monte-carlo vs. midpoint rule integration for calibrating a gsh function representation
TRANSCRIPT
Research UpdatesJanuary 18th 2016
Noah Paulson
Advisors: Surya R. Kalidindi (GT), David L.
McDowell (GT), Donald S. Shih (Boeing)
1
GSH Function Calibration Introduction
Goal: Determine optimum method to calibrate GSH coefficients for a known function• Test function created as a linear combination of symmetrized (hexagonal) GSH basis
functions• Note that the test function is real-valued
• The goal is to retrieve coefficients with different methods
GSH Function Calibration Methods
• Method 1: linear regression• Samples on grid• Random samples
• Method 2: orthonormal linear regression• Samples on grid• Random samples
• Method 3: Midpoint Integration• Samples on grid
• Method 4: Monte-Carlo Integration• Random samples
𝑋†𝑋𝛽 = 𝑋†𝑌
Covariance Matrix
𝐶𝑙𝑚𝑛 =
𝑛=1𝑁 𝑇𝑙
𝑚𝑛†𝑔𝑛 𝑓𝑡𝑒𝑠𝑡 𝑔𝑛 sinΦ𝑛
𝑛=1𝑁 𝑇𝑙
𝑚𝑛†𝑔𝑛
𝑇𝑙𝑚𝑛 𝑔𝑛 sinΦ𝑛
Vector of 𝐶𝑙𝑚𝑛
𝐶𝑙𝑚𝑛 =
1
2𝑙 + 1 𝐹𝑍
𝑓𝑡𝑒𝑠𝑡 𝑔 𝑇𝑙𝑚𝑛
†𝑔 𝑑𝑔
𝑑𝑔 = sinΦ3
2𝜋2𝑑𝜙1𝑑Φ𝑑𝜙2
GSH Function Calibration Accuracy
minimum function value -132.44
mean function value 68.49
maximum function value 238.57
standard dev of function values 93.30
0.01
0.1
1
10
100
1.E+02 1.E+03 1.E+04 1.E+05 1.E+06 1.E+07
Mea
n E
rro
rNumber of Samples
Comparision of Accuracy in GSH Coefficient Determination
midpoint rule integration
Monte-Carlo integration