Results for “Carlo” — Page 2

NASA NTRS2010

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Analysis

This Technical Publication (TP) is meant to address a number of topics related to the application of Monte Carlo simulation to launch vehicle design and requirements analysis. Although the focus is on a launch vehicle application, the methods may be applied to other complex systems as well. The TP is organized so that all the important topics are covered in the main text, and detailed derivations are in the appendices. The TP first introduces Monte Carlo simulation and the major topics to be discussed, including discussion of the input distributions for Monte Carlo runs, testing the simulation, how many runs are necessary for verification of requirements, what to do if results are desired for events that happen only rarely, and postprocessing, including analyzing any failed runs, examples of useful output products, and statistical information for generating desired results from the output data. Topics in the appendices include some tables for requirements verification, derivation of the number of runs required and generation of output probabilistic data with consumer risk included, derivation of launch vehicle models to include possible variations of assembled vehicles, minimization of a consumable to achieve a two-dimensional statistical result, recontact probability during staging, ensuring duplicated Monte Carlo random variations, and importance sampling.

Hanson, J. M.↗

NASA NTRS2010

Accelerated Monte Carlo Simulation for Safety Analysis of the Advanced Airspace Concept

Safe separation of aircraft is a primary objective of any air traffic control system. An accelerated Monte Carlo approach was developed to assess the level of safety provided by a proposed next-generation air traffic control system. It combines features of fault tree and standard Monte Carlo methods. It runs more than one order of magnitude faster than the standard Monte Carlo method while providing risk estimates that only differ by about 10%. It also preserves component-level model fidelity that is difficult to maintain using the standard fault tree method. This balance of speed and fidelity allows sensitivity analysis to be completed in days instead of weeks or months with the standard Monte Carlo method. Results indicate that risk estimates are sensitive to transponder, pilot visual avoidance, and conflict detection failure probabilities.

Thipphavong, David↗

NASA NTRS2016

Simulation of Satellite, Airborne and Terrestrial LiDAR with DART (I):Waveform Simulation with Quasi-Monte Carlo Ray Tracing

Light Detection And Ranging (LiDAR) provides unique data on the 3-D structure of atmosphere constituents and the Earth's surface. Simulating LiDAR returns for different laser technologies and Earth scenes is fundamental for evaluating and interpreting signal and noise in LiDAR data. Different types of models are capable of simulating LiDAR waveforms of Earth surfaces. Semi-empirical and geometric models can be imprecise because they rely on simplified simulations of Earth surfaces and light interaction mechanisms. On the other hand, Monte Carlo ray tracing (MCRT) models are potentially accurate but require long computational time. Here, we present a new LiDAR waveform simulation tool that is based on the introduction of a quasi-Monte Carlo ray tracing approach in the Discrete Anisotropic Radiative Transfer (DART) model. Two new approaches, the so-called "box method" and "Ray Carlo method", are implemented to provide robust and accurate simulations of LiDAR waveforms for any landscape, atmosphere and LiDAR sensor configuration (view direction, footprint size, pulse characteristics, etc.). The box method accelerates the selection of the scattering direction of a photon in the presence of scatterers with non-invertible phase function. The Ray Carlo method brings traditional ray-tracking into MCRT simulation, which makes computational time independent of LiDAR field of view (FOV) and reception solid angle. Both methods are fast enough for simulating multi-pulse acquisition. Sensitivity studies with various landscapes and atmosphere constituents are presented, and the simulated LiDAR signals compare favorably with their associated reflectance images and Laser Vegetation Imaging Sensor (LVIS) waveforms. The LiDAR module is fully integrated into DART, enabling more detailed simulations of LiDAR sensitivity to specific scene elements (e.g., atmospheric aerosols, leaf area, branches, or topography) and sensor configuration for airborne or satellite LiDAR sensors.

Gastellu-Etchegorry, Jean-Philippe↗

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 NTRS1964

Applications of the method of Monte Carlo to problems in thermal radiation

A summary of the work involving the Monte Carlo method in the solution of problems in thermal radiation transfer is presented, which indicates general methods previously used for solving problems in which radiation is coupled with other modes of energy transfer. Previous work involving radiation in absorbing-emitting media is included. An example is outlined to indicate the use of the Monte Carlo method in the design of a space radiator. Suggestions are given for solution of a complex case incorporating the effects of coupled conduction, convection and radiation, wavelength dependent and selective surfaces, nonisothermal conditions, and strongly directional or nondiffuse emitting and reflecting surfaces. A discussion is given of the factors that may affect convergence, running time, and accuracy of the Monte Carlo solutions and of the advantages and disadvantages of this approach for practical problems. Also discussed are the case of programming for complex problems and the probable machine time requirements of the method.

THERMAL RADIATION↗

NASA NTRS2013

Monte Carlo Bayesian Inference on a Statistical Model of Sub-gridcolumn Moisture Variability Using High-resolution Cloud Observations : Sensitivity Tests and Results - Part II

Part I presented a Monte Carlo Bayesian method for constraining a complex statistical model of GCM sub-gridcolumn moisture variability using high-resolution MODIS cloud data, thereby permitting large-scale model parameter estimation and cloud data assimilation. This part performs some basic testing of this new approach, verifying that it does indeed significantly reduce mean and standard deviation biases with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud top pressure, and that it also improves the simulated rotational-Ramman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the OMI instrument. Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows finite jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. This paper also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in the cloud observables on cloud vertical structure, beyond cloud top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard (1998) provides some help in this respect, by better honoring inversion structures in the background state.

Monte Carlo Bayesian inference↗

NASA NTRS2015

Instantons in Quantum Annealing: Thermally Assisted Tunneling Vs Quantum Monte Carlo Simulations

Recent numerical result (arXiv:1512.02206) from Google suggested that the D-Wave quantum annealer may have an asymptotic speed-up than simulated annealing, however, the asymptotic advantage disappears when it is compared to quantum Monte Carlo (a classical algorithm despite its name). We show analytically that the asymptotic scaling of quantum tunneling is exactly the same as the escape rate in quantum Monte Carlo for a class of problems. Thus, the Google result might be explained in our framework. We also found that the transition state in quantum Monte Carlo corresponds to the instanton solution in quantum tunneling problems, which is observed in numerical simulations.

Quantum Monte Carlo↗

NASA NTRS2017

Monte Carlo Computational Modeling of Atomic Oxygen Interactions

Computational modeling of the erosion of polymers caused by atomic oxygen in low Earth orbit (LEO) is useful for determining areas of concern for spacecraft environment durability. Successful modeling requires that the characteristics of the environment such as atomic oxygen energy distribution, flux, and angular distribution be properly represented in the model. Thus whether the atomic oxygen is arriving normal to or inclined to a surface and whether it arrives in a consistent direction or is sweeping across the surface such as in the case of polymeric solar array blankets is important to determine durability. When atomic oxygen impacts a polymer surface it can react removing a certain volume per incident atom (called the erosion yield), recombine, or be ejected as an active oxygen atom to potentially either react with other polymer atoms or exit into space. Scattered atoms can also have a lower energy as a result of partial or total thermal accommodation. Many solutions to polymer durability in LEO involve protective thin films of metal oxides such as SiO2 to prevent atomic oxygen erosion. Such protective films also have their own interaction characteristics. A Monte Carlo computational model has been developed which takes into account the various types of atomic oxygen arrival and how it reacts with a representative polymer (polyimide Kapton H) and how it reacts at defect sites in an oxide protective coating, such as SiO2 on that polymer. Although this model was initially intended to determine atomic oxygen erosion behavior at defect sites for the International Space Station solar arrays, it has been used to predict atomic oxygen erosion or oxidation behavior on many other spacecraft components including erosion of polymeric joints, durability of solar array blanket box covers, and scattering of atomic oxygen into telescopes and microwave cavities where oxidation of critical component surfaces can take place. The computational model is a two dimensional model which has the capability to tune the interactions of how the atomic oxygen reacts, scatters, or recombines on polymer or nonreactive surfaces. In addition to the specification of atomic oxygen arrival details, a total of 15 atomic oxygen interaction parameters have been identified as necessary to properly simulate observed interactions and resulting polymer erosion that have been observed in LEO. The tuning of the Monte Carlo model has been accomplished by adjusting interaction parameters so the erosion patterns produced by the model match those from several actual LEO space experiments. Surface texturing in LEO can also be predicted by the model. Such comparison of space tests with ground laboratory experiments have enabled confidence in ground laboratory lifetime prediction of protected polymers. Results of Monte Carlo tuning, examples of surface texturing and undercutting erosion prediction, and several examples of how the model can be used to predict other LEO and Mars orbital space results are presented.

Monte Carlo Modeling↗

NASA NTRS2017

Monte Carlo Computational Modeling of Atomic Oxygen Interactions

Computational modeling of the erosion of polymers caused by atomic oxygen in low Earth orbit (LEO) is useful for determining areas of concern for spacecraft environment durability. Successful modeling requires that the characteristics of the environment such as atomic oxygen energy distribution, flux, and angular distribution be properly represented in the model. Thus whether the atomic oxygen is arriving normal to or inclined to a surface and whether it arrives in a consistent direction or is sweeping across the surface such as in the case of polymeric solar array blankets is important to determine durability. When atomic oxygen impacts a polymer surface it can react removing a certain volume per incident atom (called the erosion yield), recombine, or be ejected as an active oxygen atom to potentially either react with other polymer atoms or exit into space. Scattered atoms can also have a lower energy as a result of partial or total thermal accommodation. Many solutions to polymer durability in LEO involve protective thin films of metal oxides such as SiO2 to prevent atomic oxygen erosion. Such protective films also have their own interaction characteristics. A Monte Carlo computational model has been developed which takes into account the various types of atomic oxygen arrival and how it reacts with a representative polymer (polyimide Kapton H) and how it reacts at defect sites in an oxide protective coating, such as SiO2 on that polymer. Although this model was initially intended to determine atomic oxygen erosion behavior at defect sites for the International Space Station solar arrays, it has been used to predict atomic oxygen erosion or oxidation behavior on many other spacecraft components including erosion of polymeric joints, durability of solar array blanket box covers, and scattering of atomic oxygen into telescopes and microwave cavities where oxidation of critical component surfaces can take place. The computational model is a two dimensional model which has the capability to tune the interactions of how the atomic oxygen reacts, scatters, or recombines on polymer or nonreactive surfaces. In addition to the specification of atomic oxygen arrival details, a total of 15 atomic oxygen interaction parameters have been identified as necessary to properly simulate observed interactions and resulting polymer erosion that have been observed in LEO. The tuning of the Monte Carlo model has been accomplished by adjusting interaction parameters so the erosion patterns produced by the model match those from several actual LEO space experiments. Surface texturing in LEO can also be predicted by the model. Such comparison of space tests with ground laboratory experiments have enabled confidence in ground laboratory lifetime prediction of protected polymers. Results of Monte Carlo tuning, examples of surface texturing and undercutting erosion prediction, and several examples of how the model can be used to predict other LEO and Mars orbital space results are presented.

Atomic Oxygen↗

NASA NTRS2019

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗

NASA NTRSDate not supplied

CFD2030 Grand Challenge: CFD-in-the-Loop Monte Carlo Simulation for Space Vehicle Design

Space vehicle design and certification differs widely from aircraft design relying more on probabilistic approaches than deterministic. Monte Carlo simulation plays an important role in the probabilistic design of space vehicles to ensure robust and reliable operation. Today, Monte Carlo flight simulation requires 1000’s of trajectory simulations that use databases to provide aerosciences models. These databases can be extremely expensive and time consuming to develop. Replacing these databases with unsteady computational fluid dynamics directly in the simulation loop has potential to significantly reduce the time required to analyze space vehicle concepts, improve simulation accuracy, and reduce the cost of space vehicle development. The CFD Vision 2030 Study outlined gaps and roadblocks to meeting the vision described in the study. The geometric, physical, and computational challenges associated with CFD-in-the-loop Monte Carlo simulation for space vehicle design are substantial and serve as an excellent grand challenge to advance the CFD 2030 vision.

CFD2030↗

NASA NTRS1972

Variance reduction in Monte Carlo analysis of rarefied gas diffusion.

The problem of rarefied diffusion between parallel walls is solved using the Monte Carlo method. The diffusing molecules are evaporated or emitted from one of the two parallel walls and diffuse through another molecular species. The Monte Carlo analysis treats the diffusing molecule as undergoing a Markov random walk, and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs, the expected Markov walk payoff is retained but its variance is reduced so that the Monte Carlo result has a much smaller error.

Perlmutter, M.↗

NASA NTRS1980

Methods for Monte Carlo simulation of the exospheres of the moon and Mercury

A general form of the integral equation of exospheric transport on moon-like bodies is derived in a form that permits arbitrary specification of time varying physical processes affecting atom creation and annihilation, atom-regolith collisions, adsorption and desorption, and nonplanetocentric acceleration. Because these processes usually defy analytic representation, the Monte Carlo method of solution of the transport equation, the only viable alternative, is described in detail, with separate discussions of the methods of specification of physical processes as probabalistic functions. Proof of the validity of the Monte Carlo exosphere simulation method is provided in the form of a comparison of analytic and Monte Carlo solutions to three classical, and analytically tractable, exosphere problems. One of the key phenomena in moonlike exosphere simulations, the distribution of velocities of the atoms leaving a regolith, depends mainly on the nature of collisions of free atoms with rocks. It is shown that on the moon and Mercury, elastic collisions of helium atoms with a Maxwellian distribution of vibrating, bound atoms produce a nearly Maxwellian distribution of helium velocities, despite the absence of speeds in excess of escape in the impinging helium velocity distribution.

Hodges, R. R., Jr.↗

NASA NTRS1981

Monte-Carlo model of pitch-angle scattering in solar cosmic ray events

Monte Carlo simulations of the propagation of solar cosmic-rays in interplanetary space are reported, including the effects of pitch-angle scattering and adiabatic focusing. Time intensity profiles agree well with the corresponding spatial diffusion approximation for models close to those used by Gombosi and Owens (1980). Monte Carlo simulations of the same model problem yield results that disagree with those of Gombosi and Owens, and the most likely possible source of error in the Monte Carlo simulation is considered to be in the region near the 90 deg pitch angle where the finite step size introduces certain inconsistencies.

Palmer, I. D.↗

NASA NTRS1990

A multigenerational Monte Carlo model of a comet coma

A steady state multigenerational Monte Carlo model was developed to describe the distribution of a neutral coma species which was produced after several photodissociation steps. This distribution can be compared with either line profiles derived from long slit spectroscopic observations or narrow band imaging, and be used to determine the elemental abundances present in the comet coma. A Monte Carlo model was chosen due to limitations in standard forms of more analytic models, such as those of Haser and Festou. In contrast to the analytical models, the Monte Carlo method can be modified to include new physical parameters.

Ferro, Anthony J.↗

NASA NTRS1992

Monte Carlo modeling of atomic oxygen attack of polymers with protective coatings on LDEF

Characterization of the behavior of atomic oxygen interaction with materials on the Long Duration Exposure Facility (LDEF) will assist in understanding the mechanisms involved, and will lead to improved reliability in predicting in-space durability of materials based on ground laboratory testing. A computational simulation of atomic oxygen interaction with protected polymers was developed using Monte Carlo techniques. Through the use of assumed mechanistic behavior of atomic oxygen and results of both ground laboratory and LDEF data, a predictive Monte Carlo model was developed which simulates the oxidation processes that occur on polymers with applied protective coatings that have defects. The use of high atomic oxygen fluence-directed ram LDEF results has enabled mechanistic implications to be made by adjusting Monte Carlo modeling assumptions to match observed results based on scanning electron microscopy. Modeling assumptions, implications, and predictions are presented, along with comparison of observed ground laboratory and LDEF results.

Banks, Bruce A.↗

NASA NTRS1994

Preliminary estimates of nucleon fluxes in a water target exposed to solar-flare protons: BRYNTRN versus Monte Carlo code

A baryon transport code (BRYNTRN) has previously been verified using available Monte Carlo results for a solar-flare spectrum as the reference. Excellent results were obtained, but the comparisons were limited to the available data on dose and dose equivalent for moderate penetration studies that involve minor contributions from secondary neutrons. To further verify the code, the secondary energy spectra of protons and neutrons are calculated using BRYNTRN and LAHET (Los Alamos High-Energy Transport code, which is a Monte Carlo code). These calculations are compared for three locations within a water slab exposed to the February 1956 solar-proton spectrum. Reasonable agreement was obtained when various considerations related to the calculational techniques and their limitations were taken into account. Although the Monte Carlo results are preliminary, it appears that the neutron albedo, which is not currently treated in BRYNTRN, might be a cause for the large discrepancy seen at small penetration depths. It also appears that the nonelastic neutron production cross sections in BRYNTRN may underestimate the number of neutrons produced in proton collisions with energies below 200 MeV. The notion that the poor energy resolution in BRYNTRN may cause a large truncation error in neutron elastic scattering requires further study.

Shinn, Judy L.↗

NASA NTRS1995

Monte Carlo simulations of precise timekeeping in the Milstar communication satellite system

The Milstar communications satellite system will provide secure antijam communication capabilities for DOD operations into the next century. In order to accomplish this task, the Milstar system will employ precise timekeeping on its satellites and at its ground control stations. The constellation will consist of four satellites in geosynchronous orbit, each carrying a set of four rubidium (Rb) atomic clocks. Several times a day, during normal operation, the Mission Control Element (MCE) will collect timing information from the constellation, and after several days use this information to update the time and frequency of the satellite clocks. The MCE will maintain precise time with a cesium (Cs) atomic clock, synchronized to UTC(USNO) via a GPS receiver. We have developed a Monte Carlo simulation of Milstar's space segment timekeeping. The simulation includes the effects of: uplink/downlink time transfer noise; satellite crosslink time transfer noise; satellite diurnal temperature variations; satellite and ground station atomic clock noise; and also quantization limits regarding satellite time and frequency corrections. The Monte Carlo simulation capability has proven to be an invaluable tool in assessing the performance characteristics of various timekeeping algorithms proposed for Milstar, and also in highlighting the timekeeping capabilities of the system. Here, we provide a brief overview of the basic Milstar timekeeping architecture as it is presently envisioned. We then describe the Monte Carlo simulation of space segment timekeeping, and provide examples of the simulation's efficacy in resolving timekeeping issues.

Camparo, James C.↗