WorldWideScience

Sample records for eigenvalue sensitivity analysis

  1. Depletion GPT-free sensitivity analysis for reactor eigenvalue problems

    International Nuclear Information System (INIS)

    Kennedy, C.; Abdel-Khalik, H.

    2013-01-01

    This manuscript introduces a novel approach to solving depletion perturbation theory problems without the need to set up or solve the generalized perturbation theory (GPT) equations. The approach, hereinafter denoted generalized perturbation theory free (GPT-Free), constructs a reduced order model (ROM) using methods based in perturbation theory and computes response sensitivity profiles in a manner that is independent of the number or type of responses, allowing for an efficient computation of sensitivities when many responses are required. Moreover, the reduction error from using the ROM is quantified in the GPT-Free approach by means of a Wilks' order statistics error metric denoted the K-metric. Traditional GPT has been recognized as the most computationally efficient approach for performing sensitivity analyses of models with many input parameters, e.g. when forward sensitivity analyses are computationally intractable. However, most neutronics codes that can solve the fundamental (homogenous) adjoint eigenvalue problem do not have GPT capabilities unless envisioned during code development. The GPT-Free approach addresses this limitation by requiring only the ability to compute the fundamental adjoint. This manuscript demonstrates the GPT-Free approach for depletion reactor calculations performed in SCALE6 using the 7x7 UAM assembly model. A ROM is developed for the assembly over a time horizon of 990 days. The approach both calculates the reduction error over the lifetime of the simulation using the K-metric and benchmarks the obtained sensitivities using sample calculations. (authors)

  2. Oscillatory Stability and Eigenvalue Sensitivity Analysis of A DFIG Wind Turbine System

    DEFF Research Database (Denmark)

    Yang, Lihui; Xu, Zhao; Østergaard, Jacob

    2011-01-01

    This paper focuses on modeling and oscillatory stability analysis of a wind turbine with doubly fed induction generator (DFIG). A detailed mathematical model of DFIG wind turbine with vector-control loops is developed, based on which the loci of the system Jacobian's eigenvalues have been analyzed......, showing that, without appropriate controller tuning a Hopf bifurcation can occur in such a system due to various factors, such as wind speed. Subsequently, eigenvalue sensitivity with respect to machine and control parameters is performed to assess their impacts on system stability. Moreover, the Hopf...

  3. Code development for eigenvalue total sensitivity analysis and total uncertainty analysis

    International Nuclear Information System (INIS)

    Wan, Chenghui; Cao, Liangzhi; Wu, Hongchun; Zu, Tiejun; Shen, Wei

    2015-01-01

    Highlights: • We develop a new code for total sensitivity and uncertainty analysis. • The implicit effects of cross sections can be considered. • The results of our code agree well with TSUNAMI-1D. • Detailed analysis for origins of implicit effects is performed. - Abstract: The uncertainties of multigroup cross sections notably impact eigenvalue of neutron-transport equation. We report on a total sensitivity analysis and total uncertainty analysis code named UNICORN that has been developed by applying the direct numerical perturbation method and statistical sampling method. In order to consider the contributions of various basic cross sections and the implicit effects which are indirect results of multigroup cross sections through resonance self-shielding calculation, an improved multigroup cross-section perturbation model is developed. The DRAGON 4.0 code, with application of WIMSD-4 format library, is used by UNICORN to carry out the resonance self-shielding and neutron-transport calculations. In addition, the bootstrap technique has been applied to the statistical sampling method in UNICORN to obtain much steadier and more reliable uncertainty results. The UNICORN code has been verified against TSUNAMI-1D by analyzing the case of TMI-1 pin-cell. The numerical results show that the total uncertainty of eigenvalue caused by cross sections can reach up to be about 0.72%. Therefore the contributions of the basic cross sections and their implicit effects are not negligible

  4. Hopf bifurcation and eigenvalue sensitivity analysis of doubly fed induction generator wind turbine system

    DEFF Research Database (Denmark)

    Yang, Li Hui; Xu, Zhao; Østergaard, Jacob

    2010-01-01

    This paper first presents the Hopf bifurcation analysis for a vector-controlled doubly fed induction generator (DFIG) which is widely used in wind power conversion systems. Using three-phase back-to-back pulse-width-modulated (PWM) converters, DFIG can keep stator frequency constant under variabl...

  5. Recurrence quantity analysis based on matrix eigenvalues

    Science.gov (United States)

    Yang, Pengbo; Shang, Pengjian

    2018-06-01

    Recurrence plots is a powerful tool for visualization and analysis of dynamical systems. Recurrence quantification analysis (RQA), based on point density and diagonal and vertical line structures in the recurrence plots, is considered to be alternative measures to quantify the complexity of dynamical systems. In this paper, we present a new measure based on recurrence matrix to quantify the dynamical properties of a given system. Matrix eigenvalues can reflect the basic characteristics of the complex systems, so we show the properties of the system by exploring the eigenvalues of the recurrence matrix. Considering that Shannon entropy has been defined as a complexity measure, we propose the definition of entropy of matrix eigenvalues (EOME) as a new RQA measure. We confirm that EOME can be used as a metric to quantify the behavior changes of the system. As a given dynamical system changes from a non-chaotic to a chaotic regime, the EOME will increase as well. The bigger EOME values imply higher complexity and lower predictability. We also study the effect of some factors on EOME,including data length, recurrence threshold, the embedding dimension, and additional noise. Finally, we demonstrate an application in physiology. The advantage of this measure lies in a high sensitivity and simple computation.

  6. A Proposal on the Advanced Sampling Based Sensitivity and Uncertainty Analysis Method for the Eigenvalue Uncertainty Analysis

    International Nuclear Information System (INIS)

    Kim, Song Hyun; Song, Myung Sub; Shin, Chang Ho; Noh, Jae Man

    2014-01-01

    In using the perturbation theory, the uncertainty of the response can be estimated by a single transport simulation, and therefore it requires small computational load. However, it has a disadvantage that the computation methodology must be modified whenever estimating different response type such as multiplication factor, flux, or power distribution. Hence, it is suitable for analyzing few responses with lots of perturbed parameters. Statistical approach is a sampling based method which uses randomly sampled cross sections from covariance data for analyzing the uncertainty of the response. XSUSA is a code based on the statistical approach. The cross sections are only modified with the sampling based method; thus, general transport codes can be directly utilized for the S/U analysis without any code modifications. However, to calculate the uncertainty distribution from the result, code simulation should be enough repeated with randomly sampled cross sections. Therefore, this inefficiency is known as a disadvantage of the stochastic method. In this study, an advanced sampling method of the cross sections is proposed and verified to increase the estimation efficiency of the sampling based method. In this study, to increase the estimation efficiency of the sampling based S/U method, an advanced sampling and estimation method was proposed. The main feature of the proposed method is that the cross section averaged from each single sampled cross section is used. For the use of the proposed method, the validation was performed using the perturbation theory

  7. Eigenvalue sensitivity analysis and uncertainty quantification in SCALE6.2.1 using continuous-energy Monte Carlo Method

    Energy Technology Data Exchange (ETDEWEB)

    Labarile, A.; Barrachina, T.; Miró, R.; Verdú, G., E-mail: alabarile@iqn.upv.es, E-mail: tbarrachina@iqn.upv.es, E-mail: rmiro@iqn.upv.es, E-mail: gverdu@iqn.upv.es [Institute for Industrial, Radiophysical and Environmental Safety - ISIRYM, Valencia (Spain); Pereira, C., E-mail: claubia@nuclear.ufmg.br [Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, MG (Brazil). Departamento de Engenharia Nuclear

    2017-07-01

    The use of Best-Estimate computer codes is one of the greatest concerns in the nuclear industry especially for licensing analysis. Of paramount importance is the estimation of the uncertainties of the whole system to establish the safety margins based on highly reliable results. The estimation of these uncertainties should be performed by applying a methodology to propagate the uncertainties from the input parameters and the models implemented in the code to the output parameters. This study employs two different approaches for the Sensitivity Analysis (SA) and Uncertainty Quantification (UQ), the adjoint-based perturbation theory of TSUNAMI-3D, and the stochastic sampling technique of SAMPLER/KENO. The cases studied are two models of Light Water Reactors in the framework of the OECD/NEA UAM-LWR benchmark, a Boiling Water Reactor (BWR) and a Pressurized Water Reactor (PWR). Both of them at Hot Full Power (HFP) and Hot Zero Power (HZP) conditions, with and without control rod. This work presents the results of k{sub eff} from different simulation, and discuss the comparison of the two methods employed. In particular, a list of the major contributors to the uncertainty of k{sub eff} in terms of microscopic cross sections; their sensitivity coefficients; a comparison between the results of the two modules and with reference values; statistical information from the stochastic approach, and the probability and statistical confidence reached in the simulations. The reader will find all these information discussed in this paper. (author)

  8. Eigenvalue sensitivity of sampled time systems operating in closed loop

    Science.gov (United States)

    Bernal, Dionisio

    2018-05-01

    The use of feedback to create closed-loop eigenstructures with high sensitivity has received some attention in the Structural Health Monitoring field. Although practical implementation is necessarily digital, and thus in sampled time, work thus far has center on the continuous time framework, both in design and in checking performance. It is shown in this paper that the performance in discrete time, at typical sampling rates, can differ notably from that anticipated in the continuous time formulation and that discrepancies can be particularly large on the real part of the eigenvalue sensitivities; a consequence being important error on the (linear estimate) of the level of damage at which closed-loop stability is lost. As one anticipates, explicit consideration of the sampling rate poses no special difficulties in the closed-loop eigenstructure design and the relevant expressions are developed in the paper, including a formula for the efficient evaluation of the derivative of the matrix exponential based on the theory of complex perturbations. The paper presents an easily reproduced numerical example showing the level of error that can result when the discrete time implementation of the controller is not considered.

  9. Analysis of eigenvalue correction applied to biometrics

    NARCIS (Netherlands)

    Hendrikse, A.J.; Veldhuis, Raymond N.J.; Spreeuwers, Lieuwe Jan; Bazen, A.M.

    Eigenvalue estimation plays an important role in biometrics. However, if the number of samples is limited, estimates are significantly biased. In this article we analyse the influence of this bias on the error rates of PCA/LDA based verification systems, using both synthetic data with realistic

  10. Fourier convergence analysis applied to neutron diffusion Eigenvalue problem

    International Nuclear Information System (INIS)

    Lee, Hyun Chul; Noh, Jae Man; Joo, Hyung Kook

    2004-01-01

    Fourier error analysis has been a standard technique for the stability and convergence analysis of linear and nonlinear iterative methods. Though the methods can be applied to Eigenvalue problems too, all the Fourier convergence analyses have been performed only for fixed source problems and a Fourier convergence analysis for Eigenvalue problem has never been reported. Lee et al proposed new 2-D/1-D coupling methods and they showed that the new ones are unconditionally stable while one of the two existing ones is unstable at a small mesh size and that the new ones are better than the existing ones in terms of the convergence rate. In this paper the convergence of method A in reference 4 for the diffusion Eigenvalue problem was analyzed by the Fourier analysis. The Fourier convergence analysis presented in this paper is the first one applied to a neutronics eigenvalue problem to the best of our knowledge

  11. Computing eigenvalue sensitivity coefficients to nuclear data based on the CLUTCH method with RMC code

    International Nuclear Information System (INIS)

    Qiu, Yishu; She, Ding; Tang, Xiao; Wang, Kan; Liang, Jingang

    2016-01-01

    Highlights: • A new algorithm is proposed to reduce memory consumption for sensitivity analysis. • The fission matrix method is used to generate adjoint fission source distributions. • Sensitivity analysis is performed on a detailed 3D full-core benchmark with RMC. - Abstract: Recently, there is a need to develop advanced methods of computing eigenvalue sensitivity coefficients to nuclear data in the continuous-energy Monte Carlo codes. One of these methods is the iterated fission probability (IFP) method, which is adopted by most of Monte Carlo codes of having the capabilities of computing sensitivity coefficients, including the Reactor Monte Carlo code RMC. Though it is accurate theoretically, the IFP method faces the challenge of huge memory consumption. Therefore, it may sometimes produce poor sensitivity coefficients since the number of particles in each active cycle is not sufficient enough due to the limitation of computer memory capacity. In this work, two algorithms of the Contribution-Linked eigenvalue sensitivity/Uncertainty estimation via Tracklength importance CHaracterization (CLUTCH) method, namely, the collision-event-based algorithm (C-CLUTCH) which is also implemented in SCALE and the fission-event-based algorithm (F-CLUTCH) which is put forward in this work, are investigated and implemented in RMC to reduce memory requirements for computing eigenvalue sensitivity coefficients. While the C-CLUTCH algorithm requires to store concerning reaction rates of every collision, the F-CLUTCH algorithm only stores concerning reaction rates of every fission point. In addition, the fission matrix method is put forward to generate the adjoint fission source distribution for the CLUTCH method to compute sensitivity coefficients. These newly proposed approaches implemented in RMC code are verified by a SF96 lattice model and the MIT BEAVRS benchmark problem. The numerical results indicate the accuracy of the F-CLUTCH algorithm is the same as the C

  12. Complex eigenvalue analysis of railway wheel/rail squeal

    African Journals Online (AJOL)

    DR OKE

    Squeal noise from wheel/rail and brake disc/pad frictional contact is typical in railways. ... squeal noise by multibody simulation of a rail car running on rigid rails. ... system, traditional complex eigenvalue analysis by finite element was used.

  13. On the Shape Sensitivity of the First Dirichlet Eigenvalue for Two-Phase Problems

    International Nuclear Information System (INIS)

    Dambrine, M.; Kateb, D.

    2011-01-01

    We consider a two-phase problem in thermal conductivity: inclusions filled with a material of conductivity σ 1 are layered in a body of conductivity σ 2 . We address the shape sensitivity of the first eigenvalue associated with Dirichlet boundary conditions when both the boundaries of the inclusions and the body can be modified. We prove a differentiability result and provide the expressions of the first and second order derivatives. We apply the results to the optimal design of an insulated body. We prove the stability of the optimal design thanks to a second order analysis. We also continue the study of an extremal eigenvalue problem for a two-phase conductor in a ball initiated by Conca et al. (Appl. Math. Optim. 60(2):173-184, 2009) and pursued in Conca et al. (CANUM 2008, ESAIM Proc., vol. 27, pp. 311-321, EDP Sci., Les Ulis, 2009).

  14. Stratified source-sampling techniques for Monte Carlo eigenvalue analysis

    International Nuclear Information System (INIS)

    Mohamed, A.

    1998-01-01

    In 1995, at a conference on criticality safety, a special session was devoted to the Monte Carlo ''Eigenvalue of the World'' problem. Argonne presented a paper, at that session, in which the anomalies originally observed in that problem were reproduced in a much simplified model-problem configuration, and removed by a version of stratified source-sampling. In this paper, stratified source-sampling techniques are generalized and applied to three different Eigenvalue of the World configurations which take into account real-world statistical noise sources not included in the model problem, but which differ in the amount of neutronic coupling among the constituents of each configuration. It is concluded that, in Monte Carlo eigenvalue analysis of loosely-coupled arrays, the use of stratified source-sampling reduces the probability of encountering an anomalous result over that if conventional source-sampling methods are used. However, this gain in reliability is substantially less than that observed in the model-problem results

  15. Eigenstructure of of singular systems. Perturbation analysis of simple eigenvalues

    OpenAIRE

    García Planas, María Isabel; Tarragona Romero, Sonia

    2014-01-01

    The problem to study small perturbations of simple eigenvalues with a change of parameters is of general interest in applied mathematics. After to introduce a systematic way to know if an eigenvalue of a singular system is simple or not, the aim of this work is to study the behavior of a simple eigenvalue of singular linear system family

  16. Experimental Validation of Model Updating and Damage Detection via Eigenvalue Sensitivity Methods with Artificial Boundary Conditions

    Science.gov (United States)

    2017-09-01

    features can be evaluated such a welds and bolted connections. With these situations investigated, test articles with more complex geometry can be used...become more capable. Despite these advancements, the construction of physical prototypes remains an essential aspect of design and testing . FEM...prototype, there may be design deficiencies that cannot be identified until the prototype is tested . Using eigenvalue sensitivities, enhanced by

  17. Multivariate analysis of eigenvalues and eigenvectors in tensor based morphometry

    Science.gov (United States)

    Rajagopalan, Vidya; Schwartzman, Armin; Hua, Xue; Leow, Alex; Thompson, Paul; Lepore, Natasha

    2015-01-01

    We develop a new algorithm to compute voxel-wise shape differences in tensor-based morphometry (TBM). As in standard TBM, we non-linearly register brain T1-weighed MRI data from a patient and control group to a template, and compute the Jacobian of the deformation fields. In standard TBM, the determinants of the Jacobian matrix at each voxel are statistically compared between the two groups. More recently, a multivariate extension of the statistical analysis involving the deformation tensors derived from the Jacobian matrices has been shown to improve statistical detection power.7 However, multivariate methods comprising large numbers of variables are computationally intensive and may be subject to noise. In addition, the anatomical interpretation of results is sometimes difficult. Here instead, we analyze the eigenvalues and the eigenvectors of the Jacobian matrices. Our method is validated on brain MRI data from Alzheimer's patients and healthy elderly controls from the Alzheimer's Disease Neuro Imaging Database.

  18. Investigation, development and application of optimal output feedback theory. Vol. 4: Measures of eigenvalue/eigenvector sensitivity to system parameters and unmodeled dynamics

    Science.gov (United States)

    Halyo, Nesim

    1987-01-01

    Some measures of eigenvalue and eigenvector sensitivity applicable to both continuous and discrete linear systems are developed and investigated. An infinite series representation is developed for the eigenvalues and eigenvectors of a system. The coefficients of the series are coupled, but can be obtained recursively using a nonlinear coupled vector difference equation. A new sensitivity measure is developed by considering the effects of unmodeled dynamics. It is shown that the sensitivity is high when any unmodeled eigenvalue is near a modeled eigenvalue. Using a simple example where the sensor dynamics have been neglected, it is shown that high feedback gains produce high eigenvalue/eigenvector sensitivity. The smallest singular value of the return difference is shown not to reflect eigenvalue sensitivity since it increases with the feedback gains. Using an upper bound obtained from the infinite series, a procedure to evaluate whether the sensitivity to parameter variations is within given acceptable bounds is developed and demonstrated by an example.

  19. Sensitivity analysis

    Science.gov (United States)

    ... page: //medlineplus.gov/ency/article/003741.htm Sensitivity analysis To use the sharing features on this page, please enable JavaScript. Sensitivity analysis determines the effectiveness of antibiotics against microorganisms (germs) ...

  20. Generalization of the Fourier Convergence Analysis in the Neutron Diffusion Eigenvalue Problem

    International Nuclear Information System (INIS)

    Lee, Hyun Chul; Noh, Jae Man; Joo, Hyung Kook

    2005-01-01

    Fourier error analysis has been a standard technique for the stability and convergence analysis of linear and nonlinear iterative methods. Lee et al proposed new 2- D/1-D coupling methods and demonstrated several advantages of the new methods by performing a Fourier convergence analysis of the methods as well as two existing methods for a fixed source problem. We demonstrated the Fourier convergence analysis of one of the 2-D/1-D coupling methods applied to a neutron diffusion eigenvalue problem. However, the technique cannot be used directly to analyze the convergence of the other 2-D/1-D coupling methods since some algorithm-specific features were used in our previous study. In this paper we generalized the Fourier convergence analysis technique proposed and analyzed the convergence of the 2-D/1-D coupling methods applied to a neutron diffusion Eigenvalue problem using the generalized technique

  1. Detection of Wind Turbine Power Performance Abnormalities Using Eigenvalue Analysis

    DEFF Research Database (Denmark)

    Skrimpas, Georgios Alexandros; Sweeney, Christian Walsted; Marhadi, Kun Saptohartyadi

    2014-01-01

    Condition monitoring of wind turbines is a field of continu- ous research and development as new turbine configurations enter into the market and new failure modes appear. Systems utilising well established techniques from the energy and in- dustry sector, such as vibration analysis...

  2. Sensitivity analysis for large-scale problems

    Science.gov (United States)

    Noor, Ahmed K.; Whitworth, Sandra L.

    1987-01-01

    The development of efficient techniques for calculating sensitivity derivatives is studied. The objective is to present a computational procedure for calculating sensitivity derivatives as part of performing structural reanalysis for large-scale problems. The scope is limited to framed type structures. Both linear static analysis and free-vibration eigenvalue problems are considered.

  3. A Bootstrap Approach to Eigenvalue Correction

    NARCIS (Netherlands)

    Hendrikse, A.J.; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.

    2009-01-01

    Eigenvalue analysis is an important aspect in many data modeling methods. Unfortunately, the eigenvalues of the sample covariance matrix (sample eigenvalues) are biased estimates of the eigenvalues of the covariance matrix of the data generating process (population eigenvalues). We present a new

  4. Transmission eigenvalues

    Science.gov (United States)

    Cakoni, Fioralba; Haddar, Houssem

    2013-10-01

    In inverse scattering theory, transmission eigenvalues can be seen as the extension of the notion of resonant frequencies for impenetrable objects to the case of penetrable dielectrics. The transmission eigenvalue problem is a relatively late arrival to the spectral theory of partial differential equations. Its first appearance was in 1986 in a paper by Kirsch who was investigating the denseness of far-field patterns for scattering solutions of the Helmholtz equation or, in more modern terminology, the injectivity of the far-field operator [1]. The paper of Kirsch was soon followed by a more systematic study by Colton and Monk in the context of developing the dual space method for solving the inverse scattering problem for acoustic waves in an inhomogeneous medium [2]. In this paper they showed that for a spherically stratified media transmission eigenvalues existed and formed a discrete set. Numerical examples were also given showing that in principle transmission eigenvalues could be determined from the far-field data. This first period of interest in transmission eigenvalues was concluded with papers by Colton et al in 1989 [3] and Rynne and Sleeman in 1991 [4] showing that for an inhomogeneous medium (not necessarily spherically stratified) transmission eigenvalues, if they existed, formed a discrete set. For the next seventeen years transmission eigenvalues were ignored. This was mainly due to the fact that, with the introduction of various sampling methods to determine the shape of an inhomogeneous medium from far-field data, transmission eigenvalues were something to be avoided and hence the fact that transmission eigenvalues formed at most a discrete set was deemed to be sufficient. In addition, questions related to the existence of transmission eigenvalues or the structure of associated eigenvectors were recognized as being particularly difficult due to the nonlinearity of the eigenvalue problem and the special structure of the associated transmission

  5. Cessna Citation X Business Aircraft Eigenvalue Stability – Part2: Flight Envelope Analysis

    Directory of Open Access Journals (Sweden)

    Yamina BOUGHARI

    2017-12-01

    Full Text Available Civil aircraft flight control clearance is a time consuming, thus an expensive process in the aerospace industry. This process has to be investigated and proved to be safe for thousands of combinations in terms of speeds, altitudes, gross weights, Xcg / weight configurations and angles of attack. Even in this case, a worst-case condition that could lead to a critical situation might be missed. To address this problem, models that are able to describe an aircraft’s dynamics by taking into account all uncertainties over a region within a flight envelope have been developed using Linear Fractional Representation. In order to investigate the Cessna Citation X aircraft Eigenvalue Stability envelope, the Linear Fractional Representation models are implemented using the speeds and the altitudes as varying parameters. In this paper Part 2, the aircraft longitudinal eigenvalue stability is analyzed in a continuous range of flight envelope with varying parameter of True airspeed and altitude, instead of a single point, like classical methods. This is known as the aeroelastic stability envelope, required for civil aircraft certification as given by the Circular Advisory “Aeroelastic Stability Substantiation of Transport Category Airplanes AC No: 25.629-18”. In this new methodology the analysis is performed in time domain based on Lyapunov stability and solved by convex optimization algorithms by using the linear matrix inequalities to evaluate the eigenvalue stability, which is reduced to search for the negative eigenvalues in a region of flight envelope. It can also be used to study the stability of a system during an arbitrary motion from one point to another in the flight envelope. A whole aircraft analysis results’ for its entire envelope are presented in the form of graphs, thus offering good readability, and making them easily exploitable.

  6. Dynamic Resonance Sensitivity Analysis in Wind Farms

    DEFF Research Database (Denmark)

    Ebrahimzadeh, Esmaeil; Blaabjerg, Frede; Wang, Xiongfei

    2017-01-01

    (PFs) are calculated by critical eigenvalue sensitivity analysis versus the entries of the MIMO matrix. The PF analysis locates the most exciting bus of the resonances, where can be the best location to install the passive or active filters to reduce the harmonic resonance problems. Time...

  7. The Application of Vector Fitting to Eigenvalue-based Harmonic Stability Analysis

    DEFF Research Database (Denmark)

    Dowlatabadi, Mohammadkazem Bakhshizadeh; Yoon, Changwoo; Hjerrild, Jesper

    2017-01-01

    Participation factor analysis is an interesting feature of the eigenvalue-based stability analysis in a power system, which enables the developers to identify the problematic elements in a multi-vendor project like in an offshore wind power plant. However, this method needs a full state space model...... of the elements that is not always possible to have in a competitive world due to confidentiality. In this paper, by using an identification method, the state space models for power converters are extracted from the provided data by the suppliers. Some uncertainties in the identification process are also...

  8. Fast EEG spike detection via eigenvalue analysis and clustering of spatial amplitude distribution

    Science.gov (United States)

    Fukami, Tadanori; Shimada, Takamasa; Ishikawa, Bunnoshin

    2018-06-01

    Objective. In the current study, we tested a proposed method for fast spike detection in electroencephalography (EEG). Approach. We performed eigenvalue analysis in two-dimensional space spanned by gradients calculated from two neighboring samples to detect high-amplitude negative peaks. We extracted the spike candidates by imposing restrictions on parameters regarding spike shape and eigenvalues reflecting detection characteristics of individual medical doctors. We subsequently performed clustering, classifying detected peaks by considering the amplitude distribution at 19 scalp electrodes. Clusters with a small number of candidates were excluded. We then defined a score for eliminating spike candidates for which the pattern of detected electrodes differed from the overall pattern in a cluster. Spikes were detected by setting the score threshold. Main results. Based on visual inspection by a psychiatrist experienced in EEG, we evaluated the proposed method using two statistical measures of precision and recall with respect to detection performance. We found that precision and recall exhibited a trade-off relationship. The average recall value was 0.708 in eight subjects with the score threshold that maximized the F-measure, with 58.6  ±  36.2 spikes per subject. Under this condition, the average precision was 0.390, corresponding to a false positive rate 2.09 times higher than the true positive rate. Analysis of the required processing time revealed that, using a general-purpose computer, our method could be used to perform spike detection in 12.1% of the recording time. The process of narrowing down spike candidates based on shape occupied most of the processing time. Significance. Although the average recall value was comparable with that of other studies, the proposed method significantly shortened the processing time.

  9. The numerical analysis of eigenvalue problem solutions in the multigroup neutron diffusion theory

    International Nuclear Information System (INIS)

    Woznicki, Z.I.

    1994-01-01

    The main goal of this paper is to present a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations equivalent mathematically to an eigenvalue problem. Usually a solution method is based on different levels of iterations. The presented matrix formalism allows us to visualize explicitly how the used matrix splitting influences the matrix structure in an eigenvalue problem to be solved as well as the interdependence between inner and outer iteration within global iterations. Particular interactive strategies are illustrated by numerical results obtained for several reactor problems. (author). 21 refs, 32 figs, 15 tabs

  10. The numerical analysis of eigenvalue problem solutions in the multigroup neutron diffusion theory

    Energy Technology Data Exchange (ETDEWEB)

    Woznicki, Z I [Institute of Atomic Energy, Otwock-Swierk (Poland)

    1994-12-31

    The main goal of this paper is to present a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations equivalent mathematically to an eigenvalue problem. Usually a solution method is based on different levels of iterations. The presented matrix formalism allows us to visualize explicitly how the used matrix splitting influences the matrix structure in an eigenvalue problem to be solved as well as the interdependence between inner and outer iteration within global iterations. Particular interactive strategies are illustrated by numerical results obtained for several reactor problems. (author). 21 refs, 32 figs, 15 tabs.

  11. The numerical analysis of eigenvalue problem solutions in multigroup neutron diffusion theory

    International Nuclear Information System (INIS)

    Woznicki, Z.I.

    1995-01-01

    The main goal of this paper is to present a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations equivalent mathematically to an eigenvalue problem. Usually a solution method is based on different levels of iterations. The presented matrix formalism allows us to visualize explicitly how the used matrix splitting influences the matrix structure in an eigenvalue problem to be solved as well as the interdependence between inner and outer iterations within global iterations. Particular iterative strategies are illustrated by numerical results obtained for several reactor problems. (author). 21 refs, 35 figs, 16 tabs

  12. Tensor eigenvalues and their applications

    CERN Document Server

    Qi, Liqun; Chen, Yannan

    2018-01-01

    This book offers an introduction to applications prompted by tensor analysis, especially by the spectral tensor theory developed in recent years. It covers applications of tensor eigenvalues in multilinear systems, exponential data fitting, tensor complementarity problems, and tensor eigenvalue complementarity problems. It also addresses higher-order diffusion tensor imaging, third-order symmetric and traceless tensors in liquid crystals, piezoelectric tensors, strong ellipticity for elasticity tensors, and higher-order tensors in quantum physics. This book is a valuable reference resource for researchers and graduate students who are interested in applications of tensor eigenvalues.

  13. The numerical analysis of eigenvalue problem solutions in the multigroup diffusion theory

    International Nuclear Information System (INIS)

    Woznick, Z.I.

    1994-01-01

    In this paper a general iteration strategy for solving the discrete form of multidimensional neutron diffusion equations is described. Usually the solution method is based on the system of inner and outer iterations. The presented matrix formalism allows us to visualize clearly, how the used matrix splitting influences the structure of the matrix in an eigenvalue problem to be solved as well as the independence between inner and outer iterations within global iterations. To keep the page limit, the present version of the paper consists only with first three of five sections given in the original paper under the same title (which will be published soon). (author). 13 refs

  14. Perturbation of eigenvalues of preconditioned Navier-Stokes operators

    Energy Technology Data Exchange (ETDEWEB)

    Elman, H.C. [Univ. of Maryland, College Park, MD (United States)

    1996-12-31

    We study the sensitivity of algebraic eigenvalue problems associated with matrices arising from linearization and discretization of the steady-state Navier-Stokes equations. In particular, for several choices of preconditioners applied to the system of discrete equations, we derive upper bounds on perturbations of eigenvalues as functions of the viscosity and discretization mesh size. The bounds suggest that the sensitivity of the eigenvalues is at worst linear in the inverse of the viscosity and quadratic in the inverse of the mesh size, and that scaling can be used to decrease the sensitivity in some cases. Experimental results supplement these results and confirm the relatively mild dependence on viscosity. They also indicate a dependence on the mesh size of magnitude smaller than the analysis suggests.

  15. Sensitivity and uncertainty analysis

    CERN Document Server

    Cacuci, Dan G; Navon, Ionel Michael

    2005-01-01

    As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable scientific tools. Sensitivity and Uncertainty Analysis. Volume I: Theory focused on the mathematical underpinnings of two important methods for such analyses: the Adjoint Sensitivity Analysis Procedure and the Global Adjoint Sensitivity Analysis Procedure. This volume concentrates on the practical aspects of performing these analyses for large-scale systems. The applications addressed include two-phase flow problems, a radiative c

  16. CoMFA, CoMSIA and Eigenvalue Analysis on Dibenzodioxepinone and Dibenzodioxocinone Derivatives as Cholesteryl Ester Transfer Protein Inhibitors

    Directory of Open Access Journals (Sweden)

    Mao-sheng Cheng

    2008-08-01

    Full Text Available Abstract: CoMFA, CoMSIA and eigenvalue analysis (EVA were performed to study the structural features of 61 diverse dibenzodioxepinone and dibenzodioxocinone analogues to probe cholesteryl ester transfer protein (CETP inhibitory activity. Three methods yielded statistically significant models upon assessment of cross-validation, bootstrapping, and progressive scrambling. This was further validated by an external set of 13 derivatives. Our results demonstrate that three models have a good interpolation as well as extrapolation. The hydrophobic features were confirmed to contribute significantly to inhibitor potencies, while a pre-oriented hydrogen bond provided by the hydroxyl group at the 3-position indicated a good correlation with previous SAR, and a hydrogen bond acceptor may play a crucial role in CETP inhibition. These derived models may help us to gain a deeper understanding of the binding interaction of these lactone-based compounds and aid in the design of new potent compounds against CETP.

  17. Colpitts, Eigenvalues and Chaos

    DEFF Research Database (Denmark)

    Lindberg, Erik

    1997-01-01

    It is possible to obtain insight in the chaotic nature of a nonlinear oscillator by means of a study of the eigenvalues of the linearized Jacobian of the differential equations describing the oscillator. The movements of the eigenvalues as functions of time are found. The instantaneous power in t...

  18. WHAT IF (Sensitivity Analysis

    Directory of Open Access Journals (Sweden)

    Iulian N. BUJOREANU

    2011-01-01

    Full Text Available Sensitivity analysis represents such a well known and deeply analyzed subject that anyone to enter the field feels like not being able to add anything new. Still, there are so many facets to be taken into consideration.The paper introduces the reader to the various ways sensitivity analysis is implemented and the reasons for which it has to be implemented in most analyses in the decision making processes. Risk analysis is of outmost importance in dealing with resource allocation and is presented at the beginning of the paper as the initial cause to implement sensitivity analysis. Different views and approaches are added during the discussion about sensitivity analysis so that the reader develops an as thoroughly as possible opinion on the use and UTILITY of the sensitivity analysis. Finally, a round-up conclusion brings us to the question of the possibility of generating the future and analyzing it before it unfolds so that, when it happens it brings less uncertainty.

  19. Sensitivity Analysis Without Assumptions.

    Science.gov (United States)

    Ding, Peng; VanderWeele, Tyler J

    2016-05-01

    Unmeasured confounding may undermine the validity of causal inference with observational studies. Sensitivity analysis provides an attractive way to partially circumvent this issue by assessing the potential influence of unmeasured confounding on causal conclusions. However, previous sensitivity analysis approaches often make strong and untestable assumptions such as having an unmeasured confounder that is binary, or having no interaction between the effects of the exposure and the confounder on the outcome, or having only one unmeasured confounder. Without imposing any assumptions on the unmeasured confounder or confounders, we derive a bounding factor and a sharp inequality such that the sensitivity analysis parameters must satisfy the inequality if an unmeasured confounder is to explain away the observed effect estimate or reduce it to a particular level. Our approach is easy to implement and involves only two sensitivity parameters. Surprisingly, our bounding factor, which makes no simplifying assumptions, is no more conservative than a number of previous sensitivity analysis techniques that do make assumptions. Our new bounding factor implies not only the traditional Cornfield conditions that both the relative risk of the exposure on the confounder and that of the confounder on the outcome must satisfy but also a high threshold that the maximum of these relative risks must satisfy. Furthermore, this new bounding factor can be viewed as a measure of the strength of confounding between the exposure and the outcome induced by a confounder.

  20. Covariance expressions for eigenvalue and eigenvector problems

    Science.gov (United States)

    Liounis, Andrew J.

    There are a number of important scientific and engineering problems whose solutions take the form of an eigenvalue--eigenvector problem. Some notable examples include solutions to linear systems of ordinary differential equations, controllability of linear systems, finite element analysis, chemical kinetics, fitting ellipses to noisy data, and optimal estimation of attitude from unit vectors. In many of these problems, having knowledge of the eigenvalue and eigenvector Jacobians is either necessary or is nearly as important as having the solution itself. For instance, Jacobians are necessary to find the uncertainty in a computed eigenvalue or eigenvector estimate. This uncertainty, which is usually represented as a covariance matrix, has been well studied for problems similar to the eigenvalue and eigenvector problem, such as singular value decomposition. There has been substantially less research on the covariance of an optimal estimate originating from an eigenvalue-eigenvector problem. In this thesis we develop two general expressions for the Jacobians of eigenvalues and eigenvectors with respect to the elements of their parent matrix. The expressions developed make use of only the parent matrix and the eigenvalue and eigenvector pair under consideration. In addition, they are applicable to any general matrix (including complex valued matrices, eigenvalues, and eigenvectors) as long as the eigenvalues are simple. Alongside this, we develop expressions that determine the uncertainty in a vector estimate obtained from an eigenvalue-eigenvector problem given the uncertainty of the terms of the matrix. The Jacobian expressions developed are numerically validated with forward finite, differencing and the covariance expressions are validated using Monte Carlo analysis. Finally, the results from this work are used to determine covariance expressions for a variety of estimation problem examples and are also applied to the design of a dynamical system.

  1. Robust periodic steady state analysis of autonomous oscillators based on generalized eigenvalues

    NARCIS (Netherlands)

    Mirzavand, R.; Maten, ter E.J.W.; Beelen, T.G.J.; Schilders, W.H.A.; Abdipour, A.

    2011-01-01

    In this paper, we present a new gauge technique for the Newton Raphson method to solve the periodic steady state (PSS) analysis of free-running oscillators in the time domain. To find the frequency a new equation is added to the system of equations. Our equation combines a generalized eigenvector

  2. Robust periodic steady state analysis of autonomous oscillators based on generalized eigenvalues

    NARCIS (Netherlands)

    Mirzavand, R.; Maten, ter E.J.W.; Beelen, T.G.J.; Schilders, W.H.A.; Abdipour, A.; Michielsen, B.; Poirier, J.R.

    2012-01-01

    In this paper, we present a new gauge technique for the Newton Raphson method to solve the periodic steady state (PSS) analysis of free-running oscillators in the time domain. To find the frequency a new equation is added to the system of equations. Our equation combines a generalized eigenvector

  3. Error of semiclassical eigenvalues in the semiclassical limit - an asymptotic analysis of the Sinai billiard

    Science.gov (United States)

    Dahlqvist, Per

    1999-10-01

    We estimate the error in the semiclassical trace formula for the Sinai billiard under the assumption that the largest source of error is due to penumbra diffraction: namely, diffraction effects for trajectories passing within a distance Ricons/Journals/Common/cdot" ALT="cdot" ALIGN="TOP"/>O((kR)-2/3) to the disc and trajectories being scattered in very forward directions. Here k is the momentum and R the radius of the scatterer. The semiclassical error is estimated by perturbing the Berry-Keating formula. The analysis necessitates an asymptotic analysis of very long periodic orbits. This is obtained within an approximation originally due to Baladi, Eckmann and Ruelle. We find that the average error, for sufficiently large values of kR, will exceed the mean level spacing.

  4. Analytical development of disturbed matrix eigenvalue problem applied to mixed convection stability analysis in Darcy media

    Science.gov (United States)

    Hamed, Haikel Ben; Bennacer, Rachid

    2008-08-01

    This work consists in evaluating algebraically and numerically the influence of a disturbance on the spectral values of a diagonalizable matrix. Thus, two approaches will be possible; to use the theorem of disturbances of a matrix depending on a parameter, due to Lidskii and primarily based on the structure of Jordan of the no disturbed matrix. The second approach consists in factorizing the matrix system, and then carrying out a numerical calculation of the roots of the disturbances matrix characteristic polynomial. This problem can be a standard model in the equations of the continuous media mechanics. During this work, we chose to use the second approach and in order to illustrate the application, we choose the Rayleigh-Bénard problem in Darcy media, disturbed by a filtering through flow. The matrix form of the problem is calculated starting from a linear stability analysis by a finite elements method. We show that it is possible to break up the general phenomenon into other elementary ones described respectively by a disturbed matrix and a disturbance. A good agreement between the two methods was seen. To cite this article: H.B. Hamed, R. Bennacer, C. R. Mecanique 336 (2008).

  5. A non-self-adjoint quadratic eigenvalue problem describing a fluid-solid interaction Part II : analysis of convergence

    NARCIS (Netherlands)

    Bourne, D.P.; Elman, H.; Osborn, J.E.

    2009-01-01

    This paper is the second part of a two-part paper treating a non-self-adjoint quadratic eigenvalue problem for the linear stability of solutions to the Taylor-Couette problem for flow of a viscous liquid in a deformable cylinder, with the cylinder modelled as a membrane. The first part formulated

  6. Interference and Sensitivity Analysis.

    Science.gov (United States)

    VanderWeele, Tyler J; Tchetgen Tchetgen, Eric J; Halloran, M Elizabeth

    2014-11-01

    Causal inference with interference is a rapidly growing area. The literature has begun to relax the "no-interference" assumption that the treatment received by one individual does not affect the outcomes of other individuals. In this paper we briefly review the literature on causal inference in the presence of interference when treatments have been randomized. We then consider settings in which causal effects in the presence of interference are not identified, either because randomization alone does not suffice for identification, or because treatment is not randomized and there may be unmeasured confounders of the treatment-outcome relationship. We develop sensitivity analysis techniques for these settings. We describe several sensitivity analysis techniques for the infectiousness effect which, in a vaccine trial, captures the effect of the vaccine of one person on protecting a second person from infection even if the first is infected. We also develop two sensitivity analysis techniques for causal effects in the presence of unmeasured confounding which generalize analogous techniques when interference is absent. These two techniques for unmeasured confounding are compared and contrasted.

  7. Eigenvalue-eigenvector decomposition (EED) analysis of dissimilarity and covariance matrix obtained from total synchronous fluorescence spectral (TSFS) data sets of herbal preparations: Optimizing the classification approach

    Science.gov (United States)

    Tarai, Madhumita; Kumar, Keshav; Divya, O.; Bairi, Partha; Mishra, Kishor Kumar; Mishra, Ashok Kumar

    2017-09-01

    The present work compares the dissimilarity and covariance based unsupervised chemometric classification approaches by taking the total synchronous fluorescence spectroscopy data sets acquired for the cumin and non-cumin based herbal preparations. The conventional decomposition method involves eigenvalue-eigenvector analysis of the covariance of the data set and finds the factors that can explain the overall major sources of variation present in the data set. The conventional approach does this irrespective of the fact that the samples belong to intrinsically different groups and hence leads to poor class separation. The present work shows that classification of such samples can be optimized by performing the eigenvalue-eigenvector decomposition on the pair-wise dissimilarity matrix.

  8. Eigenvalue-eigenvector decomposition (EED) analysis of dissimilarity and covariance matrix obtained from total synchronous fluorescence spectral (TSFS) data sets of herbal preparations: Optimizing the classification approach.

    Science.gov (United States)

    Tarai, Madhumita; Kumar, Keshav; Divya, O; Bairi, Partha; Mishra, Kishor Kumar; Mishra, Ashok Kumar

    2017-09-05

    The present work compares the dissimilarity and covariance based unsupervised chemometric classification approaches by taking the total synchronous fluorescence spectroscopy data sets acquired for the cumin and non-cumin based herbal preparations. The conventional decomposition method involves eigenvalue-eigenvector analysis of the covariance of the data set and finds the factors that can explain the overall major sources of variation present in the data set. The conventional approach does this irrespective of the fact that the samples belong to intrinsically different groups and hence leads to poor class separation. The present work shows that classification of such samples can be optimized by performing the eigenvalue-eigenvector decomposition on the pair-wise dissimilarity matrix. Copyright © 2017 Elsevier B.V. All rights reserved.

  9. The BR eigenvalue algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Geist, G.A. [Oak Ridge National Lab., TN (United States). Computer Science and Mathematics Div.; Howell, G.W. [Florida Inst. of Tech., Melbourne, FL (United States). Dept. of Applied Mathematics; Watkins, D.S. [Washington State Univ., Pullman, WA (United States). Dept. of Pure and Applied Mathematics

    1997-11-01

    The BR algorithm, a new method for calculating the eigenvalues of an upper Hessenberg matrix, is introduced. It is a bulge-chasing algorithm like the QR algorithm, but, unlike the QR algorithm, it is well adapted to computing the eigenvalues of the narrowband, nearly tridiagonal matrices generated by the look-ahead Lanczos process. This paper describes the BR algorithm and gives numerical evidence that it works well in conjunction with the Lanczos process. On the biggest problems run so far, the BR algorithm beats the QR algorithm by a factor of 30--60 in computing time and a factor of over 100 in matrix storage space.

  10. Sensitivity analysis of reactive ecological dynamics.

    Science.gov (United States)

    Verdy, Ariane; Caswell, Hal

    2008-08-01

    Ecological systems with asymptotically stable equilibria may exhibit significant transient dynamics following perturbations. In some cases, these transient dynamics include the possibility of excursions away from the equilibrium before the eventual return; systems that exhibit such amplification of perturbations are called reactive. Reactivity is a common property of ecological systems, and the amplification can be large and long-lasting. The transient response of a reactive ecosystem depends on the parameters of the underlying model. To investigate this dependence, we develop sensitivity analyses for indices of transient dynamics (reactivity, the amplification envelope, and the optimal perturbation) in both continuous- and discrete-time models written in matrix form. The sensitivity calculations require expressions, some of them new, for the derivatives of equilibria, eigenvalues, singular values, and singular vectors, obtained using matrix calculus. Sensitivity analysis provides a quantitative framework for investigating the mechanisms leading to transient growth. We apply the methodology to a predator-prey model and a size-structured food web model. The results suggest predator-driven and prey-driven mechanisms for transient amplification resulting from multispecies interactions.

  11. Beyond sensitivity analysis

    DEFF Research Database (Denmark)

    Lund, Henrik; Sorknæs, Peter; Mathiesen, Brian Vad

    2018-01-01

    of electricity, which have been introduced in recent decades. These uncertainties pose a challenge to the design and assessment of future energy strategies and investments, especially in the economic assessment of renewable energy versus business-as-usual scenarios based on fossil fuels. From a methodological...... point of view, the typical way of handling this challenge has been to predict future prices as accurately as possible and then conduct a sensitivity analysis. This paper includes a historical analysis of such predictions, leading to the conclusion that they are almost always wrong. Not only...... are they wrong in their prediction of price levels, but also in the sense that they always seem to predict a smooth growth or decrease. This paper introduces a new method and reports the results of applying it on the case of energy scenarios for Denmark. The method implies the expectation of fluctuating fuel...

  12. Chemical kinetic functional sensitivity analysis: Elementary sensitivities

    International Nuclear Information System (INIS)

    Demiralp, M.; Rabitz, H.

    1981-01-01

    Sensitivity analysis is considered for kinetics problems defined in the space--time domain. This extends an earlier temporal Green's function method to handle calculations of elementary functional sensitivities deltau/sub i//deltaα/sub j/ where u/sub i/ is the ith species concentration and α/sub j/ is the jth system parameter. The system parameters include rate constants, diffusion coefficients, initial conditions, boundary conditions, or any other well-defined variables in the kinetic equations. These parameters are generally considered to be functions of position and/or time. Derivation of the governing equations for the sensitivities and the Green's funciton are presented. The physical interpretation of the Green's function and sensitivities is given along with a discussion of the relation of this work to earlier research

  13. The Schrodinger Eigenvalue March

    Science.gov (United States)

    Tannous, C.; Langlois, J.

    2011-01-01

    A simple numerical method for the determination of Schrodinger equation eigenvalues is introduced. It is based on a marching process that starts from an arbitrary point, proceeds in two opposite directions simultaneously and stops after a tolerance criterion is met. The method is applied to solving several 1D potential problems including symmetric…

  14. Sensitivity and Uncertainty Analysis for coolant void reactivity in a CANDU Fuel Lattice Cell Model

    Energy Technology Data Exchange (ETDEWEB)

    Yoo, Seung Yeol; Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)

    2016-10-15

    In this study, the EPBM is implemented in Seoul National university Monte Carlo (MC) code, McCARD which has the k uncertainty evaluation capability by the adjoint-weighted perturbation (AWP) method. The implementation is verified by comparing the sensitivities of the k-eigenvalue difference to the microscopic cross sections computed by the DPBM and the direct subtractions for the TMI-1 pin-cell problem. The uncertainty of the coolant void reactivity (CVR) in a CANDU fuel lattice model due to the ENDF/B-VII.1 covariance data is calculated by its sensitivities estimated by the EPBM. The method based on the eigenvalue perturbation theory (EPBM) utilizes the 1st order adjoint-weighted perturbation (AWP) technique to estimate the sensitivity of the eigenvalue difference. Furthermore this method can be easily applied in a S/U analysis code system equipped with the eigenvalue sensitivity calculation capability. The EPBM is implemented in McCARD code and verified by showing good agreement with reference solution. Then the McCARD S/U analysis have been performed with the EPBM module for the CVR in CANDU fuel lattice problem. It shows that the uncertainty contributions of nu of {sup 235}U and gamma reaction of {sup 238}U are dominant.

  15. On Selberg's small eigenvalue conjecture and residual eigenvalues

    DEFF Research Database (Denmark)

    Risager, Morten S.

    2011-01-01

    We show that Selberg’s eigenvalue conjecture concerning small eigenvalues of the automorphic Laplacian for congruence groups is equivalent to a conjecture about the non-existence of residual eigenvalues for a perturbed system. We prove this using a combination of methods from asymptotic perturbat...

  16. MOVES regional level sensitivity analysis

    Science.gov (United States)

    2012-01-01

    The MOVES Regional Level Sensitivity Analysis was conducted to increase understanding of the operations of the MOVES Model in regional emissions analysis and to highlight the following: : the relative sensitivity of selected MOVES Model input paramet...

  17. EV range sensitivity analysis

    Energy Technology Data Exchange (ETDEWEB)

    Ostafew, C. [Azure Dynamics Corp., Toronto, ON (Canada)

    2010-07-01

    This presentation included a sensitivity analysis of electric vehicle components on overall efficiency. The presentation provided an overview of drive cycles and discussed the major contributors to range in terms of rolling resistance; aerodynamic drag; motor efficiency; and vehicle mass. Drive cycles that were presented included: New York City Cycle (NYCC); urban dynamometer drive cycle; and US06. A summary of the findings were presented for each of the major contributors. Rolling resistance was found to have a balanced effect on each drive cycle and proportional to range. In terms of aerodynamic drive, there was a large effect on US06 range. A large effect was also found on NYCC range in terms of motor efficiency and vehicle mass. figs.

  18. Oscillators and Eigenvalues

    DEFF Research Database (Denmark)

    Lindberg, Erik

    1997-01-01

    In order to obtain insight in the nature of nonlinear oscillators the eigenvalues of the linearized Jacobian of the differential equations describing the oscillator are found and displayed as functions of time. A number of oscillators are studied including Dewey's oscillator (piecewise linear wit...... with negative resistance), Kennedy's Colpitts-oscillator (with and without chaos) and a new 4'th order oscillator with hyper-chaos....

  19. Singular perturbation of simple eigenvalues

    International Nuclear Information System (INIS)

    Greenlee, W.M.

    1976-01-01

    Two operator theoretic theorems which generalize those of asymptotic regular perturbation theory and which apply to singular perturbation problems are proved. Application of these theorems to concrete problems is involved, but the perturbation expansions for eigenvalues and eigenvectors are developed in terms of solutions of linear operator equations. The method of correctors, as well as traditional boundary layer techniques, can be used to apply these theorems. The current formulation should be applicable to highly singular ''hard core'' potential perturbations of the radial equation of quantum mechanics. The theorems are applied to a comparatively simple model problem whose analysis is basic to that of the quantum mechanical problem

  20. Eigenvalue ratio detection based on exact moments of smallest and largest eigenvalues

    KAUST Repository

    Shakir, Muhammad; Tang, Wuchen; Rao, Anlei; Imran, Muhammad Ali; Alouini, Mohamed-Slim

    2011-01-01

    Detection based on eigenvalues of received signal covariance matrix is currently one of the most effective solution for spectrum sensing problem in cognitive radios. However, the results of these schemes always depend on asymptotic assumptions since the close-formed expression of exact eigenvalues ratio distribution is exceptionally complex to compute in practice. In this paper, non-asymptotic spectrum sensing approach to approximate the extreme eigenvalues is introduced. In this context, the Gaussian approximation approach based on exact analytical moments of extreme eigenvalues is presented. In this approach, the extreme eigenvalues are considered as dependent Gaussian random variables such that the joint probability density function (PDF) is approximated by bivariate Gaussian distribution function for any number of cooperating secondary users and received samples. In this context, the definition of Copula is cited to analyze the extent of the dependency between the extreme eigenvalues. Later, the decision threshold based on the ratio of dependent Gaussian extreme eigenvalues is derived. The performance analysis of our newly proposed approach is compared with the already published asymptotic Tracy-Widom approximation approach. © 2011 ICST.

  1. Eigenvalue distributions of Wilson loops

    International Nuclear Information System (INIS)

    Lohmayer, Robert

    2010-01-01

    In the first part of this thesis, we focus on the distribution of the eigenvalues of the unitary Wilson loop matrix in the two-dimensional case at arbitrary finite N. To characterize the distribution of the eigenvalues, we introduce three density functions (the ''symmetric'', the ''antisymmetric'', and the ''true'' eigenvalue density) which differ at finite N but possess the same infinite-N limit, exhibiting the Durhuus-Olesen phase transition. Using expansions of determinants and inverse determinants in characters of totally symmetric or totally antisymmetric representations of SU(N), the densities at finite N can be expressed in terms of simple sums involving only dimensions and quadratic Casimir invariants of certain irreducible representations of SU(N), allowing for a numerical computation of the densities at arbitrary N to any desired accuracy. We find that the true eigenvalue density, adding N oscillations to the monotonic symmetric density, is in some sense intermediate between the symmetric and the antisymmetric density, which in turn is given by a sum of N delta peaks located at the zeros of the average of the characteristic polynomial. Furthermore, we show that the dependence on N can be made explicit by deriving integral representations for the resolvents associated to the three eigenvalue densities. Using saddle-point approximations, we confirm that all three densities reduce to the Durhuus-Olesen result in the infinite-N limit. In the second part, we study an exponential form of the multiplicative random complex matrix model introduced by Gudowska-Nowak et al. Varying a parameter which can be identified with the area of the Wilson loop in the unitary case, the region of non-vanishing eigenvalue density of the N-dimensional complex product matrix undergoes a topological change at a transition point in the infinite-N limit. We study the transition by a detailed analysis of the average of the modulus square of the characteristic polynomial. Furthermore

  2. Eigenvalue distributions of Wilson loops

    Energy Technology Data Exchange (ETDEWEB)

    Lohmayer, Robert

    2010-07-01

    In the first part of this thesis, we focus on the distribution of the eigenvalues of the unitary Wilson loop matrix in the two-dimensional case at arbitrary finite N. To characterize the distribution of the eigenvalues, we introduce three density functions (the ''symmetric'', the ''antisymmetric'', and the ''true'' eigenvalue density) which differ at finite N but possess the same infinite-N limit, exhibiting the Durhuus-Olesen phase transition. Using expansions of determinants and inverse determinants in characters of totally symmetric or totally antisymmetric representations of SU(N), the densities at finite N can be expressed in terms of simple sums involving only dimensions and quadratic Casimir invariants of certain irreducible representations of SU(N), allowing for a numerical computation of the densities at arbitrary N to any desired accuracy. We find that the true eigenvalue density, adding N oscillations to the monotonic symmetric density, is in some sense intermediate between the symmetric and the antisymmetric density, which in turn is given by a sum of N delta peaks located at the zeros of the average of the characteristic polynomial. Furthermore, we show that the dependence on N can be made explicit by deriving integral representations for the resolvents associated to the three eigenvalue densities. Using saddle-point approximations, we confirm that all three densities reduce to the Durhuus-Olesen result in the infinite-N limit. In the second part, we study an exponential form of the multiplicative random complex matrix model introduced by Gudowska-Nowak et al. Varying a parameter which can be identified with the area of the Wilson loop in the unitary case, the region of non-vanishing eigenvalue density of the N-dimensional complex product matrix undergoes a topological change at a transition point in the infinite-N limit. We study the transition by a detailed analysis of the average of the

  3. Eigenvector/eigenvalue analysis of a 3D current referential fault detection and diagnosis of an induction motor

    International Nuclear Information System (INIS)

    Pires, V. Fernao; Martins, J.F.; Pires, A.J.

    2010-01-01

    In this paper an integrated approach for on-line induction motor fault detection and diagnosis is presented. The need to insure a continuous and safety operation for induction motors involves preventive maintenance procedures combined with fault diagnosis techniques. The proposed approach uses an automatic three step algorithm. Firstly, the induction motor stator currents are measured which will give typical patterns that can be used to identify the fault. Secondly, the eigenvectors/eigenvalues of the 3D current referential are computed. Finally the proposed algorithm will discern if the motor is healthy or not and report the extent of the fault. Furthermore this algorithm is able to identify distinct faults (stator winding faults or broken bars). The proposed approach was experimentally implemented and its performance verified on various types of working conditions.

  4. Construction of local boundary conditions for an eigenvalue problem using micro-local analysis: application to optical waveguide problems

    International Nuclear Information System (INIS)

    Barucq, Helene; Bekkey, Chokri; Djellouli, Rabia

    2004-01-01

    We present a general procedure based on the pseudo-differential calculus for deriving artificial boundary conditions for an eigenvalue problem that characterizes the propagation of guided modes in optical waveguides. This new approach allows the construction of local conditions that (a) are independent of the frequency regime, (b) preserve the sparsity pattern of the finite element discretization, and (c) are applicable to arbitrarily shaped convex artificial boundaries. The last feature has the potential for reducing the size of the computational domain. Numerical results are presented to highlight the potential of conditions of order 1/2 and 1, for improving significantly the computational efficiency of finite element methods for the solution of optical waveguide problems

  5. A method of the sensitivity analysis of build-up and decay of actinides

    International Nuclear Information System (INIS)

    Mitani, Hiroshi; Koyama, Kinji; Kuroi, Hideo

    1977-07-01

    To make sensitivity analysis of build-up and decay of actinides, mathematical methods related to this problem have been investigated in detail. Application of time-dependent perturbation technique and Bateman method to sensitivity analysis is mainly studied. For the purpose, a basic equation and its adjoint equation for build-up and decay of actinides are systematically solved by introducing Laplace and modified Laplace transforms and their convolution theorems. Then, the mathematical method of sensitivity analyses is formulated by the above technique; its physical significance is also discussed. Finally, application of eigenvalue-method is investigated. Sensitivity coefficients can be directly calculated by this method. (auth.)

  6. Sensitivity Analysis of Criticality for Different Nuclear Fuel Shapes

    International Nuclear Information System (INIS)

    Kang, Hyun Sik; Jang, Misuk; Kim, Seoung Rae

    2016-01-01

    Rod-type nuclear fuel was mainly developed in the past, but recent study has been extended to plate-type nuclear fuel. Therefore, this paper reviews the sensitivity of criticality according to different shapes of nuclear fuel types. Criticality analysis was performed using MCNP5. MCNP5 is well-known Monte Carlo codes for criticality analysis and a general-purpose Monte Carlo N-Particle code that can be used for neutron, photon, electron or coupled neutron / photon / electron transport, including the capability to calculate eigenvalues for critical systems. We performed the sensitivity analysis of criticality for different fuel shapes. In sensitivity analysis for simple fuel shapes, the criticality is proportional to the surface area. But for fuel Assembly types, it is not proportional to the surface area. In sensitivity analysis for intervals between plates, the criticality is greater as the interval increases, but if the interval is greater than 8mm, it showed an opposite trend that the criticality decrease by a larger interval. As a result, it has failed to obtain the logical content to be described in common for all cases. The sensitivity analysis of Criticality would be always required whenever subject to be analyzed is changed

  7. Sensitivity Analysis of Criticality for Different Nuclear Fuel Shapes

    Energy Technology Data Exchange (ETDEWEB)

    Kang, Hyun Sik; Jang, Misuk; Kim, Seoung Rae [NESS, Daejeon (Korea, Republic of)

    2016-10-15

    Rod-type nuclear fuel was mainly developed in the past, but recent study has been extended to plate-type nuclear fuel. Therefore, this paper reviews the sensitivity of criticality according to different shapes of nuclear fuel types. Criticality analysis was performed using MCNP5. MCNP5 is well-known Monte Carlo codes for criticality analysis and a general-purpose Monte Carlo N-Particle code that can be used for neutron, photon, electron or coupled neutron / photon / electron transport, including the capability to calculate eigenvalues for critical systems. We performed the sensitivity analysis of criticality for different fuel shapes. In sensitivity analysis for simple fuel shapes, the criticality is proportional to the surface area. But for fuel Assembly types, it is not proportional to the surface area. In sensitivity analysis for intervals between plates, the criticality is greater as the interval increases, but if the interval is greater than 8mm, it showed an opposite trend that the criticality decrease by a larger interval. As a result, it has failed to obtain the logical content to be described in common for all cases. The sensitivity analysis of Criticality would be always required whenever subject to be analyzed is changed.

  8. Sturm--Liouville eigenvalue problem

    International Nuclear Information System (INIS)

    Bailey, P.B.

    1977-01-01

    The viewpoint is taken that Sturn--Liouville problem is specified and the problem of computing one or more of the eigenvalues and possibly the corresponding eigenfunctions is presented for solution. The procedure follows the construction of a computer code, although such a code is not constructed, intended to solve Sturn--Liouville eigenvalue problems whether singular or nonsingular

  9. Maternal sensitivity: a concept analysis.

    Science.gov (United States)

    Shin, Hyunjeong; Park, Young-Joo; Ryu, Hosihn; Seomun, Gyeong-Ae

    2008-11-01

    The aim of this paper is to report a concept analysis of maternal sensitivity. Maternal sensitivity is a broad concept encompassing a variety of interrelated affective and behavioural caregiving attributes. It is used interchangeably with the terms maternal responsiveness or maternal competency, with no consistency of use. There is a need to clarify the concept of maternal sensitivity for research and practice. A search was performed on the CINAHL and Ovid MEDLINE databases using 'maternal sensitivity', 'maternal responsiveness' and 'sensitive mothering' as key words. The searches yielded 54 records for the years 1981-2007. Rodgers' method of evolutionary concept analysis was used to analyse the material. Four critical attributes of maternal sensitivity were identified: (a) dynamic process involving maternal abilities; (b) reciprocal give-and-take with the infant; (c) contingency on the infant's behaviour and (d) quality of maternal behaviours. Maternal identity and infant's needs and cues are antecedents for these attributes. The consequences are infant's comfort, mother-infant attachment and infant development. In addition, three positive affecting factors (social support, maternal-foetal attachment and high self-esteem) and three negative affecting factors (maternal depression, maternal stress and maternal anxiety) were identified. A clear understanding of the concept of maternal sensitivity could be useful for developing ways to enhance maternal sensitivity and to maximize the developmental potential of infants. Knowledge of the attributes of maternal sensitivity identified in this concept analysis may be helpful for constructing measuring items or dimensions.

  10. Global optimization and sensitivity analysis

    International Nuclear Information System (INIS)

    Cacuci, D.G.

    1990-01-01

    A new direction for the analysis of nonlinear models of nuclear systems is suggested to overcome fundamental limitations of sensitivity analysis and optimization methods currently prevalent in nuclear engineering usage. This direction is toward a global analysis of the behavior of the respective system as its design parameters are allowed to vary over their respective design ranges. Presented is a methodology for global analysis that unifies and extends the current scopes of sensitivity analysis and optimization by identifying all the critical points (maxima, minima) and solution bifurcation points together with corresponding sensitivities at any design point of interest. The potential applicability of this methodology is illustrated with test problems involving multiple critical points and bifurcations and comprising both equality and inequality constraints

  11. Eigenvalue study of a chaotic resonator

    Energy Technology Data Exchange (ETDEWEB)

    Banova, Todorka [Technische Universitaet Darmstadt, Institut fuer Theorie Elektromagnetischer Felder (TEMF), Schlossgartenstrasse 8, D-64289 Darmstadt (Germany); Technische Universitaet Darmstadt, Graduate School of Computational Engineering, Dolivostrasse 15, D-64293 Darmstadt (Germany); Ackermann, Wolfgang; Weiland, Thomas [Technische Universitaet Darmstadt, Institut fuer Theorie Elektromagnetischer Felder (TEMF), Schlossgartenstrasse 8, D-64289 Darmstadt (Germany)

    2013-07-01

    The field of quantum chaos comprises the study of the manifestations of classical chaos in the properties of the corresponding quantum systems. Within this work, we compute the eigenfrequencies that are needed for the level spacing analysis of a microwave resonator with chaotic characteristics. The major challenges posed by our work are: first, the ability of the approaches to tackle the large scale eigenvalue problem and second, the capability to extract many, i.e. order of thousands, eigenfrequencies for the considered cavity. The first proposed approach for an accurate eigenfrequency extraction takes into consideration the evaluated electric field computations in time domain of a superconducting cavity and by means of signal-processing techniques extracts the eigenfrequencies. The second approach is based on the finite element method with curvilinear elements, which transforms the continuous eigenvalue problem to a discrete generalized eigenvalue problem. Afterwards, the Lanczos algorithm is used for the solution of the generalized eigenvalue problem. In the poster, a summary of the applied algorithms, as well as, critical implementation details together with the simulation results are provided.

  12. Parallel Symmetric Eigenvalue Problem Solvers

    Science.gov (United States)

    2015-05-01

    Research” and the use of copyright material. Approved by Major Professor(s): Approved by: Head of the Departmental Graduate Program Date Alicia Marie... matrix . . . . . . . . . . . . . . . . . 106 8.15 Sparsity patterns for the Nastran benchmark of order 1.5 million . . . . 108 8.16 Sparsity patterns...magnitude eigenvalues of a given matrix pencil (A,B) along with their associated eigenvectors. Computing the smallest eigenvalues is more difficult

  13. Sensitivity analysis of EQ3

    International Nuclear Information System (INIS)

    Horwedel, J.E.; Wright, R.Q.; Maerker, R.E.

    1990-01-01

    A sensitivity analysis of EQ3, a computer code which has been proposed to be used as one link in the overall performance assessment of a national high-level waste repository, has been performed. EQ3 is a geochemical modeling code used to calculate the speciation of a water and its saturation state with respect to mineral phases. The model chosen for the sensitivity analysis is one which is used as a test problem in the documentation of the EQ3 code. Sensitivities are calculated using both the CHAIN and ADGEN options of the GRESS code compiled under G-float FORTRAN on the VAX/VMS and verified by perturbation runs. The analyses were performed with a preliminary Version 1.0 of GRESS which contains several new algorithms that significantly improve the application of ADGEN. Use of ADGEN automates the implementation of the well-known adjoint technique for the efficient calculation of sensitivities of a given response to all the input data. Application of ADGEN to EQ3 results in the calculation of sensitivities of a particular response to 31,000 input parameters in a run time of only 27 times that of the original model. Moreover, calculation of the sensitivities for each additional response increases this factor by only 2.5 percent. This compares very favorably with a running-time factor of 31,000 if direct perturbation runs were used instead. 6 refs., 8 tabs

  14. High order depletion sensitivity analysis

    International Nuclear Information System (INIS)

    Naguib, K.; Adib, M.; Morcos, H.N.

    2002-01-01

    A high order depletion sensitivity method was applied to calculate the sensitivities of build-up of actinides in the irradiated fuel due to cross-section uncertainties. An iteration method based on Taylor series expansion was applied to construct stationary principle, from which all orders of perturbations were calculated. The irradiated EK-10 and MTR-20 fuels at their maximum burn-up of 25% and 65% respectively were considered for sensitivity analysis. The results of calculation show that, in case of EK-10 fuel (low burn-up), the first order sensitivity was found to be enough to perform an accuracy of 1%. While in case of MTR-20 (high burn-up) the fifth order was found to provide 3% accuracy. A computer code SENS was developed to provide the required calculations

  15. Sensitivity Analysis of Simulation Models

    NARCIS (Netherlands)

    Kleijnen, J.P.C.

    2009-01-01

    This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models; namely, resolution-III designs including fractional-factorial two-level designs for first-order polynomial

  16. Sensitivity analysis using probability bounding

    International Nuclear Information System (INIS)

    Ferson, Scott; Troy Tucker, W.

    2006-01-01

    Probability bounds analysis (PBA) provides analysts a convenient means to characterize the neighborhood of possible results that would be obtained from plausible alternative inputs in probabilistic calculations. We show the relationship between PBA and the methods of interval analysis and probabilistic uncertainty analysis from which it is jointly derived, and indicate how the method can be used to assess the quality of probabilistic models such as those developed in Monte Carlo simulations for risk analyses. We also illustrate how a sensitivity analysis can be conducted within a PBA by pinching inputs to precise distributions or real values

  17. Sensitivity analysis for reactivity and power density investigations in nuclear reactors

    International Nuclear Information System (INIS)

    Naguib, K.; Morcos, H.N.; Sallam, O.H.; Abdelsamei, SH.

    1993-01-01

    Sensitivity analysis theory based on the variational functional approaches was applied to evaluate sensitivities of eigenvalues and power densities due to variation of the absorber concentration in the reactor core. The practical usefulness of this method is illustrated by considering test cases. The result indicates that this method is as accurate as those obtained from direct calculations, yet it provides an economical means in saving computational time since it requires fewer calculations. The SARC-1/2 code have been written in Fortran-77 to solve this problem.3 tab. 1 fig

  18. Sensitivity analysis in remote sensing

    CERN Document Server

    Ustinov, Eugene A

    2015-01-01

    This book contains a detailed presentation of general principles of sensitivity analysis as well as their applications to sample cases of remote sensing experiments. An emphasis is made on applications of adjoint problems, because they are more efficient in many practical cases, although their formulation may seem counterintuitive to a beginner. Special attention is paid to forward problems based on higher-order partial differential equations, where a novel matrix operator approach to formulation of corresponding adjoint problems is presented. Sensitivity analysis (SA) serves for quantitative models of physical objects the same purpose, as differential calculus does for functions. SA provides derivatives of model output parameters (observables) with respect to input parameters. In remote sensing SA provides computer-efficient means to compute the jacobians, matrices of partial derivatives of observables with respect to the geophysical parameters of interest. The jacobians are used to solve corresponding inver...

  19. Perturbation Theory of Embedded Eigenvalues

    DEFF Research Database (Denmark)

    Engelmann, Matthias

    project gives a general and systematic approach to analytic perturbation theory of embedded eigenvalues. The spectral deformation technique originally developed in the theory of dilation analytic potentials in the context of Schrödinger operators is systematized by the use of Mourre theory. The group...... of dilations is thereby replaced by the unitary group generated y the conjugate operator. This then allows to treat the perturbation problem with the usual Kato theory.......We study problems connected to perturbation theory of embedded eigenvalues in two different setups. The first part deals with second order perturbation theory of mass shells in massive translation invariant Nelson type models. To this end an expansion of the eigenvalues w.r.t. fiber parameter up...

  20. On the decision threshold of eigenvalue ratio detector based on moments of joint and marginal distributions of extreme eigenvalues

    KAUST Repository

    Shakir, Muhammad Zeeshan

    2013-03-01

    Eigenvalue Ratio (ER) detector based on the two extreme eigenvalues of the received signal covariance matrix is currently one of the most effective solution for spectrum sensing. However, the analytical results of such scheme often depend on asymptotic assumptions since the distribution of the ratio of two extreme eigenvalues is exceptionally complex to compute. In this paper, a non-asymptotic spectrum sensing approach for ER detector is introduced to approximate the marginal and joint distributions of the two extreme eigenvalues. The two extreme eigenvalues are considered as dependent Gaussian random variables such that their joint probability density function (PDF) is approximated by a bivariate Gaussian distribution function for any number of cooperating secondary users and received samples. The PDF approximation approach is based on the moment matching method where we calculate the exact analytical moments of joint and marginal distributions of the two extreme eigenvalues. The decision threshold is calculated by exploiting the statistical mean and the variance of each of the two extreme eigenvalues and the correlation coefficient between them. The performance analysis of our newly proposed approximation approach is compared with the already published asymptotic Tracy-Widom approximation approach. It has been shown that our results are in perfect agreement with the simulation results for any number of secondary users and received samples. © 2002-2012 IEEE.

  1. Sensitivity Analysis of Viscoelastic Structures

    Directory of Open Access Journals (Sweden)

    A.M.G. de Lima

    2006-01-01

    Full Text Available In the context of control of sound and vibration of mechanical systems, the use of viscoelastic materials has been regarded as a convenient strategy in many types of industrial applications. Numerical models based on finite element discretization have been frequently used in the analysis and design of complex structural systems incorporating viscoelastic materials. Such models must account for the typical dependence of the viscoelastic characteristics on operational and environmental parameters, such as frequency and temperature. In many applications, including optimal design and model updating, sensitivity analysis based on numerical models is a very usefull tool. In this paper, the formulation of first-order sensitivity analysis of complex frequency response functions is developed for plates treated with passive constraining damping layers, considering geometrical characteristics, such as the thicknesses of the multi-layer components, as design variables. Also, the sensitivity of the frequency response functions with respect to temperature is introduced. As an example, response derivatives are calculated for a three-layer sandwich plate and the results obtained are compared with first-order finite-difference approximations.

  2. Eigenvalue treatment of cosmological models

    International Nuclear Information System (INIS)

    Novello, M.; Soares, D.

    1976-08-01

    From the decomposition of Weyl tensor into its electric and magnetic parts, it is formulated the eigenvalue problem for cosmological models, and is used quasi-maxwellian form of Einstein's equation to propagate it along a time-like congruence. Three related theorems are presented

  3. UMTS Common Channel Sensitivity Analysis

    DEFF Research Database (Denmark)

    Pratas, Nuno; Rodrigues, António; Santos, Frederico

    2006-01-01

    and as such it is necessary that both channels be available across the cell radius. This requirement makes the choice of the transmission parameters a fundamental one. This paper presents a sensitivity analysis regarding the transmission parameters of two UMTS common channels: RACH and FACH. Optimization of these channels...... is performed and values for the key transmission parameters in both common channels are obtained. On RACH these parameters are the message to preamble offset, the initial SIR target and the preamble power step while on FACH it is the transmission power offset....

  4. Generalized eigenvalue based spectrum sensing

    KAUST Repository

    Shakir, Muhammad

    2012-01-01

    Spectrum sensing is one of the fundamental components in cognitive radio networks. In this chapter, a generalized spectrum sensing framework which is referred to as Generalized Mean Detector (GMD) has been introduced. In this context, we generalize the detectors based on the eigenvalues of the received signal covariance matrix and transform the eigenvalue based spectrum sensing detectors namely: (i) the Eigenvalue Ratio Detector (ERD) and two newly proposed detectors which are referred to as (ii) the GEometric Mean Detector (GEMD) and (iii) the ARithmetic Mean Detector (ARMD) into an unified framework of generalize spectrum sensing. The foundation of the proposed framework is based on the calculation of exact analytical moments of the random variables of the decision threshold of the respective detectors. The decision threshold has been calculated in a closed form which is based on the approximation of Cumulative Distribution Functions (CDFs) of the respective test statistics. In this context, we exchange the analytical moments of the two random variables of the respective test statistics with the moments of the Gaussian (or Gamma) distribution function. The performance of the eigenvalue based detectors is compared with the several traditional detectors including the energy detector (ED) to validate the importance of the eigenvalue based detectors and the performance of the GEMD and the ARMD particularly in realistic wireless cognitive radio network. Analytical and simulation results show that the newly proposed detectors yields considerable performance advantage in realistic spectrum sensing scenarios. Moreover, the presented results based on proposed approximation approaches are in perfect agreement with the empirical results. © 2012 Springer Science+Business Media Dordrecht.

  5. TEMAC, Top Event Sensitivity Analysis

    International Nuclear Information System (INIS)

    Iman, R.L.; Shortencarier, M.J.

    1988-01-01

    1 - Description of program or function: TEMAC is designed to permit the user to easily estimate risk and to perform sensitivity and uncertainty analyses with a Boolean expression such as produced by the SETS computer program. SETS produces a mathematical representation of a fault tree used to model system unavailability. In the terminology of the TEMAC program, such a mathematical representation is referred to as a top event. The analysis of risk involves the estimation of the magnitude of risk, the sensitivity of risk estimates to base event probabilities and initiating event frequencies, and the quantification of the uncertainty in the risk estimates. 2 - Method of solution: Sensitivity and uncertainty analyses associated with top events involve mathematical operations on the corresponding Boolean expression for the top event, as well as repeated evaluations of the top event in a Monte Carlo fashion. TEMAC employs a general matrix approach which provides a convenient general form for Boolean expressions, is computationally efficient, and allows large problems to be analyzed. 3 - Restrictions on the complexity of the problem - Maxima of: 4000 cut sets, 500 events, 500 values in a Monte Carlo sample, 16 characters in an event name. These restrictions are implemented through the FORTRAN 77 PARAMATER statement

  6. Analysis of structural correlations in a model binary 3D liquid through the eigenvalues and eigenvectors of the atomic stress tensors

    International Nuclear Information System (INIS)

    Levashov, V. A.

    2016-01-01

    It is possible to associate with every atom or molecule in a liquid its own atomic stress tensor. These atomic stress tensors can be used to describe liquids’ structures and to investigate the connection between structural and dynamic properties. In particular, atomic stresses allow to address atomic scale correlations relevant to the Green-Kubo expression for viscosity. Previously correlations between the atomic stresses of different atoms were studied using the Cartesian representation of the stress tensors or the representation based on spherical harmonics. In this paper we address structural correlations in a 3D model binary liquid using the eigenvalues and eigenvectors of the atomic stress tensors. This approach allows to interpret correlations relevant to the Green-Kubo expression for viscosity in a simple geometric way. On decrease of temperature the changes in the relevant stress correlation function between different atoms are significantly more pronounced than the changes in the pair density function. We demonstrate that this behaviour originates from the orientational correlations between the eigenvectors of the atomic stress tensors. We also found correlations between the eigenvalues of the same atomic stress tensor. For the studied system, with purely repulsive interactions between the particles, the eigenvalues of every atomic stress tensor are positive and they can be ordered: λ 1 ≥ λ 2 ≥ λ 3 ≥ 0. We found that, for the particles of a given type, the probability distributions of the ratios (λ 2 /λ 1 ) and (λ 3 /λ 2 ) are essentially identical to each other in the liquids state. We also found that λ 2 tends to be equal to the geometric average of λ 1 and λ 3 . In our view, correlations between the eigenvalues may represent “the Poisson ratio effect” at the atomic scale.

  7. Analysis of structural correlations in a model binary 3D liquid through the eigenvalues and eigenvectors of the atomic stress tensors

    Energy Technology Data Exchange (ETDEWEB)

    Levashov, V. A. [Technological Design Institute of Scientific Instrument Engineering, Novosibirsk 630058 (Russian Federation)

    2016-03-07

    It is possible to associate with every atom or molecule in a liquid its own atomic stress tensor. These atomic stress tensors can be used to describe liquids’ structures and to investigate the connection between structural and dynamic properties. In particular, atomic stresses allow to address atomic scale correlations relevant to the Green-Kubo expression for viscosity. Previously correlations between the atomic stresses of different atoms were studied using the Cartesian representation of the stress tensors or the representation based on spherical harmonics. In this paper we address structural correlations in a 3D model binary liquid using the eigenvalues and eigenvectors of the atomic stress tensors. This approach allows to interpret correlations relevant to the Green-Kubo expression for viscosity in a simple geometric way. On decrease of temperature the changes in the relevant stress correlation function between different atoms are significantly more pronounced than the changes in the pair density function. We demonstrate that this behaviour originates from the orientational correlations between the eigenvectors of the atomic stress tensors. We also found correlations between the eigenvalues of the same atomic stress tensor. For the studied system, with purely repulsive interactions between the particles, the eigenvalues of every atomic stress tensor are positive and they can be ordered: λ{sub 1} ≥ λ{sub 2} ≥ λ{sub 3} ≥ 0. We found that, for the particles of a given type, the probability distributions of the ratios (λ{sub 2}/λ{sub 1}) and (λ{sub 3}/λ{sub 2}) are essentially identical to each other in the liquids state. We also found that λ{sub 2} tends to be equal to the geometric average of λ{sub 1} and λ{sub 3}. In our view, correlations between the eigenvalues may represent “the Poisson ratio effect” at the atomic scale.

  8. An Optimal Lower Eigenvalue System

    Directory of Open Access Journals (Sweden)

    Yingfan Liu

    2011-01-01

    Full Text Available An optimal lower eigenvalue system is studied, and main theorems including a series of necessary and suffcient conditions concerning existence and a Lipschitz continuity result concerning stability are obtained. As applications, solvability results to some von-Neumann-type input-output inequalities, growth, and optimal growth factors, as well as Leontief-type balanced and optimal balanced growth paths, are also gotten.

  9. Eigenvalue pinching on spinc manifolds

    Science.gov (United States)

    Roos, Saskia

    2017-02-01

    We derive various pinching results for small Dirac eigenvalues using the classification of spinc and spin manifolds admitting nontrivial Killing spinors. For this, we introduce a notion of convergence for spinc manifolds which involves a general study on convergence of Riemannian manifolds with a principal S1-bundle. We also analyze the relation between the regularity of the Riemannian metric and the regularity of the curvature of the associated principal S1-bundle on spinc manifolds with Killing spinors.

  10. Simplified procedures for fast reactor fuel cycle and sensitivity analysis

    International Nuclear Information System (INIS)

    Badruzzaman, A.

    1979-01-01

    The Continuous Slowing Down-Integral Transport Theory has been extended to perform criticality calculations in a Fast Reactor Core-blanket system achieving excellent prediction of the spectrum and the eigenvalue. The integral transport parameters did not need recalculation with source iteration and were found to be relatively constant with exposure. Fuel cycle parameters were accurately predicted when these were not varied, thus reducing a principal potential penalty of the Intergal Transport approach where considerable effort may be required to calculate transport parameters in more complicated geometries. The small variation of the spectrum in the central core region, and its weak dependence on exposure for both this region, the core blanket interface and blanket region led to the extension and development of inexpensive simplified procedures to complement exact methods. These procedures gave accurate predictions of the key fuel cycle parameters such as cost and their sensitivity to variation in spectrum-averaged and multigroup cross sections. They also predicted the implications of design variation on these parameters very well. The accuracy of these procedures and their use in analyzing a wide variety of sensitivities demonstrate the potential utility of survey calculations in Fast Reactor analysis and fuel management

  11. Highly indefinite multigrid for eigenvalue problems

    Energy Technology Data Exchange (ETDEWEB)

    Borges, L.; Oliveira, S.

    1996-12-31

    Eigenvalue problems are extremely important in understanding dynamic processes such as vibrations and control systems. Large scale eigenvalue problems can be very difficult to solve, especially if a large number of eigenvalues and the corresponding eigenvectors need to be computed. For solving this problem a multigrid preconditioned algorithm is presented in {open_quotes}The Davidson Algorithm, preconditioning and misconvergence{close_quotes}. Another approach for solving eigenvalue problems is by developing efficient solutions for highly indefinite problems. In this paper we concentrate on the use of new highly indefinite multigrid algorithms for the eigenvalue problem.

  12. Hessian eigenvalue distribution in a random Gaussian landscape

    Science.gov (United States)

    Yamada, Masaki; Vilenkin, Alexander

    2018-03-01

    The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential minima. In particular, the stability of vacua and the dynamics of slow-roll inflation are sensitive to the magnitude of the smallest eigenvalues. The Hessian eigenvalue distribution has been studied earlier, using the saddle point approximation, in the leading order of 1/ N expansion, where N is the dimensionality of the landscape. This approximation, however, is insufficient for the small eigenvalue end of the spectrum, where sub-leading terms play a significant role. We extend the saddle point method to account for the sub-leading contributions. We also develop a new approach, where the eigenvalue distribution is found as an equilibrium distribution at the endpoint of a stochastic process (Dyson Brownian motion). The results of the two approaches are consistent in cases where both methods are applicable. We discuss the implications of our results for vacuum stability and slow-roll inflation in the landscape.

  13. Preconditioned Krylov subspace methods for eigenvalue problems

    Energy Technology Data Exchange (ETDEWEB)

    Wu, Kesheng; Saad, Y.; Stathopoulos, A. [Univ. of Minnesota, Minneapolis, MN (United States)

    1996-12-31

    Lanczos algorithm is a commonly used method for finding a few extreme eigenvalues of symmetric matrices. It is effective if the wanted eigenvalues have large relative separations. If separations are small, several alternatives are often used, including the shift-invert Lanczos method, the preconditioned Lanczos method, and Davidson method. The shift-invert Lanczos method requires direct factorization of the matrix, which is often impractical if the matrix is large. In these cases preconditioned schemes are preferred. Many applications require solution of hundreds or thousands of eigenvalues of large sparse matrices, which pose serious challenges for both iterative eigenvalue solver and preconditioner. In this paper we will explore several preconditioned eigenvalue solvers and identify the ones suited for finding large number of eigenvalues. Methods discussed in this paper make up the core of a preconditioned eigenvalue toolkit under construction.

  14. Data fusion qualitative sensitivity analysis

    International Nuclear Information System (INIS)

    Clayton, E.A.; Lewis, R.E.

    1995-09-01

    Pacific Northwest Laboratory was tasked with testing, debugging, and refining the Hanford Site data fusion workstation (DFW), with the assistance of Coleman Research Corporation (CRC), before delivering the DFW to the environmental restoration client at the Hanford Site. Data fusion is the mathematical combination (or fusion) of disparate data sets into a single interpretation. The data fusion software used in this study was developed by CRC. The data fusion software developed by CRC was initially demonstrated on a data set collected at the Hanford Site where three types of data were combined. These data were (1) seismic reflection, (2) seismic refraction, and (3) depth to geologic horizons. The fused results included a contour map of the top of a low-permeability horizon. This report discusses the results of a sensitivity analysis of data fusion software to variations in its input parameters. The data fusion software developed by CRC has a large number of input parameters that can be varied by the user and that influence the results of data fusion. Many of these parameters are defined as part of the earth model. The earth model is a series of 3-dimensional polynomials with horizontal spatial coordinates as the independent variables and either subsurface layer depth or values of various properties within these layers (e.g., compression wave velocity, resistivity) as the dependent variables

  15. Sorting waves and associated eigenvalues

    Science.gov (United States)

    Carbonari, Costanza; Colombini, Marco; Solari, Luca

    2017-04-01

    The presence of mixed sediment always characterizes gravel bed rivers. Sorting processes take place during bed load transport of heterogeneous sediment mixtures. The two main elements necessary to the occurrence of sorting are the heterogeneous character of sediments and the presence of an active sediment transport. When these two key ingredients are simultaneously present, the segregation of bed material is consistently detected both in the field [7] and in laboratory [3] observations. In heterogeneous sediment transport, bed altimetric variations and sorting always coexist and both mechanisms are independently capable of driving the formation of morphological patterns. Indeed, consistent patterns of longitudinal and transverse sorting are identified almost ubiquitously. In some cases, such as bar formation [2] and channel bends [5], sorting acts as a stabilizing effect and therefore the dominant mechanism driving pattern formation is associated with bed altimetric variations. In other cases, such as longitudinal streaks, sorting enhances system instability and can therefore be considered the prevailing mechanism. Bedload sheets, first observed by Khunle and Southard [1], represent another classic example of a morphological pattern essentially triggered by sorting, as theoretical [4] and experimental [3] results suggested. These sorting waves cause strong spatial and temporal fluctuations of bedload transport rate typical observed in gravel bed rivers. The problem of bed load transport of a sediment mixture is formulated in the framework of a 1D linear stability analysis. The base state consists of a uniform flow in an infinitely wide channel with active bed load transport. The behaviour of the eigenvalues associated with fluid motion, bed evolution and sorting processes in the space of the significant flow and sediment parameters is analysed. A comparison is attempted with the results of the theoretical analysis of Seminara Colombini and Parker [4] and Stecca

  16. Probabilistic sensitivity analysis of biochemical reaction systems.

    Science.gov (United States)

    Zhang, Hong-Xuan; Dempsey, William P; Goutsias, John

    2009-09-07

    Sensitivity analysis is an indispensable tool for studying the robustness and fragility properties of biochemical reaction systems as well as for designing optimal approaches for selective perturbation and intervention. Deterministic sensitivity analysis techniques, using derivatives of the system response, have been extensively used in the literature. However, these techniques suffer from several drawbacks, which must be carefully considered before using them in problems of systems biology. We develop here a probabilistic approach to sensitivity analysis of biochemical reaction systems. The proposed technique employs a biophysically derived model for parameter fluctuations and, by using a recently suggested variance-based approach to sensitivity analysis [Saltelli et al., Chem. Rev. (Washington, D.C.) 105, 2811 (2005)], it leads to a powerful sensitivity analysis methodology for biochemical reaction systems. The approach presented in this paper addresses many problems associated with derivative-based sensitivity analysis techniques. Most importantly, it produces thermodynamically consistent sensitivity analysis results, can easily accommodate appreciable parameter variations, and allows for systematic investigation of high-order interaction effects. By employing a computational model of the mitogen-activated protein kinase signaling cascade, we demonstrate that our approach is well suited for sensitivity analysis of biochemical reaction systems and can produce a wealth of information about the sensitivity properties of such systems. The price to be paid, however, is a substantial increase in computational complexity over derivative-based techniques, which must be effectively addressed in order to make the proposed approach to sensitivity analysis more practical.

  17. OECD/NEA expert group on uncertainty analysis for criticality safety assessment: Results of benchmark on sensitivity calculation (phase III)

    Energy Technology Data Exchange (ETDEWEB)

    Ivanova, T.; Laville, C. [Institut de Radioprotection et de Surete Nucleaire IRSN, BP 17, 92262 Fontenay aux Roses (France); Dyrda, J. [Atomic Weapons Establishment AWE, Aldermaston, Reading, RG7 4PR (United Kingdom); Mennerdahl, D. [E Mennerdahl Systems EMS, Starvaegen 12, 18357 Taeby (Sweden); Golovko, Y.; Raskach, K.; Tsiboulia, A. [Inst. for Physics and Power Engineering IPPE, 1, Bondarenko sq., 249033 Obninsk (Russian Federation); Lee, G. S.; Woo, S. W. [Korea Inst. of Nuclear Safety KINS, 62 Gwahak-ro, Yuseong-gu, Daejeon 305-338 (Korea, Republic of); Bidaud, A.; Sabouri, P. [Laboratoire de Physique Subatomique et de Cosmologie LPSC, CNRS-IN2P3/UJF/INPG, Grenoble (France); Patel, A. [U.S. Nuclear Regulatory Commission (NRC), Washington, DC 20555-0001 (United States); Bledsoe, K.; Rearden, B. [Oak Ridge National Laboratory ORNL, M.S. 6170, P.O. Box 2008, Oak Ridge, TN 37831 (United States); Gulliford, J.; Michel-Sendis, F. [OECD/NEA, 12, Bd des Iles, 92130 Issy-les-Moulineaux (France)

    2012-07-01

    The sensitivities of the k{sub eff} eigenvalue to neutron cross sections have become commonly used in similarity studies and as part of the validation algorithm for criticality safety assessments. To test calculations of the sensitivity coefficients, a benchmark study (Phase III) has been established by the OECD-NEA/WPNCS/EG UACSA (Expert Group on Uncertainty Analysis for Criticality Safety Assessment). This paper presents some sensitivity results generated by the benchmark participants using various computational tools based upon different computational methods: SCALE/TSUNAMI-3D and -1D, MONK, APOLLO2-MORET 5, DRAGON-SUSD3D and MMKKENO. The study demonstrates the performance of the tools. It also illustrates how model simplifications impact the sensitivity results and demonstrates the importance of 'implicit' (self-shielding) sensitivities. This work has been a useful step towards verification of the existing and developed sensitivity analysis methods. (authors)

  18. Sensitivity Analysis of a Physiochemical Interaction Model ...

    African Journals Online (AJOL)

    In this analysis, we will study the sensitivity analysis due to a variation of the initial condition and experimental time. These results which we have not seen elsewhere are analysed and discussed quantitatively. Keywords: Passivation Rate, Sensitivity Analysis, ODE23, ODE45 J. Appl. Sci. Environ. Manage. June, 2012, Vol.

  19. Sensitivity Analysis of Multidisciplinary Rotorcraft Simulations

    Science.gov (United States)

    Wang, Li; Diskin, Boris; Biedron, Robert T.; Nielsen, Eric J.; Bauchau, Olivier A.

    2017-01-01

    A multidisciplinary sensitivity analysis of rotorcraft simulations involving tightly coupled high-fidelity computational fluid dynamics and comprehensive analysis solvers is presented and evaluated. An unstructured sensitivity-enabled Navier-Stokes solver, FUN3D, and a nonlinear flexible multibody dynamics solver, DYMORE, are coupled to predict the aerodynamic loads and structural responses of helicopter rotor blades. A discretely-consistent adjoint-based sensitivity analysis available in FUN3D provides sensitivities arising from unsteady turbulent flows and unstructured dynamic overset meshes, while a complex-variable approach is used to compute DYMORE structural sensitivities with respect to aerodynamic loads. The multidisciplinary sensitivity analysis is conducted through integrating the sensitivity components from each discipline of the coupled system. Numerical results verify accuracy of the FUN3D/DYMORE system by conducting simulations for a benchmark rotorcraft test model and comparing solutions with established analyses and experimental data. Complex-variable implementation of sensitivity analysis of DYMORE and the coupled FUN3D/DYMORE system is verified by comparing with real-valued analysis and sensitivities. Correctness of adjoint formulations for FUN3D/DYMORE interfaces is verified by comparing adjoint-based and complex-variable sensitivities. Finally, sensitivities of the lift and drag functions obtained by complex-variable FUN3D/DYMORE simulations are compared with sensitivities computed by the multidisciplinary sensitivity analysis, which couples adjoint-based flow and grid sensitivities of FUN3D and FUN3D/DYMORE interfaces with complex-variable sensitivities of DYMORE structural responses.

  20. Interior transmission eigenvalues of a rectangle

    International Nuclear Information System (INIS)

    Sleeman, B D; Stocks, D C

    2016-01-01

    The problem of scattering of acoustic waves by an inhomogeneous medium is intimately connected with so called inside–outside duality, in which the interior transmission eigenvalue problem plays a fundamental role. Here a study of the interior transmission eigenvalues for rectangular domains of constant refractive index is made. By making a nonstandard use of the classical separation of variables technique both real and complex eigenvalues are determined. (paper)

  1. Preconditioned iterations to calculate extreme eigenvalues

    Energy Technology Data Exchange (ETDEWEB)

    Brand, C.W.; Petrova, S. [Institut fuer Angewandte Mathematik, Leoben (Austria)

    1994-12-31

    Common iterative algorithms to calculate a few extreme eigenvalues of a large, sparse matrix are Lanczos methods or power iterations. They converge at a rate proportional to the separation of the extreme eigenvalues from the rest of the spectrum. Appropriate preconditioning improves the separation of the eigenvalues. Davidson`s method and its generalizations exploit this fact. The authors examine a preconditioned iteration that resembles a truncated version of Davidson`s method with a different preconditioning strategy.

  2. Evaluation of Eigenvalue Routines for Large Scale Applications

    Directory of Open Access Journals (Sweden)

    V.A. Tischler

    1994-01-01

    Full Text Available The NASA structural analysis (NASTRAN∗ program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this article is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the block Lanczos aLgorithm. This eigenvalue routine is now availabLe in several mathematics libraries as well as in severaL commerciaL versions of NASTRAN. In addition, the eRA Y library maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The block Lanczos algorithm was found to be extremely efficient, particularly for very large problems.

  3. An algebraic substructuring using multiple shifts for eigenvalue computations

    International Nuclear Information System (INIS)

    Ko, Jin Hwan; Jung, Sung Nam; Byun, Do Young; Bai, Zhaojun

    2008-01-01

    Algebraic substructuring (AS) is a state-of-the-art method in eigenvalue computations, especially for large-sized problems, but originally it was designed to calculate only the smallest eigenvalues. Recently, an updated version of AS has been introduced to calculate the interior eigenvalues over a specified range by using a shift concept that is referred to as the shifted AS. In this work, we propose a combined method of both AS and the shifted AS by using multiple shifts for solving a considerable number of eigensolutions in a large-sized problem, which is an emerging computational issue of noise or vibration analysis in vehicle design. In addition, we investigated the accuracy of the shifted AS by presenting an error criterion. The proposed method has been applied to the FE model of an automobile body. The combined method yielded a higher efficiency without loss of accuracy in comparison to the original AS

  4. Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

    Science.gov (United States)

    Böttcher, A.; Bogoya, J. M.; Grudsky, S. M.; Maximenko, E. A.

    2017-11-01

    Analysis of the asymptotic behaviour of the spectral characteristics of Toeplitz matrices as the dimension of the matrix tends to infinity has a history of over 100 years. For instance, quite a number of versions of Szegő's theorem on the asymptotic behaviour of eigenvalues and of the so-called strong Szegő theorem on the asymptotic behaviour of the determinants of Toeplitz matrices are known. Starting in the 1950s, the asymptotics of the maximum and minimum eigenvalues were actively investigated. However, investigation of the individual asymptotics of all the eigenvalues and eigenvectors of Toeplitz matrices started only quite recently: the first papers on this subject were published in 2009-2010. A survey of this new field is presented here. Bibliography: 55 titles.

  5. Joint density of eigenvalues in spiked multivariate models.

    Science.gov (United States)

    Dharmawansa, Prathapasinghe; Johnstone, Iain M

    2014-01-01

    The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative hypotheses which are a low rank departure from the null hypothesis. For rank one alternatives, this note provides a representation for the joint eigenvalue density in terms of a single contour integral. This will be of use for deriving approximate distributions for likelihood ratios and 'linear' statistics used in testing.

  6. Critical eigenvalue in LMFBRs: a physics assessment

    International Nuclear Information System (INIS)

    McKnight, R.D.; Collins, P.J.; Olsen, D.N.

    1984-01-01

    This paper summarizes recent work to put the analysis of past critical eigenvalue measurements from the US critical experiments program on a consistent basis. The integral data base includes 53 configurations built in 11 ZPPR assemblies which simulate mixed oxide LMFBRs. Both conventional and heterogeneous designs representing 350, 700, and 900 MWe sizes and with and without simulated control rods and/or control rod positions have been studied. The review of the integral data base includes quantitative assessment of experimental uncertainties in the measured excess reactivity. Analyses have been done with design level and higher-order methods using ENDF/B-IV data. Comparisons of these analyses with the experiments are used to generate recommended bias factors for criticality predictions. Recommended methods for analysis of LMFBR fast critical assemblies and LMFBR design calculations are presented. Unresolved issues and areas which require additional experimental or analytical study are identified

  7. Risk Characterization uncertainties associated description, sensitivity analysis

    International Nuclear Information System (INIS)

    Carrillo, M.; Tovar, M.; Alvarez, J.; Arraez, M.; Hordziejewicz, I.; Loreto, I.

    2013-01-01

    The power point presentation is about risks to the estimated levels of exposure, uncertainty and variability in the analysis, sensitivity analysis, risks from exposure to multiple substances, formulation of guidelines for carcinogenic and genotoxic compounds and risk subpopulations

  8. Object-sensitive Type Analysis of PHP

    NARCIS (Netherlands)

    Van der Hoek, Henk Erik; Hage, J

    2015-01-01

    In this paper we develop an object-sensitive type analysis for PHP, based on an extension of the notion of monotone frameworks to deal with the dynamic aspects of PHP, and following the framework of Smaragdakis et al. for object-sensitive analysis. We consider a number of instantiations of the

  9. A hybrid approach for global sensitivity analysis

    International Nuclear Information System (INIS)

    Chakraborty, Souvik; Chowdhury, Rajib

    2017-01-01

    Distribution based sensitivity analysis (DSA) computes sensitivity of the input random variables with respect to the change in distribution of output response. Although DSA is widely appreciated as the best tool for sensitivity analysis, the computational issue associated with this method prohibits its use for complex structures involving costly finite element analysis. For addressing this issue, this paper presents a method that couples polynomial correlated function expansion (PCFE) with DSA. PCFE is a fully equivalent operational model which integrates the concepts of analysis of variance decomposition, extended bases and homotopy algorithm. By integrating PCFE into DSA, it is possible to considerably alleviate the computational burden. Three examples are presented to demonstrate the performance of the proposed approach for sensitivity analysis. For all the problems, proposed approach yields excellent results with significantly reduced computational effort. The results obtained, to some extent, indicate that proposed approach can be utilized for sensitivity analysis of large scale structures. - Highlights: • A hybrid approach for global sensitivity analysis is proposed. • Proposed approach integrates PCFE within distribution based sensitivity analysis. • Proposed approach is highly efficient.

  10. Sensitivity analysis of a PWR pressurizer

    International Nuclear Information System (INIS)

    Bruel, Renata Nunes

    1997-01-01

    A sensitivity analysis relative to the parameters and modelling of the physical process in a PWR pressurizer has been performed. The sensitivity analysis was developed by implementing the key parameters and theoretical model lings which generated a comprehensive matrix of influences of each changes analysed. The major influences that have been observed were the flashing phenomenon and the steam condensation on the spray drops. The present analysis is also applicable to the several theoretical and experimental areas. (author)

  11. Uncertainty Estimates in Cold Critical Eigenvalue Predictions

    International Nuclear Information System (INIS)

    Karve, Atul A.; Moore, Brian R.; Mills, Vernon W.; Marrotte, Gary N.

    2005-01-01

    A recent cycle of a General Electric boiling water reactor performed two beginning-of-cycle local cold criticals. The eigenvalues estimated by the core simulator were 0.99826 and 1.00610. The large spread in them (= 0.00784) is a source of concern, and it is studied here. An analysis process is developed using statistical techniques, where first a transfer function relating the core observable Y (eigenvalue) to various factors (X's) is established. Engineering judgment is used to recognize the best candidates for X's. They are identified as power-weighted assembly k ∞ 's of selected assemblies around the withdrawn rods. These are a small subset of many X's that could potentially influence Y. However, the intention here is not to do a comprehensive study by accounting for all the X's. Rather, the scope is to demonstrate that the process developed is reasonable and to show its applicability to performing detailed studies. Variability in X's is obtained by perturbing nodal k ∞ 's since they directly influence the buckling term in the quasi-two-group diffusion equation model of the core simulator. Any perturbations introduced in them are bounded by standard well-established uncertainties. The resulting perturbations in the X's may not necessarily be directly correlated to physical attributes, but they encompass numerous biases and uncertainties credited to input and modeling uncertainties. The 'vital few' from the 'unimportant many' X's are determined, and then they are subgrouped according to assembly type, location, exposure, and control rod insertion. The goal is to study how the subgroups influence Y in order to have a better understanding of the variability observed in it

  12. Sensitivity analysis in life cycle assessment

    NARCIS (Netherlands)

    Groen, E.A.; Heijungs, R.; Bokkers, E.A.M.; Boer, de I.J.M.

    2014-01-01

    Life cycle assessments require many input parameters and many of these parameters are uncertain; therefore, a sensitivity analysis is an essential part of the final interpretation. The aim of this study is to compare seven sensitivity methods applied to three types of case stud-ies. Two

  13. Ethical sensitivity in professional practice: concept analysis.

    Science.gov (United States)

    Weaver, Kathryn; Morse, Janice; Mitcham, Carl

    2008-06-01

    This paper is a report of a concept analysis of ethical sensitivity. Ethical sensitivity enables nurses and other professionals to respond morally to the suffering and vulnerability of those receiving professional care and services. Because of its significance to nursing and other professional practices, ethical sensitivity deserves more focused analysis. A criteria-based method oriented toward pragmatic utility guided the analysis of 200 papers and books from the fields of nursing, medicine, psychology, dentistry, clinical ethics, theology, education, law, accounting or business, journalism, philosophy, political and social sciences and women's studies. This literature spanned 1970 to 2006 and was sorted by discipline and concept dimensions and examined for concept structure and use across various contexts. The analysis was completed in September 2007. Ethical sensitivity in professional practice develops in contexts of uncertainty, client suffering and vulnerability, and through relationships characterized by receptivity, responsiveness and courage on the part of professionals. Essential attributes of ethical sensitivity are identified as moral perception, affectivity and dividing loyalties. Outcomes include integrity preserving decision-making, comfort and well-being, learning and professional transcendence. Our findings promote ethical sensitivity as a type of practical wisdom that pursues client comfort and professional satisfaction with care delivery. The analysis and resulting model offers an inclusive view of ethical sensitivity that addresses some of the limitations with prior conceptualizations.

  14. LBLOCA sensitivity analysis using meta models

    International Nuclear Information System (INIS)

    Villamizar, M.; Sanchez-Saez, F.; Villanueva, J.F.; Carlos, S.; Sanchez, A.I.; Martorell, S.

    2014-01-01

    This paper presents an approach to perform the sensitivity analysis of the results of simulation of thermal hydraulic codes within a BEPU approach. Sensitivity analysis is based on the computation of Sobol' indices that makes use of a meta model, It presents also an application to a Large-Break Loss of Coolant Accident, LBLOCA, in the cold leg of a pressurized water reactor, PWR, addressing the results of the BEMUSE program and using the thermal-hydraulic code TRACE. (authors)

  15. Eigenvalue Decomposition-Based Modified Newton Algorithm

    Directory of Open Access Journals (Sweden)

    Wen-jun Wang

    2013-01-01

    Full Text Available When the Hessian matrix is not positive, the Newton direction may not be the descending direction. A new method named eigenvalue decomposition-based modified Newton algorithm is presented, which first takes the eigenvalue decomposition of the Hessian matrix, then replaces the negative eigenvalues with their absolute values, and finally reconstructs the Hessian matrix and modifies the searching direction. The new searching direction is always the descending direction. The convergence of the algorithm is proven and the conclusion on convergence rate is presented qualitatively. Finally, a numerical experiment is given for comparing the convergence domains of the modified algorithm and the classical algorithm.

  16. Sensitivity analysis in optimization and reliability problems

    International Nuclear Information System (INIS)

    Castillo, Enrique; Minguez, Roberto; Castillo, Carmen

    2008-01-01

    The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods

  17. Sensitivity analysis in optimization and reliability problems

    Energy Technology Data Exchange (ETDEWEB)

    Castillo, Enrique [Department of Applied Mathematics and Computational Sciences, University of Cantabria, Avda. Castros s/n., 39005 Santander (Spain)], E-mail: castie@unican.es; Minguez, Roberto [Department of Applied Mathematics, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: roberto.minguez@uclm.es; Castillo, Carmen [Department of Civil Engineering, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: mariacarmen.castillo@uclm.es

    2008-12-15

    The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods.

  18. Techniques for sensitivity analysis of SYVAC results

    International Nuclear Information System (INIS)

    Prust, J.O.

    1985-05-01

    Sensitivity analysis techniques may be required to examine the sensitivity of SYVAC model predictions to the input parameter values, the subjective probability distributions assigned to the input parameters and to the relationship between dose and the probability of fatal cancers plus serious hereditary disease in the first two generations of offspring of a member of the critical group. This report mainly considers techniques for determining the sensitivity of dose and risk to the variable input parameters. The performance of a sensitivity analysis technique may be improved by decomposing the model and data into subsets for analysis, making use of existing information on sensitivity and concentrating sampling in regions the parameter space that generates high doses or risks. A number of sensitivity analysis techniques are reviewed for their application to the SYVAC model including four techniques tested in an earlier study by CAP Scientific for the SYVAC project. This report recommends the development now of a method for evaluating the derivative of dose and parameter value and extending the Kruskal-Wallis technique to test for interactions between parameters. It is also recommended that the sensitivity of the output of each sub-model of SYVAC to input parameter values should be examined. (author)

  19. Multiple predictor smoothing methods for sensitivity analysis

    International Nuclear Information System (INIS)

    Helton, Jon Craig; Storlie, Curtis B.

    2006-01-01

    The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (1) locally weighted regression (LOESS), (2) additive models, (3) projection pursuit regression, and (4) recursive partitioning regression. The indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present

  20. Multiple predictor smoothing methods for sensitivity analysis.

    Energy Technology Data Exchange (ETDEWEB)

    Helton, Jon Craig; Storlie, Curtis B.

    2006-08-01

    The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (1) locally weighted regression (LOESS), (2) additive models, (3) projection pursuit regression, and (4) recursive partitioning regression. The indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present.

  1. Solving eigenvalue response matrix equations with nonlinear techniques

    International Nuclear Information System (INIS)

    Roberts, Jeremy A.; Forget, Benoit

    2014-01-01

    Highlights: • High performance solvers were applied within ERMM for the first time. • Accelerated fixed-point methods were developed that reduce computational times by 2–3. • A nonlinear, Newton-based ERMM led to similar improvement and more robustness. • A 3-D, SN-based ERMM shows how ERMM can apply fine-mesh methods to full-core analysis. - Abstract: This paper presents new algorithms for use in the eigenvalue response matrix method (ERMM) for reactor eigenvalue problems. ERMM spatially decomposes a domain into independent nodes linked via boundary conditions approximated as truncated orthogonal expansions, the coefficients of which are response functions. In its simplest form, ERMM consists of a two-level eigenproblem: an outer Picard iteration updates the k-eigenvalue via balance, while the inner λ-eigenproblem imposes neutron balance between nodes. Efficient methods are developed for solving the inner λ-eigenvalue problem within the outer Picard iteration. Based on results from several diffusion and transport benchmark models, it was found that the Krylov–Schur method applied to the λ-eigenvalue problem reduces Picard solver times (excluding response generation) by a factor of 2–5. Furthermore, alternative methods, including Picard acceleration schemes, Steffensen’s method, and Newton’s method, are developed in this paper. These approaches often yield faster k-convergence and a need for fewer k-dependent response function evaluations, which is important because response generation is often the primary cost for problems using responses computed online (i.e., not from a precomputed database). Accelerated Picard iteration was found to reduce total computational times by 2–3 compared to the unaccelerated case for problems dominated by response generation. In addition, Newton’s method was found to provide nearly the same performance with improved robustness

  2. Computation of standard deviations in eigenvalue calculations

    International Nuclear Information System (INIS)

    Gelbard, E.M.; Prael, R.

    1990-01-01

    In Brissenden and Garlick (1985), the authors propose a modified Monte Carlo method for eigenvalue calculations, designed to decrease particle transport biases in the flux and eigenvalue estimates, and in corresponding estimates of standard deviations. Apparently a very similar method has been used by Soviet Monte Carlo specialists. The proposed method is based on the generation of ''superhistories'', chains of histories run in sequence without intervening renormalization of the fission source. This method appears to have some disadvantages, discussed elsewhere. Earlier numerical experiments suggest that biases in fluxes and eigenvalues are negligibly small, even for very small numbers of histories per generation. Now more recent experiments, run on the CRAY-XMP, tend to confirm these earlier conclusions. The new experiments, discussed in this paper, involve the solution of one-group 1D diffusion theory eigenvalue problems, in difference form, via Monte Carlo. Experiments covered a range of dominance ratios from ∼0.75 to ∼0.985. In all cases flux and eigenvalue biases were substantially smaller than one standard deviation. The conclusion that, in practice, the eigenvalue bias is negligible has strong theoretical support. (author)

  3. Sensitivity functions for uncertainty analysis: Sensitivity and uncertainty analysis of reactor performance parameters

    International Nuclear Information System (INIS)

    Greenspan, E.

    1982-01-01

    This chapter presents the mathematical basis for sensitivity functions, discusses their physical meaning and information they contain, and clarifies a number of issues concerning their application, including the definition of group sensitivities, the selection of sensitivity functions to be included in the analysis, and limitations of sensitivity theory. Examines the theoretical foundation; criticality reset sensitivities; group sensitivities and uncertainties; selection of sensitivities included in the analysis; and other uses and limitations of sensitivity functions. Gives the theoretical formulation of sensitivity functions pertaining to ''as-built'' designs for performance parameters of the form of ratios of linear flux functionals (such as reaction-rate ratios), linear adjoint functionals, bilinear functions (such as reactivity worth ratios), and for reactor reactivity. Offers a consistent procedure for reducing energy-dependent or fine-group sensitivities and uncertainties to broad group sensitivities and uncertainties. Provides illustrations of sensitivity functions as well as references to available compilations of such functions and of total sensitivities. Indicates limitations of sensitivity theory originating from the fact that this theory is based on a first-order perturbation theory

  4. Probabilistic sensitivity analysis in health economics.

    Science.gov (United States)

    Baio, Gianluca; Dawid, A Philip

    2015-12-01

    Health economic evaluations have recently become an important part of the clinical and medical research process and have built upon more advanced statistical decision-theoretic foundations. In some contexts, it is officially required that uncertainty about both parameters and observable variables be properly taken into account, increasingly often by means of Bayesian methods. Among these, probabilistic sensitivity analysis has assumed a predominant role. The objective of this article is to review the problem of health economic assessment from the standpoint of Bayesian statistical decision theory with particular attention to the philosophy underlying the procedures for sensitivity analysis. © The Author(s) 2011.

  5. TOLERANCE SENSITIVITY ANALYSIS: THIRTY YEARS LATER

    Directory of Open Access Journals (Sweden)

    Richard E. Wendell

    2010-12-01

    Full Text Available Tolerance sensitivity analysis was conceived in 1980 as a pragmatic approach to effectively characterize a parametric region over which objective function coefficients and right-hand-side terms in linear programming could vary simultaneously and independently while maintaining the same optimal basis. As originally proposed, the tolerance region corresponds to the maximum percentage by which coefficients or terms could vary from their estimated values. Over the last thirty years the original results have been extended in a number of ways and applied in a variety of applications. This paper is a critical review of tolerance sensitivity analysis, including extensions and applications.

  6. EvArnoldi: A New Algorithm for Large-Scale Eigenvalue Problems.

    Science.gov (United States)

    Tal-Ezer, Hillel

    2016-05-19

    Eigenvalues and eigenvectors are an essential theme in numerical linear algebra. Their study is mainly motivated by their high importance in a wide range of applications. Knowledge of eigenvalues is essential in quantum molecular science. Solutions of the Schrödinger equation for the electrons composing the molecule are the basis of electronic structure theory. Electronic eigenvalues compose the potential energy surfaces for nuclear motion. The eigenvectors allow calculation of diople transition matrix elements, the core of spectroscopy. The vibrational dynamics molecule also requires knowledge of the eigenvalues of the vibrational Hamiltonian. Typically in these problems, the dimension of Hilbert space is huge. Practically, only a small subset of eigenvalues is required. In this paper, we present a highly efficient algorithm, named EvArnoldi, for solving the large-scale eigenvalues problem. The algorithm, in its basic formulation, is mathematically equivalent to ARPACK ( Sorensen , D. C. Implicitly Restarted Arnoldi/Lanczos Methods for Large Scale Eigenvalue Calculations ; Springer , 1997 ; Lehoucq , R. B. ; Sorensen , D. C. SIAM Journal on Matrix Analysis and Applications 1996 , 17 , 789 ; Calvetti , D. ; Reichel , L. ; Sorensen , D. C. Electronic Transactions on Numerical Analysis 1994 , 2 , 21 ) (or Eigs of Matlab) but significantly simpler.

  7. Gravitational lensing by eigenvalue distributions of random matrix models

    Science.gov (United States)

    Martínez Alonso, Luis; Medina, Elena

    2018-05-01

    We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically. We prove that these models can be applied to describe lensing by systems of edge-on galaxies. We illustrate our analysis with the Gaussian and the quartic unitary matrix ensembles.

  8. Sensitivity Analysis of Centralized Dynamic Cell Selection

    DEFF Research Database (Denmark)

    Lopez, Victor Fernandez; Alvarez, Beatriz Soret; Pedersen, Klaus I.

    2016-01-01

    and a suboptimal optimization algorithm that nearly achieves the performance of the optimal Hungarian assignment. Moreover, an exhaustive sensitivity analysis with different network and traffic configurations is carried out in order to understand what conditions are more appropriate for the use of the proposed...

  9. Sensitivity analysis in a structural reliability context

    International Nuclear Information System (INIS)

    Lemaitre, Paul

    2014-01-01

    This thesis' subject is sensitivity analysis in a structural reliability context. The general framework is the study of a deterministic numerical model that allows to reproduce a complex physical phenomenon. The aim of a reliability study is to estimate the failure probability of the system from the numerical model and the uncertainties of the inputs. In this context, the quantification of the impact of the uncertainty of each input parameter on the output might be of interest. This step is called sensitivity analysis. Many scientific works deal with this topic but not in the reliability scope. This thesis' aim is to test existing sensitivity analysis methods, and to propose more efficient original methods. A bibliographical step on sensitivity analysis on one hand and on the estimation of small failure probabilities on the other hand is first proposed. This step raises the need to develop appropriate techniques. Two variables ranking methods are then explored. The first one proposes to make use of binary classifiers (random forests). The second one measures the departure, at each step of a subset method, between each input original density and the density given the subset reached. A more general and original methodology reflecting the impact of the input density modification on the failure probability is then explored. The proposed methods are then applied on the CWNR case, which motivates this thesis. (author)

  10. Applications of advances in nonlinear sensitivity analysis

    Energy Technology Data Exchange (ETDEWEB)

    Werbos, P J

    1982-01-01

    The following paper summarizes the major properties and applications of a collection of algorithms involving differentiation and optimization at minimum cost. The areas of application include the sensitivity analysis of models, new work in statistical or econometric estimation, optimization, artificial intelligence and neuron modelling.

  11. *Corresponding Author Sensitivity Analysis of a Physiochemical ...

    African Journals Online (AJOL)

    Michael Horsfall

    The numerical method of sensitivity or the principle of parsimony ... analysis is a widely applied numerical method often being used in the .... Chemical Engineering Journal 128(2-3), 85-93. Amod S ... coupled 3-PG and soil organic matter.

  12. Modified Bateman solution for identical eigenvalues

    International Nuclear Information System (INIS)

    Dreher, Raymond

    2013-01-01

    Highlights: ► Solving indeterminacies due to identical eigenvalues in Bateman’s solution. ► Exact analytical solution of Bateman’s equations for identical eigenvalues. ► Algorithm calculating higher order derivatives appearing in this solution. ► Alternative evaluation of the derivatives through the Taylor polynomial. ► Implementation of an example program demonstrating the developed solution. - Abstract: In this paper we develop a general solution to the Bateman equations taking into account the special case of identical eigenvalues. A characteristic of this new solution is the presence of higher order derivatives. It is shown that the derivatives can be obtained analytically and also computed in an efficient manner

  13. The eigenvalue problem in phase space.

    Science.gov (United States)

    Cohen, Leon

    2018-06-30

    We formulate the standard quantum mechanical eigenvalue problem in quantum phase space. The equation obtained involves the c-function that corresponds to the quantum operator. We use the Wigner distribution for the phase space function. We argue that the phase space eigenvalue equation obtained has, in addition to the proper solutions, improper solutions. That is, solutions for which no wave function exists which could generate the distribution. We discuss the conditions for ascertaining whether a position momentum function is a proper phase space distribution. We call these conditions psi-representability conditions, and show that if these conditions are imposed, one extracts the correct phase space eigenfunctions. We also derive the phase space eigenvalue equation for arbitrary phase space distributions functions. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

  14. Modern algorithms for large sparse eigenvalue problems

    International Nuclear Information System (INIS)

    Meyer, A.

    1987-01-01

    The volume is written for mathematicians interested in (numerical) linear algebra and in the solution of large sparse eigenvalue problems, as well as for specialists in engineering, who use the considered algorithms in the investigation of eigenoscillations of structures, in reactor physics, etc. Some variants of the algorithms based on the idea of a gradient-type direction of movement are presented and their convergence properties are discussed. From this, a general strategy for the direct use of preconditionings for the eigenvalue problem is derived. In this new approach the necessity of the solution of large linear systems is entirely avoided. Hence, these methods represent a new alternative to some other modern eigenvalue algorithms, as they show a slightly slower convergence on the one hand but essentially lower numerical and data processing problems on the other hand. A brief description and comparison of some well-known methods (i.e. simultaneous iteration, Lanczos algorithm) completes this volume. (author)

  15. Sensitivity Analysis in Two-Stage DEA

    Directory of Open Access Journals (Sweden)

    Athena Forghani

    2015-07-01

    Full Text Available Data envelopment analysis (DEA is a method for measuring the efficiency of peer decision making units (DMUs which uses a set of inputs to produce a set of outputs. In some cases, DMUs have a two-stage structure, in which the first stage utilizes inputs to produce outputs used as the inputs of the second stage to produce final outputs. One important issue in two-stage DEA is the sensitivity of the results of an analysis to perturbations in the data. The current paper looks into combined model for two-stage DEA and applies the sensitivity analysis to DMUs on the entire frontier. In fact, necessary and sufficient conditions for preserving a DMU's efficiency classiffication are developed when various data changes are applied to all DMUs.

  16. Sensitivity Analysis in Two-Stage DEA

    Directory of Open Access Journals (Sweden)

    Athena Forghani

    2015-12-01

    Full Text Available Data envelopment analysis (DEA is a method for measuring the efficiency of peer decision making units (DMUs which uses a set of inputs to produce a set of outputs. In some cases, DMUs have a two-stage structure, in which the first stage utilizes inputs to produce outputs used as the inputs of the second stage to produce final outputs. One important issue in two-stage DEA is the sensitivity of the results of an analysis to perturbations in the data. The current paper looks into combined model for two-stage DEA and applies the sensitivity analysis to DMUs on the entire frontier. In fact, necessary and sufficient conditions for preserving a DMU's efficiency classiffication are developed when various data changes are applied to all DMUs.

  17. Sensitivity analysis and related analysis : A survey of statistical techniques

    NARCIS (Netherlands)

    Kleijnen, J.P.C.

    1995-01-01

    This paper reviews the state of the art in five related types of analysis, namely (i) sensitivity or what-if analysis, (ii) uncertainty or risk analysis, (iii) screening, (iv) validation, and (v) optimization. The main question is: when should which type of analysis be applied; which statistical

  18. Sensitivity Analysis in Sequential Decision Models.

    Science.gov (United States)

    Chen, Qiushi; Ayer, Turgay; Chhatwal, Jagpreet

    2017-02-01

    Sequential decision problems are frequently encountered in medical decision making, which are commonly solved using Markov decision processes (MDPs). Modeling guidelines recommend conducting sensitivity analyses in decision-analytic models to assess the robustness of the model results against the uncertainty in model parameters. However, standard methods of conducting sensitivity analyses cannot be directly applied to sequential decision problems because this would require evaluating all possible decision sequences, typically in the order of trillions, which is not practically feasible. As a result, most MDP-based modeling studies do not examine confidence in their recommended policies. In this study, we provide an approach to estimate uncertainty and confidence in the results of sequential decision models. First, we provide a probabilistic univariate method to identify the most sensitive parameters in MDPs. Second, we present a probabilistic multivariate approach to estimate the overall confidence in the recommended optimal policy considering joint uncertainty in the model parameters. We provide a graphical representation, which we call a policy acceptability curve, to summarize the confidence in the optimal policy by incorporating stakeholders' willingness to accept the base case policy. For a cost-effectiveness analysis, we provide an approach to construct a cost-effectiveness acceptability frontier, which shows the most cost-effective policy as well as the confidence in that for a given willingness to pay threshold. We demonstrate our approach using a simple MDP case study. We developed a method to conduct sensitivity analysis in sequential decision models, which could increase the credibility of these models among stakeholders.

  19. Global sensitivity analysis by polynomial dimensional decomposition

    Energy Technology Data Exchange (ETDEWEB)

    Rahman, Sharif, E-mail: rahman@engineering.uiowa.ed [College of Engineering, The University of Iowa, Iowa City, IA 52242 (United States)

    2011-07-15

    This paper presents a polynomial dimensional decomposition (PDD) method for global sensitivity analysis of stochastic systems subject to independent random input following arbitrary probability distributions. The method involves Fourier-polynomial expansions of lower-variate component functions of a stochastic response by measure-consistent orthonormal polynomial bases, analytical formulae for calculating the global sensitivity indices in terms of the expansion coefficients, and dimension-reduction integration for estimating the expansion coefficients. Due to identical dimensional structures of PDD and analysis-of-variance decomposition, the proposed method facilitates simple and direct calculation of the global sensitivity indices. Numerical results of the global sensitivity indices computed for smooth systems reveal significantly higher convergence rates of the PDD approximation than those from existing methods, including polynomial chaos expansion, random balance design, state-dependent parameter, improved Sobol's method, and sampling-based methods. However, for non-smooth functions, the convergence properties of the PDD solution deteriorate to a great extent, warranting further improvements. The computational complexity of the PDD method is polynomial, as opposed to exponential, thereby alleviating the curse of dimensionality to some extent.

  20. Collaborative spectrum sensing based on the ratio between largest eigenvalue and Geometric mean of eigenvalues

    KAUST Repository

    Shakir, Muhammad

    2011-12-01

    In this paper, we introduce a new detector referred to as Geometric mean detector (GEMD) which is based on the ratio of the largest eigenvalue to the Geometric mean of the eigenvalues for collaborative spectrum sensing. The decision threshold has been derived by employing Gaussian approximation approach. In this approach, the two random variables, i.e. The largest eigenvalue and the Geometric mean of the eigenvalues are considered as independent Gaussian random variables such that their cumulative distribution functions (CDFs) are approximated by a univariate Gaussian distribution function for any number of cooperating secondary users and received samples. The approximation approach is based on the calculation of exact analytical moments of the largest eigenvalue and the Geometric mean of the eigenvalues of the received covariance matrix. The decision threshold has been calculated by exploiting the CDF of the ratio of two Gaussian distributed random variables. In this context, we exchange the analytical moments of the two random variables with the moments of the Gaussian distribution function. The performance of the detector is compared with the performance of the energy detector and eigenvalue ratio detector. Analytical and simulation results show that our newly proposed detector yields considerable performance advantage in realistic spectrum sensing scenarios. Moreover, our results based on proposed approximation approach are in perfect agreement with the empirical results. © 2011 IEEE.

  1. Demonstration sensitivity analysis for RADTRAN III

    International Nuclear Information System (INIS)

    Neuhauser, K.S.; Reardon, P.C.

    1986-10-01

    A demonstration sensitivity analysis was performed to: quantify the relative importance of 37 variables to the total incident free dose; assess the elasticity of seven dose subgroups to those same variables; develop density distributions for accident dose to combinations of accident data under wide-ranging variations; show the relationship between accident consequences and probabilities of occurrence; and develop limits for the variability of probability consequence curves

  2. Systemization of burnup sensitivity analysis code. 2

    International Nuclear Information System (INIS)

    Tatsumi, Masahiro; Hyoudou, Hideaki

    2005-02-01

    Towards the practical use of fast reactors, it is a very important subject to improve prediction accuracy for neutronic properties in LMFBR cores from the viewpoint of improvements on plant efficiency with rationally high performance cores and that on reliability and safety margins. A distinct improvement on accuracy in nuclear core design has been accomplished by the development of adjusted nuclear library using the cross-section adjustment method, in which the results of criticality experiments of JUPITER and so on are reflected. In the design of large LMFBR cores, however, it is important to accurately estimate not only neutronic characteristics, for example, reaction rate distribution and control rod worth but also burnup characteristics, for example, burnup reactivity loss, breeding ratio and so on. For this purpose, it is desired to improve prediction accuracy of burnup characteristics using the data widely obtained in actual core such as the experimental fast reactor 'JOYO'. The analysis of burnup characteristics is needed to effectively use burnup characteristics data in the actual cores based on the cross-section adjustment method. So far, a burnup sensitivity analysis code, SAGEP-BURN, has been developed and confirmed its effectiveness. However, there is a problem that analysis sequence become inefficient because of a big burden to users due to complexity of the theory of burnup sensitivity and limitation of the system. It is also desired to rearrange the system for future revision since it is becoming difficult to implement new functions in the existing large system. It is not sufficient to unify each computational component for the following reasons; the computational sequence may be changed for each item being analyzed or for purpose such as interpretation of physical meaning. Therefore, it is needed to systemize the current code for burnup sensitivity analysis with component blocks of functionality that can be divided or constructed on occasion. For

  3. The eigenvalue problem for a singular quasilinear elliptic equation

    Directory of Open Access Journals (Sweden)

    Benjin Xuan

    2004-02-01

    Full Text Available We show that many results about the eigenvalues and eigenfunctions of a quasilinear elliptic equation in the non-singular case can be extended to the singular case. Among these results, we have the first eigenvalue is associated to a $C^{1,alpha}(Omega$ eigenfunction which is positive and unique (up to a multiplicative constant, that is, the first eigenvalue is simple. Moreover the first eigenvalue is isolated and is the unique positive eigenvalue associated to a non-negative eigenfunction. We also prove some variational properties of the second eigenvalue.

  4. OPERATOR-RELATED FORMULATION OF THE EIGENVALUE PROBLEM FOR THE BOUNDARY PROBLEM OF ANALYSIS OF A THREE-DIMENSIONAL STRUCTURE WITH PIECEWISE-CONSTANT PHYSICAL AND GEOMETRICAL PARAMETERS ALONGSIDE THE BASIC DIRECTION WITHIN THE FRAMEWORK OF THE DISCRETE-CON

    Directory of Open Access Journals (Sweden)

    Akimov Pavel Alekseevich

    2012-10-01

    Full Text Available The proposed paper covers the operator-related formulation of the eigenvalue problem of analysis of a three-dimensional structure that has piecewise-constant physical and geometrical parameters alongside the so-called basic direction within the framework of a discrete-continual approach (a discrete-continual finite element method, a discrete-continual variation method. Generally, discrete-continual formulations represent contemporary mathematical models that become available for computer implementation. They make it possible for a researcher to consider the boundary effects whenever particular components of the solution represent rapidly varying functions. Another feature of discrete-continual methods is the absence of any limitations imposed on lengths of structures. The three-dimensional problem of elasticity is used as the design model of a structure. In accordance with the so-called method of extended domain, the domain in question is embordered by an extended one of an arbitrary shape. At the stage of numerical implementation, relative key features of discrete-continual methods include convenient mathematical formulas, effective computational patterns and algorithms, simple data processing, etc. The authors present their formulation of the problem in question for an isotropic medium with allowance for supports restrained by elastic elements while standard boundary conditions are also taken into consideration.

  5. Eigenvalues and expansion of bipartite graphs

    DEFF Research Database (Denmark)

    Høholdt, Tom; Janwa, Heeralal

    2012-01-01

    We prove lower bounds on the largest and second largest eigenvalue of the adjacency matrix of bipartite graphs and give necessary and sufficient conditions for equality. We give several examples of classes that are optimal with respect to the bouns. We prove that BIBD-graphs are characterized by ...

  6. A note on quasilinear elliptic eigenvalue problems

    Directory of Open Access Journals (Sweden)

    Gianni Arioli

    1999-11-01

    Full Text Available We study an eigenvalue problem by a non-smooth critical point theory. Under general assumptions, we prove the existence of at least one solution as a minimum of a constrained energy functional. We apply some results on critical point theory with symmetry to provide a multiplicity result.

  7. Eigenvalues of the -Laplacian and disconjugacy criteria

    Directory of Open Access Journals (Sweden)

    Pinasco Juan P

    2006-01-01

    Full Text Available We derive oscillation and nonoscillation criteria for the one-dimensional -Laplacian in terms of an eigenvalue inequality for a mixed problem. We generalize the results obtained in the linear case by Nehari and Willett, and the proof is based on a Picone-type identity.

  8. A new localization set for generalized eigenvalues

    Directory of Open Access Journals (Sweden)

    Jing Gao

    2017-05-01

    Full Text Available Abstract A new localization set for generalized eigenvalues is obtained. It is shown that the new set is tighter than that in (Numer. Linear Algebra Appl. 16:883-898, 2009. Numerical examples are given to verify the corresponding results.

  9. Systemization of burnup sensitivity analysis code

    International Nuclear Information System (INIS)

    Tatsumi, Masahiro; Hyoudou, Hideaki

    2004-02-01

    To practical use of fact reactors, it is a very important subject to improve prediction accuracy for neutronic properties in LMFBR cores from the viewpoints of improvements on plant efficiency with rationally high performance cores and that on reliability and safety margins. A distinct improvement on accuracy in nuclear core design has been accomplished by development of adjusted nuclear library using the cross-section adjustment method, in which the results of critical experiments of JUPITER and so on are reflected. In the design of large LMFBR cores, however, it is important to accurately estimate not only neutronic characteristics, for example, reaction rate distribution and control rod worth but also burnup characteristics, for example, burnup reactivity loss, breeding ratio and so on. For this purpose, it is desired to improve prediction accuracy of burnup characteristics using the data widely obtained in actual core such as the experimental fast reactor core 'JOYO'. The analysis of burnup characteristics is needed to effectively use burnup characteristics data in the actual cores based on the cross-section adjustment method. So far, development of a analysis code for burnup sensitivity, SAGEP-BURN, has been done and confirmed its effectiveness. However, there is a problem that analysis sequence become inefficient because of a big burden to user due to complexity of the theory of burnup sensitivity and limitation of the system. It is also desired to rearrange the system for future revision since it is becoming difficult to implement new functionalities in the existing large system. It is not sufficient to unify each computational component for some reasons; computational sequence may be changed for each item being analyzed or for purpose such as interpretation of physical meaning. Therefore it is needed to systemize the current code for burnup sensitivity analysis with component blocks of functionality that can be divided or constructed on occasion. For this

  10. A robust multilevel simultaneous eigenvalue solver

    Science.gov (United States)

    Costiner, Sorin; Taasan, Shlomo

    1993-01-01

    Multilevel (ML) algorithms for eigenvalue problems are often faced with several types of difficulties such as: the mixing of approximated eigenvectors by the solution process, the approximation of incomplete clusters of eigenvectors, the poor representation of solution on coarse levels, and the existence of close or equal eigenvalues. Algorithms that do not treat appropriately these difficulties usually fail, or their performance degrades when facing them. These issues motivated the development of a robust adaptive ML algorithm which treats these difficulties, for the calculation of a few eigenvectors and their corresponding eigenvalues. The main techniques used in the new algorithm include: the adaptive completion and separation of the relevant clusters on different levels, the simultaneous treatment of solutions within each cluster, and the robustness tests which monitor the algorithm's efficiency and convergence. The eigenvectors' separation efficiency is based on a new ML projection technique generalizing the Rayleigh Ritz projection, combined with a technique, the backrotations. These separation techniques, when combined with an FMG formulation, in many cases lead to algorithms of O(qN) complexity, for q eigenvectors of size N on the finest level. Previously developed ML algorithms are less focused on the mentioned difficulties. Moreover, algorithms which employ fine level separation techniques are of O(q(sub 2)N) complexity and usually do not overcome all these difficulties. Computational examples are presented where Schrodinger type eigenvalue problems in 2-D and 3-D, having equal and closely clustered eigenvalues, are solved with the efficiency of the Poisson multigrid solver. A second order approximation is obtained in O(qN) work, where the total computational work is equivalent to only a few fine level relaxations per eigenvector.

  11. Sensitivity analysis of critical experiment with direct perturbation compared to TSUNAMI-3D sensitivity analysis

    International Nuclear Information System (INIS)

    Barber, A. D.; Busch, R.

    2009-01-01

    The goal of this work is to obtain sensitivities from direct uncertainty analysis calculation and correlate those calculated values with the sensitivities produced from TSUNAMI-3D (Tools for Sensitivity and Uncertainty Analysis Methodology Implementation in Three Dimensions). A full sensitivity analysis is performed on a critical experiment to determine the overall uncertainty of the experiment. Small perturbation calculations are performed for all known uncertainties to obtain the total uncertainty of the experiment. The results from a critical experiment are only known as well as the geometric and material properties. The goal of this relationship is to simplify the uncertainty quantification process in assessing a critical experiment, while still considering all of the important parameters. (authors)

  12. Sensitivity analysis of the Two Geometry Method

    International Nuclear Information System (INIS)

    Wichers, V.A.

    1993-09-01

    The Two Geometry Method (TGM) was designed specifically for the verification of the uranium enrichment of low enriched UF 6 gas in the presence of uranium deposits on the pipe walls. Complications can arise if the TGM is applied under extreme conditions, such as deposits larger than several times the gas activity, small pipe diameters less than 40 mm and low pressures less than 150 Pa. This report presents a comprehensive sensitivity analysis of the TGM. The impact of the various sources of uncertainty on the performance of the method is discussed. The application to a practical case is based on worst case conditions with regards to the measurement conditions, and on realistic conditions with respect to the false alarm probability and the non detection probability. Monte Carlo calculations were used to evaluate the sensitivity for sources of uncertainty which are experimentally inaccessible. (orig.)

  13. Track 4: basic nuclear science variance reduction for Monte Carlo criticality simulations. 2. Assessment of MCNP Statistical Analysis of keff Eigenvalue Convergence with an Analytical Criticality Verification Test Set

    International Nuclear Information System (INIS)

    Sood, Avnet; Forster, R. Arthur; Parsons, D. Kent

    2001-01-01

    Monte Carlo simulations of nuclear criticality eigenvalue problems are often performed by general purpose radiation transport codes such as MCNP. MCNP performs detailed statistical analysis of the criticality calculation and provides feedback to the user with warning messages, tables, and graphs. The purpose of the analysis is to provide the user with sufficient information to assess spatial convergence of the eigenfunction and thus the validity of the criticality calculation. As a test of this statistical analysis package in MCNP, analytic criticality verification benchmark problems have been used for the first time to assess the performance of the criticality convergence tests in MCNP. The MCNP statistical analysis capability has been recently assessed using the 75 multigroup criticality verification analytic problem test set. MCNP was verified with these problems at the 10 -4 to 10 -5 statistical error level using 40 000 histories per cycle and 2000 active cycles. In all cases, the final boxed combined k eff answer was given with the standard deviation and three confidence intervals that contained the analytic k eff . To test the effectiveness of the statistical analysis checks in identifying poor eigenfunction convergence, ten problems from the test set were deliberately run incorrectly using 1000 histories per cycle, 200 active cycles, and 10 inactive cycles. Six problems with large dominance ratios were chosen from the test set because they do not achieve the normal spatial mode in the beginning of the calculation. To further stress the convergence tests, these problems were also started with an initial fission source point 1 cm from the boundary thus increasing the likelihood of a poorly converged initial fission source distribution. The final combined k eff confidence intervals for these deliberately ill-posed problems did not include the analytic k eff value. In no case did a bad confidence interval go undetected. Warning messages were given signaling that

  14. Dynamic Eigenvalue Problem of Concrete Slab Road Surface

    Science.gov (United States)

    Pawlak, Urszula; Szczecina, Michał

    2017-10-01

    The paper presents an analysis of the dynamic eigenvalue problem of concrete slab road surface. A sample concrete slab was modelled using Autodesk Robot Structural Analysis software and calculated with Finite Element Method. The slab was set on a one-parameter elastic subsoil, for which the modulus of elasticity was separately calculated. The eigen frequencies and eigenvectors (as maximal vertical nodal displacements) were presented. On the basis of the results of calculations, some basic recommendations for designers of concrete road surfaces were offered.

  15. Generalization of Samuelson's inequality and location of eigenvalues

    Indian Academy of Sciences (India)

    We prove a generalization of Samuelson's inequality for higher order central moments. Bounds for the eigenvalues are obtained when a given complex × matrix has real eigenvalues. Likewise, we discuss bounds for the roots of polynomial equations.

  16. Global sensitivity analysis using polynomial chaos expansions

    International Nuclear Information System (INIS)

    Sudret, Bruno

    2008-01-01

    Global sensitivity analysis (SA) aims at quantifying the respective effects of input random variables (or combinations thereof) onto the variance of the response of a physical or mathematical model. Among the abundant literature on sensitivity measures, the Sobol' indices have received much attention since they provide accurate information for most models. The paper introduces generalized polynomial chaos expansions (PCE) to build surrogate models that allow one to compute the Sobol' indices analytically as a post-processing of the PCE coefficients. Thus the computational cost of the sensitivity indices practically reduces to that of estimating the PCE coefficients. An original non intrusive regression-based approach is proposed, together with an experimental design of minimal size. Various application examples illustrate the approach, both from the field of global SA (i.e. well-known benchmark problems) and from the field of stochastic mechanics. The proposed method gives accurate results for various examples that involve up to eight input random variables, at a computational cost which is 2-3 orders of magnitude smaller than the traditional Monte Carlo-based evaluation of the Sobol' indices

  17. Global sensitivity analysis using polynomial chaos expansions

    Energy Technology Data Exchange (ETDEWEB)

    Sudret, Bruno [Electricite de France, R and D Division, Site des Renardieres, F 77818 Moret-sur-Loing Cedex (France)], E-mail: bruno.sudret@edf.fr

    2008-07-15

    Global sensitivity analysis (SA) aims at quantifying the respective effects of input random variables (or combinations thereof) onto the variance of the response of a physical or mathematical model. Among the abundant literature on sensitivity measures, the Sobol' indices have received much attention since they provide accurate information for most models. The paper introduces generalized polynomial chaos expansions (PCE) to build surrogate models that allow one to compute the Sobol' indices analytically as a post-processing of the PCE coefficients. Thus the computational cost of the sensitivity indices practically reduces to that of estimating the PCE coefficients. An original non intrusive regression-based approach is proposed, together with an experimental design of minimal size. Various application examples illustrate the approach, both from the field of global SA (i.e. well-known benchmark problems) and from the field of stochastic mechanics. The proposed method gives accurate results for various examples that involve up to eight input random variables, at a computational cost which is 2-3 orders of magnitude smaller than the traditional Monte Carlo-based evaluation of the Sobol' indices.

  18. Contributions to sensitivity analysis and generalized discriminant analysis

    International Nuclear Information System (INIS)

    Jacques, J.

    2005-12-01

    Two topics are studied in this thesis: sensitivity analysis and generalized discriminant analysis. Global sensitivity analysis of a mathematical model studies how the output variables of this last react to variations of its inputs. The methods based on the study of the variance quantify the part of variance of the response of the model due to each input variable and each subset of input variables. The first subject of this thesis is the impact of a model uncertainty on results of a sensitivity analysis. Two particular forms of uncertainty are studied: that due to a change of the model of reference, and that due to the use of a simplified model with the place of the model of reference. A second problem was studied during this thesis, that of models with correlated inputs. Indeed, classical sensitivity indices not having significance (from an interpretation point of view) in the presence of correlation of the inputs, we propose a multidimensional approach consisting in expressing the sensitivity of the output of the model to groups of correlated variables. Applications in the field of nuclear engineering illustrate this work. Generalized discriminant analysis consists in classifying the individuals of a test sample in groups, by using information contained in a training sample, when these two samples do not come from the same population. This work extends existing methods in a Gaussian context to the case of binary data. An application in public health illustrates the utility of generalized discrimination models thus defined. (author)

  19. Frequency response as a surrogate eigenvalue problem in topology optimization

    DEFF Research Database (Denmark)

    Andreassen, Erik; Ferrari, Federico; Sigmund, Ole

    2018-01-01

    This article discusses the use of frequency response surrogates for eigenvalue optimization problems in topology optimization that may be used to avoid solving the eigenvalue problem. The motivation is to avoid complications that arise from multiple eigenvalues and the computational complexity as...

  20. Computing the eigenvalues and eigenvectors of a fuzzy matrix

    Directory of Open Access Journals (Sweden)

    A. Kumar

    2012-08-01

    Full Text Available Computation of fuzzy eigenvalues and fuzzy eigenvectors of a fuzzy matrix is a challenging problem. Determining the maximal and minimal symmetric solution can help to find the eigenvalues. So, we try to compute these eigenvalues by determining the maximal and minimal symmetric solution of the fully fuzzy linear system $widetilde{A}widetilde{X}= widetilde{lambda} widetilde{X}.$

  1. Simple Sensitivity Analysis for Orion GNC

    Science.gov (United States)

    Pressburger, Tom; Hoelscher, Brian; Martin, Rodney; Sricharan, Kumar

    2013-01-01

    The performance of Orion flight software, especially its GNC software, is being analyzed by running Monte Carlo simulations of Orion spacecraft flights. The simulated performance is analyzed for conformance with flight requirements, expressed as performance constraints. Flight requirements include guidance (e.g. touchdown distance from target) and control (e.g., control saturation) as well as performance (e.g., heat load constraints). The Monte Carlo simulations disperse hundreds of simulation input variables, for everything from mass properties to date of launch.We describe in this paper a sensitivity analysis tool (Critical Factors Tool or CFT) developed to find the input variables or pairs of variables which by themselves significantly influence satisfaction of requirements or significantly affect key performance metrics (e.g., touchdown distance from target). Knowing these factors can inform robustness analysis, can inform where engineering resources are most needed, and could even affect operations. The contributions of this paper include the introduction of novel sensitivity measures, such as estimating success probability, and a technique for determining whether pairs of factors are interacting dependently or independently. The tool found that input variables such as moments, mass, thrust dispersions, and date of launch were found to be significant factors for success of various requirements. Examples are shown in this paper as well as a summary and physics discussion of EFT-1 driving factors that the tool found.

  2. Sensitivity analysis of floating offshore wind farms

    International Nuclear Information System (INIS)

    Castro-Santos, Laura; Diaz-Casas, Vicente

    2015-01-01

    Highlights: • Develop a sensitivity analysis of a floating offshore wind farm. • Influence on the life-cycle costs involved in a floating offshore wind farm. • Influence on IRR, NPV, pay-back period, LCOE and cost of power. • Important variables: distance, wind resource, electric tariff, etc. • It helps to investors to take decisions in the future. - Abstract: The future of offshore wind energy will be in deep waters. In this context, the main objective of the present paper is to develop a sensitivity analysis of a floating offshore wind farm. It will show how much the output variables can vary when the input variables are changing. For this purpose two different scenarios will be taken into account: the life-cycle costs involved in a floating offshore wind farm (cost of conception and definition, cost of design and development, cost of manufacturing, cost of installation, cost of exploitation and cost of dismantling) and the most important economic indexes in terms of economic feasibility of a floating offshore wind farm (internal rate of return, net present value, discounted pay-back period, levelized cost of energy and cost of power). Results indicate that the most important variables in economic terms are the number of wind turbines and the distance from farm to shore in the costs’ scenario, and the wind scale parameter and the electric tariff for the economic indexes. This study will help investors to take into account these variables in the development of floating offshore wind farms in the future

  3. Monotonicity of energy eigenvalues for Coulomb systems

    International Nuclear Information System (INIS)

    Englisch, R.

    1983-01-01

    Generalising results by earlier workers for a large class of Hamiltonians (among others, Hamiltonians of Coulomb systems) which can be written in the form H(α) = H 0 + αH' the present works shows that their eigenvalues decrease with increasing α. This result is applied to Coulomb systems in which the distances between the infinitely heavy particles are varying and also is used to obtain a completion and simplification of proof for the stability of the biexciton. (author)

  4. Lagrangian Differentiation, Integration and Eigenvalues Problems

    International Nuclear Information System (INIS)

    Durand, L.

    1983-01-01

    Calogero recently proposed a new and very powerful method for the solution of Sturm-Liouville eigenvalue problems based on Lagrangian differentiation. In this paper, some results of a numerical investigation of Calogero's method for physical interesting problems are presented. It is then shown that one can 'invert' his differentiation technique to obtain a flexible, factorially convergent Lagrangian integration scheme which should be useful in a variety of problems, e.g. solution of integral equations

  5. Eigenvalue translation method for mode calculations

    International Nuclear Information System (INIS)

    Gerck, E.; Cruz, C.H.B.

    1978-11-01

    A new method is described for the first few modes calculations in a interferometer that has several advantages over the ALLMAT subroutine, the Prony Method and the Fox and Li Method. In the illustrative results shown for the same cases it can be seen that the eigenvalue translation method is typically 100 fold times faster than the usual Fox and Li Method and 10 times faster than ALLMAT [pt

  6. New approach to calculate bound state eigenvalues

    International Nuclear Information System (INIS)

    Gerck, E.; Gallas, J.A.C.

    1983-01-01

    A method of solving the radial Schrodinger equation for bound states is discussed. The method is based on a new piecewise representation of the second derivative operator on a set of functions that obey the boundary conditions. This representation is trivially diagonalised and leads to closed form expressions of the type E sub(n)=E(ab+b+c/n+...) for the eigenvalues. Examples are given for the power-law and logarithmic potentials. (Author) [pt

  7. Feature Surfaces in Symmetric Tensor Fields Based on Eigenvalue Manifold.

    Science.gov (United States)

    Palacios, Jonathan; Yeh, Harry; Wang, Wenping; Zhang, Yue; Laramee, Robert S; Sharma, Ritesh; Schultz, Thomas; Zhang, Eugene

    2016-03-01

    Three-dimensional symmetric tensor fields have a wide range of applications in solid and fluid mechanics. Recent advances in the (topological) analysis of 3D symmetric tensor fields focus on degenerate tensors which form curves. In this paper, we introduce a number of feature surfaces, such as neutral surfaces and traceless surfaces, into tensor field analysis, based on the notion of eigenvalue manifold. Neutral surfaces are the boundary between linear tensors and planar tensors, and the traceless surfaces are the boundary between tensors of positive traces and those of negative traces. Degenerate curves, neutral surfaces, and traceless surfaces together form a partition of the eigenvalue manifold, which provides a more complete tensor field analysis than degenerate curves alone. We also extract and visualize the isosurfaces of tensor modes, tensor isotropy, and tensor magnitude, which we have found useful for domain applications in fluid and solid mechanics. Extracting neutral and traceless surfaces using the Marching Tetrahedra method can cause the loss of geometric and topological details, which can lead to false physical interpretation. To robustly extract neutral surfaces and traceless surfaces, we develop a polynomial description of them which enables us to borrow techniques from algebraic surface extraction, a topic well-researched by the computer-aided design (CAD) community as well as the algebraic geometry community. In addition, we adapt the surface extraction technique, called A-patches, to improve the speed of finding degenerate curves. Finally, we apply our analysis to data from solid and fluid mechanics as well as scalar field analysis.

  8. Generalized Eigenvalues for pairs on heritian matrices

    Science.gov (United States)

    Rublein, George

    1988-01-01

    A study was made of certain special cases of a generalized eigenvalue problem. Let A and B be nxn matrics. One may construct a certain polynomial, P(A,B, lambda) which specializes to the characteristic polynomial of B when A equals I. In particular, when B is hermitian, that characteristic polynomial, P(I,B, lambda) has real roots, and one can ask: are the roots of P(A,B, lambda) real when B is hermitian. We consider the case where A is positive definite and show that when N equals 3, the roots are indeed real. The basic tools needed in the proof are Shur's theorem on majorization for eigenvalues of hermitian matrices and the interlacing theorem for the eigenvalues of a positive definite hermitian matrix and one of its principal (n-1)x(n-1) minors. The method of proof first reduces the general problem to one where the diagonal of B has a certain structure: either diag (B) = diag (1,1,1) or diag (1,1,-1), or else the 2 x 2 principal minors of B are all 1. According as B has one of these three structures, we use an appropriate method to replace A by a positive diagonal matrix. Since it can be easily verified that P(D,B, lambda) has real roots, the result follows. For other configurations of B, a scaling and a continuity argument are used to prove the result in general.

  9. Sensitivity analysis of a modified energy model

    International Nuclear Information System (INIS)

    Suganthi, L.; Jagadeesan, T.R.

    1997-01-01

    Sensitivity analysis is carried out to validate model formulation. A modified model has been developed to predict the future energy requirement of coal, oil and electricity, considering price, income, technological and environmental factors. The impact and sensitivity of the independent variables on the dependent variable are analysed. The error distribution pattern in the modified model as compared to a conventional time series model indicated the absence of clusters. The residual plot of the modified model showed no distinct pattern of variation. The percentage variation of error in the conventional time series model for coal and oil ranges from -20% to +20%, while for electricity it ranges from -80% to +20%. However, in the case of the modified model the percentage variation in error is greatly reduced - for coal it ranges from -0.25% to +0.15%, for oil -0.6% to +0.6% and for electricity it ranges from -10% to +10%. The upper and lower limit consumption levels at 95% confidence is determined. The consumption at varying percentage changes in price and population are analysed. The gap between the modified model predictions at varying percentage changes in price and population over the years from 1990 to 2001 is found to be increasing. This is because of the increasing rate of energy consumption over the years and also the confidence level decreases as the projection is made far into the future. (author)

  10. Sensitivity Analysis for Design Optimization Integrated Software Tools, Phase I

    Data.gov (United States)

    National Aeronautics and Space Administration — The objective of this proposed project is to provide a new set of sensitivity analysis theory and codes, the Sensitivity Analysis for Design Optimization Integrated...

  11. Sensitivity analysis approaches applied to systems biology models.

    Science.gov (United States)

    Zi, Z

    2011-11-01

    With the rising application of systems biology, sensitivity analysis methods have been widely applied to study the biological systems, including metabolic networks, signalling pathways and genetic circuits. Sensitivity analysis can provide valuable insights about how robust the biological responses are with respect to the changes of biological parameters and which model inputs are the key factors that affect the model outputs. In addition, sensitivity analysis is valuable for guiding experimental analysis, model reduction and parameter estimation. Local and global sensitivity analysis approaches are the two types of sensitivity analysis that are commonly applied in systems biology. Local sensitivity analysis is a classic method that studies the impact of small perturbations on the model outputs. On the other hand, global sensitivity analysis approaches have been applied to understand how the model outputs are affected by large variations of the model input parameters. In this review, the author introduces the basic concepts of sensitivity analysis approaches applied to systems biology models. Moreover, the author discusses the advantages and disadvantages of different sensitivity analysis methods, how to choose a proper sensitivity analysis approach, the available sensitivity analysis tools for systems biology models and the caveats in the interpretation of sensitivity analysis results.

  12. A new importance measure for sensitivity analysis

    International Nuclear Information System (INIS)

    Liu, Qiao; Homma, Toshimitsu

    2010-01-01

    Uncertainty is an integral part of risk assessment of complex engineering systems, such as nuclear power plants and space crafts. The aim of sensitivity analysis is to identify the contribution of the uncertainty in model inputs to the uncertainty in the model output. In this study, a new importance measure that characterizes the influence of the entire input distribution on the entire output distribution was proposed. It represents the expected deviation of the cumulative distribution function (CDF) of the model output that would be obtained when one input parameter of interest were known. The applicability of this importance measure was tested with two models, a nonlinear nonmonotonic mathematical model and a risk model. In addition, a comparison of this new importance measure with several other importance measures was carried out and the differences between these measures were explained. (author)

  13. DEA Sensitivity Analysis for Parallel Production Systems

    Directory of Open Access Journals (Sweden)

    J. Gerami

    2011-06-01

    Full Text Available In this paper, we introduce systems consisting of several production units, each of which include several subunits working in parallel. Meanwhile, each subunit is working independently. The input and output of each production unit are the sums of the inputs and outputs of its subunits, respectively. We consider each of these subunits as an independent decision making unit(DMU and create the production possibility set(PPS produced by these DMUs, in which the frontier points are considered as efficient DMUs. Then we introduce models for obtaining the efficiency of the production subunits. Using super-efficiency models, we categorize all efficient subunits into different efficiency classes. Then we follow by presenting the sensitivity analysis and stability problem for efficient subunits, including extreme efficient and non-extreme efficient subunits, assuming simultaneous perturbations in all inputs and outputs of subunits such that the efficiency of the subunit under evaluation declines while the efficiencies of other subunits improve.

  14. Sensitivity of SBLOCA analysis to model nodalization

    International Nuclear Information System (INIS)

    Lee, C.; Ito, T.; Abramson, P.B.

    1983-01-01

    The recent Semiscale test S-UT-8 indicates the possibility for primary liquid to hang up in the steam generators during a SBLOCA, permitting core uncovery prior to loop-seal clearance. In analysis of Small Break Loss of Coolant Accidents with RELAP5, it is found that resultant transient behavior is quite sensitive to the selection of nodalization for the steam generators. Although global parameters such as integrated mass loss, primary inventory and primary pressure are relatively insensitive to the nodalization, it is found that the predicted distribution of inventory around the primary is significantly affected by nodalization. More detailed nodalization predicts that more of the inventory tends to remain in the steam generators, resulting in less inventory in the reactor vessel and therefore causing earlier and more severe core uncovery

  15. Subset simulation for structural reliability sensitivity analysis

    International Nuclear Information System (INIS)

    Song Shufang; Lu Zhenzhou; Qiao Hongwei

    2009-01-01

    Based on two procedures for efficiently generating conditional samples, i.e. Markov chain Monte Carlo (MCMC) simulation and importance sampling (IS), two reliability sensitivity (RS) algorithms are presented. On the basis of reliability analysis of Subset simulation (Subsim), the RS of the failure probability with respect to the distribution parameter of the basic variable is transformed as a set of RS of conditional failure probabilities with respect to the distribution parameter of the basic variable. By use of the conditional samples generated by MCMC simulation and IS, procedures are established to estimate the RS of the conditional failure probabilities. The formulae of the RS estimator, its variance and its coefficient of variation are derived in detail. The results of the illustrations show high efficiency and high precision of the presented algorithms, and it is suitable for highly nonlinear limit state equation and structural system with single and multiple failure modes

  16. Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

    Science.gov (United States)

    Wu, Sheng-Jhih; Chu, Moody T.

    2017-08-01

    An inverse eigenvalue problem usually entails two constraints, one conditioned upon the spectrum and the other on the structure. This paper investigates the problem where triple constraints of eigenvalues, singular values, and diagonal entries are imposed simultaneously. An approach combining an eclectic mix of skills from differential geometry, optimization theory, and analytic gradient flow is employed to prove the solvability of such a problem. The result generalizes the classical Mirsky, Sing-Thompson, and Weyl-Horn theorems concerning the respective majorization relationships between any two of the arrays of main diagonal entries, eigenvalues, and singular values. The existence theory fills a gap in the classical matrix theory. The problem might find applications in wireless communication and quantum information science. The technique employed can be implemented as a first-step numerical method for constructing the matrix. With slight modification, the approach might be used to explore similar types of inverse problems where the prescribed entries are at general locations.

  17. Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

    International Nuclear Information System (INIS)

    Wu, Sheng-Jhih; Chu, Moody T

    2017-01-01

    An inverse eigenvalue problem usually entails two constraints, one conditioned upon the spectrum and the other on the structure. This paper investigates the problem where triple constraints of eigenvalues, singular values, and diagonal entries are imposed simultaneously. An approach combining an eclectic mix of skills from differential geometry, optimization theory, and analytic gradient flow is employed to prove the solvability of such a problem. The result generalizes the classical Mirsky, Sing–Thompson, and Weyl-Horn theorems concerning the respective majorization relationships between any two of the arrays of main diagonal entries, eigenvalues, and singular values. The existence theory fills a gap in the classical matrix theory. The problem might find applications in wireless communication and quantum information science. The technique employed can be implemented as a first-step numerical method for constructing the matrix. With slight modification, the approach might be used to explore similar types of inverse problems where the prescribed entries are at general locations. (paper)

  18. Calibration, validation, and sensitivity analysis: What's what

    International Nuclear Information System (INIS)

    Trucano, T.G.; Swiler, L.P.; Igusa, T.; Oberkampf, W.L.; Pilch, M.

    2006-01-01

    One very simple interpretation of calibration is to adjust a set of parameters associated with a computational science and engineering code so that the model agreement is maximized with respect to a set of experimental data. One very simple interpretation of validation is to quantify our belief in the predictive capability of a computational code through comparison with a set of experimental data. Uncertainty in both the data and the code are important and must be mathematically understood to correctly perform both calibration and validation. Sensitivity analysis, being an important methodology in uncertainty analysis, is thus important to both calibration and validation. In this paper, we intend to clarify the language just used and express some opinions on the associated issues. We will endeavor to identify some technical challenges that must be resolved for successful validation of a predictive modeling capability. One of these challenges is a formal description of a 'model discrepancy' term. Another challenge revolves around the general adaptation of abstract learning theory as a formalism that potentially encompasses both calibration and validation in the face of model uncertainty

  19. Global sensitivity analysis in wind energy assessment

    Science.gov (United States)

    Tsvetkova, O.; Ouarda, T. B.

    2012-12-01

    Wind energy is one of the most promising renewable energy sources. Nevertheless, it is not yet a common source of energy, although there is enough wind potential to supply world's energy demand. One of the most prominent obstacles on the way of employing wind energy is the uncertainty associated with wind energy assessment. Global sensitivity analysis (SA) studies how the variation of input parameters in an abstract model effects the variation of the variable of interest or the output variable. It also provides ways to calculate explicit measures of importance of input variables (first order and total effect sensitivity indices) in regard to influence on the variation of the output variable. Two methods of determining the above mentioned indices were applied and compared: the brute force method and the best practice estimation procedure In this study a methodology for conducting global SA of wind energy assessment at a planning stage is proposed. Three sampling strategies which are a part of SA procedure were compared: sampling based on Sobol' sequences (SBSS), Latin hypercube sampling (LHS) and pseudo-random sampling (PRS). A case study of Masdar City, a showcase of sustainable living in the UAE, is used to exemplify application of the proposed methodology. Sources of uncertainty in wind energy assessment are very diverse. In the case study the following were identified as uncertain input parameters: the Weibull shape parameter, the Weibull scale parameter, availability of a wind turbine, lifetime of a turbine, air density, electrical losses, blade losses, ineffective time losses. Ineffective time losses are defined as losses during the time when the actual wind speed is lower than the cut-in speed or higher than the cut-out speed. The output variable in the case study is the lifetime energy production. Most influential factors for lifetime energy production are identified with the ranking of the total effect sensitivity indices. The results of the present

  20. Frontier Assignment for Sensitivity Analysis of Data Envelopment Analysis

    Science.gov (United States)

    Naito, Akio; Aoki, Shingo; Tsuji, Hiroshi

    To extend the sensitivity analysis capability for DEA (Data Envelopment Analysis), this paper proposes frontier assignment based DEA (FA-DEA). The basic idea of FA-DEA is to allow a decision maker to decide frontier intentionally while the traditional DEA and Super-DEA decide frontier computationally. The features of FA-DEA are as follows: (1) provides chances to exclude extra-influential DMU (Decision Making Unit) and finds extra-ordinal DMU, and (2) includes the function of the traditional DEA and Super-DEA so that it is able to deal with sensitivity analysis more flexibly. Simple numerical study has shown the effectiveness of the proposed FA-DEA and the difference from the traditional DEA.

  1. Sensitivity analysis of Smith's AMRV model

    International Nuclear Information System (INIS)

    Ho, Chih-Hsiang

    1995-01-01

    Multiple-expert hazard/risk assessments have considerable precedent, particularly in the Yucca Mountain site characterization studies. In this paper, we present a Bayesian approach to statistical modeling in volcanic hazard assessment for the Yucca Mountain site. Specifically, we show that the expert opinion on the site disruption parameter p is elicited on the prior distribution, π (p), based on geological information that is available. Moreover, π (p) can combine all available geological information motivated by conflicting but realistic arguments (e.g., simulation, cluster analysis, structural control, etc.). The incorporated uncertainties about the probability of repository disruption p, win eventually be averaged out by taking the expectation over π (p). We use the following priors in the analysis: priors chosen for mathematical convenience: Beta (r, s) for (r, s) = (2, 2), (3, 3), (5, 5), (2, 1), (2, 8), (8, 2), and (1, 1); and three priors motivated by expert knowledge. Sensitivity analysis is performed for each prior distribution. Estimated values of hazard based on the priors chosen for mathematical simplicity are uniformly higher than those obtained based on the priors motivated by expert knowledge. And, the model using the prior, Beta (8,2), yields the highest hazard (= 2.97 X 10 -2 ). The minimum hazard is produced by the open-quotes three-expert priorclose quotes (i.e., values of p are equally likely at 10 -3 10 -2 , and 10 -1 ). The estimate of the hazard is 1.39 x which is only about one order of magnitude smaller than the maximum value. The term, open-quotes hazardclose quotes, is defined as the probability of at least one disruption of a repository at the Yucca Mountain site by basaltic volcanism for the next 10,000 years

  2. Random matrices, Frobenius eigenvalues, and monodromy

    CERN Document Server

    Katz, Nicholas M

    1998-01-01

    The main topic of this book is the deep relation between the spacings between zeros of zeta and L-functions and spacings between eigenvalues of random elements of large compact classical groups. This relation, the Montgomery-Odlyzko law, is shown to hold for wide classes of zeta and L-functions over finite fields. The book draws on and gives accessible accounts of many disparate areas of mathematics, from algebraic geometry, moduli spaces, monodromy, equidistribution, and the Weil conjectures, to probability theory on the compact classical groups in the limit as their dimension goes to infinit

  3. Maximal imaginery eigenvalues in optimal systems

    Directory of Open Access Journals (Sweden)

    David Di Ruscio

    1991-07-01

    Full Text Available In this note we present equations that uniquely determine the maximum possible imaginary value of the closed loop eigenvalues in an LQ-optimal system, irrespective of how the state weight matrix is chosen, provided a real symmetric solution of the algebraic Riccati equation exists. In addition, the corresponding state weight matrix and the solution to the algebraic Riccati equation are derived for a class of linear systems. A fundamental lemma for the existence of a real symmetric solution to the algebraic Riccati equation is derived for this class of linear systems.

  4. Wear-Out Sensitivity Analysis Project Abstract

    Science.gov (United States)

    Harris, Adam

    2015-01-01

    During the course of the Summer 2015 internship session, I worked in the Reliability and Maintainability group of the ISS Safety and Mission Assurance department. My project was a statistical analysis of how sensitive ORU's (Orbital Replacement Units) are to a reliability parameter called the wear-out characteristic. The intended goal of this was to determine a worst case scenario of how many spares would be needed if multiple systems started exhibiting wear-out characteristics simultaneously. The goal was also to determine which parts would be most likely to do so. In order to do this, my duties were to take historical data of operational times and failure times of these ORU's and use them to build predictive models of failure using probability distribution functions, mainly the Weibull distribution. Then, I ran Monte Carlo Simulations to see how an entire population of these components would perform. From here, my final duty was to vary the wear-out characteristic from the intrinsic value, to extremely high wear-out values and determine how much the probability of sufficiency of the population would shift. This was done for around 30 different ORU populations on board the ISS.

  5. Supercritical extraction of oleaginous: parametric sensitivity analysis

    Directory of Open Access Journals (Sweden)

    Santos M.M.

    2000-01-01

    Full Text Available The economy has become universal and competitive, thus the industries of vegetable oil extraction must advance in the sense of minimising production costs and, at the same time, generating products that obey more rigorous patterns of quality, including solutions that do not damage the environment. The conventional oilseed processing uses hexane as solvent. However, this solvent is toxic and highly flammable. Thus the search of substitutes for hexane in oleaginous extraction process has increased in the last years. The supercritical carbon dioxide is a potential substitute for hexane, but it is necessary more detailed studies to understand the phenomena taking place in such process. Thus, in this work a diffusive model for semi-continuous (batch for the solids and continuous for the solvent isothermal and isobaric extraction process using supercritical carbon dioxide is presented and submitted to a parametric sensitivity analysis by means of a factorial design in two levels. The model parameters were disturbed and their main effects analysed, so that it is possible to propose strategies for high performance operation.

  6. Sensitivity analysis of ranked data: from order statistics to quantiles

    NARCIS (Netherlands)

    Heidergott, B.F.; Volk-Makarewicz, W.

    2015-01-01

    In this paper we provide the mathematical theory for sensitivity analysis of order statistics of continuous random variables, where the sensitivity is with respect to a distributional parameter. Sensitivity analysis of order statistics over a finite number of observations is discussed before

  7. SENSIT: a cross-section and design sensitivity and uncertainty analysis code

    International Nuclear Information System (INIS)

    Gerstl, S.A.W.

    1980-01-01

    SENSIT computes the sensitivity and uncertainty of a calculated integral response (such as a dose rate) due to input cross sections and their uncertainties. Sensitivity profiles are computed for neutron and gamma-ray reaction cross sections of standard multigroup cross section sets and for secondary energy distributions (SEDs) of multigroup scattering matrices. In the design sensitivity mode, SENSIT computes changes in an integral response due to design changes and gives the appropriate sensitivity coefficients. Cross section uncertainty analyses are performed for three types of input data uncertainties: cross-section covariance matrices for pairs of multigroup reaction cross sections, spectral shape uncertainty parameters for secondary energy distributions (integral SED uncertainties), and covariance matrices for energy-dependent response functions. For all three types of data uncertainties SENSIT computes the resulting variance and estimated standard deviation in an integral response of interest, on the basis of generalized perturbation theory. SENSIT attempts to be more comprehensive than earlier sensitivity analysis codes, such as SWANLAKE

  8. INDEFINITE COPOSITIVE MATRICES WITH EXACTLY ONE POSITIVE EIGENVALUE OR EXACTLY ONE NEGATIVE EIGENVALUE

    NARCIS (Netherlands)

    Jargalsaikhan, Bolor

    Checking copositivity of a matrix is a co-NP-complete problem. This paper studies copositive matrices with certain spectral properties. It shows that an indefinite matrix with exactly one positive eigenvalue is copositive if and only if the matrix is nonnegative. Moreover, it shows that finding out

  9. Multitarget global sensitivity analysis of n-butanol combustion.

    Science.gov (United States)

    Zhou, Dingyu D Y; Davis, Michael J; Skodje, Rex T

    2013-05-02

    A model for the combustion of butanol is studied using a recently developed theoretical method for the systematic improvement of the kinetic mechanism. The butanol mechanism includes 1446 reactions, and we demonstrate that it is straightforward and computationally feasible to implement a full global sensitivity analysis incorporating all the reactions. In addition, we extend our previous analysis of ignition-delay targets to include species targets. The combination of species and ignition targets leads to multitarget global sensitivity analysis, which allows for a more complete mechanism validation procedure than we previously implemented. The inclusion of species sensitivity analysis allows for a direct comparison between reaction pathway analysis and global sensitivity analysis.

  10. Reflectance variability of surface coatings reveals characteristic eigenvalue spectra

    Science.gov (United States)

    Medina, José M.; Díaz, José A.; Barros, Rui

    2012-10-01

    We have examined the trial-to-trial variability of the reflectance spectra of surface coatings containing effect pigments. Principal component analysis of reflectances was done at each detection angle separately. A method for classification of principal components is applied based on the eigenvalue spectra. It was found that the eigenvalue spectra follow characteristic power laws and depend on the detection angle. Three different subsets of principal components were examined to separate the relevant spectral features related to the pigments from other noise sources. Reconstruction of the reflectance spectra by taking only the first subset indicated that reflectance variability was higher at near-specular reflection, suggesting a correlation with the trial-to-trial deposition of effect pigments. Reconstruction by using the second subset indicates that variability was higher at short wavelengths. Finally, reconstruction by using only the third subset indicates that reflectance variability was not totally random as a function of the wavelength. The methods employed can be useful in the evaluation of color variability in industrial paint application processes.

  11. Eigenvalue-dependent neutron energy spectra: Definitions, analyses, and applications

    International Nuclear Information System (INIS)

    Cacuci, D.G.; Ronen, Y.; Shayer, Z.; Wagschal, J.J.; Yeivin, Y.

    1982-01-01

    A general qualitative analysis of spectral effects that arise from solving the kappa-, α-, γ-, and sigma-eigenvalue formulations of the neutron transport equation for nuclear systems that deviate (to first order) from criticality is presented. Hierarchies of neutron spectra softness are established and expressed concisely in terms of the newly introduced spatialdependent local spectral indices for the core and for the reflector. It is shown that each hierarchy is preserved, regardless of the nature of the specific physical mechanism that cause the system to deviate from criticality. Qualitative conclusions regarding the general behavior of the spectrum-dependent integral spectral indices and ICRs corresponding to the kappa-, α-, γ-, and sigma-eigenvalue formalisms are also presented. By defining spectral indices separately for the core and for the reflector, it is possible to account for the characteristics of neutron spectra in both the core and the reflector. The distinctions between the spectra in the core and in the reflector could not have been accounted for by using a single type of spectral index (e.g., a spectral index for the entire system or a spectral index solely for the core)

  12. Sensitivity analysis in multi-parameter probabilistic systems

    International Nuclear Information System (INIS)

    Walker, J.R.

    1987-01-01

    Probabilistic methods involving the use of multi-parameter Monte Carlo analysis can be applied to a wide range of engineering systems. The output from the Monte Carlo analysis is a probabilistic estimate of the system consequence, which can vary spatially and temporally. Sensitivity analysis aims to examine how the output consequence is influenced by the input parameter values. Sensitivity analysis provides the necessary information so that the engineering properties of the system can be optimized. This report details a package of sensitivity analysis techniques that together form an integrated methodology for the sensitivity analysis of probabilistic systems. The techniques have known confidence limits and can be applied to a wide range of engineering problems. The sensitivity analysis methodology is illustrated by performing the sensitivity analysis of the MCROC rock microcracking model

  13. An ESDIRK Method with Sensitivity Analysis Capabilities

    DEFF Research Database (Denmark)

    Kristensen, Morten Rode; Jørgensen, John Bagterp; Thomsen, Per Grove

    2004-01-01

    of the sensitivity equations. A key feature is the reuse of information already computed for the state integration, hereby minimizing the extra effort required for sensitivity integration. Through case studies the new algorithm is compared to an extrapolation method and to the more established BDF based approaches...

  14. Sensitivity Analysis of Fire Dynamics Simulation

    DEFF Research Database (Denmark)

    Brohus, Henrik; Nielsen, Peter V.; Petersen, Arnkell J.

    2007-01-01

    (Morris method). The parameters considered are selected among physical parameters and program specific parameters. The influence on the calculation result as well as the CPU time is considered. It is found that the result is highly sensitive to many parameters even though the sensitivity varies...

  15. On a quadratic inverse eigenvalue problem

    International Nuclear Information System (INIS)

    Cai, Yunfeng; Xu, Shufang

    2009-01-01

    This paper concerns the quadratic inverse eigenvalue problem (QIEP) of constructing real symmetric matrices M, C and K of size n × n, with M nonsingular, so that the quadratic matrix polynomial Q(λ) ≡ λ 2 M + λC + K has a completely prescribed set of eigenvalues and eigenvectors. It is shown via construction that the QIEP has a solution if and only if r 0, where r and δ are computable from the prescribed spectral data. A necessary and sufficient condition for the existence of a solution to the QIEP with M being positive definite is also established in a constructive way. Furthermore, two algorithms are developed: one is to solve the QIEP; another is to find a particular solution to the QIEP with the leading coefficient matrix being positive definite, which also provides us an approach to a simultaneous reduction of real symmetric matrix triple (M, C, K) by real congruence. Numerical results show that the two algorithms are feasible and numerically reliable

  16. Adjoint-based sensitivity analysis of low-order thermoacoustic networks using a wave-based approach

    Science.gov (United States)

    Aguilar, José G.; Magri, Luca; Juniper, Matthew P.

    2017-07-01

    Strict pollutant emission regulations are pushing gas turbine manufacturers to develop devices that operate in lean conditions, with the downside that combustion instabilities are more likely to occur. Methods to predict and control unstable modes inside combustion chambers have been developed in the last decades but, in some cases, they are computationally expensive. Sensitivity analysis aided by adjoint methods provides valuable sensitivity information at a low computational cost. This paper introduces adjoint methods and their application in wave-based low order network models, which are used as industrial tools, to predict and control thermoacoustic oscillations. Two thermoacoustic models of interest are analyzed. First, in the zero Mach number limit, a nonlinear eigenvalue problem is derived, and continuous and discrete adjoint methods are used to obtain the sensitivities of the system to small modifications. Sensitivities to base-state modification and feedback devices are presented. Second, a more general case with non-zero Mach number, a moving flame front and choked outlet, is presented. The influence of the entropy waves on the computed sensitivities is shown.

  17. MAIA, Eigenvalues for MHD Equation of Tokamak Plasma Stability Problems

    International Nuclear Information System (INIS)

    Tanaka, Y.; Azumi, M.; Kurita, G.; Tsunematsu, T.; Takeda, T.

    1986-01-01

    1 - Description of program or function: This program solves an eigenvalue problem zBx=Ax where A and B are real block tri-diagonal matrices. This eigenvalue problem is derived from a reduced set of linear resistive MHD equations which is often employed to study tokamak plasma stability problem. 2 - Method of solution: Both the determinant and inverse iteration methods are employed. 3 - Restrictions on the complexity of the problem: The eigenvalue z must be real

  18. On the distribution of eigenvalues of certain matrix ensembles

    International Nuclear Information System (INIS)

    Bogomolny, E.; Bohigas, O.; Pato, M.P.

    1995-01-01

    Invariant random matrix ensembles with weak confinement potentials of the eigenvalues, corresponding to indeterminate moment problems, are investigated. These ensembles are characterized by the fact that the mean density of eigenvalues tends to a continuous function with increasing matrix dimension contrary to the usual cases where it grows indefinitely. It is demonstrated that the standard asymptotic formulae are not applicable in these cases and that the asymptotic distribution of eigenvalues can deviate from the classical ones. (author)

  19. Application of collocation meshless method to eigenvalue problem

    International Nuclear Information System (INIS)

    Saitoh, Ayumu; Matsui, Nobuyuki; Itoh, Taku; Kamitani, Atsushi; Nakamura, Hiroaki

    2012-01-01

    The numerical method for solving the nonlinear eigenvalue problem has been developed by using the collocation Element-Free Galerkin Method (EFGM) and its performance has been numerically investigated. The results of computations show that the approximate solution of the nonlinear eigenvalue problem can be obtained stably by using the developed method. Therefore, it can be concluded that the developed method is useful for solving the nonlinear eigenvalue problem. (author)

  20. Asymptotic Distribution of Eigenvalues of Weakly Dilute Wishart Matrices

    Energy Technology Data Exchange (ETDEWEB)

    Khorunzhy, A. [Institute for Low Temperature Physics (Ukraine)], E-mail: khorunjy@ilt.kharkov.ua; Rodgers, G. J. [Brunel University, Uxbridge, Department of Mathematics and Statistics (United Kingdom)], E-mail: g.j.rodgers@brunel.ac.uk

    2000-03-15

    We study the eigenvalue distribution of large random matrices that are randomly diluted. We consider two random matrix ensembles that in the pure (nondilute) case have a limiting eigenvalue distribution with a singular component at the origin. These include the Wishart random matrix ensemble and Gaussian random matrices with correlated entries. Our results show that the singularity in the eigenvalue distribution is rather unstable under dilution and that even weak dilution destroys it.

  1. Superconducting Accelerating Cavity Pressure Sensitivity Analysis

    International Nuclear Information System (INIS)

    Rodnizki, J.; Horvits, Z.; Ben Aliz, Y.; Grin, A.; Weissman, L.

    2014-01-01

    The measured sensitivity of the cavity was evaluated and it is full consistent with the measured values. It was explored that the tuning system (the fog structure) has a significant contribution to the cavity sensitivity. By using ribs or by modifying the rigidity of the fog we may reduce the HWR sensitivity. During cool down and warming up we have to analyze the stresses on the HWR to avoid plastic deformation to the HWR since the Niobium yield is an order of magnitude lower in room temperature

  2. Derivative based sensitivity analysis of gamma index

    Directory of Open Access Journals (Sweden)

    Biplab Sarkar

    2015-01-01

    Full Text Available Originally developed as a tool for patient-specific quality assurance in advanced treatment delivery methods to compare between measured and calculated dose distributions, the gamma index (γ concept was later extended to compare between any two dose distributions. It takes into effect both the dose difference (DD and distance-to-agreement (DTA measurements in the comparison. Its strength lies in its capability to give a quantitative value for the analysis, unlike other methods. For every point on the reference curve, if there is at least one point in the evaluated curve that satisfies the pass criteria (e.g., δDD = 1%, δDTA = 1 mm, the point is included in the quantitative score as "pass." Gamma analysis does not account for the gradient of the evaluated curve - it looks at only the minimum gamma value, and if it is <1, then the point passes, no matter what the gradient of evaluated curve is. In this work, an attempt has been made to present a derivative-based method for the identification of dose gradient. A mathematically derived reference profile (RP representing the penumbral region of 6 MV 10 cm × 10 cm field was generated from an error function. A general test profile (GTP was created from this RP by introducing 1 mm distance error and 1% dose error at each point. This was considered as the first of the two evaluated curves. By its nature, this curve is a smooth curve and would satisfy the pass criteria for all points in it. The second evaluated profile was generated as a sawtooth test profile (STTP which again would satisfy the pass criteria for every point on the RP. However, being a sawtooth curve, it is not a smooth one and would be obviously poor when compared with the smooth profile. Considering the smooth GTP as an acceptable profile when it passed the gamma pass criteria (1% DD and 1 mm DTA against the RP, the first and second order derivatives of the DDs (δD', δD" between these two curves were derived and used as the

  3. Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

    Science.gov (United States)

    Tischler, V. A.; Venkayya, Vipperla B.

    1993-01-01

    The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.

  4. The method of fundamental solutions for computing acoustic interior transmission eigenvalues

    Science.gov (United States)

    Kleefeld, Andreas; Pieronek, Lukas

    2018-03-01

    We analyze the method of fundamental solutions (MFS) in two different versions with focus on the computation of approximate acoustic interior transmission eigenvalues in 2D for homogeneous media. Our approach is mesh- and integration free, but suffers in general from the ill-conditioning effects of the discretized eigenoperator, which we could then successfully balance using an approved stabilization scheme. Our numerical examples cover many of the common scattering objects and prove to be very competitive in accuracy with the standard methods for PDE-related eigenvalue problems. We finally give an approximation analysis for our framework and provide error estimates, which bound interior transmission eigenvalue deviations in terms of some generalized MFS output.

  5. On the eigenvalues of S.Π for arbitrary spin in a constant magnetic field

    International Nuclear Information System (INIS)

    Jayaraman, J.; Oliveira, M.A.B. de.

    1985-01-01

    Utilizing the intimate connection of a charged particle in a nomogeneous magnetic field to that of a harmonic oscillator, it was established in a recent communication that the eigenvalue spectrum of the matrix operator S.Π for spin 1 is purely real for any intensity of the external magnetic field thereby removing a false impression to the contrary in the recent literature. Here these results are extended to arbitrary spin the reality of the eigenvalue spectrum. The case of spin 3/2 is discussed in some details and it is demonstrated that the complex eigenvalues implied the spectrum by a recent analysis of Weaver, for sufficiently intense magnetic field, when the particle number n assumes values 0 and 1 do not in fact appear at all. (Author) [pt

  6. MOVES2010a regional level sensitivity analysis

    Science.gov (United States)

    2012-12-10

    This document discusses the sensitivity of various input parameter effects on emission rates using the US Environmental Protection Agencys (EPAs) MOVES2010a model at the regional level. Pollutants included in the study are carbon monoxide (CO),...

  7. Derivation of the reduced reaction mechanisms of ozone depletion events in the Arctic spring by using concentration sensitivity analysis and principal component analysis

    Directory of Open Access Journals (Sweden)

    L. Cao

    2016-12-01

    Full Text Available The ozone depletion events (ODEs in the springtime Arctic have been investigated since the 1980s. It is found that the depletion of ozone is highly associated with an auto-catalytic reaction cycle, which involves mostly the bromine-containing compounds. Moreover, bromide stored in various substrates in the Arctic such as the underlying surface covered by ice and snow can be also activated by the absorbed HOBr. Subsequently, this leads to an explosive increase of the bromine amount in the troposphere, which is called the “bromine explosion mechanism”. In the present study, a reaction scheme representing the chemistry of ozone depletion and halogen release is processed with two different mechanism reduction approaches, namely, the concentration sensitivity analysis and the principal component analysis. In the concentration sensitivity analysis, the interdependence of the mixing ratios of ozone and principal bromine species on the rate of each reaction in the ODE mechanism is identified. Furthermore, the most influential reactions in different time periods of ODEs are also revealed. By removing 11 reactions with the maximum absolute values of sensitivities lower than 10 %, a reduced reaction mechanism of ODEs is derived. The onsets of each time period of ODEs in simulations using the original reaction mechanism and the reduced reaction mechanism are identical while the maximum deviation of the mixing ratio of principal bromine species between different mechanisms is found to be less than 1 %. By performing the principal component analysis on an array of the sensitivity matrices, the dependence of a particular species concentration on a combination of the reaction rates in the mechanism is revealed. Redundant reactions are indicated by principal components corresponding to small eigenvalues and insignificant elements in principal components with large eigenvalues. Through this investigation, aside from the 11 reactions identified as

  8. NPV Sensitivity Analysis: A Dynamic Excel Approach

    Science.gov (United States)

    Mangiero, George A.; Kraten, Michael

    2017-01-01

    Financial analysts generally create static formulas for the computation of NPV. When they do so, however, it is not readily apparent how sensitive the value of NPV is to changes in multiple interdependent and interrelated variables. It is the aim of this paper to analyze this variability by employing a dynamic, visually graphic presentation using…

  9. Sensitivity Analysis for Multidisciplinary Systems (SAMS)

    Science.gov (United States)

    2016-12-01

    release. Distribution is unlimited. 14 Server and Client Code Server from geometry import Point, Geometry import math import zmq class Server...public release; Distribution is unlimited. DISTRIBUTION STATEMENT A: Approved for public release. Distribution is unlimited. 19 Example Application Boeing...Materials Conference, 2011. Cross, D. M., Local continuum sensitivity method for shape design derivatives using spatial gradient reconstruction. Diss

  10. Eigenvalues of the volume operator in loop quantum gravity

    International Nuclear Information System (INIS)

    Meissner, Krzysztof A

    2006-01-01

    We present a simple method to calculate certain sums of the eigenvalues of the volume operator in loop quantum gravity. We derive the asymptotic distribution of the eigenvalues in the classical limit of very large spins, which turns out to be of a very simple form. The results can be useful for example in the statistical approach to quantum gravity

  11. Deflation of Eigenvalues for GMRES in Lattice QCD

    International Nuclear Information System (INIS)

    Morgan, Ronald B.; Wilcox, Walter

    2002-01-01

    Versions of GMRES with deflation of eigenvalues are applied to lattice QCD problems. Approximate eigenvectors corresponding to the smallest eigenvalues are generated at the same time that linear equations are solved. The eigenvectors improve convergence for the linear equations, and they help solve other right-hand sides

  12. Energy eigenvalues of helium-like atoms in dense plasmas

    International Nuclear Information System (INIS)

    Hashino, Tasuke; Nakazaki, Shinobu; Kato, Takako; Kashiwabara, Hiromichi.

    1987-04-01

    Calculations based on a variational method with wave functions including the correlation of electrons are carried out to obtain energy eigenvalues of Schroedinger's equation for helium-like atoms embedded in dense plasmas, taking the Debye-Hueckel approximation. Energy eigenvalues for the 1 1 S, 2 1 S, and 2 3 S states are obtained as a function of Debye screening length. (author)

  13. A numerical method to compute interior transmission eigenvalues

    International Nuclear Information System (INIS)

    Kleefeld, Andreas

    2013-01-01

    In this paper the numerical calculation of eigenvalues of the interior transmission problem arising in acoustic scattering for constant contrast in three dimensions is considered. From the computational point of view existing methods are very expensive, and are only able to show the existence of such transmission eigenvalues. Furthermore, they have trouble finding them if two or more eigenvalues are situated closely together. We present a new method based on complex-valued contour integrals and the boundary integral equation method which is able to calculate highly accurate transmission eigenvalues. So far, this is the first paper providing such accurate values for various surfaces different from a sphere in three dimensions. Additionally, the computational cost is even lower than those of existing methods. Furthermore, the algorithm is capable of finding complex-valued eigenvalues for which no numerical results have been reported yet. Until now, the proof of existence of such eigenvalues is still open. Finally, highly accurate eigenvalues of the interior Dirichlet problem are provided and might serve as test cases to check newly derived Faber–Krahn type inequalities for larger transmission eigenvalues that are not yet available. (paper)

  14. Estimates for lower order eigenvalues of a clamped plate problem

    OpenAIRE

    Cheng, Qing-Ming; Huang, Guangyue; Wei, Guoxin

    2009-01-01

    For a bounded domain $\\Omega$ in a complete Riemannian manifold $M^n$, we study estimates for lower order eigenvalues of a clamped plate problem. We obtain universal inequalities for lower order eigenvalues. We would like to remark that our results are sharp.

  15. Jacobi-Davidson methods for generalized MHD-eigenvalue problems

    NARCIS (Netherlands)

    J.G.L. Booten; D.R. Fokkema; G.L.G. Sleijpen; H.A. van der Vorst (Henk)

    1995-01-01

    textabstractA Jacobi-Davidson algorithm for computing selected eigenvalues and associated eigenvectors of the generalized eigenvalue problem $Ax = lambda Bx$ is presented. In this paper the emphasis is put on the case where one of the matrices, say the B-matrix, is Hermitian positive definite. The

  16. Super-quantum curves from super-eigenvalue models

    Energy Technology Data Exchange (ETDEWEB)

    Ciosmak, Paweł [Faculty of Mathematics, Informatics and Mechanics, University of Warsaw,ul. Banacha 2, 02-097 Warsaw (Poland); Hadasz, Leszek [M. Smoluchowski Institute of Physics, Jagiellonian University,ul. Łojasiewicza 11, 30-348 Kraków (Poland); Manabe, Masahide [Faculty of Physics, University of Warsaw,ul. Pasteura 5, 02-093 Warsaw (Poland); Sułkowski, Piotr [Faculty of Physics, University of Warsaw,ul. Pasteura 5, 02-093 Warsaw (Poland); Walter Burke Institute for Theoretical Physics, California Institute of Technology,1200 E. California Blvd, Pasadena, CA 91125 (United States)

    2016-10-10

    In modern mathematical and theoretical physics various generalizations, in particular supersymmetric or quantum, of Riemann surfaces and complex algebraic curves play a prominent role. We show that such supersymmetric and quantum generalizations can be combined together, and construct supersymmetric quantum curves, or super-quantum curves for short. Our analysis is conducted in the formalism of super-eigenvalue models: we introduce β-deformed version of those models, and derive differential equations for associated α/β-deformed super-matrix integrals. We show that for a given model there exists an infinite number of such differential equations, which we identify as super-quantum curves, and which are in one-to-one correspondence with, and have the structure of, super-Virasoro singular vectors. We discuss potential applications of super-quantum curves and prospects of other generalizations.

  17. Super-quantum curves from super-eigenvalue models

    International Nuclear Information System (INIS)

    Ciosmak, Paweł; Hadasz, Leszek; Manabe, Masahide; Sułkowski, Piotr

    2016-01-01

    In modern mathematical and theoretical physics various generalizations, in particular supersymmetric or quantum, of Riemann surfaces and complex algebraic curves play a prominent role. We show that such supersymmetric and quantum generalizations can be combined together, and construct supersymmetric quantum curves, or super-quantum curves for short. Our analysis is conducted in the formalism of super-eigenvalue models: we introduce β-deformed version of those models, and derive differential equations for associated α/β-deformed super-matrix integrals. We show that for a given model there exists an infinite number of such differential equations, which we identify as super-quantum curves, and which are in one-to-one correspondence with, and have the structure of, super-Virasoro singular vectors. We discuss potential applications of super-quantum curves and prospects of other generalizations.

  18. Super-quantum curves from super-eigenvalue models

    Science.gov (United States)

    Ciosmak, Paweł; Hadasz, Leszek; Manabe, Masahide; Sułkowski, Piotr

    2016-10-01

    In modern mathematical and theoretical physics various generalizations, in particular supersymmetric or quantum, of Riemann surfaces and complex algebraic curves play a prominent role. We show that such supersymmetric and quantum generalizations can be combined together, and construct supersymmetric quantum curves, or super-quantum curves for short. Our analysis is conducted in the formalism of super-eigenvalue models: we introduce β-deformed version of those models, and derive differential equations for associated α/ β-deformed super-matrix integrals. We show that for a given model there exists an infinite number of such differential equations, which we identify as super-quantum curves, and which are in one-to-one correspondence with, and have the structure of, super-Virasoro singular vectors. We discuss potential applications of super-quantum curves and prospects of other generalizations.

  19. Extended forward sensitivity analysis of one-dimensional isothermal flow

    International Nuclear Information System (INIS)

    Johnson, M.; Zhao, H.

    2013-01-01

    Sensitivity analysis and uncertainty quantification is an important part of nuclear safety analysis. In this work, forward sensitivity analysis is used to compute solution sensitivities on 1-D fluid flow equations typical of those found in system level codes. Time step sensitivity analysis is included as a method for determining the accumulated error from time discretization. The ability to quantify numerical error arising from the time discretization is a unique and important feature of this method. By knowing the relative sensitivity of time step with other physical parameters, the simulation is allowed to run at optimized time steps without affecting the confidence of the physical parameter sensitivity results. The time step forward sensitivity analysis method can also replace the traditional time step convergence studies that are a key part of code verification with much less computational cost. One well-defined benchmark problem with manufactured solutions is utilized to verify the method; another test isothermal flow problem is used to demonstrate the extended forward sensitivity analysis process. Through these sample problems, the paper shows the feasibility and potential of using the forward sensitivity analysis method to quantify uncertainty in input parameters and time step size for a 1-D system-level thermal-hydraulic safety code. (authors)

  20. The role of sensitivity analysis in probabilistic safety assessment

    International Nuclear Information System (INIS)

    Hirschberg, S.; Knochenhauer, M.

    1987-01-01

    The paper describes several items suitable for close examination by means of application of sensitivity analysis, when performing a level 1 PSA. Sensitivity analyses are performed with respect to; (1) boundary conditions, (2) operator actions, and (3) treatment of common cause failures (CCFs). The items of main interest are identified continuously in the course of performing a PSA, as well as by scrutinising the final results. The practical aspects of sensitivity analysis are illustrated by several applications from a recent PSA study (ASEA-ATOM BWR 75). It is concluded that sensitivity analysis leads to insights important for analysts, reviewers and decision makers. (orig./HP)

  1. Automated sensitivity analysis using the GRESS language

    International Nuclear Information System (INIS)

    Pin, F.G.; Oblow, E.M.; Wright, R.Q.

    1986-04-01

    An automated procedure for performing large-scale sensitivity studies based on the use of computer calculus is presented. The procedure is embodied in a FORTRAN precompiler called GRESS, which automatically processes computer models and adds derivative-taking capabilities to the normal calculated results. In this report, the GRESS code is described, tested against analytic and numerical test problems, and then applied to a major geohydrological modeling problem. The SWENT nuclear waste repository modeling code is used as the basis for these studies. Results for all problems are discussed in detail. Conclusions are drawn as to the applicability of GRESS in the problems at hand and for more general large-scale modeling sensitivity studies

  2. A method for the solution of the RPA eigenvalue

    International Nuclear Information System (INIS)

    Hoffman, M.J.H.; De Kock, P.R.

    1986-01-01

    The RPA eigenvalue problem requires the diagonalization of a 2nx2n matrix. In practical calculations, n (the number of particle-hole basis states) can be a few hundred and the diagonalization of such a large non-symmetric matrix may take quite a long time. In this report we firstly discuss sufficient conditions for real and non-zero RPA eigenvalues. The presence of zero or imaginary eigenvalues is related to the relative importance of the groundstate correlations to the total interaction energy. We then rewrite the RPA eigenvalue problem for the cases where these conditions are fulfilled in a form which only requires the diagonalization of two symmetric nxn matrices. The extend to which this method can be applied when zero eigenvalues occur, is also discussed

  3. Sensitivity Analysis of a Simplified Fire Dynamic Model

    DEFF Research Database (Denmark)

    Sørensen, Lars Schiøtt; Nielsen, Anker

    2015-01-01

    This paper discusses a method for performing a sensitivity analysis of parameters used in a simplified fire model for temperature estimates in the upper smoke layer during a fire. The results from the sensitivity analysis can be used when individual parameters affecting fire safety are assessed...

  4. Global Sensitivity Analysis of Environmental Models: Convergence, Robustness and Validation

    Science.gov (United States)

    Sarrazin, Fanny; Pianosi, Francesca; Khorashadi Zadeh, Farkhondeh; Van Griensven, Ann; Wagener, Thorsten

    2015-04-01

    Global Sensitivity Analysis aims to characterize the impact that variations in model input factors (e.g. the parameters) have on the model output (e.g. simulated streamflow). In sampling-based Global Sensitivity Analysis, the sample size has to be chosen carefully in order to obtain reliable sensitivity estimates while spending computational resources efficiently. Furthermore, insensitive parameters are typically identified through the definition of a screening threshold: the theoretical value of their sensitivity index is zero but in a sampling-base framework they regularly take non-zero values. There is little guidance available for these two steps in environmental modelling though. The objective of the present study is to support modellers in making appropriate choices, regarding both sample size and screening threshold, so that a robust sensitivity analysis can be implemented. We performed sensitivity analysis for the parameters of three hydrological models with increasing level of complexity (Hymod, HBV and SWAT), and tested three widely used sensitivity analysis methods (Elementary Effect Test or method of Morris, Regional Sensitivity Analysis, and Variance-Based Sensitivity Analysis). We defined criteria based on a bootstrap approach to assess three different types of convergence: the convergence of the value of the sensitivity indices, of the ranking (the ordering among the parameters) and of the screening (the identification of the insensitive parameters). We investigated the screening threshold through the definition of a validation procedure. The results showed that full convergence of the value of the sensitivity indices is not necessarily needed to rank or to screen the model input factors. Furthermore, typical values of the sample sizes that are reported in the literature can be well below the sample sizes that actually ensure convergence of ranking and screening.

  5. Automating sensitivity analysis of computer models using computer calculus

    International Nuclear Information System (INIS)

    Oblow, E.M.; Pin, F.G.

    1986-01-01

    An automated procedure for performing sensitivity analysis has been developed. The procedure uses a new FORTRAN compiler with computer calculus capabilities to generate the derivatives needed to set up sensitivity equations. The new compiler is called GRESS - Gradient Enhanced Software System. Application of the automated procedure with direct and adjoint sensitivity theory for the analysis of non-linear, iterative systems of equations is discussed. Calculational efficiency consideration and techniques for adjoint sensitivity analysis are emphasized. The new approach is found to preserve the traditional advantages of adjoint theory while removing the tedious human effort previously needed to apply this theoretical methodology. Conclusions are drawn about the applicability of the automated procedure in numerical analysis and large-scale modelling sensitivity studies

  6. Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

    Science.gov (United States)

    Arampatzis, Georgios; Katsoulakis, Markos A; Pantazis, Yannis

    2015-01-01

    Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the

  7. Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

    Directory of Open Access Journals (Sweden)

    Georgios Arampatzis

    Full Text Available Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of

  8. The eigenvalues of the SN transport matrix

    International Nuclear Information System (INIS)

    Ourique, L.E.; Vilhena, M.T. de

    2005-01-01

    In a recent paper, we analyze the dependence of the eigenvalues of the S N matrix transport, associated with the system of linear differential equations that corresponds to the S N approximations of the transport equation [1]. By considering a control parameter, we have shown that there exist some bifurcation points. This means that the solutions of S N approximations change from oscillatory to non-oscillatory behavior, a different approach of the study by [2]. Nowadays, the one-dimensional transport equation and related problems have been a source of new techniques for solving particular cases as well the development of analytical methods that search aspects of existence and uniqueness of the solutions [3], [4]. In this work, we generalize the results shown in [1], searching for a model of the distribution of the bifurcation points of the S N matrix transport, studying the one-dimensional case in a slab, with anisotropic differential cross section of order 3. The result indicates that the bifurcation points obey a certain rule of distribution. Beside that, the condition number of the matrix transport increases too much in the neighborhood of these points, as we have seen in [1]. (author)

  9. Sensitivity Analysis Based on Markovian Integration by Parts Formula

    Directory of Open Access Journals (Sweden)

    Yongsheng Hang

    2017-10-01

    Full Text Available Sensitivity analysis is widely applied in financial risk management and engineering; it describes the variations brought by the changes of parameters. Since the integration by parts technique for Markov chains is well developed in recent years, in this paper we apply it for computation of sensitivity and show the closed-form expressions for two commonly-used time-continuous Markovian models. By comparison, we conclude that our approach outperforms the existing technique of computing sensitivity on Markovian models.

  10. Advanced Fuel Cycle Economic Sensitivity Analysis

    Energy Technology Data Exchange (ETDEWEB)

    David Shropshire; Kent Williams; J.D. Smith; Brent Boore

    2006-12-01

    A fuel cycle economic analysis was performed on four fuel cycles to provide a baseline for initial cost comparison using the Gen IV Economic Modeling Work Group G4 ECON spreadsheet model, Decision Programming Language software, the 2006 Advanced Fuel Cycle Cost Basis report, industry cost data, international papers, the nuclear power related cost study from MIT, Harvard, and the University of Chicago. The analysis developed and compared the fuel cycle cost component of the total cost of energy for a wide range of fuel cycles including: once through, thermal with fast recycle, continuous fast recycle, and thermal recycle.

  11. Sensitivity and uncertainty analysis of reactivities for UO2 and MOX fueled PWR cells

    Energy Technology Data Exchange (ETDEWEB)

    Foad, Basma [Research Institute of Nuclear Engineering, University of Fukui, Kanawa-cho 1-2-4, Tsuruga-shi, Fukui-ken, 914-0055 (Japan); Egypt Nuclear and Radiological Regulatory Authority, 3 Ahmad El Zomar St., Nasr City, Cairo, 11787 (Egypt); Takeda, Toshikazu [Research Institute of Nuclear Engineering, University of Fukui, Kanawa-cho 1-2-4, Tsuruga-shi, Fukui-ken, 914-0055 (Japan)

    2015-12-31

    The purpose of this paper is to apply our improved method for calculating sensitivities and uncertainties of reactivity responses for UO{sub 2} and MOX fueled pressurized water reactor cells. The improved method has been used to calculate sensitivity coefficients relative to infinite dilution cross-sections, where the self-shielding effect is taken into account. Two types of reactivities are considered: Doppler reactivity and coolant void reactivity, for each type of reactivity, the sensitivities are calculated for small and large perturbations. The results have demonstrated that the reactivity responses have larger relative uncertainty than eigenvalue responses. In addition, the uncertainty of coolant void reactivity is much greater than Doppler reactivity especially for large perturbations. The sensitivity coefficients and uncertainties of both reactivities were verified by comparing with SCALE code results using ENDF/B-VII library and good agreements have been found.

  12. The role of sensitivity analysis in assessing uncertainty

    International Nuclear Information System (INIS)

    Crick, M.J.; Hill, M.D.

    1987-01-01

    Outside the specialist world of those carrying out performance assessments considerable confusion has arisen about the meanings of sensitivity analysis and uncertainty analysis. In this paper we attempt to reduce this confusion. We then go on to review approaches to sensitivity analysis within the context of assessing uncertainty, and to outline the types of test available to identify sensitive parameters, together with their advantages and disadvantages. The views expressed in this paper are those of the authors; they have not been formally endorsed by the National Radiological Protection Board and should not be interpreted as Board advice

  13. Eigenvalues of the simplified ideal MHD ballooning equation

    International Nuclear Information System (INIS)

    Paris, R.B.; Auby, N.; Dagazian, R.Y.

    1986-01-01

    The investigation of the spectrum of the simplified differential equation describing the variation of the amplitude of the ideal MHD ballooning instability along magnetic field lines constitutes a multiparameter Schroedinger eigenvalue problem. An exact eigenvalue relation for the discrete part of the spectrum is obtained in terms of the oblate spheroidal functions. The dependence of the eigenvalues lambda on the two free parameters γ 2 and μ 2 of the equation is discussed, together with certain analytical approximations in the limits of small and large γ 2 . A brief review of the principal properties of the spheroidal functions is given in an appendix

  14. Solving complex band structure problems with the FEAST eigenvalue algorithm

    Science.gov (United States)

    Laux, S. E.

    2012-08-01

    With straightforward extension, the FEAST eigenvalue algorithm [Polizzi, Phys. Rev. B 79, 115112 (2009)] is capable of solving the generalized eigenvalue problems representing traveling-wave problems—as exemplified by the complex band-structure problem—even though the matrices involved are complex, non-Hermitian, and singular, and hence outside the originally stated range of applicability of the algorithm. The obtained eigenvalues/eigenvectors, however, contain spurious solutions which must be detected and removed. The efficiency and parallel structure of the original algorithm are unaltered. The complex band structures of Si layers of varying thicknesses and InAs nanowires of varying radii are computed as test problems.

  15. Higher-order relationship between eigen-value separation and static flux tilts

    International Nuclear Information System (INIS)

    Beckner, W.D.

    1975-01-01

    Spatial kinetics phenomena in nuclear reactors, such as xenon-induced spatial flux oscillations, are currently being analyzed using the higher harmonic solutions to the static reactor balance equation. An important parameter in such an analysis is a global quantity called eigenvalue separation. It is desirable to be able to experimentally measure this parameter in power reactors in order to confirm design calculations. Since spatial distortions in the flux shape depend on the eigenvalue separation of the reactor, an attempt has been made previously to use this fact as a means of measuring the parameter. It was postulated that an induced flux distortion or ''static flux tilt'' could be measured and theoretically related to eigenvalue separation. Unfortunately, the behavior of experimental data did not exactly agree with theoretical predictions, and values of the parameter found using the original static flux tilt technique were consistently low. The theory has been re-evaluated here and the previously observed discrepancy eliminated. Techniques have been also developed to allow for more accurate interpretation of experimental data. In order to make the method applicable to real systems, the theory has been extended to two spatial dimensions; extension to three dimensions follows directly. Possible trouble areas have been investigated, and experimental procedures for use of the technique to measure the eigenvalue separation in power reactors are presented

  16. Analysis of Sensitivity Experiments - An Expanded Primer

    Science.gov (United States)

    2017-03-08

    conducted with this purpose in mind. Due diligence must be paid to the structure of the dosage levels and to the number of trials. The chosen data...analysis. System reliability is of paramount importance for protecting both the investment of funding and human life . Failing to accurately estimate

  17. Sensitivity analysis of hybrid thermoelastic techniques

    Science.gov (United States)

    W.A. Samad; J.M. Considine

    2017-01-01

    Stress functions have been used as a complementary tool to support experimental techniques, such as thermoelastic stress analysis (TSA) and digital image correlation (DIC), in an effort to evaluate the complete and separate full-field stresses of loaded structures. The need for such coupling between experimental data and stress functions is due to the fact that...

  18. Automating sensitivity analysis of computer models using computer calculus

    International Nuclear Information System (INIS)

    Oblow, E.M.; Pin, F.G.

    1985-01-01

    An automated procedure for performing sensitivity analyses has been developed. The procedure uses a new FORTRAN compiler with computer calculus capabilities to generate the derivatives needed to set up sensitivity equations. The new compiler is called GRESS - Gradient Enhanced Software System. Application of the automated procedure with ''direct'' and ''adjoint'' sensitivity theory for the analysis of non-linear, iterative systems of equations is discussed. Calculational efficiency consideration and techniques for adjoint sensitivity analysis are emphasized. The new approach is found to preserve the traditional advantages of adjoint theory while removing the tedious human effort previously needed to apply this theoretical methodology. Conclusions are drawn about the applicability of the automated procedure in numerical analysis and large-scale modelling sensitivity studies. 24 refs., 2 figs

  19. SCALE Sensitivity Calculations Using Contributon Theory

    International Nuclear Information System (INIS)

    Rearden, Bradley T.; Perfetti, Chris; Williams, Mark L.; Petrie, Lester M. Jr.

    2010-01-01

    The SCALE TSUNAMI-3D sensitivity and uncertainty analysis sequence computes the sensitivity of k-eff to each constituent multigroup cross section using adjoint techniques with the KENO Monte Carlo codes. A new technique to simultaneously obtain the product of the forward and adjoint angular flux moments within a single Monte Carlo calculation has been developed and implemented in the SCALE TSUNAMI-3D analysis sequence. A new concept in Monte Carlo theory has been developed for this work, an eigenvalue contributon estimator, which is an extension of previously developed fixed-source contributon estimators. A contributon is a particle for which the forward solution is accumulated, and its importance to the response, which is equivalent to the adjoint solution, is simultaneously accumulated. Thus, the contributon is a particle coupled with its contribution to the response, in this case k-eff. As implemented in SCALE, the contributon provides the importance of a particle exiting at any energy or direction for each location, energy and direction at which the forward flux solution is sampled. Although currently implemented for eigenvalue calculations in multigroup mode in KENO, this technique is directly applicable to continuous-energy calculations for many other responses such as fixed-source sensitivity analysis and quantification of reactor kinetics parameters. This paper provides the physical bases of eigenvalue contributon theory, provides details of implementation into TSUNAMI-3D, and provides results of sample calculations.

  20. Sensitivity Analysis of the Critical Speed in Railway Vehicle Dynamics

    DEFF Research Database (Denmark)

    Bigoni, Daniele; True, Hans; Engsig-Karup, Allan Peter

    2014-01-01

    We present an approach to global sensitivity analysis aiming at the reduction of its computational cost without compromising the results. The method is based on sampling methods, cubature rules, High-Dimensional Model Representation and Total Sensitivity Indices. The approach has a general applic...

  1. Global and Local Sensitivity Analysis Methods for a Physical System

    Science.gov (United States)

    Morio, Jerome

    2011-01-01

    Sensitivity analysis is the study of how the different input variations of a mathematical model influence the variability of its output. In this paper, we review the principle of global and local sensitivity analyses of a complex black-box system. A simulated case of application is given at the end of this paper to compare both approaches.…

  2. Adjoint sensitivity analysis of high frequency structures with Matlab

    CERN Document Server

    Bakr, Mohamed; Demir, Veysel

    2017-01-01

    This book covers the theory of adjoint sensitivity analysis and uses the popular FDTD (finite-difference time-domain) method to show how wideband sensitivities can be efficiently estimated for different types of materials and structures. It includes a variety of MATLAB® examples to help readers absorb the content more easily.

  3. Dispersion sensitivity analysis & consistency improvement of APFSDS

    Directory of Open Access Journals (Sweden)

    Sangeeta Sharma Panda

    2017-08-01

    In Bore Balloting Motion simulation shows that reduction in residual spin by about 5% results in drastic 56% reduction in first maximum yaw. A correlation between first maximum yaw and residual spin is observed. Results of data analysis are used in design modification for existing ammunition. Number of designs are evaluated numerically before freezing five designs for further soundings. These designs are critically assessed in terms of their comparative performance during In-bore travel & external ballistics phase. Results are validated by free flight trials for the finalised design.

  4. Adjoint sensitivity analysis of plasmonic structures using the FDTD method.

    Science.gov (United States)

    Zhang, Yu; Ahmed, Osman S; Bakr, Mohamed H

    2014-05-15

    We present an adjoint variable method for estimating the sensitivities of arbitrary responses with respect to the parameters of dispersive discontinuities in nanoplasmonic devices. Our theory is formulated in terms of the electric field components at the vicinity of perturbed discontinuities. The adjoint sensitivities are computed using at most one extra finite-difference time-domain (FDTD) simulation regardless of the number of parameters. Our approach is illustrated through the sensitivity analysis of an add-drop coupler consisting of a square ring resonator between two parallel waveguides. The computed adjoint sensitivities of the scattering parameters are compared with those obtained using the accurate but computationally expensive central finite difference approach.

  5. Sensitivity analysis of the RESRAD, a dose assessment code

    International Nuclear Information System (INIS)

    Yu, C.; Cheng, J.J.; Zielen, A.J.

    1991-01-01

    The RESRAD code is a pathway analysis code that is designed to calculate radiation doses and derive soil cleanup criteria for the US Department of Energy's environmental restoration and waste management program. the RESRAD code uses various pathway and consumption-rate parameters such as soil properties and food ingestion rates in performing such calculations and derivations. As with any predictive model, the accuracy of the predictions depends on the accuracy of the input parameters. This paper summarizes the results of a sensitivity analysis of RESRAD input parameters. Three methods were used to perform the sensitivity analysis: (1) Gradient Enhanced Software System (GRESS) sensitivity analysis software package developed at oak Ridge National Laboratory; (2) direct perturbation of input parameters; and (3) built-in graphic package that shows parameter sensitivities while the RESRAD code is operational

  6. A sensitivity analysis approach to optical parameters of scintillation detectors

    International Nuclear Information System (INIS)

    Ghal-Eh, N.; Koohi-Fayegh, R.

    2008-01-01

    In this study, an extended version of the Monte Carlo light transport code, PHOTRACK, has been used for a sensitivity analysis to estimate the importance of different wavelength-dependent parameters in the modelling of light collection process in scintillators

  7. sensitivity analysis on flexible road pavement life cycle cost model

    African Journals Online (AJOL)

    user

    of sensitivity analysis on a developed flexible pavement life cycle cost model using varying discount rate. The study .... organizations and specific projects needs based. Life-cycle ... developed and completed urban road infrastructure corridor ...

  8. Sobol’ sensitivity analysis for stressor impacts on honeybee colonies

    Science.gov (United States)

    We employ Monte Carlo simulation and nonlinear sensitivity analysis techniques to describe the dynamics of a bee exposure model, VarroaPop. Daily simulations are performed of hive population trajectories, taking into account queen strength, foraging success, mite impacts, weather...

  9. Experimental Design for Sensitivity Analysis of Simulation Models

    NARCIS (Netherlands)

    Kleijnen, J.P.C.

    2001-01-01

    This introductory tutorial gives a survey on the use of statistical designs for what if-or sensitivity analysis in simulation.This analysis uses regression analysis to approximate the input/output transformation that is implied by the simulation model; the resulting regression model is also known as

  10. Sensitivity analysis of a greedy heuristic for knapsack problems

    NARCIS (Netherlands)

    Ghosh, D; Chakravarti, N; Sierksma, G

    2006-01-01

    In this paper, we carry out parametric analysis as well as a tolerance limit based sensitivity analysis of a greedy heuristic for two knapsack problems-the 0-1 knapsack problem and the subset sum problem. We carry out the parametric analysis based on all problem parameters. In the tolerance limit

  11. Sensitivity analysis of numerical solutions for environmental fluid problems

    International Nuclear Information System (INIS)

    Tanaka, Nobuatsu; Motoyama, Yasunori

    2003-01-01

    In this study, we present a new numerical method to quantitatively analyze the error of numerical solutions by using the sensitivity analysis. If a reference case of typical parameters is one calculated with the method, no additional calculation is required to estimate the results of the other numerical parameters such as more detailed solutions. Furthermore, we can estimate the strict solution from the sensitivity analysis results and can quantitatively evaluate the reliability of the numerical solution by calculating the numerical error. (author)

  12. Extreme eigenvalues of sample covariance and correlation matrices

    DEFF Research Database (Denmark)

    Heiny, Johannes

    This thesis is concerned with asymptotic properties of the eigenvalues of high-dimensional sample covariance and correlation matrices under an infinite fourth moment of the entries. In the first part, we study the joint distributional convergence of the largest eigenvalues of the sample covariance...... matrix of a p-dimensional heavy-tailed time series when p converges to infinity together with the sample size n. We generalize the growth rates of p existing in the literature. Assuming a regular variation condition with tail index ... eigenvalues are essentially determined by the extreme order statistics from an array of iid random variables. The asymptotic behavior of the extreme eigenvalues is then derived routinely from classical extreme value theory. The resulting approximations are strikingly simple considering the high dimension...

  13. Inequalities among eigenvalues of Sturm–Liouville problems

    Directory of Open Access Journals (Sweden)

    Kong Q

    1999-01-01

    Full Text Available There are well-known inequalities among the eigenvalues of Sturm–Liouville problems with periodic, semi-periodic, Dirichlet and Neumann boundary conditions. In this paper, for an arbitrary coupled self-adjoint boundary condition, we identify two separated boundary conditions corresponding to the Dirichlet and Neumann conditions in the classical case, and establish analogous inequalities. It is also well-known that the lowest periodic eigenvalue is simple; here we prove a similar result for the general case. Moreover, we show that the algebraic and geometric multiplicities of the eigenvalues of self-adjoint regular Sturm–Liouville problems with coupled boundary conditions are the same. An important step in our approach is to obtain a representation of the fundamental solutions for sufficiently negative values of the spectral parameter. Our approach yields the existence and boundedness from below of the eigenvalues of arbitrary self-adjoint regular Sturm–Liouville problems without using operator theory.

  14. An eigenvalue localization set for tensors and its applications

    Directory of Open Access Journals (Sweden)

    Jianxing Zhao

    2017-03-01

    Full Text Available Abstract A new eigenvalue localization set for tensors is given and proved to be tighter than those presented by Li et al. (Linear Algebra Appl. 481:36-53, 2015 and Huang et al. (J. Inequal. Appl. 2016:254, 2016. As an application of this set, new bounds for the minimum eigenvalue of M $\\mathcal{M}$ -tensors are established and proved to be sharper than some known results. Compared with the results obtained by Huang et al., the advantage of our results is that, without considering the selection of nonempty proper subsets S of N = { 1 , 2 , … , n } $N=\\{1,2,\\ldots,n\\}$ , we can obtain a tighter eigenvalue localization set for tensors and sharper bounds for the minimum eigenvalue of M $\\mathcal{M}$ -tensors. Finally, numerical examples are given to verify the theoretical results.

  15. An eigenvalue localization set for tensors and its applications.

    Science.gov (United States)

    Zhao, Jianxing; Sang, Caili

    2017-01-01

    A new eigenvalue localization set for tensors is given and proved to be tighter than those presented by Li et al . (Linear Algebra Appl. 481:36-53, 2015) and Huang et al . (J. Inequal. Appl. 2016:254, 2016). As an application of this set, new bounds for the minimum eigenvalue of [Formula: see text]-tensors are established and proved to be sharper than some known results. Compared with the results obtained by Huang et al ., the advantage of our results is that, without considering the selection of nonempty proper subsets S of [Formula: see text], we can obtain a tighter eigenvalue localization set for tensors and sharper bounds for the minimum eigenvalue of [Formula: see text]-tensors. Finally, numerical examples are given to verify the theoretical results.

  16. Behavioral metabolomics analysis identifies novel neurochemical signatures in methamphetamine sensitization

    Science.gov (United States)

    Adkins, Daniel E.; McClay, Joseph L.; Vunck, Sarah A.; Batman, Angela M.; Vann, Robert E.; Clark, Shaunna L.; Souza, Renan P.; Crowley, James J.; Sullivan, Patrick F.; van den Oord, Edwin J.C.G.; Beardsley, Patrick M.

    2014-01-01

    Behavioral sensitization has been widely studied in animal models and is theorized to reflect neural modifications associated with human psychostimulant addiction. While the mesolimbic dopaminergic pathway is known to play a role, the neurochemical mechanisms underlying behavioral sensitization remain incompletely understood. In the present study, we conducted the first metabolomics analysis to globally characterize neurochemical differences associated with behavioral sensitization. Methamphetamine-induced sensitization measures were generated by statistically modeling longitudinal activity data for eight inbred strains of mice. Subsequent to behavioral testing, nontargeted liquid and gas chromatography-mass spectrometry profiling was performed on 48 brain samples, yielding 301 metabolite levels per sample after quality control. Association testing between metabolite levels and three primary dimensions of behavioral sensitization (total distance, stereotypy and margin time) showed four robust, significant associations at a stringent metabolome-wide significance threshold (false discovery rate < 0.05). Results implicated homocarnosine, a dipeptide of GABA and histidine, in total distance sensitization, GABA metabolite 4-guanidinobutanoate and pantothenate in stereotypy sensitization, and myo-inositol in margin time sensitization. Secondary analyses indicated that these associations were independent of concurrent methamphetamine levels and, with the exception of the myo-inositol association, suggest a mechanism whereby strain-based genetic variation produces specific baseline neurochemical differences that substantially influence the magnitude of MA-induced sensitization. These findings demonstrate the utility of mouse metabolomics for identifying novel biomarkers, and developing more comprehensive neurochemical models, of psychostimulant sensitization. PMID:24034544

  17. Eigenvalues of Words in Two Positive Definite Letters

    OpenAIRE

    Hillar, Christopher J; Johnson, Charles R

    2005-01-01

    The question of whether all words in two real positive definite letters have only positive eigenvalues is addressed and settled (negatively). This question was raised some time ago in connection with a long-standing problem in theoretical physics. A large class of words that do guarantee positive eigenvalues is identified, and considerable evidence is given for the conjecture that no other words do. In the process, a fundamental question about solvability of symmetric word equations is encoun...

  18. Complex eigenvalues for neutron transport equation with quadratically anisotropic scattering

    International Nuclear Information System (INIS)

    Sjoestrand, N.G.

    1981-01-01

    Complex eigenvalues for the monoenergetic neutron transport equation in the buckling approximation have been calculated for various combinations of linearly and quadratically anisotropic scattering. The results are discussed in terms of the time-dependent case. Tables are given of complex bucklings for real decay constants and of complex decay constants for real bucklings. The results fit nicely into the pattern of real and purely imaginary eigenvalues obtained earlier. (author)

  19. Bound-state Dirac eigenvalues for scalar potentials

    International Nuclear Information System (INIS)

    Ram, B.; Arafah, M.

    1981-01-01

    The Dirac equation is solved with a linear and a quadratic scalar potential using an approach in which the Dirac equation is first transformed to a one-dimensional Schroedinger equation with an effective potential. The WKB method is used to obtain the energy eigenvalues. The eigenvalues for the quadratic scalar potential are real just as they are for the linear potential. The results with the linear potential agree well with those obtained by Critchfield. (author)

  20. Risk and sensitivity analysis in relation to external events

    International Nuclear Information System (INIS)

    Alzbutas, R.; Urbonas, R.; Augutis, J.

    2001-01-01

    This paper presents risk and sensitivity analysis of external events impacts on the safe operation in general and in particular the Ignalina Nuclear Power Plant safety systems. Analysis is based on the deterministic and probabilistic assumptions and assessment of the external hazards. The real statistic data are used as well as initial external event simulation. The preliminary screening criteria are applied. The analysis of external event impact on the NPP safe operation, assessment of the event occurrence, sensitivity analysis, and recommendations for safety improvements are performed for investigated external hazards. Such events as aircraft crash, extreme rains and winds, forest fire and flying parts of the turbine are analysed. The models are developed and probabilities are calculated. As an example for sensitivity analysis the model of aircraft impact is presented. The sensitivity analysis takes into account the uncertainty features raised by external event and its model. Even in case when the external events analysis show rather limited danger, the sensitivity analysis can determine the highest influence causes. These possible variations in future can be significant for safety level and risk based decisions. Calculations show that external events cannot significantly influence the safety level of the Ignalina NPP operation, however the events occurrence and propagation can be sufficiently uncertain.(author)

  1. High sensitivity analysis of atmospheric gas elements

    International Nuclear Information System (INIS)

    Miwa, Shiro; Nomachi, Ichiro; Kitajima, Hideo

    2006-01-01

    We have investigated the detection limit of H, C and O in Si, GaAs and InP using a Cameca IMS-4f instrument equipped with a modified vacuum system to improve the detection limit with a lower sputtering rate We found that the detection limits for H, O and C are improved by employing a primary ion bombardment before the analysis. Background levels of 1 x 10 17 atoms/cm 3 for H, of 3 x 10 16 atoms/cm 3 for C and of 2 x 10 16 atoms/cm 3 for O could be achieved in silicon with a sputtering rate of 2 nm/s after a primary ion bombardment for 160 h. We also found that the use of a 20 K He cryo-panel near the sample holder was effective for obtaining better detection limits in a shorter time, although the final detection limits using the panel are identical to those achieved without it

  2. High sensitivity analysis of atmospheric gas elements

    Energy Technology Data Exchange (ETDEWEB)

    Miwa, Shiro [Materials Analysis Lab., Sony Corporation, 4-16-1 Okata, Atsugi 243-0021 (Japan)]. E-mail: Shiro.Miwa@jp.sony.com; Nomachi, Ichiro [Materials Analysis Lab., Sony Corporation, 4-16-1 Okata, Atsugi 243-0021 (Japan); Kitajima, Hideo [Nanotechnos Corp., 5-4-30 Nishihashimoto, Sagamihara 229-1131 (Japan)

    2006-07-30

    We have investigated the detection limit of H, C and O in Si, GaAs and InP using a Cameca IMS-4f instrument equipped with a modified vacuum system to improve the detection limit with a lower sputtering rate We found that the detection limits for H, O and C are improved by employing a primary ion bombardment before the analysis. Background levels of 1 x 10{sup 17} atoms/cm{sup 3} for H, of 3 x 10{sup 16} atoms/cm{sup 3} for C and of 2 x 10{sup 16} atoms/cm{sup 3} for O could be achieved in silicon with a sputtering rate of 2 nm/s after a primary ion bombardment for 160 h. We also found that the use of a 20 K He cryo-panel near the sample holder was effective for obtaining better detection limits in a shorter time, although the final detection limits using the panel are identical to those achieved without it.

  3. Sensitivity Analysis of BLISK Airfoil Wear †

    Directory of Open Access Journals (Sweden)

    Andreas Kellersmann

    2018-05-01

    Full Text Available The decreasing performance of jet engines during operation is a major concern for airlines and maintenance companies. Among other effects, the erosion of high-pressure compressor (HPC blades is a critical one and leads to a changed aerodynamic behavior, and therefore to a change in performance. The maintenance of BLISKs (blade-integrated-disks is especially challenging because the blade arrangement cannot be changed and individual blades cannot be replaced. Thus, coupled deteriorated blades have a complex aerodynamic behavior which can have a stronger influence on compressor performance than a conventional HPC. To ensure effective maintenance for BLISKs, the impact of coupled misshaped blades are the key factor. The present study addresses these effects on the aerodynamic performance of a first-stage BLISK of a high-pressure compressor. Therefore, a design of experiments (DoE is done to identify the geometric properties which lead to a reduction in performance. It is shown that the effect of coupled variances is dependent on the operating point. Based on the DoE analysis, the thickness-related parameters, the stagger angle, and the max. profile camber as coupled parameters are identified as the most important parameters for all operating points.

  4. Sensitivity analysis for matched pair analysis of binary data: From worst case to average case analysis.

    Science.gov (United States)

    Hasegawa, Raiden; Small, Dylan

    2017-12-01

    In matched observational studies where treatment assignment is not randomized, sensitivity analysis helps investigators determine how sensitive their estimated treatment effect is to some unmeasured confounder. The standard approach calibrates the sensitivity analysis according to the worst case bias in a pair. This approach will result in a conservative sensitivity analysis if the worst case bias does not hold in every pair. In this paper, we show that for binary data, the standard approach can be calibrated in terms of the average bias in a pair rather than worst case bias. When the worst case bias and average bias differ, the average bias interpretation results in a less conservative sensitivity analysis and more power. In many studies, the average case calibration may also carry a more natural interpretation than the worst case calibration and may also allow researchers to incorporate additional data to establish an empirical basis with which to calibrate a sensitivity analysis. We illustrate this with a study of the effects of cellphone use on the incidence of automobile accidents. Finally, we extend the average case calibration to the sensitivity analysis of confidence intervals for attributable effects. © 2017, The International Biometric Society.

  5. An adjoint-based scheme for eigenvalue error improvement

    International Nuclear Information System (INIS)

    Merton, S.R.; Smedley-Stevenson, R.P.; Pain, C.C.; El-Sheikh, A.H.; Buchan, A.G.

    2011-01-01

    A scheme for improving the accuracy and reducing the error in eigenvalue calculations is presented. Using a rst order Taylor series expansion of both the eigenvalue solution and the residual of the governing equation, an approximation to the error in the eigenvalue is derived. This is done using a convolution of the equation residual and adjoint solution, which is calculated in-line with the primal solution. A defect correction on the solution is then performed in which the approximation to the error is used to apply a correction to the eigenvalue. The method is shown to dramatically improve convergence of the eigenvalue. The equation for the eigenvalue is shown to simplify when certain normalizations are applied to the eigenvector. Two such normalizations are considered; the rst of these is a fission-source type of normalisation and the second is an eigenvector normalisation. Results are demonstrated on a number of demanding elliptic problems using continuous Galerkin weighted nite elements. Moreover, the correction scheme may also be applied to hyperbolic problems and arbitrary discretization. This is not limited to spatial corrections and may be used throughout the phase space of the discrete equation. The applied correction not only improves fidelity of the calculation, it allows assessment of the reliability of numerical schemes to be made and could be used to guide mesh adaption algorithms or to automate mesh generation schemes. (author)

  6. Application of Stochastic Sensitivity Analysis to Integrated Force Method

    Directory of Open Access Journals (Sweden)

    X. F. Wei

    2012-01-01

    Full Text Available As a new formulation in structural analysis, Integrated Force Method has been successfully applied to many structures for civil, mechanical, and aerospace engineering due to the accurate estimate of forces in computation. Right now, it is being further extended to the probabilistic domain. For the assessment of uncertainty effect in system optimization and identification, the probabilistic sensitivity analysis of IFM was further investigated in this study. A set of stochastic sensitivity analysis formulation of Integrated Force Method was developed using the perturbation method. Numerical examples are presented to illustrate its application. Its efficiency and accuracy were also substantiated with direct Monte Carlo simulations and the reliability-based sensitivity method. The numerical algorithm was shown to be readily adaptable to the existing program since the models of stochastic finite element and stochastic design sensitivity are almost identical.

  7. The EVEREST project: sensitivity analysis of geological disposal systems

    International Nuclear Information System (INIS)

    Marivoet, Jan; Wemaere, Isabelle; Escalier des Orres, Pierre; Baudoin, Patrick; Certes, Catherine; Levassor, Andre; Prij, Jan; Martens, Karl-Heinz; Roehlig, Klaus

    1997-01-01

    The main objective of the EVEREST project is the evaluation of the sensitivity of the radiological consequences associated with the geological disposal of radioactive waste to the different elements in the performance assessment. Three types of geological host formations are considered: clay, granite and salt. The sensitivity studies that have been carried out can be partitioned into three categories according to the type of uncertainty taken into account: uncertainty in the model parameters, uncertainty in the conceptual models and uncertainty in the considered scenarios. Deterministic as well as stochastic calculational approaches have been applied for the sensitivity analyses. For the analysis of the sensitivity to parameter values, the reference technique, which has been applied in many evaluations, is stochastic and consists of a Monte Carlo simulation followed by a linear regression. For the analysis of conceptual model uncertainty, deterministic and stochastic approaches have been used. For the analysis of uncertainty in the considered scenarios, mainly deterministic approaches have been applied

  8. Multiple predictor smoothing methods for sensitivity analysis: Description of techniques

    International Nuclear Information System (INIS)

    Storlie, Curtis B.; Helton, Jon C.

    2008-01-01

    The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (i) locally weighted regression (LOESS), (ii) additive models, (iii) projection pursuit regression, and (iv) recursive partitioning regression. Then, in the second and concluding part of this presentation, the indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present

  9. Multiple predictor smoothing methods for sensitivity analysis: Example results

    International Nuclear Information System (INIS)

    Storlie, Curtis B.; Helton, Jon C.

    2008-01-01

    The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described in the first part of this presentation: (i) locally weighted regression (LOESS), (ii) additive models, (iii) projection pursuit regression, and (iv) recursive partitioning regression. In this, the second and concluding part of the presentation, the indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present

  10. Carbon dioxide capture processes: Simulation, design and sensitivity analysis

    DEFF Research Database (Denmark)

    Zaman, Muhammad; Lee, Jay Hyung; Gani, Rafiqul

    2012-01-01

    equilibrium and associated property models are used. Simulations are performed to investigate the sensitivity of the process variables to change in the design variables including process inputs and disturbances in the property model parameters. Results of the sensitivity analysis on the steady state...... performance of the process to the L/G ratio to the absorber, CO2 lean solvent loadings, and striper pressure are presented in this paper. Based on the sensitivity analysis process optimization problems have been defined and solved and, a preliminary control structure selection has been made.......Carbon dioxide is the main greenhouse gas and its major source is combustion of fossil fuels for power generation. The objective of this study is to carry out the steady-state sensitivity analysis for chemical absorption of carbon dioxide capture from flue gas using monoethanolamine solvent. First...

  11. Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

    Science.gov (United States)

    Navarro Jimenez, M; Le Maître, O P; Knio, O M

    2016-12-28

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  12. Sensitivity Analysis for Urban Drainage Modeling Using Mutual Information

    Directory of Open Access Journals (Sweden)

    Chuanqi Li

    2014-11-01

    Full Text Available The intention of this paper is to evaluate the sensitivity of the Storm Water Management Model (SWMM output to its input parameters. A global parameter sensitivity analysis is conducted in order to determine which parameters mostly affect the model simulation results. Two different methods of sensitivity analysis are applied in this study. The first one is the partial rank correlation coefficient (PRCC which measures nonlinear but monotonic relationships between model inputs and outputs. The second one is based on the mutual information which provides a general measure of the strength of the non-monotonic association between two variables. Both methods are based on the Latin Hypercube Sampling (LHS of the parameter space, and thus the same datasets can be used to obtain both measures of sensitivity. The utility of the PRCC and the mutual information analysis methods are illustrated by analyzing a complex SWMM model. The sensitivity analysis revealed that only a few key input variables are contributing significantly to the model outputs; PRCCs and mutual information are calculated and used to determine and rank the importance of these key parameters. This study shows that the partial rank correlation coefficient and mutual information analysis can be considered effective methods for assessing the sensitivity of the SWMM model to the uncertainty in its input parameters.

  13. Global sensitivity analysis in stochastic simulators of uncertain reaction networks

    KAUST Repository

    Navarro, María

    2016-12-26

    Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

  14. Allergen Sensitization Pattern by Sex: A Cluster Analysis in Korea.

    Science.gov (United States)

    Ohn, Jungyoon; Paik, Seung Hwan; Doh, Eun Jin; Park, Hyun-Sun; Yoon, Hyun-Sun; Cho, Soyun

    2017-12-01

    Allergens tend to sensitize simultaneously. Etiology of this phenomenon has been suggested to be allergen cross-reactivity or concurrent exposure. However, little is known about specific allergen sensitization patterns. To investigate the allergen sensitization characteristics according to gender. Multiple allergen simultaneous test (MAST) is widely used as a screening tool for detecting allergen sensitization in dermatologic clinics. We retrospectively reviewed the medical records of patients with MAST results between 2008 and 2014 in our Department of Dermatology. A cluster analysis was performed to elucidate the allergen-specific immunoglobulin (Ig)E cluster pattern. The results of MAST (39 allergen-specific IgEs) from 4,360 cases were analyzed. By cluster analysis, 39items were grouped into 8 clusters. Each cluster had characteristic features. When compared with female, the male group tended to be sensitized more frequently to all tested allergens, except for fungus allergens cluster. The cluster and comparative analysis results demonstrate that the allergen sensitization is clustered, manifesting allergen similarity or co-exposure. Only the fungus cluster allergens tend to sensitize female group more frequently than male group.

  15. A general first-order global sensitivity analysis method

    International Nuclear Information System (INIS)

    Xu Chonggang; Gertner, George Zdzislaw

    2008-01-01

    Fourier amplitude sensitivity test (FAST) is one of the most popular global sensitivity analysis techniques. The main mechanism of FAST is to assign each parameter with a characteristic frequency through a search function. Then, for a specific parameter, the variance contribution can be singled out of the model output by the characteristic frequency. Although FAST has been widely applied, there are two limitations: (1) the aliasing effect among parameters by using integer characteristic frequencies and (2) the suitability for only models with independent parameters. In this paper, we synthesize the improvement to overcome the aliasing effect limitation [Tarantola S, Gatelli D, Mara TA. Random balance designs for the estimation of first order global sensitivity indices. Reliab Eng Syst Safety 2006; 91(6):717-27] and the improvement to overcome the independence limitation [Xu C, Gertner G. Extending a global sensitivity analysis technique to models with correlated parameters. Comput Stat Data Anal 2007, accepted for publication]. In this way, FAST can be a general first-order global sensitivity analysis method for linear/nonlinear models with as many correlated/uncorrelated parameters as the user specifies. We apply the general FAST to four test cases with correlated parameters. The results show that the sensitivity indices derived by the general FAST are in good agreement with the sensitivity indices derived by the correlation ratio method, which is a non-parametric method for models with correlated parameters

  16. EISPACK, Subroutines for Eigenvalues, Eigenvectors, Matrix Operations

    International Nuclear Information System (INIS)

    Garbow, Burton S.; Cline, A.K.; Meyering, J.

    1993-01-01

    1 - Description of problem or function: EISPACK3 is a collection of 75 FORTRAN subroutines, both single- and double-precision, that compute the eigenvalues and eigenvectors of nine classes of matrices. The package can determine the Eigen-system of complex general, complex Hermitian, real general, real symmetric, real symmetric band, real symmetric tridiagonal, special real tridiagonal, generalized real, and generalized real symmetric matrices. In addition, there are two routines which use the singular value decomposition to solve certain least squares problem. The individual subroutines are - Identification/Description: BAKVEC: Back transform vectors of matrix formed by FIGI; BALANC: Balance a real general matrix; BALBAK: Back transform vectors of matrix formed by BALANC; BANDR: Reduce sym. band matrix to sym. tridiag. matrix; BANDV: Find some vectors of sym. band matrix; BISECT: Find some values of sym. tridiag. matrix; BQR: Find some values of sym. band matrix; CBABK2: Back transform vectors of matrix formed by CBAL; CBAL: Balance a complex general matrix; CDIV: Perform division of two complex quantities; CG: Driver subroutine for a complex general matrix; CH: Driver subroutine for a complex Hermitian matrix; CINVIT: Find some vectors of complex Hess. matrix; COMBAK: Back transform vectors of matrix formed by COMHES; COMHES: Reduce complex matrix to complex Hess. (elementary); COMLR: Find all values of complex Hess. matrix (LR); COMLR2: Find all values/vectors of cmplx Hess. matrix (LR); CCMQR: Find all values of complex Hessenberg matrix (QR); COMQR2: Find all values/vectors of cmplx Hess. matrix (QR); CORTB: Back transform vectors of matrix formed by CORTH; CORTH: Reduce complex matrix to complex Hess. (unitary); CSROOT: Find square root of complex quantity; ELMBAK: Back transform vectors of matrix formed by ELMHES; ELMHES: Reduce real matrix to real Hess. (elementary); ELTRAN: Accumulate transformations from ELMHES (for HQR2); EPSLON: Estimate unit roundoff

  17. Global sensitivity analysis of computer models with functional inputs

    International Nuclear Information System (INIS)

    Iooss, Bertrand; Ribatet, Mathieu

    2009-01-01

    Global sensitivity analysis is used to quantify the influence of uncertain model inputs on the response variability of a numerical model. The common quantitative methods are appropriate with computer codes having scalar model inputs. This paper aims at illustrating different variance-based sensitivity analysis techniques, based on the so-called Sobol's indices, when some model inputs are functional, such as stochastic processes or random spatial fields. In this work, we focus on large cpu time computer codes which need a preliminary metamodeling step before performing the sensitivity analysis. We propose the use of the joint modeling approach, i.e., modeling simultaneously the mean and the dispersion of the code outputs using two interlinked generalized linear models (GLMs) or generalized additive models (GAMs). The 'mean model' allows to estimate the sensitivity indices of each scalar model inputs, while the 'dispersion model' allows to derive the total sensitivity index of the functional model inputs. The proposed approach is compared to some classical sensitivity analysis methodologies on an analytical function. Lastly, the new methodology is applied to an industrial computer code that simulates the nuclear fuel irradiation.

  18. A tool model for predicting atmospheric kinetics with sensitivity analysis

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    A package( a tool model) for program of predicting atmospheric chemical kinetics with sensitivity analysis is presented. The new direct method of calculating the first order sensitivity coefficients using sparse matrix technology to chemical kinetics is included in the tool model, it is only necessary to triangularize the matrix related to the Jacobian matrix of the model equation. The Gear type procedure is used to integrate amodel equation and its coupled auxiliary sensitivity coefficient equations. The FORTRAN subroutines of the model equation, the sensitivity coefficient equations, and their Jacobian analytical expressions are generated automatically from a chemical mechanism. The kinetic representation for the model equation and its sensitivity coefficient equations, and their Jacobian matrix is presented. Various FORTRAN subroutines in packages, such as SLODE, modified MA28, Gear package, with which the program runs in conjunction are recommended.The photo-oxidation of dimethyl disulfide is used for illustration.

  19. Sensitivity analysis of the nuclear data for MYRRHA reactor modelling

    International Nuclear Information System (INIS)

    Stankovskiy, Alexey; Van den Eynde, Gert; Cabellos, Oscar; Diez, Carlos J.; Schillebeeckx, Peter; Heyse, Jan

    2014-01-01

    A global sensitivity analysis of effective neutron multiplication factor k eff to the change of nuclear data library revealed that JEFF-3.2T2 neutron-induced evaluated data library produces closer results to ENDF/B-VII.1 than does JEFF-3.1.2. The analysis of contributions of individual evaluations into k eff sensitivity allowed establishing the priority list of nuclides for which uncertainties on nuclear data must be improved. Detailed sensitivity analysis has been performed for two nuclides from this list, 56 Fe and 238 Pu. The analysis was based on a detailed survey of the evaluations and experimental data. To track the origin of the differences in the evaluations and their impact on k eff , the reaction cross-sections and multiplicities in one evaluation have been substituted by the corresponding data from other evaluations. (authors)

  20. Deterministic Local Sensitivity Analysis of Augmented Systems - I: Theory

    International Nuclear Information System (INIS)

    Cacuci, Dan G.; Ionescu-Bujor, Mihaela

    2005-01-01

    This work provides the theoretical foundation for the modular implementation of the Adjoint Sensitivity Analysis Procedure (ASAP) for large-scale simulation systems. The implementation of the ASAP commences with a selected code module and then proceeds by augmenting the size of the adjoint sensitivity system, module by module, until the entire system is completed. Notably, the adjoint sensitivity system for the augmented system can often be solved by using the same numerical methods used for solving the original, nonaugmented adjoint system, particularly when the matrix representation of the adjoint operator for the augmented system can be inverted by partitioning

  1. The identification of model effective dimensions using global sensitivity analysis

    International Nuclear Information System (INIS)

    Kucherenko, Sergei; Feil, Balazs; Shah, Nilay; Mauntz, Wolfgang

    2011-01-01

    It is shown that the effective dimensions can be estimated at reasonable computational costs using variance based global sensitivity analysis. Namely, the effective dimension in the truncation sense can be found by using the Sobol' sensitivity indices for subsets of variables. The effective dimension in the superposition sense can be estimated by using the first order effects and the total Sobol' sensitivity indices. The classification of some important classes of integrable functions based on their effective dimension is proposed. It is shown that it can be used for the prediction of the QMC efficiency. Results of numerical tests verify the prediction of the developed techniques.

  2. The identification of model effective dimensions using global sensitivity analysis

    Energy Technology Data Exchange (ETDEWEB)

    Kucherenko, Sergei, E-mail: s.kucherenko@ic.ac.u [CPSE, Imperial College London, South Kensington Campus, London SW7 2AZ (United Kingdom); Feil, Balazs [Department of Process Engineering, University of Pannonia, Veszprem (Hungary); Shah, Nilay [CPSE, Imperial College London, South Kensington Campus, London SW7 2AZ (United Kingdom); Mauntz, Wolfgang [Lehrstuhl fuer Anlagensteuerungstechnik, Fachbereich Chemietechnik, Universitaet Dortmund (Germany)

    2011-04-15

    It is shown that the effective dimensions can be estimated at reasonable computational costs using variance based global sensitivity analysis. Namely, the effective dimension in the truncation sense can be found by using the Sobol' sensitivity indices for subsets of variables. The effective dimension in the superposition sense can be estimated by using the first order effects and the total Sobol' sensitivity indices. The classification of some important classes of integrable functions based on their effective dimension is proposed. It is shown that it can be used for the prediction of the QMC efficiency. Results of numerical tests verify the prediction of the developed techniques.

  3. Application of Sensitivity Analysis in Design of Sustainable Buildings

    DEFF Research Database (Denmark)

    Heiselberg, Per; Brohus, Henrik; Rasmussen, Henrik

    2009-01-01

    satisfies the design objectives and criteria. In the design of sustainable buildings, it is beneficial to identify the most important design parameters in order to more efficiently develop alternative design solutions or reach optimized design solutions. Sensitivity analyses make it possible to identify...... possible to influence the most important design parameters. A methodology of sensitivity analysis is presented and an application example is given for design of an office building in Denmark....

  4. Sensitivity Analysis of the Integrated Medical Model for ISS Programs

    Science.gov (United States)

    Goodenow, D. A.; Myers, J. G.; Arellano, J.; Boley, L.; Garcia, Y.; Saile, L.; Walton, M.; Kerstman, E.; Reyes, D.; Young, M.

    2016-01-01

    Sensitivity analysis estimates the relative contribution of the uncertainty in input values to the uncertainty of model outputs. Partial Rank Correlation Coefficient (PRCC) and Standardized Rank Regression Coefficient (SRRC) are methods of conducting sensitivity analysis on nonlinear simulation models like the Integrated Medical Model (IMM). The PRCC method estimates the sensitivity using partial correlation of the ranks of the generated input values to each generated output value. The partial part is so named because adjustments are made for the linear effects of all the other input values in the calculation of correlation between a particular input and each output. In SRRC, standardized regression-based coefficients measure the sensitivity of each input, adjusted for all the other inputs, on each output. Because the relative ranking of each of the inputs and outputs is used, as opposed to the values themselves, both methods accommodate the nonlinear relationship of the underlying model. As part of the IMM v4.0 validation study, simulations are available that predict 33 person-missions on ISS and 111 person-missions on STS. These simulated data predictions feed the sensitivity analysis procedures. The inputs to the sensitivity procedures include the number occurrences of each of the one hundred IMM medical conditions generated over the simulations and the associated IMM outputs: total quality time lost (QTL), number of evacuations (EVAC), and number of loss of crew lives (LOCL). The IMM team will report the results of using PRCC and SRRC on IMM v4.0 predictions of the ISS and STS missions created as part of the external validation study. Tornado plots will assist in the visualization of the condition-related input sensitivities to each of the main outcomes. The outcomes of this sensitivity analysis will drive review focus by identifying conditions where changes in uncertainty could drive changes in overall model output uncertainty. These efforts are an integral

  5. Sensitivity analysis of network DEA illustrated in branch banking

    OpenAIRE

    N. Avkiran

    2010-01-01

    Users of data envelopment analysis (DEA) often presume efficiency estimates to be robust. While traditional DEA has been exposed to various sensitivity studies, network DEA (NDEA) has so far escaped similar scrutiny. Thus, there is a need to investigate the sensitivity of NDEA, further compounded by the recent attention it has been receiving in literature. NDEA captures the underlying performance information found in a firm?s interacting divisions or sub-processes that would otherwise remain ...

  6. Sensitivity analysis of periodic errors in heterodyne interferometry

    International Nuclear Information System (INIS)

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

    2011-01-01

    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

  7. Sensitivity analysis of periodic errors in heterodyne interferometry

    Science.gov (United States)

    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.

  8. MOVES sensitivity analysis update : Transportation Research Board Summer Meeting 2012 : ADC-20 Air Quality Committee

    Science.gov (United States)

    2012-01-01

    OVERVIEW OF PRESENTATION : Evaluation Parameters : EPAs Sensitivity Analysis : Comparison to Baseline Case : MOVES Sensitivity Run Specification : MOVES Sensitivity Input Parameters : Results : Uses of Study

  9. Sensitivity analysis of the reactor safety study. Final report

    International Nuclear Information System (INIS)

    Parkinson, W.J.; Rasmussen, N.C.; Hinkle, W.D.

    1979-01-01

    The Reactor Safety Study (RSS) or Wash 1400 developed a methodology estimating the public risk from light water nuclear reactors. In order to give further insights into this study, a sensitivity analysis has been performed to determine the significant contributors to risk for both the PWR and BWR. The sensitivity to variation of the point values of the failure probabilities reported in the RSS was determined for the safety systems identified therein, as well as for many of the generic classes from which individual failures contributed to system failures. Increasing as well as decreasing point values were considered. An analysis of the sensitivity to increasing uncertainty in system failure probabilities was also performed. The sensitivity parameters chosen were release category probabilities, core melt probability, and the risk parameters of early fatalities, latent cancers and total property damage. The latter three are adequate for describing all public risks identified in the RSS. The results indicate reductions of public risk by less than a factor of two for factor reductions in system or generic failure probabilities as high as one hundred. There also appears to be more benefit in monitoring the most sensitive systems to verify adherence to RSS failure rates than to backfitting present reactors. The sensitivity analysis results do indicate, however, possible benefits in reducing human error rates

  10. Dependence of the fundamental time eigenvalue of linear transport operator on the system size and other parameters - An application of the Perron-Frobenius theorem

    International Nuclear Information System (INIS)

    Sahni, D.C.

    1991-01-01

    Many papers have been devoted to the study of the spectral properties of the linear (neutron) transport equation. Most of the theoretical investigations have concentrated on the existence (or otherwise) of a continuous spectrum, point spectrum, a leading/dominant eigenvalue, and a corresponding positive eigenvector. It is shown that the fundamental time eigenvalue of the linear transport operator increases with the size of the system. This follows from the increase in the largest eigenvalue of a non-negative irreducible matrix whenever any matrix element his increased. This result of matrix analysis is generalized to more general Krein-Rutman operators that leave a cone of vectors invariant

  11. Sensitivity analysis technique for application to deterministic models

    International Nuclear Information System (INIS)

    Ishigami, T.; Cazzoli, E.; Khatib-Rahbar, M.; Unwin, S.D.

    1987-01-01

    The characterization of sever accident source terms for light water reactors should include consideration of uncertainties. An important element of any uncertainty analysis is an evaluation of the sensitivity of the output probability distributions reflecting source term uncertainties to assumptions regarding the input probability distributions. Historically, response surface methods (RSMs) were developed to replace physical models using, for example, regression techniques, with simplified models for example, regression techniques, with simplified models for extensive calculations. The purpose of this paper is to present a new method for sensitivity analysis that does not utilize RSM, but instead relies directly on the results obtained from the original computer code calculations. The merits of this approach are demonstrated by application of the proposed method to the suppression pool aerosol removal code (SPARC), and the results are compared with those obtained by sensitivity analysis with (a) the code itself, (b) a regression model, and (c) Iman's method

  12. Probabilistic Sensitivities for Fatigue Analysis of Turbine Engine Disks

    Directory of Open Access Journals (Sweden)

    Harry R. Millwater

    2006-01-01

    Full Text Available A methodology is developed and applied that determines the sensitivities of the probability-of-fracture of a gas turbine disk fatigue analysis with respect to the parameters of the probability distributions describing the random variables. The disk material is subject to initial anomalies, in either low- or high-frequency quantities, such that commonly used materials (titanium, nickel, powder nickel and common damage mechanisms (inherent defects or surface damage can be considered. The derivation is developed for Monte Carlo sampling such that the existing failure samples are used and the sensitivities are obtained with minimal additional computational time. Variance estimates and confidence bounds of the sensitivity estimates are developed. The methodology is demonstrated and verified using a multizone probabilistic fatigue analysis of a gas turbine compressor disk analysis considering stress scatter, crack growth propagation scatter, and initial crack size as random variables.

  13. Application of sensitivity analysis for optimized piping support design

    International Nuclear Information System (INIS)

    Tai, K.; Nakatogawa, T.; Hisada, T.; Noguchi, H.; Ichihashi, I.; Ogo, H.

    1993-01-01

    The objective of this study was to see if recent developments in non-linear sensitivity analysis could be applied to the design of nuclear piping systems which use non-linear supports and to develop a practical method of designing such piping systems. In the study presented in this paper, the seismic response of a typical piping system was analyzed using a dynamic non-linear FEM and a sensitivity analysis was carried out. Then optimization for the design of the piping system supports was investigated, selecting the support location and yield load of the non-linear supports (bi-linear model) as main design parameters. It was concluded that the optimized design was a matter of combining overall system reliability with the achievement of an efficient damping effect from the non-linear supports. The analysis also demonstrated sensitivity factors are useful in the planning stage of support design. (author)

  14. Sensitivity and uncertainty analysis of the PATHWAY radionuclide transport model

    International Nuclear Information System (INIS)

    Otis, M.D.

    1983-01-01

    Procedures were developed for the uncertainty and sensitivity analysis of a dynamic model of radionuclide transport through human food chains. Uncertainty in model predictions was estimated by propagation of parameter uncertainties using a Monte Carlo simulation technique. Sensitivity of model predictions to individual parameters was investigated using the partial correlation coefficient of each parameter with model output. Random values produced for the uncertainty analysis were used in the correlation analysis for sensitivity. These procedures were applied to the PATHWAY model which predicts concentrations of radionuclides in foods grown in Nevada and Utah and exposed to fallout during the period of atmospheric nuclear weapons testing in Nevada. Concentrations and time-integrated concentrations of iodine-131, cesium-136, and cesium-137 in milk and other foods were investigated. 9 figs., 13 tabs

  15. Overview of the ArbiTER edge plasma eigenvalue code

    Science.gov (United States)

    Baver, Derek; Myra, James; Umansky, Maxim

    2011-10-01

    The Arbitrary Topology Equation Reader, or ArbiTER, is a flexible eigenvalue solver that is currently under development for plasma physics applications. The ArbiTER code builds on the equation parser framework of the existing 2DX code, extending it to include a topology parser. This will give the code the capability to model problems with complicated geometries (such as multiple X-points and scrape-off layers) or model equations with arbitrary numbers of dimensions (e.g. for kinetic analysis). In the equation parser framework, model equations are not included in the program's source code. Instead, an input file contains instructions for building a matrix from profile functions and elementary differential operators. The program then executes these instructions in a sequential manner. These instructions may also be translated into analytic form, thus giving the code transparency as well as flexibility. We will present an overview of how the ArbiTER code is to work, as well as preliminary results from early versions of this code. Work supported by the U.S. DOE.

  16. Discrete non-parametric kernel estimation for global sensitivity analysis

    International Nuclear Information System (INIS)

    Senga Kiessé, Tristan; Ventura, Anne

    2016-01-01

    This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.

  17. Sensitivity analysis for missing data in regulatory submissions.

    Science.gov (United States)

    Permutt, Thomas

    2016-07-30

    The National Research Council Panel on Handling Missing Data in Clinical Trials recommended that sensitivity analyses have to be part of the primary reporting of findings from clinical trials. Their specific recommendations, however, seem not to have been taken up rapidly by sponsors of regulatory submissions. The NRC report's detailed suggestions are along rather different lines than what has been called sensitivity analysis in the regulatory setting up to now. Furthermore, the role of sensitivity analysis in regulatory decision-making, although discussed briefly in the NRC report, remains unclear. This paper will examine previous ideas of sensitivity analysis with a view to explaining how the NRC panel's recommendations are different and possibly better suited to coping with present problems of missing data in the regulatory setting. It will also discuss, in more detail than the NRC report, the relevance of sensitivity analysis to decision-making, both for applicants and for regulators. Published 2015. This article is a U.S. Government work and is in the public domain in the USA. Published 2015. This article is a U.S. Government work and is in the public domain in the USA.

  18. Sobol' sensitivity analysis for stressor impacts on honeybee ...

    Science.gov (United States)

    We employ Monte Carlo simulation and nonlinear sensitivity analysis techniques to describe the dynamics of a bee exposure model, VarroaPop. Daily simulations are performed of hive population trajectories, taking into account queen strength, foraging success, mite impacts, weather, colony resources, population structure, and other important variables. This allows us to test the effects of defined pesticide exposure scenarios versus controlled simulations that lack pesticide exposure. The daily resolution of the model also allows us to conditionally identify sensitivity metrics. We use the variancebased global decomposition sensitivity analysis method, Sobol’, to assess firstand secondorder parameter sensitivities within VarroaPop, allowing us to determine how variance in the output is attributed to each of the input variables across different exposure scenarios. Simulations with VarroaPop indicate queen strength, forager life span and pesticide toxicity parameters are consistent, critical inputs for colony dynamics. Further analysis also reveals that the relative importance of these parameters fluctuates throughout the simulation period according to the status of other inputs. Our preliminary results show that model variability is conditional and can be attributed to different parameters depending on different timescales. By using sensitivity analysis to assess model output and variability, calibrations of simulation models can be better informed to yield more

  19. Variance estimation for sensitivity analysis of poverty and inequality measures

    Directory of Open Access Journals (Sweden)

    Christian Dudel

    2017-04-01

    Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.

  20. Sensitivity analysis of water consumption in an office building

    Science.gov (United States)

    Suchacek, Tomas; Tuhovcak, Ladislav; Rucka, Jan

    2018-02-01

    This article deals with sensitivity analysis of real water consumption in an office building. During a long-term real study, reducing of pressure in its water connection was simulated. A sensitivity analysis of uneven water demand was conducted during working time at various provided pressures and at various time step duration. Correlations between maximal coefficients of water demand variation during working time and provided pressure were suggested. The influence of provided pressure in the water connection on mean coefficients of water demand variation was pointed out, altogether for working hours of all days and separately for days with identical working hours.

  1. Probabilistic and sensitivity analysis of Botlek Bridge structures

    Directory of Open Access Journals (Sweden)

    Králik Juraj

    2017-01-01

    Full Text Available This paper deals with the probabilistic and sensitivity analysis of the largest movable lift bridge of the world. The bridge system consists of six reinforced concrete pylons and two steel decks 4000 tons weight each connected through ropes with counterweights. The paper focuses the probabilistic and sensitivity analysis as the base of dynamic study in design process of the bridge. The results had a high importance for practical application and design of the bridge. The model and resistance uncertainties were taken into account in LHS simulation method.

  2. Applying DEA sensitivity analysis to efficiency measurement of Vietnamese universities

    Directory of Open Access Journals (Sweden)

    Thi Thanh Huyen Nguyen

    2015-11-01

    Full Text Available The primary purpose of this study is to measure the technical efficiency of 30 doctorate-granting universities, the universities or the higher education institutes with PhD training programs, in Vietnam, applying the sensitivity analysis of data envelopment analysis (DEA. The study uses eight sets of input-output specifications using the replacement as well as aggregation/disaggregation of variables. The measurement results allow us to examine the sensitivity of the efficiency of these universities with the sets of variables. The findings also show the impact of variables on their efficiency and its “sustainability”.

  3. Seismic analysis of steam generator and parameter sensitivity studies

    International Nuclear Information System (INIS)

    Qian Hao; Xu Dinggen; Yang Ren'an; Liang Xingyun

    2013-01-01

    Background: The steam generator (SG) serves as the primary means for removing the heat generated within the reactor core and is part of the reactor coolant system (RCS) pressure boundary. Purpose: Seismic analysis in required for SG, whose seismic category is Cat. I. Methods: The analysis model of SG is created with moisture separator assembly and tube bundle assembly herein. The seismic analysis is performed with RCS pipe and Reactor Pressure Vessel (RPV). Results: The seismic stress results of SG are obtained. In addition, parameter sensitivities of seismic analysis results are studied, such as the effect of another SG, support, anti-vibration bars (AVBs), and so on. Our results show that seismic results are sensitive to support and AVBs setting. Conclusions: The guidance and comments on these parameters are summarized for equipment design and analysis, which should be focused on in future new type NPP SG's research and design. (authors)

  4. Automated differentiation of computer models for sensitivity analysis

    International Nuclear Information System (INIS)

    Worley, B.A.

    1990-01-01

    Sensitivity analysis of reactor physics computer models is an established discipline after more than twenty years of active development of generalized perturbations theory based on direct and adjoint methods. Many reactor physics models have been enhanced to solve for sensitivities of model results to model data. The calculated sensitivities are usually normalized first derivatives although some codes are capable of solving for higher-order sensitivities. The purpose of this paper is to report on the development and application of the GRESS system for automating the implementation of the direct and adjoint techniques into existing FORTRAN computer codes. The GRESS system was developed at ORNL to eliminate the costly man-power intensive effort required to implement the direct and adjoint techniques into already-existing FORTRAN codes. GRESS has been successfully tested for a number of codes over a wide range of applications and presently operates on VAX machines under both VMS and UNIX operating systems

  5. Automated differentiation of computer models for sensitivity analysis

    International Nuclear Information System (INIS)

    Worley, B.A.

    1991-01-01

    Sensitivity analysis of reactor physics computer models is an established discipline after more than twenty years of active development of generalized perturbations theory based on direct and adjoint methods. Many reactor physics models have been enhanced to solve for sensitivities of model results to model data. The calculated sensitivities are usually normalized first derivatives, although some codes are capable of solving for higher-order sensitivities. The purpose of this paper is to report on the development and application of the GRESS system for automating the implementation of the direct and adjoint techniques into existing FORTRAN computer codes. The GRESS system was developed at ORNL to eliminate the costly man-power intensive effort required to implement the direct and adjoint techniques into already-existing FORTRAN codes. GRESS has been successfully tested for a number of codes over a wide range of applications and presently operates on VAX machines under both VMS and UNIX operating systems. (author). 9 refs, 1 tab

  6. Topological derivatives of eigenvalues and neural networks in identification of imperfections

    International Nuclear Information System (INIS)

    Grzanek, M; Nowakowski, A; Sokolowski, J

    2008-01-01

    Numerical method for identification of imperfections is devised for elliptic spectral problems. The neural networks are employed for numerical solution. The topological derivatives of eigenvalues are used in the learning procedure of the neural networks. The topological derivatives of eigenvalues are determined by the methods of asymptotic analysis in singularly perturbed geometrical domains. The convergence of the numerical method in a probabilistic setting is analysed. The method is presented for the identification of small singular perturbations of the boundary of geometrical domain, however the framework is general and can be used for numerical solutions of inverse problems in the presence of small imperfections in the interior of the domain. Some numerical results are given for elliptic spectral problem in two spatial dimensions.

  7. Toward a High Performance Tile Divide and Conquer Algorithm for the Dense Symmetric Eigenvalue Problem

    KAUST Repository

    Haidar, Azzam

    2012-01-01

    Classical solvers for the dense symmetric eigenvalue problem suffer from the first step, which involves a reduction to tridiagonal form that is dominated by the cost of accessing memory during the panel factorization. The solution is to reduce the matrix to a banded form, which then requires the eigenvalues of the banded matrix to be computed. The standard divide and conquer algorithm can be modified for this purpose. The paper combines this insight with tile algorithms that can be scheduled via a dynamic runtime system to multicore architectures. A detailed analysis of performance and accuracy is included. Performance improvements of 14-fold and 4-fold speedups are reported relative to LAPACK and Intel\\'s Math Kernel Library.

  8. Solving Large Scale Nonlinear Eigenvalue Problem in Next-Generation Accelerator Design

    Energy Technology Data Exchange (ETDEWEB)

    Liao, Ben-Shan; Bai, Zhaojun; /UC, Davis; Lee, Lie-Quan; Ko, Kwok; /SLAC

    2006-09-28

    A number of numerical methods, including inverse iteration, method of successive linear problem and nonlinear Arnoldi algorithm, are studied in this paper to solve a large scale nonlinear eigenvalue problem arising from finite element analysis of resonant frequencies and external Q{sub e} values of a waveguide loaded cavity in the next-generation accelerator design. They present a nonlinear Rayleigh-Ritz iterative projection algorithm, NRRIT in short and demonstrate that it is the most promising approach for a model scale cavity design. The NRRIT algorithm is an extension of the nonlinear Arnoldi algorithm due to Voss. Computational challenges of solving such a nonlinear eigenvalue problem for a full scale cavity design are outlined.

  9. Eigenfunctions and Eigenvalues for a Scalar Riemann-Hilbert Problem Associated to Inverse Scattering

    Science.gov (United States)

    Pelinovsky, Dmitry E.; Sulem, Catherine

    A complete set of eigenfunctions is introduced within the Riemann-Hilbert formalism for spectral problems associated to some solvable nonlinear evolution equations. In particular, we consider the time-independent and time-dependent Schrödinger problems which are related to the KdV and KPI equations possessing solitons and lumps, respectively. Non-standard scalar products, orthogonality and completeness relations are derived for these problems. The complete set of eigenfunctions is used for perturbation theory and bifurcation analysis of eigenvalues supported by the potentials under perturbations. We classify two different types of bifurcations of new eigenvalues and analyze their characteristic features. One type corresponds to thresholdless generation of solitons in the KdV equation, while the other predicts a threshold for generation of lumps in the KPI equation.

  10. A Global Sensitivity Analysis Methodology for Multi-physics Applications

    Energy Technology Data Exchange (ETDEWEB)

    Tong, C H; Graziani, F R

    2007-02-02

    Experiments are conducted to draw inferences about an entire ensemble based on a selected number of observations. This applies to both physical experiments as well as computer experiments, the latter of which are performed by running the simulation models at different input configurations and analyzing the output responses. Computer experiments are instrumental in enabling model analyses such as uncertainty quantification and sensitivity analysis. This report focuses on a global sensitivity analysis methodology that relies on a divide-and-conquer strategy and uses intelligent computer experiments. The objective is to assess qualitatively and/or quantitatively how the variabilities of simulation output responses can be accounted for by input variabilities. We address global sensitivity analysis in three aspects: methodology, sampling/analysis strategies, and an implementation framework. The methodology consists of three major steps: (1) construct credible input ranges; (2) perform a parameter screening study; and (3) perform a quantitative sensitivity analysis on a reduced set of parameters. Once identified, research effort should be directed to the most sensitive parameters to reduce their uncertainty bounds. This process is repeated with tightened uncertainty bounds for the sensitive parameters until the output uncertainties become acceptable. To accommodate the needs of multi-physics application, this methodology should be recursively applied to individual physics modules. The methodology is also distinguished by an efficient technique for computing parameter interactions. Details for each step will be given using simple examples. Numerical results on large scale multi-physics applications will be available in another report. Computational techniques targeted for this methodology have been implemented in a software package called PSUADE.

  11. Solving the RPA eigenvalue equation in real-space

    CERN Document Server

    Muta, A; Hashimoto, Y; Yabana, K

    2002-01-01

    We present a computational method to solve the RPA eigenvalue equation employing a uniform grid representation in three-dimensional Cartesian coordinates. The conjugate gradient method is used for this purpose as an interactive method for a generalized eigenvalue problem. No construction of unoccupied orbitals is required in the procedure. We expect this method to be useful for systems lacking spatial symmetry to calculate accurate eigenvalues and transition matrix elements of a few low-lying excitations. Some applications are presented to demonstrate the feasibility of the method, considering the simplified mean-field model as an example of a nuclear physics system and the electronic excitations in molecules with time-dependent density functional theory as an example of an electronic system. (author)

  12. The nonconforming virtual element method for eigenvalue problems

    Energy Technology Data Exchange (ETDEWEB)

    Gardini, Francesca [Univ. of Pavia (Italy). Dept. of Mathematics; Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Vacca, Giuseppe [Univ. of Milano-Bicocca, Milan (Italy). Dept. of Mathematics and Applications

    2018-02-05

    We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible formulations of the discrete problem, derived respectively by the nonstabilized and stabilized approximation of the L2-inner product, and we study the convergence properties of the corresponding discrete eigenvalue problems. The proposed schemes provide a correct approximation of the spectrum and we prove optimal-order error estimates for the eigenfunctions and the usual double order of convergence of the eigenvalues. Finally we show a large set of numerical tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.

  13. Efficient methods for time-absorption (α) eigenvalue calculations

    International Nuclear Information System (INIS)

    Hill, T.R.

    1983-01-01

    The time-absorption eigenvalue (α) calculation is one of the options found in most discrete-ordinates transport codes. Several methods have been developed at Los Alamos to improve the efficiency of this calculation. Two procedures, based on coarse-mesh rebalance, to accelerate the α eigenvalue search are derived. A hybrid scheme to automatically choose the more-effective rebalance method is described. The α rebalance scheme permits some simple modifications to the iteration strategy that eliminates many unnecessary calculations required in the standard search procedure. For several fast supercritical test problems, these methods resulted in convergence with one-fifth the number of iterations required for the conventional eigenvalue search procedure

  14. Bounds and estimates for the linearly perturbed eigenvalue problem

    International Nuclear Information System (INIS)

    Raddatz, W.D.

    1983-01-01

    This thesis considers the problem of bounding and estimating the discrete portion of the spectrum of a linearly perturbed self-adjoint operator, M(x). It is supposed that one knows an incomplete set of data consisting in the first few coefficients of the Taylor series expansions of one or more of the eigenvalues of M(x) about x = 0. The foundations of the variational study of eigen-values are first presented. These are then used to construct the best possible upper bounds and estimates using various sets of given information. Lower bounds are obtained by estimating the error in the upper bounds. The extension of these bounds and estimates to the eigenvalues of the doubly-perturbed operator M(x,y) is discussed. The results presented have numerous practical application in the physical sciences, including problems in atomic physics and the theory of vibrations of acoustical and mechanical systems

  15. Eigenvalues of PT-symmetric oscillators with polynomial potentials

    International Nuclear Information System (INIS)

    Shin, Kwang C

    2005-01-01

    We study the eigenvalue problem -u''(z) - [(iz) m + P m-1 (iz)]u(z) λu(z) with the boundary condition that u(z) decays to zero as z tends to infinity along the rays arg z = -π/2 ± 2π/(m+2) in the complex plane, where P m-1 (z) = a 1 z m-1 + a 2 z m-2 + . . . + a m-1 z is a polynomial and integers m ≥ 3. We provide an asymptotic expansion of the eigenvalues λ n as n → +∞, and prove that for each real polynomial P m-1 , the eigenvalues are all real and positive, with only finitely many exceptions

  16. Automated sensitivity analysis: New tools for modeling complex dynamic systems

    International Nuclear Information System (INIS)

    Pin, F.G.

    1987-01-01

    Sensitivity analysis is an established methodology used by researchers in almost every field to gain essential insight in design and modeling studies and in performance assessments of complex systems. Conventional sensitivity analysis methodologies, however, have not enjoyed the widespread use they deserve considering the wealth of information they can provide, partly because of their prohibitive cost or the large initial analytical investment they require. Automated systems have recently been developed at ORNL to eliminate these drawbacks. Compilers such as GRESS and EXAP now allow automatic and cost effective calculation of sensitivities in FORTRAN computer codes. In this paper, these and other related tools are described and their impact and applicability in the general areas of modeling, performance assessment and decision making for radioactive waste isolation problems are discussed

  17. The Volatility of Data Space: Topology Oriented Sensitivity Analysis

    Science.gov (United States)

    Du, Jing; Ligmann-Zielinska, Arika

    2015-01-01

    Despite the difference among specific methods, existing Sensitivity Analysis (SA) technologies are all value-based, that is, the uncertainties in the model input and output are quantified as changes of values. This paradigm provides only limited insight into the nature of models and the modeled systems. In addition to the value of data, a potentially richer information about the model lies in the topological difference between pre-model data space and post-model data space. This paper introduces an innovative SA method called Topology Oriented Sensitivity Analysis, which defines sensitivity as the volatility of data space. It extends SA into a deeper level that lies in the topology of data. PMID:26368929

  18. Interactive Building Design Space Exploration Using Regionalized Sensitivity Analysis

    DEFF Research Database (Denmark)

    Østergård, Torben; Jensen, Rasmus Lund; Maagaard, Steffen

    2017-01-01

    simulation inputs are most important and which have negligible influence on the model output. Popular sensitivity methods include the Morris method, variance-based methods (e.g. Sobol’s), and regression methods (e.g. SRC). However, all these methods only address one output at a time, which makes it difficult...... in combination with the interactive parallel coordinate plot (PCP). The latter is an effective tool to explore stochastic simulations and to find high-performing building designs. The proposed methods help decision makers to focus their attention to the most important design parameters when exploring......Monte Carlo simulations combined with regionalized sensitivity analysis provide the means to explore a vast, multivariate design space in building design. Typically, sensitivity analysis shows how the variability of model output relates to the uncertainties in models inputs. This reveals which...

  19. Sensitization trajectories in childhood revealed by using a cluster analysis

    DEFF Research Database (Denmark)

    Schoos, Ann-Marie M.; Chawes, Bo L.; Melen, Erik

    2017-01-01

    Prospective Studies on Asthma in Childhood 2000 (COPSAC2000) birth cohort with specific IgE against 13 common food and inhalant allergens at the ages of ½, 1½, 4, and 6 years. An unsupervised cluster analysis for 3-dimensional data (nonnegative sparse parallel factor analysis) was used to extract latent......BACKGROUND: Assessment of sensitization at a single time point during childhood provides limited clinical information. We hypothesized that sensitization develops as specific patterns with respect to age at debut, development over time, and involved allergens and that such patterns might be more...... biologically and clinically relevant. OBJECTIVE: We sought to explore latent patterns of sensitization during the first 6 years of life and investigate whether such patterns associate with the development of asthma, rhinitis, and eczema. METHODS: We investigated 398 children from the at-risk Copenhagen...

  20. Time-dependent reliability sensitivity analysis of motion mechanisms

    International Nuclear Information System (INIS)

    Wei, Pengfei; Song, Jingwen; Lu, Zhenzhou; Yue, Zhufeng

    2016-01-01

    Reliability sensitivity analysis aims at identifying the source of structure/mechanism failure, and quantifying the effects of each random source or their distribution parameters on failure probability or reliability. In this paper, the time-dependent parametric reliability sensitivity (PRS) analysis as well as the global reliability sensitivity (GRS) analysis is introduced for the motion mechanisms. The PRS indices are defined as the partial derivatives of the time-dependent reliability w.r.t. the distribution parameters of each random input variable, and they quantify the effect of the small change of each distribution parameter on the time-dependent reliability. The GRS indices are defined for quantifying the individual, interaction and total contributions of the uncertainty in each random input variable to the time-dependent reliability. The envelope function method combined with the first order approximation of the motion error function is introduced for efficiently estimating the time-dependent PRS and GRS indices. Both the time-dependent PRS and GRS analysis techniques can be especially useful for reliability-based design. This significance of the proposed methods as well as the effectiveness of the envelope function method for estimating the time-dependent PRS and GRS indices are demonstrated with a four-bar mechanism and a car rack-and-pinion steering linkage. - Highlights: • Time-dependent parametric reliability sensitivity analysis is presented. • Time-dependent global reliability sensitivity analysis is presented for mechanisms. • The proposed method is especially useful for enhancing the kinematic reliability. • An envelope method is introduced for efficiently implementing the proposed methods. • The proposed method is demonstrated by two real planar mechanisms.

  1. Probabilistic sensitivity analysis of system availability using Gaussian processes

    International Nuclear Information System (INIS)

    Daneshkhah, Alireza; Bedford, Tim

    2013-01-01

    The availability of a system under a given failure/repair process is a function of time which can be determined through a set of integral equations and usually calculated numerically. We focus here on the issue of carrying out sensitivity analysis of availability to determine the influence of the input parameters. The main purpose is to study the sensitivity of the system availability with respect to the changes in the main parameters. In the simplest case that the failure repair process is (continuous time/discrete state) Markovian, explicit formulae are well known. Unfortunately, in more general cases availability is often a complicated function of the parameters without closed form solution. Thus, the computation of sensitivity measures would be time-consuming or even infeasible. In this paper, we show how Sobol and other related sensitivity measures can be cheaply computed to measure how changes in the model inputs (failure/repair times) influence the outputs (availability measure). We use a Bayesian framework, called the Bayesian analysis of computer code output (BACCO) which is based on using the Gaussian process as an emulator (i.e., an approximation) of complex models/functions. This approach allows effective sensitivity analysis to be achieved by using far smaller numbers of model runs than other methods. The emulator-based sensitivity measure is used to examine the influence of the failure and repair densities' parameters on the system availability. We discuss how to apply the methods practically in the reliability context, considering in particular the selection of parameters and prior distributions and how we can ensure these may be considered independent—one of the key assumptions of the Sobol approach. The method is illustrated on several examples, and we discuss the further implications of the technique for reliability and maintenance analysis

  2. Analytic uncertainty and sensitivity analysis of models with input correlations

    Science.gov (United States)

    Zhu, Yueying; Wang, Qiuping A.; Li, Wei; Cai, Xu

    2018-03-01

    Probabilistic uncertainty analysis is a common means of evaluating mathematical models. In mathematical modeling, the uncertainty in input variables is specified through distribution laws. Its contribution to the uncertainty in model response is usually analyzed by assuming that input variables are independent of each other. However, correlated parameters are often happened in practical applications. In the present paper, an analytic method is built for the uncertainty and sensitivity analysis of models in the presence of input correlations. With the method, it is straightforward to identify the importance of the independence and correlations of input variables in determining the model response. This allows one to decide whether or not the input correlations should be considered in practice. Numerical examples suggest the effectiveness and validation of our analytic method in the analysis of general models. A practical application of the method is also proposed to the uncertainty and sensitivity analysis of a deterministic HIV model.

  3. Sensitivity Analysis Applied in Design of Low Energy Office Building

    DEFF Research Database (Denmark)

    Heiselberg, Per; Brohus, Henrik

    2008-01-01

    satisfies the design requirements and objectives. In the design of sustainable Buildings it is beneficial to identify the most important design parameters in order to develop more efficiently alternative design solutions or reach optimized design solutions. A sensitivity analysis makes it possible...

  4. Application of Sensitivity Analysis in Design of Sustainable Buildings

    DEFF Research Database (Denmark)

    Heiselberg, Per; Brohus, Henrik; Hesselholt, Allan Tind

    2007-01-01

    satisfies the design requirements and objectives. In the design of sustainable Buildings it is beneficial to identify the most important design parameters in order to develop more efficiently alternative design solutions or reach optimized design solutions. A sensitivity analysis makes it possible...

  5. Sensitivity analysis of physiochemical interaction model: which pair ...

    African Journals Online (AJOL)

    ... of two model parameters at a time on the solution trajectory of physiochemical interaction over a time interval. Our aim is to use this powerful mathematical technique to select the important pair of parameters of this physical process which is cost-effective. Keywords: Passivation Rate, Sensitivity Analysis, ODE23, ODE45 ...

  6. Bayesian Sensitivity Analysis of Statistical Models with Missing Data.

    Science.gov (United States)

    Zhu, Hongtu; Ibrahim, Joseph G; Tang, Niansheng

    2014-04-01

    Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures.

  7. Sensitivity analysis for contagion effects in social networks

    Science.gov (United States)

    VanderWeele, Tyler J.

    2014-01-01

    Analyses of social network data have suggested that obesity, smoking, happiness and loneliness all travel through social networks. Individuals exert “contagion effects” on one another through social ties and association. These analyses have come under critique because of the possibility that homophily from unmeasured factors may explain these statistical associations and because similar findings can be obtained when the same methodology is applied to height, acne and head-aches, for which the conclusion of contagion effects seems somewhat less plausible. We use sensitivity analysis techniques to assess the extent to which supposed contagion effects for obesity, smoking, happiness and loneliness might be explained away by homophily or confounding and the extent to which the critique using analysis of data on height, acne and head-aches is relevant. Sensitivity analyses suggest that contagion effects for obesity and smoking cessation are reasonably robust to possible latent homophily or environmental confounding; those for happiness and loneliness are somewhat less so. Supposed effects for height, acne and head-aches are all easily explained away by latent homophily and confounding. The methodology that has been employed in past studies for contagion effects in social networks, when used in conjunction with sensitivity analysis, may prove useful in establishing social influence for various behaviors and states. The sensitivity analysis approach can be used to address the critique of latent homophily as a possible explanation of associations interpreted as contagion effects. PMID:25580037

  8. Sensitivity Analysis of a Horizontal Earth Electrode under Impulse ...

    African Journals Online (AJOL)

    This paper presents the sensitivity analysis of an earthing conductor under the influence of impulse current arising from a lightning stroke. The approach is based on the 2nd order finite difference time domain (FDTD). The earthing conductor is regarded as a lossy transmission line where it is divided into series connected ...

  9. Beyond the GUM: variance-based sensitivity analysis in metrology

    International Nuclear Information System (INIS)

    Lira, I

    2016-01-01

    Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)

  10. Sensitivity analysis of the Ohio phosphorus risk index

    Science.gov (United States)

    The Phosphorus (P) Index is a widely used tool for assessing the vulnerability of agricultural fields to P loss; yet, few of the P Indices developed in the U.S. have been evaluated for their accuracy. Sensitivity analysis is one approach that can be used prior to calibration and field-scale testing ...

  11. Sensitivity analysis for oblique incidence reflectometry using Monte Carlo simulations

    DEFF Research Database (Denmark)

    Kamran, Faisal; Andersen, Peter E.

    2015-01-01

    profiles. This article presents a sensitivity analysis of the technique in turbid media. Monte Carlo simulations are used to investigate the technique and its potential to distinguish the small changes between different levels of scattering. We present various regions of the dynamic range of optical...

  12. Omitted Variable Sensitivity Analysis with the Annotated Love Plot

    Science.gov (United States)

    Hansen, Ben B.; Fredrickson, Mark M.

    2014-01-01

    The goal of this research is to make sensitivity analysis accessible not only to empirical researchers but also to the various stakeholders for whom educational evaluations are conducted. To do this it derives anchors for the omitted variable (OV)-program participation association intrinsically, using the Love plot to present a wide range of…

  13. Weighting-Based Sensitivity Analysis in Causal Mediation Studies

    Science.gov (United States)

    Hong, Guanglei; Qin, Xu; Yang, Fan

    2018-01-01

    Through a sensitivity analysis, the analyst attempts to determine whether a conclusion of causal inference could be easily reversed by a plausible violation of an identification assumption. Analytic conclusions that are harder to alter by such a violation are expected to add a higher value to scientific knowledge about causality. This article…

  14. Sensitivity analysis of railpad parameters on vertical railway track dynamics

    NARCIS (Netherlands)

    Oregui Echeverria-Berreyarza, M.; Nunez Vicencio, Alfredo; Dollevoet, R.P.B.J.; Li, Z.

    2016-01-01

    This paper presents a sensitivity analysis of railpad parameters on vertical railway track dynamics, incorporating the nonlinear behavior of the fastening (i.e., downward forces compress the railpad whereas upward forces are resisted by the clamps). For this purpose, solid railpads, rail-railpad

  15. Methods for global sensitivity analysis in life cycle assessment

    NARCIS (Netherlands)

    Groen, Evelyne A.; Bokkers, Eddy; Heijungs, Reinout; Boer, de Imke J.M.

    2017-01-01

    Purpose: Input parameters required to quantify environmental impact in life cycle assessment (LCA) can be uncertain due to e.g. temporal variability or unknowns about the true value of emission factors. Uncertainty of environmental impact can be analysed by means of a global sensitivity analysis to

  16. Sensitivity analysis on ultimate strength of aluminium stiffened panels

    DEFF Research Database (Denmark)

    Rigo, P.; Sarghiuta, R.; Estefen, S.

    2003-01-01

    This paper presents the results of an extensive sensitivity analysis carried out by the Committee III.1 "Ultimate Strength" of ISSC?2003 in the framework of a benchmark on the ultimate strength of aluminium stiffened panels. Previously, different benchmarks were presented by ISSC committees on ul...

  17. Sensitivity and specificity of coherence and phase synchronization analysis

    International Nuclear Information System (INIS)

    Winterhalder, Matthias; Schelter, Bjoern; Kurths, Juergen; Schulze-Bonhage, Andreas; Timmer, Jens

    2006-01-01

    In this Letter, we show that coherence and phase synchronization analysis are sensitive but not specific in detecting the correct class of underlying dynamics. We propose procedures to increase specificity and demonstrate the power of the approach by application to paradigmatic dynamic model systems

  18. Sensitivity Analysis of Structures by Virtual Distortion Method

    DEFF Research Database (Denmark)

    Gierlinski, J.T.; Holnicki-Szulc, J.; Sørensen, John Dalsgaard

    1991-01-01

    are used in structural optimization, see Haftka [4]. The recently developed Virtual Distortion Method (VDM) is a numerical technique which offers an efficient approach to calculation of the sensitivity derivatives. This method has been orginally applied to structural remodelling and collapse analysis, see...

  19. Design tradeoff studies and sensitivity analysis. Appendix B

    Energy Technology Data Exchange (ETDEWEB)

    1979-05-25

    The results of the design trade-off studies and the sensitivity analysis of Phase I of the Near Term Hybrid Vehicle (NTHV) Program are presented. The effects of variations in the design of the vehicle body, propulsion systems, and other components on vehicle power, weight, cost, and fuel economy and an optimized hybrid vehicle design are discussed. (LCL)

  20. Recent developments in semiclassical mechanics: eigenvalues and reaction rate constants

    International Nuclear Information System (INIS)

    Miller, W.H.

    1976-04-01

    A semiclassical treatment of eigenvalues for a multidimensional non-separable potential function and of the rate constant for a chemical reaction with an activation barrier is presented. Both phenomena are seen to be described by essentially the same semiclassical formalism, which is based on a construction of the total Hamiltonian in terms of the complete set of ''good'' action variables (or adiabatic invariants) associated with the minimum in the potential energy surface for the eigenvalue case, or the saddle point in the potential energy surface for the case of chemical reaction

  1. A teaching proposal for the study of Eigenvectors and Eigenvalues

    Directory of Open Access Journals (Sweden)

    María José Beltrán Meneu

    2017-03-01

    Full Text Available In this work, we present a teaching proposal which emphasizes on visualization and physical applications in the study of eigenvectors and eigenvalues. These concepts are introduced using the notion of the moment of inertia of a rigid body and the GeoGebra software. The proposal was motivated after observing students’ difficulties when treating eigenvectors and eigenvalues from a geometric point of view. It was designed following a particular sequence of activities with the schema: exploration, introduction of concepts, structuring of knowledge and application, and considering the three worlds of mathematical thinking provided by Tall: embodied, symbolic and formal.

  2. Eigenvalues of the Transferences of Gaussian Optical Systems

    Directory of Open Access Journals (Sweden)

    W.F. Harris

    2005-12-01

    Full Text Available The  problem  of  how  to  define  an  average eye leads to the question of what eigenvalues are  possible  for  ray  transferences.  This  paper examines the set of possible eigenvalues in the simplest possible case, that of optical systems consisting  of  elements  that  are  stigmatic  and centred on a common axis.

  3. A subspace preconditioning algorithm for eigenvector/eigenvalue computation

    Energy Technology Data Exchange (ETDEWEB)

    Bramble, J.H.; Knyazev, A.V.; Pasciak, J.E.

    1996-12-31

    We consider the problem of computing a modest number of the smallest eigenvalues along with orthogonal bases for the corresponding eigen-spaces of a symmetric positive definite matrix. In our applications, the dimension of a matrix is large and the cost of its inverting is prohibitive. In this paper, we shall develop an effective parallelizable technique for computing these eigenvalues and eigenvectors utilizing subspace iteration and preconditioning. Estimates will be provided which show that the preconditioned method converges linearly and uniformly in the matrix dimension when used with a uniform preconditioner under the assumption that the approximating subspace is close enough to the span of desired eigenvectors.

  4. Sensitivity analysis and power for instrumental variable studies.

    Science.gov (United States)

    Wang, Xuran; Jiang, Yang; Zhang, Nancy R; Small, Dylan S

    2018-03-31

    In observational studies to estimate treatment effects, unmeasured confounding is often a concern. The instrumental variable (IV) method can control for unmeasured confounding when there is a valid IV. To be a valid IV, a variable needs to be independent of unmeasured confounders and only affect the outcome through affecting the treatment. When applying the IV method, there is often concern that a putative IV is invalid to some degree. We present an approach to sensitivity analysis for the IV method which examines the sensitivity of inferences to violations of IV validity. Specifically, we consider sensitivity when the magnitude of association between the putative IV and the unmeasured confounders and the direct effect of the IV on the outcome are limited in magnitude by a sensitivity parameter. Our approach is based on extending the Anderson-Rubin test and is valid regardless of the strength of the instrument. A power formula for this sensitivity analysis is presented. We illustrate its usage via examples about Mendelian randomization studies and its implications via a comparison of using rare versus common genetic variants as instruments. © 2018, The International Biometric Society.

  5. Sensitivity analysis of LOFT L2-5 test calculations

    International Nuclear Information System (INIS)

    Prosek, Andrej

    2014-01-01

    The uncertainty quantification of best-estimate code predictions is typically accompanied by a sensitivity analysis, in which the influence of the individual contributors to uncertainty is determined. The objective of this study is to demonstrate the improved fast Fourier transform based method by signal mirroring (FFTBM-SM) for the sensitivity analysis. The sensitivity study was performed for the LOFT L2-5 test, which simulates the large break loss of coolant accident. There were 14 participants in the BEMUSE (Best Estimate Methods-Uncertainty and Sensitivity Evaluation) programme, each performing a reference calculation and 15 sensitivity runs of the LOFT L2-5 test. The important input parameters varied were break area, gap conductivity, fuel conductivity, decay power etc. For the influence of input parameters on the calculated results the FFTBM-SM was used. The only difference between FFTBM-SM and original FFTBM is that in the FFTBM-SM the signals are symmetrized to eliminate the edge effect (the so called edge is the difference between the first and last data point of one period of the signal) in calculating average amplitude. It is very important to eliminate unphysical contribution to the average amplitude, which is used as a figure of merit for input parameter influence on output parameters. The idea is to use reference calculation as 'experimental signal', 'sensitivity run' as 'calculated signal', and average amplitude as figure of merit for sensitivity instead for code accuracy. The larger is the average amplitude the larger is the influence of varied input parameter. The results show that with FFTBM-SM the analyst can get good picture of the contribution of the parameter variation to the results. They show when the input parameters are influential and how big is this influence. FFTBM-SM could be also used to quantify the influence of several parameter variations on the results. However, the influential parameters could not be

  6. Sensitivity analysis of the Galerkin finite element method neutron diffusion solver to the shape of the elements

    Energy Technology Data Exchange (ETDEWEB)

    Hosseini, Seyed Abolfaz [Dept. of Energy Engineering, Sharif University of Technology, Tehran (Iran, Islamic Republic of)

    2017-02-15

    The purpose of the present study is the presentation of the appropriate element and shape function in the solution of the neutron diffusion equation in two-dimensional (2D) geometries. To this end, the multigroup neutron diffusion equation is solved using the Galerkin finite element method in both rectangular and hexagonal reactor cores. The spatial discretization of the equation is performed using unstructured triangular and quadrilateral finite elements. Calculations are performed using both linear and quadratic approximations of shape function in the Galerkin finite element method, based on which results are compared. Using the power iteration method, the neutron flux distributions with the corresponding eigenvalue are obtained. The results are then validated against the valid results for IAEA-2D and BIBLIS-2D benchmark problems. To investigate the dependency of the results to the type and number of the elements, and shape function order, a sensitivity analysis of the calculations to the mentioned parameters is performed. It is shown that the triangular elements and second order of the shape function in each element give the best results in comparison to the other states.

  7. Sensitivity/uncertainty analysis of a borehole scenario comparing Latin Hypercube Sampling and deterministic sensitivity approaches

    International Nuclear Information System (INIS)

    Harper, W.V.; Gupta, S.K.

    1983-10-01

    A computer code was used to study steady-state flow for a hypothetical borehole scenario. The model consists of three coupled equations with only eight parameters and three dependent variables. This study focused on steady-state flow as the performance measure of interest. Two different approaches to sensitivity/uncertainty analysis were used on this code. One approach, based on Latin Hypercube Sampling (LHS), is a statistical sampling method, whereas, the second approach is based on the deterministic evaluation of sensitivities. The LHS technique is easy to apply and should work well for codes with a moderate number of parameters. Of deterministic techniques, the direct method is preferred when there are many performance measures of interest and a moderate number of parameters. The adjoint method is recommended when there are a limited number of performance measures and an unlimited number of parameters. This unlimited number of parameters capability can be extremely useful for finite element or finite difference codes with a large number of grid blocks. The Office of Nuclear Waste Isolation will use the technique most appropriate for an individual situation. For example, the adjoint method may be used to reduce the scope to a size that can be readily handled by a technique such as LHS. Other techniques for sensitivity/uncertainty analysis, e.g., kriging followed by conditional simulation, will be used also. 15 references, 4 figures, 9 tables

  8. Sensitivity and uncertainty analysis of NET/ITER shielding blankets

    International Nuclear Information System (INIS)

    Hogenbirk, A.; Gruppelaar, H.; Verschuur, K.A.

    1990-09-01

    Results are presented of sensitivity and uncertainty calculations based upon the European fusion file (EFF-1). The effect of uncertainties in Fe, Cr and Ni cross sections on the nuclear heating in the coils of a NET/ITER shielding blanket has been studied. The analysis has been performed for the total cross section as well as partial cross sections. The correct expression for the sensitivity profile was used, including the gain term. The resulting uncertainty in the nuclear heating lies between 10 and 20 per cent. (author). 18 refs.; 2 figs.; 2 tabs

  9. Sensitivity analysis of critical experiments with evaluated nuclear data libraries

    International Nuclear Information System (INIS)

    Fujiwara, D.; Kosaka, S.

    2008-01-01

    Criticality benchmark testing was performed with evaluated nuclear data libraries for thermal, low-enriched uranium fuel rod applications. C/E values for k eff were calculated with the continuous-energy Monte Carlo code MVP2 and its libraries generated from Endf/B-VI.8, Endf/B-VII.0, JENDL-3.3 and JEFF-3.1. Subsequently, the observed k eff discrepancies between libraries were decomposed to specify the source of difference in the nuclear data libraries using sensitivity analysis technique. The obtained sensitivity profiles are also utilized to estimate the adequacy of cold critical experiments to the boiling water reactor under hot operating condition. (authors)

  10. Cavity approach to the first eigenvalue problem in a family of symmetric random sparse matrices

    International Nuclear Information System (INIS)

    Kabashima, Yoshiyuki; Takahashi, Hisanao; Watanabe, Osamu

    2010-01-01

    A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is plausible for infinitely large systems, in conjunction with the introduction of a Lagrange multiplier for constraining the length of the eigenvector, the eigenvalue problem is reduced to a bunch of optimization problems of a quadratic function of a single variable, and the coefficients of the first and the second order terms of the functions act as cavity fields that are handled in cavity analysis. We show that the first eigenvalue is determined in such a way that the distribution of the cavity fields has a finite value for the second order moment with respect to the cavity fields of the first order coefficient. The validity and utility of the developed methodology are examined by applying it to two analytically solvable and one simple but non-trivial examples in conjunction with numerical justification.

  11. A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.

    Science.gov (United States)

    Hwang, Seong Jae; Collins, Maxwell D; Ravi, Sathya N; Ithapu, Vamsi K; Adluru, Nagesh; Johnson, Sterling C; Singh, Vikas

    2015-12-01

    Eigenvalue problems are ubiquitous in computer vision, covering a very broad spectrum of applications ranging from estimation problems in multi-view geometry to image segmentation. Few other linear algebra problems have a more mature set of numerical routines available and many computer vision libraries leverage such tools extensively. However, the ability to call the underlying solver only as a "black box" can often become restrictive. Many 'human in the loop' settings in vision frequently exploit supervision from an expert, to the extent that the user can be considered a subroutine in the overall system. In other cases, there is additional domain knowledge, side or even partial information that one may want to incorporate within the formulation. In general, regularizing a (generalized) eigenvalue problem with such side information remains difficult. Motivated by these needs, this paper presents an optimization scheme to solve generalized eigenvalue problems (GEP) involving a (nonsmooth) regularizer. We start from an alternative formulation of GEP where the feasibility set of the model involves the Stiefel manifold. The core of this paper presents an end to end stochastic optimization scheme for the resultant problem. We show how this general algorithm enables improved statistical analysis of brain imaging data where the regularizer is derived from other 'views' of the disease pathology, involving clinical measurements and other image-derived representations.

  12. Importance measures in global sensitivity analysis of nonlinear models

    International Nuclear Information System (INIS)

    Homma, Toshimitsu; Saltelli, Andrea

    1996-01-01

    The present paper deals with a new method of global sensitivity analysis of nonlinear models. This is based on a measure of importance to calculate the fractional contribution of the input parameters to the variance of the model prediction. Measures of importance in sensitivity analysis have been suggested by several authors, whose work is reviewed in this article. More emphasis is given to the developments of sensitivity indices by the Russian mathematician I.M. Sobol'. Given that Sobol' treatment of the measure of importance is the most general, his formalism is employed throughout this paper where conceptual and computational improvements of the method are presented. The computational novelty of this study is the introduction of the 'total effect' parameter index. This index provides a measure of the total effect of a given parameter, including all the possible synergetic terms between that parameter and all the others. Rank transformation of the data is also introduced in order to increase the reproducibility of the method. These methods are tested on a few analytical and computer models. The main conclusion of this work is the identification of a sensitivity analysis methodology which is both flexible, accurate and informative, and which can be achieved at reasonable computational cost

  13. Rethinking Sensitivity Analysis of Nuclear Simulations with Topology

    Energy Technology Data Exchange (ETDEWEB)

    Dan Maljovec; Bei Wang; Paul Rosen; Andrea Alfonsi; Giovanni Pastore; Cristian Rabiti; Valerio Pascucci

    2016-01-01

    In nuclear engineering, understanding the safety margins of the nuclear reactor via simulations is arguably of paramount importance in predicting and preventing nuclear accidents. It is therefore crucial to perform sensitivity analysis to understand how changes in the model inputs affect the outputs. Modern nuclear simulation tools rely on numerical representations of the sensitivity information -- inherently lacking in visual encodings -- offering limited effectiveness in communicating and exploring the generated data. In this paper, we design a framework for sensitivity analysis and visualization of multidimensional nuclear simulation data using partition-based, topology-inspired regression models and report on its efficacy. We rely on the established Morse-Smale regression technique, which allows us to partition the domain into monotonic regions where easily interpretable linear models can be used to assess the influence of inputs on the output variability. The underlying computation is augmented with an intuitive and interactive visual design to effectively communicate sensitivity information to the nuclear scientists. Our framework is being deployed into the multi-purpose probabilistic risk assessment and uncertainty quantification framework RAVEN (Reactor Analysis and Virtual Control Environment). We evaluate our framework using an simulation dataset studying nuclear fuel performance.

  14. Prior Sensitivity Analysis in Default Bayesian Structural Equation Modeling.

    Science.gov (United States)

    van Erp, Sara; Mulder, Joris; Oberski, Daniel L

    2017-11-27

    Bayesian structural equation modeling (BSEM) has recently gained popularity because it enables researchers to fit complex models and solve some of the issues often encountered in classical maximum likelihood estimation, such as nonconvergence and inadmissible solutions. An important component of any Bayesian analysis is the prior distribution of the unknown model parameters. Often, researchers rely on default priors, which are constructed in an automatic fashion without requiring substantive prior information. However, the prior can have a serious influence on the estimation of the model parameters, which affects the mean squared error, bias, coverage rates, and quantiles of the estimates. In this article, we investigate the performance of three different default priors: noninformative improper priors, vague proper priors, and empirical Bayes priors-with the latter being novel in the BSEM literature. Based on a simulation study, we find that these three default BSEM methods may perform very differently, especially with small samples. A careful prior sensitivity analysis is therefore needed when performing a default BSEM analysis. For this purpose, we provide a practical step-by-step guide for practitioners to conducting a prior sensitivity analysis in default BSEM. Our recommendations are illustrated using a well-known case study from the structural equation modeling literature, and all code for conducting the prior sensitivity analysis is available in the online supplemental materials. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

  15. A global sensitivity analysis approach for morphogenesis models

    KAUST Repository

    Boas, Sonja E. M.

    2015-11-21

    Background Morphogenesis is a developmental process in which cells organize into shapes and patterns. Complex, non-linear and multi-factorial models with images as output are commonly used to study morphogenesis. It is difficult to understand the relation between the uncertainty in the input and the output of such ‘black-box’ models, giving rise to the need for sensitivity analysis tools. In this paper, we introduce a workflow for a global sensitivity analysis approach to study the impact of single parameters and the interactions between them on the output of morphogenesis models. Results To demonstrate the workflow, we used a published, well-studied model of vascular morphogenesis. The parameters of this cellular Potts model (CPM) represent cell properties and behaviors that drive the mechanisms of angiogenic sprouting. The global sensitivity analysis correctly identified the dominant parameters in the model, consistent with previous studies. Additionally, the analysis provided information on the relative impact of single parameters and of interactions between them. This is very relevant because interactions of parameters impede the experimental verification of the predicted effect of single parameters. The parameter interactions, although of low impact, provided also new insights in the mechanisms of in silico sprouting. Finally, the analysis indicated that the model could be reduced by one parameter. Conclusions We propose global sensitivity analysis as an alternative approach to study the mechanisms of morphogenesis. Comparison of the ranking of the impact of the model parameters to knowledge derived from experimental data and from manipulation experiments can help to falsify models and to find the operand mechanisms in morphogenesis. The workflow is applicable to all ‘black-box’ models, including high-throughput in vitro models in which output measures are affected by a set of experimental perturbations.

  16. A global sensitivity analysis approach for morphogenesis models.

    Science.gov (United States)

    Boas, Sonja E M; Navarro Jimenez, Maria I; Merks, Roeland M H; Blom, Joke G

    2015-11-21

    Morphogenesis is a developmental process in which cells organize into shapes and patterns. Complex, non-linear and multi-factorial models with images as output are commonly used to study morphogenesis. It is difficult to understand the relation between the uncertainty in the input and the output of such 'black-box' models, giving rise to the need for sensitivity analysis tools. In this paper, we introduce a workflow for a global sensitivity analysis approach to study the impact of single parameters and the interactions between them on the output of morphogenesis models. To demonstrate the workflow, we used a published, well-studied model of vascular morphogenesis. The parameters of this cellular Potts model (CPM) represent cell properties and behaviors that drive the mechanisms of angiogenic sprouting. The global sensitivity analysis correctly identified the dominant parameters in the model, consistent with previous studies. Additionally, the analysis provided information on the relative impact of single parameters and of interactions between them. This is very relevant because interactions of parameters impede the experimental verification of the predicted effect of single parameters. The parameter interactions, although of low impact, provided also new insights in the mechanisms of in silico sprouting. Finally, the analysis indicated that the model could be reduced by one parameter. We propose global sensitivity analysis as an alternative approach to study the mechanisms of morphogenesis. Comparison of the ranking of the impact of the model parameters to knowledge derived from experimental data and from manipulation experiments can help to falsify models and to find the operand mechanisms in morphogenesis. The workflow is applicable to all 'black-box' models, including high-throughput in vitro models in which output measures are affected by a set of experimental perturbations.

  17. Dependence of accuracy of ESPRIT estimates on signal eigenvalues: the case of a noisy sum of two real exponentials.

    Science.gov (United States)

    Alexandrov, Theodore; Golyandina, Nina; Timofeyev, Alexey

    2009-02-26

    This paper is devoted to estimation of parameters for a noisy sum of two real exponential functions. Singular Spectrum Analysis is used to extract the signal subspace and then the ESPRIT method exploiting signal subspace features is applied to obtain estimates of the desired exponential rates. Dependence of estimation quality on signal eigenvalues is investigated. The special design to test this relation is elaborated.

  18. Anisotropic analysis for seismic sensitivity of groundwater monitoring wells

    Science.gov (United States)

    Pan, Y.; Hsu, K.

    2011-12-01

    Taiwan is located at the boundaries of Eurasian Plate and the Philippine Sea Plate. The movement of plate causes crustal uplift and lateral deformation to lead frequent earthquakes in the vicinity of Taiwan. The change of groundwater level trigged by earthquake has been observed and studied in Taiwan for many years. The change of groundwater may appear in oscillation and step changes. The former is caused by seismic waves. The latter is caused by the volumetric strain and reflects the strain status. Since the setting of groundwater monitoring well is easier and cheaper than the setting of strain gauge, the groundwater measurement may be used as a indication of stress. This research proposes the concept of seismic sensitivity of groundwater monitoring well and apply to DonHer station in Taiwan. Geostatistical method is used to analysis the anisotropy of seismic sensitivity. GIS is used to map the sensitive area of the existing groundwater monitoring well.

  19. Sensitivity analysis of predictive models with an automated adjoint generator

    International Nuclear Information System (INIS)

    Pin, F.G.; Oblow, E.M.

    1987-01-01

    The adjoint method is a well established sensitivity analysis methodology that is particularly efficient in large-scale modeling problems. The coefficients of sensitivity of a given response with respect to every parameter involved in the modeling code can be calculated from the solution of a single adjoint run of the code. Sensitivity coefficients provide a quantitative measure of the importance of the model data in calculating the final results. The major drawback of the adjoint method is the requirement for calculations of very large numbers of partial derivatives to set up the adjoint equations of the model. ADGEN is a software system that has been designed to eliminate this drawback and automatically implement the adjoint formulation in computer codes. The ADGEN system will be described and its use for improving performance assessments and predictive simulations will be discussed. 8 refs., 1 fig

  20. Sensitivity analysis of time-dependent laminar flows

    International Nuclear Information System (INIS)

    Hristova, H.; Etienne, S.; Pelletier, D.; Borggaard, J.

    2004-01-01

    This paper presents a general sensitivity equation method (SEM) for time dependent incompressible laminar flows. The SEM accounts for complex parameter dependence and is suitable for a wide range of problems. The formulation is verified on a problem with a closed form solution obtained by the method of manufactured solution. Systematic grid convergence studies confirm the theoretical rates of convergence in both space and time. The methodology is then applied to pulsatile flow around a square cylinder. Computations show that the flow starts with symmetrical vortex shedding followed by a transition to the traditional Von Karman street (alternate vortex shedding). Simulations show that the transition phase manifests itself earlier in the sensitivity fields than in the flow field itself. Sensitivities are then demonstrated for fast evaluation of nearby flows and uncertainty analysis. (author)

  1. Computational Methods for Sensitivity and Uncertainty Analysis in Criticality Safety

    International Nuclear Information System (INIS)

    Broadhead, B.L.; Childs, R.L.; Rearden, B.T.

    1999-01-01

    Interest in the sensitivity methods that were developed and widely used in the 1970s (the FORSS methodology at ORNL among others) has increased recently as a result of potential use in the area of criticality safety data validation procedures to define computational bias, uncertainties and area(s) of applicability. Functional forms of the resulting sensitivity coefficients can be used as formal parameters in the determination of applicability of benchmark experiments to their corresponding industrial application areas. In order for these techniques to be generally useful to the criticality safety practitioner, the procedures governing their use had to be updated and simplified. This paper will describe the resulting sensitivity analysis tools that have been generated for potential use by the criticality safety community

  2. Fundaments of transport equation splitting and the eigenvalue problem

    International Nuclear Information System (INIS)

    Stancic, V.

    2000-01-01

    In order to remove some singularities concerning the boundary conditions of one dimensional transport equation, a split form of transport equation describing the forward i.e. μ≥0, and a backward μ<0 directed neutrons is being proposed here. The eigenvalue problem has also been considered here (author)

  3. Discontinuous Sturm-Liouville Problems with Eigenvalue Dependent Boundary Condition

    Energy Technology Data Exchange (ETDEWEB)

    Amirov, R. Kh., E-mail: emirov@cumhuriyet.edu.tr; Ozkan, A. S., E-mail: sozkan@cumhuriyet.edu.tr [Cumhuriyet University, Department of Mathematics Faculty of Art and Science (Turkey)

    2014-12-15

    In this study, an inverse problem for Sturm-Liouville differential operators with discontinuities is studied when an eigenparameter appears not only in the differential equation but it also appears in the boundary condition. Uniqueness theorems of inverse problems according to the Prüfer angle, the Weyl function and two different eigenvalues sets are proved.

  4. A Universal Quantum Circuit Scheme For Finding Complex Eigenvalues

    OpenAIRE

    Daskin, Anmer; Grama, Ananth; Kais, Sabre

    2013-01-01

    We present a general quantum circuit design for finding eigenvalues of non-unitary matrices on quantum computers using the iterative phase estimation algorithm. In particular, we show how the method can be used for the simulation of resonance states for quantum systems.

  5. Eigenvalue estimates for submanifolds with bounded f-mean curvature

    Indian Academy of Sciences (India)

    GUANGYUE HUANG

    1College of Mathematics and Information Science, Henan Normal University,. Xinxiang 453007 ... submanifolds in a hyperbolic space with the norm of their mean curvature vector bounded above by a constant. ..... [2] Batista M, Cavalcante M P and Pyo J, Some isoperimetric inequalities and eigenvalue estimates in ...

  6. Hardy inequality, compact embeddings and properties of certain eigenvalue problems

    Czech Academy of Sciences Publication Activity Database

    Drábek, P.; Kufner, Alois

    2017-01-01

    Roč. 49, č. 1 (2017), s. 5-17 ISSN 0049-4704 Institutional support: RVO:67985840 Keywords : BD-property * compact embeddings * degenerate and singular eigenvalue problem Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics https://www.openstarts.units.it/handle/10077/16201

  7. Escape rate from strange sets as an eigenvalue

    International Nuclear Information System (INIS)

    Tel, T.

    1986-06-01

    A new method is applied for calculating the escape rate from chaotic repellers or semi-attractors, based on the eigenvalue problem of the master equation of discrete dynamical systems. The corresponding eigenfunction is found to be smooth along unstable directions and to be, in general, a fractal measure. Examples of one and two dimensional maps are investigated. (author)

  8. First-order optical systems with unimodular eigenvalues

    NARCIS (Netherlands)

    Bastiaans, M.J.; Alieva, T.

    2006-01-01

    It is shown that a lossless first-order optical system whose real symplectic ray transformation matrix can be diagonalized and has only unimodular eigenvalues, is similar to a separable fractional Fourier transformer in the sense that the ray transformation matrices of the unimodular system and the

  9. Eigenvalue estimates of positive integral operators with analytic ...

    Indian Academy of Sciences (India)

    Eigenvalue estimates of positive integral operators. 337 will be used to denote, respectively, the complex line integral of f along γ and the integral of f with respect to arc-length measure. In the first case we assume γ has an orientation. The notation Lp(γ ) will denote the Lp space of normalized arc length measure on γ with.

  10. New algorithms for the symmetric tridiagonal eigenvalue computation

    Energy Technology Data Exchange (ETDEWEB)

    Pan, V. [City Univ. of New York, Bronx, NY (United States)]|[International Computer Sciences Institute, Berkeley, CA (United States)

    1994-12-31

    The author presents new algorithms that accelerate the bisection method for the symmetric eigenvalue problem. The algorithms rely on some new techniques, which include acceleration of Newton`s iteration and can also be further applied to acceleration of some other iterative processes, in particular, of iterative algorithms for approximating polynomial zeros.

  11. Parameter uncertainty effects on variance-based sensitivity analysis

    International Nuclear Information System (INIS)

    Yu, W.; Harris, T.J.

    2009-01-01

    In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used

  12. Understanding dynamics using sensitivity analysis: caveat and solution

    Science.gov (United States)

    2011-01-01

    Background Parametric sensitivity analysis (PSA) has become one of the most commonly used tools in computational systems biology, in which the sensitivity coefficients are used to study the parametric dependence of biological models. As many of these models describe dynamical behaviour of biological systems, the PSA has subsequently been used to elucidate important cellular processes that regulate this dynamics. However, in this paper, we show that the PSA coefficients are not suitable in inferring the mechanisms by which dynamical behaviour arises and in fact it can even lead to incorrect conclusions. Results A careful interpretation of parametric perturbations used in the PSA is presented here to explain the issue of using this analysis in inferring dynamics. In short, the PSA coefficients quantify the integrated change in the system behaviour due to persistent parametric perturbations, and thus the dynamical information of when a parameter perturbation matters is lost. To get around this issue, we present a new sensitivity analysis based on impulse perturbations on system parameters, which is named impulse parametric sensitivity analysis (iPSA). The inability of PSA and the efficacy of iPSA in revealing mechanistic information of a dynamical system are illustrated using two examples involving switch activation. Conclusions The interpretation of the PSA coefficients of dynamical systems should take into account the persistent nature of parametric perturbations involved in the derivation of this analysis. The application of PSA to identify the controlling mechanism of dynamical behaviour can be misleading. By using impulse perturbations, introduced at different times, the iPSA provides the necessary information to understand how dynamics is achieved, i.e. which parameters are essential and when they become important. PMID:21406095

  13. Sensitivity Analysis of Deviation Source for Fast Assembly Precision Optimization

    Directory of Open Access Journals (Sweden)

    Jianjun Tang

    2014-01-01

    Full Text Available Assembly precision optimization of complex product has a huge benefit in improving the quality of our products. Due to the impact of a variety of deviation source coupling phenomena, the goal of assembly precision optimization is difficult to be confirmed accurately. In order to achieve optimization of assembly precision accurately and rapidly, sensitivity analysis of deviation source is proposed. First, deviation source sensitivity is defined as the ratio of assembly dimension variation and deviation source dimension variation. Second, according to assembly constraint relations, assembly sequences and locating, deviation transmission paths are established by locating the joints between the adjacent parts, and establishing each part’s datum reference frame. Third, assembly multidimensional vector loops are created using deviation transmission paths, and the corresponding scalar equations of each dimension are established. Then, assembly deviation source sensitivity is calculated by using a first-order Taylor expansion and matrix transformation method. Finally, taking assembly precision optimization of wing flap rocker as an example, the effectiveness and efficiency of the deviation source sensitivity analysis method are verified.

  14. Sensitivity analysis for improving nanomechanical photonic transducers biosensors

    International Nuclear Information System (INIS)

    Fariña, D; Álvarez, M; Márquez, S; Lechuga, L M; Dominguez, C

    2015-01-01

    The achievement of high sensitivity and highly integrated transducers is one of the main challenges in the development of high-throughput biosensors. The aim of this study is to improve the final sensitivity of an opto-mechanical device to be used as a reliable biosensor. We report the analysis of the mechanical and optical properties of optical waveguide microcantilever transducers, and their dependency on device design and dimensions. The selected layout (geometry) based on two butt-coupled misaligned waveguides displays better sensitivities than an aligned one. With this configuration, we find that an optimal microcantilever thickness range between 150 nm and 400 nm would increase both microcantilever bending during the biorecognition process and increase optical sensitivity to 4.8   ×   10 −2  nm −1 , an order of magnitude higher than other similar opto-mechanical devices. Moreover, the analysis shows that a single mode behaviour of the propagating radiation is required to avoid modal interference that could misinterpret the readout signal. (paper)

  15. Sensitivity and uncertainty analysis for UO2 and MOX fueled PWR cells

    International Nuclear Information System (INIS)

    Foad, Basma; Takeda, Toshikazu

    2015-01-01

    Highlights: • A method for calculating sensitivity coefficients has been improved. • The IR approximation was used in order to get accurate results. • Sensitivities and uncertainties are calculated using the improved method. • The method is applied for UO 2 and MOX fueled PWR cells. • The verification was performed by comparing our results with MCNP6 and TSUNAMI-1D. - Abstract: This paper discusses the improvement of a method for calculating sensitivity coefficients of neutronics parameters relative to infinite dilution cross-sections because the conventional method neglects resonance self-shielding effect. In this study, the self-shielding effect is taken into account by using the intermediate resonance approximation in order to get accurate results in both high and low energy groups. The improved method is applied to calculate sensitivity coefficients and uncertainties of eigenvalue responses for UO 2 and MOX (ThO 2 –UO 2 and PuO 2 –UO 2 ) fueled pressurized water reactor cells. The verification of the improved method was performed by comparing the sensitivities with MCNP6 and TSUNAMI-1D. For uncertainty, calculation comparisons were done with TSUNAMI-1D, and we demonstrate that the differences are caused by the use of different covariance matrices

  16. SENSIT: a cross-section and design sensitivity and uncertainty analysis code. [In FORTRAN for CDC-7600, IBM 360

    Energy Technology Data Exchange (ETDEWEB)

    Gerstl, S.A.W.

    1980-01-01

    SENSIT computes the sensitivity and uncertainty of a calculated integral response (such as a dose rate) due to input cross sections and their uncertainties. Sensitivity profiles are computed for neutron and gamma-ray reaction cross sections of standard multigroup cross section sets and for secondary energy distributions (SEDs) of multigroup scattering matrices. In the design sensitivity mode, SENSIT computes changes in an integral response due to design changes and gives the appropriate sensitivity coefficients. Cross section uncertainty analyses are performed for three types of input data uncertainties: cross-section covariance matrices for pairs of multigroup reaction cross sections, spectral shape uncertainty parameters for secondary energy distributions (integral SED uncertainties), and covariance matrices for energy-dependent response functions. For all three types of data uncertainties SENSIT computes the resulting variance and estimated standard deviation in an integral response of interest, on the basis of generalized perturbation theory. SENSIT attempts to be more comprehensive than earlier sensitivity analysis codes, such as SWANLAKE.

  17. Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Qiqi, E-mail: qiqi@mit.edu; Hu, Rui, E-mail: hurui@mit.edu; Blonigan, Patrick, E-mail: blonigan@mit.edu

    2014-06-15

    The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned “least squares shadowing (LSS) problem”. The LSS problem is then linearized in our sensitivity analysis algorithm, which computes a derivative that converges to the derivative of the infinitely long time average. We demonstrate our algorithm in several dynamical systems exhibiting both periodic and chaotic oscillations.

  18. Therapeutic Implications from Sensitivity Analysis of Tumor Angiogenesis Models

    Science.gov (United States)

    Poleszczuk, Jan; Hahnfeldt, Philip; Enderling, Heiko

    2015-01-01

    Anti-angiogenic cancer treatments induce tumor starvation and regression by targeting the tumor vasculature that delivers oxygen and nutrients. Mathematical models prove valuable tools to study the proof-of-concept, efficacy and underlying mechanisms of such treatment approaches. The effects of parameter value uncertainties for two models of tumor development under angiogenic signaling and anti-angiogenic treatment are studied. Data fitting is performed to compare predictions of both models and to obtain nominal parameter values for sensitivity analysis. Sensitivity analysis reveals that the success of different cancer treatments depends on tumor size and tumor intrinsic parameters. In particular, we show that tumors with ample vascular support can be successfully targeted with conventional cytotoxic treatments. On the other hand, tumors with curtailed vascular support are not limited by their growth rate and therefore interruption of neovascularization emerges as the most promising treatment target. PMID:25785600

  19. Global sensitivity analysis of multiscale properties of porous materials

    Science.gov (United States)

    Um, Kimoon; Zhang, Xuan; Katsoulakis, Markos; Plechac, Petr; Tartakovsky, Daniel M.

    2018-02-01

    Ubiquitous uncertainty about pore geometry inevitably undermines the veracity of pore- and multi-scale simulations of transport phenomena in porous media. It raises two fundamental issues: sensitivity of effective material properties to pore-scale parameters and statistical parameterization of Darcy-scale models that accounts for pore-scale uncertainty. Homogenization-based maps of pore-scale parameters onto their Darcy-scale counterparts facilitate both sensitivity analysis (SA) and uncertainty quantification. We treat uncertain geometric characteristics of a hierarchical porous medium as random variables to conduct global SA and to derive probabilistic descriptors of effective diffusion coefficients and effective sorption rate. Our analysis is formulated in terms of solute transport diffusing through a fluid-filled pore space, while sorbing to the solid matrix. Yet it is sufficiently general to be applied to other multiscale porous media phenomena that are amenable to homogenization.

  20. Sensitivity analysis overlaps of friction elements in cartridge seals

    Directory of Open Access Journals (Sweden)

    Žmindák Milan

    2018-01-01

    Full Text Available Cartridge seals are self-contained units consisting of a shaft sleeve, seals, and gland plate. The applications of mechanical seals are numerous. The most common example of application is in bearing production for automobile industry. This paper deals with the sensitivity analysis of overlaps friction elements in cartridge seal and their influence on the friction torque sealing and compressive force. Furthermore, it describes materials for the manufacture of sealings, approaches usually used to solution of hyperelastic materials by FEM and short introduction into the topic wheel bearings. The practical part contains one of the approach for measurement friction torque, which results were used to specifying the methodology and precision of FEM calculation realized by software ANSYS WORKBENCH. This part also contains the sensitivity analysis of overlaps friction elements.

  1. An overview of the design and analysis of simulation experiments for sensitivity analysis

    NARCIS (Netherlands)

    Kleijnen, J.P.C.

    2005-01-01

    Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models. This review surveys 'classic' and 'modern' designs for experiments with simulation models. Classic designs were developed for real, non-simulated systems in agriculture, engineering, etc. These designs

  2. Probabilistic Sensitivities for Fatigue Analysis of Turbine Engine Disks

    OpenAIRE

    Harry R. Millwater; R. Wesley Osborn

    2006-01-01

    A methodology is developed and applied that determines the sensitivities of the probability-of-fracture of a gas turbine disk fatigue analysis with respect to the parameters of the probability distributions describing the random variables. The disk material is subject to initial anomalies, in either low- or high-frequency quantities, such that commonly used materials (titanium, nickel, powder nickel) and common damage mechanisms (inherent defects or su...

  3. Influence analysis to assess sensitivity of the dropout process

    OpenAIRE

    Molenberghs, Geert; Verbeke, Geert; Thijs, Herbert; Lesaffre, Emmanuel; Kenward, Michael

    2001-01-01

    Diggle and Kenward (Appl. Statist. 43 (1994) 49) proposed a selection model for continuous longitudinal data subject to possible non-random dropout. It has provoked a large debate about the role for such models. The original enthusiasm was followed by skepticism about the strong but untestable assumption upon which this type of models invariably rests. Since then, the view has emerged that these models should ideally be made part of a sensitivity analysis. One of their examples is a set of da...

  4. Synthesis, Characterization, and Sensitivity Analysis of Urea Nitrate (UN)

    Science.gov (United States)

    2015-04-01

    determined. From the results of the study, UN is safe to store under normal operating conditions. 15. SUBJECT TERMS urea, nitrate , sensitivity, thermal ...HNO3). Due to its simple composition, ease of manufacture, and higher detonation parameters than ammonium nitrate , it has become one of the...an H50 value of 10.054 ± 0.620 inches. 5. Conclusions From the results of the thermal analysis study, it can be concluded that urea nitrate is

  5. Applications of the TSUNAMI sensitivity and uncertainty analysis methodology

    International Nuclear Information System (INIS)

    Rearden, Bradley T.; Hopper, Calvin M.; Elam, Karla R.; Goluoglu, Sedat; Parks, Cecil V.

    2003-01-01

    The TSUNAMI sensitivity and uncertainty analysis tools under development for the SCALE code system have recently been applied in four criticality safety studies. TSUNAMI is used to identify applicable benchmark experiments for criticality code validation, assist in the design of new critical experiments for a particular need, reevaluate previously computed computational biases, and assess the validation coverage and propose a penalty for noncoverage for a specific application. (author)

  6. Sensitivity Analysis of Launch Vehicle Debris Risk Model

    Science.gov (United States)

    Gee, Ken; Lawrence, Scott L.

    2010-01-01

    As part of an analysis of the loss of crew risk associated with an ascent abort system for a manned launch vehicle, a model was developed to predict the impact risk of the debris resulting from an explosion of the launch vehicle on the crew module. The model consisted of a debris catalog describing the number, size and imparted velocity of each piece of debris, a method to compute the trajectories of the debris and a method to calculate the impact risk given the abort trajectory of the crew module. The model provided a point estimate of the strike probability as a function of the debris catalog, the time of abort and the delay time between the abort and destruction of the launch vehicle. A study was conducted to determine the sensitivity of the strike probability to the various model input parameters and to develop a response surface model for use in the sensitivity analysis of the overall ascent abort risk model. The results of the sensitivity analysis and the response surface model are presented in this paper.

  7. Global sensitivity analysis using a Gaussian Radial Basis Function metamodel

    International Nuclear Information System (INIS)

    Wu, Zeping; Wang, Donghui; Okolo N, Patrick; Hu, Fan; Zhang, Weihua

    2016-01-01

    Sensitivity analysis plays an important role in exploring the actual impact of adjustable parameters on response variables. Amongst the wide range of documented studies on sensitivity measures and analysis, Sobol' indices have received greater portion of attention due to the fact that they can provide accurate information for most models. In this paper, a novel analytical expression to compute the Sobol' indices is derived by introducing a method which uses the Gaussian Radial Basis Function to build metamodels of computationally expensive computer codes. Performance of the proposed method is validated against various analytical functions and also a structural simulation scenario. Results demonstrate that the proposed method is an efficient approach, requiring a computational cost of one to two orders of magnitude less when compared to the traditional Quasi Monte Carlo-based evaluation of Sobol' indices. - Highlights: • RBF based sensitivity analysis method is proposed. • Sobol' decomposition of Gaussian RBF metamodel is obtained. • Sobol' indices of Gaussian RBF metamodel are derived based on the decomposition. • The efficiency of proposed method is validated by some numerical examples.

  8. Systemization of burnup sensitivity analysis code (2) (Contract research)

    International Nuclear Information System (INIS)

    Tatsumi, Masahiro; Hyoudou, Hideaki

    2008-08-01

    Towards the practical use of fast reactors, it is a very important subject to improve prediction accuracy for neutronic properties in LMFBR cores from the viewpoint of improvements on plant economic efficiency with rationally high performance cores and that on reliability and safety margins. A distinct improvement on accuracy in nuclear core design has been accomplished by the development of adjusted nuclear library using the cross-section adjustment method, in which the results of critical experiments of JUPITER and so on are reflected. In the design of large LMFBR cores, however, it is important to accurately estimate not only neutronic characteristics, for example, reaction rate distribution and control rod worth but also burnup characteristics, for example, burnup reactivity loss, breeding ratio and so on. For this purpose, it is desired to improve prediction accuracy of burnup characteristics using the data widely obtained in actual core such as the experimental fast reactor 'JOYO'. The analysis of burnup characteristic is needed to effectively use burnup characteristics data in the actual cores based on the cross-section adjustment method. So far, a burnup sensitivity analysis code, SAGEP-BURN, has been developed and confirmed its effectiveness. However, there is a problem that analysis sequence become inefficient because of a big burden to users due to complexity of the theory of burnup sensitivity and limitation of the system. It is also desired to rearrange the system for future revision since it is becoming difficult to implement new functions in the existing large system. It is not sufficient to unify each computational component for the following reasons: the computational sequence may be changed for each item being analyzed or for purpose such as interpretation of physical meaning. Therefore, it is needed to systemize the current code for burnup sensitivity analysis with component blocks of functionality that can be divided or constructed on occasion

  9. Sensitivity analysis in multiple imputation in effectiveness studies of psychotherapy.

    Science.gov (United States)

    Crameri, Aureliano; von Wyl, Agnes; Koemeda, Margit; Schulthess, Peter; Tschuschke, Volker

    2015-01-01

    The importance of preventing and treating incomplete data in effectiveness studies is nowadays emphasized. However, most of the publications focus on randomized clinical trials (RCT). One flexible technique for statistical inference with missing data is multiple imputation (MI). Since methods such as MI rely on the assumption of missing data being at random (MAR), a sensitivity analysis for testing the robustness against departures from this assumption is required. In this paper we present a sensitivity analysis technique based on posterior predictive checking, which takes into consideration the concept of clinical significance used in the evaluation of intra-individual changes. We demonstrate the possibilities this technique can offer with the example of irregular longitudinal data collected with the Outcome Questionnaire-45 (OQ-45) and the Helping Alliance Questionnaire (HAQ) in a sample of 260 outpatients. The sensitivity analysis can be used to (1) quantify the degree of bias introduced by missing not at random data (MNAR) in a worst reasonable case scenario, (2) compare the performance of different analysis methods for dealing with missing data, or (3) detect the influence of possible violations to the model assumptions (e.g., lack of normality). Moreover, our analysis showed that ratings from the patient's and therapist's version of the HAQ could significantly improve the predictive value of the routine outcome monitoring based on the OQ-45. Since analysis dropouts always occur, repeated measurements with the OQ-45 and the HAQ analyzed with MI are useful to improve the accuracy of outcome estimates in quality assurance assessments and non-randomized effectiveness studies in the field of outpatient psychotherapy.

  10. B1 -sensitivity analysis of quantitative magnetization transfer imaging.

    Science.gov (United States)

    Boudreau, Mathieu; Stikov, Nikola; Pike, G Bruce

    2018-01-01

    To evaluate the sensitivity of quantitative magnetization transfer (qMT) fitted parameters to B 1 inaccuracies, focusing on the difference between two categories of T 1 mapping techniques: B 1 -independent and B 1 -dependent. The B 1 -sensitivity of qMT was investigated and compared using two T 1 measurement methods: inversion recovery (IR) (B 1 -independent) and variable flip angle (VFA), B 1 -dependent). The study was separated into four stages: 1) numerical simulations, 2) sensitivity analysis of the Z-spectra, 3) healthy subjects at 3T, and 4) comparison using three different B 1 imaging techniques. For typical B 1 variations in the brain at 3T (±30%), the simulations resulted in errors of the pool-size ratio (F) ranging from -3% to 7% for VFA, and -40% to > 100% for IR, agreeing with the Z-spectra sensitivity analysis. In healthy subjects, pooled whole-brain Pearson correlation coefficients for F (comparing measured double angle and nominal flip angle B 1 maps) were ρ = 0.97/0.81 for VFA/IR. This work describes the B 1 -sensitivity characteristics of qMT, demonstrating that it varies substantially on the B 1 -dependency of the T 1 mapping method. Particularly, the pool-size ratio is more robust against B 1 inaccuracies if VFA T 1 mapping is used, so much so that B 1 mapping could be omitted without substantially biasing F. Magn Reson Med 79:276-285, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

  11. Probability and sensitivity analysis of machine foundation and soil interaction

    Directory of Open Access Journals (Sweden)

    Králik J., jr.

    2009-06-01

    Full Text Available This paper deals with the possibility of the sensitivity and probabilistic analysis of the reliability of the machine foundation depending on variability of the soil stiffness, structure geometry and compressor operation. The requirements to design of the foundation under rotating machines increased due to development of calculation method and computer tools. During the structural design process, an engineer has to consider problems of the soil-foundation and foundation-machine interaction from the safety, reliability and durability of structure point of view. The advantages and disadvantages of the deterministic and probabilistic analysis of the machine foundation resistance are discussed. The sensitivity of the machine foundation to the uncertainties of the soil properties due to longtime rotating movement of machine is not negligible for design engineers. On the example of compressor foundation and turbine fy. SIEMENS AG the affectivity of the probabilistic design methodology was presented. The Latin Hypercube Sampling (LHS simulation method for the analysis of the compressor foundation reliability was used on program ANSYS. The 200 simulations for five load cases were calculated in the real time on PC. The probabilistic analysis gives us more complex information about the soil-foundation-machine interaction as the deterministic analysis.

  12. Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion

    International Nuclear Information System (INIS)

    Garcia-Cabrejo, Oscar; Valocchi, Albert

    2014-01-01

    Many mathematical and computational models used in engineering produce multivariate output that shows some degree of correlation. However, conventional approaches to Global Sensitivity Analysis (GSA) assume that the output variable is scalar. These approaches are applied on each output variable leading to a large number of sensitivity indices that shows a high degree of redundancy making the interpretation of the results difficult. Two approaches have been proposed for GSA in the case of multivariate output: output decomposition approach [9] and covariance decomposition approach [14] but they are computationally intensive for most practical problems. In this paper, Polynomial Chaos Expansion (PCE) is used for an efficient GSA with multivariate output. The results indicate that PCE allows efficient estimation of the covariance matrix and GSA on the coefficients in the approach defined by Campbell et al. [9], and the development of analytical expressions for the multivariate sensitivity indices defined by Gamboa et al. [14]. - Highlights: • PCE increases computational efficiency in 2 approaches of GSA of multivariate output. • Efficient estimation of covariance matrix of output from coefficients of PCE. • Efficient GSA on coefficients of orthogonal decomposition of the output using PCE. • Analytical expressions of multivariate sensitivity indices from coefficients of PCE

  13. Parametric Sensitivity Analysis of the WAVEWATCH III Model

    Directory of Open Access Journals (Sweden)

    Beng-Chun Lee

    2009-01-01

    Full Text Available The parameters in numerical wave models need to be calibrated be fore a model can be applied to a specific region. In this study, we selected the 8 most important parameters from the source term of the WAVEWATCH III model and subjected them to sensitivity analysis to evaluate the sensitivity of the WAVEWATCH III model to the selected parameters to determine how many of these parameters should be considered for further discussion, and to justify the significance priority of each parameter. After ranking each parameter by sensitivity and assessing their cumulative impact, we adopted the ARS method to search for the optimal values of those parameters to which the WAVEWATCH III model is most sensitive by comparing modeling results with ob served data at two data buoys off the coast of north eastern Taiwan; the goal being to find optimal parameter values for improved modeling of wave development. The procedure adopting optimal parameters in wave simulations did improve the accuracy of the WAVEWATCH III model in comparison to default runs based on field observations at two buoys.

  14. ADGEN: a system for automated sensitivity analysis of predictive models

    International Nuclear Information System (INIS)

    Pin, F.G.; Horwedel, J.E.; Oblow, E.M.; Lucius, J.L.

    1987-01-01

    A system that can automatically enhance computer codes with a sensitivity calculation capability is presented. With this new system, named ADGEN, rapid and cost-effective calculation of sensitivities can be performed in any FORTRAN code for all input data or parameters. The resulting sensitivities can be used in performance assessment studies related to licensing or interactions with the public to systematically and quantitatively prove the relative importance of each of the system parameters in calculating the final performance results. A general procedure calling for the systematic use of sensitivities in assessment studies is presented. The procedure can be used in modeling and model validation studies to avoid over modeling, in site characterization planning to avoid over collection of data, and in performance assessments to determine the uncertainties on the final calculated results. The added capability to formally perform the inverse problem, i.e., to determine the input data or parameters on which to focus to determine the input data or parameters on which to focus additional research or analysis effort in order to improve the uncertainty of the final results, is also discussed. 7 references, 2 figures

  15. ADGEN: a system for automated sensitivity analysis of predictive models

    International Nuclear Information System (INIS)

    Pin, F.G.; Horwedel, J.E.; Oblow, E.M.; Lucius, J.L.

    1986-09-01

    A system that can automatically enhance computer codes with a sensitivity calculation capability is presented. With this new system, named ADGEN, rapid and cost-effective calculation of sensitivities can be performed in any FORTRAN code for all input data or parameters. The resulting sensitivities can be used in performance assessment studies related to licensing or interactions with the public to systematically and quantitatively prove the relative importance of each of the system parameters in calculating the final performance results. A general procedure calling for the systematic use of sensitivities in assessment studies is presented. The procedure can be used in modelling and model validation studies to avoid ''over modelling,'' in site characterization planning to avoid ''over collection of data,'' and in performance assessment to determine the uncertainties on the final calculated results. The added capability to formally perform the inverse problem, i.e., to determine the input data or parameters on which to focus additional research or analysis effort in order to improve the uncertainty of the final results, is also discussed

  16. Sensitivity analysis: Interaction of DOE SNF and packaging materials

    International Nuclear Information System (INIS)

    Anderson, P.A.; Kirkham, R.J.; Shaber, E.L.

    1999-01-01

    A sensitivity analysis was conducted to evaluate the technical issues pertaining to possible destructive interactions between spent nuclear fuels (SNFs) and the stainless steel canisters. When issues are identified through such an analysis, they provide the technical basis for answering what if questions and, if needed, for conducting additional analyses, testing, or other efforts to resolve them in order to base the licensing on solid technical grounds. The analysis reported herein systematically assessed the chemical and physical properties and the potential interactions of the materials that comprise typical US Department of Energy (DOE) SNFs and the stainless steel canisters in which they will be stored, transported, and placed in a geologic repository for final disposition. The primary focus in each step of the analysis was to identify any possible phenomena that could potentially compromise the structural integrity of the canisters and to assess their thermodynamic feasibility

  17. Linear regression and sensitivity analysis in nuclear reactor design

    International Nuclear Information System (INIS)

    Kumar, Akansha; Tsvetkov, Pavel V.; McClarren, Ryan G.

    2015-01-01

    Highlights: • Presented a benchmark for the applicability of linear regression to complex systems. • Applied linear regression to a nuclear reactor power system. • Performed neutronics, thermal–hydraulics, and energy conversion using Brayton’s cycle for the design of a GCFBR. • Performed detailed sensitivity analysis to a set of parameters in a nuclear reactor power system. • Modeled and developed reactor design using MCNP, regression using R, and thermal–hydraulics in Java. - Abstract: The paper presents a general strategy applicable for sensitivity analysis (SA), and uncertainity quantification analysis (UA) of parameters related to a nuclear reactor design. This work also validates the use of linear regression (LR) for predictive analysis in a nuclear reactor design. The analysis helps to determine the parameters on which a LR model can be fit for predictive analysis. For those parameters, a regression surface is created based on trial data and predictions are made using this surface. A general strategy of SA to determine and identify the influential parameters those affect the operation of the reactor is mentioned. Identification of design parameters and validation of linearity assumption for the application of LR of reactor design based on a set of tests is performed. The testing methods used to determine the behavior of the parameters can be used as a general strategy for UA, and SA of nuclear reactor models, and thermal hydraulics calculations. A design of a gas cooled fast breeder reactor (GCFBR), with thermal–hydraulics, and energy transfer has been used for the demonstration of this method. MCNP6 is used to simulate the GCFBR design, and perform the necessary criticality calculations. Java is used to build and run input samples, and to extract data from the output files of MCNP6, and R is used to perform regression analysis and other multivariate variance, and analysis of the collinearity of data

  18. Mixed kernel function support vector regression for global sensitivity analysis

    Science.gov (United States)

    Cheng, Kai; Lu, Zhenzhou; Wei, Yuhao; Shi, Yan; Zhou, Yicheng

    2017-11-01

    Global sensitivity analysis (GSA) plays an important role in exploring the respective effects of input variables on an assigned output response. Amongst the wide sensitivity analyses in literature, the Sobol indices have attracted much attention since they can provide accurate information for most models. In this paper, a mixed kernel function (MKF) based support vector regression (SVR) model is employed to evaluate the Sobol indices at low computational cost. By the proposed derivation, the estimation of the Sobol indices can be obtained by post-processing the coefficients of the SVR meta-model. The MKF is constituted by the orthogonal polynomials kernel function and Gaussian radial basis kernel function, thus the MKF possesses both the global characteristic advantage of the polynomials kernel function and the local characteristic advantage of the Gaussian radial basis kernel function. The proposed approach is suitable for high-dimensional and non-linear problems. Performance of the proposed approach is validated by various analytical functions and compared with the popular polynomial chaos expansion (PCE). Results demonstrate that the proposed approach is an efficient method for global sensitivity analysis.

  19. Optimizing human activity patterns using global sensitivity analysis.

    Science.gov (United States)

    Fairchild, Geoffrey; Hickmann, Kyle S; Mniszewski, Susan M; Del Valle, Sara Y; Hyman, James M

    2014-12-01

    Implementing realistic activity patterns for a population is crucial for modeling, for example, disease spread, supply and demand, and disaster response. Using the dynamic activity simulation engine, DASim, we generate schedules for a population that capture regular (e.g., working, eating, and sleeping) and irregular activities (e.g., shopping or going to the doctor). We use the sample entropy (SampEn) statistic to quantify a schedule's regularity for a population. We show how to tune an activity's regularity by adjusting SampEn, thereby making it possible to realistically design activities when creating a schedule. The tuning process sets up a computationally intractable high-dimensional optimization problem. To reduce the computational demand, we use Bayesian Gaussian process regression to compute global sensitivity indices and identify the parameters that have the greatest effect on the variance of SampEn. We use the harmony search (HS) global optimization algorithm to locate global optima. Our results show that HS combined with global sensitivity analysis can efficiently tune the SampEn statistic with few search iterations. We demonstrate how global sensitivity analysis can guide statistical emulation and global optimization algorithms to efficiently tune activities and generate realistic activity patterns. Though our tuning methods are applied to dynamic activity schedule generation, they are general and represent a significant step in the direction of automated tuning and optimization of high-dimensional computer simulations.

  20. Sensitivity analysis practices: Strategies for model-based inference

    International Nuclear Information System (INIS)

    Saltelli, Andrea; Ratto, Marco; Tarantola, Stefano; Campolongo, Francesca

    2006-01-01

    Fourteen years after Science's review of sensitivity analysis (SA) methods in 1989 (System analysis at molecular scale, by H. Rabitz) we search Science Online to identify and then review all recent articles having 'sensitivity analysis' as a keyword. In spite of the considerable developments which have taken place in this discipline, of the good practices which have emerged, and of existing guidelines for SA issued on both sides of the Atlantic, we could not find in our review other than very primitive SA tools, based on 'one-factor-at-a-time' (OAT) approaches. In the context of model corroboration or falsification, we demonstrate that this use of OAT methods is illicit and unjustified, unless the model under analysis is proved to be linear. We show that available good practices, such as variance based measures and others, are able to overcome OAT shortcomings and easy to implement. These methods also allow the concept of factors importance to be defined rigorously, thus making the factors importance ranking univocal. We analyse the requirements of SA in the context of modelling, and present best available practices on the basis of an elementary model. We also point the reader to available recipes for a rigorous SA

  1. Sensitivity analysis practices: Strategies for model-based inference

    Energy Technology Data Exchange (ETDEWEB)

    Saltelli, Andrea [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (Vatican City State, Holy See,) (Italy)]. E-mail: andrea.saltelli@jrc.it; Ratto, Marco [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (VA) (Italy); Tarantola, Stefano [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (VA) (Italy); Campolongo, Francesca [Institute for the Protection and Security of the Citizen (IPSC), European Commission, Joint Research Centre, TP 361, 21020 Ispra (VA) (Italy)

    2006-10-15

    Fourteen years after Science's review of sensitivity analysis (SA) methods in 1989 (System analysis at molecular scale, by H. Rabitz) we search Science Online to identify and then review all recent articles having 'sensitivity analysis' as a keyword. In spite of the considerable developments which have taken place in this discipline, of the good practices which have emerged, and of existing guidelines for SA issued on both sides of the Atlantic, we could not find in our review other than very primitive SA tools, based on 'one-factor-at-a-time' (OAT) approaches. In the context of model corroboration or falsification, we demonstrate that this use of OAT methods is illicit and unjustified, unless the model under analysis is proved to be linear. We show that available good practices, such as variance based measures and others, are able to overcome OAT shortcomings and easy to implement. These methods also allow the concept of factors importance to be defined rigorously, thus making the factors importance ranking univocal. We analyse the requirements of SA in the context of modelling, and present best available practices on the basis of an elementary model. We also point the reader to available recipes for a rigorous SA.

  2. Regional and parametric sensitivity analysis of Sobol' indices

    International Nuclear Information System (INIS)

    Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen

    2015-01-01

    Nowadays, utilizing the Monte Carlo estimators for variance-based sensitivity analysis has gained sufficient popularity in many research fields. These estimators are usually based on n+2 sample matrices well designed for computing both the main and total effect indices, where n is the input dimension. The aim of this paper is to use such n+2 sample matrices to investigate how the main and total effect indices change when the uncertainty of the model inputs are reduced. For this purpose, the regional main and total effect functions are defined for measuring the changes on the main and total effect indices when the distribution range of one input is reduced, and the parametric main and total effect functions are introduced to quantify the residual main and total effect indices due to the reduced variance of one input. Monte Carlo estimators are derived for all the developed sensitivity concepts based on the n+2 samples matrices originally used for computing the main and total effect indices, thus no extra computational cost is introduced. The Ishigami function, a nonlinear model and a planar ten-bar structure are utilized for illustrating the developed sensitivity concepts, and for demonstrating the efficiency and accuracy of the derived Monte Carlo estimators. - Highlights: • The regional main and total effect functions are developed. • The parametric main and total effect functions are introduced. • The proposed sensitivity functions are all generalizations of Sobol' indices. • The Monte Carlo estimators are derived for the four sensitivity functions. • The computational cost of the estimators is the same as that of Sobol' indices

  3. A sensitivity analysis of regional and small watershed hydrologic models

    Science.gov (United States)

    Ambaruch, R.; Salomonson, V. V.; Simmons, J. W.

    1975-01-01

    Continuous simulation models of the hydrologic behavior of watersheds are important tools in several practical applications such as hydroelectric power planning, navigation, and flood control. Several recent studies have addressed the feasibility of using remote earth observations as sources of input data for hydrologic models. The objective of the study reported here was to determine how accurately remotely sensed measurements must be to provide inputs to hydrologic models of watersheds, within the tolerances needed for acceptably accurate synthesis of streamflow by the models. The study objective was achieved by performing a series of sensitivity analyses using continuous simulation models of three watersheds. The sensitivity analysis showed quantitatively how variations in each of 46 model inputs and parameters affect simulation accuracy with respect to five different performance indices.

  4. Stochastic sensitivity analysis and Langevin simulation for neural network learning

    International Nuclear Information System (INIS)

    Koda, Masato

    1997-01-01

    A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

  5. An easily implemented static condensation method for structural sensitivity analysis

    Science.gov (United States)

    Gangadharan, S. N.; Haftka, R. T.; Nikolaidis, E.

    1990-01-01

    A black-box approach to static condensation for sensitivity analysis is presented with illustrative examples of a cube and a car structure. The sensitivity of the structural response with respect to joint stiffness parameter is calculated using the direct method, forward-difference, and central-difference schemes. The efficiency of the various methods for identifying joint stiffness parameters from measured static deflections of these structures is compared. The results indicate that the use of static condensation can reduce computation times significantly and the black-box approach is only slightly less efficient than the standard implementation of static condensation. The ease of implementation of the black-box approach recommends it for use with general-purpose finite element codes that do not have a built-in facility for static condensation.

  6. The universal eigenvalue bounds of Payne–Pólya–Weinberger, Hile ...

    Indian Academy of Sciences (India)

    R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22

    following universal inequalities for the λi's in the case when n = 2: λk+1 − λk ≤. 2 .... with V ≥ 0 on and eigenvalue problems with a weight (e.g., the fixed ...... [29] Protter M H, Universal inequalities for eigenvalues, Maximum Principles and Eigenvalue. Problems in ... minimal submanifolds, Ann. Scuola Norm. Sup. Pisa Cl.

  7. Nuclear data sensitivity/uncertainty analysis for XT-ADS

    International Nuclear Information System (INIS)

    Sugawara, Takanori; Sarotto, Massimo; Stankovskiy, Alexey; Van den Eynde, Gert

    2011-01-01

    Highlights: → The sensitivity and uncertainty analyses were performed to comprehend the reliability of the XT-ADS neutronic design. → The uncertainties deduced from the covariance data for the XT-ADS criticality were 0.94%, 1.9% and 1.1% by the SCALE 44-group, TENDL-2009 and JENDL-3.3 data, respectively. → When the target accuracy of 0.3%Δk for the criticality was considered, the uncertainties did not satisfy it. → To achieve this accuracy, the uncertainties should be improved by experiments under an adequate condition. - Abstract: The XT-ADS, an accelerator-driven system for an experimental demonstration, has been investigated in the framework of IP EUROTRANS FP6 project. In this study, the sensitivity and uncertainty analyses were performed to comprehend the reliability of the XT-ADS neutronic design. For the sensitivity analysis, it was found that the sensitivity coefficients were significantly different by changing the geometry models and calculation codes. For the uncertainty analysis, it was confirmed that the uncertainties deduced from the covariance data varied significantly by changing them. The uncertainties deduced from the covariance data for the XT-ADS criticality were 0.94%, 1.9% and 1.1% by the SCALE 44-group, TENDL-2009 and JENDL-3.3 data, respectively. When the target accuracy of 0.3%Δk for the criticality was considered, the uncertainties did not satisfy it. To achieve this accuracy, the uncertainties should be improved by experiments under an adequate condition.

  8. Uncertainty and sensitivity analysis of the nuclear fuel thermal behavior

    Energy Technology Data Exchange (ETDEWEB)

    Boulore, A., E-mail: antoine.boulore@cea.fr [Commissariat a l' Energie Atomique (CEA), DEN, Fuel Research Department, 13108 Saint-Paul-lez-Durance (France); Struzik, C. [Commissariat a l' Energie Atomique (CEA), DEN, Fuel Research Department, 13108 Saint-Paul-lez-Durance (France); Gaudier, F. [Commissariat a l' Energie Atomique (CEA), DEN, Systems and Structure Modeling Department, 91191 Gif-sur-Yvette (France)

    2012-12-15

    Highlights: Black-Right-Pointing-Pointer A complete quantitative method for uncertainty propagation and sensitivity analysis is applied. Black-Right-Pointing-Pointer The thermal conductivity of UO{sub 2} is modeled as a random variable. Black-Right-Pointing-Pointer The first source of uncertainty is the linear heat rate. Black-Right-Pointing-Pointer The second source of uncertainty is the thermal conductivity of the fuel. - Abstract: In the global framework of nuclear fuel behavior simulation, the response of the models describing the physical phenomena occurring during the irradiation in reactor is mainly conditioned by the confidence in the calculated temperature of the fuel. Amongst all parameters influencing the temperature calculation in our fuel rod simulation code (METEOR V2), several sources of uncertainty have been identified as being the most sensitive: thermal conductivity of UO{sub 2}, radial distribution of power in the fuel pellet, local linear heat rate in the fuel rod, geometry of the pellet and thermal transfer in the gap. Expert judgment and inverse methods have been used to model the uncertainty of these parameters using theoretical distributions and correlation matrices. Propagation of these uncertainties in the METEOR V2 code using the URANIE framework and a Monte-Carlo technique has been performed in different experimental irradiations of UO{sub 2} fuel. At every time step of the simulated experiments, we get a temperature statistical distribution which results from the initial distributions of the uncertain parameters. We then can estimate confidence intervals of the calculated temperature. In order to quantify the sensitivity of the calculated temperature to each of the uncertain input parameters and data, we have also performed a sensitivity analysis using the Sobol' indices at first order.

  9. Biases in Monte Carlo eigenvalue calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gelbard, E.M.

    1992-12-01

    The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ``fixed-source`` case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (``replicated``) over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

  10. Biases in Monte Carlo eigenvalue calculations

    Energy Technology Data Exchange (ETDEWEB)

    Gelbard, E.M.

    1992-01-01

    The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated ( replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here.

  11. Biases in Monte Carlo eigenvalue calculations

    International Nuclear Information System (INIS)

    Gelbard, E.M.

    1992-01-01

    The Monte Carlo method has been used for many years to analyze the neutronics of nuclear reactors. In fact, as the power of computers has increased the importance of Monte Carlo in neutronics has also increased, until today this method plays a central role in reactor analysis and design. Monte Carlo is used in neutronics for two somewhat different purposes, i.e., (a) to compute the distribution of neutrons in a given medium when the neutron source-density is specified, and (b) to compute the neutron distribution in a self-sustaining chain reaction, in which case the source is determined as the eigenvector of a certain linear operator. In (b), then, the source is not given, but must be computed. In the first case (the ''fixed-source'' case) the Monte Carlo calculation is unbiased. That is to say that, if the calculation is repeated (''replicated'') over and over, with independent random number sequences for each replica, then averages over all replicas will approach the correct neutron distribution as the number of replicas goes to infinity. Unfortunately, the computation is not unbiased in the second case, which we discuss here

  12. Biosphere dose conversion Factor Importance and Sensitivity Analysis

    International Nuclear Information System (INIS)

    M. Wasiolek

    2004-01-01

    This report presents importance and sensitivity analysis for the environmental radiation model for Yucca Mountain, Nevada (ERMYN). ERMYN is a biosphere model supporting the total system performance assessment (TSPA) for the license application (LA) for the Yucca Mountain repository. This analysis concerns the output of the model, biosphere dose conversion factors (BDCFs) for the groundwater, and the volcanic ash exposure scenarios. It identifies important processes and parameters that influence the BDCF values and distributions, enhances understanding of the relative importance of the physical and environmental processes on the outcome of the biosphere model, includes a detailed pathway analysis for key radionuclides, and evaluates the appropriateness of selected parameter values that are not site-specific or have large uncertainty

  13. Asymptotics of the Eigenvalues of a Self-Adjoint Fourth Order Boundary Value Problem with Four Eigenvalue Parameter Dependent Boundary Conditions

    Directory of Open Access Journals (Sweden)

    Manfred Möller

    2013-01-01

    Full Text Available Considered is a regular fourth order ordinary differential equation which depends quadratically on the eigenvalue parameter λ and which has separable boundary conditions depending linearly on λ. It is shown that the eigenvalues lie in the closed upper half plane or on the imaginary axis and are symmetric with respect to the imaginary axis. The first four terms in the asymptotic expansion of the eigenvalues are provided.

  14. Two new eigenvalue localization sets for tensors and theirs applications

    Directory of Open Access Journals (Sweden)

    Zhao Jianxing

    2017-10-01

    Full Text Available A new eigenvalue localization set for tensors is given and proved to be tighter than those presented by Qi (J. Symbolic Comput., 2005, 40, 1302-1324 and Li et al. (Numer. Linear Algebra Appl., 2014, 21, 39-50. As an application, a weaker checkable sufficient condition for the positive (semi-definiteness of an even-order real symmetric tensor is obtained. Meanwhile, an S-type E-eigenvalue localization set for tensors is given and proved to be tighter than that presented by Wang et al. (Discrete Cont. Dyn.-B, 2017, 22(1, 187-198. As an application, an S-type upper bound for the Z-spectral radius of weakly symmetric nonnegative tensors is obtained. Finally, numerical examples are given to verify the theoretical results.

  15. EISPACK-J: subprogram package for solving eigenvalue problems

    International Nuclear Information System (INIS)

    Fujimura, Toichiro; Tsutsui, Tsuneo

    1979-05-01

    EISPACK-J, a subprogram package for solving eigenvalue problems, has been developed and subprograms with a variety of functions have been prepared. These subprograms can solve standard problems of complex matrices, general problems of real matrices and special problems in which only the required eigenvalues and eigenvectors are calculated. They are compared to existing subprograms, showing their features through benchmark tests. Many test problems, including realistic scale problems, are provided for the benchmark tests. Discussions are made on computer core storage and computing time required for each subprogram, and accuracy of the solution. The results show that the subprograms of EISPACK-J, based on Householder, QR and inverse iteration methods, are the best in computing time and accuracy. (author)

  16. A framework for sensitivity analysis of decision trees.

    Science.gov (United States)

    Kamiński, Bogumił; Jakubczyk, Michał; Szufel, Przemysław

    2018-01-01

    In the paper, we consider sequential decision problems with uncertainty, represented as decision trees. Sensitivity analysis is always a crucial element of decision making and in decision trees it often focuses on probabilities. In the stochastic model considered, the user often has only limited information about the true values of probabilities. We develop a framework for performing sensitivity analysis of optimal strategies accounting for this distributional uncertainty. We design this robust optimization approach in an intuitive and not overly technical way, to make it simple to apply in daily managerial practice. The proposed framework allows for (1) analysis of the stability of the expected-value-maximizing strategy and (2) identification of strategies which are robust with respect to pessimistic/optimistic/mode-favoring perturbations of probabilities. We verify the properties of our approach in two cases: (a) probabilities in a tree are the primitives of the model and can be modified independently; (b) probabilities in a tree reflect some underlying, structural probabilities, and are interrelated. We provide a free software tool implementing the methods described.

  17. Sensitivity Analysis of OECD Benchmark Tests in BISON

    Energy Technology Data Exchange (ETDEWEB)

    Swiler, Laura Painton [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Gamble, Kyle [Idaho National Lab. (INL), Idaho Falls, ID (United States); Schmidt, Rodney C. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Williamson, Richard [Idaho National Lab. (INL), Idaho Falls, ID (United States)

    2015-09-01

    This report summarizes a NEAMS (Nuclear Energy Advanced Modeling and Simulation) project focused on sensitivity analysis of a fuels performance benchmark problem. The benchmark problem was defined by the Uncertainty Analysis in Modeling working group of the Nuclear Science Committee, part of the Nuclear Energy Agency of the Organization for Economic Cooperation and Development (OECD ). The benchmark problem involv ed steady - state behavior of a fuel pin in a Pressurized Water Reactor (PWR). The problem was created in the BISON Fuels Performance code. Dakota was used to generate and analyze 300 samples of 17 input parameters defining core boundary conditions, manuf acturing tolerances , and fuel properties. There were 24 responses of interest, including fuel centerline temperatures at a variety of locations and burnup levels, fission gas released, axial elongation of the fuel pin, etc. Pearson and Spearman correlatio n coefficients and Sobol' variance - based indices were used to perform the sensitivity analysis. This report summarizes the process and presents results from this study.

  18. On Polya's inequality for torsional rigidity and first Dirichlet eigenvalue

    OpenAIRE

    Berg, M. van den; Ferone, V.; Nitsch, C.; Trombetti, C.

    2016-01-01

    Let $\\Omega$ be an open set in Euclidean space with finite Lebesgue measure $|\\Omega|$. We obtain some properties of the set function $F:\\Omega\\mapsto \\R^+$ defined by $$ F(\\Omega)=\\frac{T(\\Omega)\\lambda_1(\\Omega)}{|\\Omega|} ,$$ where $T(\\Omega)$ and $\\lambda_1(\\Omega)$ are the torsional rigidity and the first eigenvalue of the Dirichlet Laplacian respectively. We improve the classical P\\'olya bound $F(\\Omega)\\le 1,$ and show that $$F(\\Omega)\\le 1- \

  19. A method for eigenvalues of sparse lambda-matrices

    International Nuclear Information System (INIS)

    Yang, W.H.

    1982-01-01

    The matrix N(lambda) whose elements are functions of a parameter lambda is called the lambda-matrix. Those values of lambda that make the matrix singular are of great interest in many applied fields. An efficient method for those eigenvalues of a lambda-matrix is presented. A simple explicit convergence criterion is given as well as the algorithm and two numerical examples

  20. Eigenvalue inequalities for the Laplacian with mixed boundary conditions

    Czech Academy of Sciences Publication Activity Database

    Lotoreichik, Vladimir; Rohleder, J.

    2017-01-01

    Roč. 263, č. 1 (2017), s. 491-508 ISSN 0022-0396 R&D Projects: GA ČR(CZ) GA14-06818S Institutional support: RVO:61389005 Keywords : Laplace operator * mixed boundary conditions * eigenvalue inequality * polyhedral domain * Lipschitz domain Subject RIV: BE - Theoretical Physics OBOR OECD: Atomic, molecular and chemical physics (physics of atoms and molecules including collision, interaction with radiation, magnetic resonances, Mössbauer effect) Impact factor: 1.988, year: 2016

  1. SENSITIVITY ANALYSIS FOR SALTSTONE DISPOSAL UNIT COLUMN DEGRADATION ANALYSES

    Energy Technology Data Exchange (ETDEWEB)

    Flach, G.

    2014-10-28

    PORFLOW related analyses supporting a Sensitivity Analysis for Saltstone Disposal Unit (SDU) column degradation were performed. Previous analyses, Flach and Taylor 2014, used a model in which the SDU columns degraded in a piecewise manner from the top and bottom simultaneously. The current analyses employs a model in which all pieces of the column degrade at the same time. Information was extracted from the analyses which may be useful in determining the distribution of Tc-99 in the various SDUs throughout time and in determining flow balances for the SDUs.

  2. Sensitivity analysis and design optimization through automatic differentiation

    International Nuclear Information System (INIS)

    Hovland, Paul D; Norris, Boyana; Strout, Michelle Mills; Bhowmick, Sanjukta; Utke, Jean

    2005-01-01

    Automatic differentiation is a technique for transforming a program or subprogram that computes a function, including arbitrarily complex simulation codes, into one that computes the derivatives of that function. We describe the implementation and application of automatic differentiation tools. We highlight recent advances in the combinatorial algorithms and compiler technology that underlie successful implementation of automatic differentiation tools. We discuss applications of automatic differentiation in design optimization and sensitivity analysis. We also describe ongoing research in the design of language-independent source transformation infrastructures for automatic differentiation algorithms

  3. Eigenvalue solutions in finite element thermal transient problems

    International Nuclear Information System (INIS)

    Stoker, J.R.

    1975-01-01

    The eigenvalue economiser concept can be useful in solving large finite element transient heat flow problems in which the boundary heat transfer coefficients are constant. The usual economiser theory is equivalent to applying a unit thermal 'force' to each of a small sub-set of nodes on the finite element mesh, and then calculating sets of resulting steady state temperatures. Subsequently it is assumed that the required transient temperature distributions can be approximated by a linear combination of this comparatively small set of master temperatures. The accuracy of a reduced eigenvalue calculation depends upon a good choice of master nodes, which presupposes at least a little knowledge about what sort of shape is expected in the unknown temperature distributions. There are some instances, however, where a reasonably good idea exists of the required shapes, permitting a modification to the economiser process which leads to greater economy in the number of master temperatures. The suggested new approach is to use manually prescribed temperature distributions as the master distributions, rather than using temperatures resulting from unit thermal forces. Thus, with a little pre-knowledge one may write down a set of master distributions which, as a linear combination, can represent the required solution over the range of interest to a reasonable engineering accuracy, and using the minimum number of variables. The proposed modified eigenvalue economiser technique then uses the master distributions in an automatic way to arrive at the required solution. The technique is illustrated by some simple finite element examples

  4. New exact approaches to the nuclear eigenvalue problem

    International Nuclear Information System (INIS)

    Andreozzi, F.; Lo Iudice, N.; Porrino, A.; Knapp, F.; Kvasil, J.

    2005-01-01

    In a recent past some of us have developed a new algorithm for diagonalizing the shell model Hamiltonian which consists of an iterative sequence of diagonalization of sub-matrices of small dimensions. The method, apart from being easy to implement, is robust, yielding always stable numerical solutions, and free of ghost eigenvalues. Subsequently, we have endowed the algorithm with an importance sampling, which leads to a drastic truncation of the shell model space, while keeping the accuracy of the solutions under control. Applications to typical nuclei show that the sampling yields also an extrapolation law to the exact eigenvalues. Complementary to the shell model algorithm is a method we are developing for studying collective and non collective excitations. To this purpose we solve the nuclear eigenvalue problem in a space which is the direct sum of Tamm-Dancoff n-phonon subspaces (n=0,1, ...N). The multiphonon basis is constructed by an iterative equation of motion method, which generates an over complete set of n-phonon states from the (n-1)-phonon basis. The redundancy is removed completely and exactly by a method based on the Choleski decomposition. The full Hamiltonian matrix comes out to have a simple structure and, therefore, can be drastically truncated before diagonalization by the mentioned importance sampling method. The phonon composition of the basis states allows removing naturally and maximally the spurious admixtures induced by the centre of mass motion. An application of the method to 16 O will be given for illustrative purposes. (authors)

  5. Ab initio nuclear structure - the large sparse matrix eigenvalue problem

    Energy Technology Data Exchange (ETDEWEB)

    Vary, James P; Maris, Pieter [Department of Physics, Iowa State University, Ames, IA, 50011 (United States); Ng, Esmond; Yang, Chao [Computational Research Division, Lawrence Berkeley National Laboratory, Berkeley, CA 94720 (United States); Sosonkina, Masha, E-mail: jvary@iastate.ed [Scalable Computing Laboratory, Ames Laboratory, Iowa State University, Ames, IA, 50011 (United States)

    2009-07-01

    The structure and reactions of light nuclei represent fundamental and formidable challenges for microscopic theory based on realistic strong interaction potentials. Several ab initio methods have now emerged that provide nearly exact solutions for some nuclear properties. The ab initio no core shell model (NCSM) and the no core full configuration (NCFC) method, frame this quantum many-particle problem as a large sparse matrix eigenvalue problem where one evaluates the Hamiltonian matrix in a basis space consisting of many-fermion Slater determinants and then solves for a set of the lowest eigenvalues and their associated eigenvectors. The resulting eigenvectors are employed to evaluate a set of experimental quantities to test the underlying potential. For fundamental problems of interest, the matrix dimension often exceeds 10{sup 10} and the number of nonzero matrix elements may saturate available storage on present-day leadership class facilities. We survey recent results and advances in solving this large sparse matrix eigenvalue problem. We also outline the challenges that lie ahead for achieving further breakthroughs in fundamental nuclear theory using these ab initio approaches.

  6. Ab initio nuclear structure - the large sparse matrix eigenvalue problem

    International Nuclear Information System (INIS)

    Vary, James P; Maris, Pieter; Ng, Esmond; Yang, Chao; Sosonkina, Masha

    2009-01-01

    The structure and reactions of light nuclei represent fundamental and formidable challenges for microscopic theory based on realistic strong interaction potentials. Several ab initio methods have now emerged that provide nearly exact solutions for some nuclear properties. The ab initio no core shell model (NCSM) and the no core full configuration (NCFC) method, frame this quantum many-particle problem as a large sparse matrix eigenvalue problem where one evaluates the Hamiltonian matrix in a basis space consisting of many-fermion Slater determinants and then solves for a set of the lowest eigenvalues and their associated eigenvectors. The resulting eigenvectors are employed to evaluate a set of experimental quantities to test the underlying potential. For fundamental problems of interest, the matrix dimension often exceeds 10 10 and the number of nonzero matrix elements may saturate available storage on present-day leadership class facilities. We survey recent results and advances in solving this large sparse matrix eigenvalue problem. We also outline the challenges that lie ahead for achieving further breakthroughs in fundamental nuclear theory using these ab initio approaches.

  7. AMDLIBF, IBM 360 Subroutine Library, Eigenvalues, Eigenvectors, Matrix Inversion

    International Nuclear Information System (INIS)

    Wang, Jesse Y.

    1980-01-01

    Description of problem or function: AMDLIBF is a subset of the IBM 360 Subroutine Library at the Applied Mathematics Division at Argonne. This subset includes library category F: Identification/Description: F152S F SYMINV: Invert sym. matrices, solve lin. systems; F154S A DOTP: Double plus precision accum. inner prod.; F156S F RAYCOR: Rayleigh corrections for eigenvalues; F161S F XTRADP: A fast extended precision inner product; F162S A XTRADP: Inner product of two DP real vectors; F202S F1 EIGEN: Eigen-system for real symmetric matrix; F203S F: Driver for F202S; F248S F RITZIT: Largest eigenvalue and vec. real sym. matrix; F261S F EIGINV: Inverse eigenvalue problem; F313S F CQZHES: Reduce cmplx matrices to upper Hess and tri; F314S F CQZVAL: Reduce complex matrix to upper Hess. form; F315S F CQZVEC: Eigenvectors of cmplx upper triang. syst.; F316S F CGG: Driver for complex general Eigen-problem; F402S F MATINV: Matrix inversion and sol. of linear eqns.; F403S F: Driver for F402S; F452S F CHOLLU,CHOLEQ: Sym. decomp. of pos. def. band matrices; F453S F MATINC: Inversion of complex matrices; F454S F CROUT: Solution of simultaneous linear equations; F455S F CROUTC: Sol. of simultaneous complex linear eqns.; F456S F1 DIAG: Integer preserving Gaussian elimination

  8. Large deviations of the maximum eigenvalue in Wishart random matrices

    International Nuclear Information System (INIS)

    Vivo, Pierpaolo; Majumdar, Satya N; Bohigas, Oriol

    2007-01-01

    We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X T X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value (λ) = N/c decreases for large N as ∼exp[-β/2 N 2 Φ - (2√c + 1: c)], where β = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M ≤ 1 and Φ - (x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions

  9. Large deviations of the maximum eigenvalue in Wishart random matrices

    Energy Technology Data Exchange (ETDEWEB)

    Vivo, Pierpaolo [School of Information Systems, Computing and Mathematics, Brunel University, Uxbridge, Middlesex, UB8 3PH (United Kingdom) ; Majumdar, Satya N [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France); Bohigas, Oriol [Laboratoire de Physique Theorique et Modeles Statistiques (UMR 8626 du CNRS), Universite Paris-Sud, Batiment 100, 91405 Orsay Cedex (France)

    2007-04-20

    We analytically compute the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues of a (N x N) Wishart matrix W = X{sup T}X (where X is a rectangular M x N matrix with independent Gaussian entries) are smaller than the mean value ({lambda}) = N/c decreases for large N as {approx}exp[-{beta}/2 N{sup 2}{phi}{sub -} (2{radical}c + 1: c)], where {beta} = 1, 2 corresponds respectively to real and complex Wishart matrices, c = N/M {<=} 1 and {phi}{sub -}(x; c) is a rate (sometimes also called large deviation) function that we compute explicitly. The result for the anti-Wishart case (M < N) simply follows by exchanging M and N. We also analytically determine the average spectral density of an ensemble of Wishart matrices whose eigenvalues are constrained to be smaller than a fixed barrier. Numerical simulations are in excellent agreement with the analytical predictions.

  10. Photonic band structure calculations using nonlinear eigenvalue techniques

    International Nuclear Information System (INIS)

    Spence, Alastair; Poulton, Chris

    2005-01-01

    This paper considers the numerical computation of the photonic band structure of periodic materials such as photonic crystals. This calculation involves the solution of a Hermitian nonlinear eigenvalue problem. Numerical methods for nonlinear eigenvalue problems are usually based on Newton's method or are extensions of techniques for the standard eigenvalue problem. We present a new variation on existing methods which has its derivation in methods for bifurcation problems, where bordered matrices are used to compute critical points in singular systems. This new approach has several advantages over the current methods. First, in our numerical calculations the new variation is more robust than existing techniques, having a larger domain of convergence. Second, the linear systems remain Hermitian and are nonsingular as the method converges. Third, the approach provides an elegant and efficient way of both thinking about the problem and organising the computer solution so that only one linear system needs to be factorised at each stage in the solution process. Finally, first- and higher-order derivatives are calculated as a natural extension of the basic method, and this has advantages in the electromagnetic problem discussed here, where the band structure is plotted as a set of paths in the (ω,k) plane

  11. Analysis of Hydrological Sensitivity for Flood Risk Assessment

    Directory of Open Access Journals (Sweden)

    Sanjay Kumar Sharma

    2018-02-01

    Full Text Available In order for the Indian government to maximize Integrated Water Resource Management (IWRM, the Brahmaputra River has played an important role in the undertaking of the Pilot Basin Study (PBS due to the Brahmaputra River’s annual regional flooding. The selected Kulsi River—a part of Brahmaputra sub-basin—experienced severe floods in 2007 and 2008. In this study, the Rainfall-Runoff-Inundation (RRI hydrological model was used to simulate the recent historical flood in order to understand and improve the integrated flood risk management plan. The ultimate objective was to evaluate the sensitivity of hydrologic simulation using different Digital Elevation Model (DEM resources, coupled with DEM smoothing techniques, with a particular focus on the comparison of river discharge and flood inundation extent. As a result, the sensitivity analysis showed that, among the input parameters, the RRI model is highly sensitive to Manning’s roughness coefficient values for flood plains, followed by the source of the DEM, and then soil depth. After optimizing its parameters, the simulated inundation extent showed that the smoothing filter was more influential than its simulated discharge at the outlet. Finally, the calibrated and validated RRI model simulations agreed well with the observed discharge and the Moderate Imaging Spectroradiometer (MODIS-detected flood extents.

  12. Sensitivity analysis for the effects of multiple unmeasured confounders.

    Science.gov (United States)

    Groenwold, Rolf H H; Sterne, Jonathan A C; Lawlor, Debbie A; Moons, Karel G M; Hoes, Arno W; Tilling, Kate

    2016-09-01

    Observational studies are prone to (unmeasured) confounding. Sensitivity analysis of unmeasured confounding typically focuses on a single unmeasured confounder. The purpose of this study was to assess the impact of multiple (possibly weak) unmeasured confounders. Simulation studies were performed based on parameters estimated from the British Women's Heart and Health Study, including 28 measured confounders and assuming no effect of ascorbic acid intake on mortality. In addition, 25, 50, or 100 unmeasured confounders were simulated, with various mutual correlations and correlations with measured confounders. The correlated unmeasured confounders did not need to be strongly associated with exposure and outcome to substantially bias the exposure-outcome association at interest, provided that there are sufficiently many unmeasured confounders. Correlations between unmeasured confounders, in addition to the strength of their relationship with exposure and outcome, are key drivers of the magnitude of unmeasured confounding and should be considered in sensitivity analyses. However, if the unmeasured confounders are correlated with measured confounders, the bias yielded by unmeasured confounders is partly removed through adjustment for the measured confounders. Discussions of the potential impact of unmeasured confounding in observational studies, and sensitivity analyses to examine this, should focus on the potential for the joint effect of multiple unmeasured confounders to bias results. Copyright © 2016 Elsevier Inc. All rights reserved.

  13. High order effects in cross section sensitivity analysis

    International Nuclear Information System (INIS)

    Greenspan, E.; Karni, Y.; Gilai, D.

    1978-01-01

    Two types of high order effects associated with perturbations in the flux shape are considered: Spectral Fine Structure Effects (SFSE) and non-linearity between changes in performance parameters and data uncertainties. SFSE are investigated in Part I using a simple single resonance model. Results obtained for each of the resolved and for representative unresolved resonances of 238 U in a ZPR-6/7 like environment indicate that SFSE can have a significant contribution to the sensitivity of group constants to resonance parameters. Methods to account for SFSE both for the propagation of uncertainties and for the adjustment of nuclear data are discussed. A Second Order Sensitivity Theory (SOST) is presented, and its accuracy relative to that of the first order sensitivity theory and of the direct substitution method is investigated in Part II. The investigation is done for the non-linear problem of the effect of changes in the 297 keV sodium minimum cross section on the transport of neutrons in a deep-penetration problem. It is found that the SOST provides a satisfactory accuracy for cross section uncertainty analysis. For the same degree of accuracy, the SOST can be significantly more efficient than the direct substitution method

  14. Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

    Science.gov (United States)

    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.

  15. A global sensitivity analysis of crop virtual water content

    Science.gov (United States)

    Tamea, S.; Tuninetti, M.; D'Odorico, P.; Laio, F.; Ridolfi, L.

    2015-12-01

    The concepts of virtual water and water footprint are becoming widely used in the scientific literature and they are proving their usefulness in a number of multidisciplinary contexts. With such growing interest a measure of data reliability (and uncertainty) is becoming pressing but, as of today, assessments of data sensitivity to model parameters, performed at the global scale, are not known. This contribution aims at filling this gap. Starting point of this study is the evaluation of the green and blue virtual water content (VWC) of four staple crops (i.e. wheat, rice, maize, and soybean) at a global high resolution scale. In each grid cell, the crop VWC is given by the ratio between the total crop evapotranspiration over the growing season and the crop actual yield, where evapotranspiration is determined with a detailed daily soil water balance and actual yield is estimated using country-based data, adjusted to account for spatial variability. The model provides estimates of the VWC at a 5x5 arc minutes and it improves on previous works by using the newest available data and including multi-cropping practices in the evaluation. The model is then used as the basis for a sensitivity analysis, in order to evaluate the role of model parameters in affecting the VWC and to understand how uncertainties in input data propagate and impact the VWC accounting. In each cell, small changes are exerted to one parameter at a time, and a sensitivity index is determined as the ratio between the relative change of VWC and the relative change of the input parameter with respect to its reference value. At the global scale, VWC is found to be most sensitive to the planting date, with a positive (direct) or negative (inverse) sensitivity index depending on the typical season of crop planting date. VWC is also markedly dependent on the length of the growing period, with an increase in length always producing an increase of VWC, but with higher spatial variability for rice than for

  16. Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

    Science.gov (United States)

    Costiner, Sorin; Taasan, Shlomo

    1994-01-01

    This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.

  17. Variance-based sensitivity analysis for wastewater treatment plant modelling.

    Science.gov (United States)

    Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B

    2014-02-01

    Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.

  18. DDASAC, Double-Precision Differential or Algebraic Sensitivity Analysis

    International Nuclear Information System (INIS)

    Caracotsios, M.; Stewart, W.E.; Petzold, L.

    1997-01-01

    1 - Description of program or function: DDASAC solves nonlinear initial-value problems involving stiff implicit systems of ordinary differential and algebraic equations. Purely algebraic nonlinear systems can also be solved, given an initial guess within the region of attraction of a solution. Options include automatic reconciliation of inconsistent initial states and derivatives, automatic initial step selection, direct concurrent parametric sensitivity analysis, and stopping at a prescribed value of any user-defined functional of the current solution vector. Local error control (in the max-norm or the 2-norm) is provided for the state vector and can include the sensitivities on request. 2 - Method of solution: Reconciliation of initial conditions is done with a damped Newton algorithm adapted from Bain and Stewart (1991). Initial step selection is done by the first-order algorithm of Shampine (1987), extended here to differential-algebraic equation systems. The solution is continued with the DASSL predictor- corrector algorithm (Petzold 1983, Brenan et al. 1989) with the initial acceleration phase detected and with row scaling of the Jacobian added. The backward-difference formulas for the predictor and corrector are expressed in divide-difference form, and the fixed-leading-coefficient form of the corrector (Jackson and Sacks-Davis 1980, Brenan et al. 1989) is used. Weights for error tests are updated in each step with the user's tolerances at the predicted state. Sensitivity analysis is performed directly on the corrector equations as given by Catacotsios and Stewart (1985) and is extended here to the initialization when needed. 3 - Restrictions on the complexity of the problem: This algorithm, like DASSL, performs well on differential-algebraic systems of index 0 and 1 but not on higher-index systems; see Brenan et al. (1989). The user assigns the work array lengths and the output unit. The machine number range and precision are determined at run time by a

  19. Uncertainty and sensitivity analysis of environmental transport models

    International Nuclear Information System (INIS)

    Margulies, T.S.; Lancaster, L.E.

    1985-01-01

    An uncertainty and sensitivity analysis has been made of the CRAC-2 (Calculations of Reactor Accident Consequences) atmospheric transport and deposition models. Robustness and uncertainty aspects of air and ground deposited material and the relative contribution of input and model parameters were systematically studied. The underlying data structures were investigated using a multiway layout of factors over specified ranges generated via a Latin hypercube sampling scheme. The variables selected in our analysis include: weather bin, dry deposition velocity, rain washout coefficient/rain intensity, duration of release, heat content, sigma-z (vertical) plume dispersion parameter, sigma-y (crosswind) plume dispersion parameter, and mixing height. To determine the contributors to the output variability (versus distance from the site) step-wise regression analyses were performed on transformations of the spatial concentration patterns simulated. 27 references, 2 figures, 3 tables

  20. Cross-covariance based global dynamic sensitivity analysis

    Science.gov (United States)

    Shi, Yan; Lu, Zhenzhou; Li, Zhao; Wu, Mengmeng

    2018-02-01

    For identifying the cross-covariance source of dynamic output at each time instant for structural system involving both input random variables and stochastic processes, a global dynamic sensitivity (GDS) technique is proposed. The GDS considers the effect of time history inputs on the dynamic output. In the GDS, the cross-covariance decomposition is firstly developed to measure the contribution of the inputs to the output at different time instant, and an integration of the cross-covariance change over the specific time interval is employed to measure the whole contribution of the input to the cross-covariance of output. Then, the GDS main effect indices and the GDS total effect indices can be easily defined after the integration, and they are effective in identifying the important inputs and the non-influential inputs on the cross-covariance of output at each time instant, respectively. The established GDS analysis model has the same form with the classical ANOVA when it degenerates to the static case. After degeneration, the first order partial effect can reflect the individual effects of inputs to the output variance, and the second order partial effect can reflect the interaction effects to the output variance, which illustrates the consistency of the proposed GDS indices and the classical variance-based sensitivity indices. The MCS procedure and the Kriging surrogate method are developed to solve the proposed GDS indices. Several examples are introduced to illustrate the significance of the proposed GDS analysis technique and the effectiveness of the proposed solution.

  1. Complex finite element sensitivity method for creep analysis

    International Nuclear Information System (INIS)

    Gomez-Farias, Armando; Montoya, Arturo; Millwater, Harry

    2015-01-01

    The complex finite element method (ZFEM) has been extended to perform sensitivity analysis for mechanical and structural systems undergoing creep deformation. ZFEM uses a complex finite element formulation to provide shape, material, and loading derivatives of the system response, providing an insight into the essential factors which control the behavior of the system as a function of time. A complex variable-based quadrilateral user element (UEL) subroutine implementing the power law creep constitutive formulation was incorporated within the Abaqus commercial finite element software. The results of the complex finite element computations were verified by comparing them to the reference solution for the steady-state creep problem of a thick-walled cylinder in the power law creep range. A practical application of the ZFEM implementation to creep deformation analysis is the calculation of the skeletal point of a notched bar test from a single ZFEM run. In contrast, the standard finite element procedure requires multiple runs. The value of the skeletal point is that it identifies the location where the stress state is accurate, regardless of the certainty of the creep material properties. - Highlights: • A novel finite element sensitivity method (ZFEM) for creep was introduced. • ZFEM has the capability to calculate accurate partial derivatives. • ZFEM can be used for identification of the skeletal point of creep structures. • ZFEM can be easily implemented in a commercial software, e.g. Abaqus. • ZFEM results were shown to be in excellent agreement with analytical solutions

  2. Overview of hybrid subspace methods for uncertainty quantification, sensitivity analysis

    International Nuclear Information System (INIS)

    Abdel-Khalik, Hany S.; Bang, Youngsuk; Wang, Congjian

    2013-01-01

    Highlights: ► We overview the state-of-the-art in uncertainty quantification and sensitivity analysis. ► We overview new developments in above areas using hybrid methods. ► We give a tutorial introduction to above areas and the new developments. ► Hybrid methods address the explosion in dimensionality in nonlinear models. ► Representative numerical experiments are given. -- Abstract: The role of modeling and simulation has been heavily promoted in recent years to improve understanding of complex engineering systems. To realize the benefits of modeling and simulation, concerted efforts in the areas of uncertainty quantification and sensitivity analysis are required. The manuscript intends to serve as a pedagogical presentation of the material to young researchers and practitioners with little background on the subjects. We believe this is important as the role of these subjects is expected to be integral to the design, safety, and operation of existing as well as next generation reactors. In addition to covering the basics, an overview of the current state-of-the-art will be given with particular emphasis on the challenges pertaining to nuclear reactor modeling. The second objective will focus on presenting our own development of hybrid subspace methods intended to address the explosion in the computational overhead required when handling real-world complex engineering systems.

  3. Control strategies and sensitivity analysis of anthroponotic visceral leishmaniasis model.

    Science.gov (United States)

    Zamir, Muhammad; Zaman, Gul; Alshomrani, Ali Saleh

    2017-12-01

    This study proposes a mathematical model of Anthroponotic visceral leishmaniasis epidemic with saturated infection rate and recommends different control strategies to manage the spread of this disease in the community. To do this, first, a model formulation is presented to support these strategies, with quantifications of transmission and intervention parameters. To understand the nature of the initial transmission of the disease, the reproduction number [Formula: see text] is obtained by using the next-generation method. On the basis of sensitivity analysis of the reproduction number [Formula: see text], four different control strategies are proposed for managing disease transmission. For quantification of the prevalence period of the disease, a numerical simulation for each strategy is performed and a detailed summary is presented. Disease-free state is obtained with the help of control strategies. The threshold condition for globally asymptotic stability of the disease-free state is found, and it is ascertained that the state is globally stable. On the basis of sensitivity analysis of the reproduction number, it is shown that the disease can be eradicated by using the proposed strategies.

  4. Sensitivity Analysis in Observational Research: Introducing the E-Value.

    Science.gov (United States)

    VanderWeele, Tyler J; Ding, Peng

    2017-08-15

    Sensitivity analysis is useful in assessing how robust an association is to potential unmeasured or uncontrolled confounding. This article introduces a new measure called the "E-value," which is related to the evidence for causality in observational studies that are potentially subject to confounding. The E-value is defined as the minimum strength of association, on the risk ratio scale, that an unmeasured confounder would need to have with both the treatment and the outcome to fully explain away a specific treatment-outcome association, conditional on the measured covariates. A large E-value implies that considerable unmeasured confounding would be needed to explain away an effect estimate. A small E-value implies little unmeasured confounding would be needed to explain away an effect estimate. The authors propose that in all observational studies intended to produce evidence for causality, the E-value be reported or some other sensitivity analysis be used. They suggest calculating the E-value for both the observed association estimate (after adjustments for measured confounders) and the limit of the confidence interval closest to the null. If this were to become standard practice, the ability of the scientific community to assess evidence from observational studies would improve considerably, and ultimately, science would be strengthened.

  5. Nordic reference study on uncertainty and sensitivity analysis

    International Nuclear Information System (INIS)

    Hirschberg, S.; Jacobsson, P.; Pulkkinen, U.; Porn, K.

    1989-01-01

    This paper provides a review of the first phase of Nordic reference study on uncertainty and sensitivity analysis. The main objective of this study is to use experiences form previous Nordic Benchmark Exercises and reference studies concerning critical modeling issues such as common cause failures and human interactions, and to demonstrate the impact of associated uncertainties on the uncertainty of the investigated accident sequence. This has been done independently by three working groups which used different approaches to modeling and to uncertainty analysis. The estimated uncertainty interval for the analyzed accident sequence is large. Also the discrepancies between the groups are substantial but can be explained. Sensitivity analyses which have been carried out concern e.g. use of different CCF-quantification models, alternative handling of CCF-data, time windows for operator actions and time dependences in phase mission operation, impact of state-of-knowledge dependences and ranking of dominating uncertainty contributors. Specific findings with respect to these issues are summarized in the paper

  6. Simple Sensitivity Analysis for Orion Guidance Navigation and Control

    Science.gov (United States)

    Pressburger, Tom; Hoelscher, Brian; Martin, Rodney; Sricharan, Kumar

    2013-01-01

    The performance of Orion flight software, especially its GNC software, is being analyzed by running Monte Carlo simulations of Orion spacecraft flights. The simulated performance is analyzed for conformance with flight requirements, expressed as performance constraints. Flight requirements include guidance (e.g. touchdown distance from target) and control (e.g., control saturation) as well as performance (e.g., heat load constraints). The Monte Carlo simulations disperse hundreds of simulation input variables, for everything from mass properties to date of launch. We describe in this paper a sensitivity analysis tool ("Critical Factors Tool" or CFT) developed to find the input variables or pairs of variables which by themselves significantly influence satisfaction of requirements or significantly affect key performance metrics (e.g., touchdown distance from target). Knowing these factors can inform robustness analysis, can inform where engineering resources are most needed, and could even affect operations. The contributions of this paper include the introduction of novel sensitivity measures, such as estimating success probability, and a technique for determining whether pairs of factors are interacting dependently or independently. The tool found that input variables such as moments, mass, thrust dispersions, and date of launch were found to be significant factors for success of various requirements. Examples are shown in this paper as well as a summary and physics discussion of EFT-1 driving factors that the tool found.

  7. Deterministic sensitivity analysis for the numerical simulation of contaminants transport

    International Nuclear Information System (INIS)

    Marchand, E.

    2007-12-01

    The questions of safety and uncertainty are central to feasibility studies for an underground nuclear waste storage site, in particular the evaluation of uncertainties about safety indicators which are due to uncertainties concerning properties of the subsoil or of the contaminants. The global approach through probabilistic Monte Carlo methods gives good results, but it requires a large number of simulations. The deterministic method investigated here is complementary. Based on the Singular Value Decomposition of the derivative of the model, it gives only local information, but it is much less demanding in computing time. The flow model follows Darcy's law and the transport of radionuclides around the storage site follows a linear convection-diffusion equation. Manual and automatic differentiation are compared for these models using direct and adjoint modes. A comparative study of both probabilistic and deterministic approaches for the sensitivity analysis of fluxes of contaminants through outlet channels with respect to variations of input parameters is carried out with realistic data provided by ANDRA. Generic tools for sensitivity analysis and code coupling are developed in the Caml language. The user of these generic platforms has only to provide the specific part of the application in any language of his choice. We also present a study about two-phase air/water partially saturated flows in hydrogeology concerning the limitations of the Richards approximation and of the global pressure formulation used in petroleum engineering. (author)

  8. Sensitivity Analysis of a Riparian Vegetation Growth Model

    Directory of Open Access Journals (Sweden)

    Michael Nones

    2016-11-01

    Full Text Available The paper presents a sensitivity analysis of two main parameters used in a mathematic model able to evaluate the effects of changing hydrology on the growth of riparian vegetation along rivers and its effects on the cross-section width. Due to a lack of data in existing literature, in a past study the schematization proposed here was applied only to two large rivers, assuming steady conditions for the vegetational carrying capacity and coupling the vegetal model with a 1D description of the river morphology. In this paper, the limitation set by steady conditions is overcome, imposing the vegetational evolution dependent upon the initial plant population and the growth rate, which represents the potential growth of the overall vegetation along the watercourse. The sensitivity analysis shows that, regardless of the initial population density, the growth rate can be considered the main parameter defining the development of riparian vegetation, but it results site-specific effects, with significant differences for large and small rivers. Despite the numerous simplifications adopted and the small database analyzed, the comparison between measured and computed river widths shows a quite good capability of the model in representing the typical interactions between riparian vegetation and water flow occurring along watercourses. After a thorough calibration, the relatively simple structure of the code permits further developments and applications to a wide range of alluvial rivers.

  9. Sensitivity analysis of numerical model of prestressed concrete containment

    Energy Technology Data Exchange (ETDEWEB)

    Bílý, Petr, E-mail: petr.bily@fsv.cvut.cz; Kohoutková, Alena, E-mail: akohout@fsv.cvut.cz

    2015-12-15

    Graphical abstract: - Highlights: • FEM model of prestressed concrete containment with steel liner was created. • Sensitivity analysis of changes in geometry and loads was conducted. • Steel liner and temperature effects are the most important factors. • Creep and shrinkage parameters are essential for the long time analysis. • Prestressing schedule is a key factor in the early stages. - Abstract: Safety is always the main consideration in the design of containment of nuclear power plant. However, efficiency of the design process should be also taken into consideration. Despite the advances in computational abilities in recent years, simplified analyses may be found useful for preliminary scoping or trade studies. In the paper, a study on sensitivity of finite element model of prestressed concrete containment to changes in geometry, loads and other factors is presented. Importance of steel liner, reinforcement, prestressing process, temperature changes, nonlinearity of materials as well as density of finite elements mesh is assessed in the main stages of life cycle of the containment. Although the modeling adjustments have not produced any significant changes in computation time, it was found that in some cases simplified modeling process can lead to significant reduction of work time without degradation of the results.

  10. Procedures for uncertainty and sensitivity analysis in repository performance assessment

    International Nuclear Information System (INIS)

    Poern, K.; Aakerlund, O.

    1985-10-01

    The objective of the project was mainly a literature study of available methods for the treatment of parameter uncertainty propagation and sensitivity aspects in complete models such as those concerning geologic disposal of radioactive waste. The study, which has run parallel with the development of a code package (PROPER) for computer assisted analysis of function, also aims at the choice of accurate, cost-affective methods for uncertainty and sensitivity analysis. Such a choice depends on several factors like the number of input parameters, the capacity of the model and the computer reresources required to use the model. Two basic approaches are addressed in the report. In one of these the model of interest is directly simulated by an efficient sampling technique to generate an output distribution. Applying the other basic method the model is replaced by an approximating analytical response surface, which is then used in the sampling phase or in moment matching to generate the output distribution. Both approaches are illustrated by simple examples in the report. (author)

  11. Global sensitivity analysis for models with spatially dependent outputs

    International Nuclear Information System (INIS)

    Iooss, B.; Marrel, A.; Jullien, M.; Laurent, B.

    2011-01-01

    The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Meta-model-based techniques have been developed in order to replace the CPU time-expensive computer code with an inexpensive mathematical function, which predicts the computer code output. The common meta-model-based sensitivity analysis methods are well suited for computer codes with scalar outputs. However, in the environmental domain, as in many areas of application, the numerical model outputs are often spatial maps, which may also vary with time. In this paper, we introduce an innovative method to obtain a spatial map of Sobol' indices with a minimal number of numerical model computations. It is based upon the functional decomposition of the spatial output onto a wavelet basis and the meta-modeling of the wavelet coefficients by the Gaussian process. An analytical example is presented to clarify the various steps of our methodology. This technique is then applied to a real hydrogeological case: for each model input variable, a spatial map of Sobol' indices is thus obtained. (authors)

  12. Multivariate Sensitivity Analysis of Time-of-Flight Sensor Fusion

    Science.gov (United States)

    Schwarz, Sebastian; Sjöström, Mårten; Olsson, Roger

    2014-09-01

    Obtaining three-dimensional scenery data is an essential task in computer vision, with diverse applications in various areas such as manufacturing and quality control, security and surveillance, or user interaction and entertainment. Dedicated Time-of-Flight sensors can provide detailed scenery depth in real-time and overcome short-comings of traditional stereo analysis. Nonetheless, they do not provide texture information and have limited spatial resolution. Therefore such sensors are typically combined with high resolution video sensors. Time-of-Flight Sensor Fusion is a highly active field of research. Over the recent years, there have been multiple proposals addressing important topics such as texture-guided depth upsampling and depth data denoising. In this article we take a step back and look at the underlying principles of ToF sensor fusion. We derive the ToF sensor fusion error model and evaluate its sensitivity to inaccuracies in camera calibration and depth measurements. In accordance with our findings, we propose certain courses of action to ensure high quality fusion results. With this multivariate sensitivity analysis of the ToF sensor fusion model, we provide an important guideline for designing, calibrating and running a sophisticated Time-of-Flight sensor fusion capture systems.

  13. Hydrocoin level 3 - Testing methods for sensitivity/uncertainty analysis

    International Nuclear Information System (INIS)

    Grundfelt, B.; Lindbom, B.; Larsson, A.; Andersson, K.

    1991-01-01

    The HYDROCOIN study is an international cooperative project for testing groundwater hydrology modelling strategies for performance assessment of nuclear waste disposal. The study was initiated in 1984 by the Swedish Nuclear Power Inspectorate and the technical work was finalised in 1987. The participating organisations are regulatory authorities as well as implementing organisations in 10 countries. The study has been performed at three levels aimed at studying computer code verification, model validation and sensitivity/uncertainty analysis respectively. The results from the first two levels, code verification and model validation, have been published in reports in 1988 and 1990 respectively. This paper focuses on some aspects of the results from Level 3, sensitivity/uncertainty analysis, for which a final report is planned to be published during 1990. For Level 3, seven test cases were defined. Some of these aimed at exploring the uncertainty associated with the modelling results by simply varying parameter values and conceptual assumptions. In other test cases statistical sampling methods were applied. One of the test cases dealt with particle tracking and the uncertainty introduced by this type of post processing. The amount of results available is substantial although unevenly spread over the test cases. It has not been possible to cover all aspects of the results in this paper. Instead, the different methods applied will be illustrated by some typical analyses. 4 figs., 9 refs

  14. Thermodynamics-based Metabolite Sensitivity Analysis in metabolic networks.

    Science.gov (United States)

    Kiparissides, A; Hatzimanikatis, V

    2017-01-01

    The increasing availability of large metabolomics datasets enhances the need for computational methodologies that can organize the data in a way that can lead to the inference of meaningful relationships. Knowledge of the metabolic state of a cell and how it responds to various stimuli and extracellular conditions can offer significant insight in the regulatory functions and how to manipulate them. Constraint based methods, such as Flux Balance Analysis (FBA) and Thermodynamics-based flux analysis (TFA), are commonly used to estimate the flow of metabolites through genome-wide metabolic networks, making it possible to identify the ranges of flux values that are consistent with the studied physiological and thermodynamic conditions. However, unless key intracellular fluxes and metabolite concentrations are known, constraint-based models lead to underdetermined problem formulations. This lack of information propagates as uncertainty in the estimation of fluxes and basic reaction properties such as the determination of reaction directionalities. Therefore, knowledge of which metabolites, if measured, would contribute the most to reducing this uncertainty can significantly improve our ability to define the internal state of the cell. In the present work we combine constraint based modeling, Design of Experiments (DoE) and Global Sensitivity Analysis (GSA) into the Thermodynamics-based Metabolite Sensitivity Analysis (TMSA) method. TMSA ranks metabolites comprising a metabolic network based on their ability to constrain the gamut of possible solutions to a limited, thermodynamically consistent set of internal states. TMSA is modular and can be applied to a single reaction, a metabolic pathway or an entire metabolic network. This is, to our knowledge, the first attempt to use metabolic modeling in order to provide a significance ranking of metabolites to guide experimental measurements. Copyright © 2016 International Metabolic Engineering Society. Published by Elsevier

  15. Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.

    Science.gov (United States)

    Sztepanacz, Jacqueline L; Blows, Mark W

    2017-07-01

    The distribution of genetic variance in multivariate phenotypes is characterized by the empirical spectral distribution of the eigenvalues of the genetic covariance matrix. Empirical estimates of genetic eigenvalues from random effects linear models are known to be overdispersed by sampling error, where large eigenvalues are biased upward, and small eigenvalues are biased downward. The overdispersion of the leading eigenvalues of sample covariance matrices have been demonstrated to conform to the Tracy-Widom (TW) distribution. Here we show that genetic eigenvalues estimated using restricted maximum likelihood (REML) in a multivariate random effects model with an unconstrained genetic covariance structure will also conform to the TW distribution after empirical scaling and centering. However, where estimation procedures using either REML or MCMC impose boundary constraints, the resulting genetic eigenvalues tend not be TW distributed. We show how using confidence intervals from sampling distributions of genetic eigenvalues without reference to the TW distribution is insufficient protection against mistaking sampling error as genetic variance, particularly when eigenvalues are small. By scaling such sampling distributions to the appropriate TW distribution, the critical value of the TW statistic can be used to determine if the magnitude of a genetic eigenvalue exceeds the sampling error for each eigenvalue in the spectral distribution of a given genetic covariance matrix. Copyright © 2017 by the Genetics Society of America.

  16. Sensitivity and Uncertainty Analysis of IAEA CRP HTGR Benchmark Using McCARD

    International Nuclear Information System (INIS)

    Jang, Sang Hoon; Shim, Hyung Jin

    2016-01-01

    The benchmark consists of 4 phases starting from the local standalone modeling (Phase I) to the safety calculation of coupled system with transient situation (Phase IV). As a preliminary study of UAM on HTGR, this paper covers the exercise 1 and 2 of Phase I which defines the unit cell and lattice geometry of MHTGR-350 (General Atomics). The objective of these exercises is to quantify the uncertainty of the multiplication factor induced by perturbing nuclear data as well as to analyze the specific features of HTGR such as double heterogeneity and self-shielding treatment. The uncertainty quantification of IAEA CRP HTGR UAM benchmarks were conducted using first-order AWP method in McCARD. Uncertainty of the multiplication factor was estimated only for the microscopic cross section perturbation. To reduce the computation time and memory shortage, recently implemented uncertainty analysis module in MC wielandt calculation was adjusted. The covariance data of cross section was generated by NJOY/ERRORR module with ENDF/B-VII.1. The numerical result was compared with evaluation result of DeCART/MUSAD code system developed by KAERI. IAEA CRP HTGR UAM benchmark problems were analyzed using McCARD. The numerical results were compared with Serpent for eigenvalue calculation and DeCART/MUSAD for S/U analysis. In eigenvalue calculation, inconsistencies were found in the result with ENDF/B-VII.1 cross section library and it was found to be the effect of thermal scattering data of graphite. As to S/U analysis, McCARD results matched well with DeCART/MUSAD, but showed some discrepancy in 238U capture regarding implicit uncertainty.

  17. Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues

    Science.gov (United States)

    Nie, Chun-Xiao

    2018-02-01

    In a large number of previous studies, the researchers found that some of the eigenvalues of the financial correlation matrix were greater than the predicted values of the random matrix theory (RMT). Here, we call these eigenvalues as abnormal eigenvalues. In order to reveal the hidden meaning of these abnormal eigenvalues, we study the toy model with cluster structure and find that these eigenvalues are related to the cluster structure of the correlation coefficient matrix. In this paper, model-based experiments show that in most cases, the number of abnormal eigenvalues of the correlation matrix is equal to the number of clusters. In addition, empirical studies show that the sum of the abnormal eigenvalues is related to the clarity of the cluster structure and is negatively correlated with the correlation dimension.

  18. Sensitivity analysis for modules for various biosphere types

    International Nuclear Information System (INIS)

    Karlsson, Sara; Bergstroem, U.; Rosen, K.

    2000-09-01

    This study presents the results of a sensitivity analysis for the modules developed earlier for calculation of ecosystem specific dose conversion factors (EDFs). The report also includes a comparison between the probabilistically calculated mean values of the EDFs and values gained in deterministic calculations. An overview of the distribution of radionuclides between different environmental parts in the models is also presented. The radionuclides included in the study were 36 Cl, 59 Ni, 93 Mo, 129 I, 135 Cs, 237 Np and 239 Pu, sel to represent various behaviour in the biosphere and some are of particular importance from the dose point of view. The deterministic and probabilistic EDFs showed a good agreement, for most nuclides and modules. Exceptions from this occurred if very skew distributions were used for parameters of importance for the results. Only a minor amount of the released radionuclides were present in the model compartments for all modules, except for the agricultural land module. The differences between the radionuclides were not pronounced which indicates that nuclide specific parameters were of minor importance for the retention of radionuclides for the simulated time period of 10 000 years in those modules. The results from the agricultural land module showed a different pattern. Large amounts of the radionuclides were present in the solid fraction of the saturated soil zone. The high retention within this compartment makes the zone a potential source for future exposure. Differences between the nuclides due to element specific Kd-values could be seen. The amount of radionuclides present in the upper soil layer, which is the most critical zone for exposure to humans, was less then 1% for all studied radionuclides. The sensitivity analysis showed that the physical/chemical parameters were the most important in most modules in contrast to the dominance of biological parameters in the uncertainty analysis. The only exception was the well module where

  19. Sensitivity analysis of the terrestrial food chain model FOOD III

    International Nuclear Information System (INIS)

    Zach, Reto.

    1980-10-01

    As a first step in constructing a terrestrial food chain model suitable for long-term waste management situations, a numerical sensitivity analysis of FOOD III was carried out to identify important model parameters. The analysis involved 42 radionuclides, four pathways, 14 food types, 93 parameters and three percentages of parameter variation. We also investigated the importance of radionuclides, pathways and food types. The analysis involved a simple contamination model to render results from individual pathways comparable. The analysis showed that radionuclides vary greatly in their dose contribution to each of the four pathways, but relative contributions to each pathway are very similar. Man's and animals' drinking water pathways are much more important than the leaf and root pathways. However, this result depends on the contamination model used. All the pathways contain unimportant food types. Considering the number of parameters involved, FOOD III has too many different food types. Many of the parameters of the leaf and root pathway are important. However, this is true for only a few of the parameters of animals' drinking water pathway, and for neither of the two parameters of mans' drinking water pathway. The radiological decay constant increases the variability of these results. The dose factor is consistently the most important variable, and it explains most of the variability of radionuclide doses within pathways. Consideration of the variability of dose factors is important in contemporary as well as long-term waste management assessment models, if realistic estimates are to be made. (auth)

  20. Uncertainty and sensitivity analysis in nuclear accident consequence assessment

    International Nuclear Information System (INIS)

    Karlberg, Olof.

    1989-01-01

    This report contains the results of a four year project in research contracts with the Nordic Cooperation in Nuclear Safety and the National Institute for Radiation Protection. An uncertainty/sensitivity analysis methodology consisting of Latin Hypercube sampling and regression analysis was applied to an accident consequence model. A number of input parameters were selected and the uncertainties related to these parameter were estimated within a Nordic group of experts. Individual doses, collective dose, health effects and their related uncertainties were then calculated for three release scenarios and for a representative sample of meteorological situations. From two of the scenarios the acute phase after an accident were simulated and from one the long time consequences. The most significant parameters were identified. The outer limits of the calculated uncertainty distributions are large and will grow to several order of magnitudes for the low probability consequences. The uncertainty in the expectation values are typical a factor 2-5 (1 Sigma). The variation in the model responses due to the variation of the weather parameters is fairly equal to the parameter uncertainty induced variation. The most important parameters showed out to be different for each pathway of exposure, which could be expected. However, the overall most important parameters are the wet deposition coefficient and the shielding factors. A general discussion of the usefulness of uncertainty analysis in consequence analysis is also given. (au)

  1. Robust and sensitive analysis of mouse knockout phenotypes.

    Directory of Open Access Journals (Sweden)

    Natasha A Karp

    Full Text Available A significant challenge of in-vivo studies is the identification of phenotypes with a method that is robust and reliable. The challenge arises from practical issues that lead to experimental designs which are not ideal. Breeding issues, particularly in the presence of fertility or fecundity problems, frequently lead to data being collected in multiple batches. This problem is acute in high throughput phenotyping programs. In addition, in a high throughput environment operational issues lead to controls not being measured on the same day as knockouts. We highlight how application of traditional methods, such as a Student's t-Test or a 2-way ANOVA, in these situations give flawed results and should not be used. We explore the use of mixed models using worked examples from Sanger Mouse Genome Project focusing on Dual-Energy X-Ray Absorptiometry data for the analysis of mouse knockout data and compare to a reference range approach. We show that mixed model analysis is more sensitive and less prone to artefacts allowing the discovery of subtle quantitative phenotypes essential for correlating a gene's function to human disease. We demonstrate how a mixed model approach has the additional advantage of being able to include covariates, such as body weight, to separate effect of genotype from these covariates. This is a particular issue in knockout studies, where body weight is a common phenotype and will enhance the precision of assigning phenotypes and the subsequent selection of lines for secondary phenotyping. The use of mixed models with in-vivo studies has value not only in improving the quality and sensitivity of the data analysis but also ethically as a method suitable for small batches which reduces the breeding burden of a colony. This will reduce the use of animals, increase throughput, and decrease cost whilst improving the quality and depth of knowledge gained.

  2. Overview of methods for uncertainty analysis and sensitivity analysis in probabilistic risk assessment

    International Nuclear Information System (INIS)

    Iman, R.L.; Helton, J.C.

    1985-01-01

    Probabilistic Risk Assessment (PRA) is playing an increasingly important role in the nuclear reactor regulatory process. The assessment of uncertainties associated with PRA results is widely recognized as an important part of the analysis process. One of the major criticisms of the Reactor Safety Study was that its representation of uncertainty was inadequate. The desire for the capability to treat uncertainties with the MELCOR risk code being developed at Sandia National Laboratories is indicative of the current interest in this topic. However, as yet, uncertainty analysis and sensitivity analysis in the context of PRA is a relatively immature field. In this paper, available methods for uncertainty analysis and sensitivity analysis in a PRA are reviewed. This review first treats methods for use with individual components of a PRA and then considers how these methods could be combined in the performance of a complete PRA. In the context of this paper, the goal of uncertainty analysis is to measure the imprecision in PRA outcomes of interest, and the goal of sensitivity analysis is to identify the major contributors to this imprecision. There are a number of areas that must be considered in uncertainty analysis and sensitivity analysis for a PRA: (1) information, (2) systems analysis, (3) thermal-hydraulic phenomena/fission product behavior, (4) health and economic consequences, and (5) display of results. Each of these areas and the synthesis of them into a complete PRA are discussed

  3. Sensitivity Analysis Of Financing Demand In Syariah Banking

    Directory of Open Access Journals (Sweden)

    DR. HJ. ROSYETTI

    2017-11-01

    Full Text Available This study aims to analyze the Sensitivity of Demand Financing in syariah banking with a focus on the elasticity of financing demand income elasticity and cross elasticity. The type of data used in this study is secondary data quantitative and time series obtained from the publication of BPS BI and OJK. The data analysis technique begins by estimating multiple linear regression equations using the Eviews Application further measuring the sensitivity using elasticity. The research variables consist of revenue gross domestic product and conventional bank interest rate as independent variables and demand for financing as a dependent variable. The results obtained for the results gross domestic product and interest rate of conventional banks simultaneously affect the demand for financing in Islamic banking with a significant level of 5 obtained probability value F statistic amp945 005. Partially revenue share and gross domestic product have a significant effect on demand for financing. While the variable interest rate of conventional banks partially does not have a significant effect on demand for financing in Islamic banking. The ability of the three independent variables to explain the dependent variable of 99.06 the rest of 0.04 influenced by other factors outside this study. The sensitive value of demand for financing in syariah banking during the observation period was 3.94 amp400P 1 so that it can be said that demand for financing in syariah banking is elastic. The elasticity of income demand for financing in syariah banking during the observation period of 3.08 amp400I 1 is categorized as luxuries goods. The cross elasticity value of financing demand in syariah banking during the observation period is 0.52 or positive amp400C 0 it can be categorized that the interest rate of a conventional bank is a substitute of profit sharing.

  4. Relative sensitivity analysis of the predictive properties of sloppy models.

    Science.gov (United States)

    Myasnikova, Ekaterina; Spirov, Alexander

    2018-01-25

    Commonly among the model parameters characterizing complex biological systems are those that do not significantly influence the quality of the fit to experimental data, so-called "sloppy" parameters. The sloppiness can be mathematically expressed through saturating response functions (Hill's, sigmoid) thereby embodying biological mechanisms responsible for the system robustness to external perturbations. However, if a sloppy model is used for the prediction of the system behavior at the altered input (e.g. knock out mutations, natural expression variability), it may demonstrate the poor predictive power due to the ambiguity in the parameter estimates. We introduce a method of the predictive power evaluation under the parameter estimation uncertainty, Relative Sensitivity Analysis. The prediction problem is addressed in the context of gene circuit models describing the dynamics of segmentation gene expression in Drosophila embryo. Gene regulation in these models is introduced by a saturating sigmoid function of the concentrations of the regulatory gene products. We show how our approach can be applied to characterize the essential difference between the sensitivity properties of robust and non-robust solutions and select among the existing solutions those providing the correct system behavior at any reasonable input. In general, the method allows to uncover the sources of incorrect predictions and proposes the way to overcome the estimation uncertainties.

  5. Sensitivity analysis of energy demands on performance of CCHP system

    International Nuclear Information System (INIS)

    Li, C.Z.; Shi, Y.M.; Huang, X.H.

    2008-01-01

    Sensitivity analysis of energy demands is carried out in this paper to study their influence on performance of CCHP system. Energy demand is a very important and complex factor in the optimization model of CCHP system. Average, uncertainty and historical peaks are adopted to describe energy demands. The mix-integer nonlinear programming model (MINLP) which can reflect the three aspects of energy demands is established. Numerical studies are carried out based on energy demands of a hotel and a hospital. The influence of average, uncertainty and peaks of energy demands on optimal facility scheme and economic advantages of CCHP system are investigated. The optimization results show that the optimal GT's capacity and economy of CCHP system mainly lie on the average energy demands. Sum of capacities of GB and HE is equal to historical heating demand peaks, and sum of capacities of AR and ER are equal to historical cooling demand peaks. Maximum of PG is sensitive with historical peaks of energy demands and not influenced by uncertainty of energy demands, while the corresponding influence on DH is adverse

  6. Ensemble Solar Forecasting Statistical Quantification and Sensitivity Analysis: Preprint

    Energy Technology Data Exchange (ETDEWEB)

    Cheung, WanYin; Zhang, Jie; Florita, Anthony; Hodge, Bri-Mathias; Lu, Siyuan; Hamann, Hendrik F.; Sun, Qian; Lehman, Brad

    2015-12-08

    Uncertainties associated with solar forecasts present challenges to maintain grid reliability, especially at high solar penetrations. This study aims to quantify the errors associated with the day-ahead solar forecast parameters and the theoretical solar power output for a 51-kW solar power plant in a utility area in the state of Vermont, U.S. Forecasts were generated by three numerical weather prediction (NWP) models, including the Rapid Refresh, the High Resolution Rapid Refresh, and the North American Model, and a machine-learning ensemble model. A photovoltaic (PV) performance model was adopted to calculate theoretical solar power generation using the forecast parameters (e.g., irradiance, cell temperature, and wind speed). Errors of the power outputs were quantified using statistical moments and a suite of metrics, such as the normalized root mean squared error (NRMSE). In addition, the PV model's sensitivity to different forecast parameters was quantified and analyzed. Results showed that the ensemble model yielded forecasts in all parameters with the smallest NRMSE. The NRMSE of solar irradiance forecasts of the ensemble NWP model was reduced by 28.10% compared to the best of the three NWP models. Further, the sensitivity analysis indicated that the errors of the forecasted cell temperature attributed only approximately 0.12% to the NRMSE of the power output as opposed to 7.44% from the forecasted solar irradiance.

  7. A Sensitivity Analysis Approach to Identify Key Environmental Performance Factors

    Directory of Open Access Journals (Sweden)

    Xi Yu

    2014-01-01

    Full Text Available Life cycle assessment (LCA is widely used in design phase to reduce the product’s environmental impacts through the whole product life cycle (PLC during the last two decades. The traditional LCA is restricted to assessing the environmental impacts of a product and the results cannot reflect the effects of changes within the life cycle. In order to improve the quality of ecodesign, it is a growing need to develop an approach which can reflect the changes between the design parameters and product’s environmental impacts. A sensitivity analysis approach based on LCA and ecodesign is proposed in this paper. The key environmental performance factors which have significant influence on the products’ environmental impacts can be identified by analyzing the relationship between environmental impacts and the design parameters. Users without much environmental knowledge can use this approach to determine which design parameter should be first considered when (redesigning a product. A printed circuit board (PCB case study is conducted; eight design parameters are chosen to be analyzed by our approach. The result shows that the carbon dioxide emission during the PCB manufacture is highly sensitive to the area of PCB panel.

  8. Sensitivity Study on Analysis of Reactor Containment Response to LOCA

    International Nuclear Information System (INIS)

    Chung, Ku Young; Sung, Key Yong

    2010-01-01

    As a reactor containment vessel is the final barrier to the release of radioactive material during design basis accidents (DBAs), its structural integrity must be maintained by withstanding the high pressure conditions resulting from DBAs. To verify the structural integrity of the containment, response analyses are performed to get the pressure transient inside the containment after DBAs, including loss of coolant accidents (LOCAs). The purpose of this study is to give regulative insights into the importance of input variables in the analysis of containment responses to a large break LOCA (LBLOCA). For the sensitivity study, a LBLOCA in Kori 3 and 4 nuclear power plant (NPP) is analyzed by CONTEMPT-LT computer code

  9. Sensitivity Study on Analysis of Reactor Containment Response to LOCA

    Energy Technology Data Exchange (ETDEWEB)

    Chung, Ku Young; Sung, Key Yong [Korea Institute of Nuclear Safety, Daejeon (Korea, Republic of)

    2010-10-15

    As a reactor containment vessel is the final barrier to the release of radioactive material during design basis accidents (DBAs), its structural integrity must be maintained by withstanding the high pressure conditions resulting from DBAs. To verify the structural integrity of the containment, response analyses are performed to get the pressure transient inside the containment after DBAs, including loss of coolant accidents (LOCAs). The purpose of this study is to give regulative insights into the importance of input variables in the analysis of containment responses to a large break LOCA (LBLOCA). For the sensitivity study, a LBLOCA in Kori 3 and 4 nuclear power plant (NPP) is analyzed by CONTEMPT-LT computer code

  10. Emissivity compensated spectral pyrometry—algorithm and sensitivity analysis

    International Nuclear Information System (INIS)

    Hagqvist, Petter; Sikström, Fredrik; Christiansson, Anna-Karin; Lennartson, Bengt

    2014-01-01

    In order to solve the problem of non-contact temperature measurements on an object with varying emissivity, a new method is herein described and evaluated. The method uses spectral radiance measurements and converts them to temperature readings. It proves to be resilient towards changes in spectral emissivity and tolerates noisy spectral measurements. It is based on an assumption of smooth changes in emissivity and uses historical values of spectral emissivity and temperature for estimating current spectral emissivity. The algorithm, its constituent steps and accompanying parameters are described and discussed. A thorough sensitivity analysis of the method is carried out through simulations. No rigorous instrument calibration is needed for the presented method and it is therefore industrially tractable. (paper)

  11. Sensitive Spectroscopic Analysis of Biomarkers in Exhaled Breath

    Science.gov (United States)

    Bicer, A.; Bounds, J.; Zhu, F.; Kolomenskii, A. A.; Kaya, N.; Aluauee, E.; Amani, M.; Schuessler, H. A.

    2018-06-01

    We have developed a novel optical setup which is based on a high finesse cavity and absorption laser spectroscopy in the near-IR spectral region. In pilot experiments, spectrally resolved absorption measurements of biomarkers in exhaled breath, such as methane and acetone, were carried out using cavity ring-down spectroscopy (CRDS). With a 172-cm-long cavity, an efficient optical path of 132 km was achieved. The CRDS technique is well suited for such measurements due to its high sensitivity and good spectral resolution. The detection limits for methane of 8 ppbv and acetone of 2.1 ppbv with spectral sampling of 0.005 cm-1 were achieved, which allowed to analyze multicomponent gas mixtures and to observe absorption peaks of 12CH4 and 13CH4. Further improvements of the technique have the potential to realize diagnostics of health conditions based on a multicomponent analysis of breath samples.

  12. Sequence length variation, indel costs, and congruence in sensitivity analysis

    DEFF Research Database (Denmark)

    Aagesen, Lone; Petersen, Gitte; Seberg, Ole

    2005-01-01

    The behavior of two topological and four character-based congruence measures was explored using different indel treatments in three empirical data sets, each with different alignment difficulties. The analyses were done using direct optimization within a sensitivity analysis framework in which...... the cost of indels was varied. Indels were treated either as a fifth character state, or strings of contiguous gaps were considered single events by using linear affine gap cost. Congruence consistently improved when indels were treated as single events, but no congruence measure appeared as the obviously...... preferable one. However, when combining enough data, all congruence measures clearly tended to select the same alignment cost set as the optimal one. Disagreement among congruence measures was mostly caused by a dominant fragment or a data partition that included all or most of the length variation...

  13. Extending the subspace hybrid method for eigenvalue problems in reactor physics calculation

    International Nuclear Information System (INIS)

    Zhang, Q.; Abdel-Khalik, H. S.

    2013-01-01

    This paper presents an innovative hybrid Monte-Carlo-Deterministic method denoted by the SUBSPACE method designed for improving the efficiency of hybrid methods for reactor analysis applications. The SUBSPACE method achieves its high computational efficiency by taking advantage of the existing correlations between desired responses. Recently, significant gains in computational efficiency have been demonstrated using this method for source driven problems. Within this work the mathematical theory behind the SUBSPACE method is introduced and extended to address core wide level k-eigenvalue problems. The method's efficiency is demonstrated based on a three-dimensional quarter-core problem, where responses are sought on the pin cell level. The SUBSPACE method is compared to the FW-CADIS method and is found to be more efficient for the utilized test problem because of the reason that the FW-CADIS method solves a forward eigenvalue problem and an adjoint fixed-source problem while the SUBSPACE method only solves an adjoint fixed-source problem. Based on the favorable results obtained here, we are confident that the applicability of Monte Carlo for large scale reactor analysis could be realized in the near future. (authors)

  14. Global sensitivity analysis using low-rank tensor approximations

    International Nuclear Information System (INIS)

    Konakli, Katerina; Sudret, Bruno

    2016-01-01

    In the context of global sensitivity analysis, the Sobol' indices constitute a powerful tool for assessing the relative significance of the uncertain input parameters of a model. We herein introduce a novel approach for evaluating these indices at low computational cost, by post-processing the coefficients of polynomial meta-models belonging to the class of low-rank tensor approximations. Meta-models of this class can be particularly efficient in representing responses of high-dimensional models, because the number of unknowns in their general functional form grows only linearly with the input dimension. The proposed approach is validated in example applications, where the Sobol' indices derived from the meta-model coefficients are compared to reference indices, the latter obtained by exact analytical solutions or Monte-Carlo simulation with extremely large samples. Moreover, low-rank tensor approximations are confronted to the popular polynomial chaos expansion meta-models in case studies that involve analytical rank-one functions and finite-element models pertinent to structural mechanics and heat conduction. In the examined applications, indices based on the novel approach tend to converge faster to the reference solution with increasing size of the experimental design used to build the meta-model. - Highlights: • A new method is proposed for global sensitivity analysis of high-dimensional models. • Low-rank tensor approximations (LRA) are used as a meta-modeling technique. • Analytical formulas for the Sobol' indices in terms of LRA coefficients are derived. • The accuracy and efficiency of the approach is illustrated in application examples. • LRA-based indices are compared to indices based on polynomial chaos expansions.

  15. Sensitivity analysis on various parameters for lattice analysis of DUPIC fuel with WIMS-AECL code

    Energy Technology Data Exchange (ETDEWEB)

    Roh, Gyu Hong; Choi, Hang Bok; Park, Jee Won [Korea Atomic Energy Research Institute, Taejon (Korea, Republic of)

    1997-12-31

    The code WIMS-AECL has been used for the lattice analysis of DUPIC fuel. The lattice parameters calculated by the code is sensitive to the choice of number of parameters, such as the number of tracking lines, number of condensed groups, mesh spacing in the moderator region, other parameters vital to the calculation of probabilities and burnup analysis. We have studied this sensitivity with respect to these parameters and recommend their proper values which are necessary for carrying out the lattice analysis of DUPIC fuel.

  16. Sensitivity analysis on various parameters for lattice analysis of DUPIC fuel with WIMS-AECL code

    Energy Technology Data Exchange (ETDEWEB)

    Roh, Gyu Hong; Choi, Hang Bok; Park, Jee Won [Korea Atomic Energy Research Institute, Taejon (Korea, Republic of)

    1998-12-31

    The code WIMS-AECL has been used for the lattice analysis of DUPIC fuel. The lattice parameters calculated by the code is sensitive to the choice of number of parameters, such as the number of tracking lines, number of condensed groups, mesh spacing in the moderator region, other parameters vital to the calculation of probabilities and burnup analysis. We have studied this sensitivity with respect to these parameters and recommend their proper values which are necessary for carrying out the lattice analysis of DUPIC fuel.

  17. An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis

    NARCIS (Netherlands)

    Kleijnen, J.P.C.

    2004-01-01

    Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models.This review surveys classic and modern designs for experiments with simulation models.Classic designs were developed for real, non-simulated systems in agriculture, engineering, etc.These designs assume a

  18. Imaginary eigenvalue solution in RPA and phase transition

    International Nuclear Information System (INIS)

    Yao Yujie; Jing Xiaogong; Zhao Guoquan; Wu Shishu

    1993-01-01

    The phase transition (PT) of a many-particle system with a close-shell configuration, the stability of the Hartree-Fock (HF) solution and the random phase approximation (RPA) are studied by means of a generalized three-level solvable model. The question whether the occurrence of an imaginary eigenvalue solution in RPA (OISA) may be considered as a signature of PT is explored in some detail. It is found that there is no close relation between OISA and PT. Generally, OISA shows that RPA becomes poor

  19. Perturbative stability of the approximate Killing field eigenvalue problem

    International Nuclear Information System (INIS)

    Beetle, Christopher; Wilder, Shawn

    2014-01-01

    An approximate Killing field may be defined on a compact, Riemannian geometry by solving an eigenvalue problem for a certain elliptic operator. This paper studies the effect of small perturbations in the Riemannian metric on the resulting vector field. It shows that small metric perturbations, as measured using a Sobolev-type supremum norm on the space of Riemannian geometries on a fixed manifold, yield small perturbations in the approximate Killing field, as measured using a Hilbert-type square integral norm. It also discusses applications to the problem of computing the spin of a generic black hole in general relativity. (paper)

  20. Wielandt acceleration for MCNP5 Monte Carlo eigenvalue calculations

    International Nuclear Information System (INIS)

    Brown, F.

    2007-01-01

    Monte Carlo criticality calculations use the power iteration method to determine the eigenvalue (k eff ) and eigenfunction (fission source distribution) of the fundamental mode. A recently proposed method for accelerating convergence of the Monte Carlo power iteration using Wielandt's method has been implemented in a test version of MCNP5. The method is shown to provide dramatic improvements in convergence rates and to greatly reduce the possibility of false convergence assessment. The method is effective and efficient, improving the Monte Carlo figure-of-merit for many problems. In addition, the method should eliminate most of the underprediction bias in confidence intervals for Monte Carlo criticality calculations. (authors)

  1. Nonlinear Eigenvalue Problems in Elliptic Variational Inequalities: a local study

    International Nuclear Information System (INIS)

    Conrad, F.; Brauner, C.; Issard-Roch, F.; Nicolaenko, B.

    1985-01-01

    The authors consider a class of Nonlinear Eigenvalue Problems (N.L.E.P.) associated with Elliptic Variational Inequalities (E.V.I.). First the authors introduce the main tools for a local study of branches of solutions; the authors extend the linearization process required in the case of equations. Next the authors prove the existence of arcs of solutions close to regular vs singular points, and determine their local behavior up to the first order. Finally, the authors discuss the connection between their regularity condition and some stability concept. 37 references, 6 figures

  2. A parallel algorithm for the non-symmetric eigenvalue problem

    International Nuclear Information System (INIS)

    Sidani, M.M.

    1991-01-01

    An algorithm is presented for the solution of the non-symmetric eigenvalue problem. The algorithm is based on a divide-and-conquer procedure that provides initial approximations to the eigenpairs, which are then refined using Newton iterations. Since the smaller subproblems can be solved independently, and since Newton iterations with different initial guesses can be started simultaneously, the algorithm - unlike the standard QR method - is ideal for parallel computers. The author also reports on his investigation of deflation methods designed to obtain further eigenpairs if needed. Numerical results from implementations on a host of parallel machines (distributed and shared-memory) are presented

  3. p-Norm SDD tensors and eigenvalue localization

    Directory of Open Access Journals (Sweden)

    Qilong Liu

    2016-07-01

    Full Text Available Abstract We present a new class of nonsingular tensors (p-norm strictly diagonally dominant tensors, which is a subclass of strong H $\\mathcal{H}$ -tensors. As applications of the results, we give a new eigenvalue inclusion set, which is tighter than those provided by Li et al. (Linear Multilinear Algebra 64:727-736, 2016 in some case. Based on this set, we give a checkable sufficient condition for the positive (semidefiniteness of an even-order symmetric tensor.

  4. Eigenvalue problems for degenerate nonlinear elliptic equations in anisotropic media

    Directory of Open Access Journals (Sweden)

    Vicenţiu RăDulescu

    2005-06-01

    Full Text Available We study nonlinear eigenvalue problems of the type −div(a(x∇u=g(λ,x,u in ℝN, where a(x is a degenerate nonnegative weight. We establish the existence of solutions and we obtain information on qualitative properties as multiplicity and location of solutions. Our approach is based on the critical point theory in Sobolev weighted spaces combined with a Caffarelli-Kohn-Nirenberg-type inequality. A specific minimax method is developed without making use of Palais-Smale condition.

  5. A New Inexact Inverse Subspace Iteration for Generalized Eigenvalue Problems

    Directory of Open Access Journals (Sweden)

    Fatemeh Mohammad

    2014-05-01

    Full Text Available In this paper‎, ‎we represent an inexact inverse‎ ‎subspace iteration method for computing a few eigenpairs of the‎ ‎generalized eigenvalue problem $Ax = \\lambda Bx$[Q.~Ye and P.~Zhang‎, ‎Inexact inverse subspace iteration for generalized eigenvalue‎ ‎problems‎, ‎Linear Algebra and its Application‎, ‎434 (2011 1697-1715‎‎]‎. ‎In particular‎, ‎the linear convergence property of the inverse‎ ‎subspace iteration is preserved‎.

  6. Eigenvalues calculation algorithms for {lambda}-modes determination. Parallelization approach

    Energy Technology Data Exchange (ETDEWEB)

    Vidal, V. [Universidad Politecnica de Valencia (Spain). Departamento de Sistemas Informaticos y Computacion; Verdu, G.; Munoz-Cobo, J.L. [Universidad Politecnica de Valencia (Spain). Departamento de Ingenieria Quimica y Nuclear; Ginestart, D. [Universidad Politecnica de Valencia (Spain). Departamento de Matematica Aplicada

    1997-03-01

    In this paper, we review two methods to obtain the {lambda}-modes of a nuclear reactor, Subspace Iteration method and Arnoldi`s method, which are popular methods to solve the partial eigenvalue problem for a given matrix. In the developed application for the neutron diffusion equation we include improved acceleration techniques for both methods. Also, we propose two parallelization approaches for these methods, a coarse grain parallelization and a fine grain one. We have tested the developed algorithms with two realistic problems, focusing on the efficiency of the methods according to the CPU times. (author).

  7. Dimensionality of social networks using motifs and eigenvalues.

    Directory of Open Access Journals (Sweden)

    Anthony Bonato

    Full Text Available We consider the dimensionality of social networks, and develop experiments aimed at predicting that dimension. We find that a social network model with nodes and links sampled from an m-dimensional metric space with power-law distributed influence regions best fits samples from real-world networks when m scales logarithmically with the number of nodes of the network. This supports a logarithmic dimension hypothesis, and we provide evidence with two different social networks, Facebook and LinkedIn. Further, we employ two different methods for confirming the hypothesis: the first uses the distribution of motif counts, and the second exploits the eigenvalue distribution.

  8. On the solution of two-point linear differential eigenvalue problems. [numerical technique with application to Orr-Sommerfeld equation

    Science.gov (United States)

    Antar, B. N.

    1976-01-01

    A numerical technique is presented for locating the eigenvalues of two point linear differential eigenvalue problems. The technique is designed to search for complex eigenvalues belonging to complex operators. With this method, any domain of the complex eigenvalue plane could be scanned and the eigenvalues within it, if any, located. For an application of the method, the eigenvalues of the Orr-Sommerfeld equation of the plane Poiseuille flow are determined within a specified portion of the c-plane. The eigenvalues for alpha = 1 and R = 10,000 are tabulated and compared for accuracy with existing solutions.

  9. Relative performance of academic departments using DEA with sensitivity analysis.

    Science.gov (United States)

    Tyagi, Preeti; Yadav, Shiv Prasad; Singh, S P

    2009-05-01

    The process of liberalization and globalization of Indian economy has brought new opportunities and challenges in all areas of human endeavor including education. Educational institutions have to adopt new strategies to make best use of the opportunities and counter the challenges. One of these challenges is how to assess the performance of academic programs based on multiple criteria. Keeping this in view, this paper attempts to evaluate the performance efficiencies of 19 academic departments of IIT Roorkee (India) through data envelopment analysis (DEA) technique. The technique has been used to assess the performance of academic institutions in a number of countries like USA, UK, Australia, etc. But we are using it first time in Indian context to the best of our knowledge. Applying DEA models, we calculate technical, pure technical and scale efficiencies and identify the reference sets for inefficient departments. Input and output projections are also suggested for inefficient departments to reach the frontier. Overall performance, research performance and teaching performance are assessed separately using sensitivity analysis.

  10. PDASAC, Partial Differential Sensitivity Analysis of Stiff System

    International Nuclear Information System (INIS)

    Caracotsios, M.; Stewart, W.E.

    2001-01-01

    1 - Description of program or function: PDASAC solves stiff, nonlinear initial-boundary-value problems in a timelike dimension t and a space dimension x. Plane, circular cylindrical or spherical boundaries can be handled. Mixed-order systems of partial differential and algebraic equations can be analyzed with members of order or 0 or 1 in t, 0, 1 or 2 in x. Parametric sensitivities of the calculated states are computed simultaneously on request, via the Jacobian of the state equations. Initial and boundary conditions are efficiently reconciled. Local error control (in the max-norm or the 2-norm) is provided for the state vector and can include the parametric sensitivities if desired. 2 - Method of solution: The method of lines is used, with a user- selected x-grid and a minimum-bandwidth finite-difference approximations of the x-derivatives. Starting conditions are reconciled with a damped Newton algorithm adapted from Bain and Stewart (1991). Initial step selection is done by the first-order algorithms of Shampine (1987), extended here to differential- algebraic equation systems. The solution is continued with the DASSL predictor-corrector algorithm (Petzold 1983, Brenan et al. 1989) with the initial acceleration phase deleted and with row scaling of the Jacobian added. The predictor and corrector are expressed in divided-difference form, with the fixed-leading-coefficient form of corrector (Jackson and Sacks-Davis 1989; Brenan et al. 1989). Weights for the error tests are updated in each step with the user's tolerances at the predicted state. Sensitivity analysis is performed directly on the corrector equations of Caracotsios and Stewart (1985) and is extended here to the initialization when needed. 3 - Restrictions on the complexity of the problem: This algorithm, like DASSL, performs well on differential-algebraic equation systems of index 0 and 1 but not on higher-index systems; see Brenan et al. (1989). The user assigned the work array lengths and the output

  11. Sensitivity Analysis for Steady State Groundwater Flow Using Adjoint Operators

    Science.gov (United States)

    Sykes, J. F.; Wilson, J. L.; Andrews, R. W.

    1985-03-01

    Adjoint sensitivity theory is currently being considered as a potential method for calculating the sensitivity of nuclear waste repository performance measures to the parameters of the system. For groundwater flow systems, performance measures of interest include piezometric heads in the vicinity of a waste site, velocities or travel time in aquifers, and mass discharge to biosphere points. The parameters include recharge-discharge rates, prescribed boundary heads or fluxes, formation thicknesses, and hydraulic conductivities. The derivative of a performance measure with respect to the system parameters is usually taken as a measure of sensitivity. To calculate sensitivities, adjoint sensitivity equations are formulated from the equations describing the primary problem. The solution of the primary problem and the adjoint sensitivity problem enables the determination of all of the required derivatives and hence related sensitivity coefficients. In this study, adjoint sensitivity theory is developed for equations of two-dimensional steady state flow in a confined aquifer. Both the primary flow equation and the adjoint sensitivity equation are solved using the Galerkin finite element method. The developed computer code is used to investigate the regional flow parameters of the Leadville Formation of the Paradox Basin in Utah. The results illustrate the sensitivity of calculated local heads to the boundary conditions. Alternatively, local velocity related performance measures are more sensitive to hydraulic conductivities.

  12. Sensitivity analysis of simulated SOA loadings using a variance-based statistical approach: SENSITIVITY ANALYSIS OF SOA

    Energy Technology Data Exchange (ETDEWEB)

    Shrivastava, Manish [Pacific Northwest National Laboratory, Richland Washington USA; Zhao, Chun [Pacific Northwest National Laboratory, Richland Washington USA; Easter, Richard C. [Pacific Northwest National Laboratory, Richland Washington USA; Qian, Yun [Pacific Northwest National Laboratory, Richland Washington USA; Zelenyuk, Alla [Pacific Northwest National Laboratory, Richland Washington USA; Fast, Jerome D. [Pacific Northwest National Laboratory, Richland Washington USA; Liu, Ying [Pacific Northwest National Laboratory, Richland Washington USA; Zhang, Qi [Department of Environmental Toxicology, University of California Davis, California USA; Guenther, Alex [Department of Earth System Science, University of California, Irvine California USA

    2016-04-08

    We investigate the sensitivity of secondary organic aerosol (SOA) loadings simulated by a regional chemical transport model to 7 selected tunable model parameters: 4 involving emissions of anthropogenic and biogenic volatile organic compounds, anthropogenic semi-volatile and intermediate volatility organics (SIVOCs), and NOx, 2 involving dry deposition of SOA precursor gases, and one involving particle-phase transformation of SOA to low volatility. We adopt a quasi-Monte Carlo sampling approach to effectively sample the high-dimensional parameter space, and perform a 250 member ensemble of simulations using a regional model, accounting for some of the latest advances in SOA treatments based on our recent work. We then conduct a variance-based sensitivity analysis using the generalized linear model method to study the responses of simulated SOA loadings to the tunable parameters. Analysis of SOA variance from all 250 simulations shows that the volatility transformation parameter, which controls whether particle-phase transformation of SOA from semi-volatile SOA to non-volatile is on or off, is the dominant contributor to variance of simulated surface-level daytime SOA (65% domain average contribution). We also split the simulations into 2 subsets of 125 each, depending on whether the volatility transformation is turned on/off. For each subset, the SOA variances are dominated by the parameters involving biogenic VOC and anthropogenic SIVOC emissions. Furthermore, biogenic VOC emissions have a larger contribution to SOA variance when the SOA transformation to non-volatile is on, while anthropogenic SIVOC emissions have a larger contribution when the transformation is off. NOx contributes less than 4.3% to SOA variance, and this low contribution is mainly attributed to dominance of intermediate to high NOx conditions throughout the simulated domain. The two parameters related to dry deposition of SOA precursor gases also have very low contributions to SOA variance

  13. An Application of Monte-Carlo-Based Sensitivity Analysis on the Overlap in Discriminant Analysis

    Directory of Open Access Journals (Sweden)

    S. Razmyan

    2012-01-01

    Full Text Available Discriminant analysis (DA is used for the measurement of estimates of a discriminant function by minimizing their group misclassifications to predict group membership of newly sampled data. A major source of misclassification in DA is due to the overlapping of groups. The uncertainty in the input variables and model parameters needs to be properly characterized in decision making. This study combines DEA-DA with a sensitivity analysis approach to an assessment of the influence of banks’ variables on the overall variance in overlap in a DA in order to determine which variables are most significant. A Monte-Carlo-based sensitivity analysis is considered for computing the set of first-order sensitivity indices of the variables to estimate the contribution of each uncertain variable. The results show that the uncertainties in the loans granted and different deposit variables are more significant than uncertainties in other banks’ variables in decision making.

  14. Intergenerational Correlation in Monte Carlo k-Eigenvalue Calculation

    International Nuclear Information System (INIS)

    Ueki, Taro

    2002-01-01

    This paper investigates intergenerational correlation in the Monte Carlo k-eigenvalue calculation of a neutron effective multiplicative factor. To this end, the exponential transform for path stretching has been applied to large fissionable media with localized highly multiplying regions because in such media an exponentially decaying shape is a rough representation of the importance of source particles. The numerical results show that the difference between real and apparent variances virtually vanishes for an appropriate value of the exponential transform parameter. This indicates that the intergenerational correlation of k-eigenvalue samples could be eliminated by the adjoint biasing of particle transport. The relation between the biasing of particle transport and the intergenerational correlation is therefore investigated in the framework of collision estimators, and the following conclusion has been obtained: Within the leading order approximation with respect to the number of histories per generation, the intergenerational correlation vanishes when immediate importance is constant, and the immediate importance under simulation can be made constant by the biasing of particle transport with a function adjoint to the source neutron's distribution, i.e., the importance over all future generations

  15. Sensitivity analysis of alkaline plume modelling: influence of mineralogy

    International Nuclear Information System (INIS)

    Gaboreau, S.; Claret, F.; Marty, N.; Burnol, A.; Tournassat, C.; Gaucher, E.C.; Munier, I.; Michau, N.; Cochepin, B.

    2010-01-01

    Document available in extended abstract form only. In the context of a disposal facility for radioactive waste in clayey geological formation, an important modelling effort has been carried out in order to predict the time evolution of interacting cement based (concrete or cement) and clay (argillites and bentonite) materials. The high number of modelling input parameters associated with non negligible uncertainties makes often difficult the interpretation of modelling results. As a consequence, it is necessary to carry out sensitivity analysis on main modelling parameters. In a recent study, Marty et al. (2009) could demonstrate that numerical mesh refinement and consideration of dissolution/precipitation kinetics have a marked effect on (i) the time necessary to numerically clog the initial porosity and (ii) on the final mineral assemblage at the interface. On the contrary, these input parameters have little effect on the extension of the alkaline pH plume. In the present study, we propose to investigate the effects of the considered initial mineralogy on the principal simulation outputs: (1) the extension of the high pH plume, (2) the time to clog the porosity and (3) the alteration front in the clay barrier (extension and nature of mineralogy changes). This was done through sensitivity analysis on both concrete composition and clay mineralogical assemblies since in most published studies, authors considered either only one composition per materials or simplified mineralogy in order to facilitate or to reduce their calculation times. 1D Cartesian reactive transport models were run in order to point out the importance of (1) the crystallinity of concrete phases, (2) the type of clayey materials and (3) the choice of secondary phases that are allowed to precipitate during calculations. Two concrete materials with either nanocrystalline or crystalline phases were simulated in contact with two clayey materials (smectite MX80 or Callovo- Oxfordian argillites). Both

  16. A scheme for the evaluation of dominant time-eigenvalues of a nuclear reactor

    International Nuclear Information System (INIS)

    Modak, R.S.; Gupta, Anurag

    2007-01-01

    This paper presents a scheme to obtain the fundamental and few dominant solutions of the prompt time eigenvalue problem (referred to as α-eigenvalue problem) for a nuclear reactor using multi-group neutron diffusion theory. The scheme is based on the use of an algorithm called Orthomin(1). This algorithm was originally proposed by Suetomi and Sekimoto [Suetomi, E., Sekimoto, H., 1991. Conjugate gradient like methods and their application to eigenvalue problems for neutron diffusion equations. Ann. Nucl. Energy 18 (4), 205-227] to obtain the fundamental K-eigenvalue (K-effective) of nuclear reactors. Recently, it has been shown that the algorithm can be used to obtain the further dominant K-modes also. Since α-eigenvalue problem is usually more difficult to solve than the K-eigenvalue problem, an attempt has been made here to use Orthomin(1) for its solution. Numerical results are given for realistic 3-D test case

  17. Development of a System Analysis Toolkit for Sensitivity Analysis, Uncertainty Propagation, and Estimation of Parameter Distribution

    International Nuclear Information System (INIS)

    Heo, Jaeseok; Kim, Kyung Doo

    2015-01-01

    Statistical approaches to uncertainty quantification and sensitivity analysis are very important in estimating the safety margins for an engineering design application. This paper presents a system analysis and optimization toolkit developed by Korea Atomic Energy Research Institute (KAERI), which includes multiple packages of the sensitivity analysis and uncertainty quantification algorithms. In order to reduce the computing demand, multiple compute resources including multiprocessor computers and a network of workstations are simultaneously used. A Graphical User Interface (GUI) was also developed within the parallel computing framework for users to readily employ the toolkit for an engineering design and optimization problem. The goal of this work is to develop a GUI framework for engineering design and scientific analysis problems by implementing multiple packages of system analysis methods in the parallel computing toolkit. This was done by building an interface between an engineering simulation code and the system analysis software packages. The methods and strategies in the framework were designed to exploit parallel computing resources such as those found in a desktop multiprocessor workstation or a network of workstations. Available approaches in the framework include statistical and mathematical algorithms for use in science and engineering design problems. Currently the toolkit has 6 modules of the system analysis methodologies: deterministic and probabilistic approaches of data assimilation, uncertainty propagation, Chi-square linearity test, sensitivity analysis, and FFTBM

  18. Development of a System Analysis Toolkit for Sensitivity Analysis, Uncertainty Propagation, and Estimation of Parameter Distribution

    Energy Technology Data Exchange (ETDEWEB)

    Heo, Jaeseok; Kim, Kyung Doo [KAERI, Daejeon (Korea, Republic of)

    2015-05-15

    Statistical approaches to uncertainty quantification and sensitivity analysis are very important in estimating the safety margins for an engineering design application. This paper presents a system analysis and optimization toolkit developed by Korea Atomic Energy Research Institute (KAERI), which includes multiple packages of the sensitivity analysis and uncertainty quantification algorithms. In order to reduce the computing demand, multiple compute resources including multiprocessor computers and a network of workstations are simultaneously used. A Graphical User Interface (GUI) was also developed within the parallel computing framework for users to readily employ the toolkit for an engineering design and optimization problem. The goal of this work is to develop a GUI framework for engineering design and scientific analysis problems by implementing multiple packages of system analysis methods in the parallel computing toolkit. This was done by building an interface between an engineering simulation code and the system analysis software packages. The methods and strategies in the framework were designed to exploit parallel computing resources such as those found in a desktop multiprocessor workstation or a network of workstations. Available approaches in the framework include statistical and mathematical algorithms for use in science and engineering design problems. Currently the toolkit has 6 modules of the system analysis methodologies: deterministic and probabilistic approaches of data assimilation, uncertainty propagation, Chi-square linearity test, sensitivity analysis, and FFTBM.

  19. ECOS - analysis of sensitivity to database and input parameters

    International Nuclear Information System (INIS)

    Sumerling, T.J.; Jones, C.H.

    1986-06-01

    The sensitivity of doses calculated by the generic biosphere code ECOS to parameter changes has been investigated by the authors for the Department of the Environment as part of its radioactive waste management research programme. The sensitivity of results to radionuclide dependent parameters has been tested by specifying reasonable parameter ranges and performing code runs for best estimate, upper-bound and lower-bound parameter values. The work indicates that doses are most sensitive to scenario parameters: geosphere input fractions, area of contaminated land, land use and diet, flux of contaminated waters and water use. Recommendations are made based on the results of sensitivity. (author)

  20. A Sensitivity Analysis of fMRI Balloon Model

    KAUST Repository

    Zayane, Chadia

    2015-04-22

    Functional magnetic resonance imaging (fMRI) allows the mapping of the brain activation through measurements of the Blood Oxygenation Level Dependent (BOLD) contrast. The characterization of the pathway from the input stimulus to the output BOLD signal requires the selection of an adequate hemodynamic model and the satisfaction of some specific conditions while conducting the experiment and calibrating the model. This paper, focuses on the identifiability of the Balloon hemodynamic model. By identifiability, we mean the ability to estimate accurately the model parameters given the input and the output measurement. Previous studies of the Balloon model have somehow added knowledge either by choosing prior distributions for the parameters, freezing some of them, or looking for the solution as a projection on a natural basis of some vector space. In these studies, the identification was generally assessed using event-related paradigms. This paper justifies the reasons behind the need of adding knowledge, choosing certain paradigms, and completing the few existing identifiability studies through a global sensitivity analysis of the Balloon model in the case of blocked design experiment.