• Title/Summary/Keyword: cross covariance

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McCARD/MIG stochastic sampling calculations for nuclear cross section sensitivity and uncertainty analysis

  • Ho Jin Park
    • Nuclear Engineering and Technology
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    • v.54 no.11
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    • pp.4272-4279
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    • 2022
  • In this study, a cross section stochastic sampling (S.S.) capability is implemented into both the McCARD continuous energy Monte Carlo code and MIG multiple-correlated data sampling code. The ENDF/B-VII.1 covariance data based 30 group cross section sets and the SCALE6 covariance data based 44 group cross section sets are sampled by the MIG code. Through various uncertainty quantification (UQ) benchmark calculations, the McCARD/MIG results are verified to be consistent with the McCARD stand-alone sensitivity/uncertainty (S/U) results and the XSUSA S.S. results. UQ analyses for Three Mile Island Unit 1, Peach Bottom Unit 2, and Kozloduy-6 fuel pin problems are conducted to provide the uncertainties of keff and microscopic and macroscopic cross sections by the McCARD/MIG code system. Moreover, the SNU S/U formulations for uncertainty propagation in a MC depletion analysis are validated through a comparison with the McCARD/MIG S.S. results for the UAM Exercise I-1b burnup benchmark. It is therefore concluded that the SNU formulation based on the S/U method has the capability to accurately estimate the uncertainty propagation in a MC depletion analysis.

A Study on Signal-to-Noise Ratio of Delta Modulation for a First-Order Gauss-Markov Signal (First-Order Gauss-Markov 신호에 대한 Delta 변조방식의 신호대 잡음비에 관한 연구)

  • Moon, Sang-Jae;Son, Hyun
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.17 no.3
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    • pp.52-56
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    • 1980
  • The Signal -to- Noise Ratio of delta modulation for a fi rEt -order Gauss -Markov signal is derived and an approximate expreession of SND is discussed, in the case that only granular noise arises. Cross covariance of input and error signals are negligible when the adjacent correlation of input signal is larger than the difference between the adjacent correlation and the prediction coefficient of local decoder. The approximately derived SNR is available for any value of adjacent correlation.

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ANN-based Real-Time Damage Detection Algorithm using Output-only Acceleration Signals (가속도를 이용한 인공신경망 기반 실시간 손상검색기법)

  • Kim, Jung-Tae;Park, Jae-Hyung;Do, Han-Sung
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2007.04a
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    • pp.43-48
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    • 2007
  • In this study, an ANN-based damage detection algorithm using acceleration signals is developed for alarming locations of damage in beam-type structures. A new ANN-algorithm using output-only acceleration responses is designed for damage detection in real time. The cross-covariance of two acceleration signals measured at two different locations is selected as the feature representing the structural condition. Neural networks are trained for potential loading patterns and damage scenarios of the target structure for which its actual loadings are unknown. The feasibility and practicality of the proposed method are evaluated from laboratory-model tests on free-free beams for which accelerations were measured before and after several damage cases.

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A Test for Equality Form of Covariance Matrices of Multivariate Normal Populations

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.20 no.2
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    • pp.191-201
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    • 1991
  • Given a set of data pxN$_{i}$, matrices X$_{i}$ observed from p-variate normal populations $\prod$$_{i}$~N($\mu$$_{I}$, $\Sigma$$_{i}$) for i=1, …, K, the test for equality form of the covariance matrices is to choose a hypothetical model which best explains the homogeneity/heterogeneity structure across the covariance matrices among the hypothesized class of models. This paper describes a test procedure for selecting the best model. The procedure is based on a synthesis of Bayesian and a cross-validation or sample reuse methodology that makes use of a one-at-a-time schema of observational omissions. Advantages of the test are argued on two grounds, and illustrative examples and simulation results are given.are given.

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IRF-k kriging of electrical resistivity data for estimating the extent of saltwater intrusion in a coastal aquifer system

  • Shim B. O.;Chung S. Y.;Kim H. J.;Sung I. H.
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.352-361
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    • 2003
  • We have evaluated the extent of saltwater intrusion from electrical resistivity distribution in a coastal aquifer system in the southeastern part of Busan, Korea. This aquifer system is divided into four layers according to the hydrogeologic characteristics and the horizontal extent of intruded saltwater is determined at each layer through the geostatistical interpretation of electrical resistivity data. In order to define the statistical structure of electrical resistivity data, variogram analysis is carried out to obtain best generalized covariance models. IRF-k (intrinsic random function of order k) kriging is performed with covariance models to produce the plane of spatial mean resistivities. The kriged estimates are evaluated by cross validation to show a good agreement with the true values and the statistics of cross validation represented low errors for the estimates. In the resistivity contour maps more than 5 m below the surface, we can see a dominant direction of saltwater intrusion beginning from the east side. The area of saltwater intrusion increases with depth. The northeast side has low resistivities less than 5 ohm-m due to the presence of saline water in the depth range of 20 m through 70 m. These results show that the application of geostatistical technique to electrical resistivity data is useful for assessing saltwater intrusion in a coastal aquifer system.

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A Study on Velocity-Log Conductivity, Velocity-Head Cross Covariances in Aquifers with Nonstationary Conductivity Fields (비정체형 지하대수층의 속도-대수투수계수, 속도-수두 교차공분산에 관한 연구)

  • Seong, Gwan-Je
    • Journal of Korea Water Resources Association
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    • v.31 no.4
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    • pp.363-373
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    • 1998
  • In this study, random flow field in a nonstationary porous formation is characterized through cross covariances of the velocity with the log conductivity and the head. The hydraulic head and the velocity in saturated aquifers are found through stochastic analysis of a steady, two-dimensional flow field without recharge. Expression for these cross covariances are obtained in quasi-analytic forms all in terms of the parameters which characterize the nonstationary conductivity field and the average head gradient. The cross covariances with a Gaussian correlation function for the log conductivity are presented for two particular cases where the trend is either parallel or perpendicular to the mean head gradient and for separation distances along and across the mean flow direction. The results may be of particular importance in transport predictions and conditioning on field measurements when the log conductivity field is suspected to be nonstationary and also serve as a benchmark for testing nonstationary numerical codes. Keywords : cross covariance, nonstationary conductivity field, saturated aquifer, stochastic analysis.

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Understanding of unsteady pressure fields on prisms based on covariance and spectral proper orthogonal decompositions

  • Hoa, Le Thai;Tamura, Yukio;Matsumoto, Masaru;Shirato, Hiromichi
    • Wind and Structures
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    • v.16 no.5
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    • pp.517-540
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    • 2013
  • This paper presents applications of proper orthogonal decomposition in both the time and frequency domains based on both cross spectral matrix and covariance matrix branches to analyze multi-variate unsteady pressure fields on prisms and to study spanwise and chordwise pressure distribution. Furthermore, modification of proper orthogonal decomposition is applied to a rectangular spanwise coherence matrix in order to investigate the spanwise correlation and coherence of the unsteady pressure fields. The unsteady pressure fields have been directly measured in wind tunnel tests on some typical prisms with slenderness ratios B/D=1, B/D=1 with a splitter plate in the wake, and B/D=5. Significance and contribution of the first covariance mode associated with the first principal coordinates as well as those of the first spectral eigenvalue and associated spectral mode are clarified by synthesis of the unsteady pressure fields and identification of intrinsic events inside the unsteady pressure fields. Spanwise coherence of the unsteady pressure fields has been mapped the first time ever for better understanding of their intrinsic characteristics.

Comparison study of modeling covariance matrix for multivariate longitudinal data (다변량 경시적 자료 분석을 위한 공분산 행렬의 모형화 비교 연구)

  • Kwak, Na Young;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.33 no.3
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    • pp.281-296
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    • 2020
  • Repeated outcomes from the same subjects are referred to as longitudinal data. Analysis of the data requires different methods unlike cross-sectional data analysis. It is important to model the covariance matrix because the correlation between the repeated outcomes must be considered when estimating the effects of covariates on the mean response. However, the modeling of the covariance matrix is tricky because there are many parameters to be estimated, and the estimated covariance matrix should be positive definite. In this paper, we consider analysis of multivariate longitudinal data via two modeling methodologies for the covariance matrix for multivariate longitudinal data. Both methods describe serial correlations of multivariate longitudinal outcomes using a modified Cholesky decomposition. However, the two methods consider different decompositions to explain the correlation between simultaneous responses. The first method uses enhanced linear covariance models so that the covariance matrix satisfies a positive definiteness condition; in addition, and principal component analysis and maximization-minimization algorithm (MM algorithm) were used to estimate model parameters. The second method considers variance-correlation decomposition and hypersphere decomposition to model covariance matrix. Simulations are used to compare the performance of the two methodologies.

UNCERTAINTY PROPAGATION ANALYSIS FOR YONGGWANG NUCLEAR UNIT 4 BY MCCARD/MASTER CORE ANALYSIS SYSTEM

  • Park, Ho Jin;Lee, Dong Hyuk;Shim, Hyung Jin;Kim, Chang Hyo
    • Nuclear Engineering and Technology
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    • v.46 no.3
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    • pp.291-298
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    • 2014
  • This paper concerns estimating uncertainties of the core neutronics design parameters of power reactors by direct sampling method (DSM) calculations based on the two-step McCARD/MASTER design system in which McCARD is used to generate the fuel assembly (FA) homogenized few group constants (FGCs) while MASTER is used to conduct the core neutronics design computation. It presents an extended application of the uncertainty propagation analysis method originally designed for uncertainty quantification of the FA FGCs as a way to produce the covariances between the FGCs of any pair of FAs comprising the core, or the covariance matrix of the FA FGCs required for random sampling of the FA FGCs input sets into direct sampling core calculations by MASTER. For illustrative purposes, the uncertainties of core design parameters such as the effective multiplication factor ($k_{eff}$), normalized FA power densities, power peaking factors, etc. for the beginning of life (BOL) core of Yonggwang nuclear unit 4 (YGN4) at the hot zero power and all rods out are estimated by the McCARD/MASTER-based DSM computations. The results are compared with those from the uncertainty propagation analysis method based on the McCARD-predicted sensitivity coefficients of nuclear design parameters and the cross section covariance data.

Registration of the 3D Range Data Using the Curvature Value (곡률 정보를 이용한 3차원 거리 데이터 정합)

  • Kim, Sang-Hoon;Kim, Tae-Eun
    • Convergence Security Journal
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    • v.8 no.4
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    • pp.161-166
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    • 2008
  • This paper proposes a new approach to align 3D data sets by using curvatures of feature surface. We use the Gaussian curvatures and the covariance matrix which imply the physical characteristics of the model to achieve registration of unaligned 3D data sets. First, the physical characteristics of local area are obtained by the Gaussian curvature. And the camera position of 3D range finder system is calculated from by using the projection matrix between 3D data set and 2D image. Then, the physical characteristics of whole area are obtained by the covariance matrix of the model. The corresponding points can be found in the overlapping region with the cross-projection method and it concentrates by removed points of self-occlusion. By the repeatedly the process discussed above, we finally find corrected points of overlapping region and get the optimized registration result.

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