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J. Dick

Publications and source records attributed to J. Dick.

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Bayesian inference calibration of the modulus of elasticity

This work uses the Bayesian inference technique to infer the Young modulus from the stochastic linear elasticity equation. The Young modulus is modeled by a finite Karhunen Lo\'{e}ve expansion, while the solution to the linear elasticity equation is approximated by the finite element method. The high-dimensional integral involving the posterior density and the quantity of interest is approximated by a higher-order quasi-Monte Carlo method.

math.NA

A simple modification to mitigate locking in conforming FEM for nearly incompressible elasticity

Due to the divergence-instability, the accuracy of low-order conforming finite element methods (FEMs) for nearly incompressible elasticity equations deteriorates as the Lam\'e parameter $\lambda\to\infty$, or equivalently as the Poisson ratio $\nu\to1/2$. This effect is known as {\itshape locking} or {\itshape non-robustness}. For the piecewise linear case, the error in the ${\bf L}^2$-norm of the standard Galerkin conforming FEM is bounded by~$C\lambda h^2$, resulting in poor accuracy for practical values of~$h$ if $\lambda$ is sufficiently large. In this short paper, we show that the locking phenomenon can be reduced by replacing $\lambda$ with~$\lambda_h=\lambda\mu/(\mu+\lambda h/L)<\lambda$ in the stiffness matrix, where $\mu$ is the second Lam\'e parameter and $L$ is the diameter of the body $\Omega$. We prove that with this modification, the error in the ${\bf L}^2$-norm is bounded by $Ch$ for a constant $C$ that does not depend on $\lambda$. Numerical experiments confirm this convergence behaviour and show that, for practical meshes, our method is more accurate than the standard method if $\lambda$ is larger than about $\mu L/h$. Our analysis also shows that the error in the ${\bf H}^1$-norm is bounded by $C\lambda_h^{1/2}\,h$, which improves the $C\lambda^{1/2}\,h$ estimate for the case of conforming FEM.

math.NA

High-order QMC nonconforming FEMs for nearly incompressible planar stochastic elasticity equations

In a recent work (Dick et al, arXiv:2310.06187), we considered a linear stochastic elasticity equation with random Lam\'e parameters which are parameterized by a countably infinite number of terms in separate expansions. We estimated the expected values over the infinite dimensional parametric space of linear functionals ${\mathcal L}$ acting on the continuous solution $\vu$ of the elasticity equation. This was achieved by truncating the expansions of the random parameters, then using a high-order quasi-Monte Carlo (QMC) method to approximate the high dimensional integral combined with the conforming Galerkin finite element method (FEM) to approximate the displacement over the physical domain $\Omega.$ In this work, as a further development of aforementioned article, we focus on the case of a nearly incompressible linear stochastic elasticity equation. To serve this purpose, in the presence of stochastic inhomogeneous (variable Lam\'e parameters) nearly compressible material, we develop a new locking-free symmetric nonconforming Galerkin FEM that handles the inhomogeneity. In the case of nearly incompressible material, one known important advantage of nonconforming approximations is that they yield optimal order convergence rates that are uniform in the Poisson coefficient. Proving the convergence of the nonconforming FEM leads to another challenge that is summed up in showing the needed regularity properties of $\vu$. For the error estimates from the high-order QMC method, which is needed to estimate the expected value over the infinite dimensional parametric space of ${\mathcal L}\vu,$ we %rely on (Dick et al. 2022). We are required here to show certain regularity properties of $\vu$ with respect to the random coefficients. Some numerical results are delivered at the end.

math.NA

Quasi-Monte Carlo sparse grid Galerkin finite element methods for linear elasticity equations with uncertainties

We explore a linear inhomogeneous elasticity equation with random Lam\'e parameters. The latter are parameterized by a countably infinite number of terms in separated expansions. The main aim of this work is to estimate expected values (considered as an infinite dimensional integral on the parametric space corresponding to the random coefficients) of linear functionals acting on the solution of the elasticity equation. To achieve this, the expansions of the random parameters are truncated, a high-order quasi-Monte Carlo (QMC) is combined with a sparse grid approach to approximate the high dimensional integral, and a Galerkin finite element method (FEM) is introduced to approximate the solution of the elasticity equation over the physical domain. The error estimates from (1) truncating the infinite expansion, (2) the Galerkin FEM, and (3) the QMC sparse grid quadrature rule are all studied. For this purpose, we show certain required regularity properties of the continuous solution with respect to both the parametric and physical variables. To achieve our theoretical regularity and convergence results, some reasonable assumptions on the expansions of the random coefficients are imposed. Finally, some numerical results are delivered.

math.NA

Actuator Development at IAAT for the Cherenkov Telescope Array Medium Size Telescopes

The Cherenkov Telescope Array (CTA) will be the future observatory for TeV gamma-ray astronomy. In order to increase the sensitivity and to extend the energy coverage beyond the capabilities of current facilities, its design concept features telescopes of three different size classes. Based on the experience from H.E.S.S. phase II, the Institute for Astronomy and Astrophysics T\"ubingen (IAAT) develops actuators for the mirror control system of the CTA Medium Size Telescopes (MSTs). The goals of this effort are durability, high precision, and mechanical stability under all environmental conditions. Up to now, several revisions were developed and the corresponding prototypes were extensively tested. In this contribution our latest design revision proposed for the CTA MSTs are presented.

astro-ph.IM

Computationally Efficient Bayesian Estimation of High Dimensional Copulas with Discrete and Mixed Margins

Estimating copulas with discrete marginal distributions is challenging, especially in high dimensions, because computing the likelihood contribution of each observation requires evaluating $2^{J}$ terms, with $J$ the number of discrete variables. Currently, data augmentation methods are used to carry out inference for discrete copula and, in practice, the computation becomes infeasible when $J$ is large. Our article proposes two new fast Bayesian approaches for estimating high dimensional copulas with discrete margins, or a combination of discrete and continuous margins. Both methods are based on recent advances in Bayesian methodology that work with an unbiased estimate of the likelihood rather than the likelihood itself, and our key observation is that we can estimate the likelihood of a discrete copula unbiasedly with much less computation than evaluating the likelihood exactly or with current simulation methods that are based on augmenting the model with latent variables. The first approach builds on the pseudo marginal method that allows Markov chain Monte Carlo simulation from the posterior distribution using only an unbiased estimate of the likelihood. The second approach is based on a Variational Bayes approximation to the posterior and also uses an unbiased estimate of the likelihood. We show that Monte Carlo and randomised quasi Monte Carlo methods can be used with both approaches to reduce the variability of the estimate of the likelihood, and hence enable us to carry out Bayesian inference for high values of $J$ for some classes of copulas where the computation was previously too expensive. Our article also introduces {\em a correlated quasi random number pseudo marginal} approach into the literature. The methodology is illustrated through several real and simulated data examples.

stat.ME

Recent developments for the testing of Cherenkov Telescope Array mirrors and actuators in T\"ubingen

The Cherenkov Telescope Array (CTA) is the next generation Cherenkov telescope facility. It will consist of a large number of segmented-mirror telescopes of three different diameters, placed in two locations, one in the northern and one in the southern hemisphere, thus covering the whole sky. The total number of mirror tiles will be on the order of 10,000, corresponding to a reflective area of ~10^4 m^2. The Institute for Astronomy and Astrophysics in T\"ubingen (IAAT) is currently developing mirror control alignment mechanics, electronics, and software optimized for the medium sized telescopes. In addition, IAAT is participating in the CTA mirror prototype testing. In this paper we present the status of the current developments, the main results of recent tests, and plans for the production phase of the mirror control system. We also briefly present the T\"ubingen facility for mirror testing.

astro-ph.IM

Developments for coating, testing, and aligning Cherenkov Telescope Array mirrors in T\"ubingen

The Cherenkov Telescope Array (CTA) is the next generation very-high energy gamma-ray air-shower Cherenkov observatory. CTA will consist of many segmented-mirror telescopes of three different diameters, placed in two arrays, one in the Northern hemisphere and one in the South, thus covering the whole sky. The total number of mirror tiles will be of the order of 10000, corresponding to a reflective area of ~10^4 m^2. The Institute for Astronomy and Astrophysics in T\"ubingen is developing procedures to coat glass-substrate-based mirror tiles, is participating to the CTA mirror prototype testing, and is prototyping Active Mirror Control alignment mechanics, electronics and software. We will present the current status of our work and plans for future developments.

astro-ph.IM

Planck 2013 results. I. Overview of products and scientific results

The ESA's Planck satellite, dedicated to studying the early Universe and its subsequent evolution, was launched 14 May 2009 and has been scanning the microwave and submillimetre sky continuously since 12 August 2009. This paper gives an overview of the mission and its performance, the processing, analysis, and characteristics of the data, the scientific results, and the science data products and papers in the release. The science products include maps of the CMB and diffuse extragalactic foregrounds, a catalogue of compact Galactic and extragalactic sources, and a list of sources detected through the SZ effect. The likelihood code used to assess cosmological models against the Planck data and a lensing likelihood are described. Scientific results include robust support for the standard six-parameter LCDM model of cosmology and improved measurements of its parameters, including a highly significant deviation from scale invariance of the primordial power spectrum. The Planck values for these parameters and others derived from them are significantly different from those previously determined. Several large-scale anomalies in the temperature distribution of the CMB, first detected by WMAP, are confirmed with higher confidence. Planck sets new limits on the number and mass of neutrinos, and has measured gravitational lensing of CMB anisotropies at greater than 25 sigma. Planck finds no evidence for non-Gaussianity in the CMB. Planck's results agree well with results from the measurements of baryon acoustic oscillations. Planck finds a lower Hubble constant than found in some more local measures. Some tension is also present between the amplitude of matter fluctuations derived from CMB data and that derived from SZ data. The Planck and WMAP power spectra are offset from each other by an average level of about 2% around the first acoustic peak.

astro-ph.CO

Planck 2013 results. III. LFI systematic uncertainties

We present the current estimate of instrumental and systematic effect uncertainties for the Planck-Low Frequency Instrument relevant to the first release of the Planck cosmological results. We give an overview of the main effects and of the tools and methods applied to assess residuals in maps and power spectra. We also present an overall budget of known systematic effect uncertainties, which are dominated sidelobe straylight pick-up and imperfect calibration. However, even these two effects are at least two orders of magnitude weaker than the cosmic microwave background (CMB) fluctuations as measured in terms of the angular temperature power spectrum. A residual signal above the noise level is present in the multipole range $\ell<20$, most notably at 30 GHz, and is likely caused by residual Galactic straylight contamination. Current analysis aims to further reduce the level of spurious signals in the data and to improve the systematic effects modelling, in particular with respect to straylight and calibration uncertainties.

astro-ph.CO

A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness

In this paper we study reproducing kernel Hilbert spaces of arbitrary smoothness on the sphere $\mathbb{S}^d \subset \mathbb{R}^{d+1}$. The reproducing kernel is given by an integral representation using the truncated power function $(\boldsymbol{x} \cdot \boldsymbol{z} - t)_+^{\beta-1}$ defined on spherical caps centered at $\boldsymbol{z}$ of height $t$, which reduce to an integral over indicator functions of spherical caps as studied in [J. Brauchart, J. Dick, arXiv:1101.4448v1 [math.NA], to appear in Proc. Amer. Math. Soc.] for $\beta = 1$. This is in analogy to the generalization of the reproducing kernel to arbitrary smoothness on the unit cube. We show that the reproducing kernel is a sum of a Kamp{\'e} de F{\'e}riet function and the Euclidean distance $\|\boldsymbol{x}-\boldsymbol{y}\|$ of the arguments of the kernel raised to the power of $2\beta -1$ if $2\beta - 1$ is not an even integer; otherwise the logarithm of the distance $\|\boldsymbol{x}-\boldsymbol{y}\|$ appears. For $\beta \in \mathbb{N}$ the Kamp\'e de F\'eriet function reduces to a polynomial, giving a simple closed form expression for the reproducing kernel. Using this space we can generalize Stolarsky's invariance principle to arbitrary smoothness. Previously, Warnock's formula, which is the analogue to Stolarsky's invariance principle for the unit cube $[0,1]^s$, has been generalized using similar techniques [J. Dick, Ann. Mat. Pura. Appl., (4) 187 (2008), no. 3, 385--403].

math.NA

Consistency of Markov chain quasi-Monte Carlo on continuous state spaces

The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007) Stanford Univ.] reports substantial improvements when those random numbers are replaced by carefully balanced inputs from completely uniformly distributed sequences. The previous theoretical justification for using anything other than i.i.d. U(0,1) points shows consistency for estimated means, but only applies for discrete stationary distributions. We extend those results to some MCMC algorithms for continuous stationary distributions. The main motivation is the search for quasi-Monte Carlo versions of MCMC. As a side benefit, the results also establish consistency for the usual method of using pseudo-random numbers in place of random ones.

math.ST

Planck Early Results: The Planck mission

The European Space Agency's Planck satellite was launched on 14 May 2009, and has been surveying the sky stably and continuously since 13 August 2009. Its performance is well in line with expectations, and it will continue to gather scientific data until the end of its cryogenic lifetime. We give an overview of the history of Planck in its first year of operations, and describe some of the key performance aspects of the satellite. This paper is part of a package submitted in conjunction with Planck's Early Release Compact Source Catalogue, the first data product based on Planck to be released publicly. The package describes the scientific performance of the Planck payload, and presents results on a variety of astrophysical topics related to the sources included in the Catalogue, as well as selected topics on diffuse emission.

astro-ph.IM

Planck early results. III. First assessment of the Low Frequency Instrument in-flight performance

The scientific performance of the Planck Low Frequency Instrument (LFI) after one year of in-orbit operation is presented. We describe the main optical parameters and discuss photometric calibration, white noise sensitivity, and noise properties. A preliminary evaluation of the impact of the main systematic effects is presented. For each of the performance parameters, we outline the methods used to obtain them from the flight data and provide a comparison with pre-launch ground assessments, which are essentially confirmed in flight.

astro-ph.CO

Planck Early Results. V. The Low Frequency Instrument data processing

We describe the processing of data from the Low Frequency Instrument (LFI) used in production of the Planck Early Release Compact Source Catalogue (ERCSC). In particular, we discuss the steps involved in reducing the data from telemetry packets to cleaned, calibrated, time-ordered data (TOD) and frequency maps. Data are continuously calibrated using the modulation of the temperature of the cosmic microwave background radiation induced by the motion of the spacecraft. Noise properties are estimated from TOD from which the sky signal has been removed using a generalized least square map-making algorithm. Measured 1/f noise knee-frequencies range from 100mHz at 30GHz to a few tens of mHz at 70GHz. A destriping code (Madam) is employed to combine radiometric data and pointing information into sky maps, minimizing the variance of correlated noise. Noise covariance matrices required to compute statistical uncertainties on LFI and Planck products are also produced. Main beams are estimated down to the approx -10dB level using Jupiter transits, which are also used for geometrical calibration of the focal plane.

astro-ph.IM

Planck pre-launch status: the Planck-LFI programme

This paper provides an overview of the Low Frequency Instrument (LFI) programme within the ESA Planck mission. The LFI instrument has been developed to produce high precision maps of the microwave sky at frequencies in the range 27-77 GHz, below the peak of the cosmic microwave background (CMB) radiation spectrum. The scientific goals are described, ranging from fundamental cosmology to Galactic and extragalactic astrophysics. The instrument design and development are outlined, together with the model philosophy and testing strategy. The instrument is presented in the context of the Planck mission. The LFI approach to ground and inflight calibration is described. We also describe the LFI ground segment. We present the results of a number of tests demonstrating the capability of the LFI data processing centre (DPC) to properly reduce and analyse LFI flight data, from telemetry information to calibrated and cleaned time ordered data, sky maps at each frequency (in temperature and polarization), component emission maps (CMB and diffuse foregrounds), catalogs for various classes of sources (the Early Release Compact Source Catalogue and the Final Compact Source Catalogue). The organization of the LFI consortium is briefly presented as well as the role of the core team in data analysis and scientific exploitation. All tests carried out on the LFI flight model demonstrate the excellent performance of the instrument and its various subunits. The data analysis pipeline has been tested and its main steps verified. In the first three months after launch, the commissioning, calibration, performance, and verification phases will be completed, after which Planck will begin its operational life, in which LFI will have an integral part.

astro-ph.CO

A re-analysis of the three-year WMAP temperature power spectrum and likelihood

We analyze the three-year WMAP temperature anisotropy data seeking to confirm the power spectrum and likelihoods published by the WMAP team. We apply five independent implementations of four algorithms to the power spectrum estimation and two implementations to the parameter estimation. Our single most important result is that we broadly confirm the WMAP power spectrum and analysis. Still, we do find two small but potentially important discrepancies: On large angular scales there is a small power excess in the WMAP spectrum (5-10% at l<~30) primarily due to likelihood approximation issues between 13 <= l <~30. On small angular scales there is a systematic difference between the V- and W-band spectra (few percent at l>~300). Recently, the latter discrepancy was explained by Huffenberger et al. (2006) in terms of over-subtraction of unresolved point sources. As far as the low-l bias is concerned, most parameters are affected by a few tenths of a sigma. The most important effect is seen in n_s. For the combination of WMAP, Acbar and BOOMERanG, the significance of n_s =/ 1 drops from ~2.7 sigma to ~2.3 sigma when correcting for this bias. We propose a few simple improvements to the low-l WMAP likelihood code, and introduce two important extensions to the Gibbs sampling method that allows for proper sampling of the low signal-to-noise regime. Finally, we make the products from the Gibbs sampling analysis publically available, thereby providing a fast and simple route to the exact likelihood without the need of expensive matrix inversions.

astro-ph