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Advanced Multilevel Monte Carlo Methods

This article reviews the application of some advanced Monte Carlo techniques in the context of multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations, which can be biassed in some sense, for instance, by using the discretization of an associated probability law. The MLMC approach works with a hierarchy of biassed approximations, which become progressively more accurate and more expensive. Additionally, using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider some Markov chain Monte Carlo and sequential Monte Carlo methods, which have been introduced in the literature, and we describe different strategies that facilitate the application of MLMC within these methods.

97 MATHEMATICS AND COMPUTING↗

Quantum Monte Carlo Calculations of Chemical Binding and Reactions

The auxiliary field quantum Monte Carlo method developed by the PIs has been shown to provide the most accurate description of strongly correlated electronic systems, from molecules to solids. Unlike other explicitly many‐body approaches, the quantum Monte Carlo method scales as a low order polynomial of systems size, similar to mean‐field methods such as density functional theory. However, the auxiliary field quantum Monte Carlo algorithm is significantly more expensive than traditional density functional calculations. This creates a bottleneck for applications to extended systems, such as large molecules and solids. One principal objective of this proposal was to develop new auxiliary field quantum Monte Carlo computational strategies to achieve improved scaling with system size, using downfolding and localization schemes, without sacrificing the predictive power of the calculations. A second goal is to extend the reach of auxiliary field quantum Monte Carlo to calculate excited states. This final report summarizes what has been achieved during the course the project toward these goals.

97 MATHEMATICS AND COMPUTING↗

A modified Monte Carlo model for the ionospheric heating rates.

A Monte Carlo method is adopted as a basis for the derivation of the photoelectron-heat input into the ionospheric plasma. Since a great number of Monte Carlo runs are required normally for the computation of the heating rates, this approach is modified in an attempt to minimize the computation time. The heat-input distributions are computed for arbitrarily small source elements that are spaced apart at distances corresponding to the photoelectron dissipation range. By means of a nonlinear interpolation procedure their individual heating-rate distributions are utilized to produce synthetic ones that fill the gaps between the Monte Carlo generated distributions. By varying these gaps and the corresponding number of Monte Carlo runs the accuracy of the results is tested to verify the validity of this procedure. It is concluded that this model can reduce the computation time by as much as an order of magnitude, thus improving the feasibility of including Monte Carlo calculations in self-consistent ionosphere models.

Mayr, H. G.↗

Vectorized Monte Carlo methods for reactor lattice analysis

Some of the new computational methods and equivalent mathematical representations of physics models used in the MCV code, a vectorized continuous-enery Monte Carlo code for use on the CYBER-205 computer are discussed. While the principal application of MCV is the neutronics analysis of repeating reactor lattices, the new methods used in MCV should be generally useful for vectorizing Monte Carlo for other applications. For background, a brief overview of the vector processing features of the CYBER-205 is included, followed by a discussion of the fundamentals of Monte Carlo vectorization. The physics models used in the MCV vectorized Monte Carlo code are then summarized. The new methods used in scattering analysis are presented along with details of several key, highly specialized computational routines. Finally, speedups relative to CDC-7600 scalar Monte Carlo are discussed.

Brown, F. B.↗

Independent pixel and Monte Carlo estimates of stratocumulus albedo

Monte Carlo radiative transfer methods are employed here to estimate the plane-parallel albedo bias for marine stratocumulus clouds. This is the bias in estimates of the mesoscale-average albedo, which arises from the assumption that cloud liquid water is uniformly distributed. The authors compare such estimates with those based on a more realistic distribution generated from a fractal model of marine stratocumulus clouds belonging to the class of 'bounded cascade' models. In this model the cloud top and base are fixed, so that all variations in cloud shape are ignored. The model generates random variations in liquid water along a single horizontal direction, forming fractal cloud streets while conserving the total liquid water in the cloud field. The model reproduces the mean, variance, and skewness of the vertically integrated cloud liquid water, as well as its observed wavenumber spectrum, which is approximately a power law. The Monte Carlo method keeps track of the three-dimensional paths solar photons take through the cloud field, using a vectorized implementation of a direct technique. The simplifications in the cloud field studied here allow the computations to be accelerated. The Monte Carlo results are compared to those of the independent pixel approximation, which neglects net horizontal photon transport. Differences between the Monte Carlo and independent pixel estimates of the mesoscale-average albedo are on the order of 1% for conservative scattering, while the plane-parallel bias itself is an order of magnitude larger. As cloud absorption increases, the independent pixel approximation agrees even more closely with the Monte Carlo estimates. This result holds for a wide range of sun angles and aspect ratios. Thus, horizontal photon transport can be safely neglected in estimates of the area-average flux for such cloud models. This result relies on the rapid falloff of the wavenumber spectrum of stratocumulus, which ensures that the smaller-scale variability, where the radiative transfer is more three-dimensional, contributes less to the plane-parallel albedo bias than the larger scales, which are more variable. The lack of significant three-dimensional effects also relies on the assumption of a relatively simple geometry. Even with these assumptions, the independent pixel approximation is accurate only for fluxes averaged over large horizontal areas, many photon mean free paths in diameter, and not for local radiance values, which depend strongly on the interaction between neighboring cloud elements.

Cahalan, Robert F.↗

Monte Carlo Calculations of Polarized Microwave Radiation Emerging from Cloud Structures

The last decade has seen tremendous growth in cloud dynamical and microphysical models that are able to simulate storms and storm systems with very high spatial resolution, typically of the order of a few kilometers. The fairly realistic distributions of cloud and hydrometeor properties that these models generate has in turn led to a renewed interest in the three-dimensional microwave radiative transfer modeling needed to understand the effect of cloud and rainfall inhomogeneities upon microwave observations. Monte Carlo methods, and particularly backwards Monte Carlo methods have shown themselves to be very desirable due to the quick convergence of the solutions. Unfortunately, backwards Monte Carlo methods are not well suited to treat polarized radiation. This study reviews the existing Monte Carlo methods and presents a new polarized Monte Carlo radiative transfer code. The code is based on a forward scheme but uses aliasing techniques to keep the computational requirements equivalent to the backwards solution. Radiative transfer computations have been performed using a microphysical-dynamical cloud model and the results are presented together with the algorithm description.

Kummerow, Christian↗

Uncertainty Optimization Applied to the Monte Carlo Analysis of Planetary Entry Trajectories

Recently, strong evidence of liquid water under the surface of Mars and a meteorite that might contain ancient microbes have renewed interest in Mars exploration. With this renewed interest, NASA plans to send spacecraft to Mars approx. every 26 months. These future spacecraft will return higher-resolution images, make precision landings, engage in longer-ranging surface maneuvers, and even return Martian soil and rock samples to Earth. Future robotic missions and any human missions to Mars will require precise entries to ensure safe landings near science objective and pre-employed assets. Potential sources of water and other interesting geographic features are often located near hazards, such as within craters or along canyon walls. In order for more accurate landings to be made, spacecraft entering the Martian atmosphere need to use lift to actively control the entry. This active guidance results in much smaller landing footprints. Planning for these missions will depend heavily on Monte Carlo analysis. Monte Carlo trajectory simulations have been used with a high degree of success in recent planetary exploration missions. These analyses ascertain the impact of off-nominal conditions during a flight and account for uncertainty. Uncertainties generally stem from limitations in manufacturing tolerances, measurement capabilities, analysis accuracies, and environmental unknowns. Thousands of off-nominal trajectories are simulated by randomly dispersing uncertainty variables and collecting statistics on forecast variables. The dependability of Monte Carlo forecasts, however, is limited by the accuracy and completeness of the assumed uncertainties. This is because Monte Carlo analysis is a forward driven problem; beginning with the input uncertainties and proceeding to the forecasts outputs. It lacks a mechanism to affect or alter the uncertainties based on the forecast results. If the results are unacceptable, the current practice is to use an iterative, trial-and-error approach to reconcile discrepancies. Therefore, an improvement to the Monte Carlo analysis is needed that will allow the problem to be worked in reverse. In this way, the largest allowable dispersions that achieve the required mission objectives can be determined quantitatively.

Olds, John↗

MONTE Python for Deep Space Navigation

The Mission Analysis, Operations, and Navigation Toolkit Environment (MONTE) is the Jet Propulsion Laboratory’s (JPL) signature astrodynamic computing platform. It was built to support JPL’s deep space exploration program, and has been used to fly robotic spacecraft to Mars, Jupiter, Saturn, Ceres, and many solar system small bodies. At its core, MONTE consists of low-level astrodynamic libraries that are written in C++ and presented to the end user as an importable Python language module. These libraries form the basis on which Python-language applications are built for specific astrodynamic applications, such as trajectory design and optimization, orbit determination, flight path control, and more. The first half of this paper gives context to the MONTE project by outlining its history, the field of deep space navigation and where MONTE fits into the current Python landscape. The second half gives an overview of the main MONTE libraries and provides a narrative example of how it can be used for astrodynamic analysis.

aerospace↗

MONTE for Orbit Determination

Monte is the Jet Propulsion Laboratory’s (JPL) signature astrodynamic computing platform. Its main interface is a collection of Python-language libraries that can be used either for one-o analyses or to build high-quality software applications. Perhaps nowhere is Monte’s versatility and excellence better demonstrated than in its use for operational orbit determination (OD). Over the period from 2007 to 2016, Monte was the prime OD solution for fourteen JPL flight projects, and secondary for seven non-JPL projects. These missions span the range of Solar System destinations and operational protocols, yet each were successfully serviced by Monte’s flexible OD library. This paper reviews the missions on which Monte has been used for OD, with an eye toward pointing out the di erent ways it has been deployed to solve unique problems. It also gives an outline of the main elements of the orbit determination library and how they work together to navigate flight missions.

Martin-Mur, Tomas↗

Uncertainty Reduction With Multi-Model Monte Carlo for Crystal Plasticity Simulations of Additively Manufactured Metals

In this work, multi-model Monte Carlo estimators are developed to reduce uncertainty in quantities of interest (QoIs) extracted from crystal plasticity simulations of additively manufactured (AM) metals. A significant concern in AM parts is uncertainty in mechanical properties caused in part by complex microstructures that arise from the AM process. Quantifying uncertainty in microstructure-sensitive behavior using experiments alone is costly, especially when mechanical allowables must be established. Quantitative relationships among microstructure, micromechanical metrics like slip accumulation, crack initiation, and failure are also difficult to capture with limited experiments. Crystal plasticity material models instead enable computational prediction of micromechanical stress and strain fields given a discretized microstructure. However, high-fidelity finely discretized crystal plasticity simulations are computationally expensive, while lower-fidelity models are less accurate and generally biased, making uncertainty quantification and reduction computationally difficult as well. Multi-model Monte Carlo methods leverage correlations between high- and low-fidelity models to produce unbiased estimators for QoIs with reduced uncertainty relative to standard Monte Carlo. Crystal plasticity QoIs considered in this work include yield strength and the mean and extreme values of micromechanical fields that are relevant to crack initiation. Multi-model Monte Carlo estimators are developed for each individual QoI and several groups of QoIs. The results of this work establish relationships among model correlations, sample allocation, and uncertainty reduction for different combinations of QoIs and demonstrate a trend of less uncertainty reduction as QoIs become more sensitive to local microstructure. Limitations from using pilot samples to estimate model covariances and train low-fidelity models are also addressed. The uncertainty reduction achieved by multi-model Monte Carlo is an important step toward using computational mechanics models to predict microstructure-sensitive crack initiation and failure in AM parts.

uncertainty quantification↗

Python Library for Monte Carlo Simulations with Ab Initio and Machine-Learned Interatomic Potentials

There is a growing need in the simulation community for software that provides a transparent, reproducible, usable, and extensible (TRUE) Monte Carlo (MC) simulation framework employing energies from ab initio methods and machine-learning interatomic potentials (MLIPs). We introduce a Python library (ASE-MC) that adds Monte Carlo functionality to the Atomic Simulation Environment (ASE) package. Now, we can combine the powerful tools used to build systems and perform ab initio and MLIP in ASE with MC simulation algorithms to sample the configurational space with a concise Python script. After presenting the design philosophy, we demonstrate the flexibility of our approach using selected examples. These example simulations include liquid water described with a message-passing MLIP in the canonical and isothermal–isobaric ensembles, sampling the characteristic dihedral angle of biphenyl and comparing an MLIP to first-principles calculations, and a grand canonical Monte Carlo simulation of ammonia adsorption on Pt(111). These examples showcase the main features of the software, which include flexibility in the choice of ab initio or MLIP engine, ab initio or MLIP grand canonical MC with cavity bias insertions and deletions, the ability to add custom MC moves to the move set, and how users can condense complex MC workflows into a single Python script. Finally, this library serves as a framework for reproducible Monte Carlo simulations, facilitating easy reproduction of the work and application to new systems.

97 MATHEMATICS AND COMPUTING↗

Fast and scalable quantum Monte Carlo simulations of electron-phonon models

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a widely used tool for simulating simple electron-phonon models at finite temperatures, but incurs a computational cost that scales cubically with system size. Alternatively, near-linear scaling with system size can be achieved with the hybrid Monte Carlo (HMC) method and an integral representation of the Fermion determinant. Here, we introduce a collection of methodologies that make such simulations even faster. To combat "stiffness" arising from the bosonic action, we review how Fourier acceleration can be combined with time-step splitting. To overcome phonon sampling barriers associated with strongly-bound bipolaron formation, we design global Monte Carlo updates that approximately respect particle-hole symmetry. To accelerate the iterative linear solver, we introduce a preconditioner that becomes exact in the adiabatic limit of infinite atomic mass. Finally, we demonstrate how stochastic measurements can be accelerated using fast Fourier transforms. Here, these methods are all complementary and, combined, may produce multiple orders of magnitude speedup, depending on model details.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

CASM Monte Carlo: Calculations of the thermodynamic and kinetic properties of complex multicomponent crystals

Monte Carlo techniques play a central role in statistical mechanics approaches that connect macroscopic thermodynamic and kinetic properties to the electronic structure of a material. This paper describes the implementation of Monte Carlo techniques for the study of multicomponent crystalline materials within the Clusters Approach to Statistical Mechanics (CASM) software suite, and demonstrates their use in model systems to calculate free energies and kinetic coefficients, study phase transitions, and construct phase diagrams from first principles. Many crystal structures are complex, with multiple sublattices occupied by differing sets of chemical species, along with the presence of vacancies or interstitial species. This imposes constraints on concentration variables, the form of thermodynamic potentials, and the values of kinetic transport coefficients. The framework used by CASM to formulate thermodynamic potentials and kinetic transport coefficients accounting for arbitrarily complex crystal structures is presented and demonstrated with examples of increasing complexity. Additionally, an overview of the capabilities of the CASM software specific to Monte Carlo methods is given, and a new CASM software package is introduced, casm-flow, which helps automate the setup, submission, management, and analysis of Monte Carlo simulations.

Cluster expansion↗

A Monte Carlo Thermal Radiative Transfer Solver with Nonlinear Elimination

Here in this paper, we present a new Monte Carlo method for solving the thermal radiative transfer (TRT) equations via the method of nonlinear elimination (NLEM). This method is inspired by the previous application of NLEM to thermal radiation diffusion. Our approach, called diffusion accelerated Implicit Monte Carlo (DAIMC), is a hybrid technique which combines a Monte Carlo method for solving a purely-absorbing transport equation and a diffusion solution that accounts for effective scattering, or absorption–reemission. The method aims to improve the implicitness of the traditional implicit Monte Carlo (IMC) method. We derive DAIMC generally for 3D Cartesian geometries, but in this paper, we present results and analysis in 1D slab geometry. These preliminary results indicate that DAIMC implementations may provide more accurate and robust TRT solutions than IMC in certain test problems.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Static Self-Energy and Effective Mass of the Homogeneous Electron Gas from Quantum Monte Carlo Calculations

We discuss the methodology of quantum Monte Carlo calculations of the effective mass based on the static self-energy Σ(k,0). We then use variational Monte Carlo calculations of Σ(k,0) of the homogeneous electron gas at various densities to obtain results very close to perturbative G 0 W 0 calculations for values of the density parameter 1 ≤ r s ≤ 10. Here, the obtained values for the effective mass are close to diagrammatic Monte Carlo results and disagree with previous quantum Monte Carlo calculations based on a heuristic mapping of excitation energies to those of an ideal gas.

36 MATERIALS SCIENCE↗

Thermal feedback coupling in a transient Monte Carlo high-order/low-order scheme

Transient simulations of nuclear systems face the computational challenge of resolving both space and time during reactivity changes. A common strategy for tackling this issue is to split the neutron flux into shape and amplitude functions. This split can be solved with high- order/low-order methods. While this multi-fidelity approach has traditionally been reserved for deterministic methods, it is also possible to implement in Monte Carlo as an efficient alternative to Dynamic Monte Carlo. This work implements the frequency transform method with thermal feedback in high-order/low-order Monte Carlo by blending static coupling methods such as single-batch Monte Carlo, with a simple thermal-fluids calculation. While previous work focused solely on prescribed transients, the addition of time-dependent thermal-fluids allows transients to be self-propagating. Tests were run in a fluids-initiated transient to showcase the basic functionalities of this methodology. Preliminary results behave as expected, paving the way for studying more sophisticated thermal-fluids coupling methods. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Status of Mercury and Imp: Two Monte Carlo Transport Codes Developed Using Shared Infrastructure at Lawrence Livermore National Laboratory

The Monte Carlo Transport Project at Lawrence Livermore National Laboratory develops two Monte Carlo transport codes used in production by a sizable internal user community. Mercury is a Monte Carlo particle transport code used to model the interaction of neutrons, gammas, and light ions with a material. Imp is an implicit Monte Carlo thermal x-ray photon transport code used to model the interaction of x-ray photons with a material. This paper describes the two codes and highlights recent developments.

Pozulp, Michael↗

Data Science Shows that Entropy Correlates with Accelerated Zeolite Crystallization in Monte Carlo Simulations

We have performed a data science study of Monte Carlo simulation trajectories to understand factors that can accelerate formation of zeolite nanoporous crystals, a process that can take days or even weeks. In previous work, Monte Carlo simulations predicted and experiments confirmed that using a secondary organic structure-directing agent (OSDA) accelerates crystallization of all-silica LTA zeolite, with experiments finding a three-fold speedup [PCCP 24, 142-148 (2022)]. However, it remains unclear what physical factors cause the speed-up. Here, we apply data science to analyze the simulation trajectories to discover what drives accelerated zeolite crystallization in Monte Carlo going from a one-OSDA synthesis (1OSDA) to a two-OSDA version (2OSDA). We encoded simulation snapshots using the Smooth Overlap of Atomic Positions approach, which represents all 2- and 3-body correlations within a given cutoff distance. Principal component analyses failed to discriminate datasets of structures from 1OSDA and 2OSDA simulations, while the Support Vector Machine (SVM) approach succeeded at classifying such structures with an area-under-curve (AUC) score of 0.99 (where AUC = 1 is a perfect classification) with all 3-body correlations, and as high as 0.94 with only 2-body correlations. SVM decision functions reveal relatively broad / narrow histograms for 1OSDA / 2OSDA datasets, suggesting that the two simulations differ strongly in information heterogeneity. Informed by these results, we performed pair (2-body) entropy calculations during crystallization, resulting in entropy differences that semi-quantitatively account for the speedup observed in the previous Monte Carlo simulations. We conclude that altering synthesis conditions in ways that substantially changes the entropy of labile silica networks may accelerate zeolite crystallization, and we discuss possible approaches for achieving such acceleration.

77 NANOSCIENCE AND NANOTECHNOLOGY↗