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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↗

Multi-level Monte Carlo methods in chemical applications with Lennard-Jones potentials and other landscapes with isolated singularities

We describe and compare outcomes of various Multi-Level Monte Carlo (MLMC) method variants, motivated by the potential of improved computational efficiency over rejection based Monte Carlo, which scales poorly with problem dimension. With an eye toward its application to computational chemical physics, we test MLMC's ability to sample trajectories on two problems — a familiar double-well potential, with known stationary distributions, and a Lennard-Jones solid potential (a Galton Board). By sampling Brownian motion trajectories, we are able to compute expectations of observable averages. These multi-basin potential energy problems capture the essence of the challenges with using MLMC, namely, maintaining correspondence of sample paths as time-resolution is varied. Addressing this challenge properly can lead to MLMC significantly outperforming standard Monte Carlo path sampling. We describe the essence of this problem and suggest strategies that circumvent diverging multilevel sample paths for an important class of problems. In the tests we also compare the computational cost of several, “adaptive,” variants of MLMC. Our results demonstrate that MLMC overcomes the collision, time scale limitation of the more familiar Brownian path MC samplers, and our implementation provides tunable error thresholds, making MLMC a promising candidate for application to larger and more complex molecular systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Melting curves of atomic hydrogen and deuterium calculated using path-integral Monte Carlo

We calculate the melting line of atomic hydrogen and deuterium up to 900 GPa with path-integral Monte Carlo using a machine-learned interatomic potential. We improve upon previous simulations of melting by treating the electrons with reptation quantum Monte Carlo, and by performing solid and liquid simulations using isothermal-isobaric path-integral Monte Carlo. Here, the resulting melting line for atomic hydrogen is higher than previous estimates. There is a small but resolvable decrease in the melting temperature as pressure is increased, which can be attributed to quantum effects.

08 HYDROGEN↗

Efficient Monte Carlo event generation for neutrino-nucleus exclusive cross sections

Modern neutrino-nucleus cross section computations need to incorporate sophisticated nuclear models to achieve greater predictive precision. However, the computational complexity of these advanced models often limits their practicality for experimental analyses. To address this challenge, we introduce a new Monte Carlo method utilizing normalizing flows to generate surrogate cross sections that closely approximate those of the original model while significantly reducing computational overhead. As a case study, we built a Monte Carlo event generator for the neutrino-nucleus cross section model developed by the Ghent group. This model employs a Hartree-Fock procedure to establish a quantum mechanical framework in which both the bound and scattering nucleon states are solutions to the mean-field nuclear potential. The surrogate cross sections generated by our method demonstrate excellent accuracy with a relative effective sample size of more than 98.4%, providing a computationally efficient alternative to traditional Monte Carlo sampling methods for differential cross sections.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

COG User's Manual: A Multiparticle Monte Carlo Transport Code (Sixth Edition)

COG is a high-resolution code for the Monte Carlo simulation of coupled particle transport in arbitrary 3-D geometry. COG will transport neutrons, protons, deuterons, alpha particles with energies up to hundreds of GeV, and photons with energy ranges limited by the available cross section sets and physics models. Electrons can be transported via the EGS5 electron transport kernel, electrons can also be transported. The COG code is a significant upgrade from earlier Monte Carlo transport codes and has been written specifically to make it more versatile, accurate, and easy to use. COG has provisions for calculating deep penetration (shielding) problems, criticality problems, and neutron activation problems while retains all of the standard capabilities found in other Monte Carlo transport codes. COG uses high-resolution pointwise cross-section databases and makes no compromises in the transport physics, so that the results of a COG run are limited only by the accuracy of the databases used. COG runs primarily on Linux Operating System workstations with MPICH software installed – currently, Red Hat 7 & 8, Windows 10 (Windows Subsystem for Linux –WSL), Ubuntu 16, 18 & 20, OpenSUSE Leap 15.2, Fedora 32, Apple Power Mac with Intel CPU (with MacPorts installed) workstations, and LLNL LC supercomputer CTS-1 cluster with TOSS 3 are supported.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

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↗

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↗

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↗

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↗

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↗

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↗

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↗

Understanding Differences in Water Adsorption Isotherms: Structural Variations, Force Fields, and Monte Carlo Simulation Approaches

Accurate prediction of water adsorption in micro- and mesoporous materials with hydrophobic pores is essential for the design and characterization of advanced adsorbent materials for separation and energy applications. Here, we assess the reproducibility and consistency of water adsorption isotherms in two microporous all-silica MFI zeolite structures (MFI-K and MFI-O) using two different zeolite force fields and three simulation approaches: grand canonical Monte Carlo (GCMC), Gibbs ensemble Monte Carlo (GEMC), and transition matrix Monte Carlo (TMMC). We demonstrate that consistent treatment of the bulk fluid phase in GCMC and TMMC simulations is critical for reconciling isotherms across methods, and we construct simulation-based equations of state for the TIP4P water model to enable rigorous fugacity-to-pressure conversions. Large shifts in the isotherms are observed for two zeolite force fields developed using different parametrization strategies, with the GCS force field representing implicitly a defect-containing all-silica zeolite, whereas the TraPPE-zeo force field accurately represents an essentially defect-free all-silica zeolite. While water in the van Koningsveld structure of MFI exhibits a first-order phase transition and condensation-like step for adsorption near room temperature, water in the Olson structure of MFI displays continuous adsorption, attributed to differences in the adsorption free energy landscapes. Structural analysis reveals that small geometric variations, particularly Si–O–Si bond angles near the strongest adsorption sites, lead to these substantial differences in adsorption behavior. Furthermore, our results highlight the sensitivity of simulated water adsorption isotherms in hydrophobic frameworks to seemingly small differences in the framework structures, force field parametrization, and simulation approaches.

36 MATERIALS SCIENCE↗

Spinbox: tools for many-body quantum systems in a Monte Carlo context

Spinbox is a piece of software that facilitates quantum mechanical calculations relevant to Monte Carlo simulation of atomic nuclei. At the front lines of research on the nuclear many-body problem are a large number of supercomputer-scale simulation codes. These codes produce valuable results but can be hard to understand, especially for those without intimate knowledge of the relevant theoretical methods. Thus, tools that fill pedagogical roles are extremely valuable. Spinbox makes it easy for one to replicate and analyze the computational processes relevant to a Quantum Monte Carlo (QMC) simulation that may be difficult to understand/debug/analyze due to the scale of the corresponding simulation software. Spinbox is written in Python using other state-of-the-art Python modules for numerical calculations. While a number of Python libraries exist that are suited to general quantum many-body calculations, the motivation of Spinbox is quite particular. In Diffusion Monte Carlo methods (DMC, GFMC, AFDMC), the central calculation is the imaginary-time propagation of individual samples of the many-body wavefunction. Although quantum wavefunctions generally must be described by a probability distribution over a basis, DMC imbues particles (within one sample) with classical spatial coordinates. This method is unusual, so other Python packages are typically not set up to do this easily. Furthermore, the software has built-in options for nuclear systems assuming isospin symmetry, which can be set up with other libraries but is a nontrivial process to do so. Features: - numerical representation of samples of the many-body wavefunctions, including tensor-product states (used in AFDMC) - numerical representation of many-body operators, including tensor-product operators: general, spin, imaginary-time propagation, etc. - the correct associated arithmetic and algebra, implemented as class methods - classes for representing realistic nuclear two- and three-body Hamiltonians (e.g. Argonne V18, Illinois NNN) - large-scale parallel integration over random variables, crucial for the AFDMC method My goal is to make this package open source so that anyone may use it and contribute to it, particularly other researchers doing AFDMC calculations

Fox, Jordan↗

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.↗

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.↗

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.↗

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.↗