orbit and Return (METEOR) mission. METEOR offered the capability of flying a recoverable science package in a microgravity environment. However, since the Recovery Module has no active control system, an accurate determination of the splashdown position is difficult because no opportunity exists to remove any errors. Hence, uncertainties in the initial conditions prior to deorbit burn initiation, during deorbit burn and exo-atmospheric coast phases, and during atmospheric flight impact the splashdown location. This investigation was undertaken to quantify the impact of the various exo-atmospheric and atmospheric uncertainties. Additionally, a Monte-Carlo analysis was performed to statistically assess the splashdown dispersion footprint caused by the multiple mission uncertainties. The Monte-Carlo analysis showed that a 3-sigma splashdown dispersion footprint with axes of 43.3 nm (long), -33.5 nm (short), and 10.0 nm (crossrange) can be constructed. A 58% probability exists that the Recovery Module will overshoot the nominal splashdown site.

Distribution of the Determinant of the Sample Correlation Matrix: Monte Carlo Type One Error Rates.

ERIC Educational Resources Information Center

Reddon, John R.; And Others

1985-01-01

Computer sampling from a multivariate normal spherical population was used to evaluate the type one error rates for a test of sphericity based on the distribution of the determinant of the sample correlation matrix. (Author/LMO)

Estimating the Earthquake Source Time Function by Markov Chain Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Dȩbski, Wojciech

2008-07-01

Many aspects of earthquake source dynamics like dynamic stress drop, rupture velocity and directivity, etc. are currently inferred from the source time functions obtained by a deconvolution of the propagation and recording effects from seismograms. The question of the accuracy of obtained results remains open. In this paper we address this issue by considering two aspects of the source time function deconvolution. First, we propose a new pseudo-spectral parameterization of the sought function which explicitly takes into account the physical constraints imposed on the sought functions. Such parameterization automatically excludes non-physical solutions and so improves the stability and uniqueness of the deconvolution. Secondly, we demonstrate that the Bayesian approach to the inverse problem at hand, combined with an efficient Markov Chain Monte Carlo sampling technique, is a method which allows efficient estimation of the source time function uncertainties. The key point of the approach is the description of the solution of the inverse problem by the a posteriori probability density function constructed according to the Bayesian (probabilistic) theory. Next, the Markov Chain Monte Carlo sampling technique is used to sample this function so the statistical estimator of a posteriori errors can be easily obtained with minimal additional computational effort with respect to modern inversion (optimization) algorithms. The methodological considerations are illustrated by a case study of the mining-induced seismic event of the magnitude M L ≈3.1 that occurred at Rudna (Poland) copper mine. The seismic P-wave records were inverted for the source time functions, using the proposed algorithm and the empirical Green function technique to approximate Green functions. The obtained solutions seem to suggest some complexity of the rupture process with double pulses of energy release. However, the error analysis shows that the hypothesis of source complexity is not justified at the 95% confidence level. On the basis of the analyzed event we also show that the separation of the source inversion into two steps introduces limitations on the completeness of the a posteriori error analysis.

Multilevel sequential Monte Carlo samplers

DOE PAGES

Beskos, Alexandros; Jasra, Ajay; Law, Kody; ...

2016-08-24

Here, we study the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods and leading to a discretisation bias, with the step-size level h L. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretisation levelsmore » $${\\infty}$$ >h 0>h 1 ...>h L. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence of probability distributions. A sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. In conclusion, it is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context.« less

Estimating Uncertainty in Long Term Total Ozone Records from Multiple Sources

NASA Technical Reports Server (NTRS)

Frith, Stacey M.; Stolarski, Richard S.; Kramarova, Natalya; McPeters, Richard D.

2014-01-01

Total ozone measurements derived from the TOMS and SBUV backscattered solar UV instrument series cover the period from late 1978 to the present. As the SBUV series of instruments comes to an end, we look to the 10 years of data from the AURA Ozone Monitoring Instrument (OMI) and two years of data from the Ozone Mapping Profiler Suite (OMPS) on board the Suomi National Polar-orbiting Partnership satellite to continue the record. When combining these records to construct a single long-term data set for analysis we must estimate the uncertainty in the record resulting from potential biases and drifts in the individual measurement records. In this study we present a Monte Carlo analysis used to estimate uncertainties in the Merged Ozone Dataset (MOD), constructed from the Version 8.6 SBUV2 series of instruments. We extend this analysis to incorporate OMI and OMPS total ozone data into the record and investigate the impact of multiple overlapping measurements on the estimated error. We also present an updated column ozone trend analysis and compare the size of statistical error (error from variability not explained by our linear regression model) to that from instrument uncertainty.

Predicting protein concentrations with ELISA microarray assays, monotonic splines and Monte Carlo simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Daly, Don S.; Anderson, Kevin K.; White, Amanda M.

Background: A microarray of enzyme-linked immunosorbent assays, or ELISA microarray, predicts simultaneously the concentrations of numerous proteins in a small sample. These predictions, however, are uncertain due to processing error and biological variability. Making sound biological inferences as well as improving the ELISA microarray process require require both concentration predictions and creditable estimates of their errors. Methods: We present a statistical method based on monotonic spline statistical models, penalized constrained least squares fitting (PCLS) and Monte Carlo simulation (MC) to predict concentrations and estimate prediction errors in ELISA microarray. PCLS restrains the flexible spline to a fit of assay intensitymore » that is a monotone function of protein concentration. With MC, both modeling and measurement errors are combined to estimate prediction error. The spline/PCLS/MC method is compared to a common method using simulated and real ELISA microarray data sets. Results: In contrast to the rigid logistic model, the flexible spline model gave credible fits in almost all test cases including troublesome cases with left and/or right censoring, or other asymmetries. For the real data sets, 61% of the spline predictions were more accurate than their comparable logistic predictions; especially the spline predictions at the extremes of the prediction curve. The relative errors of 50% of comparable spline and logistic predictions differed by less than 20%. Monte Carlo simulation rendered acceptable asymmetric prediction intervals for both spline and logistic models while propagation of error produced symmetric intervals that diverged unrealistically as the standard curves approached horizontal asymptotes. Conclusions: The spline/PCLS/MC method is a flexible, robust alternative to a logistic/NLS/propagation-of-error method to reliably predict protein concentrations and estimate their errors. The spline method simplifies model selection and fitting, and reliably estimates believable prediction errors. For the 50% of the real data sets fit well by both methods, spline and logistic predictions are practically indistinguishable, varying in accuracy by less than 15%. The spline method may be useful when automated prediction across simultaneous assays of numerous proteins must be applied routinely with minimal user intervention.« less

Verification of unfold error estimates in the UFO code

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fehl, D.L.; Biggs, F.

Spectral unfolding is an inverse mathematical operation which attempts to obtain spectral source information from a set of tabulated response functions and data measurements. Several unfold algorithms have appeared over the past 30 years; among them is the UFO (UnFold Operator) code. In addition to an unfolded spectrum, UFO also estimates the unfold uncertainty (error) induced by running the code in a Monte Carlo fashion with prescribed data distributions (Gaussian deviates). In the problem studied, data were simulated from an arbitrarily chosen blackbody spectrum (10 keV) and a set of overlapping response functions. The data were assumed to have anmore » imprecision of 5% (standard deviation). 100 random data sets were generated. The built-in estimate of unfold uncertainty agreed with the Monte Carlo estimate to within the statistical resolution of this relatively small sample size (95% confidence level). A possible 10% bias between the two methods was unresolved. The Monte Carlo technique is also useful in underdetemined problems, for which the error matrix method does not apply. UFO has been applied to the diagnosis of low energy x rays emitted by Z-Pinch and ion-beam driven hohlraums.« less

Image-guided spatial localization of heterogeneous compartments for magnetic resonance

PubMed Central

An, Li; Shen, Jun

2015-01-01

Purpose: Image-guided localization SPectral Localization Achieved by Sensitivity Heterogeneity (SPLASH) allows rapid measurement of signals from irregularly shaped anatomical compartments without using phase encoding gradients. Here, the authors propose a novel method to address the issue of heterogeneous signal distribution within the localized compartments. Methods: Each compartment was subdivided into multiple subcompartments and their spectra were solved by Tikhonov regularization to enforce smoothness within each compartment. The spectrum of a given compartment was generated by combining the spectra of the components of that compartment. The proposed method was first tested using Monte Carlo simulations and then applied to reconstructing in vivo spectra from irregularly shaped ischemic stroke and normal tissue compartments. Results: Monte Carlo simulations demonstrate that the proposed regularized SPLASH method significantly reduces localization and metabolite quantification errors. In vivo results show that the intracompartment regularization results in ∼40% reduction of error in metabolite quantification. Conclusions: The proposed method significantly reduces localization errors and metabolite quantification errors caused by intracompartment heterogeneous signal distribution. PMID:26328977

Building a kinetic Monte Carlo model with a chosen accuracy.

PubMed

Bhute, Vijesh J; Chatterjee, Abhijit

2013-06-28

The kinetic Monte Carlo (KMC) method is a popular modeling approach for reaching large materials length and time scales. The KMC dynamics is erroneous when atomic processes that are relevant to the dynamics are missing from the KMC model. Recently, we had developed for the first time an error measure for KMC in Bhute and Chatterjee [J. Chem. Phys. 138, 084103 (2013)]. The error measure, which is given in terms of the probability that a missing process will be selected in the correct dynamics, requires estimation of the missing rate. In this work, we present an improved procedure for estimating the missing rate. The estimate found using the new procedure is within an order of magnitude of the correct missing rate, unlike our previous approach where the estimate was larger by orders of magnitude. This enables one to find the error in the KMC model more accurately. In addition, we find the time for which the KMC model can be used before a maximum error in the dynamics has been reached.

Determination of Barometric Altimeter Errors for the Orion Exploration Flight Test-1 Entry

NASA Technical Reports Server (NTRS)

Brown, Denise L.; Bunoz, Jean-Philippe; Gay, Robert

2012-01-01

The Exploration Flight Test 1 (EFT-1) mission is the unmanned flight test for the upcoming Multi-Purpose Crew Vehicle (MPCV). During entry, the EFT-1 vehicle will trigger several Landing and Recovery System (LRS) events, such as parachute deployment, based on on-board altitude information. The primary altitude source is the filtered navigation solution updated with GPS measurement data. The vehicle also has three barometric altimeters that will be used to measure atmospheric pressure during entry. In the event that GPS data is not available during entry, the altitude derived from the barometric altimeter pressure will be used to trigger chute deployment for the drogues and main parachutes. Therefore it is important to understand the impact of error sources on the pressure measured by the barometric altimeters and on the altitude derived from that pressure. The error sources for the barometric altimeters are not independent, and many error sources result in bias in a specific direction. Therefore conventional error budget methods could not be applied. Instead, high fidelity Monte-Carlo simulation was performed and error bounds were determined based on the results of this analysis. Aerodynamic errors were the largest single contributor to the error budget for the barometric altimeters. The large errors drove a change to the altitude trigger setpoint for FBC jettison deploy.

Optimization of the Monte Carlo code for modeling of photon migration in tissue.

PubMed

Zołek, Norbert S; Liebert, Adam; Maniewski, Roman

2006-10-01

The Monte Carlo method is frequently used to simulate light transport in turbid media because of its simplicity and flexibility, allowing to analyze complicated geometrical structures. Monte Carlo simulations are, however, time consuming because of the necessity to track the paths of individual photons. The time consuming computation is mainly associated with the calculation of the logarithmic and trigonometric functions as well as the generation of pseudo-random numbers. In this paper, the Monte Carlo algorithm was developed and optimized, by approximation of the logarithmic and trigonometric functions. The approximations were based on polynomial and rational functions, and the errors of these approximations are less than 1% of the values of the original functions. The proposed algorithm was verified by simulations of the time-resolved reflectance at several source-detector separations. The results of the calculation using the approximated algorithm were compared with those of the Monte Carlo simulations obtained with an exact computation of the logarithm and trigonometric functions as well as with the solution of the diffusion equation. The errors of the moments of the simulated distributions of times of flight of photons (total number of photons, mean time of flight and variance) are less than 2% for a range of optical properties, typical of living tissues. The proposed approximated algorithm allows to speed up the Monte Carlo simulations by a factor of 4. The developed code can be used on parallel machines, allowing for further acceleration.

Accounting for response misclassification and covariate measurement error improves power and reduces bias in epidemiologic studies.

PubMed

Cheng, Dunlei; Branscum, Adam J; Stamey, James D

2010-07-01

To quantify the impact of ignoring misclassification of a response variable and measurement error in a covariate on statistical power, and to develop software for sample size and power analysis that accounts for these flaws in epidemiologic data. A Monte Carlo simulation-based procedure is developed to illustrate the differences in design requirements and inferences between analytic methods that properly account for misclassification and measurement error to those that do not in regression models for cross-sectional and cohort data. We found that failure to account for these flaws in epidemiologic data can lead to a substantial reduction in statistical power, over 25% in some cases. The proposed method substantially reduced bias by up to a ten-fold margin compared to naive estimates obtained by ignoring misclassification and mismeasurement. We recommend as routine practice that researchers account for errors in measurement of both response and covariate data when determining sample size, performing power calculations, or analyzing data from epidemiological studies. 2010 Elsevier Inc. All rights reserved.

Robustness study of the pseudo open-loop controller for multiconjugate adaptive optics.

PubMed

Piatrou, Piotr; Gilles, Luc

2005-02-20

Robustness of the recently proposed "pseudo open-loop control" algorithm against various system errors has been investigated for the representative example of the Gemini-South 8-m telescope multiconjugate adaptive-optics system. The existing model to represent the adaptive-optics system with pseudo open-loop control has been modified to account for misalignments, noise and calibration errors in deformable mirrors, and wave-front sensors. Comparison with the conventional least-squares control model has been done. We show with the aid of both transfer-function pole-placement analysis and Monte Carlo simulations that POLC remains remarkably stable and robust against very large levels of system errors and outperforms in this respect least-squares control. Approximate stability margins as well as performance metrics such as Strehl ratios and rms wave-front residuals averaged over a 1-arc min field of view have been computed for different types and levels of system errors to quantify the expected performance degradation.

SENSITIVITY OF THE NATIONAL OCEANIC AND ATMOSPHERIC ADMINISTRATION MULTILAYER MODEL TO INSTRUMENT ERROR AND PARAMETERIZATION UNCERTAINTY

EPA Science Inventory

The response of the National Oceanic and Atmospheric Administration multilayer inferential dry deposition velocity model (NOAA-MLM) to error in meteorological inputs and model parameterization is reported. Monte Carlo simulations were performed to assess the uncertainty in NOA...

Uncertainty analysis for fluorescence tomography with Monte Carlo method

NASA Astrophysics Data System (ADS)

Reinbacher-Köstinger, Alice; Freiberger, Manuel; Scharfetter, Hermann

2011-07-01

Fluorescence tomography seeks to image an inaccessible fluorophore distribution inside an object like a small animal by injecting light at the boundary and measuring the light emitted by the fluorophore. Optical parameters (e.g. the conversion efficiency or the fluorescence life-time) of certain fluorophores depend on physiologically interesting quantities like the pH value or the oxygen concentration in the tissue, which allows functional rather than just anatomical imaging. To reconstruct the concentration and the life-time from the boundary measurements, a nonlinear inverse problem has to be solved. It is, however, difficult to estimate the uncertainty of the reconstructed parameters in case of iterative algorithms and a large number of degrees of freedom. Uncertainties in fluorescence tomography applications arise from model inaccuracies, discretization errors, data noise and a priori errors. Thus, a Markov chain Monte Carlo method (MCMC) was used to consider all these uncertainty factors exploiting Bayesian formulation of conditional probabilities. A 2-D simulation experiment was carried out for a circular object with two inclusions. Both inclusions had a 2-D Gaussian distribution of the concentration and constant life-time inside of a representative area of the inclusion. Forward calculations were done with the diffusion approximation of Boltzmann's transport equation. The reconstruction results show that the percent estimation error of the lifetime parameter is by a factor of approximately 10 lower than that of the concentration. This finding suggests that lifetime imaging may provide more accurate information than concentration imaging only. The results must be interpreted with caution, however, because the chosen simulation setup represents a special case and a more detailed analysis remains to be done in future to clarify if the findings can be generalized.

Uncertainty analysis technique for OMEGA Dante measurements

DOE Office of Scientific and Technical Information (OSTI.GOV)

May, M. J.; Widmann, K.; Sorce, C.

2010-10-15

The Dante is an 18 channel x-ray filtered diode array which records the spectrally and temporally resolved radiation flux from various targets (e.g., hohlraums, etc.) at x-ray energies between 50 eV and 10 keV. It is a main diagnostic installed on the OMEGA laser facility at the Laboratory for Laser Energetics, University of Rochester. The absolute flux is determined from the photometric calibration of the x-ray diodes, filters and mirrors, and an unfold algorithm. Understanding the errors on this absolute measurement is critical for understanding hohlraum energetic physics. We present a new method for quantifying the uncertainties on the determinedmore » flux using a Monte Carlo parameter variation technique. This technique combines the uncertainties in both the unfold algorithm and the error from the absolute calibration of each channel into a one sigma Gaussian error function. One thousand test voltage sets are created using these error functions and processed by the unfold algorithm to produce individual spectra and fluxes. Statistical methods are applied to the resultant set of fluxes to estimate error bars on the measurements.« less

Uncertainty Analysis Technique for OMEGA Dante Measurements

DOE Office of Scientific and Technical Information (OSTI.GOV)

May, M J; Widmann, K; Sorce, C

2010-05-07

The Dante is an 18 channel X-ray filtered diode array which records the spectrally and temporally resolved radiation flux from various targets (e.g. hohlraums, etc.) at X-ray energies between 50 eV to 10 keV. It is a main diagnostics installed on the OMEGA laser facility at the Laboratory for Laser Energetics, University of Rochester. The absolute flux is determined from the photometric calibration of the X-ray diodes, filters and mirrors and an unfold algorithm. Understanding the errors on this absolute measurement is critical for understanding hohlraum energetic physics. We present a new method for quantifying the uncertainties on the determinedmore » flux using a Monte-Carlo parameter variation technique. This technique combines the uncertainties in both the unfold algorithm and the error from the absolute calibration of each channel into a one sigma Gaussian error function. One thousand test voltage sets are created using these error functions and processed by the unfold algorithm to produce individual spectra and fluxes. Statistical methods are applied to the resultant set of fluxes to estimate error bars on the measurements.« less

Local Linear Regression for Data with AR Errors.

PubMed

Li, Runze; Li, Yan

2009-07-01

In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and the profile least squares techniques. We further propose the SCAD penalized profile least squares method to determine the order of auto-regressive process. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed procedure, and to compare the performance of the proposed procedures with the existing one. From our empirical studies, the newly proposed procedures can dramatically improve the accuracy of naive local linear regression with working-independent error structure. We illustrate the proposed methodology by an analysis of real data set.

Emmetropisation and the aetiology of refractive errors

PubMed Central

Flitcroft, D I

2014-01-01

The distribution of human refractive errors displays features that are not commonly seen in other biological variables. Compared with the more typical Gaussian distribution, adult refraction within a population typically has a negative skew and increased kurtosis (ie is leptokurtotic). This distribution arises from two apparently conflicting tendencies, first, the existence of a mechanism to control eye growth during infancy so as to bring refraction towards emmetropia/low hyperopia (ie emmetropisation) and second, the tendency of many human populations to develop myopia during later childhood and into adulthood. The distribution of refraction therefore changes significantly with age. Analysis of the processes involved in shaping refractive development allows for the creation of a life course model of refractive development. Monte Carlo simulations based on such a model can recreate the variation of refractive distributions seen from birth to adulthood and the impact of increasing myopia prevalence on refractive error distributions in Asia. PMID:24406411

Performance analysis for mixed FSO/RF Nakagami-m and Exponentiated Weibull dual-hop airborne systems

NASA Astrophysics Data System (ADS)

Jing, Zhao; Shang-hong, Zhao; Wei-hu, Zhao; Ke-fan, Chen

2017-06-01

In this paper, the performances of mixed free-space optical (FSO)/radio frequency (RF) systems are presented based on the decode-and-forward relaying. The Exponentiated Weibull fading channel with pointing error effect is adopted for the atmospheric fluctuation of FSO channel and the RF link undergoes the Nakagami-m fading. We derived the analytical expression for cumulative distribution function (CDF) of equivalent signal-to-noise ratio (SNR). The novel mathematical presentations of outage probability and average bit-error-rate (BER) are developed based on the Meijer's G function. The analytical results show an accurately match to the Monte-Carlo simulation results. The outage and BER performance for the mixed system by decode-and-forward relay are investigated considering atmospheric turbulence and pointing error condition. The effect of aperture averaging is evaluated in all atmospheric turbulence conditions as well.

Navigation Strategies for Primitive Solar System Body Rendezvous and Proximity Operations

NASA Technical Reports Server (NTRS)

Getzandanner, Kenneth M.

2011-01-01

A wealth of scientific knowledge regarding the composition and evolution of the solar system can be gained through reconnaissance missions to primitive solar system bodies. This paper presents analysis of a baseline navigation strategy designed to address the unique challenges of primitive body navigation. Linear covariance and Monte Carlo error analysis was performed on a baseline navigation strategy using simulated data from a· design reference mission (DRM). The objective of the DRM is to approach, rendezvous, and maintain a stable orbit about the near-Earth asteroid 4660 Nereus. The outlined navigation strategy and resulting analyses, however, are not necessarily limited to this specific target asteroid as they may he applicable to a diverse range of mission scenarios. The baseline navigation strategy included simulated data from Deep Space Network (DSN) radiometric tracking and optical image processing (OpNav). Results from the linear covariance and Monte Carlo analyses suggest the DRM navigation strategy is sufficient to approach and perform proximity operations in the vicinity of the target asteroid with meter-level accuracy.

Improved inference in Bayesian segmentation using Monte Carlo sampling: application to hippocampal subfield volumetry.

PubMed

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen

2013-10-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.

Improved Inference in Bayesian Segmentation Using Monte Carlo Sampling: Application to Hippocampal Subfield Volumetry

PubMed Central

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van

2013-01-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521

STS-1 operational flight profile. Volume 5: Descent cycle 3. Appendix D: GRTLS six degree of freedom Monte Carlo dispersion analysis

NASA Technical Reports Server (NTRS)

Montez, M. N.

1980-01-01

The results of a six degree of freedom (6-DOF) nonlinear Monte Carlo dispersion analysis for the latest glide return to landing site (GRTLS) abort trajectory for the Space Transportation System 1 Flight are presented. For this GRTLS, the number two main engine fails at 262.5 seconds ground elapsed time. Fifty randomly selected simulations, initialized at external tank separation, are analyzed. The initial covariance matrix is a 20 x 20 matrix and includes navigation errors and dispersions in position and velocity, time, accelerometer bias, and inertial platform misalinements. In all 50 samples, speedbrake, rudder, elevon, and body flap hinge moments are acceptable. Transitions to autoland begin before 9,000 feet and there are no tailscrapes. Navigation derived dynamic pressure accuracies exceed the flight control system constraints above Mach 2.5. Three out of 50 landings exceeded tire specification limit speed of 222 knots. Pilot manual landings are expected to reduce landing speed by landing farther downrange.

Critical Analysis of Dual-Probe Heat-Pulse Technique Applied to Measuring Thermal Diffusivity

NASA Astrophysics Data System (ADS)

Bovesecchi, G.; Coppa, P.; Corasaniti, S.; Potenza, M.

2018-07-01

The paper presents an analysis of the experimental parameters involved in application of the dual-probe heat pulse technique, followed by a critical review of methods for processing thermal response data (e.g., maximum detection and nonlinear least square regression) and the consequent obtainable uncertainty. Glycerol was selected as testing liquid, and its thermal diffusivity was evaluated over the temperature range from - 20 °C to 60 °C. In addition, Monte Carlo simulation was used to assess the uncertainty propagation for maximum detection. It was concluded that maximum detection approach to process thermal response data gives the closest results to the reference data inasmuch nonlinear regression results are affected by major uncertainties due to partial correlation between the evaluated parameters. Besides, the interpolation of temperature data with a polynomial to find the maximum leads to a systematic difference between measured and reference data, as put into evidence by the Monte Carlo simulations; through its correction, this systematic error can be reduced to a negligible value, about 0.8 %.

On the application of the Principal Component Analysis for an efficient climate downscaling of surface wind fields

NASA Astrophysics Data System (ADS)

Chavez, Roberto; Lozano, Sergio; Correia, Pedro; Sanz-Rodrigo, Javier; Probst, Oliver

2013-04-01

With the purpose of efficiently and reliably generating long-term wind resource maps for the wind energy industry, the application and verification of a statistical methodology for the climate downscaling of wind fields at surface level is presented in this work. This procedure is based on the combination of the Monte Carlo and the Principal Component Analysis (PCA) statistical methods. Firstly the Monte Carlo method is used to create a huge number of daily-based annual time series, so called climate representative years, by the stratified sampling of a 33-year-long time series corresponding to the available period of the NCAR/NCEP global reanalysis data set (R-2). Secondly the representative years are evaluated such that the best set is chosen according to its capability to recreate the Sea Level Pressure (SLP) temporal and spatial fields from the R-2 data set. The measure of this correspondence is based on the Euclidean distance between the Empirical Orthogonal Functions (EOF) spaces generated by the PCA (Principal Component Analysis) decomposition of the SLP fields from both the long-term and the representative year data sets. The methodology was verified by comparing the selected 365-days period against a 9-year period of wind fields generated by dynamical downscaling the Global Forecast System data with the mesoscale model SKIRON for the Iberian Peninsula. These results showed that, compared to the traditional method of dynamical downscaling any random 365-days period, the error in the average wind velocity by the PCA's representative year was reduced by almost 30%. Moreover the Mean Absolute Errors (MAE) in the monthly and daily wind profiles were also reduced by almost 25% along all SKIRON grid points. These results showed also that the methodology presented maximum error values in the wind speed mean of 0.8 m/s and maximum MAE in the monthly curves of 0.7 m/s. Besides the bulk numbers, this work shows the spatial distribution of the errors across the Iberian domain and additional wind statistics such as the velocity and directional frequency. Additional repetitions were performed to prove the reliability and robustness of this kind-of statistical-dynamical downscaling method.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

NASA Astrophysics Data System (ADS)

Crevillén-García, D.; Power, H.

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media.

PubMed

Crevillén-García, D; Power, H

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

PubMed Central

Power, H.

2017-01-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen–Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error. PMID:28878974

TU-AB-BRC-03: Accurate Tissue Characterization for Monte Carlo Dose Calculation Using Dual-and Multi-Energy CT Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lalonde, A; Bouchard, H

Purpose: To develop a general method for human tissue characterization with dual-and multi-energy CT and evaluate its performance in determining elemental compositions and the associated proton stopping power relative to water (SPR) and photon mass absorption coefficients (EAC). Methods: Principal component analysis is used to extract an optimal basis of virtual materials from a reference dataset of tissues. These principal components (PC) are used to perform two-material decomposition using simulated DECT data. The elemental mass fraction and the electron density in each tissue is retrieved by measuring the fraction of each PC. A stoichiometric calibration method is adapted to themore » technique to make it suitable for clinical use. The present approach is compared with two others: parametrization and three-material decomposition using the water-lipid-protein (WLP) triplet. Results: Monte Carlo simulations using TOPAS for four reference tissues shows that characterizing them with only two PC is enough to get a submillimetric precision on proton range prediction. Based on the simulated DECT data of 43 references tissues, the proposed method is in agreement with theoretical values of protons SPR and low-kV EAC with a RMS error of 0.11% and 0.35%, respectively. In comparison, parametrization and WLP respectively yield RMS errors of 0.13% and 0.29% on SPR, and 2.72% and 2.19% on EAC. Furthermore, the proposed approach shows potential applications for spectral CT. Using five PC and five energy bins reduces the SPR RMS error to 0.03%. Conclusion: The proposed method shows good performance in determining elemental compositions from DECT data and physical quantities relevant to radiotherapy dose calculation and generally shows better accuracy and unbiased results compared to reference methods. The proposed method is particularly suitable for Monte Carlo calculations and shows promise in using more than two energies to characterize human tissue with CT.« less

Study of the IMRT interplay effect using a 4DCT Monte Carlo dose calculation.

PubMed

Jensen, Michael D; Abdellatif, Ady; Chen, Jeff; Wong, Eugene

2012-04-21

Respiratory motion may lead to dose errors when treating thoracic and abdominal tumours with radiotherapy. The interplay between complex multileaf collimator patterns and patient respiratory motion could result in unintuitive dose changes. We have developed a treatment reconstruction simulation computer code that accounts for interplay effects by combining multileaf collimator controller log files, respiratory trace log files, 4DCT images and a Monte Carlo dose calculator. Two three-dimensional (3D) IMRT step-and-shoot plans, a concave target and integrated boost were delivered to a 1D rigid motion phantom. Three sets of experiments were performed with 100%, 50% and 25% duty cycle gating. The log files were collected, and five simulation types were performed on each data set: continuous isocentre shift, discrete isocentre shift, 4DCT, 4DCT delivery average and 4DCT plan average. Analysis was performed using 3D gamma analysis with passing criteria of 2%, 2 mm. The simulation framework was able to demonstrate that a single fraction of the integrated boost plan was more sensitive to interplay effects than the concave target. Gating was shown to reduce the interplay effects. We have developed a 4DCT Monte Carlo simulation method that accounts for IMRT interplay effects with respiratory motion by utilizing delivery log files.

Bayesian conditional-independence modeling of the AIDS epidemic in England and Wales

NASA Astrophysics Data System (ADS)

Gilks, Walter R.; De Angelis, Daniela; Day, Nicholas E.

We describe the use of conditional-independence modeling, Bayesian inference and Markov chain Monte Carlo, to model and project the HIV-AIDS epidemic in homosexual/bisexual males in England and Wales. Complexity in this analysis arises through selectively missing data, indirectly observed underlying processes, and measurement error. Our emphasis is on presentation and discussion of the concepts, not on the technicalities of this analysis, which can be found elsewhere [D. De Angelis, W.R. Gilks, N.E. Day, Bayesian projection of the the acquired immune deficiency syndrome epidemic (with discussion), Applied Statistics, in press].

Assessing and Ensuring GOES-R Magnetometer Accuracy

NASA Technical Reports Server (NTRS)

Carter, Delano R.; Todirita, Monica; Kronenwetter, Jeffrey; Chu, Donald

2016-01-01

The GOES-R magnetometer subsystem accuracy requirement is 1.7 nanoteslas (nT). During quiet times (100 nT), accuracy is defined as absolute mean plus 3 sigma. During storms (300 nT), accuracy is defined as absolute mean plus 2 sigma. Error comes both from outside the magnetometers, e.g. spacecraft fields and misalignments, as well as inside, e.g. zero offset and scale factor errors. Because zero offset and scale factor drift over time, it will be necessary to perform annual calibration maneuvers. To predict performance before launch, we have used Monte Carlo simulations and covariance analysis. Both behave as expected, and their accuracy predictions agree within 30%. With the proposed calibration regimen, both suggest that the GOES-R magnetometer subsystem will meet its accuracy requirements.

Peelle's pertinent puzzle using the Monte Carlo technique

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kawano, Toshihiko; Talou, Patrick; Burr, Thomas

2009-01-01

We try to understand the long-standing problem of the Peelle's Pertinent Puzzle (PPP) using the Monte Carlo technique. We allow the probability density functions to be any kind of form to assume the impact of distribution, and obtain the least-squares solution directly from numerical simulations. We found that the standard least squares method gives the correct answer if a weighting function is properly provided. Results from numerical simulations show that the correct answer of PPP is 1.1 {+-} 0.25 if the common error is multiplicative. The thought-provoking answer of 0.88 is also correct, if the common error is additive, andmore » if the error is proportional to the measured values. The least squares method correctly gives us the most probable case, where the additive component has a negative value. Finally, the standard method fails for PPP due to a distorted (non Gaussian) joint distribution.« less

Error in telemetry studies: Effects of animal movement on triangulation

USGS Publications Warehouse

Schmutz, Joel A.; White, Gary C.

1990-01-01

We used Monte Carlo simulations to investigate the effects of animal movement on error of estimated animal locations derived from radio-telemetry triangulation of sequentially obtained bearings. Simulated movements of 0-534 m resulted in up to 10-fold increases in average location error but <10% decreases in location precision when observer-to-animal distances were <1,000 m. Location error and precision were minimally affected by censorship of poor locations with Chi-square goodness-of-fit tests. Location error caused by animal movement can only be eliminated by taking simultaneous bearings.

Precision and Accuracy in PDV and VISAR

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ambrose, W. P.

2017-08-22

This is a technical report discussing our current level of understanding of a wide and varying distribution of uncertainties in velocity results from Photonic Doppler Velocimetry in its application to gas gun experiments. Using propagation of errors methods with statistical averaging of photon number fluctuation in the detected photocurrent and subsequent addition of electronic recording noise, we learn that the velocity uncertainty in VISAR can be written in closed form. For PDV, the non-linear frequency transform and peak fitting methods employed make propagation of errors estimates notoriously more difficult to write down in closed form expect in the limit ofmore » constant velocity and low time resolution (large analysis-window width). An alternative method of error propagation in PDV is to use Monte Carlo methods with a simulation of the time domain signal based on results from the spectral domain. A key problem for Monte Carlo estimation for an experiment is a correct estimate of that portion of the time-domain noise associated with the peak-fitting region-of-interesting in the spectral domain. Using short-time Fourier transformation spectral analysis and working with the phase dependent real and imaginary parts allows removal of amplitude-noise cross terms that invariably show up when working with correlation-based methods or FFT power spectra. Estimation of the noise associated with a given spectral region of interest is then possible. At this level of progress, we learn that Monte Carlo trials with random recording noise and initial (uncontrolled) phase yields velocity uncertainties that are not as large as those observed. In a search for additional noise sources, a speckleinterference modulation contribution with off axis rays was investigated, and was found to add a velocity variation beyond that from the recording noise (due to random interference between off axis rays), but in our experiments the speckle modulation precision was not as important as the recording noise precision. But from these investigations we do appreciate that the velocity-uncertainty itself has a wide distribution of values that varies with signal-amplitude modulation (is not a single value). To provide a rough rule of thumb for the velocity uncertainty, we computed the average of the relative standard deviation distributions from 60 recorded traces (with distributions of uncertainties roughly between 0.1 % to 1 % in each trace) and found a mean of the distribution of uncertainties for our experiments is not better than 0.4 % at an analysis window width of 5 ns (although for brief intervals it can be as good as 0.1 %). Further imagination and testing may be needed to reveal other possible hydrodynamics-related sources of velocity error in PDV.« less

Physiologically-Based Pharmacokinetic/Toxicokinetic Modeling in Risk Assessment

DTIC Science & Technology

2005-03-01

between what is considered as "kinetic" and what is "dynamic". Many models seamlessly cover both areas in order to describe the biology as a whole. In...means of Monte-Carlo analysis (Clewell and Andersen, 1989). What cannot be so easily estimated is the possible error or uncertainty introduced by the...formulated, furnished, or in any way supplied the said drawings, specifications, or other data is not to be regarded by implication or otherwise, as in any

Channel analysis for single photon underwater free space quantum key distribution.

PubMed

Shi, Peng; Zhao, Shi-Cheng; Gu, Yong-Jian; Li, Wen-Dong

2015-03-01

We investigate the optical absorption and scattering properties of underwater media pertinent to our underwater free space quantum key distribution (QKD) channel model. With the vector radiative transfer theory and Monte Carlo method, we obtain the attenuation of photons, the fidelity of the scattered photons, the quantum bit error rate, and the sifted key generation rate of underwater quantum communication. It can be observed from our simulations that the most secure single photon underwater free space QKD is feasible in the clearest ocean water.

Error analysis of Dobson spectrophotometer measurements of the total ozone content

NASA Technical Reports Server (NTRS)

Holland, A. C.; Thomas, R. W. L.

1975-01-01

A study of techniques for measuring atmospheric ozone is reported. This study represents the second phase of a program designed to improve techniques for the measurement of atmospheric ozone. This phase of the program studied the sensitivity of Dobson direct sun measurements and the ozone amounts inferred from those measurements to variation in the atmospheric temperature profile. The study used the plane - parallel Monte-Carlo model developed and tested under the initial phase of this program, and a series of standard model atmospheres.

Statistical error in simulations of Poisson processes: Example of diffusion in solids

NASA Astrophysics Data System (ADS)

Nilsson, Johan O.; Leetmaa, Mikael; Vekilova, Olga Yu.; Simak, Sergei I.; Skorodumova, Natalia V.

2016-08-01

Simulations of diffusion in solids often produce poor statistics of diffusion events. We present an analytical expression for the statistical error in ion conductivity obtained in such simulations. The error expression is not restricted to any computational method in particular, but valid in the context of simulation of Poisson processes in general. This analytical error expression is verified numerically for the case of Gd-doped ceria by running a large number of kinetic Monte Carlo calculations.

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

DOE PAGES

Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.; ...

2017-09-27

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

Sensitivity of an Elekta iView GT a-Si EPID model to delivery errors for pre-treatment verification of IMRT fields.

PubMed

Herwiningsih, Sri; Hanlon, Peta; Fielding, Andrew

2014-12-01

A Monte Carlo model of an Elekta iViewGT amorphous silicon electronic portal imaging device (a-Si EPID) has been validated for pre-treatment verification of clinical IMRT treatment plans. The simulations involved the use of the BEAMnrc and DOSXYZnrc Monte Carlo codes to predict the response of the iViewGT a-Si EPID model. The predicted EPID images were compared to the measured images obtained from the experiment. The measured EPID images were obtained by delivering a photon beam from an Elekta Synergy linac to the Elekta iViewGT a-Si EPID. The a-Si EPID was used with no additional build-up material. Frame averaged EPID images were acquired and processed using in-house software. The agreement between the predicted and measured images was analyzed using the gamma analysis technique with acceptance criteria of 3 %/3 mm. The results show that the predicted EPID images for four clinical IMRT treatment plans have a good agreement with the measured EPID signal. Three prostate IMRT plans were found to have an average gamma pass rate of more than 95.0 % and a spinal IMRT plan has the average gamma pass rate of 94.3 %. During the period of performing this work a routine MLC calibration was performed and one of the IMRT treatments re-measured with the EPID. A change in the gamma pass rate for one field was observed. This was the motivation for a series of experiments to investigate the sensitivity of the method by introducing delivery errors, MLC position and dosimetric overshoot, into the simulated EPID images. The method was found to be sensitive to 1 mm leaf position errors and 10 % overshoot errors.

Optimising UAV topographic surveys processed with structure-from-motion: Ground control quality, quantity and bundle adjustment

NASA Astrophysics Data System (ADS)

James, Mike R.; Robson, Stuart; d'Oleire-Oltmanns, Sebastian; Niethammer, Uwe

2016-04-01

Structure-from-motion (SfM) algorithms are greatly facilitating the production of detailed topographic models based on images collected by unmanned aerial vehicles (UAVs). However, SfM-based software does not generally provide the rigorous photogrammetric analysis required to fully understand survey quality. Consequently, error related to problems in control point data or the distribution of control points can remain undiscovered. Even if these errors are not large in magnitude, they can be systematic, and thus have strong implications for the use of products such as digital elevation models (DEMs) and orthophotos. Here, we develop a Monte Carlo approach to (1) improve the accuracy of products when SfM-based processing is used and (2) reduce the associated field effort by identifying suitable lower density deployments of ground control points. The method highlights over-parameterisation during camera self-calibration and provides enhanced insight into control point performance when rigorous error metrics are not available. Processing was implemented using commonly-used SfM-based software (Agisoft PhotoScan), which we augment with semi-automated and automated GCPs image measurement. We apply the Monte Carlo method to two contrasting case studies - an erosion gully survey (Taurodont, Morocco) carried out with an fixed-wing UAV, and an active landslide survey (Super-Sauze, France), acquired using a manually controlled quadcopter. The results highlight the differences in the control requirements for the two sites, and we explore the implications for future surveys. We illustrate DEM sensitivity to critical processing parameters and show how the use of appropriate parameter values increases DEM repeatability and reduces the spatial variability of error due to processing artefacts.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marshall, S; Currier, B; Hodgdon, A

Purpose: The design of a new Portable Faraday Cup (PFC) used to calibrate proton accelerators was evaluated for energies between 50 and 220 MeV. Monte Carlo simulations performed in Geant4–10.0 were used to evaluate experimental results and reduce the relative detector error for this vacuum-less and low mass system, and invalidate current MCNP releases. Methods: The detector construction consisted of a copper conductor coated with an insulator and grounded with silver. Monte Carlo calculations in Geant4 were used to determine the net charge per proton input (gain) as a function of insulator thickness and beam energy. Kapton was chosen asmore » the insulating material and was designed to capture backscattered electrons. Charge displacement from/into Kapton was assumed to follow a linear proportionality to the origin/terminus depth toward the outer ground layer. Kapton thicknesses ranged from 0 to 200 microns, proton energies were set to match empirical studies ranging from 70 to 250 MeV. Each setup was averaged over 1 million events using the FTFP-BERT 2.0 physics list. Results: With increasing proton energy, the gain of Cu+KA gradually converges to the limit of pure copper, with relative error between 1.52% and 0.72%. The Ag layer created a more diverging behavior, accelerating the flux of negative charge into the device and increasing relative error when compared to pure copper from 1.21% to 1.63%. Conclusion: Gain vs. beam energy signatures were acquired for each device. Further analysis reveals proportionality between insulator thickness and measured gain, albeit an inverse proportionality between beam energy and in-flux of electrons. Increased silver grounding layer thickness also decreases gain, though the relative error expands with beam energy, contrary to the Kapton layer.« less

Sensitivity Analysis of the Sheet Metal Stamping Processes Based on Inverse Finite Element Modeling and Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Yu, Maolin; Du, R.

2005-08-01

Sheet metal stamping is one of the most commonly used manufacturing processes, and hence, much research has been carried for economic gain. Searching through the literatures, however, it is found that there are still a lots of problems unsolved. For example, it is well known that for a same press, same workpiece material, and same set of die, the product quality may vary owing to a number of factors, such as the inhomogeneous of the workpice material, the loading error, the lubrication, and etc. Presently, few seem able to predict the quality variation, not to mention what contribute to the quality variation. As a result, trial-and-error is still needed in the shop floor, causing additional cost and time delay. This paper introduces a new approach to predict the product quality variation and identify the sensitive design / process parameters. The new approach is based on a combination of inverse Finite Element Modeling (FEM) and Monte Carlo Simulation (more specifically, the Latin Hypercube Sampling (LHS) approach). With an acceptable accuracy, the inverse FEM (also called one-step FEM) requires much less computation load than that of the usual incremental FEM and hence, can be used to predict the quality variations under various conditions. LHS is a statistical method, through which the sensitivity analysis can be carried out. The result of the sensitivity analysis has clear physical meaning and can be used to optimize the die design and / or the process design. Two simulation examples are presented including drawing a rectangular box and drawing a two-step rectangular box.

A Monte Carlo Study of Levene's Test of Homogeneity of Variance: Empirical Frequencies of Type I Error in Normal Distributions.

ERIC Educational Resources Information Center

Neel, John H.; Stallings, William M.

An influential statistics test recommends a Levene text for homogeneity of variance. A recent note suggests that Levene's test is upwardly biased for small samples. Another report shows inflated Alpha estimates and low power. Neither study utilized more than two sample sizes. This Monte Carlo study involved sampling from a normal population for…

Polynomial complexity despite the fermionic sign

NASA Astrophysics Data System (ADS)

Rossi, R.; Prokof'ev, N.; Svistunov, B.; Van Houcke, K.; Werner, F.

2017-04-01

It is commonly believed that in unbiased quantum Monte Carlo approaches to fermionic many-body problems, the infamous sign problem generically implies prohibitively large computational times for obtaining thermodynamic-limit quantities. We point out that for convergent Feynman diagrammatic series evaluated with a recently introduced Monte Carlo algorithm (see Rossi R., arXiv:1612.05184), the computational time increases only polynomially with the inverse error on thermodynamic-limit quantities.

Systematic evaluation of a time-domain Monte Carlo fitting routine to estimate the adult brain optical properties

NASA Astrophysics Data System (ADS)

Selb, Juliette; Ogden, Tyler M.; Dubb, Jay; Fang, Qianqian; Boas, David A.

2013-03-01

Time-domain near-infrared spectroscopy (TD-NIRS) offers the ability to measure the absolute baseline optical properties of a tissue. Specifically, for brain imaging, the robust assessment of cerebral blood volume and oxygenation based on measurement of cerebral hemoglobin concentrations is essential for reliable cross-sectional and longitudinal studies. In adult heads, these baseline measurements are complicated by the presence of thick extra-cerebral tissue (scalp, skull, CSF). A simple semi-infinite homogeneous model of the head has proven to have limited use because of the large errors it introduces in the recovered brain absorption. Analytical solutions for layered media have shown improved performance on Monte-Carlo simulated data and layered phantom experiments, but their validity on real adult head data has never been demonstrated. With the advance of fast Monte Carlo approaches based on GPU computation, numerical methods to solve the radiative transfer equation become viable alternatives to analytical solutions of the diffusion equation. Monte Carlo approaches provide the additional advantage to be adaptable to any geometry, in particular more realistic head models. The goals of the present study were twofold: (1) to implement a fast and flexible Monte Carlo-based fitting routine to retrieve the brain optical properties; (2) to characterize the performances of this fitting method on realistic adult head data. We generated time-resolved data at various locations over the head, and fitted them with different models of light propagation: the homogeneous analytical model, and Monte Carlo simulations for three head models: a two-layer slab, the true subject's anatomy, and that of a generic atlas head. We found that the homogeneous model introduced a median 20 to 25% error on the recovered brain absorption, with large variations over the range of true optical properties. The two-layer slab model only improved moderately the results over the homogeneous one. On the other hand, using a generic atlas head registered to the subject's head surface decreased the error by a factor of 2. When the information is available, using the true subject anatomy offers the best performance.

An Improved Method of Heterogeneity Compensation for the Convolution / Superposition Algorithm

NASA Astrophysics Data System (ADS)

Jacques, Robert; McNutt, Todd

2014-03-01

Purpose: To improve the accuracy of convolution/superposition (C/S) in heterogeneous material by developing a new algorithm: heterogeneity compensated superposition (HCS). Methods: C/S has proven to be a good estimator of the dose deposited in a homogeneous volume. However, near heterogeneities electron disequilibrium occurs, leading to the faster fall-off and re-buildup of dose. We propose to filter the actual patient density in a position and direction sensitive manner, allowing the dose deposited near interfaces to be increased or decreased relative to C/S. We implemented the effective density function as a multivariate first-order recursive filter and incorporated it into GPU-accelerated, multi-energetic C/S implementation. We compared HCS against C/S using the ICCR 2000 Monte-Carlo accuracy benchmark, 23 similar accuracy benchmarks and 5 patient cases. Results: Multi-energetic HCS increased the dosimetric accuracy for the vast majority of voxels; in many cases near Monte-Carlo results were achieved. We defined the per-voxel error, %|mm, as the minimum of the distance to agreement in mm and the dosimetric percentage error relative to the maximum MC dose. HCS improved the average mean error by 0.79 %|mm for the patient volumes; reducing the average mean error from 1.93 %|mm to 1.14 %|mm. Very low densities (i.e. < 0.1 g / cm3) remained problematic, but may be solvable with a better filter function. Conclusions: HCS improved upon C/S's density scaled heterogeneity correction with a position and direction sensitive density filter. This method significantly improved the accuracy of the GPU based algorithm reaching the accuracy levels of Monte Carlo based methods with performance in a few tenths of seconds per beam. Acknowledgement: Funding for this research was provided by the NSF Cooperative Agreement EEC9731748, Elekta / IMPAC Medical Systems, Inc. and the Johns Hopkins University. James Satterthwaite provided the Monte Carlo benchmark simulations.

Estimating Uncertainty in Annual Forest Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

1999-01-01

The precision of annual forest inventory estimates may be negatively affected by uncertainty from a variety of sources including: (1) sampling error; (2) procedures for updating plots not measured in the current year; and (3) measurement errors. The impact of these sources of uncertainty on final inventory estimates is investigated using Monte Carlo simulation...

A framework for simulating map error in ecosystem models

Treesearch

Sean P. Healey; Shawn P. Urbanski; Paul L. Patterson; Chris Garrard

2014-01-01

The temporal depth and spatial breadth of observations from platforms such as Landsat provide unique perspective on ecosystem dynamics, but the integration of these observations into formal decision support will rely upon improved uncertainty accounting. Monte Carlo (MC) simulations offer a practical, empirical method of accounting for potential map errors in broader...

Reference-free error estimation for multiple measurement methods.

PubMed

Madan, Hennadii; Pernuš, Franjo; Špiclin, Žiga

2018-01-01

We present a computational framework to select the most accurate and precise method of measurement of a certain quantity, when there is no access to the true value of the measurand. A typical use case is when several image analysis methods are applied to measure the value of a particular quantitative imaging biomarker from the same images. The accuracy of each measurement method is characterized by systematic error (bias), which is modeled as a polynomial in true values of measurand, and the precision as random error modeled with a Gaussian random variable. In contrast to previous works, the random errors are modeled jointly across all methods, thereby enabling the framework to analyze measurement methods based on similar principles, which may have correlated random errors. Furthermore, the posterior distribution of the error model parameters is estimated from samples obtained by Markov chain Monte-Carlo and analyzed to estimate the parameter values and the unknown true values of the measurand. The framework was validated on six synthetic and one clinical dataset containing measurements of total lesion load, a biomarker of neurodegenerative diseases, which was obtained with four automatic methods by analyzing brain magnetic resonance images. The estimates of bias and random error were in a good agreement with the corresponding least squares regression estimates against a reference.

Accurate acceleration of kinetic Monte Carlo simulations through the modification of rate constants.

PubMed

Chatterjee, Abhijit; Voter, Arthur F

2010-05-21

We present a novel computational algorithm called the accelerated superbasin kinetic Monte Carlo (AS-KMC) method that enables a more efficient study of rare-event dynamics than the standard KMC method while maintaining control over the error. In AS-KMC, the rate constants for processes that are observed many times are lowered during the course of a simulation. As a result, rare processes are observed more frequently than in KMC and the time progresses faster. We first derive error estimates for AS-KMC when the rate constants are modified. These error estimates are next employed to develop a procedure for lowering process rates with control over the maximum error. Finally, numerical calculations are performed to demonstrate that the AS-KMC method captures the correct dynamics, while providing significant CPU savings over KMC in most cases. We show that the AS-KMC method can be employed with any KMC model, even when no time scale separation is present (although in such cases no computational speed-up is observed), without requiring the knowledge of various time scales present in the system.

The two-dimensional Monte Carlo: a new methodologic paradigm for dose reconstruction for epidemiological studies.

PubMed

Simon, Steven L; Hoffman, F Owen; Hofer, Eduard

2015-01-01

Retrospective dose estimation, particularly dose reconstruction that supports epidemiological investigations of health risk, relies on various strategies that include models of physical processes and exposure conditions with detail ranging from simple to complex. Quantification of dose uncertainty is an essential component of assessments for health risk studies since, as is well understood, it is impossible to retrospectively determine the true dose for each person. To address uncertainty in dose estimation, numerical simulation tools have become commonplace and there is now an increased understanding about the needs and what is required for models used to estimate cohort doses (in the absence of direct measurement) to evaluate dose response. It now appears that for dose-response algorithms to derive the best, unbiased estimate of health risk, we need to understand the type, magnitude and interrelationships of the uncertainties of model assumptions, parameters and input data used in the associated dose estimation models. Heretofore, uncertainty analysis of dose estimates did not always properly distinguish between categories of errors, e.g., uncertainty that is specific to each subject (i.e., unshared error), and uncertainty of doses from a lack of understanding and knowledge about parameter values that are shared to varying degrees by numbers of subsets of the cohort. While mathematical propagation of errors by Monte Carlo simulation methods has been used for years to estimate the uncertainty of an individual subject's dose, it was almost always conducted without consideration of dependencies between subjects. In retrospect, these types of simple analyses are not suitable for studies with complex dose models, particularly when important input data are missing or otherwise not available. The dose estimation strategy presented here is a simulation method that corrects the previous deficiencies of analytical or simple Monte Carlo error propagation methods and is termed, due to its capability to maintain separation between shared and unshared errors, the two-dimensional Monte Carlo (2DMC) procedure. Simply put, the 2DMC method simulates alternative, possibly true, sets (or vectors) of doses for an entire cohort rather than a single set that emerges when each individual's dose is estimated independently from other subjects. Moreover, estimated doses within each simulated vector maintain proper inter-relationships such that the estimated doses for members of a cohort subgroup that share common lifestyle attributes and sources of uncertainty are properly correlated. The 2DMC procedure simulates inter-individual variability of possibly true doses within each dose vector and captures the influence of uncertainty in the values of dosimetric parameters across multiple realizations of possibly true vectors of cohort doses. The primary characteristic of the 2DMC approach, as well as its strength, are defined by the proper separation between uncertainties shared by members of the entire cohort or members of defined cohort subsets, and uncertainties that are individual-specific and therefore unshared.

Error threshold for color codes and random three-body Ising models.

PubMed

Katzgraber, Helmut G; Bombin, H; Martin-Delgado, M A

2009-08-28

We study the error threshold of color codes, a class of topological quantum codes that allow a direct implementation of quantum Clifford gates suitable for entanglement distillation, teleportation, and fault-tolerant quantum computation. We map the error-correction process onto a statistical mechanical random three-body Ising model and study its phase diagram via Monte Carlo simulations. The obtained error threshold of p(c) = 0.109(2) is very close to that of Kitaev's toric code, showing that enhanced computational capabilities do not necessarily imply lower resistance to noise.

Generalized Linear Covariance Analysis

NASA Technical Reports Server (NTRS)

Carpenter, James R.; Markley, F. Landis

2014-01-01

This talk presents a comprehensive approach to filter modeling for generalized covariance analysis of both batch least-squares and sequential estimators. We review and extend in two directions the results of prior work that allowed for partitioning of the state space into solve-for'' and consider'' parameters, accounted for differences between the formal values and the true values of the measurement noise, process noise, and textita priori solve-for and consider covariances, and explicitly partitioned the errors into subspaces containing only the influence of the measurement noise, process noise, and solve-for and consider covariances. In this work, we explicitly add sensitivity analysis to this prior work, and relax an implicit assumption that the batch estimator's epoch time occurs prior to the definitive span. We also apply the method to an integrated orbit and attitude problem, in which gyro and accelerometer errors, though not estimated, influence the orbit determination performance. We illustrate our results using two graphical presentations, which we call the variance sandpile'' and the sensitivity mosaic,'' and we compare the linear covariance results to confidence intervals associated with ensemble statistics from a Monte Carlo analysis.

Statistical analysis of AFE GN&C aeropass performance

NASA Technical Reports Server (NTRS)

Chang, Ho-Pen; French, Raymond A.

1990-01-01

Performance of the guidance, navigation, and control (GN&C) system used on the Aeroassist Flight Experiment (AFE) spacecraft has been studied with Monte Carlo techniques. The performance of the AFE GN&C is investigated with a 6-DOF numerical dynamic model which includes a Global Reference Atmospheric Model (GRAM) and a gravitational model with oblateness corrections. The study considers all the uncertainties due to the environment and the system itself. In the AFE's aeropass phase, perturbations on the system performance are caused by an error space which has over 20 dimensions of the correlated/uncorrelated error sources. The goal of this study is to determine, in a statistical sense, how much flight path angle error can be tolerated at entry interface (EI) and still have acceptable delta-V capability at exit to position the AFE spacecraft for recovery. Assuming there is fuel available to produce 380 ft/sec of delta-V at atmospheric exit, a 3-sigma standard deviation in flight path angle error of 0.04 degrees at EI would result in a 98-percent probability of mission success.

Effects of categorization method, regression type, and variable distribution on the inflation of Type-I error rate when categorizing a confounding variable.

PubMed

Barnwell-Ménard, Jean-Louis; Li, Qing; Cohen, Alan A

2015-03-15

The loss of signal associated with categorizing a continuous variable is well known, and previous studies have demonstrated that this can lead to an inflation of Type-I error when the categorized variable is a confounder in a regression analysis estimating the effect of an exposure on an outcome. However, it is not known how the Type-I error may vary under different circumstances, including logistic versus linear regression, different distributions of the confounder, and different categorization methods. Here, we analytically quantified the effect of categorization and then performed a series of 9600 Monte Carlo simulations to estimate the Type-I error inflation associated with categorization of a confounder under different regression scenarios. We show that Type-I error is unacceptably high (>10% in most scenarios and often 100%). The only exception was when the variable categorized was a continuous mixture proxy for a genuinely dichotomous latent variable, where both the continuous proxy and the categorized variable are error-ridden proxies for the dichotomous latent variable. As expected, error inflation was also higher with larger sample size, fewer categories, and stronger associations between the confounder and the exposure or outcome. We provide online tools that can help researchers estimate the potential error inflation and understand how serious a problem this is. Copyright © 2014 John Wiley & Sons, Ltd.

Monte Carlo isotopic inventory analysis for complex nuclear systems

NASA Astrophysics Data System (ADS)

Phruksarojanakun, Phiphat

Monte Carlo Inventory Simulation Engine (MCise) is a newly developed method for calculating isotopic inventory of materials. It offers the promise of modeling materials with complex processes and irradiation histories, which pose challenges for current, deterministic tools, and has strong analogies to Monte Carlo (MC) neutral particle transport. The analog method, including considerations for simple, complex and loop flows, is fully developed. In addition, six variance reduction tools provide unique capabilities of MCise to improve statistical precision of MC simulations. Forced Reaction forces an atom to undergo a desired number of reactions in a given irradiation environment. Biased Reaction Branching primarily focuses on improving statistical results of the isotopes that are produced from rare reaction pathways. Biased Source Sampling aims at increasing frequencies of sampling rare initial isotopes as the starting particles. Reaction Path Splitting increases the population by splitting the atom at each reaction point, creating one new atom for each decay or transmutation product. Delta Tracking is recommended for high-frequency pulsing to reduce the computing time. Lastly, Weight Window is introduced as a strategy to decrease large deviations of weight due to the uses of variance reduction techniques. A figure of merit is necessary to compare the efficiency of different variance reduction techniques. A number of possibilities for figure of merit are explored, two of which are robust and subsequently used. One is based on the relative error of a known target isotope (1/R 2T) and the other on the overall detection limit corrected by the relative error (1/DkR 2T). An automated Adaptive Variance-reduction Adjustment (AVA) tool is developed to iteratively define parameters for some variance reduction techniques in a problem with a target isotope. Sample problems demonstrate that AVA improves both precision and accuracy of a target result in an efficient manner. Potential applications of MCise include molten salt fueled reactors and liquid breeders in fusion blankets. As an example, the inventory analysis of a liquid actinide fuel in the In-Zinerator, a sub-critical power reactor driven by a fusion source, is examined. The result reassures MCise as a reliable tool for inventory analysis of complex nuclear systems.

Probability of misclassifying biological elements in surface waters.

PubMed

Loga, Małgorzata; Wierzchołowska-Dziedzic, Anna

2017-11-24

Measurement uncertainties are inherent to assessment of biological indices of water bodies. The effect of these uncertainties on the probability of misclassification of ecological status is the subject of this paper. Four Monte-Carlo (M-C) models were applied to simulate the occurrence of random errors in the measurements of metrics corresponding to four biological elements of surface waters: macrophytes, phytoplankton, phytobenthos, and benthic macroinvertebrates. Long series of error-prone measurement values of these metrics, generated by M-C models, were used to identify cases in which values of any of the four biological indices lay outside of the "true" water body class, i.e., outside the class assigned from the actual physical measurements. Fraction of such cases in the M-C generated series was used to estimate the probability of misclassification. The method is particularly useful for estimating the probability of misclassification of the ecological status of surface water bodies in the case of short sequences of measurements of biological indices. The results of the Monte-Carlo simulations show a relatively high sensitivity of this probability to measurement errors of the river macrophyte index (MIR) and high robustness to measurement errors of the benthic macroinvertebrate index (MMI). The proposed method of using Monte-Carlo models to estimate the probability of misclassification has significant potential for assessing the uncertainty of water body status reported to the EC by the EU member countries according to WFD. The method can be readily applied also in risk assessment of water management decisions before adopting the status dependent corrective actions.

Estimating the Uncertainty In Diameter Growth Model Predictions and Its Effects On The Uncertainty of Annual Inventory Estimates

Treesearch

Ronald E. McRoberts; Veronica C. Lessard

2001-01-01

Uncertainty in diameter growth predictions is attributed to three general sources: measurement error or sampling variability in predictor variables, parameter covariances, and residual or unexplained variation around model expectations. Using measurement error and sampling variability distributions obtained from the literature and Monte Carlo simulation methods, the...

Standard Error Estimation of 3PL IRT True Score Equating with an MCMC Method

ERIC Educational Resources Information Center

Liu, Yuming; Schulz, E. Matthew; Yu, Lei

2008-01-01

A Markov chain Monte Carlo (MCMC) method and a bootstrap method were compared in the estimation of standard errors of item response theory (IRT) true score equating. Three test form relationships were examined: parallel, tau-equivalent, and congeneric. Data were simulated based on Reading Comprehension and Vocabulary tests of the Iowa Tests of…

Modeling human tracking error in several different anti-tank systems

NASA Technical Reports Server (NTRS)

Kleinman, D. L.

1981-01-01

An optimal control model for generating time histories of human tracking errors in antitank systems is outlined. Monte Carlo simulations of human operator responses for three Army antitank systems are compared. System/manipulator dependent data comparisons reflecting human operator limitations in perceiving displayed quantities and executing intended control motions are presented. Motor noise parameters are also discussed.

Reducing Bias and Error in the Correlation Coefficient Due to Nonnormality

ERIC Educational Resources Information Center

Bishara, Anthony J.; Hittner, James B.

2015-01-01

It is more common for educational and psychological data to be nonnormal than to be approximately normal. This tendency may lead to bias and error in point estimates of the Pearson correlation coefficient. In a series of Monte Carlo simulations, the Pearson correlation was examined under conditions of normal and nonnormal data, and it was compared…

Impact of reconstruction parameters on quantitative I-131 SPECT

NASA Astrophysics Data System (ADS)

van Gils, C. A. J.; Beijst, C.; van Rooij, R.; de Jong, H. W. A. M.

2016-07-01

Radioiodine therapy using I-131 is widely used for treatment of thyroid disease or neuroendocrine tumors. Monitoring treatment by accurate dosimetry requires quantitative imaging. The high energy photons however render quantitative SPECT reconstruction challenging, potentially requiring accurate correction for scatter and collimator effects. The goal of this work is to assess the effectiveness of various correction methods on these effects using phantom studies. A SPECT/CT acquisition of the NEMA IEC body phantom was performed. Images were reconstructed using the following parameters: (1) without scatter correction, (2) with triple energy window (TEW) scatter correction and (3) with Monte Carlo-based scatter correction. For modelling the collimator-detector response (CDR), both (a) geometric Gaussian CDRs as well as (b) Monte Carlo simulated CDRs were compared. Quantitative accuracy, contrast to noise ratios and recovery coefficients were calculated, as well as the background variability and the residual count error in the lung insert. The Monte Carlo scatter corrected reconstruction method was shown to be intrinsically quantitative, requiring no experimentally acquired calibration factor. It resulted in a more accurate quantification of the background compartment activity density compared with TEW or no scatter correction. The quantification error relative to a dose calibrator derived measurement was found to be  <1%,-26% and 33%, respectively. The adverse effects of partial volume were significantly smaller with the Monte Carlo simulated CDR correction compared with geometric Gaussian or no CDR modelling. Scatter correction showed a small effect on quantification of small volumes. When using a weighting factor, TEW correction was comparable to Monte Carlo reconstruction in all measured parameters, although this approach is clinically impractical since this factor may be patient dependent. Monte Carlo based scatter correction including accurately simulated CDR modelling is the most robust and reliable method to reconstruct accurate quantitative iodine-131 SPECT images.

Quantitative estimation of localization errors of 3d transition metal pseudopotentials in diffusion Monte Carlo

DOE PAGES

Dzubak, Allison L.; Krogel, Jaron T.; Reboredo, Fernando A.

2017-07-10

The necessarily approximate evaluation of non-local pseudopotentials in diffusion Monte Carlo (DMC) introduces localization errors. In this paper, we estimate these errors for two families of non-local pseudopotentials for the first-row transition metal atoms Sc–Zn using an extrapolation scheme and multideterminant wavefunctions. Sensitivities of the error in the DMC energies to the Jastrow factor are used to estimate the quality of two sets of pseudopotentials with respect to locality error reduction. The locality approximation and T-moves scheme are also compared for accuracy of total energies. After estimating the removal of the locality and T-moves errors, we present the range ofmore » fixed-node energies between a single determinant description and a full valence multideterminant complete active space expansion. The results for these pseudopotentials agree with previous findings that the locality approximation is less sensitive to changes in the Jastrow than T-moves yielding more accurate total energies, however not necessarily more accurate energy differences. For both the locality approximation and T-moves, we find decreasing Jastrow sensitivity moving left to right across the series Sc–Zn. The recently generated pseudopotentials of Krogel et al. reduce the magnitude of the locality error compared with the pseudopotentials of Burkatzki et al. by an average estimated 40% using the locality approximation. The estimated locality error is equivalent for both sets of pseudopotentials when T-moves is used. Finally, for the Sc–Zn atomic series with these pseudopotentials, and using up to three-body Jastrow factors, our results suggest that the fixed-node error is dominant over the locality error when a single determinant is used.« less

Magnetic Field Measurements of the Spotted Yellow Dwarf DE Boo During 2001-2004

NASA Astrophysics Data System (ADS)

Plachinda, S.; Baklanova, D.; Butkovskaya, V.; Pankov, N.

2017-06-01

Spectropolarimetric observations of DE Boo have been performed at Crimean astrophysical observatory during 18 nights in 2001-2004. We present the result of the longitudinal magnetic field measurements on this star. The magnetic field varies from +44 G to -36 G with mean Standard Error (SE) of 8.2 G. For full array of the magnetic field measurements the difference between experimental errors and Monte Carlo errors is not statistically significant.

Monte Carlo simulations of the impact of troposphere, clock and measurement errors on the repeatability of VLBI positions

NASA Astrophysics Data System (ADS)

Pany, A.; Böhm, J.; MacMillan, D.; Schuh, H.; Nilsson, T.; Wresnik, J.

2011-01-01

Within the International VLBI Service for Geodesy and Astrometry (IVS) Monte Carlo simulations have been carried out to design the next generation VLBI system ("VLBI2010"). Simulated VLBI observables were generated taking into account the three most important stochastic error sources in VLBI, i.e. wet troposphere delay, station clock, and measurement error. Based on realistic physical properties of the troposphere and clocks we ran simulations to investigate the influence of the troposphere on VLBI analyses, and to gain information about the role of clock performance and measurement errors of the receiving system in the process of reaching VLBI2010's goal of mm position accuracy on a global scale. Our simulations confirm that the wet troposphere delay is the most important of these three error sources. We did not observe significant improvement of geodetic parameters if the clocks were simulated with an Allan standard deviation better than 1 × 10-14 at 50 min and found the impact of measurement errors to be relatively small compared with the impact of the troposphere. Along with simulations to test different network sizes, scheduling strategies, and antenna slew rates these studies were used as a basis for the definition and specification of VLBI2010 antennas and recording system and might also be an example for other space geodetic techniques.

Error Analysis of non-TLD HDR Brachytherapy Dosimetric Techniques

NASA Astrophysics Data System (ADS)

Amoush, Ahmad

The American Association of Physicists in Medicine Task Group Report43 (AAPM-TG43) and its updated version TG-43U1 rely on the LiF TLD detector to determine the experimental absolute dose rate for brachytherapy. The recommended uncertainty estimates associated with TLD experimental dosimetry include 5% for statistical errors (Type A) and 7% for systematic errors (Type B). TG-43U1 protocol does not include recommendation for other experimental dosimetric techniques to calculate the absolute dose for brachytherapy. This research used two independent experimental methods and Monte Carlo simulations to investigate and analyze uncertainties and errors associated with absolute dosimetry of HDR brachytherapy for a Tandem applicator. An A16 MicroChamber* and one dose MOSFET detectors† were selected to meet the TG-43U1 recommendations for experimental dosimetry. Statistical and systematic uncertainty analyses associated with each experimental technique were analyzed quantitatively using MCNPX 2.6‡ to evaluate source positional error, Tandem positional error, the source spectrum, phantom size effect, reproducibility, temperature and pressure effects, volume averaging, stem and wall effects, and Tandem effect. Absolute dose calculations for clinical use are based on Treatment Planning System (TPS) with no corrections for the above uncertainties. Absolute dose and uncertainties along the transverse plane were predicted for the A16 microchamber. The generated overall uncertainties are 22%, 17%, 15%, 15%, 16%, 17%, and 19% at 1cm, 2cm, 3cm, 4cm, and 5cm, respectively. Predicting the dose beyond 5cm is complicated due to low signal-to-noise ratio, cable effect, and stem effect for the A16 microchamber. Since dose beyond 5cm adds no clinical information, it has been ignored in this study. The absolute dose was predicted for the MOSFET detector from 1cm to 7cm along the transverse plane. The generated overall uncertainties are 23%, 11%, 8%, 7%, 7%, 9%, and 8% at 1cm, 2cm, 3cm, and 4cm, 5cm, 6cm, and 7cm, respectively. The Nucletron Freiburg flap applicator is used with the Nucletron remote afterloader HDR machine to deliver dose to surface cancers. Dosimetric data for the Nucletron 192Ir source were generated using Monte Carlo simulation and compared with the published data. Two dimensional dosimetric data were calculated at two source positions; at the center of the sphere of the applicator and between two adjacent spheres. Unlike the TPS dose algorithm, The Monte Carlo code developed for this research accounts for the applicator material, secondary electrons and delta particles, and the air gap between the skin and the applicator. *Standard Imaging, Inc., Middleton, Wisconsin USA † OneDose MOSFET, Sicel Technologies, Morrisville NC ‡ Los Alamos National Laboratory, NM USA

A Fast Monte Carlo Simulation for the International Linear Collider Detector

DOE Office of Scientific and Technical Information (OSTI.GOV)

Furse, D.; /Georgia Tech

2005-12-15

The following paper contains details concerning the motivation for, implementation and performance of a Java-based fast Monte Carlo simulation for a detector designed to be used in the International Linear Collider. This simulation, presently included in the SLAC ILC group's org.lcsim package, reads in standard model or SUSY events in STDHEP file format, stochastically simulates the blurring in physics measurements caused by intrinsic detector error, and writes out an LCIO format file containing a set of final particles statistically similar to those that would have found by a full Monte Carlo simulation. In addition to the reconstructed particles themselves, descriptionsmore » of the calorimeter hit clusters and tracks that these particles would have produced are also included in the LCIO output. These output files can then be put through various analysis codes in order to characterize the effectiveness of a hypothetical detector at extracting relevant physical information about an event. Such a tool is extremely useful in preliminary detector research and development, as full simulations are extremely cumbersome and taxing on processor resources; a fast, efficient Monte Carlo can facilitate and even make possible detector physics studies that would be very impractical with the full simulation by sacrificing what is in many cases inappropriate attention to detail for valuable gains in time required for results.« less

Magnitude of pseudopotential localization errors in fixed node diffusion quantum Monte Carlo

DOE PAGES

Kent, Paul R.; Krogel, Jaron T.

2017-06-22

Growth in computational resources has lead to the application of real space diffusion quantum Monte Carlo to increasingly heavy elements. Although generally assumed to be small, we find that when using standard techniques, the pseudopotential localization error can be large, on the order of an electron volt for an isolated cerium atom. We formally show that the localization error can be reduced to zero with improvements to the Jastrow factor alone, and we define a metric of Jastrow sensitivity that may be useful in the design of pseudopotentials. We employ an extrapolation scheme to extract the bare fixed node energymore » and estimate the localization error in both the locality approximation and the T-moves schemes for the Ce atom in charge states 3+/4+. The locality approximation exhibits the lowest Jastrow sensitivity and generally smaller localization errors than T-moves although the locality approximation energy approaches the localization free limit from above/below for the 3+/4+ charge state. We find that energy minimized Jastrow factors including three-body electron-electron-ion terms are the most effective at reducing the localization error for both the locality approximation and T-moves for the case of the Ce atom. Less complex or variance minimized Jastrows are generally less effective. Finally, our results suggest that further improvements to Jastrow factors and trial wavefunction forms may be needed to reduce localization errors to chemical accuracy when medium core pseudopotentials are applied to heavy elements such as Ce.« less

Reduction of shading-derived artifacts in skin chromophore imaging without measurements or assumptions about the shape of the subject

NASA Astrophysics Data System (ADS)

Yoshida, Kenichiro; Nishidate, Izumi; Ojima, Nobutoshi; Iwata, Kayoko

2014-01-01

To quantitatively evaluate skin chromophores over a wide region of curved skin surface, we propose an approach that suppresses the effect of the shading-derived error in the reflectance on the estimation of chromophore concentrations, without sacrificing the accuracy of that estimation. In our method, we use multiple regression analysis, assuming the absorbance spectrum as the response variable and the extinction coefficients of melanin, oxygenated hemoglobin, and deoxygenated hemoglobin as the predictor variables. The concentrations of melanin and total hemoglobin are determined from the multiple regression coefficients using compensation formulae (CF) based on the diffuse reflectance spectra derived from a Monte Carlo simulation. To suppress the shading-derived error, we investigated three different combinations of multiple regression coefficients for the CF. In vivo measurements with the forearm skin demonstrated that the proposed approach can reduce the estimation errors that are due to shading-derived errors in the reflectance. With the best combination of multiple regression coefficients, we estimated that the ratio of the error to the chromophore concentrations is about 10%. The proposed method does not require any measurements or assumptions about the shape of the subjects; this is an advantage over other studies related to the reduction of shading-derived errors.

Regression-based model of skin diffuse reflectance for skin color analysis

NASA Astrophysics Data System (ADS)

Tsumura, Norimichi; Kawazoe, Daisuke; Nakaguchi, Toshiya; Ojima, Nobutoshi; Miyake, Yoichi

2008-11-01

A simple regression-based model of skin diffuse reflectance is developed based on reflectance samples calculated by Monte Carlo simulation of light transport in a two-layered skin model. This reflectance model includes the values of spectral reflectance in the visible spectra for Japanese women. The modified Lambert Beer law holds in the proposed model with a modified mean free path length in non-linear density space. The averaged RMS and maximum errors of the proposed model were 1.1 and 3.1%, respectively, in the above range.

Addressing global uncertainty and sensitivity in first-principles based microkinetic models by an adaptive sparse grid approach

NASA Astrophysics Data System (ADS)

Döpking, Sandra; Plaisance, Craig P.; Strobusch, Daniel; Reuter, Karsten; Scheurer, Christoph; Matera, Sebastian

2018-01-01

In the last decade, first-principles-based microkinetic modeling has been developed into an important tool for a mechanistic understanding of heterogeneous catalysis. A commonly known, but hitherto barely analyzed issue in this kind of modeling is the presence of sizable errors from the use of approximate Density Functional Theory (DFT). We here address the propagation of these errors to the catalytic turnover frequency (TOF) by global sensitivity and uncertainty analysis. Both analyses require the numerical quadrature of high-dimensional integrals. To achieve this efficiently, we utilize and extend an adaptive sparse grid approach and exploit the confinement of the strongly non-linear behavior of the TOF to local regions of the parameter space. We demonstrate the methodology on a model of the oxygen evolution reaction at the Co3O4 (110)-A surface, using a maximum entropy error model that imposes nothing but reasonable bounds on the errors. For this setting, the DFT errors lead to an absolute uncertainty of several orders of magnitude in the TOF. We nevertheless find that it is still possible to draw conclusions from such uncertain models about the atomistic aspects controlling the reactivity. A comparison with derivative-based local sensitivity analysis instead reveals that this more established approach provides incomplete information. Since the adaptive sparse grids allow for the evaluation of the integrals with only a modest number of function evaluations, this approach opens the way for a global sensitivity analysis of more complex models, for instance, models based on kinetic Monte Carlo simulations.

Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

PubMed

Hack, C Eric

2006-04-17

Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach.

Statistically Controlling for Confounding Constructs Is Harder than You Think

PubMed Central

Westfall, Jacob; Yarkoni, Tal

2016-01-01

Social scientists often seek to demonstrate that a construct has incremental validity over and above other related constructs. However, these claims are typically supported by measurement-level models that fail to consider the effects of measurement (un)reliability. We use intuitive examples, Monte Carlo simulations, and a novel analytical framework to demonstrate that common strategies for establishing incremental construct validity using multiple regression analysis exhibit extremely high Type I error rates under parameter regimes common in many psychological domains. Counterintuitively, we find that error rates are highest—in some cases approaching 100%—when sample sizes are large and reliability is moderate. Our findings suggest that a potentially large proportion of incremental validity claims made in the literature are spurious. We present a web application (http://jakewestfall.org/ivy/) that readers can use to explore the statistical properties of these and other incremental validity arguments. We conclude by reviewing SEM-based statistical approaches that appropriately control the Type I error rate when attempting to establish incremental validity. PMID:27031707

Research on accuracy analysis of laser transmission system based on Zemax and Matlab

NASA Astrophysics Data System (ADS)

Chen, Haiping; Liu, Changchun; Ye, Haixian; Xiong, Zhao; Cao, Tingfen

2017-05-01

Laser transmission system is important in high power solid-state laser facilities and its function is to transfer and focus the light beam in accordance with the physical function of the facility. This system is mainly composed of transmission mirror modules and wedge lens module. In order to realize the precision alignment of the system, the precision alignment of the system is required to be decomposed into the allowable range of the calibration error of each module. The traditional method is to analyze the error factors of the modules separately, and then the linear synthesis is carried out, and the influence of the multi-module and multi-factor is obtained. In order to analyze the effect of the alignment error of each module on the beam center and focus more accurately, this paper aims to combine with the Monte Carlo random test and ray tracing, analyze influence of multi-module and multi-factor on the center of the beam, and evaluate and optimize the results of accuracy decomposition.

Estimation of the four-wave mixing noise probability-density function by the multicanonical Monte Carlo method.

PubMed

Neokosmidis, Ioannis; Kamalakis, Thomas; Chipouras, Aristides; Sphicopoulos, Thomas

2005-01-01

The performance of high-powered wavelength-division multiplexed (WDM) optical networks can be severely degraded by four-wave-mixing- (FWM-) induced distortion. The multicanonical Monte Carlo method (MCMC) is used to calculate the probability-density function (PDF) of the decision variable of a receiver, limited by FWM noise. Compared with the conventional Monte Carlo method previously used to estimate this PDF, the MCMC method is much faster and can accurately estimate smaller error probabilities. The method takes into account the correlation between the components of the FWM noise, unlike the Gaussian model, which is shown not to provide accurate results.

Accuracy and convergence of coupled finite-volume/Monte Carlo codes for plasma edge simulations of nuclear fusion reactors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghoos, K., E-mail: kristel.ghoos@kuleuven.be; Dekeyser, W.; Samaey, G.

2016-10-01

The plasma and neutral transport in the plasma edge of a nuclear fusion reactor is usually simulated using coupled finite volume (FV)/Monte Carlo (MC) codes. However, under conditions of future reactors like ITER and DEMO, convergence issues become apparent. This paper examines the convergence behaviour and the numerical error contributions with a simplified FV/MC model for three coupling techniques: Correlated Sampling, Random Noise and Robbins Monro. Also, practical procedures to estimate the errors in complex codes are proposed. Moreover, first results with more complex models show that an order of magnitude speedup can be achieved without any loss in accuracymore » by making use of averaging in the Random Noise coupling technique.« less

Bayesian Treatment of Uncertainty in Environmental Modeling: Optimization, Sampling and Data Assimilation Using the DREAM Software Package

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2012-12-01

In the past decade much progress has been made in the treatment of uncertainty in earth systems modeling. Whereas initial approaches has focused mostly on quantification of parameter and predictive uncertainty, recent methods attempt to disentangle the effects of parameter, forcing (input) data, model structural and calibration data errors. In this talk I will highlight some of our recent work involving theory, concepts and applications of Bayesian parameter and/or state estimation. In particular, new methods for sequential Monte Carlo (SMC) and Markov Chain Monte Carlo (MCMC) simulation will be presented with emphasis on massively parallel distributed computing and quantification of model structural errors. The theoretical and numerical developments will be illustrated using model-data synthesis problems in hydrology, hydrogeology and geophysics.

Statistical Analyses of Scatterplots to Identify Important Factors in Large-Scale Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kleijnen, J.P.C.; Helton, J.C.

1999-04-01

The robustness of procedures for identifying patterns in scatterplots generated in Monte Carlo sensitivity analyses is investigated. These procedures are based on attempts to detect increasingly complex patterns in the scatterplots under consideration and involve the identification of (1) linear relationships with correlation coefficients, (2) monotonic relationships with rank correlation coefficients, (3) trends in central tendency as defined by means, medians and the Kruskal-Wallis statistic, (4) trends in variability as defined by variances and interquartile ranges, and (5) deviations from randomness as defined by the chi-square statistic. The following two topics related to the robustness of these procedures are consideredmore » for a sequence of example analyses with a large model for two-phase fluid flow: the presence of Type I and Type II errors, and the stability of results obtained with independent Latin hypercube samples. Observations from analysis include: (1) Type I errors are unavoidable, (2) Type II errors can occur when inappropriate analysis procedures are used, (3) physical explanations should always be sought for why statistical procedures identify variables as being important, and (4) the identification of important variables tends to be stable for independent Latin hypercube samples.« less

[Gaussian process regression and its application in near-infrared spectroscopy analysis].

PubMed

Feng, Ai-Ming; Fang, Li-Min; Lin, Min

2011-06-01

Gaussian process (GP) is applied in the present paper as a chemometric method to explore the complicated relationship between the near infrared (NIR) spectra and ingredients. After the outliers were detected by Monte Carlo cross validation (MCCV) method and removed from dataset, different preprocessing methods, such as multiplicative scatter correction (MSC), smoothing and derivate, were tried for the best performance of the models. Furthermore, uninformative variable elimination (UVE) was introduced as a variable selection technique and the characteristic wavelengths obtained were further employed as input for modeling. A public dataset with 80 NIR spectra of corn was introduced as an example for evaluating the new algorithm. The optimal models for oil, starch and protein were obtained by the GP regression method. The performance of the final models were evaluated according to the root mean square error of calibration (RMSEC), root mean square error of cross-validation (RMSECV), root mean square error of prediction (RMSEP) and correlation coefficient (r). The models give good calibration ability with r values above 0.99 and the prediction ability is also satisfactory with r values higher than 0.96. The overall results demonstrate that GP algorithm is an effective chemometric method and is promising for the NIR analysis.

Evaluation and optimization of sampling errors for the Monte Carlo Independent Column Approximation

NASA Astrophysics Data System (ADS)

Räisänen, Petri; Barker, W. Howard

2004-07-01

The Monte Carlo Independent Column Approximation (McICA) method for computing domain-average broadband radiative fluxes is unbiased with respect to the full ICA, but its flux estimates contain conditional random noise. McICA's sampling errors are evaluated here using a global climate model (GCM) dataset and a correlated-k distribution (CKD) radiation scheme. Two approaches to reduce McICA's sampling variance are discussed. The first is to simply restrict all of McICA's samples to cloudy regions. This avoids wasting precious few samples on essentially homogeneous clear skies. Clear-sky fluxes need to be computed separately for this approach, but this is usually done in GCMs for diagnostic purposes anyway. Second, accuracy can be improved by repeated sampling, and averaging those CKD terms with large cloud radiative effects. Although this naturally increases computational costs over the standard CKD model, random errors for fluxes and heating rates are reduced by typically 50% to 60%, for the present radiation code, when the total number of samples is increased by 50%. When both variance reduction techniques are applied simultaneously, globally averaged flux and heating rate random errors are reduced by a factor of #3.

RFI in hybrid loops - Simulation and experimental results.

NASA Technical Reports Server (NTRS)

Ziemer, R. E.; Nelson, D. R.; Raghavan, H. R.

1972-01-01

A digital simulation of an imperfect second-order hybrid phase-locked loop (HPLL) operating in radio frequency interference (RFI) is described. Its performance is characterized in terms of phase error variance and phase error probability density function (PDF). Monte-Carlo simulation is used to show that the HPLL can be superior to the conventional phase-locked loops in RFI backgrounds when minimum phase error variance is the goodness criterion. Similar experimentally obtained data are given in support of the simulation data.

Technical Note: A direct ray-tracing method to compute integral depth dose in pencil beam proton radiography with a multilayer ionization chamber.

PubMed

Farace, Paolo; Righetto, Roberto; Deffet, Sylvain; Meijers, Arturs; Vander Stappen, Francois

2016-12-01

To introduce a fast ray-tracing algorithm in pencil proton radiography (PR) with a multilayer ionization chamber (MLIC) for in vivo range error mapping. Pencil beam PR was obtained by delivering spots uniformly positioned in a square (45 × 45 mm 2 field-of-view) of 9 × 9 spots capable of crossing the phantoms (210 MeV). The exit beam was collected by a MLIC to sample the integral depth dose (IDD MLIC ). PRs of an electron-density and of a head phantom were acquired by moving the couch to obtain multiple 45 × 45 mm 2 frames. To map the corresponding range errors, the two-dimensional set of IDD MLIC was compared with (i) the integral depth dose computed by the treatment planning system (TPS) by both analytic (IDD TPS ) and Monte Carlo (IDD MC ) algorithms in a volume of water simulating the MLIC at the CT, and (ii) the integral depth dose directly computed by a simple ray-tracing algorithm (IDD direct ) through the same CT data. The exact spatial position of the spot pattern was numerically adjusted testing different in-plane positions and selecting the one that minimized the range differences between IDD direct and IDD MLIC . Range error mapping was feasible by both the TPS and the ray-tracing methods, but very sensitive to even small misalignments. In homogeneous regions, the range errors computed by the direct ray-tracing algorithm matched the results obtained by both the analytic and the Monte Carlo algorithms. In both phantoms, lateral heterogeneities were better modeled by the ray-tracing and the Monte Carlo algorithms than by the analytic TPS computation. Accordingly, when the pencil beam crossed lateral heterogeneities, the range errors mapped by the direct algorithm matched better the Monte Carlo maps than those obtained by the analytic algorithm. Finally, the simplicity of the ray-tracing algorithm allowed to implement a prototype procedure for automated spatial alignment. The ray-tracing algorithm can reliably replace the TPS method in MLIC PR for in vivo range verification and it can be a key component to develop software tools for spatial alignment and correction of CT calibration.

Aerocapture Performance Analysis for a Neptune-Triton Exploration Mission

NASA Technical Reports Server (NTRS)

Starr, Brett R.; Westhelle, Carlos H.; Masciarelli, James P.

2004-01-01

A systems analysis has been conducted for a Neptune-Triton Exploration Mission in which aerocapture is used to capture a spacecraft at Neptune. Aerocapture uses aerodynamic drag instead of propulsion to decelerate from the interplanetary approach trajectory to a captured orbit during a single pass through the atmosphere. After capture, propulsion is used to move the spacecraft from the initial captured orbit to the desired science orbit. A preliminary assessment identified that a spacecraft with a lift to drag ratio of 0.8 was required for aerocapture. Performance analyses of the 0.8 L/D vehicle were performed using a high fidelity flight simulation within a Monte Carlo executive to determine mission success statistics. The simulation was the Program to Optimize Simulated Trajectories (POST) modified to include Neptune specific atmospheric and planet models, spacecraft aerodynamic characteristics, and interplanetary trajectory models. To these were added autonomous guidance and pseudo flight controller models. The Monte Carlo analyses incorporated approach trajectory delivery errors, aerodynamic characteristics uncertainties, and atmospheric density variations. Monte Carlo analyses were performed for a reference set of uncertainties and sets of uncertainties modified to produce increased and reduced atmospheric variability. For the reference uncertainties, the 0.8 L/D flatbottom ellipsled vehicle achieves 100% successful capture and has a 99.87 probability of attaining the science orbit with a 360 m/s V budget for apoapsis and periapsis adjustment. Monte Carlo analyses were also performed for a guidance system that modulates both bank angle and angle of attack with the reference set of uncertainties. An alpha and bank modulation guidance system reduces the 99.87 percentile DELTA V 173 m/s (48%) to 187 m/s for the reference set of uncertainties.

Improvement and comparison of likelihood functions for model calibration and parameter uncertainty analysis within a Markov chain Monte Carlo scheme

NASA Astrophysics Data System (ADS)

Cheng, Qin-Bo; Chen, Xi; Xu, Chong-Yu; Reinhardt-Imjela, Christian; Schulte, Achim

2014-11-01

In this study, the likelihood functions for uncertainty analysis of hydrological models are compared and improved through the following steps: (1) the equivalent relationship between the Nash-Sutcliffe Efficiency coefficient (NSE) and the likelihood function with Gaussian independent and identically distributed residuals is proved; (2) a new estimation method of the Box-Cox transformation (BC) parameter is developed to improve the effective elimination of the heteroscedasticity of model residuals; and (3) three likelihood functions-NSE, Generalized Error Distribution with BC (BC-GED) and Skew Generalized Error Distribution with BC (BC-SGED)-are applied for SWAT-WB-VSA (Soil and Water Assessment Tool - Water Balance - Variable Source Area) model calibration in the Baocun watershed, Eastern China. Performances of calibrated models are compared using the observed river discharges and groundwater levels. The result shows that the minimum variance constraint can effectively estimate the BC parameter. The form of the likelihood function significantly impacts on the calibrated parameters and the simulated results of high and low flow components. SWAT-WB-VSA with the NSE approach simulates flood well, but baseflow badly owing to the assumption of Gaussian error distribution, where the probability of the large error is low, but the small error around zero approximates equiprobability. By contrast, SWAT-WB-VSA with the BC-GED or BC-SGED approach mimics baseflow well, which is proved in the groundwater level simulation. The assumption of skewness of the error distribution may be unnecessary, because all the results of the BC-SGED approach are nearly the same as those of the BC-GED approach.

Fish-Eye Observing with Phased Array Radio Telescopes

NASA Astrophysics Data System (ADS)

Wijnholds, S. J.

The radio astronomical community is currently developing and building several new radio telescopes based on phased array technology. These telescopes provide a large field-of-view, that may in principle span a full hemisphere. This makes calibration and imaging very challenging tasks due to the complex source structures and direction dependent radio wave propagation effects. In this thesis, calibration and imaging methods are developed based on least squares estimation of instrument and source parameters. Monte Carlo simulations and actual observations with several prototype show that this model based approach provides statistically and computationally efficient solutions. The error analysis provides a rigorous mathematical framework to assess the imaging performance of current and future radio telescopes in terms of the effective noise, which is the combined effect of propagated calibration errors, noise in the data and source confusion.

Extraction of diffuse correlation spectroscopy flow index by integration of Nth-order linear model with Monte Carlo simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shang, Yu; Lin, Yu; Yu, Guoqiang, E-mail: guoqiang.yu@uky.edu

2014-05-12

Conventional semi-infinite solution for extracting blood flow index (BFI) from diffuse correlation spectroscopy (DCS) measurements may cause errors in estimation of BFI (αD{sub B}) in tissues with small volume and large curvature. We proposed an algorithm integrating Nth-order linear model of autocorrelation function with the Monte Carlo simulation of photon migrations in tissue for the extraction of αD{sub B}. The volume and geometry of the measured tissue were incorporated in the Monte Carlo simulation, which overcome the semi-infinite restrictions. The algorithm was tested using computer simulations on four tissue models with varied volumes/geometries and applied on an in vivo strokemore » model of mouse. Computer simulations shows that the high-order (N ≥ 5) linear algorithm was more accurate in extracting αD{sub B} (errors < ±2%) from the noise-free DCS data than the semi-infinite solution (errors: −5.3% to −18.0%) for different tissue models. Although adding random noises to DCS data resulted in αD{sub B} variations, the mean values of errors in extracting αD{sub B} were similar to those reconstructed from the noise-free DCS data. In addition, the errors in extracting the relative changes of αD{sub B} using both linear algorithm and semi-infinite solution were fairly small (errors < ±2.0%) and did not rely on the tissue volume/geometry. The experimental results from the in vivo stroke mice agreed with those in simulations, demonstrating the robustness of the linear algorithm. DCS with the high-order linear algorithm shows the potential for the inter-subject comparison and longitudinal monitoring of absolute BFI in a variety of tissues/organs with different volumes/geometries.« less

Web-Based Model Visualization Tools to Aid in Model Optimization and Uncertainty Analysis

NASA Astrophysics Data System (ADS)

Alder, J.; van Griensven, A.; Meixner, T.

2003-12-01

Individuals applying hydrologic models have a need for a quick easy to use visualization tools to permit them to assess and understand model performance. We present here the Interactive Hydrologic Modeling (IHM) visualization toolbox. The IHM utilizes high-speed Internet access, the portability of the web and the increasing power of modern computers to provide an online toolbox for quick and easy model result visualization. This visualization interface allows for the interpretation and analysis of Monte-Carlo and batch model simulation results. Often times a given project will generate several thousands or even hundreds of thousands simulations. This large number of simulations creates a challenge for post-simulation analysis. IHM's goal is to try to solve this problem by loading all of the data into a database with a web interface that can dynamically generate graphs for the user according to their needs. IHM currently supports: a global samples statistics table (e.g. sum of squares error, sum of absolute differences etc.), top ten simulations table and graphs, graphs of an individual simulation using time step data, objective based dotty plots, threshold based parameter cumulative density function graphs (as used in the regional sensitivity analysis of Spear and Hornberger) and 2D error surface graphs of the parameter space. IHM is ideal for the simplest bucket model to the largest set of Monte-Carlo model simulations with a multi-dimensional parameter and model output space. By using a web interface, IHM offers the user complete flexibility in the sense that they can be anywhere in the world using any operating system. IHM can be a time saving and money saving alternative to spending time producing graphs or conducting analysis that may not be informative or being forced to purchase or use expensive and proprietary software. IHM is a simple, free, method of interpreting and analyzing batch model results, and is suitable for novice to expert hydrologic modelers.

Propagation of uncertainty by Monte Carlo simulations in case of basic geodetic computations

NASA Astrophysics Data System (ADS)

Wyszkowska, Patrycja

2017-12-01

The determination of the accuracy of functions of measured or adjusted values may be a problem in geodetic computations. The general law of covariance propagation or in case of the uncorrelated observations the propagation of variance (or the Gaussian formula) are commonly used for that purpose. That approach is theoretically justified for the linear functions. In case of the non-linear functions, the first-order Taylor series expansion is usually used but that solution is affected by the expansion error. The aim of the study is to determine the applicability of the general variance propagation law in case of the non-linear functions used in basic geodetic computations. The paper presents errors which are a result of negligence of the higher-order expressions and it determines the range of such simplification. The basis of that analysis is the comparison of the results obtained by the law of propagation of variance and the probabilistic approach, namely Monte Carlo simulations. Both methods are used to determine the accuracy of the following geodetic computations: the Cartesian coordinates of unknown point in the three-point resection problem, azimuths and distances of the Cartesian coordinates, height differences in the trigonometric and the geometric levelling. These simulations and the analysis of the results confirm the possibility of applying the general law of variance propagation in basic geodetic computations even if the functions are non-linear. The only condition is the accuracy of observations, which cannot be too low. Generally, this is not a problem with using present geodetic instruments.

The X-43A Six Degree of Freedom Monte Carlo Analysis

NASA Technical Reports Server (NTRS)

Baumann, Ethan; Bahm, Catherine; Strovers, Brian; Beck, Roger

2008-01-01

This report provides an overview of the Hyper-X research vehicle Monte Carlo analysis conducted with the six-degree-of-freedom simulation. The methodology and model uncertainties used for the Monte Carlo analysis are presented as permitted. In addition, the process used to select hardware validation test cases from the Monte Carlo data is described. The preflight Monte Carlo analysis indicated that the X-43A control system was robust to the preflight uncertainties and provided the Hyper-X project an important indication that the vehicle would likely be successful in accomplishing the mission objectives. The X-43A inflight performance is compared to the preflight Monte Carlo predictions and shown to exceed the Monte Carlo bounds in several instances. Possible modeling shortfalls are presented that may account for these discrepancies. The flight control laws and guidance algorithms were robust enough as a result of the preflight Monte Carlo analysis that the unexpected in-flight performance did not have undue consequences. Modeling and Monte Carlo analysis lessons learned are presented.

The X-43A Six Degree of Freedom Monte Carlo Analysis

NASA Technical Reports Server (NTRS)

Baumann, Ethan; Bahm, Catherine; Strovers, Brian; Beck, Roger; Richard, Michael

2007-01-01

This report provides an overview of the Hyper-X research vehicle Monte Carlo analysis conducted with the six-degree-of-freedom simulation. The methodology and model uncertainties used for the Monte Carlo analysis are presented as permitted. In addition, the process used to select hardware validation test cases from the Monte Carlo data is described. The preflight Monte Carlo analysis indicated that the X-43A control system was robust to the preflight uncertainties and provided the Hyper-X project an important indication that the vehicle would likely be successful in accomplishing the mission objectives. The X-43A in-flight performance is compared to the preflight Monte Carlo predictions and shown to exceed the Monte Carlo bounds in several instances. Possible modeling shortfalls are presented that may account for these discrepancies. The flight control laws and guidance algorithms were robust enough as a result of the preflight Monte Carlo analysis that the unexpected in-flight performance did not have undue consequences. Modeling and Monte Carlo analysis lessons learned are presented.

Statistical methods for astronomical data with upper limits. II - Correlation and regression

NASA Technical Reports Server (NTRS)

Isobe, T.; Feigelson, E. D.; Nelson, P. I.

1986-01-01

Statistical methods for calculating correlations and regressions in bivariate censored data where the dependent variable can have upper or lower limits are presented. Cox's regression and the generalization of Kendall's rank correlation coefficient provide significant levels of correlations, and the EM algorithm, under the assumption of normally distributed errors, and its nonparametric analog using the Kaplan-Meier estimator, give estimates for the slope of a regression line. Monte Carlo simulations demonstrate that survival analysis is reliable in determining correlations between luminosities at different bands. Survival analysis is applied to CO emission in infrared galaxies, X-ray emission in radio galaxies, H-alpha emission in cooling cluster cores, and radio emission in Seyfert galaxies.

Generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test.

PubMed

Munir, Mohammad

2018-06-01

Generalized sensitivity functions characterize the sensitivity of the parameter estimates with respect to the nominal parameters. We observe from the generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test that the measurements of insulin, 62 min after the administration of the glucose bolus into the experimental subject's body, possess no information about the parameter estimates. The glucose measurements possess the information about the parameter estimates up to three hours. These observations have been verified by the parameter estimation of the minimal model. The standard errors of the estimates and crude Monte Carlo process also confirm this observation. Copyright © 2018 Elsevier Inc. All rights reserved.

Sensitivity analysis for future space missions with segmented telescopes for high-contrast imaging

NASA Astrophysics Data System (ADS)

Leboulleux, Lucie; Pueyo, Laurent; Sauvage, Jean-François; Mazoyer, Johan; Soummer, Remi; Fusco, Thierry; Sivaramakrishnan, Anand

2018-01-01

The detection and analysis of biomarkers on earth-like planets using direct-imaging will require both high-contrast imaging and spectroscopy at very close angular separation (10^10 star to planet flux ratio at a few 0.1”). This goal can only be achieved with large telescopes in space to overcome atmospheric turbulence, often combined with a coronagraphic instrument with wavefront control. Large segmented space telescopes such as studied for the LUVOIR mission will generate segment-level instabilities and cophasing errors in addition to local mirror surface errors and other aberrations of the overall optical system. These effects contribute directly to the degradation of the final image quality and contrast. We present an analytical model that produces coronagraphic images of a segmented pupil telescope in the presence of segment phasing aberrations expressed as Zernike polynomials. This model relies on a pair-based projection of the segmented pupil and provides results that match an end-to-end simulation with an rms error on the final contrast of ~3%. This analytical model can be applied both to static and dynamic modes, and either in monochromatic or broadband light. It retires the need for end-to-end Monte-Carlo simulations that are otherwise needed to build a rigorous error budget, by enabling quasi-instantaneous analytical evaluations. The ability to invert directly the analytical model provides direct constraints and tolerances on all segments-level phasing and aberrations.

Measurement uncertainty evaluation of conicity error inspected on CMM

NASA Astrophysics Data System (ADS)

Wang, Dongxia; Song, Aiguo; Wen, Xiulan; Xu, Youxiong; Qiao, Guifang

2016-01-01

The cone is widely used in mechanical design for rotation, centering and fixing. Whether the conicity error can be measured and evaluated accurately will directly influence its assembly accuracy and working performance. According to the new generation geometrical product specification(GPS), the error and its measurement uncertainty should be evaluated together. The mathematical model of the minimum zone conicity error is established and an improved immune evolutionary algorithm(IIEA) is proposed to search for the conicity error. In the IIEA, initial antibodies are firstly generated by using quasi-random sequences and two kinds of affinities are calculated. Then, each antibody clone is generated and they are self-adaptively mutated so as to maintain diversity. Similar antibody is suppressed and new random antibody is generated. Because the mathematical model of conicity error is strongly nonlinear and the input quantities are not independent, it is difficult to use Guide to the expression of uncertainty in the measurement(GUM) method to evaluate measurement uncertainty. Adaptive Monte Carlo method(AMCM) is proposed to estimate measurement uncertainty in which the number of Monte Carlo trials is selected adaptively and the quality of the numerical results is directly controlled. The cone parts was machined on lathe CK6140 and measured on Miracle NC 454 Coordinate Measuring Machine(CMM). The experiment results confirm that the proposed method not only can search for the approximate solution of the minimum zone conicity error(MZCE) rapidly and precisely, but also can evaluate measurement uncertainty and give control variables with an expected numerical tolerance. The conicity errors computed by the proposed method are 20%-40% less than those computed by NC454 CMM software and the evaluation accuracy improves significantly.

Finite-size scaling study of the two-dimensional Blume-Capel model

NASA Astrophysics Data System (ADS)

Beale, Paul D.

1986-02-01

The phase diagram of the two-dimensional Blume-Capel model is investigated by using the technique of phenomenological finite-size scaling. The location of the tricritical point and the values of the critical and tricritical exponents are determined. The location of the tricritical point (Tt=0.610+/-0.005, Dt=1.9655+/-0.0010) is well outside the error bars for the value quoted in previous Monte Carlo simulations but in excellent agreement with more recent Monte Carlo renormalization-group results. The values of the critical and tricritical exponents, with the exception of the leading thermal tricritical exponent, are in excellent agreement with previous calculations, conjectured values, and Monte Carlo renormalization-group studies.

The Effect of Random Error on Diagnostic Accuracy Illustrated with the Anthropometric Diagnosis of Malnutrition

PubMed Central

2016-01-01

Background It is often thought that random measurement error has a minor effect upon the results of an epidemiological survey. Theoretically, errors of measurement should always increase the spread of a distribution. Defining an illness by having a measurement outside an established healthy range will lead to an inflated prevalence of that condition if there are measurement errors. Methods and results A Monte Carlo simulation was conducted of anthropometric assessment of children with malnutrition. Random errors of increasing magnitude were imposed upon the populations and showed that there was an increase in the standard deviation with each of the errors that became exponentially greater with the magnitude of the error. The potential magnitude of the resulting error of reported prevalence of malnutrition were compared with published international data and found to be of sufficient magnitude to make a number of surveys and the numerous reports and analyses that used these data unreliable. Conclusions The effect of random error in public health surveys and the data upon which diagnostic cut-off points are derived to define “health” has been underestimated. Even quite modest random errors can more than double the reported prevalence of conditions such as malnutrition. Increasing sample size does not address this problem, and may even result in less accurate estimates. More attention needs to be paid to the selection, calibration and maintenance of instruments, measurer selection, training & supervision, routine estimation of the likely magnitude of errors using standardization tests, use of statistical likelihood of error to exclude data from analysis and full reporting of these procedures in order to judge the reliability of survey reports. PMID:28030627

First Results on the High Energy Cosmic Ray Electron Spectrum from Fermi Lat

NASA Technical Reports Server (NTRS)

Moiseev, Alexander

2009-01-01

This viewgraph presentation addresses energy reconstruction, electron-hadron separation, validation of Monte Carlo with flight data and an assessment of systematic errors from the Fermi Large Area Telescope.

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

DOE PAGES

Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.

2017-01-09

We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Del Moral, Pierre; Jasra, Ajay; Law, Kody J. H.

We consider the multilevel sequential Monte Carlo (MLSMC) method of Beskos et al. (Stoch. Proc. Appl. [to appear]). This technique is designed to approximate expectations w.r.t. probability laws associated to a discretization. For instance, in the context of inverse problems, where one discretizes the solution of a partial differential equation. The MLSMC approach is especially useful when independent, coupled sampling is not possible. Beskos et al. show that for MLSMC the computational effort to achieve a given error, can be less than independent sampling. In this article we significantly weaken the assumptions of Beskos et al., extending the proofs tomore » non-compact state-spaces. The assumptions are based upon multiplicative drift conditions as in Kontoyiannis and Meyn (Electron. J. Probab. 10 [2005]: 61–123). The assumptions are verified for an example.« less

Assessing the performance of a covert automatic target recognition algorithm

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2005-05-01

Passive radar systems exploit illuminators of opportunity, such as TV and FM radio, to illuminate potential targets. Doing so allows them to operate covertly and inexpensively. Our research seeks to enhance passive radar systems by adding automatic target recognition (ATR) capabilities. In previous papers we proposed conducting ATR by comparing the radar cross section (RCS) of aircraft detected by a passive radar system to the precomputed RCS of aircraft in the target class. To effectively model the low-frequency setting, the comparison is made via a Rician likelihood model. Monte Carlo simulations indicate that the approach is viable. This paper builds on that work by developing a method for quickly assessing the potential performance of the ATR algorithm without using exhaustive Monte Carlo trials. This method exploits the relation between the probability of error in a binary hypothesis test under the Bayesian framework to the Chernoff information. Since the data are well-modeled as Rician, we begin by deriving a closed-form approximation for the Chernoff information between two Rician densities. This leads to an approximation for the probability of error in the classification algorithm that is a function of the number of available measurements. We conclude with an application that would be particularly cumbersome to accomplish via Monte Carlo trials, but that can be quickly addressed using the Chernoff information approach. This application evaluates the length of time that an aircraft must be tracked before the probability of error in the ATR algorithm drops below a desired threshold.

Controlling false-negative errors in microarray differential expression analysis: a PRIM approach.

PubMed

Cole, Steve W; Galic, Zoran; Zack, Jerome A

2003-09-22

Theoretical considerations suggest that current microarray screening algorithms may fail to detect many true differences in gene expression (Type II analytic errors). We assessed 'false negative' error rates in differential expression analyses by conventional linear statistical models (e.g. t-test), microarray-adapted variants (e.g. SAM, Cyber-T), and a novel strategy based on hold-out cross-validation. The latter approach employs the machine-learning algorithm Patient Rule Induction Method (PRIM) to infer minimum thresholds for reliable change in gene expression from Boolean conjunctions of fold-induction and raw fluorescence measurements. Monte Carlo analyses based on four empirical data sets show that conventional statistical models and their microarray-adapted variants overlook more than 50% of genes showing significant up-regulation. Conjoint PRIM prediction rules recover approximately twice as many differentially expressed transcripts while maintaining strong control over false-positive (Type I) errors. As a result, experimental replication rates increase and total analytic error rates decline. RT-PCR studies confirm that gene inductions detected by PRIM but overlooked by other methods represent true changes in mRNA levels. PRIM-based conjoint inference rules thus represent an improved strategy for high-sensitivity screening of DNA microarrays. Freestanding JAVA application at http://microarray.crump.ucla.edu/focus

Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kube, Susanna; Lasser, Caroline; Weber, Marcus

2009-04-01

The article addresses the achievable accuracy for a Monte Carlo sampling of Wigner functions in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The approximation of Wigner functions is realized by an adaption of the Metropolis algorithm for real-valued functions with disconnected support. The integration, which is necessary for computing values of the Wigner function, uses importance sampling with a Gaussian weight function. The numerical experiments agree with theoretical considerations and show an error of 2-3%.

Geometrical Monte Carlo simulation of atmospheric turbulence

NASA Astrophysics Data System (ADS)

Yuksel, Demet; Yuksel, Heba

2013-09-01

Atmospheric turbulence has a significant impact on the quality of a laser beam propagating through the atmosphere over long distances. Turbulence causes intensity scintillation and beam wander from propagation through turbulent eddies of varying sizes and refractive index. This can severely impair the operation of target designation and Free-Space Optical (FSO) communications systems. In addition, experimenting on an FSO communication system is rather tedious and difficult. The interferences of plentiful elements affect the result and cause the experimental outcomes to have bigger error variance margins than they are supposed to have. Especially when we go into the stronger turbulence regimes the simulation and analysis of the turbulence induced beams require delicate attention. We propose a new geometrical model to assess the phase shift of a laser beam propagating through turbulence. The atmosphere along the laser beam propagation path will be modeled as a spatial distribution of spherical bubbles with refractive index discontinuity calculated from a Gaussian distribution with the mean value being the index of air. For each statistical representation of the atmosphere, the path of rays will be analyzed using geometrical optics. These Monte Carlo techniques will assess the phase shift as a summation of the phases that arrive at the same point at the receiver. Accordingly, there would be dark and bright spots at the receiver that give an idea regarding the intensity pattern without having to solve the wave equation. The Monte Carlo analysis will be compared with the predictions of wave theory.

Does raising type 1 error rate improve power to detect interactions in linear regression models? A simulation study.

PubMed

Durand, Casey P

2013-01-01

Statistical interactions are a common component of data analysis across a broad range of scientific disciplines. However, the statistical power to detect interactions is often undesirably low. One solution is to elevate the Type 1 error rate so that important interactions are not missed in a low power situation. To date, no study has quantified the effects of this practice on power in a linear regression model. A Monte Carlo simulation study was performed. A continuous dependent variable was specified, along with three types of interactions: continuous variable by continuous variable; continuous by dichotomous; and dichotomous by dichotomous. For each of the three scenarios, the interaction effect sizes, sample sizes, and Type 1 error rate were varied, resulting in a total of 240 unique simulations. In general, power to detect the interaction effect was either so low or so high at α = 0.05 that raising the Type 1 error rate only served to increase the probability of including a spurious interaction in the model. A small number of scenarios were identified in which an elevated Type 1 error rate may be justified. Routinely elevating Type 1 error rate when testing interaction effects is not an advisable practice. Researchers are best served by positing interaction effects a priori and accounting for them when conducting sample size calculations.

First-principles energetics of water clusters and ice: A many-body analysis

NASA Astrophysics Data System (ADS)

Gillan, M. J.; Alfè, D.; Bartók, A. P.; Csányi, G.

2013-12-01

Standard forms of density-functional theory (DFT) have good predictive power for many materials, but are not yet fully satisfactory for cluster, solid, and liquid forms of water. Recent work has stressed the importance of DFT errors in describing dispersion, but we note that errors in other parts of the energy may also contribute. We obtain information about the nature of DFT errors by using a many-body separation of the total energy into its 1-body, 2-body, and beyond-2-body components to analyze the deficiencies of the popular PBE and BLYP approximations for the energetics of water clusters and ice structures. The errors of these approximations are computed by using accurate benchmark energies from the coupled-cluster technique of molecular quantum chemistry and from quantum Monte Carlo calculations. The systems studied are isomers of the water hexamer cluster, the crystal structures Ih, II, XV, and VIII of ice, and two clusters extracted from ice VIII. For the binding energies of these systems, we use the machine-learning technique of Gaussian Approximation Potentials to correct successively for 1-body and 2-body errors of the DFT approximations. We find that even after correction for these errors, substantial beyond-2-body errors remain. The characteristics of the 2-body and beyond-2-body errors of PBE are completely different from those of BLYP, but the errors of both approximations disfavor the close approach of non-hydrogen-bonded monomers. We note the possible relevance of our findings to the understanding of liquid water.

Non-intrusive uncertainty quantification of computational fluid dynamics simulations: notes on the accuracy and efficiency

NASA Astrophysics Data System (ADS)

Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher

2017-11-01

Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.

Multiscale Mathematics for Biomass Conversion to Renewable Hydrogen

DOE Office of Scientific and Technical Information (OSTI.GOV)

Katsoulakis, Markos

2014-08-09

Our two key accomplishments in the first three years were towards the development of, (1) a mathematically rigorous and at the same time computationally flexible framework for parallelization of Kinetic Monte Carlo methods, and its implementation on GPUs, and (2) spatial multilevel coarse-graining methods for Monte Carlo sampling and molecular simulation. A common underlying theme in both these lines of our work is the development of numerical methods which are at the same time both computationally efficient and reliable, the latter in the sense that they provide controlled-error approximations for coarse observables of the simulated molecular systems. Finally, our keymore » accomplishment in the last year of the grant is that we started developing (3) pathwise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of nonequilibrium extended (high-dimensional) systems. We discuss these three research directions in some detail below, along with the related publications.« less

Non-Parametric Collision Probability for Low-Velocity Encounters

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2007-01-01

An implicit, but not necessarily obvious, assumption in all of the current techniques for assessing satellite collision probability is that the relative position uncertainty is perfectly correlated in time. If there is any mis-modeling of the dynamics in the propagation of the relative position error covariance matrix, time-wise de-correlation of the uncertainty will increase the probability of collision over a given time interval. The paper gives some examples that illustrate this point. This paper argues that, for the present, Monte Carlo analysis is the best available tool for handling low-velocity encounters, and suggests some techniques for addressing the issues just described. One proposal is for the use of a non-parametric technique that is widely used in actuarial and medical studies. The other suggestion is that accurate process noise models be used in the Monte Carlo trials to which the non-parametric estimate is applied. A further contribution of this paper is a description of how the time-wise decorrelation of uncertainty increases the probability of collision.

Implication of correlations among some common stability statistics - a Monte Carlo simulations.

PubMed

Piepho, H P

1995-03-01

Stability analysis of multilocation trials is often based on a mixed two-way model. Two stability measures in frequent use are the environmental variance (S i (2) )and the ecovalence (W i). Under the two-way model the rank orders of the expected values of these two statistics are identical for a given set of genotypes. By contrast, empirical rank correlations among these measures are consistently low. This suggests that the two-way mixed model may not be appropriate for describing real data. To check this hypothesis, a Monte Carlo simulation was conducted. It revealed that the low empirical rank correlation amongS i (2) and W i is most likely due to sampling errors. It is concluded that the observed low rank correlation does not invalidate the two-way model. The paper also discusses tests for homogeneity of S i (2) as well as implications of the two-way model for the classification of stability statistics.

Variance reduction for Fokker–Planck based particle Monte Carlo schemes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gorji, M. Hossein, E-mail: gorjih@ifd.mavt.ethz.ch; Andric, Nemanja; Jenny, Patrick

Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied.more » Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.« less

Monte Carlo tests of the ELIPGRID-PC algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Davidson, J.R.

1995-04-01

The standard tool for calculating the probability of detecting pockets of contamination called hot spots has been the ELIPGRID computer code of Singer and Wickman. The ELIPGRID-PC program has recently made this algorithm available for an IBM{reg_sign} PC. However, no known independent validation of the ELIPGRID algorithm exists. This document describes a Monte Carlo simulation-based validation of a modified version of the ELIPGRID-PC code. The modified ELIPGRID-PC code is shown to match Monte Carlo-calculated hot-spot detection probabilities to within {plus_minus}0.5% for 319 out of 320 test cases. The one exception, a very thin elliptical hot spot located within a rectangularmore » sampling grid, differed from the Monte Carlo-calculated probability by about 1%. These results provide confidence in the ability of the modified ELIPGRID-PC code to accurately predict hot-spot detection probabilities within an acceptable range of error.« less

Estimation and Simulation of Slow Crack Growth Parameters from Constant Stress Rate Data

NASA Technical Reports Server (NTRS)

Salem, Jonathan A.; Weaver, Aaron S.

2003-01-01

Closed form, approximate functions for estimating the variances and degrees-of-freedom associated with the slow crack growth parameters n, D, B, and A(sup *) as measured using constant stress rate ('dynamic fatigue') testing were derived by using propagation of errors. Estimates made with the resulting functions and slow crack growth data for a sapphire window were compared to the results of Monte Carlo simulations. The functions for estimation of the variances of the parameters were derived both with and without logarithmic transformation of the initial slow crack growth equations. The transformation was performed to make the functions both more linear and more normal. Comparison of the Monte Carlo results and the closed form expressions derived with propagation of errors indicated that linearization is not required for good estimates of the variances of parameters n and D by the propagation of errors method. However, good estimates variances of the parameters B and A(sup *) could only be made when the starting slow crack growth equation was transformed and the coefficients of variation of the input parameters were not too large. This was partially a result of the skewered distributions of B and A(sup *). Parametric variation of the input parameters was used to determine an acceptable range for using closed form approximate equations derived from propagation of errors.

Quantitative determination of additive Chlorantraniliprole in Abamectin preparation: Investigation of bootstrapping soft shrinkage approach by mid-infrared spectroscopy

NASA Astrophysics Data System (ADS)

Yan, Hong; Song, Xiangzhong; Tian, Kuangda; Chen, Yilin; Xiong, Yanmei; Min, Shungeng

2018-02-01

A novel method, mid-infrared (MIR) spectroscopy, which enables the determination of Chlorantraniliprole in Abamectin within minutes, is proposed. We further evaluate the prediction ability of four wavelength selection methods, including bootstrapping soft shrinkage approach (BOSS), Monte Carlo uninformative variable elimination (MCUVE), genetic algorithm partial least squares (GA-PLS) and competitive adaptive reweighted sampling (CARS) respectively. The results showed that BOSS method obtained the lowest root mean squared error of cross validation (RMSECV) (0.0245) and root mean squared error of prediction (RMSEP) (0.0271), as well as the highest coefficient of determination of cross-validation (Qcv2) (0.9998) and the coefficient of determination of test set (Q2test) (0.9989), which demonstrated that the mid infrared spectroscopy can be used to detect Chlorantraniliprole in Abamectin conveniently. Meanwhile, a suitable wavelength selection method (BOSS) is essential to conducting a component spectral analysis.

Command generator tracker based direct model reference adaptive tracking guidance for Mars atmospheric entry

NASA Astrophysics Data System (ADS)

Li, Shuang; Peng, Yuming

2012-01-01

In order to accurately deliver an entry vehicle through the Martian atmosphere to the prescribed parachute deployment point, active Mars entry guidance is essential. This paper addresses the issue of Mars atmospheric entry guidance using the command generator tracker (CGT) based direct model reference adaptive control to reduce the adverse effect of the bounded uncertainties on atmospheric density and aerodynamic coefficients. Firstly, the nominal drag acceleration profile meeting a variety of constraints is planned off-line in the longitudinal plane as the reference model to track. Then, the CGT based direct model reference adaptive controller and the feed-forward compensator are designed to robustly track the aforementioned reference drag acceleration profile and to effectively reduce the downrange error. Afterwards, the heading alignment logic is adopted in the lateral plane to reduce the crossrange error. Finally, the validity of the guidance algorithm proposed in this paper is confirmed by Monte Carlo simulation analysis.

A Preliminary ZEUS Lightning Location Error Analysis Using a Modified Retrieval Theory

NASA Technical Reports Server (NTRS)

Elander, Valjean; Koshak, William; Phanord, Dieudonne

2004-01-01

The ZEUS long-range VLF arrival time difference lightning detection network now covers both Europe and Africa, and there are plans for further expansion into the western hemisphere. In order to fully optimize and assess ZEUS lightning location retrieval errors and to determine the best placement of future receivers expected to be added to the network, a software package is being developed jointly between the NASA Marshall Space Flight Center (MSFC) and the University of Nevada Las Vegas (UNLV). The software package, called the ZEUS Error Analysis for Lightning (ZEAL), will be used to obtain global scale lightning location retrieval error maps using both a Monte Carlo approach and chi-squared curvature matrix theory. At the core of ZEAL will be an implementation of an Iterative Oblate (IO) lightning location retrieval method recently developed at MSFC. The IO method will be appropriately modified to account for variable wave propagation speed, and the new retrieval results will be compared with the current ZEUS retrieval algorithm to assess potential improvements. In this preliminary ZEAL work effort, we defined 5000 source locations evenly distributed across the Earth. We then used the existing (as well as potential future ZEUS sites) to simulate arrival time data between source and ZEUS site. A total of 100 sources were considered at each of the 5000 locations, and timing errors were selected from a normal distribution having a mean of 0 seconds and a standard deviation of 20 microseconds. This simulated "noisy" dataset was analyzed using the IO algorithm to estimate source locations. The exact locations were compared with the retrieved locations, and the results are summarized via several color-coded "error maps."

Understanding product cost vs. performance through an in-depth system Monte Carlo analysis

NASA Astrophysics Data System (ADS)

Sanson, Mark C.

2017-08-01

The manner in which an optical system is toleranced and compensated greatly affects the cost to build it. By having a detailed understanding of different tolerance and compensation methods, the end user can decide on the balance of cost and performance. A detailed phased approach Monte Carlo analysis can be used to demonstrate the tradeoffs between cost and performance. In complex high performance optical systems, performance is fine-tuned by making adjustments to the optical systems after they are initially built. This process enables the overall best system performance, without the need for fabricating components to stringent tolerance levels that often can be outside of a fabricator's manufacturing capabilities. A good performance simulation of as built performance can interrogate different steps of the fabrication and build process. Such a simulation may aid the evaluation of whether the measured parameters are within the acceptable range of system performance at that stage of the build process. Finding errors before an optical system progresses further into the build process saves both time and money. Having the appropriate tolerances and compensation strategy tied to a specific performance level will optimize the overall product cost.

The quantile regression approach to efficiency measurement: insights from Monte Carlo simulations.

PubMed

Liu, Chunping; Laporte, Audrey; Ferguson, Brian S

2008-09-01

In the health economics literature there is an ongoing debate over approaches used to estimate the efficiency of health systems at various levels, from the level of the individual hospital - or nursing home - up to that of the health system as a whole. The two most widely used approaches to evaluating the efficiency with which various units deliver care are non-parametric data envelopment analysis (DEA) and parametric stochastic frontier analysis (SFA). Productivity researchers tend to have very strong preferences over which methodology to use for efficiency estimation. In this paper, we use Monte Carlo simulation to compare the performance of DEA and SFA in terms of their ability to accurately estimate efficiency. We also evaluate quantile regression as a potential alternative approach. A Cobb-Douglas production function, random error terms and a technical inefficiency term with different distributions are used to calculate the observed output. The results, based on these experiments, suggest that neither DEA nor SFA can be regarded as clearly dominant, and that, depending on the quantile estimated, the quantile regression approach may be a useful addition to the armamentarium of methods for estimating technical efficiency.

Hypothesis Testing Using Factor Score Regression

PubMed Central

Devlieger, Ines; Mayer, Axel; Rosseel, Yves

2015-01-01

In this article, an overview is given of four methods to perform factor score regression (FSR), namely regression FSR, Bartlett FSR, the bias avoiding method of Skrondal and Laake, and the bias correcting method of Croon. The bias correcting method is extended to include a reliable standard error. The four methods are compared with each other and with structural equation modeling (SEM) by using analytic calculations and two Monte Carlo simulation studies to examine their finite sample characteristics. Several performance criteria are used, such as the bias using the unstandardized and standardized parameterization, efficiency, mean square error, standard error bias, type I error rate, and power. The results show that the bias correcting method, with the newly developed standard error, is the only suitable alternative for SEM. While it has a higher standard error bias than SEM, it has a comparable bias, efficiency, mean square error, power, and type I error rate. PMID:29795886

Implicit Monte Carlo with a linear discontinuous finite element material solution and piecewise non-constant opacity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wollaeger, Ryan T.; Wollaber, Allan B.; Urbatsch, Todd J.

2016-02-23

Here, the non-linear thermal radiative-transfer equations can be solved in various ways. One popular way is the Fleck and Cummings Implicit Monte Carlo (IMC) method. The IMC method was originally formulated with piecewise-constant material properties. For domains with a coarse spatial grid and large temperature gradients, an error known as numerical teleportation may cause artificially non-causal energy propagation and consequently an inaccurate material temperature. Source tilting is a technique to reduce teleportation error by constructing sub-spatial-cell (or sub-cell) emission profiles from which IMC particles are sampled. Several source tilting schemes exist, but some allow teleportation error to persist. We examinemore » the effect of source tilting in problems with a temperature-dependent opacity. Within each cell, the opacity is evaluated continuously from a temperature profile implied by the source tilt. For IMC, this is a new approach to modeling the opacity. We find that applying both source tilting along with a source tilt-dependent opacity can introduce another dominant error that overly inhibits thermal wavefronts. We show that we can mitigate both teleportation and under-propagation errors if we discretize the temperature equation with a linear discontinuous (LD) trial space. Our method is for opacities ~ 1/T 3, but we formulate and test a slight extension for opacities ~ 1/T 3.5, where T is temperature. We find our method avoids errors that can be incurred by IMC with continuous source tilt constructions and piecewise-constant material temperature updates.« less

Quantum Monte Carlo calculations of van der Waals interactions between aromatic benzene rings

NASA Astrophysics Data System (ADS)

Azadi, Sam; Kühne, T. D.

2018-05-01

The magnitude of finite-size effects and Coulomb interactions in quantum Monte Carlo simulations of van der Waals interactions between weakly bonded benzene molecules are investigated. To that extent, two trial wave functions of the Slater-Jastrow and Backflow-Slater-Jastrow types are employed to calculate the energy-volume equation of state. We assess the impact of the backflow coordinate transformation on the nonlocal correlation energy. We found that the effect of finite-size errors in quantum Monte Carlo calculations on energy differences is particularly large and may even be more important than the employed trial wave function. In addition to the cohesive energy, the singlet excitonic energy gap and the energy gap renormalization of crystalline benzene at different densities are computed.

Orbit Determination of KOMPSAT-1 and Cryosat-2 Satellites Using Optical Wide-field Patrol Network (OWL-Net) Data with Batch Least Squares Filter

NASA Astrophysics Data System (ADS)

Lee, Eunji; Park, Sang-Young; Shin, Bumjoon; Cho, Sungki; Choi, Eun-Jung; Jo, Junghyun; Park, Jang-Hyun

2017-03-01

The optical wide-field patrol network (OWL-Net) is a Korean optical surveillance system that tracks and monitors domestic satellites. In this study, a batch least squares algorithm was developed for optical measurements and verified by Monte Carlo simulation and covariance analysis. Potential error sources of OWL-Net, such as noise, bias, and clock errors, were analyzed. There is a linear relation between the estimation accuracy and the noise level, and the accuracy significantly depends on the declination bias. In addition, the time-tagging error significantly degrades the observation accuracy, while the time-synchronization offset corresponds to the orbital motion. The Cartesian state vector and measurement bias were determined using the OWL-Net tracking data of the KOMPSAT-1 and Cryosat-2 satellites. The comparison with known orbital information based on two-line elements (TLE) and the consolidated prediction format (CPF) shows that the orbit determination accuracy is similar to that of TLE. Furthermore, the precision and accuracy of OWL-Net observation data were determined to be tens of arcsec and sub-degree level, respectively.

Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

NASA Astrophysics Data System (ADS)

Yan, Fuyong; Han, De-Hua

2018-04-01

There is significant uncertainty in measuring the Thomsen’s parameter δ in laboratory even though the dimensions and orientations of the rock samples are known. It is expected that more challenges will be encountered in the estimating of the seismic anisotropy parameters from field seismic data. Based on Monte Carlo simulation of vertical transversely isotropic layer cake model using the database of laboratory anisotropy measurement from the literature, we apply the commonly used quartic non-hyperbolic reflection moveout equation to estimate the seismic anisotropy parameters and test its accuracy and sensitivities to the source-receive offset, vertical interval velocity error and time picking error. The testing results show that the methodology works perfectly for noise-free synthetic data with short spread length. However, this method is extremely sensitive to the time picking error caused by mild random noises, and it requires the spread length to be greater than the depth of the reflection event. The uncertainties increase rapidly for the deeper layers and the estimated anisotropy parameters can be very unreliable for a layer with more than five overlain layers. It is possible that an isotropic formation can be misinterpreted as a strong anisotropic formation. The sensitivity analysis should provide useful guidance on how to group the reflection events and build a suitable geological model for anisotropy parameter inversion.

An empirical examination of WISE/NEOWISE asteroid analysis and results

NASA Astrophysics Data System (ADS)

Myhrvold, Nathan

2017-10-01

Observations made by the WISE space telescope and subsequent analysis by the NEOWISE project represent the largest corpus of asteroid data to date, describing the diameter, albedo, and other properties of the ~164,000 asteroids in the collection. I present a critical reanalysis of the WISE observational data, and NEOWISE results published in numerous papers and in the JPL Planetary Data System (PDS). This analysis reveals shortcomings and a lack of clarity, both in the original analysis and in the presentation of results. The procedures used to generate NEOWISE results fall short of established thermal modelling standards. Rather than using a uniform protocol, 10 modelling methods were applied to 12 combinations of WISE band data. Over half the NEOWISE results are based on a single band of data. Most NEOWISE curve fits are poor quality, frequently missing many or all the data points. About 30% of the single-band results miss all the data; 43% of the results derived from the most common multiple-band combinations miss all the data in at least one band. The NEOWISE data processing procedures rely on inconsistent assumptions, and introduce bias by systematically discarding much of the original data. I show that error estimates for the WISE observational data have a true uncertainty factor of ~1.2 to 1.9 times larger than previously described, and that the error estimates do not fit a normal distribution. These issues call into question the validity of the NEOWISE Monte-Carlo error analysis. Comparing published NEOWISE diameters to published estimates using radar, occultation, or spacecraft measurements (ROS) reveals 150 for which the NEOWISE diameters were copied exactly from the ROS source. My findings show that the accuracy of diameter estimates for NEOWISE results depend heavily on the choice of data bands and model. Systematic errors in the diameter estimates are much larger than previously described. Systematic errors for diameters in the PDS range from -3% to +27%. Random errors range from -14% to +19% when using all four WISE bands, and from -45% to +74% in cases using only the W2 band. The results presented here show that much work remains to be done towards understanding asteroid data from WISE/NEOWISE.

Systematic discrepancies in Monte Carlo predictions of k-ratios emitted from thin films on substrates

NASA Astrophysics Data System (ADS)

Statham, P.; Llovet, X.; Duncumb, P.

2012-03-01

We have assessed the reliability of different Monte Carlo simulation programmes using the two available Bastin-Heijligers databases of thin-film measurements by EPMA. The MC simulation programmes tested include Curgenven-Duncumb MSMC, NISTMonte, Casino and PENELOPE. Plots of the ratio of calculated to measured k-ratios ("kcalc/kmeas") against various parameters reveal error trends that are not apparent in simple error histograms. The results indicate that the MC programmes perform quite differently on the same dataset. However, they appear to show a similar pronounced trend with a "hockey stick" shape in the "kcalc/kmeas versus kmeas" plots. The most sophisticated programme PENELOPE gives the closest correspondence with experiment but still shows a tendency to underestimate experimental k-ratios by 10 % for films that are thin compared to the electron range. We have investigated potential causes for this systematic behaviour and extended the study to data not collected by Bastin and Heijligers.

Polychromatic wave-optics models for image-plane speckle. 2. Unresolved objects.

PubMed

Van Zandt, Noah R; Spencer, Mark F; Steinbock, Michael J; Anderson, Brian M; Hyde, Milo W; Fiorino, Steven T

2018-05-20

Polychromatic laser light can reduce speckle noise in many wavefront-sensing and imaging applications. To help quantify the achievable reduction in speckle noise, this study investigates the accuracy of three polychromatic wave-optics models under the specific conditions of an unresolved object. Because existing theory assumes a well-resolved object, laboratory experiments are used to evaluate model accuracy. The three models use Monte-Carlo averaging, depth slicing, and spectral slicing, respectively, to simulate the laser-object interaction. The experiments involve spoiling the temporal coherence of laser light via a fiber-based, electro-optic modulator. After the light scatters off of the rough object, speckle statistics are measured. The Monte-Carlo method is found to be highly inaccurate, while depth-slicing error peaks at 7.8% but is generally much lower in comparison. The spectral-slicing method is the most accurate, always producing results within the error bounds of the experiment.

A statistical methodology for estimating transport parameters: Theory and applications to one-dimensional advectivec-dispersive systems

USGS Publications Warehouse

Wagner, Brian J.; Gorelick, Steven M.

1986-01-01

A simulation nonlinear multiple-regression methodology for estimating parameters that characterize the transport of contaminants is developed and demonstrated. Finite difference contaminant transport simulation is combined with a nonlinear weighted least squares multiple-regression procedure. The technique provides optimal parameter estimates and gives statistics for assessing the reliability of these estimates under certain general assumptions about the distributions of the random measurement errors. Monte Carlo analysis is used to estimate parameter reliability for a hypothetical homogeneous soil column for which concentration data contain large random measurement errors. The value of data collected spatially versus data collected temporally was investigated for estimation of velocity, dispersion coefficient, effective porosity, first-order decay rate, and zero-order production. The use of spatial data gave estimates that were 2–3 times more reliable than estimates based on temporal data for all parameters except velocity. Comparison of estimated linear and nonlinear confidence intervals based upon Monte Carlo analysis showed that the linear approximation is poor for dispersion coefficient and zero-order production coefficient when data are collected over time. In addition, examples demonstrate transport parameter estimation for two real one-dimensional systems. First, the longitudinal dispersivity and effective porosity of an unsaturated soil are estimated using laboratory column data. We compare the reliability of estimates based upon data from individual laboratory experiments versus estimates based upon pooled data from several experiments. Second, the simulation nonlinear regression procedure is extended to include an additional governing equation that describes delayed storage during contaminant transport. The model is applied to analyze the trends, variability, and interrelationship of parameters in a mourtain stream in northern California.

Influence of the quality of intraoperative fluoroscopic images on the spatial positioning accuracy of a CAOS system.

PubMed

Wang, Junqiang; Wang, Yu; Zhu, Gang; Chen, Xiangqian; Zhao, Xiangrui; Qiao, Huiting; Fan, Yubo

2018-06-01

Spatial positioning accuracy is a key issue in a computer-assisted orthopaedic surgery (CAOS) system. Since intraoperative fluoroscopic images are one of the most important input data to the CAOS system, the quality of these images should have a significant influence on the accuracy of the CAOS system. But the regularities and mechanism of the influence of the quality of intraoperative images on the accuracy of a CAOS system have yet to be studied. Two typical spatial positioning methods - a C-arm calibration-based method and a bi-planar positioning method - are used to study the influence of different image quality parameters, such as resolution, distortion, contrast and signal-to-noise ratio, on positioning accuracy. The error propagation rules of image error in different spatial positioning methods are analyzed by the Monte Carlo method. Correlation analysis showed that resolution and distortion had a significant influence on spatial positioning accuracy. In addition the C-arm calibration-based method was more sensitive to image distortion, while the bi-planar positioning method was more susceptible to image resolution. The image contrast and signal-to-noise ratio have no significant influence on the spatial positioning accuracy. The result of Monte Carlo analysis proved that generally the bi-planar positioning method was more sensitive to image quality than the C-arm calibration-based method. The quality of intraoperative fluoroscopic images is a key issue in the spatial positioning accuracy of a CAOS system. Although the 2 typical positioning methods have very similar mathematical principles, they showed different sensitivities to different image quality parameters. The result of this research may help to create a realistic standard for intraoperative fluoroscopic images for CAOS systems. Copyright © 2018 John Wiley & Sons, Ltd.

Testing of Error-Correcting Sparse Permutation Channel Codes

NASA Technical Reports Server (NTRS)

Shcheglov, Kirill, V.; Orlov, Sergei S.

2008-01-01

A computer program performs Monte Carlo direct numerical simulations for testing sparse permutation channel codes, which offer strong error-correction capabilities at high code rates and are considered especially suitable for storage of digital data in holographic and volume memories. A word in a code of this type is characterized by, among other things, a sparseness parameter (M) and a fixed number (K) of 1 or "on" bits in a channel block length of N.

Accurate evaluation of sensitivity for calibration between a LiDAR and a panoramic camera used for remote sensing

NASA Astrophysics Data System (ADS)

García-Moreno, Angel-Iván; González-Barbosa, José-Joel; Ramírez-Pedraza, Alfonso; Hurtado-Ramos, Juan B.; Ornelas-Rodriguez, Francisco-Javier

2016-04-01

Computer-based reconstruction models can be used to approximate urban environments. These models are usually based on several mathematical approximations and the usage of different sensors, which implies dependency on many variables. The sensitivity analysis presented in this paper is used to weigh the relative importance of each uncertainty contributor into the calibration of a panoramic camera-LiDAR system. Both sensors are used for three-dimensional urban reconstruction. Simulated and experimental tests were conducted. For the simulated tests we analyze and compare the calibration parameters using the Monte Carlo and Latin hypercube sampling techniques. Sensitivity analysis for each variable involved into the calibration was computed by the Sobol method, which is based on the analysis of the variance breakdown, and the Fourier amplitude sensitivity test method, which is based on Fourier's analysis. Sensitivity analysis is an essential tool in simulation modeling and for performing error propagation assessments.

Preliminary results of 3D dose calculations with MCNP-4B code from a SPECT image.

PubMed

Rodríguez Gual, M; Lima, F F; Sospedra Alfonso, R; González González, J; Calderón Marín, C

2004-01-01

Interface software was developed to generate the input file to run Monte Carlo MCNP-4B code from medical image in Interfile format version 3.3. The software was tested using a spherical phantom of tomography slides with known cumulated activity distribution in Interfile format generated with IMAGAMMA medical image processing system. The 3D dose calculation obtained with Monte Carlo MCNP-4B code was compared with the voxel S factor method. The results show a relative error between both methods less than 1 %.

Estimating standard errors in feature network models.

PubMed

Frank, Laurence E; Heiser, Willem J

2007-05-01

Feature network models are graphical structures that represent proximity data in a discrete space while using the same formalism that is the basis of least squares methods employed in multidimensional scaling. Existing methods to derive a network model from empirical data only give the best-fitting network and yield no standard errors for the parameter estimates. The additivity properties of networks make it possible to consider the model as a univariate (multiple) linear regression problem with positivity restrictions on the parameters. In the present study, both theoretical and empirical standard errors are obtained for the constrained regression parameters of a network model with known features. The performance of both types of standard error is evaluated using Monte Carlo techniques.

Measurement of the double differential diject mass cross section in p$$\\bar{p}$$ collisions at √(s) = 1.96 TeV

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rominsky, Mandy Kathleen

2009-01-01

This thesis presents the analysis of the double differential dijet mass cross section, measured at the D0 detector in Batavia, IL, using pmore » $$\\bar{p}$$ collisions at a center of mass energy of √s = 1.96 TeV. The dijet mass was calculated using the two highest p T jets in the event, with approximately 0.7 fb -1 of data collected between 2004 and 2005. The analysis was presented in bins of dijet mass (M JJ) and rapidity (y), and extends the measurement farther in M JJ and y than any previous measurement. Corrections due to detector effects were calculated using a Monte Carlo simulation and applied to data. The errors on the measurement consist of statistical and systematic errors, of which the Jet Energy Scale was the largest. The final result was compared to next-to-leading order theory and good agreement was found. These results may be used in the determination of the proton parton distribution functions and to set limits on new physics.« less

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis

PubMed Central

van de Schoot, Rens; Hox, Joop

2014-01-01

Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions. PMID:29795827

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis: A Comparison of Maximum Likelihood and Bayesian Estimations.

PubMed

Can, Seda; van de Schoot, Rens; Hox, Joop

2015-06-01

Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions.

Simulation of rare events in quantum error correction

NASA Astrophysics Data System (ADS)

Bravyi, Sergey; Vargo, Alexander

2013-12-01

We consider the problem of calculating the logical error probability for a stabilizer quantum code subject to random Pauli errors. To access the regime of large code distances where logical errors are extremely unlikely we adopt the splitting method widely used in Monte Carlo simulations of rare events and Bennett's acceptance ratio method for estimating the free energy difference between two canonical ensembles. To illustrate the power of these methods in the context of error correction, we calculate the logical error probability PL for the two-dimensional surface code on a square lattice with a pair of holes for all code distances d≤20 and all error rates p below the fault-tolerance threshold. Our numerical results confirm the expected exponential decay PL˜exp[-α(p)d] and provide a simple fitting formula for the decay rate α(p). Both noiseless and noisy syndrome readout circuits are considered.

Optimization of Control Points Number at Coordinate Measurements based on the Monte-Carlo Method

NASA Astrophysics Data System (ADS)

Korolev, A. A.; Kochetkov, A. V.; Zakharov, O. V.

2018-01-01

Improving the quality of products causes an increase in the requirements for the accuracy of the dimensions and shape of the surfaces of the workpieces. This, in turn, raises the requirements for accuracy and productivity of measuring of the workpieces. The use of coordinate measuring machines is currently the most effective measuring tool for solving similar problems. The article proposes a method for optimizing the number of control points using Monte Carlo simulation. Based on the measurement of a small sample from batches of workpieces, statistical modeling is performed, which allows one to obtain interval estimates of the measurement error. This approach is demonstrated by examples of applications for flatness, cylindricity and sphericity. Four options of uniform and uneven arrangement of control points are considered and their comparison is given. It is revealed that when the number of control points decreases, the arithmetic mean decreases, the standard deviation of the measurement error increases and the probability of the measurement α-error increases. In general, it has been established that it is possible to repeatedly reduce the number of control points while maintaining the required measurement accuracy.

A Monte Carlo comparison of the recovery of winds near upwind and downwind from the SASS-1 model function by means of the sum of squares algorithm and a maximum likelihood estimator

NASA Technical Reports Server (NTRS)

Pierson, W. J., Jr.

1984-01-01

Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.

A Reassessment of the Precision of Carbonate Clumped Isotope Measurements: Implications for Calibrations and Paleoclimate Reconstructions

NASA Astrophysics Data System (ADS)

Fernandez, Alvaro; Müller, Inigo A.; Rodríguez-Sanz, Laura; van Dijk, Joep; Looser, Nathan; Bernasconi, Stefano M.

2017-12-01

Carbonate clumped isotopes offer a potentially transformational tool to interpret Earth's history, but the proxy is still limited by poor interlaboratory reproducibility. Here, we focus on the uncertainties that result from the analysis of only a few replicate measurements to understand the extent to which unconstrained errors affect calibration relationships and paleoclimate reconstructions. We find that highly precise data can be routinely obtained with multiple replicate analyses, but this is not always done in many laboratories. For instance, using published estimates of external reproducibilities we find that typical clumped isotope measurements (three replicate analyses) have margins of error at the 95% confidence level (CL) that are too large for many applications. These errors, however, can be systematically reduced with more replicate measurements. Second, using a Monte Carlo-type simulation we demonstrate that the degree of disagreement on published calibration slopes is about what we should expect considering the precision of Δ47 data, the number of samples and replicate analyses, and the temperature range covered in published calibrations. Finally, we show that the way errors are typically reported in clumped isotope data can be problematic and lead to the impression that data are more precise than warranted. We recommend that uncertainties in Δ47 data should no longer be reported as the standard error of a few replicate measurements. Instead, uncertainties should be reported as margins of error at a specified confidence level (e.g., 68% or 95% CL). These error bars are a more realistic indication of the reliability of a measurement.

Impact of exposure measurement error in air pollution epidemiology: effect of error type in time-series studies.

PubMed

Goldman, Gretchen T; Mulholland, James A; Russell, Armistead G; Strickland, Matthew J; Klein, Mitchel; Waller, Lance A; Tolbert, Paige E

2011-06-22

Two distinctly different types of measurement error are Berkson and classical. Impacts of measurement error in epidemiologic studies of ambient air pollution are expected to depend on error type. We characterize measurement error due to instrument imprecision and spatial variability as multiplicative (i.e. additive on the log scale) and model it over a range of error types to assess impacts on risk ratio estimates both on a per measurement unit basis and on a per interquartile range (IQR) basis in a time-series study in Atlanta. Daily measures of twelve ambient air pollutants were analyzed: NO2, NOx, O3, SO2, CO, PM10 mass, PM2.5 mass, and PM2.5 components sulfate, nitrate, ammonium, elemental carbon and organic carbon. Semivariogram analysis was applied to assess spatial variability. Error due to this spatial variability was added to a reference pollutant time-series on the log scale using Monte Carlo simulations. Each of these time-series was exponentiated and introduced to a Poisson generalized linear model of cardiovascular disease emergency department visits. Measurement error resulted in reduced statistical significance for the risk ratio estimates for all amounts (corresponding to different pollutants) and types of error. When modelled as classical-type error, risk ratios were attenuated, particularly for primary air pollutants, with average attenuation in risk ratios on a per unit of measurement basis ranging from 18% to 92% and on an IQR basis ranging from 18% to 86%. When modelled as Berkson-type error, risk ratios per unit of measurement were biased away from the null hypothesis by 2% to 31%, whereas risk ratios per IQR were attenuated (i.e. biased toward the null) by 5% to 34%. For CO modelled error amount, a range of error types were simulated and effects on risk ratio bias and significance were observed. For multiplicative error, both the amount and type of measurement error impact health effect estimates in air pollution epidemiology. By modelling instrument imprecision and spatial variability as different error types, we estimate direction and magnitude of the effects of error over a range of error types.

Applying Quantum Monte Carlo to the Electronic Structure Problem

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2016-06-01

Two distinct types of Quantum Monte Carlo (QMC) calculations are applied to electronic structure problems such as calculating potential energy curves and producing benchmark values for reaction barriers. First, Variational and Diffusion Monte Carlo (VMC and DMC) methods using a trial wavefunction subject to the fixed node approximation were tested using the CASINO code.[1] Next, Full Configuration Interaction Quantum Monte Carlo (FCIQMC), along with its initiator extension (i-FCIQMC) were tested using the NECI code.[2] FCIQMC seeks the FCI energy for a specific basis set. At a reduced cost, the efficient i-FCIQMC method can be applied to systems in which the standard FCIQMC approach proves to be too costly. Since all of these methods are statistical approaches, uncertainties (error-bars) are introduced for each calculated energy. This study tests the performance of the methods relative to traditional quantum chemistry for some benchmark systems. References: [1] R. J. Needs et al., J. Phys.: Condensed Matter 22, 023201 (2010). [2] G. H. Booth et al., J. Chem. Phys. 131, 054106 (2009).

Transforming high-dimensional potential energy surfaces into sum-of-products form using Monte Carlo methods

NASA Astrophysics Data System (ADS)

Schröder, Markus; Meyer, Hans-Dieter

2017-08-01

We propose a Monte Carlo method, "Monte Carlo Potfit," for transforming high-dimensional potential energy surfaces evaluated on discrete grid points into a sum-of-products form, more precisely into a Tucker form. To this end we use a variational ansatz in which we replace numerically exact integrals with Monte Carlo integrals. This largely reduces the numerical cost by avoiding the evaluation of the potential on all grid points and allows a treatment of surfaces up to 15-18 degrees of freedom. We furthermore show that the error made with this ansatz can be controlled and vanishes in certain limits. We present calculations on the potential of HFCO to demonstrate the features of the algorithm. To demonstrate the power of the method, we transformed a 15D potential of the protonated water dimer (Zundel cation) in a sum-of-products form and calculated the ground and lowest 26 vibrationally excited states of the Zundel cation with the multi-configuration time-dependent Hartree method.

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE PAGES

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

2016-01-01

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Entanglement and the fermion sign problem in auxiliary field quantum Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Broecker, Peter; Trebst, Simon

2016-08-01

Quantum Monte Carlo simulations of fermions are hampered by the notorious sign problem whose most striking manifestation is an exponential growth of sampling errors with the number of particles. With the sign problem known to be an NP-hard problem and any generic solution thus highly elusive, the Monte Carlo sampling of interacting many-fermion systems is commonly thought to be restricted to a small class of model systems for which a sign-free basis has been identified. Here we demonstrate that entanglement measures, in particular the so-called Rényi entropies, can intrinsically exhibit a certain robustness against the sign problem in auxiliary-field quantum Monte Carlo approaches and possibly allow for the identification of global ground-state properties via their scaling behavior even in the presence of a strong sign problem. We corroborate these findings via numerical simulations of fermionic quantum phase transitions of spinless fermions on the honeycomb lattice at and below half filling.

Convergence analysis of surrogate-based methods for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Yan, Liang; Zhang, Yuan-Xiang

2017-12-01

The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.

Quantifying uncertainty in carbon and nutrient pools of coarse woody debris

NASA Astrophysics Data System (ADS)

See, C. R.; Campbell, J. L.; Fraver, S.; Domke, G. M.; Harmon, M. E.; Knoepp, J. D.; Woodall, C. W.

2016-12-01

Woody detritus constitutes a major pool of both carbon and nutrients in forested ecosystems. Estimating coarse wood stocks relies on many assumptions, even when full surveys are conducted. Researchers rarely report error in coarse wood pool estimates, despite the importance to ecosystem budgets and modelling efforts. To date, no study has attempted a comprehensive assessment of error rates and uncertainty inherent in the estimation of this pool. Here, we use Monte Carlo analysis to propagate the error associated with the major sources of uncertainty present in the calculation of coarse wood carbon and nutrient (i.e., N, P, K, Ca, Mg, Na) pools. We also evaluate individual sources of error to identify the importance of each source of uncertainty in our estimates. We quantify sampling error by comparing the three most common field methods used to survey coarse wood (two transect methods and a whole-plot survey). We quantify the measurement error associated with length and diameter measurement, and technician error in species identification and decay class using plots surveyed by multiple technicians. We use previously published values of model error for the four most common methods of volume estimation: Smalian's, conical frustum, conic paraboloid, and average-of-ends. We also use previously published values for error in the collapse ratio (cross-sectional height/width) of decayed logs that serves as a surrogate for the volume remaining. We consider sampling error in chemical concentration and density for all decay classes, using distributions from both published and unpublished studies. Analytical uncertainty is calculated using standard reference plant material from the National Institute of Standards. Our results suggest that technician error in decay classification can have a large effect on uncertainty, since many of the error distributions included in the calculation (e.g. density, chemical concentration, volume-model selection, collapse ratio) are decay-class specific.

Comparison of different tree sap flow up-scaling procedures using Monte-Carlo simulations

NASA Astrophysics Data System (ADS)

Tatarinov, Fyodor; Preisler, Yakir; Roahtyn, Shani; Yakir, Dan

2015-04-01

An important task in determining forest ecosystem water balance is the estimation of stand transpiration, allowing separating evapotranspiration into transpiration and soil evaporation. This can be based on up-scaling measurements of sap flow in representative trees (SF), which can be done by different mathematical algorithms. The aim of the present study was to evaluate the error associated with different up-scaling algorithms under different conditions. Other types of errors (such as, measurement error, within tree SF variability, choice of sample plot etc.) were not considered here. A set of simulation experiments using Monte-Carlo technique was carried out and three up-scaling procedures were tested. (1) Multiplying mean stand sap flux density based on unit sapwood cross-section area (SFD) by total sapwood area (Klein et al, 2014); (2) deriving of linear dependence of tree sap flow on tree DBH and calculating SFstand using predicted SF by DBH classes and stand DBH distribution (Cermak et al., 2004); (3) same as method 2 but using non-linear dependency. Simulations were performed under different SFD(DBH) slope (bs, positive, negative, zero); different DBH and SFD standard deviations (Δd and Δs, respectively) and DBH class size. It was assumed that all trees in a unit area are measured and the total SF of all trees in the experimental plot was taken as the reference SFstand value. Under negative bs all models tend to overestimate SFstand and the error increases exponentially with decreasing bs. Under bs >0 all models tend to underestimate SFstand, but the error is much smaller than for bs

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

EPA Science Inventory

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

MONTE CARLO SIMULATIONS OF PERIODIC PULSED REACTOR WITH MOVING GEOMETRY PARTS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cao, Yan; Gohar, Yousry

2015-11-01

In a periodic pulsed reactor, the reactor state varies periodically from slightly subcritical to slightly prompt supercritical for producing periodic power pulses. Such periodic state change is accomplished by a periodic movement of specific reactor parts, such as control rods or reflector sections. The analysis of such reactor is difficult to perform with the current reactor physics computer programs. Based on past experience, the utilization of the point kinetics approximations gives considerable errors in predicting the magnitude and the shape of the power pulse if the reactor has significantly different neutron life times in different zones. To accurately simulate themore » dynamics of this type of reactor, a Monte Carlo procedure using the transfer function TRCL/TR of the MCNP/MCNPX computer programs is utilized to model the movable reactor parts. In this paper, two algorithms simulating the geometry part movements during a neutron history tracking have been developed. Several test cases have been developed to evaluate these procedures. The numerical test cases have shown that the developed algorithms can be utilized to simulate the reactor dynamics with movable geometry parts.« less

Performance analysis of EM-based blind detection for ON-OFF keying modulation over atmospheric optical channels

NASA Astrophysics Data System (ADS)

Dabiri, Mohammad Taghi; Sadough, Seyed Mohammad Sajad

2018-04-01

In the free-space optical (FSO) links, atmospheric turbulence lead to scintillation in the received signal. Due to its ease of implementation, intensity modulation with direct detection (IM/DD) based on ON-OFF keying (OOK) is a popular signaling scheme in these systems. Over turbulence channel, to detect OOK symbols in a blind way, i.e., without sending pilot symbols, an expectation-maximization (EM)-based detection method was recently proposed in the literature related to free-space optical (FSO) communication. However, the performance of EM-based detection methods severely depends on the length of the observation interval (Ls). To choose the optimum values of Ls at target bit error rates (BER)s of FSO communications which are commonly lower than 10-9, Monte-Carlo simulations would be very cumbersome and require a very long processing time. To facilitate performance evaluation, in this letter we derive the analytic expressions for BER and outage probability. Numerical results validate the accuracy of our derived analytic expressions. Our results may serve to evaluate the optimum value for Ls without resorting to time-consuming Monte-Carlo simulations.

Monte Carlo simulation of particle-induced bit upsets

NASA Astrophysics Data System (ADS)

Wrobel, Frédéric; Touboul, Antoine; Vaillé, Jean-Roch; Boch, Jérôme; Saigné, Frédéric

2017-09-01

We investigate the issue of radiation-induced failures in electronic devices by developing a Monte Carlo tool called MC-Oracle. It is able to transport the particles in device, to calculate the energy deposited in the sensitive region of the device and to calculate the transient current induced by the primary particle and the secondary particles produced during nuclear reactions. We compare our simulation results with SRAM experiments irradiated with neutrons, protons and ions. The agreement is very good and shows that it is possible to predict the soft error rate (SER) for a given device in a given environment.

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

We develop a real-time full configuration-interaction quantum Monte Carlo approach to model driven-dissipative open quantum systems with Markovian system-bath coupling. The method enables stochastic sampling of the Liouville-von Neumann time evolution of the density matrix thanks to a massively parallel algorithm, thus providing estimates of observables on the nonequilibrium steady state. We present the underlying theory and introduce an initiator technique and importance sampling to reduce the statistical error. Finally, we demonstrate the efficiency of our approach by applying it to the driven-dissipative two-dimensional X Y Z spin-1/2 model on a lattice.

Calculating Potential Energy Curves with Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2014-06-01

Quantum Monte Carlo (QMC) is a computational technique that can be applied to the electronic Schrödinger equation for molecules. QMC methods such as Variational Monte Carlo (VMC) and Diffusion Monte Carlo (DMC) have demonstrated the capability of capturing large fractions of the correlation energy, thus suggesting their possible use for high-accuracy quantum chemistry calculations. QMC methods scale particularly well with respect to parallelization making them an attractive consideration in anticipation of next-generation computing architectures which will involve massive parallelization with millions of cores. Due to the statistical nature of the approach, in contrast to standard quantum chemistry methods, uncertainties (error-bars) are associated with each calculated energy. This study focuses on the cost, feasibility and practical application of calculating potential energy curves for small molecules with QMC methods. Trial wave functions were constructed with the multi-configurational self-consistent field (MCSCF) method from GAMESS-US.[1] The CASINO Monte Carlo quantum chemistry package [2] was used for all of the DMC calculations. An overview of our progress in this direction will be given. References: M. W. Schmidt et al. J. Comput. Chem. 14, 1347 (1993). R. J. Needs et al. J. Phys.: Condensed Matter 22, 023201 (2010).

Predicting morphological changes DS New Naga-Hammadi Barrage for extreme Nile flood flows: A Monte Carlo analysis

PubMed Central

Sattar, Ahmed M.A.; Raslan, Yasser M.

2013-01-01

While construction of the Aswan High Dam (AHD) has stopped concurrent flooding events, River Nile is still subject to low intensity flood waves resulting from controlled release of water from the dam reservoir. Analysis of flow released from New Naga-Hammadi Barrage, which is located at 3460 km downstream AHD indicated an increase in magnitude of flood released from the barrage in the past 10 years. A 2D numerical mobile bed model is utilized to investigate the possible morphological changes in the downstream of Naga-Hammadi Barrage from possible higher flood releases. Monte Carlo simulation analyses (MCS) is applied to the deterministic results of the 2D model to account for and assess the uncertainty of sediment parameters and formulations in addition to sacristy of field measurements. Results showed that the predicted volume of erosion yielded the highest uncertainty and variation from deterministic run, while navigation velocity yielded the least uncertainty. Furthermore, the error budget method is used to rank various sediment parameters for their contribution in the total prediction uncertainty. It is found that the suspended sediment contributed to output uncertainty more than other sediment parameters followed by bed load with 10% less order of magnitude. PMID:25685476

Predicting morphological changes DS New Naga-Hammadi Barrage for extreme Nile flood flows: A Monte Carlo analysis.

PubMed

Sattar, Ahmed M A; Raslan, Yasser M

2014-01-01

While construction of the Aswan High Dam (AHD) has stopped concurrent flooding events, River Nile is still subject to low intensity flood waves resulting from controlled release of water from the dam reservoir. Analysis of flow released from New Naga-Hammadi Barrage, which is located at 3460 km downstream AHD indicated an increase in magnitude of flood released from the barrage in the past 10 years. A 2D numerical mobile bed model is utilized to investigate the possible morphological changes in the downstream of Naga-Hammadi Barrage from possible higher flood releases. Monte Carlo simulation analyses (MCS) is applied to the deterministic results of the 2D model to account for and assess the uncertainty of sediment parameters and formulations in addition to sacristy of field measurements. Results showed that the predicted volume of erosion yielded the highest uncertainty and variation from deterministic run, while navigation velocity yielded the least uncertainty. Furthermore, the error budget method is used to rank various sediment parameters for their contribution in the total prediction uncertainty. It is found that the suspended sediment contributed to output uncertainty more than other sediment parameters followed by bed load with 10% less order of magnitude.

SU-F-T-281: Monte Carlo Investigation of Sources of Dosimetric Discrepancies with 2D Arrays

DOE Office of Scientific and Technical Information (OSTI.GOV)

Afifi, M; Deiab, N; El-Farrash, A

2016-06-15

Purpose: Intensity modulated radiation therapy (IMRT) poses a number of challenges for properly measuring commissioning data and quality assurance (QA). Understanding the limitations and use of dosimeters to measure these dose distributions is critical to safe IMRT implementation. In this work, we used Monte Carlo simulations to investigate the possible sources of discrepancy between our measurement with 2D array system and our dose calculation using our treatment planning system (TPS). Material and Methods: MCBEAM and MCSIM Monte Carlo codes were used for treatment head simulation and phantom dose calculation. Accurate modeling of a 6MV beam from Varian trilogy machine wasmore » verified by comparing simulated and measured percentage depth doses and profiles. Dose distribution inside the 2D array was calculated using Monte Carlo simulations and our TPS. Then Cross profiles for different field sizes were compared with actual measurements for zero and 90° gantry angle setup. Through the analysis and comparison, we tried to determine the differences and quantify a possible angular calibration factor. Results: Minimum discrepancies was seen in the comparison between the simulated and the measured profiles for the zero gantry angles at all studied field sizes (4×4cm{sup 2}, 10×10cm{sup 2}, 15×15cm{sup 2}, and 20×20cm{sup 2}). Discrepancies between our measurements and calculations increased dramatically for the cross beam profiles at the 90° gantry angle. This could ascribe mainly to the different attenuation caused by the layer of electronics at the base behind the ion chambers in the 2D array. The degree of attenuation will vary depending on the angle of beam incidence. Correction factors were implemented to correct the errors. Conclusion: Monte Carlo modeling of the 2D arrays and the derivation of angular dependence correction factors will allow for improved accuracy of the device for IMRT QA.« less

Application of hard sphere perturbation theory for thermodynamics of model liquid metals

NASA Astrophysics Data System (ADS)

Mon, K. K.

2001-06-01

Hard sphere perturbation theory (HSPT) has contributed toward the fundamental understanding of dense fluids for over 30 years. In recent decades, other techniques have been more popular. In this paper, we argue for the revival of hard sphere perturbation theory for the study of thermodynamics of dense liquid in general, and in liquid metal in particular. The weakness of HSPT is now well understood, and can be easily overcome by using a simple convenient Monte Carlo method to calculate the intrinsic error of HSPT free energy density. To demonstrate this approach, we consider models of liquid aluminum and sodium. We obtain the intrinsic error of HSPT with the Monte Carlo method. HSPT is shown to provide a lower free energy upper bound than one-component plasma (OCP) for alkali metals and polyvalent metals. We are thus able to provide insight into the long standing observation that a OCP is a better reference system than a HS for alkali metals.

Clinical implementation of a GPU-based simplified Monte Carlo method for a treatment planning system of proton beam therapy.

PubMed

Kohno, R; Hotta, K; Nishioka, S; Matsubara, K; Tansho, R; Suzuki, T

2011-11-21

We implemented the simplified Monte Carlo (SMC) method on graphics processing unit (GPU) architecture under the computer-unified device architecture platform developed by NVIDIA. The GPU-based SMC was clinically applied for four patients with head and neck, lung, or prostate cancer. The results were compared to those obtained by a traditional CPU-based SMC with respect to the computation time and discrepancy. In the CPU- and GPU-based SMC calculations, the estimated mean statistical errors of the calculated doses in the planning target volume region were within 0.5% rms. The dose distributions calculated by the GPU- and CPU-based SMCs were similar, within statistical errors. The GPU-based SMC showed 12.30-16.00 times faster performance than the CPU-based SMC. The computation time per beam arrangement using the GPU-based SMC for the clinical cases ranged 9-67 s. The results demonstrate the successful application of the GPU-based SMC to a clinical proton treatment planning.

Iso-geometric analysis for neutron diffusion problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hall, S. K.; Eaton, M. D.; Williams, M. M. R.

Iso-geometric analysis can be viewed as a generalisation of the finite element method. It permits the exact representation of a wider range of geometries including conic sections. This is possible due to the use of concepts employed in computer-aided design. The underlying mathematical representations from computer-aided design are used to capture both the geometry and approximate the solution. In this paper the neutron diffusion equation is solved using iso-geometric analysis. The practical advantages are highlighted by looking at the problem of a circular fuel pin in a square moderator. For this problem the finite element method requires the geometry tomore » be approximated. This leads to errors in the shape and size of the interface between the fuel and the moderator. In contrast to this iso-geometric analysis allows the interface to be represented exactly. It is found that, due to a cancellation of errors, the finite element method converges more quickly than iso-geometric analysis for this problem. A fuel pin in a vacuum was then considered as this problem is highly sensitive to the leakage across the interface. In this case iso-geometric analysis greatly outperforms the finite element method. Due to the improvement in the representation of the geometry iso-geometric analysis can outperform traditional finite element methods. It is proposed that the use of iso-geometric analysis on neutron transport problems will allow deterministic solutions to be obtained for exact geometries. Something that is only currently possible with Monte Carlo techniques. (authors)« less

Monte Carlo Simulations of the Formation Flying Dynamics for the Magnetospheric Multiscale (MMS) Mission

NASA Technical Reports Server (NTRS)

Schiff, Conrad; Dove, Edwin

2011-01-01

The MMS mission is an ambitious space physics mission that will fly 4 spacecraft in a tetrahedron formation in a series of highly elliptical orbits in order to study magnetic reconnection in the Earth's magnetosphere. The mission design is comprised of a combination of deterministic orbit adjust and random maintenance maneuvers distributed over the 2.5 year mission life. Formal verification of the requirements is achieved by analysis through the use of the End-to-End (ETE) code, which is a modular simulation of the maneuver operations over the entire mission duration. Error models for navigation accuracy (knowledge) and maneuver execution (control) are incorporated to realistically simulate the possible maneuver scenarios that might be realized These error models, coupled with the complex formation flying physics, lead to non-trivial effects that must be taken into account by the ETE automation. Using the ETE code, the MMS Flight Dynamics team was able to demonstrate that the current mission design satisfies the mission requirements.

Quantification of sewer system infiltration using delta(18)O hydrograph separation.

PubMed

Prigiobbe, V; Giulianelli, M

2009-01-01

The infiltration of parasitical water into two sewer systems in Rome (Italy) was quantified during a dry weather period. Infiltration was estimated using the hydrograph separation method with two water components and delta(18)O as a conservative tracer. The two water components were groundwater, the possible source of parasitical water within the sewer, and drinking water discharged into the sewer system. This method was applied at an urban catchment scale in order to test the effective water-tightness of two different sewer networks. The sampling strategy was based on an uncertainty analysis and the errors have been propagated using Monte Carlo random sampling. Our field applications showed that the method can be applied easily and quickly, but the error in the estimated infiltration rate can be up to 20%. The estimated infiltration into the recent sewer in Torraccia is 14% and can be considered negligible given the precision of the method, while the old sewer in Infernetto has an estimated infiltration of 50%.

3DHZETRN: Inhomogeneous Geometry Issues

NASA Technical Reports Server (NTRS)

Wilson, John W.; Slaba, Tony C.; Badavi, Francis F.

2017-01-01

Historical methods for assessing radiation exposure inside complicated geometries for space applications were limited by computational constraints and lack of knowledge associated with nuclear processes occurring over a broad range of particles and energies. Various methods were developed and utilized to simplify geometric representations and enable coupling with simplified but efficient particle transport codes. Recent transport code development efforts, leading to 3DHZETRN, now enable such approximate methods to be carefully assessed to determine if past exposure analyses and validation efforts based on those approximate methods need to be revisited. In this work, historical methods of representing inhomogeneous spacecraft geometry for radiation protection analysis are first reviewed. Two inhomogeneous geometry cases, previously studied with 3DHZETRN and Monte Carlo codes, are considered with various levels of geometric approximation. Fluence, dose, and dose equivalent values are computed in all cases and compared. It is found that although these historical geometry approximations can induce large errors in neutron fluences up to 100 MeV, errors on dose and dose equivalent are modest (<10%) for the cases studied here.

The growth pattern and fuel life cycle analysis of the electricity consumption of Hong Kong.

PubMed

To, W M; Lai, T M; Lo, W C; Lam, K H; Chung, W L

2012-06-01

As the consumption of electricity increases, air pollutants from power generation increase. In metropolitans such as Hong Kong and other Asian cities, the surge of electricity consumption has been phenomenal over the past decades. This paper presents a historical review about electricity consumption, population, and change in economic structure in Hong Kong. It is hypothesized that the growth of electricity consumption and change in gross domestic product can be modeled by 4-parameter logistic functions. The accuracy of the functions was assessed by Pearson's correlation coefficient, mean absolute percent error, and root mean squared percent error. The paper also applies the life cycle approach to determine carbon dioxide, methane, nitrous oxide, sulfur dioxide, and nitrogen oxide emissions for the electricity consumption of Hong Kong. Monte Carlo simulations were applied to determine the confidence intervals of pollutant emissions. The implications of importing more nuclear power are discussed. Copyright © 2012 Elsevier Ltd. All rights reserved.

Evaluation of light detector surface area for functional Near Infrared Spectroscopy.

PubMed

Wang, Lei; Ayaz, Hasan; Izzetoglu, Meltem; Onaral, Banu

2017-10-01

Functional Near Infrared Spectroscopy (fNIRS) is an emerging neuroimaging technique that utilizes near infrared light to detect cortical concentration changes of oxy-hemoglobin and deoxy-hemoglobin non-invasively. Using light sources and detectors over the scalp, multi-wavelength light intensities are recorded as time series and converted to concentration changes of hemoglobin via modified Beer-Lambert law. Here, we describe a potential source for systematic error in the calculation of hemoglobin changes and light intensity measurements. Previous system characterization and analysis studies looked into various fNIRS parameters such as type of light source, number and selection of wavelengths, distance between light source and detector. In this study, we have analyzed the contribution of light detector surface area to the overall outcome. Results from Monte Carlo based digital phantoms indicated that selection of detector area is a critical system parameter in minimizing the error in concentration calculations. The findings here can guide the design of future fNIRS sensors. Copyright © 2017 Elsevier Ltd. All rights reserved.

Monte Carlo Simulations for VLBI2010

NASA Astrophysics Data System (ADS)

Wresnik, J.; Böhm, J.; Schuh, H.

2007-07-01

Monte Carlo simulations are carried out at the Institute of Geodesy and Geophysics (IGG), Vienna, and at Goddard Space Flight Center (GSFC), Greenbelt (USA), with the goal to design a new geodetic Very Long Baseline Interferometry (VLBI) system. Influences of the schedule, the network geometry and the main stochastic processes on the geodetic results are investigated. Therefore schedules are prepared with the software package SKED (Vandenberg 1999), and different strategies are applied to produce temporally very dense schedules which are compared in terms of baseline length repeatabilities. For the simulation of VLBI observations a Monte Carlo Simulator was set up which creates artificial observations by randomly simulating wet zenith delay and clock values as well as additive white noise representing the antenna errors. For the simulation at IGG the VLBI analysis software OCCAM (Titov et al. 2004) was adapted. Random walk processes with power spectrum densities of 0.7 and 0.1 psec2/sec are used for the simulation of wet zenith delays. The clocks are simulated with Allan Standard Deviations of 1*10^-14 @ 50 min and 2*10^-15 @ 15 min and three levels of white noise, 4 psec, 8 psec and, 16 psec, are added to the artificial observations. The variations of the power spectrum densities of the clocks and wet zenith delays, and the application of different white noise levels show clearly that the wet delay is the critical factor for the improvement of the geodetic VLBI system. At GSFC the software CalcSolve is used for the VLBI analysis, therefore a comparison between the software packages OCCAM and CalcSolve was done with simulated data. For further simulations the wet zenith delay was modeled by a turbulence model. This data was provided by Nilsson T. and was added to the simulation work. Different schedules have been run.

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vidal-Codina, F., E-mail: fvidal@mit.edu; Nguyen, N.C., E-mail: cuongng@mit.edu; Giles, M.B., E-mail: mike.giles@maths.ox.ac.uk

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 basismore » 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.« less

Monte Carlo studies of ocean wind vector measurements by SCATT: Objective criteria and maximum likelihood estimates for removal of aliases, and effects of cell size on accuracy of vector winds

NASA Technical Reports Server (NTRS)

Pierson, W. J.

1982-01-01

The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.

Monte Carlo dose calculation in dental amalgam phantom

PubMed Central

Aziz, Mohd. Zahri Abdul; Yusoff, A. L.; Osman, N. D.; Abdullah, R.; Rabaie, N. A.; Salikin, M. S.

2015-01-01

It has become a great challenge in the modern radiation treatment to ensure the accuracy of treatment delivery in electron beam therapy. Tissue inhomogeneity has become one of the factors for accurate dose calculation, and this requires complex algorithm calculation like Monte Carlo (MC). On the other hand, computed tomography (CT) images used in treatment planning system need to be trustful as they are the input in radiotherapy treatment. However, with the presence of metal amalgam in treatment volume, the CT images input showed prominent streak artefact, thus, contributed sources of error. Hence, metal amalgam phantom often creates streak artifacts, which cause an error in the dose calculation. Thus, a streak artifact reduction technique was applied to correct the images, and as a result, better images were observed in terms of structure delineation and density assigning. Furthermore, the amalgam density data were corrected to provide amalgam voxel with accurate density value. As for the errors of dose uncertainties due to metal amalgam, they were reduced from 46% to as low as 2% at d80 (depth of the 80% dose beyond Zmax) using the presented strategies. Considering the number of vital and radiosensitive organs in the head and the neck regions, this correction strategy is suggested in reducing calculation uncertainties through MC calculation. PMID:26500401

New insights into galaxy structure from GALPHAT- I. Motivation, methodology and benchmarks for Sérsic models

NASA Astrophysics Data System (ADS)

Yoon, Ilsang; Weinberg, Martin D.; Katz, Neal

2011-06-01

We introduce a new galaxy image decomposition tool, GALPHAT (GALaxy PHotometric ATtributes), which is a front-end application of the Bayesian Inference Engine (BIE), a parallel Markov chain Monte Carlo package, to provide full posterior probability distributions and reliable confidence intervals for all model parameters. The BIE relies on GALPHAT to compute the likelihood function. GALPHAT generates scale-free cumulative image tables for the desired model family with precise error control. Interpolation of this table yields accurate pixellated images with any centre, scale and inclination angle. GALPHAT then rotates the image by position angle using a Fourier shift theorem, yielding high-speed, accurate likelihood computation. We benchmark this approach using an ensemble of simulated Sérsic model galaxies over a wide range of observational conditions: the signal-to-noise ratio S/N, the ratio of galaxy size to the point spread function (PSF) and the image size, and errors in the assumed PSF; and a range of structural parameters: the half-light radius re and the Sérsic index n. We characterize the strength of parameter covariance in the Sérsic model, which increases with S/N and n, and the results strongly motivate the need for the full posterior probability distribution in galaxy morphology analyses and later inferences. The test results for simulated galaxies successfully demonstrate that, with a careful choice of Markov chain Monte Carlo algorithms and fast model image generation, GALPHAT is a powerful analysis tool for reliably inferring morphological parameters from a large ensemble of galaxies over a wide range of different observational conditions.

Performance and capacity analysis of Poisson photon-counting based Iter-PIC OCDMA systems.

PubMed

Li, Lingbin; Zhou, Xiaolin; Zhang, Rong; Zhang, Dingchen; Hanzo, Lajos

2013-11-04

In this paper, an iterative parallel interference cancellation (Iter-PIC) technique is developed for optical code-division multiple-access (OCDMA) systems relying on shot-noise limited Poisson photon-counting reception. The novel semi-analytical tool of extrinsic information transfer (EXIT) charts is used for analysing both the bit error rate (BER) performance as well as the channel capacity of these systems and the results are verified by Monte Carlo simulations. The proposed Iter-PIC OCDMA system is capable of achieving two orders of magnitude BER improvements and a 0.1 nats of capacity improvement over the conventional chip-level OCDMA systems at a coding rate of 1/10.

Nuclear Forensics Analysis with Missing and Uncertain Data

DOE PAGES

Langan, Roisin T.; Archibald, Richard K.; Lamberti, Vincent

2015-10-05

We have applied a new imputation-based method for analyzing incomplete data, called Monte Carlo Bayesian Database Generation (MCBDG), to the Spent Fuel Isotopic Composition (SFCOMPO) database. About 60% of the entries are absent for SFCOMPO. The method estimates missing values of a property from a probability distribution created from the existing data for the property, and then generates multiple instances of the completed database for training a machine learning algorithm. Uncertainty in the data is represented by an empirical or an assumed error distribution. The method makes few assumptions about the underlying data, and compares favorably against results obtained bymore » replacing missing information with constant values.« less

Higgs production via gluon fusion in k{sub T} factorisation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hautmann, F.; Jung, H.; Pandis, V.

2011-07-15

Theoretical studies of Higgs production via gluon fusion are frequently carried out in the limit where the top quark mass is much larger than the Higgs mass, an approximation which reduces the top quark loop to an effective vertex. We present a numerical analysis of the error thus introduced by performing a Monte Carlo calculation for gg{yields}h in k{sub T}-factorisation, using the parton shower generator CASCADE. By examining both inclusive and exclusive quantities, we find that retaining the top-mass dependence results in only a small enhancement of the cross-section. We then proceed to compare CASCADE to the collinear Monte Carlosmore » PYTHIA, MC-NLO and POWHEG.« less

Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

PubMed Central

Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

2016-01-01

A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

Whole-body voxel-based personalized dosimetry: Multiple voxel S-value approach for heterogeneous media with non-uniform activity distributions.

PubMed

Lee, Min Sun; Kim, Joong Hyun; Paeng, Jin Chul; Kang, Keon Wook; Jeong, Jae Min; Lee, Dong Soo; Lee, Jae Sung

2017-12-14

Personalized dosimetry with high accuracy is becoming more important because of the growing interests in personalized medicine and targeted radionuclide therapy. Voxel-based dosimetry using dose point kernel or voxel S-value (VSV) convolution is available. However, these approaches do not consider medium heterogeneity. Here, we propose a new method for whole-body voxel-based personalized dosimetry for heterogeneous media with non-uniform activity distributions, which is referred to as the multiple VSV approach. Methods: The multiple numbers (N) of VSVs for media with different densities covering the whole-body density ranges were used instead of using only a single VSV for water. The VSVs were pre-calculated using GATE Monte Carlo simulation; those were convoluted with the time-integrated activity to generate density-specific dose maps. Computed tomography-based segmentation was conducted to generate binary maps for each density region. The final dose map was acquired by the summation of N segmented density-specific dose maps. We tested several sets of VSVs with different densities: N = 1 (single water VSV), 4, 6, 8, 10, and 20. To validate the proposed method, phantom and patient studies were conducted and compared with direct Monte Carlo, which was considered the ground truth. Finally, patient dosimetry (10 subjects) was conducted using the multiple VSV approach and compared with the single VSV and organ-based dosimetry approaches. Errors at the voxel- and organ-levels were reported for eight organs. Results: In the phantom and patient studies, the multiple VSV approach showed significant improvements regarding voxel-level errors, especially for the lung and bone regions. As N increased, voxel-level errors decreased, although some overestimations were observed at lung boundaries. In the case of multiple VSVs ( N = 8), we achieved voxel-level errors of 2.06%. In the dosimetry study, our proposed method showed much improved results compared to the single VSV and organ-based dosimetry. Errors at the organ-level were -6.71%, 2.17%, and 227.46% for the single VSV, multiple VSV, and organ-based dosimetry, respectively. Conclusion: The multiple VSV approach for heterogeneous media with non-uniform activity distributions offers fast personalized dosimetry at whole-body level, yielding results comparable to those of the direct Monte Carlo approach. Copyright © 2017 by the Society of Nuclear Medicine and Molecular Imaging, Inc.

Étude de la Production de Gravitation de Kaluza-Klein dans ses Désintégrations en Paires de Muons dans le Modèl de Randall-Sundrum auprès de l'Expérience D0 au Tevatron (in French)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lahrichi, Nadia

2004-06-01

In this thesis we have put the first constraints on t he fundamental parameters of the Randall-Sundnun model of extra dimensions,more » $$k / M_{pl}$$ which is proportional to the coupling of the graviton to the standard model fields and $$M_G$$ which is the mass of the first excited state of t he Kaluza-Klein graviton. The analysis perfomed on Monte carlo sample of the sign al allowed to find an error in the PYTHIA generator. The elaboration of an independent generator dedicated for this special analysis helped to find out and correct the error. The data sample used for the an alysis covers the period running fron1 november 2002 up to July 2002 taken by the Dzero collaboration at Tevatron, which corresponds to an accumulated lumninosity of 107,8 pb-1 . The search for the graviton in the dinmon channel allowed to rnea.sure the Z production cross-section t irnes the branching ratio in dimuons.« less

Derivation of an analytic expression for the error associated with the noise reduction rating

NASA Astrophysics Data System (ADS)

Murphy, William J.

2005-04-01

Hearing protection devices are assessed using the Real Ear Attenuation at Threshold (REAT) measurement procedure for the purpose of estimating the amount of noise reduction provided when worn by a subject. The rating number provided on the protector label is a function of the mean and standard deviation of the REAT results achieved by the test subjects. If a group of subjects have a large variance, then it follows that the certainty of the rating should be correspondingly lower. No estimate of the error of a protector's rating is given by existing standards or regulations. Propagation of errors was applied to the Noise Reduction Rating to develop an analytic expression for the hearing protector rating error term. Comparison of the analytic expression for the error to the standard deviation estimated from Monte Carlo simulation of subject attenuations yielded a linear relationship across several protector types and assumptions for the variance of the attenuations.

Sensitivity of geographic information system outputs to errors in remotely sensed data

NASA Technical Reports Server (NTRS)

Ramapriyan, H. K.; Boyd, R. K.; Gunther, F. J.; Lu, Y. C.

1981-01-01

The sensitivity of the outputs of a geographic information system (GIS) to errors in inputs derived from remotely sensed data (RSD) is investigated using a suitability model with per-cell decisions and a gridded geographic data base whose cells are larger than the RSD pixels. The process of preparing RSD as input to a GIS is analyzed, and the errors associated with classification and registration are examined. In the case of the model considered, it is found that the errors caused during classification and registration are partially compensated by the aggregation of pixels. The compensation is quantified by means of an analytical model, a Monte Carlo simulation, and experiments with Landsat data. The results show that error reductions of the order of 50% occur because of aggregation when 25 pixels of RSD are used per cell in the geographic data base.

SIMO optical wireless links with nonzero boresight pointing errors over M modeled turbulence channels

NASA Astrophysics Data System (ADS)

Varotsos, G. K.; Nistazakis, H. E.; Petkovic, M. I.; Djordjevic, G. T.; Tombras, G. S.

2017-11-01

Over the last years terrestrial free-space optical (FSO) communication systems have demonstrated an increasing scientific and commercial interest in response to the growing demands for ultra high bandwidth, cost-effective and secure wireless data transmissions. However, due the signal propagation through the atmosphere, the performance of such links depends strongly on the atmospheric conditions such as weather phenomena and turbulence effect. Additionally, their operation is affected significantly by the pointing errors effect which is caused by the misalignment of the optical beam between the transmitter and the receiver. In order to address this significant performance degradation, several statistical models have been proposed, while particular attention has been also given to diversity methods. Here, the turbulence-induced fading of the received optical signal irradiance is studied through the M (alaga) distribution, which is an accurate model suitable for weak to strong turbulence conditions and unifies most of the well-known, previously emerged models. Thus, taking into account the atmospheric turbulence conditions along with the pointing errors effect with nonzero boresight and the modulation technique that is used, we derive mathematical expressions for the estimation of the average bit error rate performance for SIMO FSO links. Finally, proper numerical results are given to verify our derived expressions and Monte Carlo simulations are also provided to further validate the accuracy of the analysis proposed and the obtained mathematical expressions.

Reply to Comment on ‘egs_brachy: a versatile and fast Monte Carlo code for brachytherapy’

NASA Astrophysics Data System (ADS)

Thomson, Rowan M.; Taylor, Randle E. P.; Chamberland, Marc J. P.; Rogers, D. W. O.

2018-02-01

We respond to the comments by Dr Yegin by identifying the source of an error in a fit in our original paper but arguing that the lack of a fit does not affect the conclusion based on the raw data that \

Tests of Independence for Ordinal Data Using Bootstrap.

ERIC Educational Resources Information Center

Chan, Wai; Yung, Yiu-Fai; Bentler, Peter M.; Tang, Man-Lai

1998-01-01

Two bootstrap tests are proposed to test the independence hypothesis in a two-way cross table. Monte Carlo studies are used to compare the traditional asymptotic test with these bootstrap methods, and the bootstrap methods are found superior in two ways: control of Type I error and statistical power. (SLD)

A Comparison of Normal and Elliptical Estimation Methods in Structural Equation Models.

ERIC Educational Resources Information Center

Schumacker, Randall E.; Cheevatanarak, Suchittra

Monte Carlo simulation compared chi-square statistics, parameter estimates, and root mean square error of approximation values using normal and elliptical estimation methods. Three research conditions were imposed on the simulated data: sample size, population contamination percent, and kurtosis. A Bentler-Weeks structural model established the…

Reliability analysis of a wastewater treatment plant using fault tree analysis and Monte Carlo simulation.

PubMed

Taheriyoun, Masoud; Moradinejad, Saber

2015-01-01

The reliability of a wastewater treatment plant is a critical issue when the effluent is reused or discharged to water resources. Main factors affecting the performance of the wastewater treatment plant are the variation of the influent, inherent variability in the treatment processes, deficiencies in design, mechanical equipment, and operational failures. Thus, meeting the established reuse/discharge criteria requires assessment of plant reliability. Among many techniques developed in system reliability analysis, fault tree analysis (FTA) is one of the popular and efficient methods. FTA is a top down, deductive failure analysis in which an undesired state of a system is analyzed. In this study, the problem of reliability was studied on Tehran West Town wastewater treatment plant. This plant is a conventional activated sludge process, and the effluent is reused in landscape irrigation. The fault tree diagram was established with the violation of allowable effluent BOD as the top event in the diagram, and the deficiencies of the system were identified based on the developed model. Some basic events are operator's mistake, physical damage, and design problems. The analytical method is minimal cut sets (based on numerical probability) and Monte Carlo simulation. Basic event probabilities were calculated according to available data and experts' opinions. The results showed that human factors, especially human error had a great effect on top event occurrence. The mechanical, climate, and sewer system factors were in subsequent tier. Literature shows applying FTA has been seldom used in the past wastewater treatment plant (WWTP) risk analysis studies. Thus, the developed FTA model in this study considerably improves the insight into causal failure analysis of a WWTP. It provides an efficient tool for WWTP operators and decision makers to achieve the standard limits in wastewater reuse and discharge to the environment.

Intrinsic fluorescence of protein in turbid media using empirical relation based on Monte Carlo lookup table

NASA Astrophysics Data System (ADS)

Einstein, Gnanatheepam; Udayakumar, Kanniyappan; Aruna, Prakasarao; Ganesan, Singaravelu

2017-03-01

Fluorescence of Protein has been widely used in diagnostic oncology for characterizing cellular metabolism. However, the intensity of fluorescence emission is affected due to the absorbers and scatterers in tissue, which may lead to error in estimating exact protein content in tissue. Extraction of intrinsic fluorescence from measured fluorescence has been achieved by different methods. Among them, Monte Carlo based method yields the highest accuracy for extracting intrinsic fluorescence. In this work, we have attempted to generate a lookup table for Monte Carlo simulation of fluorescence emission by protein. Furthermore, we fitted the generated lookup table using an empirical relation. The empirical relation between measured and intrinsic fluorescence is validated using tissue phantom experiments. The proposed relation can be used for estimating intrinsic fluorescence of protein for real-time diagnostic applications and thereby improving the clinical interpretation of fluorescence spectroscopic data.

Computer simulation of supersonic rarefied gas flow in the transition region, about a spherical probe; a Monte Carlo approach with application to rocket-borne ion probe experiments

NASA Technical Reports Server (NTRS)

Horton, B. E.; Bowhill, S. A.

1971-01-01

This report describes a Monte Carlo simulation of transition flow around a sphere. Conditions for the simulation correspond to neutral monatomic molecules at two altitudes (70 and 75 km) in the D region of the ionosphere. Results are presented in the form of density contours, velocity vector plots and density, velocity and temperature profiles for the two altitudes. Contours and density profiles are related to independent Monte Carlo and experimental studies, and drag coefficients are calculated and compared with available experimental data. The small computer used is a PDP-15 with 16 K of core, and a typical run for 75 km requires five iterations, each taking five hours. The results are recorded on DECTAPE to be printed when required, and the program provides error estimates for any flow field parameter.

A histogram-free multicanonical Monte Carlo algorithm for the construction of analytical density of states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eisenbach, Markus; Li, Ying Wai

We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS expressed in a chosen basis set, instead of a numerical array of finite resolution as in previous variants of this class of MC methods such as the multicanonical (MUCA) sampling and Wang-Landau (WL) sampling. This is enabled by storing the visited states directly in a data set and avoiding the explicit collection of a histogram. This practice also has the advantage ofmore » avoiding undesirable artificial errors caused by the discretization and binning of continuous state variables. Our results show that this scheme is capable of obtaining converged results with a much reduced number of Monte Carlo steps, leading to a significant speedup over existing algorithms.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Malone, Fionn D., E-mail: f.malone13@imperial.ac.uk; Lee, D. K. K.; Foulkes, W. M. C.

The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N-body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures. We demonstrate that moving to the interaction picture provides substantial benefits when applying DMQMC to interacting fermions. In this first study, we focus on a system of much recent interest: the uniform electron gas in the warm dense regime. The basis set incompleteness error at finite temperature is investigated and extrapolated via a simple Monte Carlo sampling procedure. Finally, we provide benchmark calculations for a four-electron system, comparing ourmore » results to previous work where possible.« less

Dosimetric impact of dual-energy CT tissue segmentation for low-energy prostate brachytherapy: a Monte Carlo study

NASA Astrophysics Data System (ADS)

Remy, Charlotte; Lalonde, Arthur; Béliveau-Nadeau, Dominic; Carrier, Jean-François; Bouchard, Hugo

2018-01-01

The purpose of this study is to evaluate the impact of a novel tissue characterization method using dual-energy over single-energy computed tomography (DECT and SECT) on Monte Carlo (MC) dose calculations for low-dose rate (LDR) prostate brachytherapy performed in a patient like geometry. A virtual patient geometry is created using contours from a real patient pelvis CT scan, where known elemental compositions and varying densities are overwritten in each voxel. A second phantom is made with additional calcifications. Both phantoms are the ground truth with which all results are compared. Simulated CT images are generated from them using attenuation coefficients taken from the XCOM database with a 100 kVp spectrum for SECT and 80 and 140Sn kVp for DECT. Tissue segmentation for Monte Carlo dose calculation is made using a stoichiometric calibration method for the simulated SECT images. For the DECT images, Bayesian eigentissue decomposition is used. A LDR prostate brachytherapy plan is defined with 125I sources and then calculated using the EGSnrc user-code Brachydose for each case. Dose distributions and dose-volume histograms (DVH) are compared to ground truth to assess the accuracy of tissue segmentation. For noiseless images, DECT-based tissue segmentation outperforms the SECT procedure with a root mean square error (RMS) on relative errors on dose distributions respectively of 2.39% versus 7.77%, and provides DVHs closest to the reference DVHs for all tissues. For a medium level of CT noise, Bayesian eigentissue decomposition still performs better on the overall dose calculation as the RMS error is found to be of 7.83% compared to 9.15% for SECT. Both methods give a similar DVH for the prostate while the DECT segmentation remains more accurate for organs at risk and in presence of calcifications, with less than 5% of RMS errors within the calcifications versus up to 154% for SECT. In a patient-like geometry, DECT-based tissue segmentation provides dose distributions with the highest accuracy and the least bias compared to SECT. When imaging noise is considered, benefits of DECT are noticeable if important calcifications are found within the prostate.

Monte Carlo Simulations Comparing Fisher Exact Test and Unequal Variances t Test for Analysis of Differences Between Groups in Brief Hospital Lengths of Stay.

PubMed

Dexter, Franklin; Bayman, Emine O; Dexter, Elisabeth U

2017-12-01

We examined type I and II error rates for analysis of (1) mean hospital length of stay (LOS) versus (2) percentage of hospital LOS that are overnight. These 2 end points are suitable for when LOS is treated as a secondary economic end point. We repeatedly resampled LOS for 5052 discharges of thoracoscopic wedge resections and lung lobectomy at 26 hospitals. Unequal variances t test (Welch method) and Fisher exact test both were conservative (ie, type I error rate less than nominal level). The Wilcoxon rank sum test was included as a comparator; the type I error rates did not differ from the nominal level of 0.05 or 0.01. Fisher exact test was more powerful than the unequal variances t test at detecting differences among hospitals; estimated odds ratio for obtaining P < .05 with Fisher exact test versus unequal variances t test = 1.94, with 95% confidence interval, 1.31-3.01. Fisher exact test and Wilcoxon-Mann-Whitney had comparable statistical power in terms of differentiating LOS between hospitals. For studies with LOS to be used as a secondary end point of economic interest, there is currently considerable interest in the planned analysis being for the percentage of patients suitable for ambulatory surgery (ie, hospital LOS equals 0 or 1 midnight). Our results show that there need not be a loss of statistical power when groups are compared using this binary end point, as compared with either Welch method or Wilcoxon rank sum test.

Semiparametric Bayesian analysis of gene-environment interactions with error in measurement of environmental covariates and missing genetic data.

PubMed

Lobach, Iryna; Mallick, Bani; Carroll, Raymond J

2011-01-01

Case-control studies are widely used to detect gene-environment interactions in the etiology of complex diseases. Many variables that are of interest to biomedical researchers are difficult to measure on an individual level, e.g. nutrient intake, cigarette smoking exposure, long-term toxic exposure. Measurement error causes bias in parameter estimates, thus masking key features of data and leading to loss of power and spurious/masked associations. We develop a Bayesian methodology for analysis of case-control studies for the case when measurement error is present in an environmental covariate and the genetic variable has missing data. This approach offers several advantages. It allows prior information to enter the model to make estimation and inference more precise. The environmental covariates measured exactly are modeled completely nonparametrically. Further, information about the probability of disease can be incorporated in the estimation procedure to improve quality of parameter estimates, what cannot be done in conventional case-control studies. A unique feature of the procedure under investigation is that the analysis is based on a pseudo-likelihood function therefore conventional Bayesian techniques may not be technically correct. We propose an approach using Markov Chain Monte Carlo sampling as well as a computationally simple method based on an asymptotic posterior distribution. Simulation experiments demonstrated that our method produced parameter estimates that are nearly unbiased even for small sample sizes. An application of our method is illustrated using a population-based case-control study of the association between calcium intake with the risk of colorectal adenoma development.

Majorana Braiding with Thermal Noise.

PubMed

Pedrocchi, Fabio L; DiVincenzo, David P

2015-09-18

We investigate the self-correcting properties of a network of Majorana wires, in the form of a trijunction, in contact with a parity-preserving thermal environment. As opposed to the case where Majorana bound states are immobile, braiding Majorana bound states within a trijunction introduces dangerous error processes that we identify. Such errors prevent the lifetime of the memory from increasing with the size of the system. We confirm our predictions with Monte Carlo simulations. Our findings put a restriction on the degree of self-correction of this specific quantum computing architecture.

LACIE performance predictor final operational capability program description, volume 3

NASA Technical Reports Server (NTRS)

1976-01-01

The requirements and processing logic for the LACIE Error Model program (LEM) are described. This program is an integral part of the Large Area Crop Inventory Experiment (LACIE) system. LEM is that portion of the LPP (LACIE Performance Predictor) which simulates the sample segment classification, strata yield estimation, and production aggregation. LEM controls repetitive Monte Carlo trials based on input error distributions to obtain statistical estimates of the wheat area, yield, and production at different levels of aggregation. LEM interfaces with the rest of the LPP through a set of data files.

Systematic analysis of the scatter environment in clinical intra-operative high dose rate (IOHDR) brachytherapy

NASA Astrophysics Data System (ADS)

Oh, Moonseong

Most brachytherapy planning systems are based on a dose calculation algorithm that assumes an infinite scatter environment surrounding the target volume and applicator. In intra-operative high dose rate brachytherapy (IOHDR) where treatment catheters are typically laid either directly on a tumor bed or within applicators that may have little or no scatter material above them, the lack of scatter from one side of the applicator can result in serious underdosage during treatment. Therefore, full analyses of the physical processes such as the photoelectric effect, Rayleigh, and Compton scattering that contribute to dosimetric errors have to be investigated and documented to result in more accurate treatment delivery to patients undergoing IOHDR procedures. Monte Carlo simulation results showed the Compton scattering effect is about 40 times more probable than photoelectric effect for the treated areas of single source, 4 x 4, and 2 x 4 cm2. Also, the dose variations with and without photoelectric effect were 0.3 ˜ 0.7%, which are within the uncertainty in Monte Carlo simulations. Also, Monte Carlo simulation studies were done to verify the following experimental results for quantification of dosimetric errors in clinical IOHDR brachytherapy. The first experimental study was performed to quantify the inaccuracy in clinical dose delivery due to the incomplete scatter conditions inherent in IOHDR brachytherapy. Treatment plans were developed for 3 different treatment surface areas (4 x 4, 7 x 7, 12 x 12 cm2), each with prescription points located at 3 distances (0.5 cm, 1.0 cm, and 1.5 cm) from the source dwell positions. Measurements showed that the magnitude of the underdosage varies from about 8% to 13% of the prescription dose as the prescription depth is increased from 0.5 cm to 1.5 cm. This treatment error was found to be independent of the irradiated area and strongly dependent on the prescription distance. The study was extended to confirm the underdosage for various shape of treated area (especially, irregular shape), which can be applied in clinical cases. Treatment plans of 10 patients previously treated at Roswell Park Cancer Institute in Buffalo, which had irregular shapes of treated areas, were used. In IOHDR brachytherapy, a 2-dimensional (2-D) planar geometry is typically used without considering the curved shape of target surfaces. In clinical cases, this assumption of the planar geometry may cause the serious dose delivery errors to target volumes. The second study was performed to investigate the dose errors to curved surfaces. Seven rectangular shaped plans (five for 1.0 cm and two for 0.5 cm prescription depth) and archived irregular shaped plans of 2 patients were analyzed. Cylindrical phantoms with six radii (ranged 1.35 to 12.5 cm) were used to simulate the treatment planning geometries, which were calculated in 2-D plans. Actual doses delivered to prescription points were over-estimated up to 15% on the concave side of curved applicators for all cylindrical phantoms with 1.0 cm prescription depth. Also, delivered doses decreased by up to 10% on the convex side of curved applicators for small treated areas (≤ 5catheters), but interestingly, any dose dependence was not shown with large treated areas. Our measurements have shown inaccuracy in dose delivery when the original planar treatment plan was delivered in a curved applicator setting. Dose errors arising due to the tumor curvature may be significant in a clinical set up and merit attention during planning.

Performance analysis of MISO multi-hop FSO links over log-normal channels with fog and beam divergence attenuations

NASA Astrophysics Data System (ADS)

Abaza, Mohamed; Mesleh, Raed; Mansour, Ali; Aggoune, el-Hadi

2015-01-01

The performance analysis of a multi-hop decode and forward relaying free-space optical (FSO) communication system is presented in this paper. The considered FSO system uses intensity modulation and direct detection as means of transmission and reception. Atmospheric turbulence impacts are modeled as a log-normal channel, and different weather attenuation effects and geometric losses are taken into account. It is shown that multi-hop is an efficient technique to mitigate such effects in FSO communication systems. A comparison with direct link and multiple-input single-output (MISO) systems considering correlation effects at the transmitter is provided. Results show that MISO multi-hop FSO systems are superior than their counterparts over links exhibiting high attenuation. Monte Carlo simulation results are provided to validate the bit error rate (BER) analyses and conclusions.

Vectorized Monte Carlo methods for reactor lattice analysis

NASA Technical Reports Server (NTRS)

Brown, F. B.

1984-01-01

Some of the new computational methods and equivalent mathematical representations of physics models used in the MCV code, a vectorized continuous-enery Monte Carlo code for use on the CYBER-205 computer are discussed. While the principal application of MCV is the neutronics analysis of repeating reactor lattices, the new methods used in MCV should be generally useful for vectorizing Monte Carlo for other applications. For background, a brief overview of the vector processing features of the CYBER-205 is included, followed by a discussion of the fundamentals of Monte Carlo vectorization. The physics models used in the MCV vectorized Monte Carlo code are then summarized. The new methods used in scattering analysis are presented along with details of several key, highly specialized computational routines. Finally, speedups relative to CDC-7600 scalar Monte Carlo are discussed.

PDF Weaving - Linking Inventory Data and Monte Carlo Uncertainty Analysis in the Study of how Disturbance Affects Forest Carbon Storage

NASA Astrophysics Data System (ADS)

Healey, S. P.; Patterson, P.; Garrard, C.

2014-12-01

Altered disturbance regimes are likely a primary mechanism by which a changing climate will affect storage of carbon in forested ecosystems. Accordingly, the National Forest System (NFS) has been mandated to assess the role of disturbance (harvests, fires, insects, etc.) on carbon storage in each of its planning units. We have developed a process which combines 1990-era maps of forest structure and composition with high-quality maps of subsequent disturbance type and magnitude to track the impact of disturbance on carbon storage. This process, called the Forest Carbon Management Framework (ForCaMF), uses the maps to apply empirically calibrated carbon dynamics built into a widely used management tool, the Forest Vegetation Simulator (FVS). While ForCaMF offers locally specific insights into the effect of historical or hypothetical disturbance trends on carbon storage, its dependence upon the interaction of several maps and a carbon model poses a complex challenge in terms of tracking uncertainty. Monte Carlo analysis is an attractive option for tracking the combined effects of error in several constituent inputs as they impact overall uncertainty. Monte Carlo methods iteratively simulate alternative values for each input and quantify how much outputs vary as a result. Variation of each input is controlled by a Probability Density Function (PDF). We introduce a technique called "PDF Weaving," which constructs PDFs that ensure that simulated uncertainty precisely aligns with uncertainty estimates that can be derived from inventory data. This hard link with inventory data (derived in this case from FIA - the US Forest Service Forest Inventory and Analysis program) both provides empirical calibration and establishes consistency with other types of assessments (e.g., habitat and water) for which NFS depends upon FIA data. Results from the NFS Northern Region will be used to illustrate PDF weaving and insights gained from ForCaMF about the role of disturbance in carbon storage.

Wavefront-Error Performance Characterization for the James Webb Space Telescope (JWST) Integrated Science Instrument Module (ISIM) Science Instruments

NASA Technical Reports Server (NTRS)

Aronstein, David L.; Smith, J. Scott; Zielinski, Thomas P.; Telfer, Randal; Tournois, Severine C.; Moore, Dustin B.; Fienup, James R.

2016-01-01

The science instruments (SIs) comprising the James Webb Space Telescope (JWST) Integrated Science Instrument Module (ISIM) were tested in three cryogenic-vacuum test campaigns in the NASA Goddard Space Flight Center (GSFC)'s Space Environment Simulator (SES). In this paper, we describe the results of optical wavefront-error performance characterization of the SIs. The wavefront error is determined using image-based wavefront sensing (also known as phase retrieval), and the primary data used by this process are focus sweeps, a series of images recorded by the instrument under test in its as-used configuration, in which the focal plane is systematically changed from one image to the next. High-precision determination of the wavefront error also requires several sources of secondary data, including 1) spectrum, apodization, and wavefront-error characterization of the optical ground-support equipment (OGSE) illumination module, called the OTE Simulator (OSIM), 2) plate scale measurements made using a Pseudo-Nonredundant Mask (PNRM), and 3) pupil geometry predictions as a function of SI and field point, which are complicated because of a tricontagon-shaped outer perimeter and small holes that appear in the exit pupil due to the way that different light sources are injected into the optical path by the OGSE. One set of wavefront-error tests, for the coronagraphic channel of the Near-Infrared Camera (NIRCam) Longwave instruments, was performed using data from transverse translation diversity sweeps instead of focus sweeps, in which a sub-aperture is translated andor rotated across the exit pupil of the system.Several optical-performance requirements that were verified during this ISIM-level testing are levied on the uncertainties of various wavefront-error-related quantities rather than on the wavefront errors themselves. This paper also describes the methodology, based on Monte Carlo simulations of the wavefront-sensing analysis of focus-sweep data, used to establish the uncertainties of the wavefront error maps.

Wavefront-Error Performance Characterization for the James Webb Space Telescope (JWST) Integrated Science Instrument Module (ISIM) Science Instruments

NASA Technical Reports Server (NTRS)

Aronstein, David L.; Smith, J. Scott; Zielinski, Thomas P.; Telfer, Randal; Tournois, Severine C.; Moore, Dustin B.; Fienup, James R.

2016-01-01

The science instruments (SIs) comprising the James Webb Space Telescope (JWST) Integrated Science Instrument Module (ISIM) were tested in three cryogenic-vacuum test campaigns in the NASA Goddard Space Flight Center (GSFC)'s Space Environment Simulator (SES) test chamber. In this paper, we describe the results of optical wavefront-error performance characterization of the SIs. The wavefront error is determined using image-based wavefront sensing, and the primary data used by this process are focus sweeps, a series of images recorded by the instrument under test in its as-used configuration, in which the focal plane is systematically changed from one image to the next. High-precision determination of the wavefront error also requires several sources of secondary data, including 1) spectrum, apodization, and wavefront-error characterization of the optical ground-support equipment (OGSE) illumination module, called the OTE Simulator (OSIM), 2) F-number and pupil-distortion measurements made using a pseudo-nonredundant mask (PNRM), and 3) pupil geometry predictions as a function of SI and field point, which are complicated because of a tricontagon-shaped outer perimeter and small holes that appear in the exit pupil due to the way that different light sources are injected into the optical path by the OGSE. One set of wavefront-error tests, for the coronagraphic channel of the Near-Infrared Camera (NIRCam) Longwave instruments, was performed using data from transverse translation diversity sweeps instead of focus sweeps, in which a sub-aperture is translated and/or rotated across the exit pupil of the system. Several optical-performance requirements that were verified during this ISIM-level testing are levied on the uncertainties of various wavefront-error-related quantities rather than on the wavefront errors themselves. This paper also describes the methodology, based on Monte Carlo simulations of the wavefront-sensing analysis of focus-sweep data, used to establish the uncertainties of the wavefront-error maps.

The impact of lidar elevation uncertainty on mapping intertidal habitats on barrier islands

USGS Publications Warehouse

Enwright, Nicholas M.; Wang, Lei; Borchert, Sinéad M.; Day, Richard H.; Feher, Laura C.; Osland, Michael J.

2018-01-01

While airborne lidar data have revolutionized the spatial resolution that elevations can be realized, data limitations are often magnified in coastal settings. Researchers have found that airborne lidar can have a vertical error as high as 60 cm in densely vegetated intertidal areas. The uncertainty of digital elevation models is often left unaddressed; however, in low-relief environments, such as barrier islands, centimeter differences in elevation can affect exposure to physically demanding abiotic conditions, which greatly influence ecosystem structure and function. In this study, we used airborne lidar elevation data, in situ elevation observations, lidar metadata, and tide gauge information to delineate low-lying lands and the intertidal wetlands on Dauphin Island, a barrier island along the coast of Alabama, USA. We compared three different elevation error treatments, which included leaving error untreated and treatments that used Monte Carlo simulations to incorporate elevation vertical uncertainty using general information from lidar metadata and site-specific Real-Time Kinematic Global Position System data, respectively. To aid researchers in instances where limited information is available for error propagation, we conducted a sensitivity test to assess the effect of minor changes to error and bias. Treatment of error with site-specific observations produced the fewest omission errors, although the treatment using the lidar metadata had the most well-balanced results. The percent coverage of intertidal wetlands was increased by up to 80% when treating the vertical error of the digital elevation models. Based on the results from the sensitivity analysis, it could be reasonable to use error and positive bias values from literature for similar environments, conditions, and lidar acquisition characteristics in the event that collection of site-specific data is not feasible and information in the lidar metadata is insufficient. The methodology presented in this study should increase efficiency and enhance results for habitat mapping and analyses in dynamic, low-relief coastal environments.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Quantifying Soil Carbon Change from Wildfires in Peatland Ecosystems of the Eastern United States Using Repeat LiDAR

NASA Astrophysics Data System (ADS)

Reddy, A.; Hawbaker, T. J.; Zhu, Z.; Ward, S.; Wurster, F.; Newcomb, D.

2013-12-01

Wildfires are an increasing concern in peatland ecosystems along the coastal plains of the Eastern US. Human- and climate-induced changes to the ecosystems' hydrology can leave the soils, heavy with organic matter, susceptible to combustion in wildfires. This results in large losses of carbon that took many years to accumulate. However, accurately quantifying carbon losses in peatlands from wildfires is challenging because field data collection over extensive areas is difficult. For this study, our first objective was to evaluate the use of pre- and post-fire LiDAR data to quantify changes in surface elevations and soil carbon stocks for the 2011 Lateral West fire, which occurred in the Great Dismal Swamp National Wildlife Refuge (GDSNWR), Virginia, USA. Our second objective was to use a Monte Carlo approach to estimate how the vertical error in LiDAR points affected our calculation of soil carbon emissions. Bare-earth LiDAR points from 2010 and 2012 were obtained for GDSNWR with densities of 2 pulses/m2 and vertical elevation RMSE of 9 and 7 cm, respectively. Monte Carlo replicates were used to perturb individual bare-earth LiDAR points and generate probability distributions of elevation change within 10 m grid cells. Change in soil carbon were calculated within the Monte Carlo replicates by multiplying the LiDAR-derived volume of soil loss by depth-specific published values of soil bulk density, organic matter content, and carbon content. The 5th, 50th and 95th percentiles of the elevation and carbon change distributions were outputted as raster layers. Loss in soil volume ranged from 10,820,000 to 13,190,000 m3 based on vertical error. Carbon loss within the entire area burned by the Lateral West fire perimeter (32.1 km2), based on the 5th, 50th and 95th percentiles was 0.64, 0.96, and 1.33 Tg C, respectively. Our study demonstrated a method to use LiDAR data to quantify carbon loss following fires in peatland ecosystems and incorporate elevation errors to calculate uncertainties in the estimates. The results of our analysis showed that soil carbon lost from the 2011 Lateral West fire were not insignificant, and suggest that the hydrology of these ecosystems should be managed to preserve and restore peatlands and their carbon stocks where possible, as they can play an important role in mitigating and offsetting fossil-fuel emissions.

SU-E-T-503: IMRT Optimization Using Monte Carlo Dose Engine: The Effect of Statistical Uncertainty.

PubMed

Tian, Z; Jia, X; Graves, Y; Uribe-Sanchez, A; Jiang, S

2012-06-01

With the development of ultra-fast GPU-based Monte Carlo (MC) dose engine, it becomes clinically realistic to compute the dose-deposition coefficients (DDC) for IMRT optimization using MC simulation. However, it is still time-consuming if we want to compute DDC with small statistical uncertainty. This work studies the effects of the statistical error in DDC matrix on IMRT optimization. The MC-computed DDC matrices are simulated here by adding statistical uncertainties at a desired level to the ones generated with a finite-size pencil beam algorithm. A statistical uncertainty model for MC dose calculation is employed. We adopt a penalty-based quadratic optimization model and gradient descent method to optimize fluence map and then recalculate the corresponding actual dose distribution using the noise-free DDC matrix. The impacts of DDC noise are assessed in terms of the deviation of the resulted dose distributions. We have also used a stochastic perturbation theory to theoretically estimate the statistical errors of dose distributions on a simplified optimization model. A head-and-neck case is used to investigate the perturbation to IMRT plan due to MC's statistical uncertainty. The relative errors of the final dose distributions of the optimized IMRT are found to be much smaller than those in the DDC matrix, which is consistent with our theoretical estimation. When history number is decreased from 108 to 106, the dose-volume-histograms are still very similar to the error-free DVHs while the error in DDC is about 3.8%. The results illustrate that the statistical errors in the DDC matrix have a relatively small effect on IMRT optimization in dose domain. This indicates we can use relatively small number of histories to obtain the DDC matrix with MC simulation within a reasonable amount of time, without considerably compromising the accuracy of the optimized treatment plan. This work is supported by Varian Medical Systems through a Master Research Agreement. © 2012 American Association of Physicists in Medicine.

Dependence of Dynamic Modeling Accuracy on Sensor Measurements, Mass Properties, and Aircraft Geometry

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2013-01-01

The NASA Generic Transport Model (GTM) nonlinear simulation was used to investigate the effects of errors in sensor measurements, mass properties, and aircraft geometry on the accuracy of identified parameters in mathematical models describing the flight dynamics and determined from flight data. Measurements from a typical flight condition and system identification maneuver were systematically and progressively deteriorated by introducing noise, resolution errors, and bias errors. The data were then used to estimate nondimensional stability and control derivatives within a Monte Carlo simulation. Based on these results, recommendations are provided for maximum allowable errors in sensor measurements, mass properties, and aircraft geometry to achieve desired levels of dynamic modeling accuracy. Results using additional flight conditions and parameter estimation methods, as well as a nonlinear flight simulation of the General Dynamics F-16 aircraft, were compared with these recommendations

Is Coefficient Alpha Robust to Non-Normal Data?

PubMed Central

Sheng, Yanyan; Sheng, Zhaohui

2011-01-01

Coefficient alpha has been a widely used measure by which internal consistency reliability is assessed. In addition to essential tau-equivalence and uncorrelated errors, normality has been noted as another important assumption for alpha. Earlier work on evaluating this assumption considered either exclusively non-normal error score distributions, or limited conditions. In view of this and the availability of advanced methods for generating univariate non-normal data, Monte Carlo simulations were conducted to show that non-normal distributions for true or error scores do create problems for using alpha to estimate the internal consistency reliability. The sample coefficient alpha is affected by leptokurtic true score distributions, or skewed and/or kurtotic error score distributions. Increased sample sizes, not test lengths, help improve the accuracy, bias, or precision of using it with non-normal data. PMID:22363306

Improving CMD Areal Density Analysis: Algorithms and Strategies

NASA Astrophysics Data System (ADS)

Wilson, R. E.

2014-06-01

Essential ideas, successes, and difficulties of Areal Density Analysis (ADA) for color-magnitude diagrams (CMD¡¯s) of resolved stellar populations are examined, with explanation of various algorithms and strategies for optimal performance. A CMDgeneration program computes theoretical datasets with simulated observational error and a solution program inverts the problem by the method of Differential Corrections (DC) so as to compute parameter values from observed magnitudes and colors, with standard error estimates and correlation coefficients. ADA promises not only impersonal results, but also significant saving of labor, especially where a given dataset is analyzed with several evolution models. Observational errors and multiple star systems, along with various single star characteristics and phenomena, are modeled directly via the Functional Statistics Algorithm (FSA). Unlike Monte Carlo, FSA is not dependent on a random number generator. Discussions include difficulties and overall requirements, such as need for fast evolutionary computation and realization of goals within machine memory limits. Degradation of results due to influence of pixelization on derivatives, Initial Mass Function (IMF) quantization, IMF steepness, low Areal Densities (A ), and large variation in A are reduced or eliminated through a variety of schemes that are explained sufficiently for general application. The Levenberg-Marquardt and MMS algorithms for improvement of solution convergence are contained within the DC program. An example of convergence, which typically is very good, is shown in tabular form. A number of theoretical and practical solution issues are discussed, as are prospects for further development.

The Brera Multiscale Wavelet ROSAT HRI Source Catalog. I. The Algorithm

NASA Astrophysics Data System (ADS)

Lazzati, Davide; Campana, Sergio; Rosati, Piero; Panzera, Maria Rosa; Tagliaferri, Gianpiero

1999-10-01

We present a new detection algorithm based on the wavelet transform for the analysis of high-energy astronomical images. The wavelet transform, because of its multiscale structure, is suited to the optimal detection of pointlike as well as extended sources, regardless of any loss of resolution with the off-axis angle. Sources are detected as significant enhancements in the wavelet space, after the subtraction of the nonflat components of the background. Detection thresholds are computed through Monte Carlo simulations in order to establish the expected number of spurious sources per field. The source characterization is performed through a multisource fitting in the wavelet space. The procedure is designed to correctly deal with very crowded fields, allowing for the simultaneous characterization of nearby sources. To obtain a fast and reliable estimate of the source parameters and related errors, we apply a novel decimation technique that, taking into account the correlation properties of the wavelet transform, extracts a subset of almost independent coefficients. We test the performance of this algorithm on synthetic fields, analyzing with particular care the characterization of sources in poor background situations, where the assumption of Gaussian statistics does not hold. In these cases, for which standard wavelet algorithms generally provide underestimated errors, we infer errors through a procedure that relies on robust basic statistics. Our algorithm is well suited to the analysis of images taken with the new generation of X-ray instruments equipped with CCD technology, which will produce images with very low background and/or high source density.

Application of the Markov Chain Monte Carlo method for snow water equivalent retrieval based on passive microwave measurements

NASA Astrophysics Data System (ADS)

Pan, J.; Durand, M. T.; Vanderjagt, B. J.

2015-12-01

Markov Chain Monte Carlo (MCMC) method is a retrieval algorithm based on Bayes' rule, which starts from an initial state of snow/soil parameters, and updates it to a series of new states by comparing the posterior probability of simulated snow microwave signals before and after each time of random walk. It is a realization of the Bayes' rule, which gives an approximation to the probability of the snow/soil parameters in condition of the measured microwave TB signals at different bands. Although this method could solve all snow parameters including depth, density, snow grain size and temperature at the same time, it still needs prior information of these parameters for posterior probability calculation. How the priors will influence the SWE retrieval is a big concern. Therefore, in this paper at first, a sensitivity test will be carried out to study how accurate the snow emission models and how explicit the snow priors need to be to maintain the SWE error within certain amount. The synthetic TB simulated from the measured snow properties plus a 2-K observation error will be used for this purpose. It aims to provide a guidance on the MCMC application under different circumstances. Later, the method will be used for the snowpits at different sites, including Sodankyla, Finland, Churchill, Canada and Colorado, USA, using the measured TB from ground-based radiometers at different bands. Based on the previous work, the error in these practical cases will be studied, and the error sources will be separated and quantified.

Signal-Detection Analyses of Conditional Discrimination and Delayed Matching-to-Sample Performance

ERIC Educational Resources Information Center

Alsop, Brent

2004-01-01

Quantitative analyses of stimulus control and reinforcer control in conditional discriminations and delayed matching-to-sample procedures often encounter a problem; it is not clear how to analyze data when subjects have not made errors. The present article examines two common methods for overcoming this problem. Monte Carlo simulations of…

Probabilistic accounting of uncertainty in forecasts of species distributions under climate change

Treesearch

Seth J. Wenger; Nicholas A. Som; Daniel C. Dauwalter; Daniel J. Isaak; Helen M. Neville; Charles H. Luce; Jason B. Dunham; Michael K. Young; Kurt D. Fausch; Bruce E. Rieman

2013-01-01

Forecasts of species distributions under future climates are inherently uncertain, but there have been few attempts to describe this uncertainty comprehensively in a probabilistic manner. We developed a Monte Carlo approach that accounts for uncertainty within generalized linear regression models (parameter uncertainty and residual error), uncertainty among competing...

A Monte Carlo Study on the Performance of a Corrected Formula for Epsilon Approximate Suggested by Lecoutre.

ERIC Educational Resources Information Center

Chen, Ru San; Dunlap, William P.

1994-01-01

The present simulation study confirms that the corrected epsilon approximate test of B. Lecoutre yields a less biased estimation of population epsilon and reduces Type I error rates when compared to the epsilon approximate test of H. Huynh and L. S. Feldt. (SLD)

Least Squares Metric, Unidimensional Scaling of Multivariate Linear Models.

ERIC Educational Resources Information Center

Poole, Keith T.

1990-01-01

A general approach to least-squares unidimensional scaling is presented. Ordering information contained in the parameters is used to transform the standard squared error loss function into a discrete rather than continuous form. Monte Carlo tests with 38,094 ratings of 261 senators, and 1,258 representatives demonstrate the procedure's…

Comparison of IRT Likelihood Ratio Test and Logistic Regression DIF Detection Procedures

ERIC Educational Resources Information Center

Atar, Burcu; Kamata, Akihito

2011-01-01

The Type I error rates and the power of IRT likelihood ratio test and cumulative logit ordinal logistic regression procedures in detecting differential item functioning (DIF) for polytomously scored items were investigated in this Monte Carlo simulation study. For this purpose, 54 simulation conditions (combinations of 3 sample sizes, 2 sample…

The Robustness of the Studentized Range Statistic to Violations of the Normality and Homogeneity of Variance Assumptions.

ERIC Educational Resources Information Center

Ramseyer, Gary C.; Tcheng, Tse-Kia

The present study was directed at determining the extent to which the Type I Error rate is affected by violations in the basic assumptions of the q statistic. Monte Carlo methods were employed, and a variety of departures from the assumptions were examined. (Author)

Evaluating Item Fit for Multidimensional Item Response Models

ERIC Educational Resources Information Center

Zhang, Bo; Stone, Clement A.

2008-01-01

This research examines the utility of the s-x[superscript 2] statistic proposed by Orlando and Thissen (2000) in evaluating item fit for multidimensional item response models. Monte Carlo simulation was conducted to investigate both the Type I error and statistical power of this fit statistic in analyzing two kinds of multidimensional test…

Autoregressive Modeling of Drift and Random Error to Characterize a Continuous Intravascular Glucose Monitoring Sensor.

PubMed

Zhou, Tony; Dickson, Jennifer L; Geoffrey Chase, J

2018-01-01

Continuous glucose monitoring (CGM) devices have been effective in managing diabetes and offer potential benefits for use in the intensive care unit (ICU). Use of CGM devices in the ICU has been limited, primarily due to the higher point accuracy errors over currently used traditional intermittent blood glucose (BG) measures. General models of CGM errors, including drift and random errors, are lacking, but would enable better design of protocols to utilize these devices. This article presents an autoregressive (AR) based modeling method that separately characterizes the drift and random noise of the GlySure CGM sensor (GlySure Limited, Oxfordshire, UK). Clinical sensor data (n = 33) and reference measurements were used to generate 2 AR models to describe sensor drift and noise. These models were used to generate 100 Monte Carlo simulations based on reference blood glucose measurements. These were then compared to the original CGM clinical data using mean absolute relative difference (MARD) and a Trend Compass. The point accuracy MARD was very similar between simulated and clinical data (9.6% vs 9.9%). A Trend Compass was used to assess trend accuracy, and found simulated and clinical sensor profiles were similar (simulated trend index 11.4° vs clinical trend index 10.9°). The model and method accurately represents cohort sensor behavior over patients, providing a general modeling approach to any such sensor by separately characterizing each type of error that can arise in the data. Overall, it enables better protocol design based on accurate expected CGM sensor behavior, as well as enabling the analysis of what level of each type of sensor error would be necessary to obtain desired glycemic control safety and performance with a given protocol.

Non-Cartesian MRI Reconstruction With Automatic Regularization Via Monte-Carlo SURE

PubMed Central

Weller, Daniel S.; Nielsen, Jon-Fredrik; Fessler, Jeffrey A.

2013-01-01

Magnetic resonance image (MRI) reconstruction from undersampled k-space data requires regularization to reduce noise and aliasing artifacts. Proper application of regularization however requires appropriate selection of associated regularization parameters. In this work, we develop a data-driven regularization parameter adjustment scheme that minimizes an estimate (based on the principle of Stein’s unbiased risk estimate—SURE) of a suitable weighted squared-error measure in k-space. To compute this SURE-type estimate, we propose a Monte-Carlo scheme that extends our previous approach to inverse problems (e.g., MRI reconstruction) involving complex-valued images. Our approach depends only on the output of a given reconstruction algorithm and does not require knowledge of its internal workings, so it is capable of tackling a wide variety of reconstruction algorithms and nonquadratic regularizers including total variation and those based on the ℓ1-norm. Experiments with simulated and real MR data indicate that the proposed approach is capable of providing near mean squared-error (MSE) optimal regularization parameters for single-coil undersampled non-Cartesian MRI reconstruction. PMID:23591478

Building proteins from C alpha coordinates using the dihedral probability grid Monte Carlo method.

PubMed Central

Mathiowetz, A. M.; Goddard, W. A.

1995-01-01

Dihedral probability grid Monte Carlo (DPG-MC) is a general-purpose method of conformational sampling that can be applied to many problems in peptide and protein modeling. Here we present the DPG-MC method and apply it to predicting complete protein structures from C alpha coordinates. This is useful in such endeavors as homology modeling, protein structure prediction from lattice simulations, or fitting protein structures to X-ray crystallographic data. It also serves as an example of how DPG-MC can be applied to systems with geometric constraints. The conformational propensities for individual residues are used to guide conformational searches as the protein is built from the amino-terminus to the carboxyl-terminus. Results for a number of proteins show that both the backbone and side chain can be accurately modeled using DPG-MC. Backbone atoms are generally predicted with RMS errors of about 0.5 A (compared to X-ray crystal structure coordinates) and all atoms are predicted to an RMS error of 1.7 A or better. PMID:7549885

Photon migration through a turbid slab described by a model based on diffusion approximation. II. Comparison with Monte Carlo results.

PubMed

Martelli, F; Contini, D; Taddeucci, A; Zaccanti, G

1997-07-01

In our companion paper we presented a model to describe photon migration through a diffusing slab. The model, developed for a homogeneous slab, is based on the diffusion approximation and is able to take into account reflection at the boundaries resulting from the refractive index mismatch. In this paper the predictions of the model are compared with solutions of the radiative transfer equation obtained by Monte Carlo simulations in order to determine the applicability limits of the approximated theory in different physical conditions. A fitting procedure, carried out with the optical properties as fitting parameters, is used to check the application of the model to the inverse problem. The results show that significant errors can be made if the effect of the refractive index mismatch is not properly taken into account. Errors are more important when measurements of transmittance are used. The effects of using a receiver with a limited angular field of view and the angular distribution of the radiation that emerges from the slab have also been investigated.

Prediction of Breakthrough Curves for Conservative and Reactive Transport from the Structural Parameters of Highly Heterogeneous Media

NASA Astrophysics Data System (ADS)

Hansen, S. K.; Haslauer, C. P.; Cirpka, O. A.; Vesselinov, V. V.

2016-12-01

It is desirable to predict the shape of breakthrough curves downgradient of a solute source from subsurface structural parameters (as in the small-perturbation macrodispersion theory) both for realistically heterogeneous fields, and at early time, before any sort of Fickian model is applicable. Using a combination of a priori knowledge, large-scale Monte Carlo simulation, and regression techniques, we have developed closed-form predictive expressions for pre- and post-Fickian flux-weighted solute breakthrough curves as a function of distance from the source (in integral scales) and variance of the log hydraulic conductivity field. Using the ensemble of Monte Carlo realizations, we have simultaneously computed error envelopes for the estimated flux-weighted breakthrough, and for the divergence of point breakthrough curves from the flux-weighted average, as functions of the predictive parameters. We have also obtained implied late-time macrodispersion coefficients for highly heterogeneous environments from the breakthrough statistics. This analysis is relevant for the modelling of reactive as well as conservative transport, since for many kinetic sorption and decay reactions, Laplace-domain modification of the breakthrough curve for conservative solute produces the correct curve for the reactive system.

Assessment of myocardial metabolic rate of glucose by means of Bayesian ICA and Markov Chain Monte Carlo methods in small animal PET imaging

NASA Astrophysics Data System (ADS)

Berradja, Khadidja; Boughanmi, Nabil

2016-09-01

In dynamic cardiac PET FDG studies the assessment of myocardial metabolic rate of glucose (MMRG) requires the knowledge of the blood input function (IF). IF can be obtained by manual or automatic blood sampling and cross calibrated with PET. These procedures are cumbersome, invasive and generate uncertainties. The IF is contaminated by spillover of radioactivity from the adjacent myocardium and this could cause important error in the estimated MMRG. In this study, we show that the IF can be extracted from the images in a rat heart study with 18F-fluorodeoxyglucose (18F-FDG) by means of Independent Component Analysis (ICA) based on Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling method (BICA). Images of the heart from rats were acquired with the Sherbrooke small animal PET scanner. A region of interest (ROI) was drawn around the rat image and decomposed into blood and tissue using BICA. The Statistical study showed that there is a significant difference (p < 0.05) between MMRG obtained with IF extracted by BICA with respect to IF extracted from measured images corrupted with spillover.

Full-dimensional quantum calculations of the dissociation energy, zero-point, and 10 K properties of H7+/D7+ clusters using an ab initio potential energy surface.

PubMed

Barragán, Patricia; Pérez de Tudela, Ricardo; Qu, Chen; Prosmiti, Rita; Bowman, Joel M

2013-07-14

Diffusion Monte Carlo (DMC) and path-integral Monte Carlo computations of the vibrational ground state and 10 K equilibrium state properties of the H7 (+)/D7 (+) cations are presented, using an ab initio full-dimensional potential energy surface. The DMC zero-point energies of dissociated fragments H5 (+)(D5 (+))+H2(D2) are also calculated and from these results and the electronic dissociation energy, dissociation energies, D0, of 752 ± 15 and 980 ± 14 cm(-1) are reported for H7 (+) and D7 (+), respectively. Due to the known error in the electronic dissociation energy of the potential surface, these quantities are underestimated by roughly 65 cm(-1). These values are rigorously determined for first time, and compared with previous theoretical estimates from electronic structure calculations using standard harmonic analysis, and available experimental measurements. Probability density distributions are also computed for the ground vibrational and 10 K state of H7 (+) and D7 (+). These are qualitatively described as a central H3 (+)/D3 (+) core surrounded by "solvent" H2/D2 molecules that nearly freely rotate.

A theoretical framework to predict the most likely ion path in particle imaging.

PubMed

Collins-Fekete, Charles-Antoine; Volz, Lennart; Portillo, Stephen K N; Beaulieu, Luc; Seco, Joao

2017-03-07

In this work, a generic rigorous Bayesian formalism is introduced to predict the most likely path of any ion crossing a medium between two detection points. The path is predicted based on a combination of the particle scattering in the material and measurements of its initial and final position, direction and energy. The path estimate's precision is compared to the Monte Carlo simulated path. Every ion from hydrogen to carbon is simulated in two scenarios, (1) where the range is fixed and (2) where the initial velocity is fixed. In the scenario where the range is kept constant, the maximal root-mean-square error between the estimated path and the Monte Carlo path drops significantly between the proton path estimate (0.50 mm) and the helium path estimate (0.18 mm), but less so up to the carbon path estimate (0.09 mm). However, this scenario is identified as the configuration that maximizes the dose while minimizing the path resolution. In the scenario where the initial velocity is fixed, the maximal root-mean-square error between the estimated path and the Monte Carlo path drops significantly between the proton path estimate (0.29 mm) and the helium path estimate (0.09 mm) but increases for heavier ions up to carbon (0.12 mm). As a result, helium is found to be the particle with the most accurate path estimate for the lowest dose, potentially leading to tomographic images of higher spatial resolution.

Laplace Transform Based Radiative Transfer Studies

NASA Astrophysics Data System (ADS)

Hu, Y.; Lin, B.; Ng, T.; Yang, P.; Wiscombe, W.; Herath, J.; Duffy, D.

2006-12-01

Multiple scattering is the major uncertainty for data analysis of space-based lidar measurements. Until now, accurate quantitative lidar data analysis has been limited to very thin objects that are dominated by single scattering, where photons from the laser beam only scatter a single time with particles in the atmosphere before reaching the receiver, and simple linear relationship between physical property and lidar signal exists. In reality, multiple scattering is always a factor in space-based lidar measurement and it dominates space- based lidar returns from clouds, dust aerosols, vegetation canopy and phytoplankton. While multiple scattering are clear signals, the lack of a fast-enough lidar multiple scattering computation tool forces us to treat the signal as unwanted "noise" and use simple multiple scattering correction scheme to remove them. Such multiple scattering treatments waste the multiple scattering signals and may cause orders of magnitude errors in retrieved physical properties. Thus the lack of fast and accurate time-dependent radiative transfer tools significantly limits lidar remote sensing capabilities. Analyzing lidar multiple scattering signals requires fast and accurate time-dependent radiative transfer computations. Currently, multiple scattering is done with Monte Carlo simulations. Monte Carlo simulations take minutes to hours and are too slow for interactive satellite data analysis processes and can only be used to help system / algorithm design and error assessment. We present an innovative physics approach to solve the time-dependent radiative transfer problem. The technique utilizes FPGA based reconfigurable computing hardware. The approach is as following, 1. Physics solution: Perform Laplace transform on the time and spatial dimensions and Fourier transform on the viewing azimuth dimension, and convert the radiative transfer differential equation solving into a fast matrix inversion problem. The majority of the radiative transfer computation goes to matrix inversion processes, FFT and inverse Laplace transforms. 2. Hardware solutions: Perform the well-defined matrix inversion, FFT and Laplace transforms on highly parallel, reconfigurable computing hardware. This physics-based computational tool leads to accurate quantitative analysis of space-based lidar signals and improves data quality of current lidar mission such as CALIPSO. This presentation will introduce the basic idea of this approach, preliminary results based on SRC's FPGA-based Mapstation, and how we may apply it to CALIPSO data analysis.

Multilevel principal component analysis (mPCA) in shape analysis: A feasibility study in medical and dental imaging.

PubMed

Farnell, D J J; Popat, H; Richmond, S

2016-06-01

Methods used in image processing should reflect any multilevel structures inherent in the image dataset or they run the risk of functioning inadequately. We wish to test the feasibility of multilevel principal components analysis (PCA) to build active shape models (ASMs) for cases relevant to medical and dental imaging. Multilevel PCA was used to carry out model fitting to sets of landmark points and it was compared to the results of "standard" (single-level) PCA. Proof of principle was tested by applying mPCA to model basic peri-oral expressions (happy, neutral, sad) approximated to the junction between the mouth/lips. Monte Carlo simulations were used to create this data which allowed exploration of practical implementation issues such as the number of landmark points, number of images, and number of groups (i.e., "expressions" for this example). To further test the robustness of the method, mPCA was subsequently applied to a dental imaging dataset utilising landmark points (placed by different clinicians) along the boundary of mandibular cortical bone in panoramic radiographs of the face. Changes of expression that varied between groups were modelled correctly at one level of the model and changes in lip width that varied within groups at another for the Monte Carlo dataset. Extreme cases in the test dataset were modelled adequately by mPCA but not by standard PCA. Similarly, variations in the shape of the cortical bone were modelled by one level of mPCA and variations between the experts at another for the panoramic radiographs dataset. Results for mPCA were found to be comparable to those of standard PCA for point-to-point errors via miss-one-out testing for this dataset. These errors reduce with increasing number of eigenvectors/values retained, as expected. We have shown that mPCA can be used in shape models for dental and medical image processing. mPCA was found to provide more control and flexibility when compared to standard "single-level" PCA. Specifically, mPCA is preferable to "standard" PCA when multiple levels occur naturally in the dataset. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Benchmarking density functionals for hydrogen-helium mixtures with quantum Monte Carlo: Energetics, pressures, and forces

DOE Office of Scientific and Technical Information (OSTI.GOV)

Clay, Raymond C.; Holzmann, Markus; Ceperley, David M.

An accurate understanding of the phase diagram of dense hydrogen and helium mixtures is a crucial component in the construction of accurate models of Jupiter, Saturn, and Jovian extrasolar planets. Though DFT based rst principles methods have the potential to provide the accuracy and computational e ciency required for this task, recent benchmarking in hydrogen has shown that achieving this accuracy requires a judicious choice of functional, and a quanti cation of the errors introduced. In this work, we present a quantum Monte Carlo based benchmarking study of a wide range of density functionals for use in hydrogen-helium mixtures atmore » thermodynamic conditions relevant for Jovian planets. Not only do we continue our program of benchmarking energetics and pressures, but we deploy QMC based force estimators and use them to gain insights into how well the local liquid structure is captured by di erent density functionals. We nd that TPSS, BLYP and vdW-DF are the most accurate functionals by most metrics, and that the enthalpy, energy, and pressure errors are very well behaved as a function of helium concentration. Beyond this, we highlight and analyze the major error trends and relative di erences exhibited by the major classes of functionals, and estimate the magnitudes of these e ects when possible.« less

Benchmarking density functionals for hydrogen-helium mixtures with quantum Monte Carlo: Energetics, pressures, and forces

DOE PAGES

Clay, Raymond C.; Holzmann, Markus; Ceperley, David M.; ...

2016-01-19

An accurate understanding of the phase diagram of dense hydrogen and helium mixtures is a crucial component in the construction of accurate models of Jupiter, Saturn, and Jovian extrasolar planets. Though DFT based rst principles methods have the potential to provide the accuracy and computational e ciency required for this task, recent benchmarking in hydrogen has shown that achieving this accuracy requires a judicious choice of functional, and a quanti cation of the errors introduced. In this work, we present a quantum Monte Carlo based benchmarking study of a wide range of density functionals for use in hydrogen-helium mixtures atmore » thermodynamic conditions relevant for Jovian planets. Not only do we continue our program of benchmarking energetics and pressures, but we deploy QMC based force estimators and use them to gain insights into how well the local liquid structure is captured by di erent density functionals. We nd that TPSS, BLYP and vdW-DF are the most accurate functionals by most metrics, and that the enthalpy, energy, and pressure errors are very well behaved as a function of helium concentration. Beyond this, we highlight and analyze the major error trends and relative di erences exhibited by the major classes of functionals, and estimate the magnitudes of these e ects when possible.« less

Improved Neutronics Treatment of Burnable Poisons for the Prismatic HTR

DOE Office of Scientific and Technical Information (OSTI.GOV)

Y. Wang; A. A. Bingham; J. Ortensi

2012-10-01

In prismatic block High Temperature Reactors (HTR), highly absorbing material such a burnable poison (BP) cause local flux depressions and large gradients in the flux across the blocks which can be a challenge to capture accurately with traditional homogenization methods. The purpose of this paper is to quantify the error associated with spatial homogenization, spectral condensation and discretization and to highlight what is needed for improved neutronics treatments of burnable poisons for the prismatic HTR. A new triangular based mesh is designed to separate the BP regions from the fuel assembly. A set of packages including Serpent (Monte Carlo), Xuthosmore » (1storder Sn), Pronghorn (diffusion), INSTANT (Pn) and RattleSnake (2ndorder Sn) is used for this study. The results from the deterministic calculations show that the cross sections generated directly in Serpent are not sufficient to accurately reproduce the reference Monte Carlo solution in all cases. The BP treatment produces good results, but this is mainly due to error cancellation. However, the Super Cell (SC) approach yields cross sections that are consistent with cross sections prepared on an “exact” full core calculation. In addition, very good agreement exists between the various deterministic transport and diffusion codes in both eigenvalue and power distributions. Future research will focus on improving the cross sections and quantifying the error cancellation.« less

Influence of conservative corrections on parameter estimation for extreme-mass-ratio inspirals

NASA Astrophysics Data System (ADS)

Huerta, E. A.; Gair, Jonathan R.

2009-04-01

We present an improved numerical kludge waveform model for circular, equatorial extreme-mass-ratio inspirals (EMRIs). The model is based on true Kerr geodesics, augmented by radiative self-force corrections derived from perturbative calculations, and in this paper for the first time we include conservative self-force corrections that we derive by comparison to post-Newtonian results. We present results of a Monte Carlo simulation of parameter estimation errors computed using the Fisher matrix and also assess the theoretical errors that would arise from omitting the conservative correction terms we include here. We present results for three different types of system, namely, the inspirals of black holes, neutron stars, or white dwarfs into a supermassive black hole (SMBH). The analysis shows that for a typical source (a 10M⊙ compact object captured by a 106M⊙ SMBH at a signal to noise ratio of 30) we expect to determine the two masses to within a fractional error of ˜10-4, measure the spin parameter q to ˜10-4.5, and determine the location of the source on the sky and the spin orientation to within 10-3 steradians. We show that, for this kludge model, omitting the conservative corrections leads to a small error over much of the parameter space, i.e., the ratio R of the theoretical model error to the Fisher matrix error is R<1 for all ten parameters in the model. For the few systems with larger errors typically R<3 and hence the conservative corrections can be marginally ignored. In addition, we use our model and first-order self-force results for Schwarzschild black holes to estimate the error that arises from omitting the second-order radiative piece of the self-force. This indicates that it may not be necessary to go beyond first order to recover accurate parameter estimates.

Predicting areas of sustainable error growth in quasigeostrophic flows using perturbation alignment properties

NASA Astrophysics Data System (ADS)

Rivière, G.; Hua, B. L.

2004-10-01

A new perturbation initialization method is used to quantify error growth due to inaccuracies of the forecast model initial conditions in a quasigeostrophic box ocean model describing a wind-driven double gyre circulation. This method is based on recent analytical results on Lagrangian alignment dynamics of the perturbation velocity vector in quasigeostrophic flows. More specifically, it consists in initializing a unique perturbation from the sole knowledge of the control flow properties at the initial time of the forecast and whose velocity vector orientation satisfies a Lagrangian equilibrium criterion. This Alignment-based Initialization method is hereafter denoted as the AI method.In terms of spatial distribution of the errors, we have compared favorably the AI error forecast with the mean error obtained with a Monte-Carlo ensemble prediction. It is shown that the AI forecast is on average as efficient as the error forecast initialized with the leading singular vector for the palenstrophy norm, and significantly more efficient than that for total energy and enstrophy norms. Furthermore, a more precise examination shows that the AI forecast is systematically relevant for all control flows whereas the palenstrophy singular vector forecast leads sometimes to very good scores and sometimes to very bad ones.A principal component analysis at the final time of the forecast shows that the AI mode spatial structure is comparable to that of the first eigenvector of the error covariance matrix for a "bred mode" ensemble. Furthermore, the kinetic energy of the AI mode grows at the same constant rate as that of the "bred modes" from the initial time to the final time of the forecast and is therefore characterized by a sustained phase of error growth. In this sense, the AI mode based on Lagrangian dynamics of the perturbation velocity orientation provides a rationale of the "bred mode" behavior.

Approximate Bayesian Computation Using Markov Chain Monte Carlo Simulation: Theory, Concepts, and Applications

NASA Astrophysics Data System (ADS)

Sadegh, M.; Vrugt, J. A.

2013-12-01

The ever increasing pace of computational power, along with continued advances in measurement technologies and improvements in process understanding has stimulated the development of increasingly complex hydrologic models that simulate soil moisture flow, groundwater recharge, surface runoff, root water uptake, and river discharge at increasingly finer spatial and temporal scales. Reconciling these system models with field and remote sensing data is a difficult task, particularly because average measures of model/data similarity inherently lack the power to provide a meaningful comparative evaluation of the consistency in model form and function. The very construction of the likelihood function - as a summary variable of the (usually averaged) properties of the error residuals - dilutes and mixes the available information into an index having little remaining correspondence to specific behaviors of the system (Gupta et al., 2008). The quest for a more powerful method for model evaluation has inspired Vrugt and Sadegh [2013] to introduce "likelihood-free" inference as vehicle for diagnostic model evaluation. This class of methods is also referred to as Approximate Bayesian Computation (ABC) and relaxes the need for an explicit likelihood function in favor of one or multiple different summary statistics rooted in hydrologic theory that together have a much stronger and compelling diagnostic power than some aggregated measure of the size of the error residuals. Here, we will introduce an efficient ABC sampling method that is orders of magnitude faster in exploring the posterior parameter distribution than commonly used rejection and Population Monte Carlo (PMC) samplers. Our methodology uses Markov Chain Monte Carlo simulation with DREAM, and takes advantage of a simple computational trick to resolve discontinuity problems with the application of set-theoretic summary statistics. We will also demonstrate a set of summary statistics that are rather insensitive to errors in the forcing data. This enhances prospects of detecting model structural deficiencies.

Comparison-based optical study on a point-line-coupling-focus system with linear Fresnel heliostats.

PubMed

Dai, Yanjun; Li, Xian; Zhou, Lingyu; Ma, Xuan; Wang, Ruzhu

2016-05-16

Concentrating the concept of a beam-down solar tower with linear Fresnel heliostat (PLCF) is one of the feasible choices and has great potential in reducing spot size and improving optical efficiency. Optical characteristics of a PLCF system with the hyperboloid reflector are introduced and investigated theoretically. Taking into account solar position and optical surface errors, a Monte Carlo ray-tracing (MCRT) analysis model for a PLCF system is developed and applied in a comparison-based study on the optical performance between the PLCF system and the conventional beam-down solar tower system with flat and spherical heliostats. The optimal square facet of linear Fresnel heliostat is also proposed for matching with the 3D-CPC receiver.

Desensitized Optimal Filtering and Sensor Fusion Toolkit

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.

2015-01-01

Analytical Mechanics Associates, Inc., has developed a software toolkit that filters and processes navigational data from multiple sensor sources. A key component of the toolkit is a trajectory optimization technique that reduces the sensitivity of Kalman filters with respect to model parameter uncertainties. The sensor fusion toolkit also integrates recent advances in adaptive Kalman and sigma-point filters for non-Gaussian problems with error statistics. This Phase II effort provides new filtering and sensor fusion techniques in a convenient package that can be used as a stand-alone application for ground support and/or onboard use. Its modular architecture enables ready integration with existing tools. A suite of sensor models and noise distribution as well as Monte Carlo analysis capability are included to enable statistical performance evaluations.

SU-E-T-769: T-Test Based Prior Error Estimate and Stopping Criterion for Monte Carlo Dose Calculation in Proton Therapy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hong, X; Gao, H; Schuemann, J

2015-06-15

Purpose: The Monte Carlo (MC) method is a gold standard for dose calculation in radiotherapy. However, it is not a priori clear how many particles need to be simulated to achieve a given dose accuracy. Prior error estimate and stopping criterion are not well established for MC. This work aims to fill this gap. Methods: Due to the statistical nature of MC, our approach is based on one-sample t-test. We design the prior error estimate method based on the t-test, and then use this t-test based error estimate for developing a simulation stopping criterion. The three major components are asmore » follows.First, the source particles are randomized in energy, space and angle, so that the dose deposition from a particle to the voxel is independent and identically distributed (i.i.d.).Second, a sample under consideration in the t-test is the mean value of dose deposition to the voxel by sufficiently large number of source particles. Then according to central limit theorem, the sample as the mean value of i.i.d. variables is normally distributed with the expectation equal to the true deposited dose.Third, the t-test is performed with the null hypothesis that the difference between sample expectation (the same as true deposited dose) and on-the-fly calculated mean sample dose from MC is larger than a given error threshold, in addition to which users have the freedom to specify confidence probability and region of interest in the t-test based stopping criterion. Results: The method is validated for proton dose calculation. The difference between the MC Result based on the t-test prior error estimate and the statistical Result by repeating numerous MC simulations is within 1%. Conclusion: The t-test based prior error estimate and stopping criterion are developed for MC and validated for proton dose calculation. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai Pujiang Talent Program (#14PJ1404500)« less

Random number generators tested on quantum Monte Carlo simulations.

PubMed

Hongo, Kenta; Maezono, Ryo; Miura, Kenichi

2010-08-01

We have tested and compared several (pseudo) random number generators (RNGs) applied to a practical application, ground state energy calculations of molecules using variational and diffusion Monte Carlo metheds. A new multiple recursive generator with 8th-order recursion (MRG8) and the Mersenne twister generator (MT19937) are tested and compared with the RANLUX generator with five luxury levels (RANLUX-[0-4]). Both MRG8 and MT19937 are proven to give the same total energy as that evaluated with RANLUX-4 (highest luxury level) within the statistical error bars with less computational cost to generate the sequence. We also tested the notorious implementation of linear congruential generator (LCG), RANDU, for comparison. (c) 2010 Wiley Periodicals, Inc.

Limitations of the commonly used simplified laterally uniform optical fiber probe-tissue interface in Monte Carlo simulations of diffuse reflectance

PubMed Central

Naglič, Peter; Pernuš, Franjo; Likar, Boštjan; Bürmen, Miran

2015-01-01

Light propagation models often simplify the interface between the optical fiber probe tip and tissue to a laterally uniform boundary with mismatched refractive indices. Such simplification neglects the precise optical properties of the commonly used probe tip materials, e.g. stainless steel or black epoxy. In this paper, we investigate the limitations of the laterally uniform probe-tissue interface in Monte Carlo simulations of diffuse reflectance. In comparison to a realistic probe-tissue interface that accounts for the layout and properties of the probe tip materials, the simplified laterally uniform interface is shown to introduce significant errors into the simulated diffuse reflectance. PMID:26504647

VoxelMages: a general-purpose graphical interface for designing geometries and processing DICOM images for PENELOPE.

PubMed

Giménez-Alventosa, V; Ballester, F; Vijande, J

2016-12-01

The design and construction of geometries for Monte Carlo calculations is an error-prone, time-consuming, and complex step in simulations describing particle interactions and transport in the field of medical physics. The software VoxelMages has been developed to help the user in this task. It allows to design complex geometries and to process DICOM image files for simulations with the general-purpose Monte Carlo code PENELOPE in an easy and straightforward way. VoxelMages also allows to import DICOM-RT structure contour information as delivered by a treatment planning system. Its main characteristics, usage and performance benchmarking are described in detail. Copyright © 2016 Elsevier Ltd. All rights reserved.

Spatial uncertainty analysis: Propagation of interpolation errors in spatially distributed models

USGS Publications Warehouse

Phillips, D.L.; Marks, D.G.

1996-01-01

In simulation modelling, it is desirable to quantify model uncertainties and provide not only point estimates for output variables but confidence intervals as well. Spatially distributed physical and ecological process models are becoming widely used, with runs being made over a grid of points that represent the landscape. This requires input values at each grid point, which often have to be interpolated from irregularly scattered measurement sites, e.g., weather stations. Interpolation introduces spatially varying errors which propagate through the model We extended established uncertainty analysis methods to a spatial domain for quantifying spatial patterns of input variable interpolation errors and how they propagate through a model to affect the uncertainty of the model output. We applied this to a model of potential evapotranspiration (PET) as a demonstration. We modelled PET for three time periods in 1990 as a function of temperature, humidity, and wind on a 10-km grid across the U.S. portion of the Columbia River Basin. Temperature, humidity, and wind speed were interpolated using kriging from 700- 1000 supporting data points. Kriging standard deviations (SD) were used to quantify the spatially varying interpolation uncertainties. For each of 5693 grid points, 100 Monte Carlo simulations were done, using the kriged values of temperature, humidity, and wind, plus random error terms determined by the kriging SDs and the correlations of interpolation errors among the three variables. For the spring season example, kriging SDs averaged 2.6??C for temperature, 8.7% for relative humidity, and 0.38 m s-1 for wind. The resultant PET estimates had coefficients of variation (CVs) ranging from 14% to 27% for the 10-km grid cells. Maps of PET means and CVs showed the spatial patterns of PET with a measure of its uncertainty due to interpolation of the input variables. This methodology should be applicable to a variety of spatially distributed models using interpolated inputs.

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

NASA Technical Reports Server (NTRS)

Aires, F.; Prigent, C.; Rossow, W. B.

2004-01-01

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

Monte Carlo point process estimation of electromyographic envelopes from motor cortical spikes for brain-machine interfaces

NASA Astrophysics Data System (ADS)

Liao, Yuxi; She, Xiwei; Wang, Yiwen; Zhang, Shaomin; Zhang, Qiaosheng; Zheng, Xiaoxiang; Principe, Jose C.

2015-12-01

Objective. Representation of movement in the motor cortex (M1) has been widely studied in brain-machine interfaces (BMIs). The electromyogram (EMG) has greater bandwidth than the conventional kinematic variables (such as position, velocity), and is functionally related to the discharge of cortical neurons. As the stochastic information of EMG is derived from the explicit spike time structure, point process (PP) methods will be a good solution for decoding EMG directly from neural spike trains. Previous studies usually assume linear or exponential tuning curves between neural firing and EMG, which may not be true. Approach. In our analysis, we estimate the tuning curves in a data-driven way and find both the traditional functional-excitatory and functional-inhibitory neurons, which are widely found across a rat’s motor cortex. To accurately decode EMG envelopes from M1 neural spike trains, the Monte Carlo point process (MCPP) method is implemented based on such nonlinear tuning properties. Main results. Better reconstruction of EMG signals is shown on baseline and extreme high peaks, as our method can better preserve the nonlinearity of the neural tuning during decoding. The MCPP improves the prediction accuracy (the normalized mean squared error) 57% and 66% on average compared with the adaptive point process filter using linear and exponential tuning curves respectively, for all 112 data segments across six rats. Compared to a Wiener filter using spike rates with an optimal window size of 50 ms, MCPP decoding EMG from a point process improves the normalized mean square error (NMSE) by 59% on average. Significance. These results suggest that neural tuning is constantly changing during task execution and therefore, the use of spike timing methodologies and estimation of appropriate tuning curves needs to be undertaken for better EMG decoding in motor BMIs.

Modelling of the X,Y,Z positioning errors and uncertainty evaluation for the LNE’s mAFM using the Monte Carlo method

NASA Astrophysics Data System (ADS)

Ceria, Paul; Ducourtieux, Sebastien; Boukellal, Younes; Allard, Alexandre; Fischer, Nicolas; Feltin, Nicolas

2017-03-01

In order to evaluate the uncertainty budget of the LNE’s mAFM, a reference instrument dedicated to the calibration of nanoscale dimensional standards, a numerical model has been developed to evaluate the measurement uncertainty of the metrology loop involved in the XYZ positioning of the tip relative to the sample. The objective of this model is to overcome difficulties experienced when trying to evaluate some uncertainty components which cannot be experimentally determined and more specifically, the one linked to the geometry of the metrology loop. The model is based on object-oriented programming and developed under Matlab. It integrates one hundred parameters that allow the control of the geometry of the metrology loop without using analytical formulae. The created objects, mainly the reference and the mobile prism and their mirrors, the interferometers and their laser beams, can be moved and deformed freely to take into account several error sources. The Monte Carlo method is then used to determine the positioning uncertainty of the instrument by randomly drawing the parameters according to their associated tolerances and their probability density functions (PDFs). The whole process follows Supplement 2 to ‘The Guide to the Expression of the Uncertainty in Measurement’ (GUM). Some advanced statistical tools like Morris design and Sobol indices are also used to provide a sensitivity analysis by identifying the most influential parameters and quantifying their contribution to the XYZ positioning uncertainty. The approach validated in the paper shows that the actual positioning uncertainty is about 6 nm. As the final objective is to reach 1 nm, we engage in a discussion to estimate the most effective way to reduce the uncertainty.

Improved L-BFGS diagonal preconditioners for a large-scale 4D-Var inversion system: application to CO2 flux constraints and analysis error calculation

NASA Astrophysics Data System (ADS)

Bousserez, Nicolas; Henze, Daven; Bowman, Kevin; Liu, Junjie; Jones, Dylan; Keller, Martin; Deng, Feng

2013-04-01

This work presents improved analysis error estimates for 4D-Var systems. From operational NWP models to top-down constraints on trace gas emissions, many of today's data assimilation and inversion systems in atmospheric science rely on variational approaches. This success is due to both the mathematical clarity of these formulations and the availability of computationally efficient minimization algorithms. However, unlike Kalman Filter-based algorithms, these methods do not provide an estimate of the analysis or forecast error covariance matrices, these error statistics being propagated only implicitly by the system. From both a practical (cycling assimilation) and scientific perspective, assessing uncertainties in the solution of the variational problem is critical. For large-scale linear systems, deterministic or randomization approaches can be considered based on the equivalence between the inverse Hessian of the cost function and the covariance matrix of analysis error. For perfectly quadratic systems, like incremental 4D-Var, Lanczos/Conjugate-Gradient algorithms have proven to be most efficient in generating low-rank approximations of the Hessian matrix during the minimization. For weakly non-linear systems though, the Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS), a quasi-Newton descent algorithm, is usually considered the best method for the minimization. Suitable for large-scale optimization, this method allows one to generate an approximation to the inverse Hessian using the latest m vector/gradient pairs generated during the minimization, m depending upon the available core memory. At each iteration, an initial low-rank approximation to the inverse Hessian has to be provided, which is called preconditioning. The ability of the preconditioner to retain useful information from previous iterations largely determines the efficiency of the algorithm. Here we assess the performance of different preconditioners to estimate the inverse Hessian of a large-scale 4D-Var system. The impact of using the diagonal preconditioners proposed by Gilbert and Le Maréchal (1989) instead of the usual Oren-Spedicato scalar will be first presented. We will also introduce new hybrid methods that combine randomization estimates of the analysis error variance with L-BFGS diagonal updates to improve the inverse Hessian approximation. Results from these new algorithms will be evaluated against standard large ensemble Monte-Carlo simulations. The methods explored here are applied to the problem of inferring global atmospheric CO2 fluxes using remote sensing observations, and are intended to be integrated with the future NASA Carbon Monitoring System.

Estimating statistical uncertainty of Monte Carlo efficiency-gain in the context of a correlated sampling Monte Carlo code for brachytherapy treatment planning with non-normal dose distribution.

PubMed

Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr

2012-01-01

Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.

SABRINA - an interactive geometry modeler for MCNP

DOE Office of Scientific and Technical Information (OSTI.GOV)

West, J.T.; Murphy, J.

One of the most difficult tasks when analyzing a complex three-dimensional system with Monte Carlo is geometry model development. SABRINA attempts to make the modeling process more user-friendly and less of an obstacle. It accepts both combinatorial solid bodies and MCNP surfaces and produces MCNP cells. The model development process in SABRINA is highly interactive and gives the user immediate feedback on errors. Users can view their geometry from arbitrary perspectives while the model is under development and interactively find and correct modeling errors. An example of a SABRINA display is shown. It represents a complex three-dimensional shape.

Sliding mode control for Mars entry based on extended state observer

NASA Astrophysics Data System (ADS)

Lu, Kunfeng; Xia, Yuanqing; Shen, Ganghui; Yu, Chunmei; Zhou, Liuyu; Zhang, Lijun

2017-11-01

This paper addresses high-precision Mars entry guidance and control approach via sliding mode control (SMC) and Extended State Observer (ESO). First, differential flatness (DF) approach is applied to the dynamic equations of the entry vehicle to represent the state variables more conveniently. Then, the presented SMC law can guarantee the property of finite-time convergence of tracking error, which requires no information on high uncertainties that are estimated by ESO, and the rigorous proof of tracking error convergence is given. Finally, Monte Carlo simulation results are presented to demonstrate the effectiveness of the suggested approach.

Bayesian Group Bridge for Bi-level Variable Selection.

PubMed

Mallick, Himel; Yi, Nengjun

2017-06-01

A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being mechanistically related or statistically correlated. As an alternative to frequentist group variable selection methods, BAGB incorporates structural information among predictors through a group-wise shrinkage prior. Posterior computation proceeds via an efficient MCMC algorithm. In addition to the usual ease-of-interpretation of hierarchical linear models, the Bayesian formulation produces valid standard errors, a feature that is notably absent in the frequentist framework. Empirical evidence of the attractiveness of the method is illustrated by extensive Monte Carlo simulations and real data analysis. Finally, several extensions of this new approach are presented, providing a unified framework for bi-level variable selection in general models with flexible penalties.

Techniques for detecting effects of urban and rural land-use practices on stream-water chemistry in selected watersheds in Texas, Minnesota,and Illinois

USGS Publications Warehouse

Walker, J.F.

1993-01-01

Selected statistical techniques were applied to three urban watersheds in Texas and Minnesota and three rural watersheds in Illinois. For the urban watersheds, single- and paired-site data-collection strategies were considered. The paired-site strategy was much more effective than the singlesite strategy for detecting changes. Analysis of storm load regression residuals demonstrated the potential utility of regressions for variability reduction. For the rural watersheds, none of the selected techniques were effective at identifying changes, primarily due to a small degree of management-practice implementation, potential errors introduced through the estimation of storm load, and small sample sizes. A Monte Carlo sensitivity analysis was used to determine the percent change in water chemistry that could be detected for each watershed. In most instances, the use of regressions improved the ability to detect changes.

Research on the effects of geometrical and material uncertainties on the band gap of the undulated beam

NASA Astrophysics Data System (ADS)

Li, Yi; Xu, Yanlong

2017-09-01

Considering uncertain geometrical and material parameters, the lower and upper bounds of the band gap of an undulated beam with periodically arched shape are studied by the Monte Carlo Simulation (MCS) and interval analysis based on the Taylor series. Given the random variations of the overall uncertain variables, scatter plots from the MCS are used to analyze the qualitative sensitivities of the band gap respect to these uncertainties. We find that the influence of uncertainty of the geometrical parameter on the band gap of the undulated beam is stronger than that of the material parameter. And this conclusion is also proved by the interval analysis based on the Taylor series. Our methodology can give a strategy to reduce the errors between the design and practical values of the band gaps by improving the accuracy of the specially selected uncertain design variables of the periodical structures.

An empirical analysis of the quantitative effect of data when fitting quadratic and cubic polynomials

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1974-01-01

A study is made of the extent to which the size of the sample affects the accuracy of a quadratic or a cubic polynomial approximation of an experimentally observed quantity, and the trend with regard to improvement in the accuracy of the approximation as a function of sample size is established. The task is made possible through a simulated analysis carried out by the Monte Carlo method in which data are simulated by using several transcendental or algebraic functions as models. Contaminated data of varying amounts are fitted to either quadratic or cubic polynomials, and the behavior of the mean-squared error of the residual variance is determined as a function of sample size. Results indicate that the effect of the size of the sample is significant only for relatively small sizes and diminishes drastically for moderate and large amounts of experimental data.

A general framework for the regression analysis of pooled biomarker assessments.

PubMed

Liu, Yan; McMahan, Christopher; Gallagher, Colin

2017-07-10

As a cost-efficient data collection mechanism, the process of assaying pooled biospecimens is becoming increasingly common in epidemiological research; for example, pooling has been proposed for the purpose of evaluating the diagnostic efficacy of biological markers (biomarkers). To this end, several authors have proposed techniques that allow for the analysis of continuous pooled biomarker assessments. Regretfully, most of these techniques proceed under restrictive assumptions, are unable to account for the effects of measurement error, and fail to control for confounding variables. These limitations are understandably attributable to the complex structure that is inherent to measurements taken on pooled specimens. Consequently, in order to provide practitioners with the tools necessary to accurately and efficiently analyze pooled biomarker assessments, herein, a general Monte Carlo maximum likelihood-based procedure is presented. The proposed approach allows for the regression analysis of pooled data under practically all parametric models and can be used to directly account for the effects of measurement error. Through simulation, it is shown that the proposed approach can accurately and efficiently estimate all unknown parameters and is more computational efficient than existing techniques. This new methodology is further illustrated using monocyte chemotactic protein-1 data collected by the Collaborative Perinatal Project in an effort to assess the relationship between this chemokine and the risk of miscarriage. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Fast scattering simulation tool for multi-energy x-ray imaging

NASA Astrophysics Data System (ADS)

Sossin, A.; Tabary, J.; Rebuffel, V.; Létang, J. M.; Freud, N.; Verger, L.

2015-12-01

A combination of Monte Carlo (MC) and deterministic approaches was employed as a means of creating a simulation tool capable of providing energy resolved x-ray primary and scatter images within a reasonable time interval. Libraries of Sindbad, a previously developed x-ray simulation software, were used in the development. The scatter simulation capabilities of the tool were validated through simulation with the aid of GATE and through experimentation by using a spectrometric CdTe detector. A simple cylindrical phantom with cavities and an aluminum insert was used. Cross-validation with GATE showed good agreement with a global spatial error of 1.5% and a maximum scatter spectrum error of around 6%. Experimental validation also supported the accuracy of the simulations obtained from the developed software with a global spatial error of 1.8% and a maximum error of around 8.5% in the scatter spectra.

Two-Dimensional Micro-/Nanoradian Angle Generator with High Resolution and Repeatability Based on Piezo-Driven Double-Axis Flexure Hinge and Three Capacitive Sensors.

PubMed

Tan, Xinran; Zhu, Fan; Wang, Chao; Yu, Yang; Shi, Jian; Qi, Xue; Yuan, Feng; Tan, Jiubin

2017-11-19

This study presents a two-dimensional micro-/nanoradian angle generator (2D-MNAG) that achieves high angular displacement resolution and repeatability using a piezo-driven flexure hinge for two-dimensional deflections and three capacitive sensors for output angle monitoring and feedback control. The principal error of the capacitive sensor for precision microangle measurement is analyzed and compensated for; so as to achieve a high angle output resolution of 10 nrad (0.002 arcsec) and positioning repeatability of 120 nrad (0.024 arcsec) over a large angular range of ±4363 μrad (±900 arcsec) for the 2D-MNAG. The impact of each error component, together with the synthetic error of the 2D-MNAG after principal error compensation are determined using Monte Carlo simulation for further improvement of the 2D-MNAG.

Two-Dimensional Micro-/Nanoradian Angle Generator with High Resolution and Repeatability Based on Piezo-Driven Double-Axis Flexure Hinge and Three Capacitive Sensors

PubMed Central

Tan, Xinran; Zhu, Fan; Wang, Chao; Yu, Yang; Shi, Jian; Qi, Xue; Yuan, Feng; Tan, Jiubin

2017-01-01

This study presents a two-dimensional micro-/nanoradian angle generator (2D-MNAG) that achieves high angular displacement resolution and repeatability using a piezo-driven flexure hinge for two-dimensional deflections and three capacitive sensors for output angle monitoring and feedback control. The principal error of the capacitive sensor for precision microangle measurement is analyzed and compensated for; so as to achieve a high angle output resolution of 10 nrad (0.002 arcsec) and positioning repeatability of 120 nrad (0.024 arcsec) over a large angular range of ±4363 μrad (±900 arcsec) for the 2D-MNAG. The impact of each error component, together with the synthetic error of the 2D-MNAG after principal error compensation are determined using Monte Carlo simulation for further improvement of the 2D-MNAG. PMID:29156595

Dynamic performance of an aero-assist spacecraft - AFE

NASA Technical Reports Server (NTRS)

Chang, Ho-Pen; French, Raymond A.

1992-01-01

Dynamic performance of the Aero-assist Flight Experiment (AFE) spacecraft was investigated using a high-fidelity 6-DOF simulation model. Baseline guidance logic, control logic, and a strapdown navigation system to be used on the AFE spacecraft are also modeled in the 6-DOF simulation. During the AFE mission, uncertainties in the environment and the spacecraft are described by an error space which includes both correlated and uncorrelated error sources. The principal error sources modeled in this study include navigation errors, initial state vector errors, atmospheric variations, aerodynamic uncertainties, center-of-gravity off-sets, and weight uncertainties. The impact of the perturbations on the spacecraft performance is investigated using Monte Carlo repetitive statistical techniques. During the Solid Rocket Motor (SRM) deorbit phase, a target flight path angle of -4.76 deg at entry interface (EI) offers very high probability of avoiding SRM casing skip-out from the atmosphere. Generally speaking, the baseline designs of the guidance, navigation, and control systems satisfy most of the science and mission requirements.

Analysis of an all-digital maximum likelihood carrier phase and clock timing synchronizer for eight phase-shift keying modulation

NASA Astrophysics Data System (ADS)

Degaudenzi, Riccardo; Vanghi, Vieri

1994-02-01

In all-digital Trellis-Coded 8PSK (TC-8PSK) demodulator well suited for VLSI implementation, including maximum likelihood estimation decision-directed (MLE-DD) carrier phase and clock timing recovery, is introduced and analyzed. By simply removing the trellis decoder the demodulator can efficiently cope with uncoded 8PSK signals. The proposed MLE-DD synchronization algorithm requires one sample for the phase and two samples per symbol for the timing loop. The joint phase and timing discriminator characteristics are analytically derived and numerical results checked by means of computer simulations. An approximated expression for steady-state carrier phase and clock timing mean square error has been derived and successfully checked with simulation findings. Synchronizer deviation from the Cramer Rao bound is also discussed. Mean acquisition time for the digital synchronizer has also been computed and checked, using the Monte Carlo simulation technique. Finally, TC-8PSK digital demodulator performance in terms of bit error rate and mean time to lose lock, including digital interpolators and synchronization loops, is presented.

A new multistage groundwater transport inverse method: presentation, evaluation, and implications

USGS Publications Warehouse

Anderman, Evan R.; Hill, Mary C.

1999-01-01

More computationally efficient methods of using concentration data are needed to estimate groundwater flow and transport parameters. This work introduces and evaluates a three‐stage nonlinear‐regression‐based iterative procedure in which trial advective‐front locations link decoupled flow and transport models. Method accuracy and efficiency are evaluated by comparing results to those obtained when flow‐ and transport‐model parameters are estimated simultaneously. The new method is evaluated as conclusively as possible by using a simple test case that includes distinct flow and transport parameters, but does not include any approximations that are problem dependent. The test case is analytical; the only flow parameter is a constant velocity, and the transport parameters are longitudinal and transverse dispersivity. Any difficulties detected using the new method in this ideal situation are likely to be exacerbated in practical problems. Monte‐Carlo analysis of observation error ensures that no specific error realization obscures the results. Results indicate that, while this, and probably other, multistage methods do not always produce optimal parameter estimates, the computational advantage may make them useful in some circumstances, perhaps as a precursor to using a simultaneous method.

Development of an ultra high performance liquid chromatography method for determining triamcinolone acetonide in hydrogels using the design of experiments/design space strategy in combination with process capability index.

PubMed

Oliva, Alexis; Monzón, Cecilia; Santoveña, Ana; Fariña, José B; Llabrés, Matías

2016-07-01

An ultra high performance liquid chromatography method was developed and validated for the quantitation of triamcinolone acetonide in an injectable ophthalmic hydrogel to determine the contribution of analytical method error in the content uniformity measurement. During the development phase, the design of experiments/design space strategy was used. For this, the free R-program was used as a commercial software alternative, a fast efficient tool for data analysis. The process capability index was used to find the permitted level of variation for each factor and to define the design space. All these aspects were analyzed and discussed under different experimental conditions by the Monte Carlo simulation method. Second, a pre-study validation procedure was performed in accordance with the International Conference on Harmonization guidelines. The validated method was applied for the determination of uniformity of dosage units and the reasons for variability (inhomogeneity and the analytical method error) were analyzed based on the overall uncertainty. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Meta-regression approximations to reduce publication selection bias.

PubMed

Stanley, T D; Doucouliagos, Hristos

2014-03-01

Publication selection bias is a serious challenge to the integrity of all empirical sciences. We derive meta-regression approximations to reduce this bias. Our approach employs Taylor polynomial approximations to the conditional mean of a truncated distribution. A quadratic approximation without a linear term, precision-effect estimate with standard error (PEESE), is shown to have the smallest bias and mean squared error in most cases and to outperform conventional meta-analysis estimators, often by a great deal. Monte Carlo simulations also demonstrate how a new hybrid estimator that conditionally combines PEESE and the Egger regression intercept can provide a practical solution to publication selection bias. PEESE is easily expanded to accommodate systematic heterogeneity along with complex and differential publication selection bias that is related to moderator variables. By providing an intuitive reason for these approximations, we can also explain why the Egger regression works so well and when it does not. These meta-regression methods are applied to several policy-relevant areas of research including antidepressant effectiveness, the value of a statistical life, the minimum wage, and nicotine replacement therapy. Copyright © 2013 John Wiley & Sons, Ltd.

Comparison of bootstrap approaches for estimation of uncertainties of DTI parameters.

PubMed

Chung, SungWon; Lu, Ying; Henry, Roland G

2006-11-01

Bootstrap is an empirical non-parametric statistical technique based on data resampling that has been used to quantify uncertainties of diffusion tensor MRI (DTI) parameters, useful in tractography and in assessing DTI methods. The current bootstrap method (repetition bootstrap) used for DTI analysis performs resampling within the data sharing common diffusion gradients, requiring multiple acquisitions for each diffusion gradient. Recently, wild bootstrap was proposed that can be applied without multiple acquisitions. In this paper, two new approaches are introduced called residual bootstrap and repetition bootknife. We show that repetition bootknife corrects for the large bias present in the repetition bootstrap method and, therefore, better estimates the standard errors. Like wild bootstrap, residual bootstrap is applicable to single acquisition scheme, and both are based on regression residuals (called model-based resampling). Residual bootstrap is based on the assumption that non-constant variance of measured diffusion-attenuated signals can be modeled, which is actually the assumption behind the widely used weighted least squares solution of diffusion tensor. The performances of these bootstrap approaches were compared in terms of bias, variance, and overall error of bootstrap-estimated standard error by Monte Carlo simulation. We demonstrate that residual bootstrap has smaller biases and overall errors, which enables estimation of uncertainties with higher accuracy. Understanding the properties of these bootstrap procedures will help us to choose the optimal approach for estimating uncertainties that can benefit hypothesis testing based on DTI parameters, probabilistic fiber tracking, and optimizing DTI methods.

Full Configuration Interaction Quantum Monte Carlo and Diffusion Monte Carlo: A Comparative Study of the 3D Homogeneous Electron Gas

NASA Astrophysics Data System (ADS)

Shepherd, James J.; López Ríos, Pablo; Needs, Richard J.; Drummond, Neil D.; Mohr, Jennifer A.-F.; Booth, George H.; Grüneis, Andreas; Kresse, Georg; Alavi, Ali

2013-03-01

Full configuration interaction quantum Monte Carlo1 (FCIQMC) and its initiator adaptation2 allow for exact solutions to the Schrödinger equation to be obtained within a finite-basis wavefunction ansatz. In this talk, we explore an application of FCIQMC to the homogeneous electron gas (HEG). In particular we use these exact finite-basis energies to compare with approximate quantum chemical calculations from the VASP code3. After removing the basis set incompleteness error by extrapolation4,5, we compare our energies with state-of-the-art diffusion Monte Carlo calculations from the CASINO package6. Using a combined approach of the two quantum Monte Carlo methods, we present the highest-accuracy thermodynamic (infinite-particle) limit energies for the HEG achieved to date. 1 G. H. Booth, A. Thom, and A. Alavi, J. Chem. Phys. 131, 054106 (2009). 2 D. Cleland, G. H. Booth, and A. Alavi, J. Chem. Phys. 132, 041103 (2010). 3 www.vasp.at (2012). 4 J. J. Shepherd, A. Grüneis, G. H. Booth, G. Kresse, and A. Alavi, Phys. Rev. B. 86, 035111 (2012). 5 J. J. Shepherd, G. H. Booth, and A. Alavi, J. Chem. Phys. 136, 244101 (2012). 6 R. Needs, M. Towler, N. Drummond, and P. L. Ríos, J. Phys.: Condensed Matter 22, 023201 (2010).

How Monte Carlo heuristics aid to identify the physical processes of drug release kinetics.

PubMed

Lecca, Paola

2018-01-01

We implement a Monte Carlo heuristic algorithm to model drug release from a solid dosage form. We show that with Monte Carlo simulations it is possible to identify and explain the causes of the unsatisfactory predictive power of current drug release models. It is well known that the power-law, the exponential models, as well as those derived from or inspired by them accurately reproduce only the first 60% of the release curve of a drug from a dosage form. In this study, by using Monte Carlo simulation approaches, we show that these models fit quite accurately almost the entire release profile when the release kinetics is not governed by the coexistence of different physico-chemical mechanisms. We show that the accuracy of the traditional models are comparable with those of Monte Carlo heuristics when these heuristics approximate and oversimply the phenomenology of drug release. This observation suggests to develop and use novel Monte Carlo simulation heuristics able to describe the complexity of the release kinetics, and consequently to generate data more similar to those observed in real experiments. Implementing Monte Carlo simulation heuristics of the drug release phenomenology may be much straightforward and efficient than hypothesizing and implementing from scratch complex mathematical models of the physical processes involved in drug release. Identifying and understanding through simulation heuristics what processes of this phenomenology reproduce the observed data and then formalize them in mathematics may allow avoiding time-consuming, trial-error based regression procedures. Three bullet points, highlighting the customization of the procedure. •An efficient heuristics based on Monte Carlo methods for simulating drug release from solid dosage form encodes is presented. It specifies the model of the physical process in a simple but accurate way in the formula of the Monte Carlo Micro Step (MCS) time interval.•Given the experimentally observed curve of drug release, we point out how Monte Carlo heuristics can be integrated in an evolutionary algorithmic approach to infer the mode of MCS best fitting the observed data, and thus the observed release kinetics.•The software implementing the method is written in R language, the free most used language in the bioinformaticians community.

Monte Carlo Simulation for Perusal and Practice.

ERIC Educational Resources Information Center

Brooks, Gordon P.; Barcikowski, Robert S.; Robey, Randall R.

The meaningful investigation of many problems in statistics can be solved through Monte Carlo methods. Monte Carlo studies can help solve problems that are mathematically intractable through the analysis of random samples from populations whose characteristics are known to the researcher. Using Monte Carlo simulation, the values of a statistic are…

Statistical Analysis of the Uncertainty in Pre-Flight Aerodynamic Database of a Hypersonic Vehicle

NASA Astrophysics Data System (ADS)

Huh, Lynn

The objective of the present research was to develop a new method to derive the aerodynamic coefficients and the associated uncertainties for flight vehicles via post- flight inertial navigation analysis using data from the inertial measurement unit. Statistical estimates of vehicle state and aerodynamic coefficients are derived using Monte Carlo simulation. Trajectory reconstruction using the inertial navigation system (INS) is a simple and well used method. However, deriving realistic uncertainties in the reconstructed state and any associated parameters is not so straight forward. Extended Kalman filters, batch minimum variance estimation and other approaches have been used. However, these methods generally depend on assumed physical models, assumed statistical distributions (usually Gaussian) or have convergence issues for non-linear problems. The approach here assumes no physical models, is applicable to any statistical distribution, and does not have any convergence issues. The new approach obtains the statistics directly from a sufficient number of Monte Carlo samples using only the generally well known gyro and accelerometer specifications and could be applied to the systems of non-linear form and non-Gaussian distribution. When redundant data are available, the set of Monte Carlo simulations are constrained to satisfy the redundant data within the uncertainties specified for the additional data. The proposed method was applied to validate the uncertainty in the pre-flight aerodynamic database of the X-43A Hyper-X research vehicle. In addition to gyro and acceleration data, the actual flight data include redundant measurements of position and velocity from the global positioning system (GPS). The criteria derived from the blend of the GPS and INS accuracy was used to select valid trajectories for statistical analysis. The aerodynamic coefficients were derived from the selected trajectories by either direct extraction method based on the equations in dynamics, or by the inquiry of the pre-flight aerodynamic database. After the application of the proposed method to the case of the X-43A Hyper-X research vehicle, it was found that 1) there were consistent differences in the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis, 2) the pre-flight estimation of the pitching moment coefficients was significantly different from the post-flight analysis, 3) the type of distribution of the states from the Monte Carlo simulation were affected by that of the perturbation parameters, 4) the uncertainties in the pre-flight model were overestimated, 5) the range where the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis are in closest agreement is between Mach *.* and *.* and more data points may be needed between Mach * and ** in the pre-flight aerodynamic database, 6) selection criterion for valid trajectories from the Monte Carlo simulations was mostly driven by the horizontal velocity error, 7) the selection criterion must be based on reasonable model to ensure the validity of the statistics from the proposed method, and 8) the results from the proposed method applied to the two different flights with the identical geometry and similar flight profile were consistent.

A Procedure for Testing the Difference between Effect Sizes.

ERIC Educational Resources Information Center

Lambert, Richard G.; Flowers, Claudia

A special case of the homogeneity of effect size test, as applied to pairwise comparisons of standardized mean differences, was evaluated. Procedures for comparing pairs of pretest to posttest effect sizes, as well as pairs of treatment versus control group effect sizes, were examined. Monte Carlo simulation was used to generate Type I error rates…

An Investigation of the Raudenbush (1988) Test for Studying Variance Heterogeneity.

ERIC Educational Resources Information Center

Harwell, Michael

1997-01-01

The meta-analytic method proposed by S. W. Raudenbush (1988) for studying variance heterogeneity was studied. Results of a Monte Carlo study indicate that the Type I error rate of the test is sensitive to even modestly platykurtic score distributions and to the ratio of study sample size to the number of studies. (SLD)

The Consequences of Ignoring Item Parameter Drift in Longitudinal Item Response Models

ERIC Educational Resources Information Center

Lee, Wooyeol; Cho, Sun-Joo

2017-01-01

Utilizing a longitudinal item response model, this study investigated the effect of item parameter drift (IPD) on item parameters and person scores via a Monte Carlo study. Item parameter recovery was investigated for various IPD patterns in terms of bias and root mean-square error (RMSE), and percentage of time the 95% confidence interval covered…

Assessment of Person Fit Using Resampling-Based Approaches

ERIC Educational Resources Information Center

Sinharay, Sandip

2016-01-01

De la Torre and Deng suggested a resampling-based approach for person-fit assessment (PFA). The approach involves the use of the [math equation unavailable] statistic, a corrected expected a posteriori estimate of the examinee ability, and the Monte Carlo (MC) resampling method. The Type I error rate of the approach was closer to the nominal level…

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo.

PubMed

Overy, Catherine; Booth, George H; Blunt, N S; Shepherd, James J; Cleland, Deidre; Alavi, Ali

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamic itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.

On recontamination and directional-bias problems in Monte Carlo simulation of PDF turbulence models. [probability density function

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1992-01-01

Turbulent combustion can not be simulated adequately by conventional moment closure turbulent models. The probability density function (PDF) method offers an attractive alternative: in a PDF model, the chemical source terms are closed and do not require additional models. Because the number of computational operations grows only linearly in the Monte Carlo scheme, it is chosen over finite differencing schemes. A grid dependent Monte Carlo scheme following J.Y. Chen and W. Kollmann has been studied in the present work. It was found that in order to conserve the mass fractions absolutely, one needs to add further restrictions to the scheme, namely alpha(sub j) + gamma(sub j) = alpha(sub j - 1) + gamma(sub j + 1). A new algorithm was devised that satisfied this restriction in the case of pure diffusion or uniform flow problems. Using examples, it is shown that absolute conservation can be achieved. Although for non-uniform flows absolute conservation seems impossible, the present scheme has reduced the error considerably.

High-Fidelity Coupled Monte-Carlo/Thermal-Hydraulics Calculations

NASA Astrophysics Data System (ADS)

Ivanov, Aleksandar; Sanchez, Victor; Ivanov, Kostadin

2014-06-01

Monte Carlo methods have been used as reference reactor physics calculation tools worldwide. The advance in computer technology allows the calculation of detailed flux distributions in both space and energy. In most of the cases however, those calculations are done under the assumption of homogeneous material density and temperature distributions. The aim of this work is to develop a consistent methodology for providing realistic three-dimensional thermal-hydraulic distributions by coupling the in-house developed sub-channel code SUBCHANFLOW with the standard Monte-Carlo transport code MCNP. In addition to the innovative technique of on-the fly material definition, a flux-based weight-window technique has been introduced to improve both the magnitude and the distribution of the relative errors. Finally, a coupled code system for the simulation of steady-state reactor physics problems has been developed. Besides the problem of effective feedback data interchange between the codes, the treatment of temperature dependence of the continuous energy nuclear data has been investigated.

Solutions of the two-dimensional Hubbard model: Benchmarks and results from a wide range of numerical algorithms

DOE PAGES

LeBlanc, J. P. F.; Antipov, Andrey E.; Becca, Federico; ...

2015-12-14

Numerical results for ground-state and excited-state properties (energies, double occupancies, and Matsubara-axis self-energies) of the single-orbital Hubbard model on a two-dimensional square lattice are presented, in order to provide an assessment of our ability to compute accurate results in the thermodynamic limit. Many methods are employed, including auxiliary-field quantum Monte Carlo, bare and bold-line diagrammatic Monte Carlo, method of dual fermions, density matrix embedding theory, density matrix renormalization group, dynamical cluster approximation, diffusion Monte Carlo within a fixed-node approximation, unrestricted coupled cluster theory, and multireference projected Hartree-Fock methods. Comparison of results obtained by different methods allows for the identification ofmore » uncertainties and systematic errors. The importance of extrapolation to converged thermodynamic-limit values is emphasized. Furthermore, cases where agreement between different methods is obtained establish benchmark results that may be useful in the validation of new approaches and the improvement of existing methods.« less

A users' manual for MCPRAM (Monte Carlo PReprocessor for AMEER) and for the fuze options in AMEER (Aero Mechanical Equation Evaluation Routines)

DOE Office of Scientific and Technical Information (OSTI.GOV)

LaFarge, R.A.

1990-05-01

MCPRAM (Monte Carlo PReprocessor for AMEER), a computer program that uses Monte Carlo techniques to create an input file for the AMEER trajectory code, has been developed for the Sandia National Laboratories VAX and Cray computers. Users can select the number of trajectories to compute, which AMEER variables to investigate, and the type of probability distribution for each variable. Any legal AMEER input variable can be investigated anywhere in the input run stream with either a normal, uniform, or Rayleigh distribution. Users also have the option to use covariance matrices for the investigation of certain correlated variables such as boostermore » pre-reentry errors and wind, axial force, and atmospheric models. In conjunction with MCPRAM, AMEER was modified to include the variables introduced by the covariance matrices and to include provisions for six types of fuze models. The new fuze models and the new AMEER variables are described in this report.« less

Unbiased reduced density matrices and electronic properties from full configuration interaction quantum Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Overy, Catherine; Blunt, N. S.; Shepherd, James J.

2014-12-28

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties of electronic systems. Here, we investigate an approach for the sampling of unbiased reduced density matrices within the full configuration interaction quantum Monte Carlo dynamic, which requires only small computational overheads. This is achieved via an independent replica population of walkers in the dynamic, sampled alongside the original population. The resulting reduced density matrices are free from systematic error (beyond those present via constraints on the dynamicmore » itself) and can be used to compute a variety of expectation values and properties, with rapid convergence to an exact limit. A quasi-variational energy estimate derived from these density matrices is proposed as an accurate alternative to the projected estimator for multiconfigurational wavefunctions, while its variational property could potentially lend itself to accurate extrapolation approaches in larger systems.« less

Optical dosimetry probes to validate Monte Carlo and empirical-method-based NIR dose planning in the brain.

PubMed

Verleker, Akshay Prabhu; Shaffer, Michael; Fang, Qianqian; Choi, Mi-Ran; Clare, Susan; Stantz, Keith M

2016-12-01

A three-dimensional photon dosimetry in tissues is critical in designing optical therapeutic protocols to trigger light-activated drug release. The objective of this study is to investigate the feasibility of a Monte Carlo-based optical therapy planning software by developing dosimetry tools to characterize and cross-validate the local photon fluence in brain tissue, as part of a long-term strategy to quantify the effects of photoactivated drug release in brain tumors. An existing GPU-based 3D Monte Carlo (MC) code was modified to simulate near-infrared photon transport with differing laser beam profiles within phantoms of skull bone (B), white matter (WM), and gray matter (GM). A novel titanium-based optical dosimetry probe with isotropic acceptance was used to validate the local photon fluence, and an empirical model of photon transport was developed to significantly decrease execution time for clinical application. Comparisons between the MC and the dosimetry probe measurements were on an average 11.27%, 13.25%, and 11.81% along the illumination beam axis, and 9.4%, 12.06%, 8.91% perpendicular to the beam axis for WM, GM, and B phantoms, respectively. For a heterogeneous head phantom, the measured % errors were 17.71% and 18.04% along and perpendicular to beam axis. The empirical algorithm was validated by probe measurements and matched the MC results (R²0.99), with average % error of 10.1%, 45.2%, and 22.1% relative to probe measurements, and 22.6%, 35.8%, and 21.9% relative to the MC, for WM, GM, and B phantoms, respectively. The simulation time for the empirical model was 6 s versus 8 h for the GPU-based Monte Carlo for a head phantom simulation. These tools provide the capability to develop and optimize treatment plans for optimal release of pharmaceuticals in the treatment of cancer. Future work will test and validate these novel delivery and release mechanisms in vivo.

Monte Carlo methods and their analysis for Coulomb collisions in multicomponent plasmas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bobylev, A.V., E-mail: alexander.bobylev@kau.se; Potapenko, I.F., E-mail: firena@yandex.ru

2013-08-01

Highlights: •A general approach to Monte Carlo methods for multicomponent plasmas is proposed. •We show numerical tests for the two-component (electrons and ions) case. •An optimal choice of parameters for speeding up the computations is discussed. •A rigorous estimate of the error of approximation is proved. -- Abstract: A general approach to Monte Carlo methods for Coulomb collisions is proposed. Its key idea is an approximation of Landau–Fokker–Planck equations by Boltzmann equations of quasi-Maxwellian kind. It means that the total collision frequency for the corresponding Boltzmann equation does not depend on the velocities. This allows to make the simulation processmore » very simple since the collision pairs can be chosen arbitrarily, without restriction. It is shown that this approach includes the well-known methods of Takizuka and Abe (1977) [12] and Nanbu (1997) as particular cases, and generalizes the approach of Bobylev and Nanbu (2000). The numerical scheme of this paper is simpler than the schemes by Takizuka and Abe [12] and by Nanbu. We derive it for the general case of multicomponent plasmas and show some numerical tests for the two-component (electrons and ions) case. An optimal choice of parameters for speeding up the computations is also discussed. It is also proved that the order of approximation is not worse than O(√(ε)), where ε is a parameter of approximation being equivalent to the time step Δt in earlier methods. A similar estimate is obtained for the methods of Takizuka and Abe and Nanbu.« less

Hybrid Monte Carlo-Diffusion Method For Light Propagation in Tissue With a Low-Scattering Region

NASA Astrophysics Data System (ADS)

Hayashi, Toshiyuki; Kashio, Yoshihiko; Okada, Eiji

2003-06-01

The heterogeneity of the tissues in a head, especially the low-scattering cerebrospinal fluid (CSF) layer surrounding the brain has previously been shown to strongly affect light propagation in the brain. The radiosity-diffusion method, in which the light propagation in the CSF layer is assumed to obey the radiosity theory, has been employed to predict the light propagation in head models. Although the CSF layer is assumed to be a nonscattering region in the radiosity-diffusion method, fine arachnoid trabeculae cause faint scattering in the CSF layer in real heads. A novel approach, the hybrid Monte Carlo-diffusion method, is proposed to calculate the head models, including the low-scattering region in which the light propagation does not obey neither the diffusion approximation nor the radiosity theory. The light propagation in the high-scattering region is calculated by means of the diffusion approximation solved by the finite-element method and that in the low-scattering region is predicted by the Monte Carlo method. The intensity and mean time of flight of the detected light for the head model with a low-scattering CSF layer calculated by the hybrid method agreed well with those by the Monte Carlo method, whereas the results calculated by means of the diffusion approximation included considerable error caused by the effect of the CSF layer. In the hybrid method, the time-consuming Monte Carlo calculation is employed only for the thin CSF layer, and hence, the computation time of the hybrid method is dramatically shorter than that of the Monte Carlo method.

Hybrid Monte Carlo-diffusion method for light propagation in tissue with a low-scattering region.

PubMed

Hayashi, Toshiyuki; Kashio, Yoshihiko; Okada, Eiji

2003-06-01

The heterogeneity of the tissues in a head, especially the low-scattering cerebrospinal fluid (CSF) layer surrounding the brain has previously been shown to strongly affect light propagation in the brain. The radiosity-diffusion method, in which the light propagation in the CSF layer is assumed to obey the radiosity theory, has been employed to predict the light propagation in head models. Although the CSF layer is assumed to be a nonscattering region in the radiosity-diffusion method, fine arachnoid trabeculae cause faint scattering in the CSF layer in real heads. A novel approach, the hybrid Monte Carlo-diffusion method, is proposed to calculate the head models, including the low-scattering region in which the light propagation does not obey neither the diffusion approximation nor the radiosity theory. The light propagation in the high-scattering region is calculated by means of the diffusion approximation solved by the finite-element method and that in the low-scattering region is predicted by the Monte Carlo method. The intensity and mean time of flight of the detected light for the head model with a low-scattering CSF layer calculated by the hybrid method agreed well with those by the Monte Carlo method, whereas the results calculated by means of the diffusion approximation included considerable error caused by the effect of the CSF layer. In the hybrid method, the time-consuming Monte Carlo calculation is employed only for the thin CSF layer, and hence, the computation time of the hybrid method is dramatically shorter than that of the Monte Carlo method.

Tool for Rapid Analysis of Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

Restrepo, Carolina; McCall, Kurt E.; Hurtado, John E.

2011-01-01

Designing a spacecraft, or any other complex engineering system, requires extensive simulation and analysis work. Oftentimes, the large amounts of simulation data generated are very di cult and time consuming to analyze, with the added risk of overlooking potentially critical problems in the design. The authors have developed a generic data analysis tool that can quickly sort through large data sets and point an analyst to the areas in the data set that cause specific types of failures. The Tool for Rapid Analysis of Monte Carlo simulations (TRAM) has been used in recent design and analysis work for the Orion vehicle, greatly decreasing the time it takes to evaluate performance requirements. A previous version of this tool was developed to automatically identify driving design variables in Monte Carlo data sets. This paper describes a new, parallel version, of TRAM implemented on a graphical processing unit, and presents analysis results for NASA's Orion Monte Carlo data to demonstrate its capabilities.

Assessing Mediational Models: Testing and Interval Estimation for Indirect Effects.

PubMed

Biesanz, Jeremy C; Falk, Carl F; Savalei, Victoria

2010-08-06

Theoretical models specifying indirect or mediated effects are common in the social sciences. An indirect effect exists when an independent variable's influence on the dependent variable is mediated through an intervening variable. Classic approaches to assessing such mediational hypotheses ( Baron & Kenny, 1986 ; Sobel, 1982 ) have in recent years been supplemented by computationally intensive methods such as bootstrapping, the distribution of the product methods, and hierarchical Bayesian Markov chain Monte Carlo (MCMC) methods. These different approaches for assessing mediation are illustrated using data from Dunn, Biesanz, Human, and Finn (2007). However, little is known about how these methods perform relative to each other, particularly in more challenging situations, such as with data that are incomplete and/or nonnormal. This article presents an extensive Monte Carlo simulation evaluating a host of approaches for assessing mediation. We examine Type I error rates, power, and coverage. We study normal and nonnormal data as well as complete and incomplete data. In addition, we adapt a method, recently proposed in statistical literature, that does not rely on confidence intervals (CIs) to test the null hypothesis of no indirect effect. The results suggest that the new inferential method-the partial posterior p value-slightly outperforms existing ones in terms of maintaining Type I error rates while maximizing power, especially with incomplete data. Among confidence interval approaches, the bias-corrected accelerated (BC a ) bootstrapping approach often has inflated Type I error rates and inconsistent coverage and is not recommended; In contrast, the bootstrapped percentile confidence interval and the hierarchical Bayesian MCMC method perform best overall, maintaining Type I error rates, exhibiting reasonable power, and producing stable and accurate coverage rates.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Q; Read, P

Purpose: Multiple error pathways can lead to delivery errors during the treatment course that cannot be caught with pre-treatment QA. While in vivo solutions are being developed for linacs, no such solution exists for tomotherapy. The purpose of this study is to develop a near real-time system for tomotherapy that can monitor the delivery and dose accumulation process during the treatment-delivery, which enable the user to assess the impact of delivery variations and/or errors and to interrupt the treatment if necessary. Methods: A program running on a tomotherapy planning station fetches the raw DAS data during treatment. Exit detector datamore » is extracted as well as output, gantry angle, and other machine parameters. For each sample, the MLC open-close state is determined. The delivered plan is compared with the original plan via a Monte Carlo dose engine which transports fluence deviations from a pre-treatment Monte Carlo run. A report containing the difference in fluence, dose and DVH statistics is created in html format. This process is repeated until the treatment is completed. Results: Since we only need to compute the dose for the difference in fluence for a few projections each time, dose with 2% statistical uncertainty can be computed in less than 1 second on a 4-core cpu. However, the current bottleneck in this near real-time system is the repeated fetching and processing the growing DAS data file throughout the delivery. The frame rate drops from 10Hz at the beginning of treatment to 5Hz after 3 minutes and to 2Hz after 10 minutes. Conclusion: A during-treatment delivery monitor system has been built to monitor tomotherapy treatments. The system improves patient safety by allowing operators to assess the delivery variations and errors during treatment delivery and adopt appropriate actions.« less

On the relationship between aerosol content and errors in telephotometer experiments.

NASA Technical Reports Server (NTRS)

Thomas, R. W. L.

1971-01-01

This paper presents an invariant imbedding theory of multiple scattering phenomena contributing to errors in telephotometer experiments. The theory indicates that there is a simple relationship between the magnitudes of the errors introduced by successive orders of scattering and it is shown that for all optical thicknesses each order can be represented by a coefficient which depends on the field of view of the telescope and the properties of the scattering medium. The verification of the theory and the derivation of the coefficients have been accomplished by a Monte Carlo program. Both monodisperse and polydisperse systems of Mie scatterers have been treated. The results demonstrate that for a given optical thickness the coefficients increase strongly with the mean particle size particularly for the smaller fields of view.

Performance of a proportion-based approach to meta-analytic moderator estimation: results from Monte Carlo simulations.

PubMed

Aguirre-Urreta, Miguel I; Ellis, Michael E; Sun, Wenying

2012-03-01

This research investigates the performance of a proportion-based approach to meta-analytic moderator estimation through a series of Monte Carlo simulations. This approach is most useful when the moderating potential of a categorical variable has not been recognized in primary research and thus heterogeneous groups have been pooled together as a single sample. Alternative scenarios representing different distributions of group proportions are examined along with varying numbers of studies, subjects per study, and correlation combinations. Our results suggest that the approach is largely unbiased in its estimation of the magnitude of between-group differences and performs well with regard to statistical power and type I error. In particular, the average percentage bias of the estimated correlation for the reference group is positive and largely negligible, in the 0.5-1.8% range; the average percentage bias of the difference between correlations is also minimal, in the -0.1-1.2% range. Further analysis also suggests both biases decrease as the magnitude of the underlying difference increases, as the number of subjects in each simulated primary study increases, and as the number of simulated studies in each meta-analysis increases. The bias was most evident when the number of subjects and the number of studies were the smallest (80 and 36, respectively). A sensitivity analysis that examines its performance in scenarios down to 12 studies and 40 primary subjects is also included. This research is the first that thoroughly examines the adequacy of the proportion-based approach. Copyright © 2012 John Wiley & Sons, Ltd. Copyright © 2012 John Wiley & Sons, Ltd.

Monte Carlo simulation: Its status and future

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murtha, J.A.

1997-04-01

Monte Carlo simulation is a statistics-based analysis tool that yields probability-vs.-value relationships for key parameters, including oil and gas reserves, capital exposure, and various economic yardsticks, such as net present value (NPV) and return on investment (ROI). Monte Carlo simulation is a part of risk analysis and is sometimes performed in conjunction with or as an alternative to decision [tree] analysis. The objectives are (1) to define Monte Carlo simulation in a more general context of risk and decision analysis; (2) to provide some specific applications, which can be interrelated; (3) to respond to some of the criticisms; (4) tomore » offer some cautions about abuses of the method and recommend how to avoid the pitfalls; and (5) to predict what the future has in store.« less

Wavefront error budget development for the Thirty Meter Telescope laser guide star adaptive optics system

NASA Astrophysics Data System (ADS)

Gilles, Luc; Wang, Lianqi; Ellerbroek, Brent

2008-07-01

This paper describes the modeling effort undertaken to derive the wavefront error (WFE) budget for the Narrow Field Infrared Adaptive Optics System (NFIRAOS), which is the facility, laser guide star (LGS), dual-conjugate adaptive optics (AO) system for the Thirty Meter Telescope (TMT). The budget describes the expected performance of NFIRAOS at zenith, and has been decomposed into (i) first-order turbulence compensation terms (120 nm on-axis), (ii) opto-mechanical implementation errors (84 nm), (iii) AO component errors and higher-order effects (74 nm) and (iv) tip/tilt (TT) wavefront errors at 50% sky coverage at the galactic pole (61 nm) with natural guide star (NGS) tip/tilt/focus/astigmatism (TTFA) sensing in J band. A contingency of about 66 nm now exists to meet the observatory requirement document (ORD) total on-axis wavefront error of 187 nm, mainly on account of reduced TT errors due to updated windshake modeling and a low read-noise NGS wavefront sensor (WFS) detector. A detailed breakdown of each of these top-level terms is presented, together with a discussion on its evaluation using a mix of high-order zonal and low-order modal Monte Carlo simulations.

Fixed-Node Diffusion Quantum Monte Carlo Method on Dissociation Energies and Their Trends for R-X Bonds (R = Me, Et, i-Pr, t-Bu).

PubMed

Hou, Aiqiang; Zhou, Xiaojun; Wang, Ting; Wang, Fan

2018-05-15

Achieving both bond dissociation energies (BDEs) and their trends for the R-X bonds with R = Me, Et, i-Pr, and t-Bu reliably is nontrivial. Density functional theory (DFT) methods with traditional exchange-correlation functionals usually have large error on both the BDEs and their trends. The M06-2X functional gives rise to reliable BDEs, but the relative BDEs are determined not as accurately. More demanding approaches such as some double-hybrid functionals, for example, G4 and CCSD(T), are generally required to achieve the BDEs and their trends reliably. The fixed-node diffusion quantum Monte Carlo method (FN-DMC) is employed to calculated BDEs of these R-X bonds with X = H, CH 3 , OCH 3 , OH, and F in this work. The single Slater-Jastrow wave function is adopted as trial wave function, and pseudopotentials (PPs) developed for quantum Monte Carlo calculations are chosen. Error of these PPs is modest in wave function methods, while it is more pronounced in DFT calculations. Our results show that accuracy of BDEs with FN-DMC is similar to that of M06-2X and G4, and trends in BDEs are calculated more reliably than M06-2X. Both BDEs and trends in BDEs of these bonds are reproduced reasonably with FN-DMC. FN-DMC using PPs can thus be applied to BDEs and their trends of similar chemical bonds in larger molecules reliably and provide valuable information on properties of these molecules.

Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models

NASA Astrophysics Data System (ADS)

Ardani, S.; Kaihatu, J. M.

2012-12-01

Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC

Phase Transition between Black and Blue Phosphorenes: A Quantum Monte Carlo Study

NASA Astrophysics Data System (ADS)

Li, Lesheng; Yao, Yi; Reeves, Kyle; Kanai, Yosuke

Phase transition of the more common black phosphorene to blue phosphorene is of great interest because they are predicted to exhibit unique electronic and optical properties. However, these two phases are predicted to be separated by a rather large energy barrier. In this work, we study the transition pathway between black and blue phosphorenes by using the variable cell nudge elastic band method combined with density functional theory calculation. We show how diffusion quantum Monte Carlo method can be used for determining the energetics of the phase transition and demonstrate the use of two approaches for removing finite-size errors. Finally, we predict how applied stress can be used to control the energetic balance between these two different phases of phosphorene.

Morse Monte Carlo Radiation Transport Code System

DOE Office of Scientific and Technical Information (OSTI.GOV)

Emmett, M.B.

1975-02-01

The report contains sections containing descriptions of the MORSE and PICTURE codes, input descriptions, sample problems, deviations of the physical equations and explanations of the various error messages. The MORSE code is a multipurpose neutron and gamma-ray transport Monte Carlo code. Time dependence for both shielding and criticality problems is provided. General three-dimensional geometry may be used with an albedo option available at any material surface. The PICTURE code provide aid in preparing correct input data for the combinatorial geometry package CG. It provides a printed view of arbitrary two-dimensional slices through the geometry. By inspecting these pictures one maymore » determine if the geometry specified by the input cards is indeed the desired geometry. 23 refs. (WRF)« less

Estimation of pressure-particle velocity impedance measurement uncertainty using the Monte Carlo method.

PubMed

Brandão, Eric; Flesch, Rodolfo C C; Lenzi, Arcanjo; Flesch, Carlos A

2011-07-01

The pressure-particle velocity (PU) impedance measurement technique is an experimental method used to measure the surface impedance and the absorption coefficient of acoustic samples in situ or under free-field conditions. In this paper, the measurement uncertainty of the the absorption coefficient determined using the PU technique is explored applying the Monte Carlo method. It is shown that because of the uncertainty, it is particularly difficult to measure samples with low absorption and that difficulties associated with the localization of the acoustic centers of the sound source and the PU sensor affect the quality of the measurement roughly to the same extent as the errors in the transfer function between pressure and particle velocity do. © 2011 Acoustical Society of America

Accounting for uncertainty in pedotransfer functions in vulnerability assessments of pesticide leaching to groundwater.

PubMed

Stenemo, Fredrik; Jarvis, Nicholas

2007-09-01

A simulation tool for site-specific vulnerability assessments of pesticide leaching to groundwater was developed, based on the pesticide fate and transport model MACRO, parameterized using pedotransfer functions and reasonable worst-case parameter values. The effects of uncertainty in the pedotransfer functions on simulation results were examined for 48 combinations of soils, pesticides and application timings, by sampling pedotransfer function regression errors and propagating them through the simulation model in a Monte Carlo analysis. An uncertainty factor, f(u), was derived, defined as the ratio between the concentration simulated with no errors, c(sim), and the 80th percentile concentration for the scenario. The pedotransfer function errors caused a large variation in simulation results, with f(u) ranging from 1.14 to 1440, with a median of 2.8. A non-linear relationship was found between f(u) and c(sim), which can be used to account for parameter uncertainty by correcting the simulated concentration, c(sim), to an estimated 80th percentile value. For fine-textured soils, the predictions were most sensitive to errors in the pedotransfer functions for two parameters regulating macropore flow (the saturated matrix hydraulic conductivity, K(b), and the effective diffusion pathlength, d) and two water retention function parameters (van Genuchten's N and alpha parameters). For coarse-textured soils, the model was also sensitive to errors in the exponent in the degradation water response function and the dispersivity, in addition to K(b), but showed little sensitivity to d. To reduce uncertainty in model predictions, improved pedotransfer functions for K(b), d, N and alpha would therefore be most useful. 2007 Society of Chemical Industry

Coarse-grained stochastic processes and kinetic Monte Carlo simulators for the diffusion of interacting particles

NASA Astrophysics Data System (ADS)

Katsoulakis, Markos A.; Vlachos, Dionisios G.

2003-11-01

We derive a hierarchy of successively coarse-grained stochastic processes and associated coarse-grained Monte Carlo (CGMC) algorithms directly from the microscopic processes as approximations in larger length scales for the case of diffusion of interacting particles on a lattice. This hierarchy of models spans length scales between microscopic and mesoscopic, satisfies a detailed balance, and gives self-consistent fluctuation mechanisms whose noise is asymptotically identical to the microscopic MC. Rigorous, detailed asymptotics justify and clarify these connections. Gradient continuous time microscopic MC and CGMC simulations are compared under far from equilibrium conditions to illustrate the validity of our theory and delineate the errors obtained by rigorous asymptotics. Information theory estimates are employed for the first time to provide rigorous error estimates between the solutions of microscopic MC and CGMC, describing the loss of information during the coarse-graining process. Simulations under periodic boundary conditions are used to verify the information theory error estimates. It is shown that coarse-graining in space leads also to coarse-graining in time by q2, where q is the level of coarse-graining, and overcomes in part the hydrodynamic slowdown. Operation counting and CGMC simulations demonstrate significant CPU savings in continuous time MC simulations that vary from q3 for short potentials to q4 for long potentials. Finally, connections of the new coarse-grained stochastic processes to stochastic mesoscopic and Cahn-Hilliard-Cook models are made.

Assessment of uncertainties in the lung activity measurement of low-energy photon emitters using Monte Carlo simulation of ICRP male thorax voxel phantom.

PubMed

Nadar, M Y; Akar, D K; Rao, D D; Kulkarni, M S; Pradeepkumar, K S

2015-12-01

Assessment of intake due to long-lived actinides by inhalation pathway is carried out by lung monitoring of the radiation workers inside totally shielded steel room using sensitive detection systems such as Phoswich and an array of HPGe detectors. In this paper, uncertainties in the lung activity estimation due to positional errors, chest wall thickness (CWT) and detector background variation are evaluated. First, calibration factors (CFs) of Phoswich and an array of three HPGe detectors are estimated by incorporating ICRP male thorax voxel phantom and detectors in Monte Carlo code 'FLUKA'. CFs are estimated for the uniform source distribution in lungs of the phantom for various photon energies. The variation in the CFs for positional errors of ±0.5, 1 and 1.5 cm in horizontal and vertical direction along the chest are studied. The positional errors are also evaluated by resizing the voxel phantom. Combined uncertainties are estimated at different energies using the uncertainties due to CWT, detector positioning, detector background variation of an uncontaminated adult person and counting statistics in the form of scattering factors (SFs). SFs are found to decrease with increase in energy. With HPGe array, highest SF of 1.84 is found at 18 keV. It reduces to 1.36 at 238 keV. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

NASA Astrophysics Data System (ADS)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

Performance in population models for count data, part II: a new SAEM algorithm

PubMed Central

Savic, Radojka; Lavielle, Marc

2009-01-01

Analysis of count data from clinical trials using mixed effect analysis has recently become widely used. However, algorithms available for the parameter estimation, including LAPLACE and Gaussian quadrature (GQ), are associated with certain limitations, including bias in parameter estimates and the long analysis runtime. The stochastic approximation expectation maximization (SAEM) algorithm has proven to be a very efficient and powerful tool in the analysis of continuous data. The aim of this study was to implement and investigate the performance of a new SAEM algorithm for application to count data. A new SAEM algorithm was implemented in MATLAB for estimation of both, parameters and the Fisher information matrix. Stochastic Monte Carlo simulations followed by re-estimation were performed according to scenarios used in previous studies (part I) to investigate properties of alternative algorithms (1). A single scenario was used to explore six probability distribution models. For parameter estimation, the relative bias was less than 0.92% and 4.13 % for fixed and random effects, for all models studied including ones accounting for over- or under-dispersion. Empirical and estimated relative standard errors were similar, with distance between them being <1.7 % for all explored scenarios. The longest CPU time was 95s for parameter estimation and 56s for SE estimation. The SAEM algorithm was extended for analysis of count data. It provides accurate estimates of both, parameters and standard errors. The estimation is significantly faster compared to LAPLACE and GQ. The algorithm is implemented in Monolix 3.1, (beta-version available in July 2009). PMID:19680795

Not Quite Normal: Consequences of Violating the Assumption of Normality in Regression Mixture Models

ERIC Educational Resources Information Center

Van Horn, M. Lee; Smith, Jessalyn; Fagan, Abigail A.; Jaki, Thomas; Feaster, Daniel J.; Masyn, Katherine; Hawkins, J. David; Howe, George

2012-01-01

Regression mixture models, which have only recently begun to be used in applied research, are a new approach for finding differential effects. This approach comes at the cost of the assumption that error terms are normally distributed within classes. This study uses Monte Carlo simulations to explore the effects of relatively minor violations of…

Partitioning the Uncertainty in Estimates of Mean Basal Area Obtained from 10-year Diameter Growth Model Predictions

Treesearch

Ronald E. McRoberts

2005-01-01

Uncertainty in model-based predictions of individual tree diameter growth is attributed to three sources: measurement error for predictor variables, residual variability around model predictions, and uncertainty in model parameter estimates. Monte Carlo simulations are used to propagate the uncertainty from the three sources through a set of diameter growth models to...

Development and Monte Carlo Study of a Procedure for Correcting the Standardized Mean Difference for Measurement Error in the Independent Variable

ERIC Educational Resources Information Center

Nugent, William Robert; Moore, Matthew; Story, Erin

2015-01-01

The standardized mean difference (SMD) is perhaps the most important meta-analytic effect size. It is typically used to represent the difference between treatment and control population means in treatment efficacy research. It is also used to represent differences between populations with different characteristics, such as persons who are…

Publisher Correction: Discordant congenital Zika syndrome twins show differential in vitro viral susceptibility of neural progenitor cells.

PubMed

Caires-Júnior, Luiz Carlos; Goulart, Ernesto; Melo, Uirá Souto; Araujo, Bruno Henrique Silva; Alvizi, Lucas; Soares-Schanoski, Alessandra; de Oliveira, Danyllo Felipe; Kobayashi, Gerson Shigeru; Griesi-Oliveira, Karina; Musso, Camila Manso; Amaral, Murilo Sena; daSilva, Lucas Ferreira; Astray, Renato Mancini; Suárez-Patiño, Sandra Fernanda; Ventini, Daniella Cristina; da Silva, Sérgio Gomes; Yamamoto, Guilherme Lopes; Ezquina, Suzana; Naslavsky, Michel Satya; Telles-Silva, Kayque Alves; Weinmann, Karina; van der Linden, Vanessa; van der Linden, Helio; de Oliveira, João Ricardo Mendes; Arrais, Nivia Maria Rodrigues; Melo, Adriana; Figueiredo, Thalita; Santos, Silvana; Meira, Joanna Goes Castro; Passos, Saulo Duarte; de Almeida, Roque Pacheco; Bispo, Ana Jovina Barreto; Cavalheiro, Esper Abrão; Kalil, Jorge; Cunha-Neto, Edécio; Nakaya, Helder; Andreata-Santos, Robert; de Souza Ferreira, Luis Carlos; Verjovski-Almeida, Sergio; Ho, Paulo Lee; Passos-Bueno, Maria Rita; Zatz, Mayana

2018-03-13

The original PDF version of this Article contained errors in the spelling of Luiz Carlos Caires-Júnior, Uirá Souto Melo, Bruno Henrique Silva Araujo, Alessandra Soares-Schanoski, Murilo Sena Amaral, Kayque Alves Telles-Silva, Vanessa van der Linden, Helio van der Linden, João Ricardo Mendes de Oliveira, Nivia Maria Rodrigues Arrais, Joanna Goes Castro Meira, Ana Jovina Barreto Bispo, Esper Abrão Cavalheiro, and Robert Andreata-Santos, which were incorrectly given as Luiz Carlos de Caires Jr., UiráSouto Melo, Bruno Silva Henrique Araujo, Alessandra Soares Schanoski, MuriloSena Amaral, Kayque Telles Alves Silva, Vanessa Van der Linden, Helio Van der Linden, João Mendes Ricardo de Oliveira, Nivia Rodrigues Maria Arrais, Joanna Castro Goes Meira, Ana JovinaBarreto Bispo, EsperAbrão Cavalheiro, and Robert Andreata Santos. Furthermore, in both the PDF and HTML versions of the Article, the top panel of Fig. 3e was incorrectly labeled '10608-1' and should have been '10608-4', and financial support from CAPES and DECIT-MS was inadvertently omitted from the Acknowledgements section. These errors have now been corrected in both the PDF and HTML versions of the Article.

Simulating polarized light scattering in terrestrial snow based on bicontinuous random medium and Monte Carlo ray tracing

NASA Astrophysics Data System (ADS)

Xiong, Chuan; Shi, Jiancheng

2014-01-01

To date, the light scattering models of snow consider very little about the real snow microstructures. The ideal spherical or other single shaped particle assumptions in previous snow light scattering models can cause error in light scattering modeling of snow and further cause errors in remote sensing inversion algorithms. This paper tries to build up a snow polarized reflectance model based on bicontinuous medium, with which the real snow microstructure is considered. The accurate specific surface area of bicontinuous medium can be analytically derived. The polarized Monte Carlo ray tracing technique is applied to the computer generated bicontinuous medium. With proper algorithms, the snow surface albedo, bidirectional reflectance distribution function (BRDF) and polarized BRDF can be simulated. The validation of model predicted spectral albedo and bidirectional reflectance factor (BRF) using experiment data shows good results. The relationship between snow surface albedo and snow specific surface area (SSA) were predicted, and this relationship can be used for future improvement of snow specific surface area (SSA) inversion algorithms. The model predicted polarized reflectance is validated and proved accurate, which can be further applied in polarized remote sensing.

Local-metrics error-based Shepard interpolation as surrogate for highly non-linear material models in high dimensions

NASA Astrophysics Data System (ADS)

Lorenzi, Juan M.; Stecher, Thomas; Reuter, Karsten; Matera, Sebastian

2017-10-01

Many problems in computational materials science and chemistry require the evaluation of expensive functions with locally rapid changes, such as the turn-over frequency of first principles kinetic Monte Carlo models for heterogeneous catalysis. Because of the high computational cost, it is often desirable to replace the original with a surrogate model, e.g., for use in coupled multiscale simulations. The construction of surrogates becomes particularly challenging in high-dimensions. Here, we present a novel version of the modified Shepard interpolation method which can overcome the curse of dimensionality for such functions to give faithful reconstructions even from very modest numbers of function evaluations. The introduction of local metrics allows us to take advantage of the fact that, on a local scale, rapid variation often occurs only across a small number of directions. Furthermore, we use local error estimates to weigh different local approximations, which helps avoid artificial oscillations. Finally, we test our approach on a number of challenging analytic functions as well as a realistic kinetic Monte Carlo model. Our method not only outperforms existing isotropic metric Shepard methods but also state-of-the-art Gaussian process regression.

Local-metrics error-based Shepard interpolation as surrogate for highly non-linear material models in high dimensions.

PubMed

Lorenzi, Juan M; Stecher, Thomas; Reuter, Karsten; Matera, Sebastian

2017-10-28

Many problems in computational materials science and chemistry require the evaluation of expensive functions with locally rapid changes, such as the turn-over frequency of first principles kinetic Monte Carlo models for heterogeneous catalysis. Because of the high computational cost, it is often desirable to replace the original with a surrogate model, e.g., for use in coupled multiscale simulations. The construction of surrogates becomes particularly challenging in high-dimensions. Here, we present a novel version of the modified Shepard interpolation method which can overcome the curse of dimensionality for such functions to give faithful reconstructions even from very modest numbers of function evaluations. The introduction of local metrics allows us to take advantage of the fact that, on a local scale, rapid variation often occurs only across a small number of directions. Furthermore, we use local error estimates to weigh different local approximations, which helps avoid artificial oscillations. Finally, we test our approach on a number of challenging analytic functions as well as a realistic kinetic Monte Carlo model. Our method not only outperforms existing isotropic metric Shepard methods but also state-of-the-art Gaussian process regression.

Multiple Time-Step Dual-Hamiltonian Hybrid Molecular Dynamics — Monte Carlo Canonical Propagation Algorithm

PubMed Central

Weare, Jonathan; Dinner, Aaron R.; Roux, Benoît

2016-01-01

A multiple time-step integrator based on a dual Hamiltonian and a hybrid method combining molecular dynamics (MD) and Monte Carlo (MC) is proposed to sample systems in the canonical ensemble. The Dual Hamiltonian Multiple Time-Step (DHMTS) algorithm is based on two similar Hamiltonians: a computationally expensive one that serves as a reference and a computationally inexpensive one to which the workload is shifted. The central assumption is that the difference between the two Hamiltonians is slowly varying. Earlier work has shown that such dual Hamiltonian multiple time-step schemes effectively precondition nonlinear differential equations for dynamics by reformulating them into a recursive root finding problem that can be solved by propagating a correction term through an internal loop, analogous to RESPA. Of special interest in the present context, a hybrid MD-MC version of the DHMTS algorithm is introduced to enforce detailed balance via a Metropolis acceptance criterion and ensure consistency with the Boltzmann distribution. The Metropolis criterion suppresses the discretization errors normally associated with the propagation according to the computationally inexpensive Hamiltonian, treating the discretization error as an external work. Illustrative tests are carried out to demonstrate the effectiveness of the method. PMID:26918826

TU-F-17A-05: Calculating Tumor Trajectory and Dose-Of-The-Day for Highly Mobile Tumors Using Cone-Beam CT Projections

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jones, B; Miften, M

2014-06-15

Purpose: Cone-beam CT (CBCT) projection images provide anatomical data in real-time over several respiratory cycles, forming a comprehensive picture of tumor movement. We developed a method using these projections to determine the trajectory and dose of highly mobile tumors during each fraction of treatment. Methods: CBCT images of a respiration phantom were acquired, where the trajectory mimicked a lung tumor with high amplitude (2.4 cm) and hysteresis. A template-matching algorithm was used to identify the location of a steel BB in each projection. A Gaussian probability density function for tumor position was calculated which best fit the observed trajectory ofmore » the BB in the imager geometry. Two methods to improve the accuracy of tumor track reconstruction were investigated: first, using respiratory phase information to refine the trajectory estimation, and second, using the Monte Carlo method to sample the estimated Gaussian tumor position distribution. 15 clinically-drawn abdominal/lung CTV volumes were used to evaluate the accuracy of the proposed methods by comparing the known and calculated BB trajectories. Results: With all methods, the mean position of the BB was determined with accuracy better than 0.1 mm, and root-mean-square (RMS) trajectory errors were lower than 5% of marker amplitude. Use of respiratory phase information decreased RMS errors by 30%, and decreased the fraction of large errors (>3 mm) by half. Mean dose to the clinical volumes was calculated with an average error of 0.1% and average absolute error of 0.3%. Dosimetric parameters D90/D95 were determined within 0.5% of maximum dose. Monte-Carlo sampling increased RMS trajectory and dosimetric errors slightly, but prevented over-estimation of dose in trajectories with high noise. Conclusions: Tumor trajectory and dose-of-the-day were accurately calculated using CBCT projections. This technique provides a widely-available method to evaluate highly-mobile tumors, and could facilitate better strategies to mitigate or compensate for motion during SBRT.« less

Analytical functions to predict cosmic-ray neutron spectra in the atmosphere.

PubMed

Sato, Tatsuhiko; Niita, Koji

2006-09-01

Estimation of cosmic-ray neutron spectra in the atmosphere has been an essential issue in the evaluation of the aircrew doses and the soft-error rates of semiconductor devices. We therefore performed Monte Carlo simulations for estimating neutron spectra using the PHITS code in adopting the nuclear data library JENDL-High-Energy file. Excellent agreements were observed between the calculated and measured spectra for a wide altitude range even at the ground level. Based on a comprehensive analysis of the simulation results, we propose analytical functions that can predict the cosmic-ray neutron spectra for any location in the atmosphere at altitudes below 20 km, considering the influences of local geometries such as ground and aircraft on the spectra. The accuracy of the analytical functions was well verified by various experimental data.

INFOS: spectrum fitting software for NMR analysis.

PubMed

Smith, Albert A

2017-02-01

Software for fitting of NMR spectra in MATLAB is presented. Spectra are fitted in the frequency domain, using Fourier transformed lineshapes, which are derived using the experimental acquisition and processing parameters. This yields more accurate fits compared to common fitting methods that use Lorentzian or Gaussian functions. Furthermore, a very time-efficient algorithm for calculating and fitting spectra has been developed. The software also performs initial peak picking, followed by subsequent fitting and refinement of the peak list, by iteratively adding and removing peaks to improve the overall fit. Estimation of error on fitting parameters is performed using a Monte-Carlo approach. Many fitting options allow the software to be flexible enough for a wide array of applications, while still being straightforward to set up with minimal user input.

Assessment of Optimal Flexibility in Ensemble of Frequency Responsive Loads

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kundu, Soumya; Hansen, Jacob; Lian, Jianming

2018-04-19

Potential of electrical loads in providing grid ancillary services is often limited due to the uncertainties associated with the load behavior. A knowledge of the expected uncertainties with a load control program would invariably yield to better informed control policies, opening up the possibility of extracting the maximal load control potential without affecting grid operations. In the context of frequency responsive load control, a probabilistic uncertainty analysis framework is presented to quantify the expected error between the target and actual load response, under uncertainties in the load dynamics. A closed-form expression of an optimal demand flexibility, minimizing the expected errormore » in actual and committed flexibility, is provided. Analytical results are validated through Monte Carlo simulations of ensembles of electric water heaters.« less

Modeling and Control of Airport Queueing Dynamics under Severe Flow Restrictions

NASA Technical Reports Server (NTRS)

Carr, Francis; Evans, Antony; Clarke, John-Paul; Deron, Eric

2003-01-01

Based on field observations and interviews with controllers at BOS and EWR, we identify the closure of local departure fixes as the most severe class of airport departure restrictions. A set of simple queueing dynamics and traffic rules are developed to model departure traffic under such restrictions. The validity of the proposed model is tested via Monte Carlo simulation against 10 hours of actual operations data collected during a case-study at EWR on June 29,2000. In general, the model successfully reproduces the aggregate departure congestion. An analysis of the average error over 40 simulation runs indicates that flow-rate restrictions also significantly impact departure traffic; work is underway to capture these effects. Several applications and what-if scenarios are discussed for future evaluation using the calibrated model.

CORS BAADE-WESSELINK DISTANCE TO THE LMC NGC 1866 BLUE POPULOUS CLUSTER

DOE Office of Scientific and Technical Information (OSTI.GOV)

Molinaro, R.; Ripepi, V.; Marconi, M.

2012-03-20

We used optical, near-infrared photometry, and radial velocity data for a sample of 11 Cepheids belonging to the young LMC blue populous cluster NGC 1866 to estimate their radii and distances on the basis of the CORS Baade-Wesselink method. This technique, based on an accurate calibration of surface brightness as a function of (U - B), (V - K) colors, allows us to estimate, simultaneously, the linear radius and the angular diameter of Cepheid variables, and consequently to derive their distance. A rigorous error estimate on radii and distances was derived by using Monte Carlo simulations. Our analysis gives amore » distance modulus for NGC 1866 of 18.51 {+-} 0.03 mag, which is in agreement with several independent results.« less

SWAT system performance predictions

NASA Astrophysics Data System (ADS)

Parenti, Ronald R.; Sasiela, Richard J.

1993-03-01

In the next phase of Lincoln Laboratory's SWAT (Short-Wavelength Adaptive Techniques) program, the performance of a 241-actuator adaptive-optics system will be measured using a variety of synthetic-beacon geometries. As an aid in this experimental investigation, a detailed set of theoretical predictions has also been assembled. The computational tools that have been applied in this study include a numerical approach in which Monte-Carlo ray-trace simulations of accumulated phase error are developed, and an analytical analysis of the expected system behavior. This report describes the basis of these two computational techniques and compares their estimates of overall system performance. Although their regions of applicability tend to be complementary rather than redundant, good agreement is usually obtained when both sets of results can be derived for the same engagement scenario.

A Scheduling Algorithm for Replicated Real-Time Tasks

NASA Technical Reports Server (NTRS)

Yu, Albert C.; Lin, Kwei-Jay

1991-01-01

We present an algorithm for scheduling real-time periodic tasks on a multiprocessor system under fault-tolerant requirement. Our approach incorporates both the redundancy and masking technique and the imprecise computation model. Since the tasks in hard real-time systems have stringent timing constraints, the redundancy and masking technique are more appropriate than the rollback techniques which usually require extra time for error recovery. The imprecise computation model provides flexible functionality by trading off the quality of the result produced by a task with the amount of processing time required to produce it. It therefore permits the performance of a real-time system to degrade gracefully. We evaluate the algorithm by stochastic analysis and Monte Carlo simulations. The results show that the algorithm is resilient under hardware failures.

A Proposal to Localize Fermi GBM GRBs Through Coordinated Scanning of the GBM Error Circle via Optical Telescopes

NASA Technical Reports Server (NTRS)

Ukwatta, T. N.; Linnemann, J. T.; Tollefson, K.; Abeysekara, A. U.; Bhat, P. N.; Sonbas, E.; Gehrels, N.

2011-01-01

We investigate the feasibility of implementing a system that will coordinate ground-based optical telescopes to cover the Fermi GBM Error Circle (EC). The aim of the system is to localize GBM detected GRBs and facilitate multi-wavelength follow-up from space and ground. This system will optimize the observing locations in the GBM EC based on individual telescope location, Field of View (FoV) and sensitivity. The proposed system will coordinate GBM EC scanning by professional as well as amateur astronomers around the world. The results of a Monte Carlo simulation to investigate the feasibility of the project are presented.

An empirical Bayes approach for the Poisson life distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1973-01-01

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

Human Error as an Emergent Property of Action Selection and Task Place-Holding.

PubMed

Tamborello, Franklin P; Trafton, J Gregory

2017-05-01

A computational process model could explain how the dynamic interaction of human cognitive mechanisms produces each of multiple error types. With increasing capability and complexity of technological systems, the potential severity of consequences of human error is magnified. Interruption greatly increases people's error rates, as does the presence of other information to maintain in an active state. The model executed as a software-instantiated Monte Carlo simulation. It drew on theoretical constructs such as associative spreading activation for prospective memory, explicit rehearsal strategies as a deliberate cognitive operation to aid retrospective memory, and decay. The model replicated the 30% effect of interruptions on postcompletion error in Ratwani and Trafton's Stock Trader task, the 45% interaction effect on postcompletion error of working memory capacity and working memory load from Byrne and Bovair's Phaser Task, as well as the 5% perseveration and 3% omission effects of interruption from the UNRAVEL Task. Error classes including perseveration, omission, and postcompletion error fall naturally out of the theory. The model explains post-interruption error in terms of task state representation and priming for recall of subsequent steps. Its performance suggests that task environments providing more cues to current task state will mitigate error caused by interruption. For example, interfaces could provide labeled progress indicators or facilities for operators to quickly write notes about their task states when interrupted.

A simulation study to quantify the impacts of exposure ...

EPA Pesticide Factsheets

BackgroundExposure measurement error in copollutant epidemiologic models has the potential to introduce bias in relative risk (RR) estimates. A simulation study was conducted using empirical data to quantify the impact of correlated measurement errors in time-series analyses of air pollution and health.MethodsZIP-code level estimates of exposure for six pollutants (CO, NOx, EC, PM2.5, SO4, O3) from 1999 to 2002 in the Atlanta metropolitan area were used to calculate spatial, population (i.e. ambient versus personal), and total exposure measurement error.Empirically determined covariance of pollutant concentration pairs and the associated measurement errors were used to simulate true exposure (exposure without error) from observed exposure. Daily emergency department visits for respiratory diseases were simulated using a Poisson time-series model with a main pollutant RR = 1.05 per interquartile range, and a null association for the copollutant (RR = 1). Monte Carlo experiments were used to evaluate the impacts of correlated exposure errors of different copollutant pairs.ResultsSubstantial attenuation of RRs due to exposure error was evident in nearly all copollutant pairs studied, ranging from 10 to 40% attenuation for spatial error, 3–85% for population error, and 31–85% for total error. When CO, NOx or EC is the main pollutant, we demonstrated the possibility of false positives, specifically identifying significant, positive associations for copoll

Full 3D visualization tool-kit for Monte Carlo and deterministic transport codes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Frambati, S.; Frignani, M.

2012-07-01

We propose a package of tools capable of translating the geometric inputs and outputs of many Monte Carlo and deterministic radiation transport codes into open source file formats. These tools are aimed at bridging the gap between trusted, widely-used radiation analysis codes and very powerful, more recent and commonly used visualization software, thus supporting the design process and helping with shielding optimization. Three main lines of development were followed: mesh-based analysis of Monte Carlo codes, mesh-based analysis of deterministic codes and Monte Carlo surface meshing. The developed kit is considered a powerful and cost-effective tool in the computer-aided design formore » radiation transport code users of the nuclear world, and in particular in the fields of core design and radiation analysis. (authors)« less

Preliminary estimates of nucleon fluxes in a water target exposed to solar-flare protons: BRYNTRN versus Monte Carlo code

NASA Technical Reports Server (NTRS)

Shinn, Judy L.; Wilson, John W.; Lone, M. A.; Wong, P. Y.; Costen, Robert C.

1994-01-01

A baryon transport code (BRYNTRN) has previously been verified using available Monte Carlo results for a solar-flare spectrum as the reference. Excellent results were obtained, but the comparisons were limited to the available data on dose and dose equivalent for moderate penetration studies that involve minor contributions from secondary neutrons. To further verify the code, the secondary energy spectra of protons and neutrons are calculated using BRYNTRN and LAHET (Los Alamos High-Energy Transport code, which is a Monte Carlo code). These calculations are compared for three locations within a water slab exposed to the February 1956 solar-proton spectrum. Reasonable agreement was obtained when various considerations related to the calculational techniques and their limitations were taken into account. Although the Monte Carlo results are preliminary, it appears that the neutron albedo, which is not currently treated in BRYNTRN, might be a cause for the large discrepancy seen at small penetration depths. It also appears that the nonelastic neutron production cross sections in BRYNTRN may underestimate the number of neutrons produced in proton collisions with energies below 200 MeV. The notion that the poor energy resolution in BRYNTRN may cause a large truncation error in neutron elastic scattering requires further study.

A simplified analytical dose calculation algorithm accounting for tissue heterogeneity for low-energy brachytherapy sources.

PubMed

Mashouf, Shahram; Lechtman, Eli; Beaulieu, Luc; Verhaegen, Frank; Keller, Brian M; Ravi, Ananth; Pignol, Jean-Philippe

2013-09-21

The American Association of Physicists in Medicine Task Group No. 43 (AAPM TG-43) formalism is the standard for seeds brachytherapy dose calculation. But for breast seed implants, Monte Carlo simulations reveal large errors due to tissue heterogeneity. Since TG-43 includes several factors to account for source geometry, anisotropy and strength, we propose an additional correction factor, called the inhomogeneity correction factor (ICF), accounting for tissue heterogeneity for Pd-103 brachytherapy. This correction factor is calculated as a function of the media linear attenuation coefficient and mass energy absorption coefficient, and it is independent of the source internal structure. Ultimately the dose in heterogeneous media can be calculated as a product of dose in water as calculated by TG-43 protocol times the ICF. To validate the ICF methodology, dose absorbed in spherical phantoms with large tissue heterogeneities was compared using the TG-43 formalism corrected for heterogeneity versus Monte Carlo simulations. The agreement between Monte Carlo simulations and the ICF method remained within 5% in soft tissues up to several centimeters from a Pd-103 source. Compared to Monte Carlo, the ICF methods can easily be integrated into a clinical treatment planning system and it does not require the detailed internal structure of the source or the photon phase-space.

Understanding quantum tunneling using diffusion Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Inack, E. M.; Giudici, G.; Parolini, T.; Santoro, G.; Pilati, S.

2018-03-01

In simple ferromagnetic quantum Ising models characterized by an effective double-well energy landscape the characteristic tunneling time of path-integral Monte Carlo (PIMC) simulations has been shown to scale as the incoherent quantum-tunneling time, i.e., as 1 /Δ2 , where Δ is the tunneling gap. Since incoherent quantum tunneling is employed by quantum annealers (QAs) to solve optimization problems, this result suggests that there is no quantum advantage in using QAs with respect to quantum Monte Carlo (QMC) simulations. A counterexample is the recently introduced shamrock model (Andriyash and Amin, arXiv:1703.09277), where topological obstructions cause an exponential slowdown of the PIMC tunneling dynamics with respect to incoherent quantum tunneling, leaving open the possibility for potential quantum speedup, even for stoquastic models. In this work we investigate the tunneling time of projective QMC simulations based on the diffusion Monte Carlo (DMC) algorithm without guiding functions, showing that it scales as 1 /Δ , i.e., even more favorably than the incoherent quantum-tunneling time, both in a simple ferromagnetic system and in the more challenging shamrock model. However, a careful comparison between the DMC ground-state energies and the exact solution available for the transverse-field Ising chain indicates an exponential scaling of the computational cost required to keep a fixed relative error as the system size increases.

High-resolution Monte Carlo simulation of flow and conservative transport in heterogeneous porous media: 2. Transport results

USGS Publications Warehouse

Naff, R.L.; Haley, D.F.; Sudicky, E.A.

1998-01-01

In this, the second of two papers concerned with the use of numerical simulation to examine flow and transport parameters in heterogeneous porous media via Monte Carlo methods, results from the transport aspect of these simulations are reported on. Transport simulations contained herein assume a finite pulse input of conservative tracer, and the numerical technique endeavors to realistically simulate tracer spreading as the cloud moves through a heterogeneous medium. Medium heterogeneity is limited to the hydraulic conductivity field, and generation of this field assumes that the hydraulic-conductivity process is second-order stationary. Methods of estimating cloud moments, and the interpretation of these moments, are discussed. Techniques for estimation of large-time macrodispersivities from cloud second-moment data, and for the approximation of the standard errors associated with these macrodispersivities, are also presented. These moment and macrodispersivity estimation techniques were applied to tracer clouds resulting from transport scenarios generated by specific Monte Carlo simulations. Where feasible, moments and macrodispersivities resulting from the Monte Carlo simulations are compared with first- and second-order perturbation analyses. Some limited results concerning the possible ergodic nature of these simulations, and the presence of non-Gaussian behavior of the mean cloud, are reported on as well.

Development of a satellite SAR image spectra and altimeter wave height data assimilation system for ERS-1

NASA Technical Reports Server (NTRS)

Hasselmann, Klaus; Hasselmann, Susanne; Bauer, Eva; Bruening, Claus; Lehner, Susanne; Graber, Hans; Lionello, Piero

1988-01-01

The applicability of ERS-1 wind and wave data for wave models was studied using the WAM third generation wave model and SEASAT altimeter, scatterometer and SAR data. A series of global wave hindcasts is made for the surface stress and surface wind fields by assimilation of scatterometer data for the full 96-day SEASAT and also for two wind field analyses for shorter periods by assimilation with the higher resolution ECMWF T63 model and by subjective analysis methods. It is found that wave models respond very sensitively to inconsistencies in wind field analyses and therefore provide a valuable data validation tool. Comparisons between SEASAT SAR image spectra and theoretical SAR spectra derived from the hindcast wave spectra by Monte Carlo simulations yield good overall agreement for 32 cases representing a wide variety of wave conditions. It is concluded that SAR wave imaging is sufficiently well understood to apply SAR image spectra with confidence for wave studies if supported by realistic wave models and theoretical computations of the strongly nonlinear mapping of the wave spectrum into the SAR image spectrum. A closed nonlinear integral expression for this spectral mapping relation is derived which avoids the inherent statistical errors of Monte Carlo computations and may prove to be more efficient numerically.

Extreme between-study homogeneity in meta-analyses could offer useful insights.

PubMed

Ioannidis, John P A; Trikalinos, Thomas A; Zintzaras, Elias

2006-10-01

Meta-analyses are routinely evaluated for the presence of large between-study heterogeneity. We examined whether it is also important to probe whether there is extreme between-study homogeneity. We used heterogeneity tests with left-sided statistical significance for inference and developed a Monte Carlo simulation test for testing extreme homogeneity in risk ratios across studies, using the empiric distribution of the summary risk ratio and heterogeneity statistic. A left-sided P=0.01 threshold was set for claiming extreme homogeneity to minimize type I error. Among 11,803 meta-analyses with binary contrasts from the Cochrane Library, 143 (1.21%) had left-sided P-value <0.01 for the asymptotic Q statistic and 1,004 (8.50%) had left-sided P-value <0.10. The frequency of extreme between-study homogeneity did not depend on the number of studies in the meta-analyses. We identified examples where extreme between-study homogeneity (left-sided P-value <0.01) could result from various possibilities beyond chance. These included inappropriate statistical inference (asymptotic vs. Monte Carlo), use of a specific effect metric, correlated data or stratification using strong predictors of outcome, and biases and potential fraud. Extreme between-study homogeneity may provide useful insights about a meta-analysis and its constituent studies.

TRIPOLI-4® - MCNP5 ITER A-lite neutronic model benchmarking

NASA Astrophysics Data System (ADS)

Jaboulay, J.-C.; Cayla, P.-Y.; Fausser, C.; Lee, Y.-K.; Trama, J.-C.; Li-Puma, A.

2014-06-01

The aim of this paper is to present the capability of TRIPOLI-4®, the CEA Monte Carlo code, to model a large-scale fusion reactor with complex neutron source and geometry. In the past, numerous benchmarks were conducted for TRIPOLI-4® assessment on fusion applications. Experiments (KANT, OKTAVIAN, FNG) analysis and numerical benchmarks (between TRIPOLI-4® and MCNP5) on the HCLL DEMO2007 and ITER models were carried out successively. In this previous ITER benchmark, nevertheless, only the neutron wall loading was analyzed, its main purpose was to present MCAM (the FDS Team CAD import tool) extension for TRIPOLI-4®. Starting from this work a more extended benchmark has been performed about the estimation of neutron flux, nuclear heating in the shielding blankets and tritium production rate in the European TBMs (HCLL and HCPB) and it is presented in this paper. The methodology to build the TRIPOLI-4® A-lite model is based on MCAM and the MCNP A-lite model (version 4.1). Simplified TBMs (from KIT) have been integrated in the equatorial-port. Comparisons of neutron wall loading, flux, nuclear heating and tritium production rate show a good agreement between the two codes. Discrepancies are mainly included in the Monte Carlo codes statistical error.

A Monte Carlo Analysis of Weight Data from UF 6 Cylinder Feed and Withdrawal Stations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Garner, James R; Whitaker, J Michael

2015-01-01

As the number of nuclear facilities handling uranium hexafluoride (UF 6) cylinders (e.g., UF 6 production, enrichment, and fuel fabrication) increase in number and throughput, more automated safeguards measures will likely be needed to enable the International Atomic Energy Agency (IAEA) to achieve its safeguards objectives in a fiscally constrained environment. Monitoring the process data from the load cells built into the cylinder feed and withdrawal (F/W) stations (i.e., cylinder weight data) can significantly increase the IAEA’s ability to efficiently achieve the fundamental safeguards task of confirming operations as declared (i.e., no undeclared activities). Researchers at the Oak Ridge Nationalmore » Laboratory, Los Alamos National Laboratory, the Joint Research Center (in Ispra, Italy), and University of Glasgow are investigating how this weight data can be used for IAEA safeguards purposes while fully protecting the operator’s proprietary and sensitive information related to operations. A key question that must be resolved is, what is the necessary frequency of recording data from the process F/W stations to achieve safeguards objectives? This paper summarizes Monte Carlo simulations of typical feed, product, and tails withdrawal cycles and evaluates longer sampling frequencies to determine the expected errors caused by low-frequency sampling and its impact on material balance calculations.« less

On the room-temperature phase diagram of high pressure hydrogen: an ab initio molecular dynamics perspective and a diffusion Monte Carlo study.

PubMed

Chen, Ji; Ren, Xinguo; Li, Xin-Zheng; Alfè, Dario; Wang, Enge

2014-07-14

The finite-temperature phase diagram of hydrogen in the region of phase IV and its neighborhood was studied using the ab initio molecular dynamics (MD) and the ab initio path-integral molecular dynamics (PIMD). The electronic structures were analyzed using the density-functional theory (DFT), the random-phase approximation, and the diffusion Monte Carlo (DMC) methods. Taking the state-of-the-art DMC results as benchmark, comparisons of the energy differences between structures generated from the MD and PIMD simulations, with molecular and dissociated hydrogens, respectively, in the weak molecular layers of phase IV, indicate that standard functionals in DFT tend to underestimate the dissociation barrier of the weak molecular layers in this mixed phase. Because of this underestimation, inclusion of the quantum nuclear effects (QNEs) in PIMD using electronic structures generated with these functionals leads to artificially dissociated hydrogen layers in phase IV and an error compensation between the neglect of QNEs and the deficiencies of these functionals in standard ab initio MD simulations exists. This analysis partly rationalizes why earlier ab initio MD simulations complement so well the experimental observations. The temperature and pressure dependencies for the stability of phase IV were also studied in the end and compared with earlier results.

A reduced-order adaptive neuro-fuzzy inference system model as a software sensor for rapid estimation of five-day biochemical oxygen demand

NASA Astrophysics Data System (ADS)

Noori, Roohollah; Safavi, Salman; Nateghi Shahrokni, Seyyed Afshin

2013-07-01

The five-day biochemical oxygen demand (BOD5) is one of the key parameters in water quality management. In this study, a novel approach, i.e., reduced-order adaptive neuro-fuzzy inference system (ROANFIS) model was developed for rapid estimation of BOD5. In addition, an uncertainty analysis of adaptive neuro-fuzzy inference system (ANFIS) and ROANFIS models was carried out based on Monte-Carlo simulation. Accuracy analysis of ANFIS and ROANFIS models based on both developed discrepancy ratio and threshold statistics revealed that the selected ROANFIS model was superior. Pearson correlation coefficient (R) and root mean square error for the best fitted ROANFIS model were 0.96 and 7.12, respectively. Furthermore, uncertainty analysis of the developed models indicated that the selected ROANFIS had less uncertainty than the ANFIS model and accurately forecasted BOD5 in the Sefidrood River Basin. Besides, the uncertainty analysis also showed that bracketed predictions by 95% confidence bound and d-factor in the testing steps for the selected ROANFIS model were 94% and 0.83, respectively.

Generalized causal mediation and path analysis: Extensions and practical considerations.

PubMed

Albert, Jeffrey M; Cho, Jang Ik; Liu, Yiying; Nelson, Suchitra

2018-01-01

Causal mediation analysis seeks to decompose the effect of a treatment or exposure among multiple possible paths and provide casually interpretable path-specific effect estimates. Recent advances have extended causal mediation analysis to situations with a sequence of mediators or multiple contemporaneous mediators. However, available methods still have limitations, and computational and other challenges remain. The present paper provides an extended causal mediation and path analysis methodology. The new method, implemented in the new R package, gmediation (described in a companion paper), accommodates both a sequence (two stages) of mediators and multiple mediators at each stage, and allows for multiple types of outcomes following generalized linear models. The methodology can also handle unsaturated models and clustered data. Addressing other practical issues, we provide new guidelines for the choice of a decomposition, and for the choice of a reference group multiplier for the reduction of Monte Carlo error in mediation formula computations. The new method is applied to data from a cohort study to illuminate the contribution of alternative biological and behavioral paths in the effect of socioeconomic status on dental caries in adolescence.

Self-shading associated with a skylight-blocked approach system for the measurement of water-leaving radiance and its correction.

PubMed

Shang, Zhehai; Lee, Zhongping; Dong, Qiang; Wei, Jianwei

2017-09-01

Self-shading associated with a skylight-blocked approach (SBA) system for the measurement of water-leaving radiance (L w ) and its correction [Appl. Opt.52, 1693 (2013)APOPAI0003-693510.1364/AO.52.001693] is characterized by Monte Carlo simulations, and it is found that this error is in a range of ∼1%-20% under most water properties and solar positions. A model for estimating this shading error is further developed, and eventually a scheme to correct this error based on the shaded measurements is proposed and evaluated. It is found that the shade-corrected value in the visible domain is within 3% of the true value, which thus indicates that we can obtain not only high precision but also high accuracy L w in the field with the SBA scheme.

Three-Dimensional Color Code Thresholds via Statistical-Mechanical Mapping

NASA Astrophysics Data System (ADS)

Kubica, Aleksander; Beverland, Michael E.; Brandão, Fernando; Preskill, John; Svore, Krysta M.

2018-05-01

Three-dimensional (3D) color codes have advantages for fault-tolerant quantum computing, such as protected quantum gates with relatively low overhead and robustness against imperfect measurement of error syndromes. Here we investigate the storage threshold error rates for bit-flip and phase-flip noise in the 3D color code (3DCC) on the body-centered cubic lattice, assuming perfect syndrome measurements. In particular, by exploiting a connection between error correction and statistical mechanics, we estimate the threshold for 1D stringlike and 2D sheetlike logical operators to be p3DCC (1 )≃1.9 % and p3DCC (2 )≃27.6 % . We obtain these results by using parallel tempering Monte Carlo simulations to study the disorder-temperature phase diagrams of two new 3D statistical-mechanical models: the four- and six-body random coupling Ising models.

On Choosing a Rational Flight Trajectory to the Moon

NASA Astrophysics Data System (ADS)

Gordienko, E. S.; Khudorozhkov, P. A.

2017-12-01

The algorithm for choosing a trajectory of spacecraft flight to the Moon is discussed. The characteristic velocity values needed for correcting the flight trajectory and a braking maneuver are estimated using the Monte Carlo method. The profile of insertion and flight to a near-circular polar orbit with an altitude of 100 km of an artificial lunar satellite (ALS) is given. The case of two corrections applied during the flight and braking phases is considered. The flight to an ALS orbit is modeled in the geocentric geoequatorial nonrotating coordinate system with the influence of perturbations from the Earth, the Sun, and the Moon factored in. The characteristic correction costs corresponding to corrections performed at different time points are examined. Insertion phase errors, the errors of performing the needed corrections, and the errors of determining the flight trajectory parameters are taken into account.

Topological color codes on Union Jack lattices: a stable implementation of the whole Clifford group

DOE Office of Scientific and Technical Information (OSTI.GOV)

Katzgraber, Helmut G.; Theoretische Physik, ETH Zurich, CH-8093 Zurich; Bombin, H.

We study the error threshold of topological color codes on Union Jack lattices that allow for the full implementation of the whole Clifford group of quantum gates. After mapping the error-correction process onto a statistical mechanical random three-body Ising model on a Union Jack lattice, we compute its phase diagram in the temperature-disorder plane using Monte Carlo simulations. Surprisingly, topological color codes on Union Jack lattices have a similar error stability to color codes on triangular lattices, as well as to the Kitaev toric code. The enhanced computational capabilities of the topological color codes on Union Jack lattices with respectmore » to triangular lattices and the toric code combined with the inherent robustness of this implementation show good prospects for future stable quantum computer implementations.« less

Assessment and Verification of SLS Block 1-B Exploration Upper Stage State and Stage Disposal Performance

NASA Technical Reports Server (NTRS)

Patrick, Sean; Oliver, Emerson

2018-01-01

One of the SLS Navigation System's key performance requirements is a constraint on the payload system's delta-v allocation to correct for insertion errors due to vehicle state uncertainty at payload separation. The SLS navigation team has developed a Delta-Delta-V analysis approach to assess the effect on trajectory correction maneuver (TCM) design needed to correct for navigation errors. This approach differs from traditional covariance analysis based methods and makes no assumptions with regard to the propagation of the state dynamics. This allows for consideration of non-linearity in the propagation of state uncertainties. The Delta-Delta-V analysis approach re-optimizes perturbed SLS mission trajectories by varying key mission states in accordance with an assumed state error. The state error is developed from detailed vehicle 6-DOF Monte Carlo analysis or generated using covariance analysis. These perturbed trajectories are compared to a nominal trajectory to determine necessary TCM design. To implement this analysis approach, a tool set was developed which combines the functionality of a 3-DOF trajectory optimization tool, Copernicus, and a detailed 6-DOF vehicle simulation tool, Marshall Aerospace Vehicle Representation in C (MAVERIC). In addition to delta-v allocation constraints on SLS navigation performance, SLS mission requirement dictate successful upper stage disposal. Due to engine and propellant constraints, the SLS Exploration Upper Stage (EUS) must dispose into heliocentric space by means of a lunar fly-by maneuver. As with payload delta-v allocation, upper stage disposal maneuvers must place the EUS on a trajectory that maximizes the probability of achieving a heliocentric orbit post Lunar fly-by considering all sources of vehicle state uncertainty prior to the maneuver. To ensure disposal, the SLS navigation team has developed an analysis approach to derive optimal disposal guidance targets. This approach maximizes the state error covariance prior to the maneuver to develop and re-optimize a nominal disposal maneuver (DM) target that, if achieved, would maximize the potential for successful upper stage disposal. For EUS disposal analysis, a set of two tools was developed. The first considers only the nominal pre-disposal maneuver state, vehicle constraints, and an a priori estimate of the state error covariance. In the analysis, the optimal nominal disposal target is determined. This is performed by re-formulating the trajectory optimization to consider constraints on the eigenvectors of the error ellipse applied to the nominal trajectory. A bisection search methodology is implemented in the tool to refine these dispersions resulting in the maximum dispersion feasible for successful disposal via lunar fly-by. Success is defined based on the probability that the vehicle will not impact the lunar surface and will achieve a characteristic energy (C3) relative to the Earth such that it is no longer in the Earth-Moon system. The second tool propagates post-disposal maneuver states to determine the success of disposal for provided trajectory achieved states. This is performed using the optimized nominal target within the 6-DOF vehicle simulation. This paper will discuss the application of the Delta-Delta-V analysis approach for performance evaluation as well as trajectory re-optimization so as to demonstrate the system's capability in meeting performance constraints. Additionally, further discussion of the implementation of assessing disposal analysis will be provided.

Negative control exposure studies in the presence of measurement error: implications for attempted effect estimate calibration

PubMed Central

Sanderson, Eleanor; Macdonald-Wallis, Corrie; Davey Smith, George

2018-01-01

Abstract Background Negative control exposure studies are increasingly being used in epidemiological studies to strengthen causal inference regarding an exposure-outcome association when unobserved confounding is thought to be present. Negative control exposure studies contrast the magnitude of association of the negative control, which has no causal effect on the outcome but is associated with the unmeasured confounders in the same way as the exposure, with the magnitude of the association of the exposure with the outcome. A markedly larger effect of the exposure on the outcome than the negative control on the outcome strengthens inference that the exposure has a causal effect on the outcome. Methods We investigate the effect of measurement error in the exposure and negative control variables on the results obtained from a negative control exposure study. We do this in models with continuous and binary exposure and negative control variables using analysis of the bias of the estimated coefficients and Monte Carlo simulations. Results Our results show that measurement error in either the exposure or negative control variables can bias the estimated results from the negative control exposure study. Conclusions Measurement error is common in the variables used in epidemiological studies; these results show that negative control exposure studies cannot be used to precisely determine the size of the effect of the exposure variable, or adequately adjust for unobserved confounding; however, they can be used as part of a body of evidence to aid inference as to whether a causal effect of the exposure on the outcome is present. PMID:29088358

Negative control exposure studies in the presence of measurement error: implications for attempted effect estimate calibration.

PubMed

Sanderson, Eleanor; Macdonald-Wallis, Corrie; Davey Smith, George

2018-04-01

Negative control exposure studies are increasingly being used in epidemiological studies to strengthen causal inference regarding an exposure-outcome association when unobserved confounding is thought to be present. Negative control exposure studies contrast the magnitude of association of the negative control, which has no causal effect on the outcome but is associated with the unmeasured confounders in the same way as the exposure, with the magnitude of the association of the exposure with the outcome. A markedly larger effect of the exposure on the outcome than the negative control on the outcome strengthens inference that the exposure has a causal effect on the outcome. We investigate the effect of measurement error in the exposure and negative control variables on the results obtained from a negative control exposure study. We do this in models with continuous and binary exposure and negative control variables using analysis of the bias of the estimated coefficients and Monte Carlo simulations. Our results show that measurement error in either the exposure or negative control variables can bias the estimated results from the negative control exposure study. Measurement error is common in the variables used in epidemiological studies; these results show that negative control exposure studies cannot be used to precisely determine the size of the effect of the exposure variable, or adequately adjust for unobserved confounding; however, they can be used as part of a body of evidence to aid inference as to whether a causal effect of the exposure on the outcome is present.

Monte Carlo modeling of the MammoSite(Reg) treatments: Dose effects of air pockets

NASA Astrophysics Data System (ADS)

Huang, Yu-Huei Jessica

In the treatment of early-stage breast cancer, MammoSiteRTM has been used as one of the partial breast irradiation techniques after breast-conserving surgery. The MammoSiteRTM applicator is a single catheter with an inflatable balloon at its distal end that can be placed in the resected cavity (tumor bed). The treatment is performed by delivering the Ir-192 high-dose-rate source through the center lumen of the catheter by a remote afterloader while the balloon is inflated in the tumor bed cavity. In the MammoSiteRTM treatment, it has been found that air pockets occasionally exist and can be seen and measured in CT images. Experiences have shown that about 90% of the patients have air pockets when imaged two days after the balloon placement. The criterion for the air pocket volume is less than or equal to 10% of the planning target volume in volume. The purpose of this study is to quantify dose errors occurring at the interface of the air pocket in MammoSiteRTM treatments with Monte Carlo calculations, so that the dosimetric effects from the air pocket can be fully understood. Modern brachytherapy treatment planning systems typically consider patient anatomy as a homogeneous water medium, and incorrectly model lateral and backscatter radiation during treatment delivery. Heterogeneities complicate the problem and may result in overdosage to the tissue located near the medium interface. This becomes a problem in MammoSiteRTM brachytherapy when air pocket appears during the treatment. The resulting percentage dose difference near the air-tissue interface is hypothesized to be greater than 10% when comparing Monte Carlo N-Particle (version 5) with current treatment planning systems. The specific aims for this study are: (1) Validate Monte Carlo N-Particle (Version 5) source modeling. (2) Develop phantom. (3) Calculate phantom doses with Monte Carlo N-Particle (Version 5) and investigate doses difference between thermoluminescent dosimeter measurement, treatment planning system, and Monte Carlo results. (4) Calculate dose differences for various treatment parameters. The results from thermoliminescent dosimeter phantom measurements proves that with correct geometric and source models, Monte Carlo method can be used to estimate homogeneity and heterogeneity doses in MammoSiteRTM treatment. The resulting dose differences at various points of interests in Monte Carlo calculations were presented and compared between different calculation methods. The air pocket doses were found to be underestimated by the treatment planning system. It was concluded that after correcting for inverse square law, the underestimation error from the treatment planning system will be less than +/- 2.0%, and +/- 3.5%, at the air pocket surface and air pocket planning target volume, respectively, when comparing Monte Carlo N-Particle (version 5) results. If the skin surface is located close to the air pocket, the underestimation effect at the air pocket surface and air pocket planning target volume doses becomes less because the air outside of the skin surface reduces the air pocket inhomogeneity effect. In order to maintain appropriate skin dose within tolerance, the skin surface criterion should be considered as the smallest thickness of the breast tissue located between the air pocket and the skin surface. The thickness should be at least 5 mm. In conclusion, the air pocket outside the balloon had less than 10% inhomogeneity effect based on the situations studied. It is recommended that at least an inverse square correction should be taken into consideration in order to relate clinical outcomes to actual delivered doses to the air pocket and surrounding tissues.

Incorporating approximation error in surrogate based Bayesian inversion

NASA Astrophysics Data System (ADS)

Zhang, J.; Zeng, L.; Li, W.; Wu, L.

2015-12-01

There are increasing interests in applying surrogates for inverse Bayesian modeling to reduce repetitive evaluations of original model. In this way, the computational cost is expected to be saved. However, the approximation error of surrogate model is usually overlooked. This is partly because that it is difficult to evaluate the approximation error for many surrogates. Previous studies have shown that, the direct combination of surrogates and Bayesian methods (e.g., Markov Chain Monte Carlo, MCMC) may lead to biased estimations when the surrogate cannot emulate the highly nonlinear original system. This problem can be alleviated by implementing MCMC in a two-stage manner. However, the computational cost is still high since a relatively large number of original model simulations are required. In this study, we illustrate the importance of incorporating approximation error in inverse Bayesian modeling. Gaussian process (GP) is chosen to construct the surrogate for its convenience in approximation error evaluation. Numerical cases of Bayesian experimental design and parameter estimation for contaminant source identification are used to illustrate this idea. It is shown that, once the surrogate approximation error is well incorporated into Bayesian framework, promising results can be obtained even when the surrogate is directly used, and no further original model simulations are required.

Software Would Largely Automate Design of Kalman Filter

NASA Technical Reports Server (NTRS)

Chuang, Jason C. H.; Negast, William J.

2005-01-01

Embedded Navigation Filter Automatic Designer (ENFAD) is a computer program being developed to automate the most difficult tasks in designing embedded software to implement a Kalman filter in a navigation system. The most difficult tasks are selection of error states of the filter and tuning of filter parameters, which are timeconsuming trial-and-error tasks that require expertise and rarely yield optimum results. An optimum selection of error states and filter parameters depends on navigation-sensor and vehicle characteristics, and on filter processing time. ENFAD would include a simulation module that would incorporate all possible error states with respect to a given set of vehicle and sensor characteristics. The first of two iterative optimization loops would vary the selection of error states until the best filter performance was achieved in Monte Carlo simulations. For a fixed selection of error states, the second loop would vary the filter parameter values until an optimal performance value was obtained. Design constraints would be satisfied in the optimization loops. Users would supply vehicle and sensor test data that would be used to refine digital models in ENFAD. Filter processing time and filter accuracy would be computed by ENFAD.

On the representation and estimation of spatial uncertainty. [for mobile robot

NASA Technical Reports Server (NTRS)

Smith, Randall C.; Cheeseman, Peter

1987-01-01

This paper describes a general method for estimating the nominal relationship and expected error (covariance) between coordinate frames representing the relative locations of objects. The frames may be known only indirectly through a series of spatial relationships, each with its associated error, arising from diverse causes, including positioning errors, measurement errors, or tolerances in part dimensions. This estimation method can be used to answer such questions as whether a camera attached to a robot is likely to have a particular reference object in its field of view. The calculated estimates agree well with those from an independent Monte Carlo simulation. The method makes it possible to decide in advance whether an uncertain relationship is known accurately enough for some task and, if not, how much of an improvement in locational knowledge a proposed sensor will provide. The method presented can be generalized to six degrees of freedom and provides a practical means of estimating the relationships (position and orientation) among objects, as well as estimating the uncertainty associated with the relationships.

CXTFIT/Excel A modular adaptable code for parameter estimation, sensitivity analysis and uncertainty analysis for laboratory or field tracer experiments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tang, Guoping; Mayes, Melanie; Parker, Jack C

2010-01-01

We implemented the widely used CXTFIT code in Excel to provide flexibility and added sensitivity and uncertainty analysis functions to improve transport parameter estimation and to facilitate model discrimination for multi-tracer experiments on structured soils. Analytical solutions for one-dimensional equilibrium and nonequilibrium convection dispersion equations were coded as VBA functions so that they could be used as ordinary math functions in Excel for forward predictions. Macros with user-friendly interfaces were developed for optimization, sensitivity analysis, uncertainty analysis, error propagation, response surface calculation, and Monte Carlo analysis. As a result, any parameter with transformations (e.g., dimensionless, log-transformed, species-dependent reactions, etc.) couldmore » be estimated with uncertainty and sensitivity quantification for multiple tracer data at multiple locations and times. Prior information and observation errors could be incorporated into the weighted nonlinear least squares method with a penalty function. Users are able to change selected parameter values and view the results via embedded graphics, resulting in a flexible tool applicable to modeling transport processes and to teaching students about parameter estimation. The code was verified by comparing to a number of benchmarks with CXTFIT 2.0. It was applied to improve parameter estimation for four typical tracer experiment data sets in the literature using multi-model evaluation and comparison. Additional examples were included to illustrate the flexibilities and advantages of CXTFIT/Excel. The VBA macros were designed for general purpose and could be used for any parameter estimation/model calibration when the forward solution is implemented in Excel. A step-by-step tutorial, example Excel files and the code are provided as supplemental material.« less

The Model-Size Effect on Traditional and Modified Tests of Covariance Structures

ERIC Educational Resources Information Center

Herzog, Walter; Boomsma, Anne; Reinecke, Sven

2007-01-01

According to Kenny and McCoach (2003), chi-square tests of structural equation models produce inflated Type I error rates when the degrees of freedom increase. So far, the amount of this bias in large models has not been quantified. In a Monte Carlo study of confirmatory factor models with a range of 48 to 960 degrees of freedom it was found that…

TU-H-CAMPUS-IeP1-01: Bias and Computational Efficiency of Variance Reduction Methods for the Monte Carlo Simulation of Imaging Detectors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sharma, D; Badano, A; Sempau, J

Purpose: Variance reduction techniques (VRTs) are employed in Monte Carlo simulations to obtain estimates with reduced statistical uncertainty for a given simulation time. In this work, we study the bias and efficiency of a VRT for estimating the response of imaging detectors. Methods: We implemented Directed Sampling (DS), preferentially directing a fraction of emitted optical photons directly towards the detector by altering the isotropic model. The weight of each optical photon is appropriately modified to maintain simulation estimates unbiased. We use a Monte Carlo tool called fastDETECT2 (part of the hybridMANTIS open-source package) for optical transport, modified for VRT. Themore » weight of each photon is calculated as the ratio of original probability (no VRT) and the new probability for a particular direction. For our analysis of bias and efficiency, we use pulse height spectra, point response functions, and Swank factors. We obtain results for a variety of cases including analog (no VRT, isotropic distribution), and DS with 0.2 and 0.8 optical photons directed towards the sensor plane. We used 10,000, 25-keV primaries. Results: The Swank factor for all cases in our simplified model converged fast (within the first 100 primaries) to a stable value of 0.9. The root mean square error per pixel for DS VRT for the point response function between analog and VRT cases was approximately 5e-4. Conclusion: Our preliminary results suggest that DS VRT does not affect the estimate of the mean for the Swank factor. Our findings indicate that it may be possible to design VRTs for imaging detector simulations to increase computational efficiency without introducing bias.« less

GATE Monte Carlo simulation in a cloud computing environment

NASA Astrophysics Data System (ADS)

Rowedder, Blake Austin

The GEANT4-based GATE is a unique and powerful Monte Carlo (MC) platform, which provides a single code library allowing the simulation of specific medical physics applications, e.g. PET, SPECT, CT, radiotherapy, and hadron therapy. However, this rigorous yet flexible platform is used only sparingly in the clinic due to its lengthy calculation time. By accessing the powerful computational resources of a cloud computing environment, GATE's runtime can be significantly reduced to clinically feasible levels without the sizable investment of a local high performance cluster. This study investigated a reliable and efficient execution of GATE MC simulations using a commercial cloud computing services. Amazon's Elastic Compute Cloud was used to launch several nodes equipped with GATE. Job data was initially broken up on the local computer, then uploaded to the worker nodes on the cloud. The results were automatically downloaded and aggregated on the local computer for display and analysis. Five simulations were repeated for every cluster size between 1 and 20 nodes. Ultimately, increasing cluster size resulted in a decrease in calculation time that could be expressed with an inverse power model. Comparing the benchmark results to the published values and error margins indicated that the simulation results were not affected by the cluster size and thus that integrity of a calculation is preserved in a cloud computing environment. The runtime of a 53 minute long simulation was decreased to 3.11 minutes when run on a 20-node cluster. The ability to improve the speed of simulation suggests that fast MC simulations are viable for imaging and radiotherapy applications. With high power computing continuing to lower in price and accessibility, implementing Monte Carlo techniques with cloud computing for clinical applications will continue to become more attractive.

Quantifying and Adjusting for Disease Misclassification Due to Loss to Follow-Up in Historical Cohort Mortality Studies.

PubMed

Scott, Laura L F; Maldonado, George

2015-10-15

The purpose of this analysis was to quantify and adjust for disease misclassification from loss to follow-up in a historical cohort mortality study of workers where exposure was categorized as a multi-level variable. Disease classification parameters were defined using 2008 mortality data for the New Zealand population and the proportions of known deaths observed for the cohort. The probability distributions for each classification parameter were constructed to account for potential differences in mortality due to exposure status, gender, and ethnicity. Probabilistic uncertainty analysis (bias analysis), which uses Monte Carlo techniques, was then used to sample each parameter distribution 50,000 times, calculating adjusted odds ratios (ORDM-LTF) that compared the mortality of workers with the highest cumulative exposure to those that were considered never-exposed. The geometric mean ORDM-LTF ranged between 1.65 (certainty interval (CI): 0.50-3.88) and 3.33 (CI: 1.21-10.48), and the geometric mean of the disease-misclassification error factor (εDM-LTF), which is the ratio of the observed odds ratio to the adjusted odds ratio, had a range of 0.91 (CI: 0.29-2.52) to 1.85 (CI: 0.78-6.07). Only when workers in the highest exposure category were more likely than those never-exposed to be misclassified as non-cases did the ORDM-LTF frequency distributions shift further away from the null. The application of uncertainty analysis to historical cohort mortality studies with multi-level exposures can provide valuable insight into the magnitude and direction of study error resulting from losses to follow-up.

GPU Acceleration of Mean Free Path Based Kernel Density Estimators for Monte Carlo Neutronics Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burke, TImothy P.; Kiedrowski, Brian C.; Martin, William R.

Kernel Density Estimators (KDEs) are a non-parametric density estimation technique that has recently been applied to Monte Carlo radiation transport simulations. Kernel density estimators are an alternative to histogram tallies for obtaining global solutions in Monte Carlo tallies. With KDEs, a single event, either a collision or particle track, can contribute to the score at multiple tally points with the uncertainty at those points being independent of the desired resolution of the solution. Thus, KDEs show potential for obtaining estimates of a global solution with reduced variance when compared to a histogram. Previously, KDEs have been applied to neutronics formore » one-group reactor physics problems and fixed source shielding applications. However, little work was done to obtain reaction rates using KDEs. This paper introduces a new form of the MFP KDE that is capable of handling general geometries. Furthermore, extending the MFP KDE to 2-D problems in continuous energy introduces inaccuracies to the solution. An ad-hoc solution to these inaccuracies is introduced that produces errors smaller than 4% at material interfaces.« less

Analytic variance estimates of Swank and Fano factors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gutierrez, Benjamin; Badano, Aldo; Samuelson, Frank, E-mail: frank.samuelson@fda.hhs.gov

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 frommore » 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.« less

Tolerance allocation for an electronic system using neural network/Monte Carlo approach

NASA Astrophysics Data System (ADS)

Al-Mohammed, Mohammed; Esteve, Daniel; Boucher, Jaque

2001-12-01

The intense global competition to produce quality products at a low cost has led many industrial nations to consider tolerances as a key factor to bring about cost as well as to remain competitive. In actually, Tolerance allocation stays widely applied on the Mechanic System. It is known that to study the tolerances in an electronic domain, Monte-Carlo method well be used. But the later method spends a long time. This paper reviews several methods (Worst-case, Statistical Method, Least Cost Allocation by Optimization methods) that can be used for treating the tolerancing problem for an Electronic System and explains their advantages and their limitations. Then, it proposes an efficient method based on the Neural Networks associated with Monte-Carlo method as basis data. The network is trained using the Error Back Propagation Algorithm to predict the individual part tolerances, minimizing the total cost of the system by a method of optimization. This proposed approach has been applied on Small-Signal Amplifier Circuit as an example. This method can be easily extended to a complex system of n-components.

Quantifying errors without random sampling.

PubMed

Phillips, Carl V; LaPole, Luwanna M

2003-06-12

All quantifications of mortality, morbidity, and other health measures involve numerous sources of error. The routine quantification of random sampling error makes it easy to forget that other sources of error can and should be quantified. When a quantification does not involve sampling, error is almost never quantified and results are often reported in ways that dramatically overstate their precision. We argue that the precision implicit in typical reporting is problematic and sketch methods for quantifying the various sources of error, building up from simple examples that can be solved analytically to more complex cases. There are straightforward ways to partially quantify the uncertainty surrounding a parameter that is not characterized by random sampling, such as limiting reported significant figures. We present simple methods for doing such quantifications, and for incorporating them into calculations. More complicated methods become necessary when multiple sources of uncertainty must be combined. We demonstrate that Monte Carlo simulation, using available software, can estimate the uncertainty resulting from complicated calculations with many sources of uncertainty. We apply the method to the current estimate of the annual incidence of foodborne illness in the United States. Quantifying uncertainty from systematic errors is practical. Reporting this uncertainty would more honestly represent study results, help show the probability that estimated values fall within some critical range, and facilitate better targeting of further research.

Accelerated Monte Carlo Simulation for Safety Analysis of the Advanced Airspace Concept

NASA Technical Reports Server (NTRS)

Thipphavong, David

2010-01-01

Safe separation of aircraft is a primary objective of any air traffic control system. An accelerated Monte Carlo approach was developed to assess the level of safety provided by a proposed next-generation air traffic control system. It combines features of fault tree and standard Monte Carlo methods. It runs more than one order of magnitude faster than the standard Monte Carlo method while providing risk estimates that only differ by about 10%. It also preserves component-level model fidelity that is difficult to maintain using the standard fault tree method. This balance of speed and fidelity allows sensitivity analysis to be completed in days instead of weeks or months with the standard Monte Carlo method. Results indicate that risk estimates are sensitive to transponder, pilot visual avoidance, and conflict detection failure probabilities.

Extending the SBUV MOD Ozone Profile data record with OMPS Nadir Profiler Data: Updated Trends and Uncertainties

NASA Astrophysics Data System (ADS)

Frith, S. M.; Stolarski, R. S.; McPeters, R. D.; Kramarova, N. A.

2017-12-01

The Ozone Monitoring and Profile Suite (OMPS) on the Suomi NPP satellite comprises three instruments measuring profile and total column ozone. The Nadir Profiler sensor measures broadly-resolved vertical ozone profiles retrieved from backscattered UV radiances, and continues a nearly unbroken record of measurements from the Solar Backscatter Ultraviolet (SBUV and SBUV/2) series of instruments dating back to late 1978. The SBUV Merged Ozone Dataset (MOD) combines data from the SBUV instrument series into a single coherent data record. The last instrument in the series, operating on the NOAA 19 satellite, is expected to encounter higher measurement uncertainties as the N19 orbit drifts closer to the terminator, necessitating a move to the next generation OMPS instruments. Here we incorporate OMPS NP v2.3 data from 2012-2017 into the MOD record and evaluate the effects of the new data on theoverall record, particularly the sensitivity of long-term trend estimates derived from MOD. We will evaluate the uncertainty associated with merging multiple records. We use a Monte Carlo modeling approach to estimate the potential for uncertainties in the calibration and drift of individual instruments to mimic long-term variations in the merged data set. Intra-instrument comparisons during overlap periods are used to quantify the uncertainty of each instrument in the Monte Carlo simulations. Current error estimates using this approach are likely conservative because we model a Gaussian distribution of potential offsets and drifts when the actual distributions are more complicated. In this work we will investigate the effects of the additional data set, but also pursue approaches to define the Monte Carlo model more precisely to better characterize the potential error.

Cosmographic analysis with Chebyshev polynomials

NASA Astrophysics Data System (ADS)

Capozziello, Salvatore; D'Agostino, Rocco; Luongo, Orlando

2018-05-01

The limits of standard cosmography are here revised addressing the problem of error propagation during statistical analyses. To do so, we propose the use of Chebyshev polynomials to parametrize cosmic distances. In particular, we demonstrate that building up rational Chebyshev polynomials significantly reduces error propagations with respect to standard Taylor series. This technique provides unbiased estimations of the cosmographic parameters and performs significatively better than previous numerical approximations. To figure this out, we compare rational Chebyshev polynomials with Padé series. In addition, we theoretically evaluate the convergence radius of (1,1) Chebyshev rational polynomial and we compare it with the convergence radii of Taylor and Padé approximations. We thus focus on regions in which convergence of Chebyshev rational functions is better than standard approaches. With this recipe, as high-redshift data are employed, rational Chebyshev polynomials remain highly stable and enable one to derive highly accurate analytical approximations of Hubble's rate in terms of the cosmographic series. Finally, we check our theoretical predictions by setting bounds on cosmographic parameters through Monte Carlo integration techniques, based on the Metropolis-Hastings algorithm. We apply our technique to high-redshift cosmic data, using the Joint Light-curve Analysis supernovae sample and the most recent versions of Hubble parameter and baryon acoustic oscillation measurements. We find that cosmography with Taylor series fails to be predictive with the aforementioned data sets, while turns out to be much more stable using the Chebyshev approach.

Multiple-Event Seismic Location Using the Markov-Chain Monte Carlo Technique

NASA Astrophysics Data System (ADS)

Myers, S. C.; Johannesson, G.; Hanley, W.

2005-12-01

We develop a new multiple-event location algorithm (MCMCloc) that utilizes the Markov-Chain Monte Carlo (MCMC) method. Unlike most inverse methods, the MCMC approach produces a suite of solutions, each of which is consistent with observations and prior estimates of data and model uncertainties. Model parameters in MCMCloc consist of event hypocenters, and travel-time predictions. Data are arrival time measurements and phase assignments. Posteriori estimates of event locations, path corrections, pick errors, and phase assignments are made through analysis of the posteriori suite of acceptable solutions. Prior uncertainty estimates include correlations between travel-time predictions, correlations between measurement errors, the probability of misidentifying one phase for another, and the probability of spurious data. Inclusion of prior constraints on location accuracy allows direct utilization of ground-truth locations or well-constrained location parameters (e.g. from InSAR) that aid in the accuracy of the solution. Implementation of a correlation structure for travel-time predictions allows MCMCloc to operate over arbitrarily large geographic areas. Transition in behavior between a multiple-event locator for tightly clustered events and a single-event locator for solitary events is controlled by the spatial correlation of travel-time predictions. We test the MCMC locator on a regional data set of Nevada Test Site nuclear explosions. Event locations and origin times are known for these events, allowing us to test the features of MCMCloc using a high-quality ground truth data set. Preliminary tests suggest that MCMCloc provides excellent relative locations, often outperforming traditional multiple-event location algorithms, and excellent absolute locations are attained when constraints from one or more ground truth event are included. When phase assignments are switched, we find that MCMCloc properly corrects the error when predicted arrival times are separated by several seconds. In cases where the predicted arrival times are within the combined uncertainty of prediction and measurement errors, MCMCloc determines the probability of one or the other phase assignment and propagates this uncertainty into all model parameters. We find that MCMCloc is a promising method for simultaneously locating large, geographically distributed data sets. Because we incorporate prior knowledge on many parameters, MCMCloc is ideal for combining trusted data with data of unknown reliability. This work was performed under the auspices of the U.S. Department of Energy by the University of California Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48, Contribution UCRL-ABS-215048

A Permutation-Randomization Approach to Test the Spatial Distribution of Plant Diseases.

PubMed

Lione, G; Gonthier, P

2016-01-01

The analysis of the spatial distribution of plant diseases requires the availability of trustworthy geostatistical methods. The mean distance tests (MDT) are here proposed as a series of permutation and randomization tests to assess the spatial distribution of plant diseases when the variable of phytopathological interest is categorical. A user-friendly software to perform the tests is provided. Estimates of power and type I error, obtained with Monte Carlo simulations, showed the reliability of the MDT (power > 0.80; type I error < 0.05). A biological validation on the spatial distribution of spores of two fungal pathogens causing root rot on conifers was successfully performed by verifying the consistency between the MDT responses and previously published data. An application of the MDT was carried out to analyze the relation between the plantation density and the distribution of the infection of Gnomoniopsis castanea, an emerging fungal pathogen causing nut rot on sweet chestnut. Trees carrying nuts infected by the pathogen were randomly distributed in areas with different plantation densities, suggesting that the distribution of G. castanea was not related to the plantation density. The MDT could be used to analyze the spatial distribution of plant diseases both in agricultural and natural ecosystems.

Ancient numerical daemons of conceptual hydrological modeling: 2. Impact of time stepping schemes on model analysis and prediction

NASA Astrophysics Data System (ADS)

Kavetski, Dmitri; Clark, Martyn P.

2010-10-01

Despite the widespread use of conceptual hydrological models in environmental research and operations, they remain frequently implemented using numerically unreliable methods. This paper considers the impact of the time stepping scheme on model analysis (sensitivity analysis, parameter optimization, and Markov chain Monte Carlo-based uncertainty estimation) and prediction. It builds on the companion paper (Clark and Kavetski, 2010), which focused on numerical accuracy, fidelity, and computational efficiency. Empirical and theoretical analysis of eight distinct time stepping schemes for six different hydrological models in 13 diverse basins demonstrates several critical conclusions. (1) Unreliable time stepping schemes, in particular, fixed-step explicit methods, suffer from troublesome numerical artifacts that severely deform the objective function of the model. These deformations are not rare isolated instances but can arise in any model structure, in any catchment, and under common hydroclimatic conditions. (2) Sensitivity analysis can be severely contaminated by numerical errors, often to the extent that it becomes dominated by the sensitivity of truncation errors rather than the model equations. (3) Robust time stepping schemes generally produce "better behaved" objective functions, free of spurious local optima, and with sufficient numerical continuity to permit parameter optimization using efficient quasi Newton methods. When implemented within a multistart framework, modern Newton-type optimizers are robust even when started far from the optima and provide valuable diagnostic insights not directly available from evolutionary global optimizers. (4) Unreliable time stepping schemes lead to inconsistent and biased inferences of the model parameters and internal states. (5) Even when interactions between hydrological parameters and numerical errors provide "the right result for the wrong reason" and the calibrated model performance appears adequate, unreliable time stepping schemes make the model unnecessarily fragile in predictive mode, undermining validation assessments and operational use. Erroneous or misleading conclusions of model analysis and prediction arising from numerical artifacts in hydrological models are intolerable, especially given that robust numerics are accepted as mainstream in other areas of science and engineering. We hope that the vivid empirical findings will encourage the conceptual hydrological community to close its Pandora's box of numerical problems, paving the way for more meaningful model application and interpretation.

Guidance and navigation for rendezvous with an uncooperative target

NASA Astrophysics Data System (ADS)

Telaar, J.; Schlaile, C.; Sommer, J.

2018-06-01

This paper presents a guidance strategy for a rendezvous with an uncooperative target. In the applied design reference mission, a spiral approach is commanded ensuring a collision-free relative orbit due to e/i-vector separation. The dimensions of the relative orbit are successively reduced by Δv commands which at the same time improve the observability of the relative state. The navigation is based on line-of-sight measurements. The relative state is estimated by an extended Kalman filter (EKF). The performance of this guidance and navigation strategy is demonstrated by extensive Monte Carlo simulations taking into account all major uncertainties like measurement errors, Δv execution errors, and differential drag.

Performance Comparison of Orthogonal and Quasi-orthogonal Codes in Quasi-Synchronous Cellular CDMA Communication

NASA Astrophysics Data System (ADS)

Jos, Sujit; Kumar, Preetam; Chakrabarti, Saswat

Orthogonal and quasi-orthogonal codes are integral part of any DS-CDMA based cellular systems. Orthogonal codes are ideal for use in perfectly synchronous scenario like downlink cellular communication. Quasi-orthogonal codes are preferred over orthogonal codes in the uplink communication where perfect synchronization cannot be achieved. In this paper, we attempt to compare orthogonal and quasi-orthogonal codes in presence of timing synchronization error. This will give insight into the synchronization demands in DS-CDMA systems employing the two classes of sequences. The synchronization error considered is smaller than chip duration. Monte-Carlo simulations have been carried out to verify the analytical and numerical results.

An investigation into exoplanet transits and uncertainties

NASA Astrophysics Data System (ADS)

Ji, Y.; Banks, T.; Budding, E.; Rhodes, M. D.

2017-06-01

A simple transit model is described along with tests of this model against published results for 4 exoplanet systems (Kepler-1, 2, 8, and 77). Data from the Kepler mission are used. The Markov Chain Monte Carlo (MCMC) method is applied to obtain realistic error estimates. Optimisation of limb darkening coefficients is subject to data quality. It is more likely for MCMC to derive an empirical limb darkening coefficient for light curves with S/N (signal to noise) above 15. Finally, the model is applied to Kepler data for 4 Kepler candidate systems (KOI 760.01, 767.01, 802.01, and 824.01) with previously unpublished results. Error estimates for these systems are obtained via the MCMC method.

Conflict Probability Estimation for Free Flight

NASA Technical Reports Server (NTRS)

Paielli, Russell A.; Erzberger, Heinz

1996-01-01

The safety and efficiency of free flight will benefit from automated conflict prediction and resolution advisories. Conflict prediction is based on trajectory prediction and is less certain the farther in advance the prediction, however. An estimate is therefore needed of the probability that a conflict will occur, given a pair of predicted trajectories and their levels of uncertainty. A method is developed in this paper to estimate that conflict probability. The trajectory prediction errors are modeled as normally distributed, and the two error covariances for an aircraft pair are combined into a single equivalent covariance of the relative position. A coordinate transformation is then used to derive an analytical solution. Numerical examples and Monte Carlo validation are presented.

An analysis of annual maximum streamflows in Terengganu, Malaysia using TL-moments approach

NASA Astrophysics Data System (ADS)

Ahmad, Ummi Nadiah; Shabri, Ani; Zakaria, Zahrahtul Amani

2013-02-01

TL-moments approach has been used in an analysis to determine the best-fitting distributions to represent the annual series of maximum streamflow data over 12 stations in Terengganu, Malaysia. The TL-moments with different trimming values are used to estimate the parameter of the selected distributions namely: generalized pareto (GPA), generalized logistic, and generalized extreme value distribution. The influence of TL-moments on estimated probability distribution functions are examined by evaluating the relative root mean square error and relative bias of quantile estimates through Monte Carlo simulations. The boxplot is used to show the location of the median and the dispersion of the data, which helps in reaching the decisive conclusions. For most of the cases, the results show that TL-moments with one smallest value was trimmed from the conceptual sample (TL-moments (1,0)), of GPA distribution was the most appropriate in majority of the stations for describing the annual maximum streamflow series in Terengganu, Malaysia.

Analysis of Plane-Parallel Electron Beam Propagation in Different Media by Numerical Simulation Methods

NASA Astrophysics Data System (ADS)

Miloichikova, I. A.; Bespalov, V. I.; Krasnykh, A. A.; Stuchebrov, S. G.; Cherepennikov, Yu. M.; Dusaev, R. R.

2018-04-01

Simulation by the Monte Carlo method is widely used to calculate the character of ionizing radiation interaction with substance. A wide variety of programs based on the given method allows users to choose the most suitable package for solving computational problems. In turn, it is important to know exactly restrictions of numerical systems to avoid gross errors. Results of estimation of the feasibility of application of the program PCLab (Computer Laboratory, version 9.9) for numerical simulation of the electron energy distribution absorbed in beryllium, aluminum, gold, and water for industrial, research, and clinical beams are presented. The data obtained using programs ITS and Geant4 being the most popular software packages for solving the given problems and the program PCLab are presented in the graphic form. A comparison and an analysis of the results obtained demonstrate the feasibility of application of the program PCLab for simulation of the absorbed energy distribution and dose of electrons in various materials for energies in the range 1-20 MeV.

Estimation of Aerodynamic Stability Derivatives for Space Launch System and Impact on Stability Margins

NASA Technical Reports Server (NTRS)

Pei, Jing; Wall, John

2013-01-01

This paper describes the techniques involved in determining the aerodynamic stability derivatives for the frequency domain analysis of the Space Launch System (SLS) vehicle. Generally for launch vehicles, determination of the derivatives is fairly straightforward since the aerodynamic data is usually linear through a moderate range of angle of attack. However, if the wind tunnel data lacks proper corrections then nonlinearities and asymmetric behavior may appear in the aerodynamic database coefficients. In this case, computing the derivatives becomes a non-trivial task. Errors in computing the nominal derivatives could lead to improper interpretation regarding the natural stability of the system and tuning of the controller parameters, which would impact both stability and performance. The aerodynamic derivatives are also provided at off nominal operating conditions used for dispersed frequency domain Monte Carlo analysis. Finally, results are shown to illustrate that the effects of aerodynamic cross axis coupling can be neglected for the SLS configuration studied

The lepton+jets Selection and Determination of the Lepton Fake Rate with the Full RunIIb Data Set

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meister, Daniel

2013-01-01

This thesis presents the combined single top andmore » $$ t\\overline{ }\\ t $$ lepton+jets selection for the full RunIIb dataset of the DØ detector. The selection uses the newest soft- ware versions including all standard central object identifications and corrections and has various additions and improvements compared to the previous 7 . 3 fb - 1 $$ t\\overline{ }\\ t $$ selection and the previous single top selection in order to accommodate even more different analyses. The lepton fake rate $$\\epsilon_{\\rm QCD}$$ and the real lepton efficiency $$\\epsilon_{\\rm sig}$$ are estimated using the matrix method and different variations are considered in order to determine the systematic errors. The calculation has to be done for each run period and every set of analysis cuts separately. In addition the values for the exclusive jet bins and for the new single top analysis cuts have been derived and the thesis shows numerous control plots to demonstrate the excellent agreement between data and Monte Carlo.« less

Model Fit and Item Factor Analysis: Overfactoring, Underfactoring, and a Program to Guide Interpretation.

PubMed

Clark, D Angus; Bowles, Ryan P

2018-04-23

In exploratory item factor analysis (IFA), researchers may use model fit statistics and commonly invoked fit thresholds to help determine the dimensionality of an assessment. However, these indices and thresholds may mislead as they were developed in a confirmatory framework for models with continuous, not categorical, indicators. The present study used Monte Carlo simulation methods to investigate the ability of popular model fit statistics (chi-square, root mean square error of approximation, the comparative fit index, and the Tucker-Lewis index) and their standard cutoff values to detect the optimal number of latent dimensions underlying sets of dichotomous items. Models were fit to data generated from three-factor population structures that varied in factor loading magnitude, factor intercorrelation magnitude, number of indicators, and whether cross loadings or minor factors were included. The effectiveness of the thresholds varied across fit statistics, and was conditional on many features of the underlying model. Together, results suggest that conventional fit thresholds offer questionable utility in the context of IFA.

Alternative Methods for Estimating Plane Parameters Based on a Point Cloud

NASA Astrophysics Data System (ADS)

Stryczek, Roman

2017-12-01

Non-contact measurement techniques carried out using triangulation optical sensors are increasingly popular in measurements with the use of industrial robots directly on production lines. The result of such measurements is often a cloud of measurement points that is characterized by considerable measuring noise, presence of a number of points that differ from the reference model, and excessive errors that must be eliminated from the analysis. To obtain vector information points contained in the cloud that describe reference models, the data obtained during a measurement should be subjected to appropriate processing operations. The present paperwork presents an analysis of suitability of methods known as RANdom Sample Consensus (RANSAC), Monte Carlo Method (MCM), and Particle Swarm Optimization (PSO) for the extraction of the reference model. The effectiveness of the tested methods is illustrated by examples of measurement of the height of an object and the angle of a plane, which were made on the basis of experiments carried out at workshop conditions.

SENSITIVITY OF BLIND PULSAR SEARCHES WITH THE FERMI LARGE AREA TELESCOPE

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dormody, M.; Johnson, R. P.; Atwood, W. B.

2011-12-01

We quantitatively establish the sensitivity to the detection of young to middle-aged, isolated, gamma-ray pulsars through blind searches of Fermi Large Area Telescope (LAT) data using a Monte Carlo simulation. We detail a sensitivity study of the time-differencing blind search code used to discover gamma-ray pulsars in the first year of observations. We simulate 10,000 pulsars across a broad parameter space and distribute them across the sky. We replicate the analysis in the Fermi LAT First Source Catalog to localize the sources, and the blind search analysis to find the pulsars. We analyze the results and discuss the effect ofmore » positional error and spin frequency on gamma-ray pulsar detections. Finally, we construct a formula to determine the sensitivity of the blind search and present a sensitivity map assuming a standard set of pulsar parameters. The results of this study can be applied to population studies and are useful in characterizing unidentified LAT sources.« less

Upper limits on the 21 cm power spectrum at z = 5.9 from quasar absorption line spectroscopy

NASA Astrophysics Data System (ADS)

Pober, Jonathan C.; Greig, Bradley; Mesinger, Andrei

2016-11-01

We present upper limits on the 21 cm power spectrum at z = 5.9 calculated from the model-independent limit on the neutral fraction of the intergalactic medium of x_{H I} < 0.06 + 0.05 (1σ ) derived from dark pixel statistics of quasar absorption spectra. Using 21CMMC, a Markov chain Monte Carlo Epoch of Reionization analysis code, we explore the probability distribution of 21 cm power spectra consistent with this constraint on the neutral fraction. We present 99 per cent confidence upper limits of Δ2(k) < 10-20 mK2 over a range of k from 0.5 to 2.0 h Mpc-1, with the exact limit dependent on the sampled k mode. This limit can be used as a null test for 21 cm experiments: a detection of power at z = 5.9 in excess of this value is highly suggestive of residual foreground contamination or other systematic errors affecting the analysis.

A Monte-Carlo Bayesian framework for urban rainfall error modelling

NASA Astrophysics Data System (ADS)

Ochoa Rodriguez, Susana; Wang, Li-Pen; Willems, Patrick; Onof, Christian

2016-04-01

Rainfall estimates of the highest possible accuracy and resolution are required for urban hydrological applications, given the small size and fast response which characterise urban catchments. While significant progress has been made in recent years towards meeting rainfall input requirements for urban hydrology -including increasing use of high spatial resolution radar rainfall estimates in combination with point rain gauge records- rainfall estimates will never be perfect and the true rainfall field is, by definition, unknown [1]. Quantifying the residual errors in rainfall estimates is crucial in order to understand their reliability, as well as the impact that their uncertainty may have in subsequent runoff estimates. The quantification of errors in rainfall estimates has been an active topic of research for decades. However, existing rainfall error models have several shortcomings, including the fact that they are limited to describing errors associated to a single data source (i.e. errors associated to rain gauge measurements or radar QPEs alone) and to a single representative error source (e.g. radar-rain gauge differences, spatial temporal resolution). Moreover, rainfall error models have been mostly developed for and tested at large scales. Studies at urban scales are mostly limited to analyses of propagation of errors in rain gauge records-only through urban drainage models and to tests of model sensitivity to uncertainty arising from unmeasured rainfall variability. Only few radar rainfall error models -originally developed for large scales- have been tested at urban scales [2] and have been shown to fail to well capture small-scale storm dynamics, including storm peaks, which are of utmost important for urban runoff simulations. In this work a Monte-Carlo Bayesian framework for rainfall error modelling at urban scales is introduced, which explicitly accounts for relevant errors (arising from insufficient accuracy and/or resolution) in multiple data sources (in this case radar and rain gauge estimates typically available at present), while at the same time enabling dynamic combination of these data sources (thus not only quantifying uncertainty, but also reducing it). This model generates an ensemble of merged rainfall estimates, which can then be used as input to urban drainage models in order to examine how uncertainties in rainfall estimates propagate to urban runoff estimates. The proposed model is tested using as case study a detailed rainfall and flow dataset, and a carefully verified urban drainage model of a small (~9 km2) pilot catchment in North-East London. The model has shown to well characterise residual errors in rainfall data at urban scales (which remain after the merging), leading to improved runoff estimates. In fact, the majority of measured flow peaks are bounded within the uncertainty area produced by the runoff ensembles generated with the ensemble rainfall inputs. REFERENCES: [1] Ciach, G. J. & Krajewski, W. F. (1999). On the estimation of radar rainfall error variance. Advances in Water Resources, 22 (6), 585-595. [2] Rico-Ramirez, M. A., Liguori, S. & Schellart, A. N. A. (2015). Quantifying radar-rainfall uncertainties in urban drainage flow modelling. Journal of Hydrology, 528, 17-28.

Thrust imbalance of the Space Shuttle solid rocket motors

NASA Technical Reports Server (NTRS)

Foster, W. A., Jr.; Sforzini, R. H.; Shackelford, B. W., Jr.

1981-01-01

The Monte Carlo statistical analysis of thrust imbalance is applied to both the Titan IIIC and the Space Shuttle solid rocket motors (SRMs) firing in parallel, and results are compared with those obtained from the Space Shuttle program. The test results are examined in three phases: (1) pairs of SRMs selected from static tests of the four developmental motors (DMs 1 through 4); (2) pairs of SRMs selected from static tests of the three quality assurance motors (QMs 1 through 3); (3) SRMs on the first flight test vehicle (STS-1A and STS-1B). The simplified internal ballistic model utilized for computing thrust from head-end pressure measurements on flight tests is shown to agree closely with measured thrust data. Inaccuracies in thrust imbalance evaluation are explained by possible flight test instrumentation errors.

A novel artificial fish swarm algorithm for recalibration of fiber optic gyroscope error parameters.

PubMed

Gao, Yanbin; Guan, Lianwu; Wang, Tingjun; Sun, Yunlong

2015-05-05

The artificial fish swarm algorithm (AFSA) is one of the state-of-the-art swarm intelligent techniques, which is widely utilized for optimization purposes. Fiber optic gyroscope (FOG) error parameters such as scale factors, biases and misalignment errors are relatively unstable, especially with the environmental disturbances and the aging of fiber coils. These uncalibrated error parameters are the main reasons that the precision of FOG-based strapdown inertial navigation system (SINS) degraded. This research is mainly on the application of a novel artificial fish swarm algorithm (NAFSA) on FOG error coefficients recalibration/identification. First, the NAFSA avoided the demerits (e.g., lack of using artificial fishes' pervious experiences, lack of existing balance between exploration and exploitation, and high computational cost) of the standard AFSA during the optimization process. To solve these weak points, functional behaviors and the overall procedures of AFSA have been improved with some parameters eliminated and several supplementary parameters added. Second, a hybrid FOG error coefficients recalibration algorithm has been proposed based on NAFSA and Monte Carlo simulation (MCS) approaches. This combination leads to maximum utilization of the involved approaches for FOG error coefficients recalibration. After that, the NAFSA is verified with simulation and experiments and its priorities are compared with that of the conventional calibration method and optimal AFSA. Results demonstrate high efficiency of the NAFSA on FOG error coefficients recalibration.

GPS measurement error gives rise to spurious 180 degree turning angles and strong directional biases in animal movement data.

PubMed

Hurford, Amy

2009-05-20

Movement data are frequently collected using Global Positioning System (GPS) receivers, but recorded GPS locations are subject to errors. While past studies have suggested methods to improve location accuracy, mechanistic movement models utilize distributions of turning angles and directional biases and these data present a new challenge in recognizing and reducing the effect of measurement error. I collected locations from a stationary GPS collar, analyzed a probabilistic model and used Monte Carlo simulations to understand how measurement error affects measured turning angles and directional biases. Results from each of the three methods were in complete agreement: measurement error gives rise to a systematic bias where a stationary animal is most likely to be measured as turning 180 degrees or moving towards a fixed point in space. These spurious effects occur in GPS data when the measured distance between locations is <20 meters. Measurement error must be considered as a possible cause of 180 degree turning angles in GPS data. Consequences of failing to account for measurement error are predicting overly tortuous movement, numerous returns to previously visited locations, inaccurately predicting species range, core areas, and the frequency of crossing linear features. By understanding the effect of GPS measurement error, ecologists are able to disregard false signals to more accurately design conservation plans for endangered wildlife.

Efficient Monte Carlo sampling of inverse problems using a neural network-based forward—applied to GPR crosshole traveltime inversion

NASA Astrophysics Data System (ADS)

Hansen, T. M.; Cordua, K. S.

2017-12-01

Probabilistically formulated inverse problems can be solved using Monte Carlo-based sampling methods. In principle, both advanced prior information, based on for example, complex geostatistical models and non-linear forward models can be considered using such methods. However, Monte Carlo methods may be associated with huge computational costs that, in practice, limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical forward response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival traveltime inversion of crosshole ground penetrating radar data. An accurate forward model, based on 2-D full-waveform modeling followed by automatic traveltime picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the accurate and computationally expensive forward model, and also considerably faster and more accurate (i.e. with better resolution), than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of non-linear and non-Gaussian inverse problems that have to be solved using Monte Carlo sampling techniques.

Quantifying Ab Initio Equation of State Errors for Hydrogen-Helium Mixtures

NASA Astrophysics Data System (ADS)

Clay, Raymond; Morales, Miguel

2017-06-01

In order to produce predictive models of Jovian planets, an accurate equation of state for hydrogen-helium mixtures is needed over pressure and temperature ranges spanning multiple orders of magnitude. While extensive theoretical work has been done in this area, previous controversies regarding the equation of state of pure hydrogen have demonstrated exceptional sensitivity to approximations commonly employed in ab initio calculations. To this end, we present the results of our quantum Monte Carlo based benchmarking studies for several major classes of density functionals. Additionally, we expand upon our published results by considering the impact that ionic finite size effects and density functional errors translate to errors in the equation of state. Sandia National Laboratories is a multi-mission laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Three-Dimensional Color Code Thresholds via Statistical-Mechanical Mapping.

PubMed

Kubica, Aleksander; Beverland, Michael E; Brandão, Fernando; Preskill, John; Svore, Krysta M

2018-05-04

Three-dimensional (3D) color codes have advantages for fault-tolerant quantum computing, such as protected quantum gates with relatively low overhead and robustness against imperfect measurement of error syndromes. Here we investigate the storage threshold error rates for bit-flip and phase-flip noise in the 3D color code (3DCC) on the body-centered cubic lattice, assuming perfect syndrome measurements. In particular, by exploiting a connection between error correction and statistical mechanics, we estimate the threshold for 1D stringlike and 2D sheetlike logical operators to be p_{3DCC}^{(1)}≃1.9% and p_{3DCC}^{(2)}≃27.6%. We obtain these results by using parallel tempering Monte Carlo simulations to study the disorder-temperature phase diagrams of two new 3D statistical-mechanical models: the four- and six-body random coupling Ising models.

Reliability-Based Stability Analysis of Rock Slopes Using Numerical Analysis and Response Surface Method

NASA Astrophysics Data System (ADS)

Dadashzadeh, N.; Duzgun, H. S. B.; Yesiloglu-Gultekin, N.

2017-08-01

While advanced numerical techniques in slope stability analysis are successfully used in deterministic studies, they have so far found limited use in probabilistic analyses due to their high computation cost. The first-order reliability method (FORM) is one of the most efficient probabilistic techniques to perform probabilistic stability analysis by considering the associated uncertainties in the analysis parameters. However, it is not possible to directly use FORM in numerical slope stability evaluations as it requires definition of a limit state performance function. In this study, an integrated methodology for probabilistic numerical modeling of rock slope stability is proposed. The methodology is based on response surface method, where FORM is used to develop an explicit performance function from the results of numerical simulations. The implementation of the proposed methodology is performed by considering a large potential rock wedge in Sumela Monastery, Turkey. The accuracy of the developed performance function to truly represent the limit state surface is evaluated by monitoring the slope behavior. The calculated probability of failure is compared with Monte Carlo simulation (MCS) method. The proposed methodology is found to be 72% more efficient than MCS, while the accuracy is decreased with an error of 24%.

Radiative transfer modelling inside thermal protection system using hybrid homogenization method for a backward Monte Carlo method coupled with Mie theory

NASA Astrophysics Data System (ADS)

Le Foll, S.; André, F.; Delmas, A.; Bouilly, J. M.; Aspa, Y.

2012-06-01

A backward Monte Carlo method for modelling the spectral directional emittance of fibrous media has been developed. It uses Mie theory to calculate the radiative properties of single fibres, modelled as infinite cylinders, and the complex refractive index is computed by a Drude-Lorenz model for the dielectric function. The absorption and scattering coefficient are homogenised over several fibres, but the scattering phase function of a single one is used to determine the scattering direction of energy inside the medium. Sensitivity analysis based on several Monte Carlo results has been performed to estimate coefficients for a Multi-Linear Model (MLM) specifically developed for inverse analysis of experimental data. This model concurs with the Monte Carlo method and is highly computationally efficient. In contrast, the surface emissivity model, which assumes an opaque medium, shows poor agreement with the reference Monte Carlo calculations.

A simulation study to quantify the impacts of exposure measurement error on air pollution health risk estimates in copollutant time-series models.

PubMed

Dionisio, Kathie L; Chang, Howard H; Baxter, Lisa K

2016-11-25

Exposure measurement error in copollutant epidemiologic models has the potential to introduce bias in relative risk (RR) estimates. A simulation study was conducted using empirical data to quantify the impact of correlated measurement errors in time-series analyses of air pollution and health. ZIP-code level estimates of exposure for six pollutants (CO, NO x , EC, PM 2.5 , SO 4 , O 3 ) from 1999 to 2002 in the Atlanta metropolitan area were used to calculate spatial, population (i.e. ambient versus personal), and total exposure measurement error. Empirically determined covariance of pollutant concentration pairs and the associated measurement errors were used to simulate true exposure (exposure without error) from observed exposure. Daily emergency department visits for respiratory diseases were simulated using a Poisson time-series model with a main pollutant RR = 1.05 per interquartile range, and a null association for the copollutant (RR = 1). Monte Carlo experiments were used to evaluate the impacts of correlated exposure errors of different copollutant pairs. Substantial attenuation of RRs due to exposure error was evident in nearly all copollutant pairs studied, ranging from 10 to 40% attenuation for spatial error, 3-85% for population error, and 31-85% for total error. When CO, NO x or EC is the main pollutant, we demonstrated the possibility of false positives, specifically identifying significant, positive associations for copollutants based on the estimated type I error rate. The impact of exposure error must be considered when interpreting results of copollutant epidemiologic models, due to the possibility of attenuation of main pollutant RRs and the increased probability of false positives when measurement error is present.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yoon, Boram; Gupta, Rajan; Bhattacharya, Tanmoy

We present a detailed analysis of methods to reduce statistical errors and excited-state contamination in the calculation of matrix elements of quark bilinear operators in nucleon states. All the calculations were done on a 2+1 flavor ensemble with lattices of sizemore » $$32^3 \\times 64$$ generated using the rational hybrid Monte Carlo algorithm at $a=0.081$~fm and with $$M_\\pi=312$$~MeV. The statistical precision of the data is improved using the all-mode-averaging method. We compare two methods for reducing excited-state contamination: a variational analysis and a two-state fit to data at multiple values of the source-sink separation $$t_{\\rm sep}$$. We show that both methods can be tuned to significantly reduce excited-state contamination and discuss their relative advantages and cost-effectiveness. A detailed analysis of the size of source smearing used in the calculation of quark propagators and the range of values of $$t_{\\rm sep}$$ needed to demonstrate convergence of the isovector charges of the nucleon to the $$t_{\\rm sep} \\to \\infty $$ estimates is presented.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yoon, Boram; Gupta, Rajan; Bhattacharya, Tanmoy

We present a detailed analysis of methods to reduce statistical errors and excited-state contamination in the calculation of matrix elements of quark bilinear operators in nucleon states. All the calculations were done on a 2+1-flavor ensemble with lattices of size 32 3 × 64 generated using the rational hybrid Monte Carlo algorithm at a = 0.081 fm and with M π = 312 MeV. The statistical precision of the data is improved using the all-mode-averaging method. We compare two methods for reducing excited-state contamination: a variational analysis and a 2-state fit to data at multiple values of the source-sink separationmore » t sep. We show that both methods can be tuned to significantly reduce excited-state contamination and discuss their relative advantages and cost effectiveness. As a result, a detailed analysis of the size of source smearing used in the calculation of quark propagators and the range of values of t sep needed to demonstrate convergence of the isovector charges of the nucleon to the t sep → ∞ estimates is presented.« less

Planck 2015 results. VI. LFI mapmaking

NASA Astrophysics Data System (ADS)

Planck Collaboration; Ade, P. A. R.; Aghanim, N.; Ashdown, M.; Aumont, J.; Baccigalupi, C.; Banday, A. J.; Barreiro, R. B.; Bartolo, N.; Battaner, E.; Benabed, K.; Benoît, A.; Benoit-Lévy, A.; Bernard, J.-P.; Bersanelli, M.; Bielewicz, P.; Bonaldi, A.; Bonavera, L.; Bond, J. R.; Borrill, J.; Bouchet, F. R.; Bucher, M.; Burigana, C.; Butler, R. C.; Calabrese, E.; Cardoso, J.-F.; Catalano, A.; Chamballu, A.; Chary, R.-R.; Christensen, P. R.; Colombi, S.; Colombo, L. P. L.; Crill, B. P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R. D.; Davis, R. J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Dickinson, C.; Diego, J. M.; Dole, H.; Donzelli, S.; Doré, O.; Douspis, M.; Ducout, A.; Dupac, X.; Efstathiou, G.; Elsner, F.; Enßlin, T. A.; Eriksen, H. K.; Fergusson, J.; Finelli, F.; Forni, O.; Frailis, M.; Franceschi, E.; Frejsel, A.; Galeotta, S.; Galli, S.; Ganga, K.; Giard, M.; Giraud-Héraud, Y.; Gjerløw, E.; González-Nuevo, J.; Górski, K. M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Hansen, F. K.; Hanson, D.; Harrison, D. L.; Henrot-Versillé, S.; Herranz, D.; Hildebrandt, S. R.; Hivon, E.; Hobson, M.; Holmes, W. A.; Hornstrup, A.; Hovest, W.; Huffenberger, K. M.; Hurier, G.; Jaffe, A. H.; Jaffe, T. R.; Juvela, M.; Keihänen, E.; Keskitalo, R.; Kiiveri, K.; Kisner, T. S.; Knoche, J.; Kunz, M.; Kurki-Suonio, H.; Lähteenmäki, A.; Lamarre, J.-M.; Lasenby, A.; Lattanzi, M.; Lawrence, C. R.; Leahy, J. P.; Leonardi, R.; Lesgourgues, J.; Levrier, F.; Liguori, M.; Lilje, P. B.; Linden-Vørnle, M.; Lindholm, V.; López-Caniego, M.; Lubin, P. M.; Macías-Pérez, J. F.; Maggio, G.; Maino, D.; Mandolesi, N.; Mangilli, A.; Martin, P. G.; Martínez-González, E.; Masi, S.; Matarrese, S.; Mazzotta, P.; McGehee, P.; Meinhold, P. R.; Melchiorri, A.; Mendes, L.; Mennella, A.; Migliaccio, M.; Mitra, S.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Murphy, J. A.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C. B.; Nørgaard-Nielsen, H. U.; Novikov, D.; Novikov, I.; Paci, F.; Pagano, L.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Pearson, T. J.; Perdereau, O.; Perotto, L.; Perrotta, F.; Pettorino, V.; Pierpaoli, E.; Pietrobon, D.; Pointecouteau, E.; Polenta, G.; Pratt, G. W.; Prézeau, G.; Prunet, S.; Puget, J.-L.; Rachen, J. P.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renzi, A.; Rocha, G.; Rosset, C.; Rossetti, M.; Roudier, G.; Rubiño-Martín, J. A.; Rusholme, B.; Sandri, M.; Santos, D.; Savelainen, M.; Scott, D.; Seiffert, M. D.; Shellard, E. P. S.; Spencer, L. D.; Stolyarov, V.; Stompor, R.; Sutton, D.; Suur-Uski, A.-S.; Sygnet, J.-F.; Tauber, J. A.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Tucci, M.; Tuovinen, J.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Vassallo, T.; Vielva, P.; Villa, F.; Wade, L. A.; Wandelt, B. D.; Watson, R.; Wehus, I. K.; Yvon, D.; Zacchei, A.; Zonca, A.

2016-09-01

This paper describes the mapmaking procedure applied to Planck Low Frequency Instrument (LFI) data. The mapmaking step takes as input the calibrated timelines and pointing information. The main products are sky maps of I, Q, and U Stokes components. For the first time, we present polarization maps at LFI frequencies. The mapmaking algorithm is based on a destriping technique, which is enhanced with a noise prior. The Galactic region is masked to reduce errors arising from bandpass mismatch and high signal gradients. We apply horn-uniform radiometer weights to reduce the effects of beam-shape mismatch. The algorithm is the same as used for the 2013 release, apart from small changes in parameter settings. We validate the procedure through simulations. Special emphasis is put on the control of systematics, which is particularly important for accurate polarization analysis. We also produce low-resolution versions of the maps and corresponding noise covariance matrices. These serve as input in later analysis steps and parameter estimation. The noise covariance matrices are validated through noise Monte Carlo simulations. The residual noise in the map products is characterized through analysis of half-ring maps, noise covariance matrices, and simulations.

A novel quantitative analysis method of three-dimensional fluorescence spectra for vegetable oils contents in edible blend oil

NASA Astrophysics Data System (ADS)

Xu, Jing; Wang, Yu-Tian; Liu, Xiao-Fei

2015-04-01

Edible blend oil is a mixture of vegetable oils. Eligible blend oil can meet the daily need of two essential fatty acids for human to achieve the balanced nutrition. Each vegetable oil has its different composition, so vegetable oils contents in edible blend oil determine nutritional components in blend oil. A high-precision quantitative analysis method to detect the vegetable oils contents in blend oil is necessary to ensure balanced nutrition for human being. Three-dimensional fluorescence technique is high selectivity, high sensitivity, and high-efficiency. Efficiency extraction and full use of information in tree-dimensional fluorescence spectra will improve the accuracy of the measurement. A novel quantitative analysis is proposed based on Quasi-Monte-Carlo integral to improve the measurement sensitivity and reduce the random error. Partial least squares method is used to solve nonlinear equations to avoid the effect of multicollinearity. The recovery rates of blend oil mixed by peanut oil, soybean oil and sunflower are calculated to verify the accuracy of the method, which are increased, compared the linear method used commonly for component concentration measurement.

Statistical Significance for Hierarchical Clustering

PubMed Central

Kimes, Patrick K.; Liu, Yufeng; Hayes, D. Neil; Marron, J. S.

2017-01-01

Summary Cluster analysis has proved to be an invaluable tool for the exploratory and unsupervised analysis of high dimensional datasets. Among methods for clustering, hierarchical approaches have enjoyed substantial popularity in genomics and other fields for their ability to simultaneously uncover multiple layers of clustering structure. A critical and challenging question in cluster analysis is whether the identified clusters represent important underlying structure or are artifacts of natural sampling variation. Few approaches have been proposed for addressing this problem in the context of hierarchical clustering, for which the problem is further complicated by the natural tree structure of the partition, and the multiplicity of tests required to parse the layers of nested clusters. In this paper, we propose a Monte Carlo based approach for testing statistical significance in hierarchical clustering which addresses these issues. The approach is implemented as a sequential testing procedure guaranteeing control of the family-wise error rate. Theoretical justification is provided for our approach, and its power to detect true clustering structure is illustrated through several simulation studies and applications to two cancer gene expression datasets. PMID:28099990