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NASA NTRS1984

Lagged average forecasting, some operational considerations

The Lagged Average Forecast (LAF) method differs from the Monte Carlo Forecast (MCF) method in the definition of the ensemble of initial states which are used to generate the ensemble of forecasts. The LAF initial states are the current analysis and the forecasts made from previous analyses verifying the current time. Thus the LAF ensemble is composed of forecasts which are made by a regular operational system of numerical weather prediction and the LAF method is therefore operationally attractive. The application of the authors' previous ideas and results to an operational model requires the resolution of what might be called the degrees of freedom problem, i.e., how to obtain a homogeneous sample large enough to calculate stable statistics. It is suggested that this problem may be solved by carefully modeling the required statistics in terms of a small set of parameters and then estimating only these few parameters from the data. It is noted that there may be considerable information in each initial ensemble relating to the predictability of each particular case, and that this information may be incorporated in the model of the statistics.

Hoffman, R. N.↗

NASA NTRS2015

Multi-Model Ensemble Wake Vortex Prediction

Several multi-model ensemble methods are investigated for predicting wake vortex transport and decay. This study is a joint effort between National Aeronautics and Space Administration and Deutsches Zentrum fuer Luft- und Raumfahrt to develop a multi-model ensemble capability using their wake models. An overview of different multi-model ensemble methods and their feasibility for wake applications is presented. The methods include Reliability Ensemble Averaging, Bayesian Model Averaging, and Monte Carlo Simulations. The methodologies are evaluated using data from wake vortex field experiments.

Koerner, Stephan↗

NASA NTRS2015

Multi-Model Ensemble Wake Vortex Prediction

Koerner, Stephan↗

NASA NTRS2017

Multimodel Ensemble Methods for Prediction of Wake-Vortex Transport and Decay Originating NASA

Several multimodel ensemble methods are selected and further developed to improve the deterministic and probabilistic prediction skills of individual wake-vortex transport and decay models. The different multimodel ensemble methods are introduced, and their suitability for wake applications is demonstrated. The selected methods include direct ensemble averaging, Bayesian model averaging, and Monte Carlo simulation. The different methodologies are evaluated employing data from wake-vortex field measurement campaigns conducted in the United States and Germany.

Korner, Stephan↗

DOE OSTI2025

Progress in Normalizing Flows for 4d Gauge Theories

Normalizing flows have arisen as a tool to accelerate Monte Carlo sampling for lattice field theories. This work reviews recent progress in applying normalizing flows to 4-dimensional nonabelian gauge theories, focusing on two advancements: an architectural improvement referred to as learned active loops, and the application of correlated ensemble methods to QCD with N f = 2 dynamical fermions.

Abbott, Ryan [Massachusetts Institute of Technolog↗

DOE OSTI2020

Collective mode Brownian dynamics: A method for fast relaxation of statistical ensembles

Sampling equilibrium configurations of correlated systems of particles with long relaxation times (e.g., polymeric solutions) using conventional molecular dynamics and Monte Carlo methods can be challenging. This is especially true for systems with complicated, extended bond network topologies and other interactions that make the use and design of specialized relaxation protocols infeasible. We introduce a method based on Brownian dynamics simulations that can reduce the computational time it takes to reach equilibrium and draw decorrelated samples. Importantly, the method is completely agnostic to the particle configuration and the specifics of interparticle forces. In particular, we develop a mobility matrix that excites non-local, collective motion of N particles and can be computed efficiently in $\mathcal{O}(N)$ time. Particle motion in this scheme is computed by integrating the overdamped Langevin equation with an Euler–Maruyama scheme, in which Brownian displacements are drawn efficiently using a low-rank representation of the mobility matrix in position and wave space. We demonstrate the efficacy of the method with various examples from the realm of soft condensed matter and release a massively parallel implementation of the code as a plugin for the open-source package HOOMD-blue [J. A. Anderson et al., J. Comput. Phys. 227, 5342 (2008) and J. Glaser et al., Comput. Phys. Commun. 192, 97 (2015)] which runs on graphics processing units

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2021

Direct evaluation of the phase diagrams of dense multicomponent plasmas by integration of the Clapeyron equations

Accurate phase diagrams of multicomponent plasmas are required for the modeling of dense stellar plasmas, such as those found in the cores of white dwarf stars and the crusts of neutron stars. Those phase diagrams have been computed using a variety of standard techniques, which suffer from physical and computational limitations. Here we present an efficient and accurate method that overcomes the drawbacks of previously used approaches. In particular, finite-size effects are avoided as each phase is calculated separately; the plasma electrons and volume changes are explicitly taken into account; and arbitrary analytic fits to simulation data as well as particle insertions are avoided. Furthermore, no simulations at “uninteresting” state conditions, i.e., away from the phase coexistence curves, are required, which improves the efficiency of the technique. The method consists of an adaptation of the so-called Gibbs-Duhem integration approach to electron-ion plasmas, where the coexistence curve is determined by direct numerical integration of its underlying Clapeyron equation. The thermodynamics properties of the coexisting phases are evaluated separately using Monte Carlo simulations in the isobaric semigrand canonical ensemble (NPT Δ μ ). We describe this Monte Carlo-based Clapeyron integration method, including its basic physical and numerical principles, our extension to electron-ion plasmas, and our numerical implementation. We illustrate its applicability and benefits with the calculation of the melting curve of dense carbon-oxygen plasmas under conditions relevant for the cores of white dwarf stars and provide analytic fits to implement this new melting curve in white dwarf models. While this work focuses on the liquid-solid phase boundary of dense two-component plasmas, a wider range of physical systems and phase boundaries are within the scope of the Clapeyron integration method, which had until now only been applied to simple model systems of neutral particles.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2020

A Clustering-based biased Monte Carlo Approach to Protein Titration Curve Prediction

We develop and implement a novel approach to computing the ensemble averages in systems characterized by pair-wise interactions between the entities. Methods involving full enumeration of the configuration space result in exponential complexity. Sampling methods such as Markov Chain Monte Carlo (MCMC) algorithms have been proposed to tackle the exponential complexity of these problems. In certain scenarios where significant energetic coupling exists between the entities, the accuracy of the such algorithms can be diminished. We propose a strategy to improve the accuracy of the MCMC runs by taking advantage of the cluster structure in the interaction energy matrix. We propose two different schemes for performing the biased MCMC runs on the partitioned systems and show that they are valid MCMC schemes. We then apply these algorithms to the problem of computing the protonation fractions and hence the titration curves of titratable protein residues that constitute a given protein. We leverage both synthesized and real-world systems and show the improved performance of our biased MCMC methods when compared to the regular MCMC method.

Visweswara Sathanur, Arun↗

DOE OSTI2023

Modeling Intercalation Chemistry with Multiredox Reactions by Sparse Lattice Models in Disordered Rocksalt Cathodes

Modern battery materials can contain many elements with substantial site disorder, and their configurational state has been shown to be critical for their performance. The intercalation voltage profile is a critical parameter to evaluate the performance of energy storage. The application of commonly used cluster expansion techniques to model the intercalation thermodynamics of such systems ab initio is challenged by the combinatorial increase in configurational degrees of freedom as the number of species grows. Such challenges necessitate the efficient generation of lattice models without overfitting and proper sampling of the configurational space under the requirement of charge balance in ionic systems. In this work, we introduce a combined approach that addresses these challenges by (1) constructing a robust cluster expansion Hamiltonian using the sparse regression technique, including -norm regularization and structural hierarchy; and (2) implementing semigrand-canonical Monte Carlo to sample charge-balanced ionic configurations using the table-exchange method and an ensemble average approach. These techniques are applied to a disordered rocksalt oxyfluoride (LMNOF) that is part of a family of promising earth-abundant cathode materials. The simulated voltage profile is found to be in good agreement with experimental data and particularly provides a clear demonstration of the and oxygen contributions to the redox potential as a function of content.

25 ENERGY STORAGE↗

DOE OSTI2024

Scalable Risk Assessment of Rare Events in Power Systems With Uncertain Wind Generation and Loads

Risk assessment of rare events has become increasingly important in power system planning and operation with the increasing integration of renewable energy and the presence of system uncertainties. However, quantifying the risk posed by rare events via the traditional method, i.e., Monte Carlo sampling (MCS), incurs substantial computational expense stemming from the vast ensemble of power flow simulations. To accelerate the assessment, this paper proposes a Deep Neural Network (DNN)-kernelized vector-valued Gaussian Process (VVGP) approach with excellent computational efficiency while maintaining high accuracy. Consequently, serving as a surrogate model for the power flow solver, the DNN-kernelized VVGP enables significantly faster but accurate risk assessment compared to the power flow solver. The developed surrogate model evaluates low-order N - k events that contain more than 90% instances by adeptly capturing the topological features while the high-order N - k events are assessed via a power flow solver, thereby striking a balance between computational efficiency and uncertainty quantification accuracy. Moreover, the model incorporates a Support Vector Machine (SVM) classifier to resample concerning low-probability tail events to counteract the biases potentially introduced during the DNN-kernelized VVGP evaluations. Simulations conducted on the modified IEEE 24-bus, 118-bus, and European 1354-bus systems demonstrate that the proposed method maintains the accuracy benchmark set by MCS while significantly reducing computational demands in large-scale power systems as compared to other state-of-the-art methods.

17 WIND ENERGY↗

DOE OSTI2024

Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad-Shafranov equation. The presence of uncertainty in the model parameters introduces the need to quantify the variability in the predictions. This is often done by computing a large number of model solutions on a computational grid for an ensemble of parameter values and then obtaining estimates for the statistical properties of solutions. In this study, we explore the savings that can be obtained using multilevel Monte Carlo methods, which reduce costs by performing the bulk of the computations on a sequence of spatial grids that are coarser than the one that would typically be used for a simple Monte Carlo simulation. We examine this approach using both a set of uniformly refined grids and a set of adaptively refined grids guided by a discrete error estimator. Numerical experiments show that multilevel methods dramatically reduce the cost of simulation, with cost reductions typically on the order of 60 or more and possibly as large as 200. Furthermore, adaptive griding results in more accurate computation of geometric quantities such as x-points associated with the model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2026

Boundary-induced classical generalized Gibbs ensemble with angular momentum

We investigate how confinement geometry leads to the emergence of a Generalized Gibbs Ensemble (GGE) in classical systems. Unlike the standard Gibbs ensemble, the GGE includes additional conserved quantities, such as angular momentum, that arise from boundary-induced symmetries. Using analytical arguments based on the maximum entropy principle, we show that circular boundaries preserve angular momentum and drive the system toward a chiral, non-ergodic GGE that violates time-reversal symmetry. This ensemble differs fundamentally from the Gibbs case, producing near-boundary condensation and revealing how geometry alone can alter thermal equilibration. To quantify these effects, we introduce an order parameter measuring deviations from Gibbs behavior and demonstrate that conventional Monte Carlo methods must incorporate angular momentum conservation under such conditions. Our study highlights how geometric constraints shape non-equilibrium statistical ensembles and lead to subtle departures from the Bohr-van Leeuwen theorem. These predictions are validated through detailed simulations of confined classical hard-disk gases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2025

GenAI4UQ: A software for forward and inverse uncertainty quantification using conditional generative AI

We introduce GenAI4UQ, a software package for forward and inverse uncertainty quantification in model calibration, parameter estimation, and ensemble forecasting. GenAI4UQ leverages a generative AI-based conditional modeling framework to address limitations of traditional inverse modeling techniques, such as Markov Chain Monte Carlo (MCMC) methods. By replacing computationally intensive iterative processes with a direct, learned mapping, GenAI4UQ enables efficient calibration of input parameters and generation of predictions directly from observations. The software supports rapid ensemble forecasting with robust uncertainty quantification while maintaining computational and storage efficiency. Built-in auto-tuning of hyperparameters simplifies model training, ensuring accessibility for users with varying expertise. Its versatile conditional generative framework is applicable across diverse scientific domains. While GenAI4UQ offers significant advantages in flexibility and efficiency, users should interpret its uncertainty estimates with caution in data-sparse scenarios, as the model may overestimate uncertainty—an effect common to all surrogate-based approaches including MCMC with surrogate models. Despite this, GenAI4UQ transforms inverse modeling by providing a fast, reliable, and user-friendly solution. It empowers researchers and practitioners to quickly estimate parameter distributions and generate model predictions for new observations, facilitating efficient decision-making and advancing the state of uncertainty quantification in computational modeling.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1992

Dynamically stratified Monte Carlo forecasting

A new method for performing Monte Carlo forecasts is introduced. The method, called dynamic stratification, selects initial perturbations based on a stratification of the error distribution. A simple implementation is presented in which the error distribution used for the stratification is estimated from a linear model derived from a large ensemble of 12-h forecasts with the full dynamic model. The stratification thus obtained is used to choose a small subsample of initial states with which to perform the dynamical Monte Carlo forecasts. Several test cases are studied using a simple two-level general circulation model with uncertain initial conditions. It is found that the method provides substantial reductions in the sampling error of the forecast mean and variance when compared to the more traditional approach of choosing the initial perturbations at random. The degree of improvement, however, is sensitive to the nature of the initial error distribution and to the base state. In practice the method may be viable only if the computational burden involved in obtaining an adequate estimate of the error distribution is shared with the data-assimilation procedure.

Schubert, Siegfried↗

DOE OSTI2026

Scalable Quantum Monte Carlo Method for Polariton Chemistry via Mixed Block Sparsity and Tensor Hypercontraction Method

We present a reduced-scaling auxiliary-field quantum Monte Carlo (AFQMC) framework designed for large molecular systems and ensembles, with or without coupling to optical cavities. Our approach leverages the natural block sparsity of the Cholesky decomposition (CD) of electron repulsion integrals in molecular ensembles and employs tensor hypercontraction (THC) to efficiently compress low-rank Cholesky blocks. By representing the Cholesky vectors in a mixed format, keeping high-rank blocks in block-sparse form and compressing low-rank blocks with THC, we reduce the scaling of exchange-energy evaluation from quartic to robust cubic in the number of molecular orbitals N, while lowering memory from cubic toward quadratic. Benchmark analyses on one-, two-, and three-dimensional molecular ensembles (up to ∼1,200 orbitals) show that (a) the number of nonzeros in Cholesky tensors grows linearly with system size across dimensions; (b) the average numerical rank increases sublinearly and does not saturate at these sizes; and (c) rank heterogeneity─some blocks nearly full rank and many low rank, naturally motivates the proposed mixed block sparsity and THC scheme for efficient calculation of exchange energy. In conclusion, we demonstrate that the mixed scheme yields cubic wall-time scaling with favorable prefactors and preserves AFQMC accuracy.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

NASA NTRS1984

Computer simulation of surface and film processes

All the investigations which were performed employed in one way or another a computer simulation technique based on atomistic level considerations. In general, three types of simulation methods were used for modeling systems with discrete particles that interact via well defined potential functions: molecular dynamics (a general method for solving the classical equations of motion of a model system); Monte Carlo (the use of Markov chain ensemble averaging technique to model equilibrium properties of a system); and molecular statics (provides properties of a system at T = 0 K). The effects of three-body forces on the vibrational frequencies of triatomic cluster were investigated. The multilayer relaxation phenomena for low index planes of an fcc crystal was analyzed also as a function of the three-body interactions. Various surface properties for Si and SiC system were calculated. Results obtained from static simulation calculations for slip formation were presented. The more elaborate molecular dynamics calculations on the propagation of cracks in two-dimensional systems were outlined.

Tiller, W. A.↗

DOE OSTI2026

Unbinned extraction of $γ$ from $B\to DK$ with normalizing flows

We introduce an unbinned method for extracting the CKM angle $γ$ from the decay chain $B^\pm \to (D \to K_S π^+ π^-) K^\pm$ using normalizing flows (NFs). The NFs, trained on $D$ decay data, learn a faithful continuous representation of the amplitude and strong phase variation over the $D\to K_Sπ^+π^-$ Dalitz plot whose fidelity improves with increased data sample sizes. With this input, the $B$ decay data can be used to extract the parameters $r_B$, $δ_B$, and $γ$. We test the method on Monte Carlo generated data, where it successfully recovers the injected value of $γ$ within uncertainties. The present implementation propagates statistical uncertainties from finite training data via an ensemble of independently trained flows, and does not attempt to capture the effects of systematic experimental errors. We explore two versions of the method that differ in how the trigonometric constraint on phase variation is encoded, and comment on the possible extension to Bayesian NFs, which would provide direct uncertainty estimates on the learned densities without requiring ensemble training.

Grossman, Yuval [Cornell U., LEPP]↗

DOE OSTI2025

Ensemble Simulation Techniques and Fast Randomized Algorithms

The major goals of the project were to develop and analyze new ensemble simulation techniques, including trajectory stratification and preconditioned MCMC techniques, as well as develop fast numerical linear algebra techniques closely related to ensemble simulation ideas. The trajectory stratification techniques involve simulating in parallel short trajectory fragments of a Markov process confined to a specific region of space‐time and then patching together the statistics gathered to assemble estimates of very general dynamical properties. We have also developed this approach for rare event simulation and extended the techniques to applications requiring a more general framework (such as electronic structure calculations). The preconditioned MCMC techniques involve simulating multiple Markov chains in parallel and then using information from the ensemble to speed the mixing of each individual chain. The fast randomized linear algebra methods are motivated by the diffusion Monte Carlo technique, but are applicable to finding the dominant eigenvalue of (almost) general matrices. For most non‐negative matrices, the schemes result in an error (compared to the power method) that is constant in the dimension of the problem. For more general matrices, we see a very clear sublinear cost trend in computational tests.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗