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1 Evaluation of experimental data in the resolved resonance region Contribution of the Nuclear Data Group of Cadarache Gilles Noguere SPRC/LEPh, CEA Cadarache, F-13108Saint Paul Les Durance WPEC/SG 36, NEA, may 2012

Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

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Page 1: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

1

Evaluation of experimental data in the

resolved resonance region

Contribution of the Nuclear Data Group of Cadarache

Gilles Noguere

SPRC/LEPh, CEA Cadarache, F-13108Saint Paul Les Durance

WPEC/SG 36, NEA, may 2012

Page 2: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

2

Neutron Resonance Shape Analysis Codes

SAMMY (ORNL) and CONRAD (CEA/Cadarache)

Implicit Data Covariance Matrix with the AGS methodology

235U fission cross section

Use IDC matrix in the Neutron Resonance Shape Analysis codes

Data Covariance Matrix for 127I transmission data

Time resolution of the facility

Analytic/Monte-Carlo descriptions of the resolution function

Generalization of the IDC methodology to Resonance-Parameter Covariance Matrix

CONRAD Marginalization

Outlines

Page 3: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

3

SAMMY: the option “USER-SUPPLIED IMPLICIT DATA COVARIANCE MATRIX” was implemented in

2002 to read AGS covariance files (Test Case Tr140, I129 transmission data).

Neutron Resonance Shape Analysis codes

CONRAD: by default, CONRAD uses the IDC methodology to read AGS covariance files.

Estimation des incertitudes dans l’évaluation des sections efficaces de réactions nucléaires,

Benoit Habert, PhD Thesis, Université de Grenobles, 2009.

Practical Alternatives to Explicitly Generating and Inverting Data Covariance Matrices, N. M.

Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century Anew,

Gatlinburg, Tennessee, April 6-11, 2003

Some Thoughts on the Data Analysis Process, N.M Larson,

Second Research Co-ordination Meeting on Improvement of the

Standard Cross Sections for Light Elements 13-17 October 2003

NIST, Gaithersburg, MD, USA

Use of Covariance Matrices in SAMMY, N.M. Larson, Wonder

2006, 9-11 October, 2006 Chateau de Cadarache, France

Page 4: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

4

A Concise Method for Storing and Communicating the Data Covariance Matrix

N.M. Larson, ORNL/TM-2008/104, August 2008.

The covariance matrix associated with experimental data (cross section, transmission, or other)

consists of several components. Statistical uncertainties on the measured quantity (counts) provide

a diagonal contribution. Off-diagonal components arise from uncertainties on the parameters (such

as normalization or background) that figure into the data reduction process; these are denoted

systematic or “common” uncertainties, since they are common to many data points.

The full off-diagonal Data Covariance Matrix (DCM) can be extremely large, since the size is

the square of the number of data points. Fortunately, it is not necessary to explicitly calculate,

store, or invert the DCM. Likewise, it is not necessary to explicitly calculate, store, or use the

inverse of the DCM. Instead, it is more efficient to accomplish the same results using only the

various component matrices that appear in the definition of the DCM. Those component

matrices are either diagonal or small (the number of data points times the number of data-

reduction parameters); hence, this “Implicit Data Covariance” (IDC) method requires far less

array storage and far fewer computations while producing more accurate results.

The purpose of this report is to encourage experimentalists to report all information necessary for

the creation of the DCM without actually creating the full DCM. Data repositories can then readily

store the needed information and communicate it to analysts and evaluators.

Neutron Resonance Shape Analysis codes

Page 5: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

5

Implicit Data Covariance Matrix with AGS methodology

n

FF

α

235U

10B

Data Covariance Matrix for fission measurements*

* Benoit Habert, PhD Thesis, 2009

How to generate cross-correlations between different reduced data ?

Page 6: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

6 *Olivier Serot, Cyrille Wagemans

Implicit Data Covariance Matrix with AGS methodology

235U(n,f) measured at the GELINA facility*, L=10 m, 100Hz, 800Hz

100 Hz 800 Hz

Page 7: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

7

.....

.....

.....

)var( fNNBBBBaaLLLL f

BB

f

UU

ff

m

n=5

Implicit Data Covariance Matrix with AGS methodology

ffffDSSC T

diagonal matrix

Page 8: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

8

100 Hz

800 Hz

Implicit Data Covariance Matrix with AGS methodology

Page 9: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

9

k

n=8

)var(000

)var(000

)var(000

)var(000

222

1

2

1

2

1

2

1

111

1

1

1

1

1

1

1

1

1

kNBBa

mNBBa

mNBBa

NBBa

k

B

k

U

kk

m

B

m

U

mm

m

B

m

U

mm

BU

Normalization

100 Hz

800 Hz

Implicit Data Covariance Matrix with AGS methodology

Page 10: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

10

Implicit Data Covariance Matrix with AGS methodology

Page 11: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

11

What can happen when off-diagonal data covariance matrix elements are used to fit

reduced data ?

Linear least-squares the « best » estimate of the parameters are found iteratively by

solving the following equations

))(( 0exp

11

01

111

01

01

xYYCGMXX

GCGMM

th

T

xx

x

T

xxx

With

DSSC T

Use Implicit Data Covariance Matrix

Page 12: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

12

The normalisation of the transmission data is provided by four boron trifluoride

(BF3) detectors placed in the concrete wall above the uranium target

Use Implicit Data Covariance Matrix

NT = 1.163 T = 0.006

Data Covariance Matrix for transmission

outoutout

ininin

T BtNta

BtNta

NtT

)()(

)()(1)(

Page 13: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

13

NT=1.163 0.0

Raw transmission data (thick PbI2 sample) measured at the GELINA facility

L=50m, 800 Hz, FP4

Use Implicit Data Covariance Matrix

Page 14: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

14

NT=1.163 0.006 (0.5%)

Raw transmission data (thick PbI2 sample) measured at the GELINA facility,

L=50m, 800 Hz, FP4

p=4R’2 potential scattering radius R’

Use Implicit Data Covariance Matrix

Page 15: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

15

Transmission, PbI2 sample : Least-squares fit of R’ with SAMMY and CONRAD. The

Implicit Data Covariance matrix C=SST+D takes into account the uncertainty on the

normalization:

NT=1.163 ± 0.006 (0.5%)

SAMMY+IDC R’ = 6.690±0.001 fm

CONRAC+IDC R’ = 6.697±0.001 fm

CONRAD+Marginalization R’ = 6.68 ± 0.16 fm

Direct perturbation R’ 0.14 fm

Use Implicit Data Covariance Matrix

The « unexpected » consequences of IDC can be solved by using the marginalization

procedure of CONRAD and the PUP methodology of SAMMY*

* Benoit Habert et al, NSE 166, 276 (2010)

Page 16: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

16

Mx Resonance-Parameter Covariance Matrix (RPCM) provided by the fitting model

M Covariance matrix between the auxiliary parameters (nuissance or latent parameters)

M

MM

x

0

0

However, at the end of the fitting procedure, the covariance matrix between the

parameters is given by:

Under this fitting model, the cross-covariance matrix Mx, between x and contained

only zeros

2221

121111 = Mx + Mx

22 = M

12 = Mx,

The covariance matrix can be partionioned as follow :

Generalization of the IDC methodology

IDC : a solution to store large Resonance-Parameter Covariance Matrix ?

Page 17: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

17

T

xxx GMGy )var(

TGGy )var(

n

kk

n

x

y

x

y

x

y

x

y

xG

1

1

1

1

m

kk

m

yy

yy

G

1

1

1

1

G=(Gx,G)

Non-zero elements can be calculated through the use of a particular case that consists

in determining Mx and Mx, such that:

For a vector quantity y of general dimension k, the derivative matrix G of the quantity

y to the parameters x and is defined as:

Where

« Zero variance penalty » condition

Generalization of the IDC methodology

Page 18: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

18

TT

xxx

TT

xx

T

xx GMGGMGGMGGMG

,,

TTT GMGGMG

By using the partitioned form of G, we have

T

xxx GMGy )var(

TTT

xx

T

xx

T

xxx

T

xxx

T GMGGMGGMGGMGGMGGGy ,,)var(

This condition lead to the following results = 0

By definition, GMGT is a symmetric positive-definite matrix whose the number of

rows and columns is equal to the size of y:

Therefore :

TTT

xxx

TT

xx

T

xx GMGGMGGMGGMG

,,

Generalization of the IDC methodology

Page 19: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

19

This equality is satified if we choose Mx and Mx, such that:

TTT

xxx

TT

xx

T

xx GMGGMGGMGGMG

,,

TT

xxx GMGGMG

TT

xx GMGGMG ,

By multiplying the left and right hand sides of (a) by GxT and G, one obtains:

MGGGGM T

xx

T

xx

1

, )(

The covariance matrix Mx can be directly deduced by multiplying the left and right

hand sides of equation (b) by GxT and Gx :

11 x

T

xx

TT

xx

T

xx GGGGMGGGGM

(a)

(b)

Generalization of the IDC methodology

Page 20: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

20

2221

1211

11

11

x

T

xx

TT

xx

T

xx GGGGMGGGGM

MGGGG T

xx

T

x

1

12 )(

22 = M

T

x SSM 11

Cholesky decomposition of the positive-definite matrix Mx into the product of a

lower triangular matrix and its conjugate transpose lead to:

Mx diag(var(x1) … var(xn))

If the contribution of the « statistical » uncertainties (from the fit) are negligible

compared to the « systematic » uncertainties

Link with AGS formalism

Generalization of the IDC methodology

Page 21: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

21

Generalization of the IDC methodology

Link with AGS formalism:

Simple example with the normalization N ± N and the background B ± N

T

x SSM 11

Mx diag(var(E1), var(1), var(n1)… var(En), var(n), var(nn))

BBBBBB

NNNNNNS

B

n

BB

E

N

n

BB

EN

n

NN

E

N

n

NN

E

T

nnn

nnn

,,,,

,,,,

111

111

The matrix Mx contains the variance of the resonnace parameters given by the fit

If N and B are independent, the matrix S can be written as follows:

NB: the positive definiteness requirement will be satisfy if the Resonance-

Parameter Covariance Matrices are stored in EXFOR and ENDF-6 format with

the IDC methodology.

Page 22: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

22

= 43.8 1.5 meV

T < 5 K

D 10%

Time resolution of the facility

How to store Resolution Function in EXFOR ?

Page 23: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

23

t

Ek

t eEkkE

tI )(

)2ln(

3

21)(

)2ln()(

E

E298.72

)(

tE

m etE

tI

298.722

3

298.722

1)( )(

)1()( 0 E

eVE

22 2)( tTTtI mm E

DT c

m

)tan(298.72

Contribution of the neutron source (uranium target, …)

Analytic description of the experimental resolution

Contribution of the water moderator

Contribution of the flight path angle

nuissance parameters of interest are k1, k2, k3,, 0 and Dc

Time resolution of the facility

Page 24: Evaluation of experimental data in the resolved resonance region - Nuclear … · 2012-05-29 · Larson, Nuclear Mathematical and Computational Sciences:A Century in Review, A Century

24

0 = 7 2 mm

= 24 5 mm

Dc = 10 2 cm

Analytic description of the experimental resolution

Order of magnitude of the parameters :

Time resolution of the facility