Search NASA⌕ Search

SEARCH · Search NASA

Results for “Monte Carlo methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 325 records · Page 18

Power Grid Reliability Estimation via Adaptive Importance Sampling

Electricity production currently generates approximately 25% of greenhouse gas emissions in the USA. Thus, increasing the amount of renewable energy is a key step to carbon neutrality. However, integrating a large amount of fluctuating renewable generation is a significant challenge for power grid operating and planning. Grid reliability, i.e., an ability to meet operational constraints under power fluctuations, is probably the most important of them. In this letter, we propose computationally efficient and accurate methods to estimate the probability of line overflow, i.e., reliability constraints violation, under a known distribution of renewable energy generation. To this end, we investigate an importance sampling approach, a flexible extension of Monte-Carlo methods, which adaptively changes the sampling distribution to generate more samples near the reliability boundary. The approach allows to estimate overload probability in real-time based only on a few dozens of random samples, compared to thousands required by the plain Monte-Carlo. Our study focuses on high voltage direct current power transmission grids with linear reliability constraints on power injections and line currents. Herein, we propose a novel theoretically justified physics-informed adaptive importance sampling algorithm and compare its performance to state-of-the-art methods on multiple IEEE power grid test cases.

power system faults↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

Validation of time-dependent shift using the pulsed sphere benchmarks

The detailed behavior of neutrons in a rapidly changing time-dependent physical system is a challenging computational physics problem, particularly when using Monte Carlo methods on heterogeneous high-performance computing architectures. A small number of algorithms and code implementations have been shown to be performant for time-independent (fixed source and k-eigenvalue) Monte Carlo, and there are existing simulation tools that successfully solve the time-dependent Monte Carlo problem on smaller computing platforms. To bridge this gap, a time-dependent version of ORNL’s Shift code has been recently developed. Shift’s history-based algorithm on CPUs, and its event-based algorithm on GPUs, have both been observed to scale well to very large numbers of processors, which motivated the extension of this code to solve time-dependent problems. The validation of this new capability requires a comparison with time-dependent neutron experiments. Lawrence Livermore National Laboratory’s (LLNL) pulsed sphere benchmark experiments were simulated in Shift to validate both the time-independent as well as new time-dependent features recently incorporated into Shift. A suite of pulsed-sphere models was simulated using Shift and compared to the available experimental data and simulations with MCNP. Overall results indicate that Shift accurately simulates the pulsed sphere benchmarks, and that the new time-dependent modifications of Shift are working as intended. Validated exascale neutron transport codes are essential for a wide variety of future multiphysics applications.

Palmer, Camille J.↗

MOCMC: Method of Characteristics Moment Closure, a Numerical Method for Covariant Radiation Magnetohydrodynamics

In this work, we present a conservative numerical method for radiation magnetohydrodynamics with frequency-dependent full transport in stationary spacetimes. This method is stable and accurate for both large and small optical depths and radiation pressures. The radiation stress–energy tensor is evolved in flux-conservative form, and closed with a swarm of samples that each transport a multigroup representation of the invariant specific intensity along a null geodesic. In each zone, the enclosed samples are used to efficiently construct a Delaunay triangulation of the unit sphere in the comoving frame, which in turn is used to calculate the Eddington tensor, average source terms, and adaptively refine the sample swarm. Furthermore, radiation four-forces are evaluated in the moment sector in a semi-implicit fashion. The radiative transfer equation is solved in invariant form deterministically for each sample. Since each sample carries a discrete representation of the full spectrum, the cost of evaluating the transport operator is independent of the number of frequency groups, representing a significant reduction of algorithmic complexity for transport in frequency-dependent problems. The major approximation we make in this work is performing scattering in an angle-averaged way. Local adaptivity in samples also makes this scheme more amenable to nonuniform meshes than a traditional Monte Carlo method. We describe the method and present results on a suite of test problems. We find that Method of Characteristics Moment Closure converges at least as ~N -1 , rather than the canonical Monte Carlo N -1/2 , where N is the number of samples per zone.

79 ASTRONOMY AND ASTROPHYSICS↗

Initial Assessment of a Rapid Method of Calculating CEV Environmental Heating

An innovative method for rapidly calculating spacecraft environmental absorbed heats in planetary orbit is described. The method employs reading a database of pre-calculated orbital absorbed heats and adjusting those heats for desired orbit parameters. The approach differs from traditional Monte Carlo methods that are orbit based with a planet centered coordinate system. The database is based on a spacecraft centered coordinated system where the range of all possible sun and planet look angles are evaluated. In an example case 37,044 orbit configurations were analyzed for average orbital heats on selected spacecraft surfaces. Calculation time was under 2 minutes while a comparable Monte Carlo evaluation would have taken an estimated 26 hours

Pickney, John T.↗

Perspective on Integrative Simulations of Bioenergetic Domains

Bioenergetic processes in cells, such as photosynthesis or respiration, integrate many time and length scales, which makes the simulation of energy conversion with a mere single level of theory impossible. Just like the myriad of experimental techniques required to examine each level of organization, an array of overlapping computational techniques is necessary to model energy conversion. Here, in this work, a perspective is presented on recent efforts for modeling bioenergetic phenomena with a focus on molecular dynamics simulations and its variants as a primary method. An overview of the various classical, quantum mechanical, enhanced sampling, coarse-grained, Brownian dynamics, and Monte Carlo methods is presented. Example applications discussed include multiscale simulations of membrane-wide electron transport, rate kinetics of ATP turnover from electrochemical gradients, and finally, integrative modeling of the chromatophore, a photosynthetic pseudo-organelle.

59 BASIC BIOLOGICAL SCIENCES↗

Sensitivity of an atmospheric photochemistry model to chlorine perturbations including consideration of uncertainty propagation

Models of stratospheric photochemistry are generally tested by comparing their predictions for the composition of the present atmosphere with measurements of species concentrations. These models are then used to make predictions of the atmospheric sensitivity to perturbations. Here the problem of the sensitivity of such a model to chlorine perturbations ranging from the present influx of chlorine-containing compounds to several times that influx is addressed. The effects of uncertainties in input parameters, including reaction rate coefficients, cross sections, solar fluxes, and boundary conditions, are evaluated using a Monte Carlo method in which the values of the input parameters are randomly selected. The results are probability distributions for present atmosheric concentrations and for calculated perturbations due to chlorine from fluorocarbons. For more than 300 Monte Carlo runs the calculated ozone perturbation for continued emission of fluorocarbons at today's rates had a mean value of -6.2 percent, with a 1-sigma width of 5.5 percent. Using the same runs but only allowing the cases in which the calculated present atmosphere values of NO, NO2, and ClO at 25 km altitude fell within the range of measurements yielded a mean ozone depletion of -3 percent, with a 1-sigma deviation of 2.2 percent. The model showed a nonlinear behavior as a function of added fluorocarbons. The mean of the Monte Carlo runs was less nonlinear than the model run using mean value of the input parameters.

Stolarski, R. S.↗

Modified Geometric Truncation of the Scattering Phase Function

Phase function of light scattering on large atmospheric particles has very strong peak in forward direction constituting a challenge for accurate numerical calculations of radiance required in remote sensing problems. Scaling transformation replaces original phase function with a sum of the delta function and a new regular smooth phase function. Geometric truncation is one of the ways to construct such a smooth function. The replacement phase function coincides with the original one outside the forward cone and preserves the asymmetry parameter. It has discontinuity at the cone. Another simple functional form of the replacement phase function within the cone is suggested. It enables continuity and allows for a number of modifications. Three of them are considered in this study: preserving asymmetry parameter, providing continuity of the 1st derivative of the phase function, and preserving mean scattering angle. Yet another problem addressed in this study is objective selection of the width of the forward cone. That angle affects truncation fraction and values of the phase function within the cone. A heuristic approach providing unambiguous criterion of selection of the truncation angle is proposed. The approach has easy numerical implementation. Suggested modifications were tested on cloud phase function using discrete ordinates and Monte Carlo methods. It was shown that the modifications provide better accuracy of the radiance computation compare to the original geometric truncation with discrete ordinates while continuous derivative approach provides significant gain in computer time with Monte Carlo simulations.

Alexander Radkevich↗

Computation of axisymmetric and ionized flows using particle and continuum methods

Comparisons between particle and continuum simulations of hypersonic near-continuum flows are presented. The particle approach employs the direct simulation Monte Carlo method (DSMC), and the continuum approach solves the Euler equations. Both simulations have thermochemistry models for air implemented including ionization. A new axisymmetric DSMC code which is efficiently vectorized is developed for this study. In this DSMC code, particular attention is paid to matching the relaxation rates employed in the continuum approach. This investigation represents a continuation of a previous study which considered thermochemical relaxation in one-dimensional shock waves of nitrogen. Comparison of the particle and continuum methods is first made for an axisymmetric blunt-body flow of air at 7 km/s. Very good agreement is obtained for the two solutions. The two techniques also compare well for a one-dimensional shock wave in air at 10 km/s. In both applications, the results are found to be sensitive to various aspects of the chemistry models employed.

Boyd, Iain D.↗

Comparison of shock structure solutions using independent continuum and kinetic theory approaches

A vehicle traversing the atmosphere will experience flight regimes at high altitudes in which the thickness of a hypersonic shock wave is not small compared to the shock standoff distance from the hard body. When this occurs, it is essential to compute accurate flow field solutions within the shock structure. In this paper, one-dimensional shock structure is investigated for various monatomic gases from Mach 1.4 to Mach 35. Kinetic theory solutions are computed using the Direct Simulation Monte Carlo method. Steady-state solutions of the Navier-Stokes equations and of a slightly truncated form of the Burnett equations are determined by relaxation to a steady state of the time-dependent continuum equations. Monte Carlo results are in excellent agreement with published experimental data and are used as bases of comparison for continuum solutions. For a Maxwellian gas, the truncated Burnett equations are shown to produce far more accurate solutions of shock structure than the Navier-Stokes equations.

Fiscko, Kurt A.↗

Uncertainty Analysis of NASA Glenn's 8- by 6-Foot Supersonic Wind Tunnel

An analysis was performed to determine the measurement uncertainty of the Mach Number of the 8- by 6-foot Supersonic Wind Tunnel at the NASA Glenn Research Center. This paper details the analysis process used, including methods for handling limited data and complicated data correlations. Due to the complexity of the equations used, a Monte Carlo Method was utilized for this uncertainty analysis. A summary of the findings are presented as pertains to understanding what the uncertainties are, how they impact various research tests in the facility, and methods of reducing the uncertainties in the future.

uncertainty↗

Low-energy enhancement of the magnetic dipole radiation in odd-mass lanthanides

We compute the magnetic dipole (M1) $\gamma$-ray strength functions ($\gamma$SF) for the odd-mass lanthanides $^{\textrm{143-151}}$Nd and $^{\textrm{147-153}}$Sm using the shell-model Monte Carlo method in combination with the static-path approximation and the maximum-entropy method. In particular, we quantify the statistical uncertainties in the calculated M1 $\gamma$SFs and show that they are under control for the excitation energies relevant to the experiments despite a Monte Carlo sign problem that originates in the projection onto an odd number of neutrons. We identify a low-energy enhancement (LEE) in the M1 $\gamma$SFs of these odd-mass lanthanides, which was recently observed experimentally in some of them. We also find a scissors mode resonance (SR) in the strongly deformed isotopes. We observe that the decrease in the LEE strength with neutron number along an isotopic chain is compensated for by an increase in the SR strength in the deformed nuclei. Furthermore, we compare our results with recent experiments.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

CASM — A software package for first-principles based study of multicomponent crystalline solids

CASM is a software package that enables first-principles based studies of crystalline materials. It has been designed to treat coupled chemical, mechanical, vibrational, and magnetic degrees of freedom to determine ground state and finite temperature properties of crystals. The symmetry of the underlying parent crystal structure is used to enumerate perturbations of the parent crystal structure and generate derivative structures which can be input to first-principles calculations in order to explore the ground state energy landscape. CASM algorithmically constructs cluster expansions that fully couple discrete and continuous degrees of freedom, and generates highly efficient code to evaluate the cluster expansion basis functions. Widely used machine learning methods are integrated for fitting expansion coefficients to first-principle calculations. The fully parameterized cluster expansions can be combined with (kinetic) Monte Carlo methods to calculate finite temperature thermodynamic and kinetic properties. CASM Alloy Manager identifies distinct parent crystal structures in an alloy system, creating individual projects for each, and integrating the results. The integrated infrastructure facilitates the linkage between first-principles statistical mechanics predictions with higher length scale computational methods, such as phase field simulations. In conclusion, CASM projects are designed to be easy to share in repositories, to re-use, and to extend to include additional chemical species or types of degrees of freedom.

36 MATERIALS SCIENCE↗

Generalized Bayesian Framework for Evaluation of Integral Benchmark Experiments

A recently published generalized Bayesian optimization framework has provided a way to retract any or all of the three common assumptions underlying the conventional Generalized Linear Least Squares (GLLS) optimization method based on the concepts introduced in Ref. [2]. These assumptions are: 1. Perfection: The model used for data evaluation and the prior probability distribution function (PDF) of generalized data are perfect. 2. Normality: The prior and posterior PDF are normal. 3. Linearity: The model is linear. In this work we outline how the framework in [1] could be directly adopted for improved evaluation of nuclear criticality integral benchmark experiments (IBEs) by: 1. Removing the first assumption alone by utilizing the concept of imperfections introduced in [1] to enable evaluation in the presence of discrepancies between the data and model or of missing covariance information by a GLLS method that will be seen as a generalization of the conventional GLLS method employed by the TSURFER code, and by 2. Removing the remaining two assumptions by implementing a Markov Chain Monte Carlo method for computation of the posterior PDF in the SAMPLER code, where TSURFER and SAMPLER are the uncertainty quantification (UQ) codes for IBEs in the SCALE code system based on the GLLS and the stochastic method, respectively. The graphic in Figure 1 categorizes the methods discussed in terms of the assumptions that they employ to determine posterior PDFs.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Bipropellant engine plume analyses for the Mars Observer scientific spacecraft

This paper discusses the methodology utilized to characterize exhaust plume expansion of the 490 N bipropellant engine and provides an analysis of exhaust plune impingement effects on the Mars Observer oxidizer tank structure. Nozzle and plume continuum flowfields are computed with a method of characteristics solution while transitional and rarefied regions of the exhaust gas flow were defined by a direct simulation Monte Carlo method. Results of this study provide sufficient data for an assessment of spacecraft thermal impacts due to plume heating effects and thrust losses from exhaust plume impingement.

Rattenni, L., Jr.↗

Generalized Bayesian Framework for Evaluation of Integral Benchmark Experiments

A recently published generalized Bayesian optimization framework has provided a way to retract any or all of the three common assumptions underlying the conventional Generalized Linear Least Squares (GLLS) optimization method based on the concepts introduced in reference two. These assumptions are: 1. Perfection: The model used for data evaluation and the prior probability distribution function (PDF) of generalized* data are perfect; 2. Normality: The prior and posterior PDF are normal; and 3. Linearity: The model is linear. In this work we outline how the framework in 1 could be directly adopted for improved evaluation of nuclear criticality integral benchmark experiments (IBEs) by: 1. Removing the first assumption alone by utilizing the concept of imperfections introduced in 1 to enable evaluation in the presence of discrepancies between the data and model or of missing covariance information by a GLLS method that will be seen as a generalization of the conventional GLLS method employed by the TSURFER code, and by 2. Removing the remaining two assumptions by implement- ing a Markov Chain Monte Carlo method for computation of the posterior PDF in the SAMPLER code, where TSURFER and SAMPLER are the uncertainty quantification (UQ) codes for IBEs in the SCALE code system based on the GLLS, and the stochastic method, respectively.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A hybrid Monte Carlo, discontinuous Galerkin method for linear kinetic transport equations

Here we present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise constant solution and the discrete ordinates use bilinear discontinuous finite elements. From the hybridization of the problem, the resulting problem solved by Monte Carlo is scattering free, resulting in a simple, efficient solution procedure. Between time steps, we use a projection approach to “relabel” collided particles as uncollided particles. In conclusion, from a series of standard 2-D Cartesian test problems we observe that our hybrid method has improved accuracy and reduction in computational complexity of approximately an order of magnitude relative to standard discrete ordinates solutions.

97 MATHEMATICS AND COMPUTING↗

Advanced Multi-phase Flow CFD Model Development for Solid Rocket Motor Flowfield Analysis

A Navier-Stokes code, finite difference Navier-Stokes (FDNS), is used to analyze the complicated internal flowfield of the SRM (solid rocket motor) to explore the impacts due to the effects of chemical reaction, particle dynamics, and slag accumulation on the solid rocket motor (SRM). The particulate multi-phase flowfield with chemical reaction, particle evaporation, combustion, breakup, and agglomeration models are included in present study to obtain a better understanding of the SRM design. Finite rate chemistry model is applied to simulate the chemical reaction effects. Hermsen correlation model is used for the combustion simulation. The evaporation model introduced by Spalding is utilized to include the heat transfer from the particulate phase to the gase phase due to the evaporation of the particles. A correlation of the minimum particle size for breakup expressed in terms of the Al/Al2O3 surface tension and shear force was employed to simulate the breakup of particles. It is assumed that the breakup occurs when the Weber number exceeds 6. A simple L agglomeration model is used to investigate the particle agglomeration. However, due to the large computer memory requirements for the agglomeration model, only 2D cases are tested with the agglomeration model. The VOF (Volume of Fluid) method is employed to simulate the slag buildup in the aft-end cavity of the redesigned solid rocket motor (RSRM). Monte Carlo method is employed to calculate the turbulent dispersion effect of the particles. The flowfield analysis obtained using the FDNS code in the present research with finite rate chemical reaction, particle evaporation, combustion, breakup, agglomeration, and VOG models will provide a design guide for the potential improvement of the SRM including the use of materials and the shape of nozzle geometry such that a better performance of the SRM can be achieved. The simulation of the slag buildup in the aft-end cavity can assist the designer to improve the design of the RSRM geometry.

Liaw, Paul↗