Search NASA⌕ Search

SEARCH · Search NASA

Results for “Uncertainty Analysis”

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 433 records · Page 24

FORCE Update 2024

The Framework for Optimization of Resources and Economics (FORCE) tool suite is the U.S. Department of Energy’s Nuclear Integrated Energy Systems (IES) Program flagship tool suite for technoeconomic IES analysis of IES. This tool suite is useful for analysis designed to evaluate and improve the technoeconomics of energy production systems, particularly for systems including nuclear technology. In this report, we document the development activity for the FORCE tool suite to extend its capabilities as performed during fiscal year 2024. In addition to reliability and accessibility, capability is one of the three standards guiding the development of the FORCE tool suite and the software codes that are its constituent parts. Extending the capabilities of the FORCE tool suite allows analysis both within the IES program as well as industry, university, and laboratory partners to perform analysis with more accuracy, insight, and impactful narrative. Four areas of capability development were the focus of activity this year: economic parameter uncertainty quantification, multiresolution analysis, components-to-optimization workflow automation, and statespace construction workflows for real-time optimal control. In economic parameter uncertainty quantification, the ability of HERON to capture risk due to scenarios (weather and energy demand uncertainty) was expanded to also include uncertainties in financial parameters such as capital cost or operation and maintenance costs. By including these sources of uncertainty, which are sometimes very large compared with scenario uncertainty, HERON is better able to capture the risk posed by investment in various IES technology. Because of this, analysts can also consider the reduction in risks that can be realized by choice of some technologies. In multiresolution analysis, development activity extended on work completed previously. In fiscal year 2023, methods for decomposing time series signals, such as demand, solar and wind availability, and price profiles, were analyzed and down-selected to those most effective at splitting signals into different resolutions. These resolutions allow considering the influence of different energy demand and supply behaviors across different time scales. For example, energy demand might be divided into seasonal, weekly, and hourly profiles. In fiscal year 2024, this preliminary work was extended and implemented within the Risk Analysis Virtual Environment (RAVEN) risk and uncertainty analysis platform, which is used throughout the FORCE framework. This development of the “multi-resolution time series analysis” (MR-TSA) module in RAVEN allows training synthetic history generators on complex time series. These synthetic history generators can then be used in HERON for generating scenarios that represent possible market and weather scenarios that can be analyzed on different time scales. We envision completing this work in the future, implementing multiresolution dispatch optimization strategies that can make the most beneficial use of these stratified time histories. In components-to-optimization workflow development, workflows for translating user inputs of components into algorithms for algebraic optimization were selected and implemented. Similar algorithms within the Holistic Energy Resource Optimization Network (HERON) were separated from the main code base of HERON and gathered with the components-to-optimization workflows in the new Dispatch Optimization Variable Engine (DOVE) software library. This modularization allows FORCE users to analyze dispatch optimization and energy system duty cycles independently of HERON, which previously was a burdensome task. Additionally, these dispatch optimization algorithms, set up in an independent library, can now be used across all software applications within FORCE, especially including the real-time optimal control software Optimization of Real-time Capacity Allocation (ORCA). Allowing FORCE software to share dispatch optimization algorithms within a single library allows for improved software maintenance and reliability. In statespace characterization workflow development, alternative workflows for optimizing dispatch with additional technical accuracy was the focus, particularly to improve the real-time optimization decision making in ORCA. Using algorithms and workflows initially developed for the Feasible Actuator Range Modifier (FARM), workflows for determining the statespace representation of IES were identified and demonstrated. The resulting dispatch optimization required a more robust optimization algorithm than that originally used in HERON (and moved to DOVE), which required adding an alternate workflow to DOVE that can more accurately match the behavior of physical systems using a partial differential equation representation. In conclusion, capability developments in the FORCE tool suite in fiscal year 2024 have improved the ability of the FORCE tool suite to perform

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Combining Data with Physical Knowledge for Uncertainty Quantification in Certification and Reliability Analysis

Unifying empirical data with predictive models can enable engineering cost-savings through certification by analysis and reliability-based design. Both concepts require rigorous uncertainty quantification (UQ) and robust understanding and treatment of relevant physics. Combining sampling-based UQ algorithms with high-fidelity simulations creates a computational bottleneck that is often alleviated through the use of machine learning (ML). ML can be used to create computationally efficient surrogates for simulations of complex or high-dimensional physical interactions (e.g., multi-phase interactions associated with melt pools in laser powder bed fusion or spatially-dependent material properties in functionally graded materials). However, negative side effects of ML may include a lack of interpretability and negative correlation between event rarity and simulation accuracy due to a lack of training data. As such, it is important to infuse ML algorithms with physics-based guardrails to provide confidence in their predictions. This talk will provide a brief review of recent NASA research at this intersection of physics-based simulation, ML, and UQ with a focus on certification and reliability analysis.

uncertainty quantification↗

Influence of Population Variation of Physiological Parameters in Computational Models of Space Physiology

The earliest manifestations of Visual Impairment and Intracranial Pressure (VIIP) syndrome become evident after months of spaceflight and include a variety of ophthalmic changes, including posterior globe flattening and distension of the optic nerve sheath. Prevailing evidence links the occurrence of VIIP to the cephalic fluid shift induced by microgravity and the subsequent pressure changes around the optic nerve and eye. Deducing the etiology of VIIP is challenging due to the wide range of physiological parameters that may be influenced by spaceflight and are required to address a realistic spectrum of physiological responses. Here, we report on the application of an efficient approach to interrogating physiological parameter space through computational modeling. Specifically, we assess the influence of uncertainty in input parameters for two models of VIIP syndrome: a lumped-parameter model (LPM) of the cardiovascular and central nervous systems, and a finite-element model (FEM) of the posterior eye, optic nerve head (ONH) and optic nerve sheath. Methods: To investigate the parameter space in each model, we employed Latin hypercube sampling partial rank correlation coefficient (LHSPRCC) strategies. LHS techniques outperform Monte Carlo approaches by enforcing efficient sampling across the entire range of all parameters. The PRCC method estimates the sensitivity of model outputs to these parameters while adjusting for the linear effects of all other inputs. The LPM analysis addressed uncertainties in 42 physiological parameters, such as initial compartmental volume and nominal compartment percentage of total cardiac output in the supine state, while the FEM evaluated the effects on biomechanical strain from uncertainties in 23 material and pressure parameters for the ocular anatomy. Results and Conclusion: The LPM analysis identified several key factors including high sensitivity to the initial fluid distribution. The FEM study found that intraocular pressure and intracranial pressure had dominant impact on the peak strains in the ONH and retro-laminar optic nerve, respectively; optic nerve and lamina cribrosa stiffness were also important. This investigation illustrates the ability of LHSPRCC to identify the most influential physiological parameters, which must therefore be well-characterized to produce the most accurate numerical results.

biomechanics↗

Doppler Global Velocimeter Development for the Large Wind Tunnels at Ames Research Center

Development of an optical, laser-based flow-field measurement technique for large wind tunnels is described. The technique uses laser sheet illumination and charged coupled device detectors to rapidly measure flow-field velocity distributions over large planar regions of the flow. Sample measurements are presented that illustrate the capability of the technique. An analysis of measurement uncertainty, which focuses on the random component of uncertainty, shows that precision uncertainty is not dependent on the measured velocity magnitude. For a single-image measurement, the analysis predicts a precision uncertainty of +/-5 m/s. When multiple images are averaged, this uncertainty is shown to decrease. For an average of 100 images, for example, the analysis shows that a precision uncertainty of +/-0.5 m/s can be expected. Sample applications show that vectors aligned with an orthogonal coordinate system are difficult to measure directly. An algebraic transformation is presented which converts measured vectors to the desired orthogonal components. Uncertainty propagation is then used to show how the uncertainty propagates from the direct measurements to the orthogonal components. For a typical forward-scatter viewing geometry, the propagation analysis predicts precision uncertainties of +/-4, +/-7, and +/-6 m/s, respectively, for the U, V, and W components at 68% confidence.

Reinath, Michael S.↗

Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems

The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.

Active Learning↗

Operational Implementation of a Pc Uncertainty Construct for Conjunction Assessment Risk Analysis

Earlier this year the NASA Conjunction Assessment and Risk Analysis (CARA) project presented the theoretical and algorithmic aspects of a method to include the uncertainties in the calculation inputs when computing the probability of collision (Pc) between two space objects, principally uncertainties in the covariances and the hard-body radius. The output of this calculation approach is to produce rather than a single Pc value an entire probability density function that will represent the range of possible Pc values given the uncertainties in the inputs and bring CA risk analysis methodologies more in line with modern risk management theory. The present study provides results from the exercise of this method against an extended dataset of satellite conjunctions in order to determine the effect of its use on the evaluation of conjunction assessment (CA) event risk posture. The effects are found to be considerable: a good number of events are downgraded from or upgraded to a serious risk designation on the basis of consideration of the Pc uncertainty. The findings counsel the integration of the developed methods into NASA CA operations.

assessment↗

A Framework for Propagation of Uncertainties in the Kepler Data Analysis Pipeline

The Kepler space telescope is designed to detect Earth-like planets around Sun-like stars using transit photometry by simultaneously observing 100,000 stellar targets nearly continuously over a three and a half year period. The 96-megapixel focal plane consists of 42 charge-coupled devices (CCD) each containing two 1024 x 1100 pixel arrays. Cross-correlations between calibrated pixels are introduced by common calibrations performed on each CCD requiring downstream data products access to the calibrated pixel covariance matrix in order to properly estimate uncertainties. The prohibitively large covariance matrices corresponding to the ~75,000 calibrated pixels per CCD preclude calculating and storing the covariance in standard lock-step fashion. We present a novel framework used to implement standard propagation of uncertainties (POU) in the Kepler Science Operations Center (SOC) data processing pipeline. The POU framework captures the variance of the raw pixel data and the kernel of each subsequent calibration transformation allowing the full covariance matrix of any subset of calibrated pixels to be recalled on-the-fly at any step in the calibration process. Singular value decomposition (SVD) is used to compress and low-pass filter the raw uncertainty data as well as any data dependent kernels. The combination of POU framework and SVD compression provide downstream consumers of the calibrated pixel data access to the full covariance matrix of any subset of the calibrated pixels traceable to pixel level measurement uncertainties without having to store, retrieve and operate on prohibitively large covariance matrices. We describe the POU Framework and SVD compression scheme and its implementation in the Kepler SOC pipeline.

Clarke, Bruce D.↗

Advanced Methods for Determining Prediction Uncertainty in Model-Based Prognostics with Application to Planetary Rovers

Prognostics is centered on predicting the time of and time until adverse events in components, subsystems, and systems. It typically involves both a state estimation phase, in which the current health state of a system is identified, and a prediction phase, in which the state is projected forward in time. Since prognostics is mainly a prediction problem, prognostic approaches cannot avoid uncertainty, which arises due to several sources. Prognostics algorithms must both characterize this uncertainty and incorporate it into the predictions so that informed decisions can be made about the system. In this paper, we describe three methods to solve these problems, including Monte Carlo-, unscented transform-, and first-order reliability-based methods. Using a planetary rover as a case study, we demonstrate and compare the different methods in simulation for battery end-of-discharge prediction.

prognosis↗

Tensor-to-scalar ratio forecasts for extended LiteBIRD frequency configurations

LiteBIRD is a planned JAXA-led cosmic microwave background (CMB) B -mode satellite experiment aiming for launch in the late 2020s, with a primary goal of detecting the imprint of primordial inflationary gravitational waves. Its current baseline focal-plane configuration includes 15 frequency bands between 40 and 402 GHz, fulfilling the mission requirements to detect the amplitude of gravitational waves with the total uncertainty on the tensor-to-scalar ratio, δr , down to δr < 0.001. A key aspect of this performance is accurate astrophysical component separation, and the ability to remove polarized thermal dust emission is particularly important. In this paper we note that the CMB frequency spectrum falls off nearly exponentially above 300 GHz relative to the thermal dust spectral energy distribution, and a relatively minor high frequency extension can therefore result in even lower uncertainties and better model reconstructions. Specifically, we compared the baseline design with five extended configurations, while varying the underlying dust modeling, in each of which the High-Frequency Telescope (HFT) frequency range was shifted logarithmically toward higher frequencies, with an upper cutoff ranging between 400 and 600 GHz. In each case, we measured the tensor-to-scalar ratio r uncertainty and bias using both parametric and minimum-variance component-separation algorithms. When the thermal dust sky model includes a spatially varying spectral index and temperature, we find that the statistical uncertainty on r after foreground cleaning may be reduced by as much as 30–50% by extending the upper limit of the frequency range from 400 to 600 GHz, with most of the improvement already gained at 500 GHz. We also note that a broader frequency range leads to higher residuals when fitting an incorrect dust model, but also it is easier to discriminate between models through higher χ 2 sensitivity. Even in the case in which the fitting procedure does not correspond to the underlying dust model in the sky, and when the highest frequency data cannot be modeled with sufficient fidelity and must be excluded from the analysis, the uncertainty on r increases by only about 5% for a 500 GHz configuration compared to the baseline.

U. Fuskeland↗

Exploring Afro-Asian water fluxes in CMIP5 and CMIP6 models: Present-day evaluation and future projections

Accurate representation and projection of water fluxes are vital, particularly in monsoon regions where seasonal variability and changes significantly impact water resources, agriculture, hydroelectric power generation, and the economy. This study uses both CMIP5 and CMIP6 models to investigate the present-day representation of key water flux components (including precipitation, evaporation, water vapor, and moisture advection) over the Afro-Asian region during the summer monsoon (JJAS). We also examine future changes under two emission scenarios and assess the underlying physical mechanisms driving these changes while identifying sources of projection uncertainty. Our results show that both models reasonably capture the present-day characteristics of water flux components, although with noticeable biases. Across most regions, we find that CMIP6 models demonstrate slight improvements over CMIP5 in the representation of these components. In a warmer future, a robust intensification of JJAS precipitation (exceeding 0.25 mm/day) is projected across the Afro-Asian region. This increase is largely driven by the vertical thermodynamic term associated with increasing temperature. We find that model uncertainty is the primary source of uncertainty in water flux projections, accounting for over 50 % of the total variance.

Climate change↗

Above-Aircraft Cirrus Cloud and Aerosol Optical Depth From Hyperspectral Irradiances Measured By a Total-Diffuse Radiometer

This study develops the use of spectral total and diffuse irradiance measurements, made from a prototype hyperspectral total-diffuse sunshine pyranometer (SPN-S), to retrieve layer fine-mode aerosol (τ aer ) and total optical depths from airborne platforms. Additionally, we use spectral analysis in an attempt to partition the total optical depth into its τ aer and cirrus cloud optical depth (τ cld ) components in the absence of coarse-mode aerosols. Two retrieval methods are developed: one leveraging information in the diffuse irradiance and the other using spectral characteristics of the transmitted direct beam, with each approach best suited for specific cloud and aerosol conditions. The SPN-S has advantages over traditional sun photometer systems, including no moving parts and a low cost. However, a significant drawback of the instrument is that it is unable to measure the direct-beam irradiance as accurately as sun photometers. To compensate for the greater measurement uncertainty in the radiometric irradiances, these retrieval techniques employ ratioed inputs or spectral information to reduce output uncertainty. This analysis uses irradiance measurements from the SPN-S and the solar spectral flux radiometer (SSFR) aboard the National Aeronautics and Space Administration’s (NASA) P-3 aircraft during the 2018 deployment of the ObseRvations of Aerosols above CLouds and their intEractionS (ORACLES) campaign and the 2019 Cloud, Aerosol and Monsoon Processes Philippines Experiment (CAMP 2 Ex) mission to quantify above-aircraft cirrus τ cld and derive vertical profiles of layer τ aer . Validation of the τ aer retrieval is accomplished by comparison with co-located measurements of direct solar irradiance made by the Sky-Scanning Sun-Tracking Atmospheric Research (4STAR) and in situ measurements of aerosol optical depth. For the aggregated 2018 ORACLES results, regression between the SPN-S-based method and sun photometer τ aer values yields a slope of 0.96 with an R 2 of 0.96, while the root mean square error (RMSE) is 3.0 x 10 -2 . When comparing the retrieved τ aer to profiles of integrated in situ measurements of optical extinction, the slope, R 2 , and RMSE values for ORACLES are 0.90, 0.96, and 3.4 x 10 -2 , and for CAMP 2 Ex they are 0.94, 0.97, and 3.4 x 10 -2 , respectively. This paper is a demonstration of methods for deriving cloud and aerosol optical properties in environments where both atmospheric constituents may be present. With improvements to the low-cost SPN-S radiometer instrument, it may be possible to extend these methods to a broader set of sampling applications, such as ground-based settings.

spectral instrument (SPN-S)↗

Statistical data analysis of x-ray spectroscopy data enabled by neural network accelerated Bayesian inference

Bayesian inference applied to x-ray spectroscopy data analysis enables uncertainty quantification necessary to rigorously test theoretical models. However, when comparing to data, detailed atomic physics and radiation transfer calculations of x-ray emission from non-uniform plasma conditions are typically too slow to be performed in line with statistical sampling methods, such as Markov Chain Monte Carlo sampling. Furthermore, differences in transition energies and x-ray opacities often make direct comparisons between simulated and measured spectra unreliable. Here, we present a spectral decomposition method that allows for corrections to line positions and bound–bound opacities to best fit experimental data, with the goal of providing quantitative feedback to improve the underlying theoretical models and guide future experiments. In this work, we use a neural network (NN) surrogate model to replace spectral calculations of isobaric hot-spots created in Kr-doped implosions at the National Ignition Facility. The NN was trained on calculations of x-ray spectra using an isobaric hot-spot model post-processed with Cretin, a multi-species atomic kinetics and radiation code. The speedup provided by the NN model to generate x-ray emission spectra enables statistical analysis of parameterized models with sufficient detail to accurately represent the physical system and extract the plasma parameters of interest.

47 OTHER INSTRUMENTATION↗

Accelerating Hamiltonian Monte Carlo for Bayesian inference in neural networks and neural operators

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high dimensionality of the network’s parameter space and the non-convexity of their posterior distributions. Therefore, various approximation techniques, such as variational inference (VI) or stochastic gradient MCMC, are often employed to infer the posterior distribution of the network parameters. Such approximations introduce inaccuracies in the inferred distributions, resulting in unreliable uncertainty estimates. In this work, we propose a hybrid approach that combines inexpensive VI and accurate HMC methods to efficiently and accurately quantify uncertainties in neural networks and neural operators. The proposed approach leverages an initial VI training on the full network. We examine the influence of individual parameters on the prediction uncertainty, which shows that a large proportion of the parameters do not contribute substantially to uncertainty in the network predictions. This information is then used to significantly reduce the dimension of the parameter space, and HMC is performed only for the subset of network parameters that strongly influence prediction uncertainties. This yields a framework for accelerating the full batch HMC for posterior inference in neural networks. We demonstrate the efficiency and accuracy of the proposed framework on deep neural networks and operator networks, showing that inference can be performed for large networks with tens to hundreds of thousands of parameters. Finally, we show that this method can effectively learn surrogates for complex physical systems by modeling the operator that maps from upstream conditions to wall-pressure data on a cone in hypersonic flow.

Bayesian inference↗

An entropy-based debiasing approach to quantifying experimental coverage for novel applications of interest in the nuclear community

This manuscript proposes a novel information-theoretic approach to the quantification of experimental relevance, i.e., coverage, to achieve optimal data assimilation results for nuclear engineering applications. Specifically, this work posits the need for a new metric, called coverage (q C ) of an application’s quantity of interest, i.e., eigenvalue or power peaking for an advanced reactor concept, defined herein as the theoretically maximum achievable reduction in the quantity’s uncertainty given measurements from a pool of experiments in a manner that is independent of the data assimilation procedure employed. Currently, reduction in a quantity’s uncertainty is strongly biased by the underlying assumptions of the assimilation procedure to account for the under-determined nature of such problems and the similarity criterion employed to identify relevant experiments. To address this challenge, this work has developed a coverage metric, q C , based on mutual information, which establishes a new conceptual framework for assessing coverage, one that is independent of the model parameters and responses degree of variations in both the experimental and application domains, i.e., linear vs non-linear, and their prior uncertainty distributions, i.e., Gaussian vs. non-Gaussian. The q C is an entropic measure capable of addressing coverage for general nonlinear problems with non-Gaussian uncertainties and inclusive of the measurement uncertainties from multiple experiments. Numerical experiments from manufactured analytical problems as well as a set of benchmarks from the ICSBEP handbook are employed to demonstrate its theoretical and practical performance as compared to the c k -based experiment selection methodology, commonly employed in the neutronic community. The manuscript then employs other well-known adaptations to existing data assimilation methodologies for nonlinear and non-Gaussian problems capable of achieving the coverage posited by q C .

Bayesian data assimilation↗

MULTI-FIDELITY MODELING AND UNCERTAINTY QUANTIFICATION OF INVERTER BASED RESOURCES IN INTEGRATED T&D SYSTEMS

Uncertainty quantification plays a pivotal role in improving the accuracy and reliability of inverter operation within modern power systems that are increasingly dominated by inverter-based resources (IBRs). IBRs, especially those operating under grid forming (GFM) control, rely heavily on a complex set of control parameters and system measurements to maintain voltage, frequency, and power balance. Traditional deterministic modeling approaches often fail to capture these parameter deviations, potentially resulting in suboptimal control actions, reduced system stability, or even instability under high penetration of IBRs. In this paper, we demonstrate the application of model calibration and uncertainty quantification (UQ) principles to an integrated transmission and distribution (T&D) model involving a GFM converter and provide a framework for prioritizing control improvements, guiding robust design, and informing adaptive strategies that can accommodate real-time variability in system conditions. The proposed approach could be valuable in enhancing the robustness of current and future power systems under increased IBR penetrations.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Demonstration of TOFFEE: A Response Uncertainty Quantification Tool

A key characteristic in neutron transport is nuclear data. Cross-section uncertainty is not used in MCNP6.3 to propagate response uncertainty without external analysis. Here, the TOol For Fast Error Estimation (TOFFEE) is a Python-based code developed to automate the propagation of cross-section uncertainty for MCNP evaluations. TOFFEE implements the sandwich rule to calculate the uncertainty from cross sections with sensitivity coefficients from MCNP6.3 and ENDF/B covariance data. In this paper, TOFFEE has been tested with benchmark experiments, and it has been compared to the uncertainty quantification capabilities of Sampler and TSUNAMI, within SCALE, to verify the application’s capabilities.

97 MATHEMATICS AND COMPUTING↗

Bringing solar to agriculture: An interdisciplinary design and analysis of a Concord grape agrivoltaic system

Agrivoltaics presents an opportunity to integrate solar photovoltaics (PV) with agricultural production, but crop-specific challenges and operational constraints remain underexplored. This study develops and evaluates a Concord grape agrivoltaic system in the Lake Erie American Viticulture Area, where vineyards face economic pressures and land use conflicts with solar development. Starting with vertical, tracking, and overhead PV systems, we model photosynthetic photon flux density (PPFD) reduction in grapevines and power generation losses from shading using the Agrivoltaic Radiation Tool (ART). Based on these results, which indicate 0.47 % annual grapevine PPFD loss for vertical designs, 1.6 % for tracking, and up to 25 % for the overhead systems, the vertical and tracking designs are selected for further computational fluid dynamics (CFD) analysis to evaluate airflow interactions. CFD results show that vertical panels do not significantly impact airflow through the grapevine canopy, and that tracking systems in horizontal position may enhance airflow compared to a vine-only scenario. Considering operational constraints for tracking systems, the vertical design is selected for an economic evaluation to reveal key financial outcomes for solar developers (14-year payback period) and growers ($408 reduction in financial losses per acre annually). A sensitivity analysis quantifies uncertainty in power generation (±8.8 %) and PPFD (±5.0 %), ensuring model robustness across different vineyard conditions. Furthermore, these findings provide quantitative evidence for the feasibility of Concord grape agrivoltaics, demonstrating a synergistic opportunity for dual-use solar while preserving cultural heritage in grape-growing regions.

14 SOLAR ENERGY↗

Intrepid MCMC: Metropolis-Hastings with exploration

In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive to evaluate the associated density function. For such cases, MCMC has proven to be an invaluable tool. Random-walk Metropolis Methods (also known as Metropolis-Hastings (MH)), in particular, are highly popular for their simplicity, flexibility, and ease of implementation. However, most MH algorithms suffer from significant limitations when attempting to sample from distributions with multiple modes (particularly disconnected ones). Here, in this paper, we present Intrepid MCMC - a novel MH scheme that utilizes a simple coordinate transformation to significantly improve the mode-finding ability and convergence rate to the target distribution of random-walk Markov chains while retaining most of the simplicity of the vanilla MH paradigm. Through multiple examples, we showcase the improvement in the performance of Intrepid MCMC over vanilla MH for a wide variety of target distribution shapes. We also provide an analysis of the mixing behavior of the Intrepid Markov chain, as well as the efficiency of our algorithm for increasing dimensions. A thorough discussion is presented on the practical implementation of the Intrepid MCMC algorithm. Finally, its utility is highlighted through a Bayesian parameter inference problem for a two-degree-of-freedom oscillator under free vibration.

97 - MATHEMATICS AND COMPUTING↗