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Luke Morrill

Publications and source records attributed to Luke Morrill.

7 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS2020

Multi Model Monte Carlo with Python (MXMCPy)

Multi Model Monte Carlo with Python (\mxmc {}) is a software package developed as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Motivated by uncertainty propagation problems where classical Monte Carlo (MC) simulation is computationally intractable, various multi-model MC approaches have recently emerged that yield unbiased estimators with significantly reduced variance relative to MC for the same cost. These existing methods include multi-level Monte Carlo (MLMC), multi-fidelity Monte Carlo (MFMC), and approximate control variates (ACV). Given a fixed computational budget and a collection of models with varying cost/accuracy, each method seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. \mxmc {} is a versatile tool that enables convenient access to many existing multi-model MC approaches within one modular and extensible package. With \mxmc {}, users can easily compare existing methods to determine the best choice for their particular problem, while developers have a basis for implementing and sharing new variance reduction approaches. This report introduces the \mxmc {} software, providing a summary of the problem-solving workflow for users as well as a brief overview of the code layout for developers.

Geoffrey F Bomarito↗
NASA NTRSDate not supplied

Multi-Model Monte Carlo Estimators for Trajectory Simulation

Predicting landing radius and other quantities of interest (QoI) for entry, descent, andlanding (EDL) applications requires a viable uncertainty propagation method for quantifying the impact of uncertainties in aerodynamics, atmosphere, mass properties, etc. While standard Monte Carlo (MC) simulation is the de facto standard for producing robust and unbiasedstatistical estimators, it is often infeasible for expensive, high-fidelity models. Low-fidelity models are commonly constructed to replace the high-fidelity model in MC simulation for computational speedup, but at the expense of accuracy and unbiasedness. Emerging multi-model MC methods are bridging this gap by combining predictions from two or more modelsof varying fidelity and computational cost for efficient and unbiased uncertainty propagation.This works establishes a proof of concept for using multi-model MC to increase the speed and precision of trajectory simulation for EDL. It is shown that combining a high-fidelity EDL model with low-fidelity models (e.g., data-driven, reduced physics) in this manner has the potential to yield significant efficiency and accuracy gains for certain EDL QoIs versusa standard MC approach. Moreover, the unbiasedness of multi-model MC predictions ishighlighted by showing increased accuracy versus an approach that leverages a low-fidelity model alone.

James E Warner↗
NASA NTRSDate not supplied

The Spectral Information Based Angular Correction Methodology for Satellite Intercalibration Applications

Satellite inter-calibration often requires collocated observations with minimized discrepancies in sun-view angles, observation times, and sensor characteristics. The collocation criteria directly impact achievable inter-calibration accuracy. Addressing potential angular mismatches in inter-calibration samples is critical but not as fully recognized and addressed as spatial-temporal mismatches in many studies. To achieve high-accuracy corrections for errors due to mismatched sun-view geometry angles, an angular correction algorithm has been developed for the Climate Absolute Radiance and Refractivity Observatory Pathfinder (CPF) mission. This algorithm uses spectral correlation relationships to estimate differences in spectral radiances measured at different angles. This methodology can be extended for inter-calibrations between sensors measuring band radiances across a broad spectral region. We demonstrate its application in reducing angular mismatch errors between collocated measurements of multi-spectral imaging sensors, using the inter-calibration between the Moderate Resolution Imaging Spectrometer (MODIS) and the Visible Infrared Imaging Radiometer Suite (VIIRS) as an example. The angular correction allows for more relaxed collocation criteria so that more satellite-based inter-calibration samples can be utilized. Furthermore, implementing the angular correction algorithm improves inter-calibration accuracy in applications where angular mismatch errors have not been explicitly addressed previously.

Wan Wu↗