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Monte-Carlo methods make Dempster-Shafer formalism feasible

One of the main obstacles to the applications of Dempster-Shafer formalism is its computational complexity. If we combine m different pieces of knowledge, then in general case we have to perform up to 2(sup m) computational steps, which for large m is infeasible. For several important cases algorithms with smaller running time were proposed. We prove, however, that if we want to compute the belief bel(Q) in any given query Q, then exponential time is inevitable. It is still inevitable, if we want to compute bel(Q) with given precision epsilon. This restriction corresponds to the natural idea that since initial masses are known only approximately, there is no sense in trying to compute bel(Q) precisely. A further idea is that there is always some doubt in the whole knowledge, so there is always a probability p(sub o) that the expert's knowledge is wrong. In view of that it is sufficient to have an algorithm that gives a correct answer a probability greater than 1-p(sub o). If we use the original Dempster's combination rule, this possibility diminishes the running time, but still leaves the problem infeasible in the general case. We show that for the alternative combination rules proposed by Smets and Yager feasible methods exist. We also show how these methods can be parallelized, and what parallelization model fits this problem best.

Kreinovich, Vladik YA.

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 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

Advances in space radiation shielding codes

Early space radiation shield code development relied on Monte Carlo methods and made important contributions to the space program. Monte Carlo methods have resorted to restricted one-dimensional problems leading to imperfect representation of appropriate boundary conditions. Even so, intensive computational requirements resulted and shield evaluation was made near the end of the design process. Resolving shielding issues usually had a negative impact on the design. Improved spacecraft shield design requires early entry of radiation constraints into the design process to maximize performance and minimize costs. As a result, we have been investigating high-speed computational procedures to allow shield analysis from the preliminary concept to the final design. For the last few decades, we have pursued deterministic solutions of the Boltzmann equation allowing field mapping within the International Space Station (ISS) in tens of minutes using standard Finite Element Method (FEM) geometry common to engineering design methods. A single ray trace in such geometry requires 14 milliseconds and limits application of Monte Carlo methods to such engineering models. A potential means of improving the Monte Carlo efficiency in coupling to spacecraft geometry is given.

manned

Probability techniques for reliability analysis of composite materials

Traditional design approaches for composite materials have employed deterministic criteria for failure analysis. New approaches are required to predict the reliability of composite structures since strengths and stresses may be random variables. This report will examine and compare methods used to evaluate the reliability of composite laminae. The two types of methods that will be evaluated are fast probability integration (FPI) methods and Monte Carlo methods. In these methods, reliability is formulated as the probability that an explicit function of random variables is less than a given constant. Using failure criteria developed for composite materials, a function of design variables can be generated which defines a 'failure surface' in probability space. A number of methods are available to evaluate the integration over the probability space bounded by this surface; this integration delivers the required reliability. The methods which will be evaluated are: the first order, second moment FPI methods; second order, second moment FPI methods; the simple Monte Carlo; and an advanced Monte Carlo technique which utilizes importance sampling. The methods are compared for accuracy, efficiency, and for the conservativism of the reliability estimation. The methodology involved in determining the sensitivity of the reliability estimate to the design variables (strength distributions) and importance factors is also presented.

Wetherhold, Robert C.

The Transient Multi-Level method for Monte Carlo reactor statics calculations

The Transient Multi-Level (TML) method is applied to a time-dependent Monte Carlo transport solver to offload some of the computational burden of the expensive Monte Carlo solve to lower-order Coarse Mesh Finite Difference (CMFD) and Exact Point Kinetics Equations (EPKE) solvers via factorization of the neutron flux at the transport and CMFD levels using the Predictor Corrector Quasi-Static Method (PCQM). The Monte Carlo transient is solved by a modified fission source iteration scheme that introduces a single transient source bank. The method is implemented in the production-level Monte Carlo code, Shift, and verified with prescribed reactivity ramps from the two-dimensional version of the C5G7-TD reactor benchmark. The results show that, as compared to other quasi-static methods, the TML reduces the stochastic noise inherent to the transient Monte Carlo solver by factors of ~2 to 6 for various norm comparisons of the reactor power amplitude. Finally, the TML additionally reduces the number of Monte Carlo evaluations needed to simulate the transient, leading to roughly an order of magnitude improvement in CPU time relative to the standard PCQM for the problems tested.

22 GENERAL STUDIES OF NUCLEAR REACTORS

Wake shield

Progress on the modeling of the flow field around a wake shield using a recently obtained code based on the Monte Carlo method is discussed. The direct simulation Monte Carlo method is a method for solving the Boltzman Equation using an approximation to the collision integral term. The collision integrand is evaluated for randomly selected values of its arguments and the summation will approach the integral for large enough samples. The collision effects may be modeled for either hard sphere or various power law potentials. The convective side of the Boltzman equation is approximated over a time step using a simple trajectory calculation of molecules as they travel through the domain of interest.

Bannister, Tommy

Molecular dynamics simulation of a piston driven shock wave in a hard sphere gas

Molecular dynamics simulation is used to study the piston driven shock wave at Mach 1.5, 3, and 10. A shock tube, whose shape is a circular cylinder, is filled with hard sphere molecules having a Maxwellian thermal velocity distribution and zero mean velocity. The piston moves and a shock wave is generated. All collisions are specular, including those between the molecules and the computational boundaries, so that the shock development is entirely causal, with no imposed statistics. The structure of the generated shock is examined in detail, and the wave speed; profiles of density, velocity, and temperature; and shock thickness are determined. The results are compared with published results of other methods, especially the direct simulation Monte-Carlo method. Property profiles are similar to those generated by direct simulation Monte-Carlo method. The shock wave thicknesses are smaller than the direct simulation Monte-Carlo results, but larger than those of the other methods. Simulation of a shock wave, which is one-dimensional, is a severe test of the molecular dynamics method, which is always three-dimensional. A major challenge of the thesis is to examine the capability of the molecular dynamics methods by choosing a difficult task.

Woo, Myeung-Jouh

Convective Weather Forecast Quality Metrics for Air Traffic Management Decision-Making

Since numerical weather prediction models are unable to accurately forecast the severity and the location of the storm cells several hours into the future when compared with observation data, there has been a growing interest in probabilistic description of convective weather. The classical approach for generating uncertainty bounds consists of integrating the state equations and covariance propagation equations forward in time. This step is readily recognized as the process update step of the Kalman Filter algorithm. The second well known method, known as the Monte Carlo method, consists of generating output samples by driving the forecast algorithm with input samples selected from distributions. The statistical properties of the distributions of the output samples are then used for defining the uncertainty bounds of the output variables. This method is computationally expensive for a complex model compared to the covariance propagation method. The main advantage of the Monte Carlo method is that a complex non-linear model can be easily handled. Recently, a few different methods for probabilistic forecasting have appeared in the literature. A method for computing probability of convection in a region using forecast data is described in Ref. 5. Probability at a grid location is computed as the fraction of grid points, within a box of specified dimensions around the grid location, with forecast convection precipitation exceeding a specified threshold. The main limitation of this method is that the results are dependent on the chosen dimensions of the box. The examples presented Ref. 5 show that this process is equivalent to low-pass filtering of the forecast data with a finite support spatial filter. References 6 and 7 describe the technique for computing percentage coverage within a 92 x 92 square-kilometer box and assigning the value to the center 4 x 4 square-kilometer box. This technique is same as that described in Ref. 5. Characterizing the forecast, following the process described in Refs. 5 through 7, in terms of percentage coverage or confidence level is notionally sound compared to characterizing in terms of probabilities because the probability of the forecast being correct can only be determined using actual observations. References 5 through 7 only use the forecast data and not the observations. The method for computing the probability of detection, false alarm ratio and several forecast quality metrics (Skill Scores) using both the forecast and observation data are given in Ref. 2. This paper extends the statistical verification method in Ref. 2 to determine co-occurrence probabilities. The method consists of computing the probability that a severe weather cell (grid location) is detected in the observation data in the neighborhood of the severe weather cell in the forecast data. Probabilities of occurrence at the grid location and in its neighborhood with higher severity, and with lower severity in the observation data compared to that in the forecast data are examined. The method proposed in Refs. 5 through 7 is used for computing the probability that a certain number of cells in the neighborhood of severe weather cells in the forecast data are seen as severe weather cells in the observation data. Finally, the probability of existence of gaps in the observation data in the neighborhood of severe weather cells in forecast data is computed. Gaps are defined as openings between severe weather cells through which an aircraft can safely fly to its intended destination. The rest of the paper is organized as follows. Section II summarizes the statistical verification method described in Ref. 2. The extension of this method for computing the co-occurrence probabilities in discussed in Section HI. Numerical examples using NCWF forecast data and NCWD observation data are presented in Section III to elucidate the characteristics of the co-occurrence probabilities. This section also discusses the procedure for computing throbabilities that the severity of convection in the observation data will be higher or lower in the neighborhood of grid locations compared to that indicated at the grid locations in the forecast data. The probability of coverage of neighborhood grid cells is also described via examples in this section. Section IV discusses the gap detection algorithm and presents a numerical example to illustrate the method. The locations of the detected gaps in the observation data are used along with the locations of convective weather cells in the forecast data to determine the probability of existence of gaps in the neighborhood of these cells. Finally, the paper is concluded in Section V.

Chatterji, Gano B.

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

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

Thipphavong, David

Rocket plume base heating methodology

A review of radiative transport calculation methods for base heating is presented followed by a description of the current methodology for the Space Shuttle plume radiation predictions and improvements for the Advanced Solid Rocket Booster (ASRB). The calculation methods include empirical methods, the SIRRM code and the forward and reverse Monte Carlo methods. Current plume radiation methods include those used for the Space Shuttle Main Engines and the Solid Rocket Booster (SRB). Methods being developed for the ASRB include changes in plume property prediction methodology and application of the reverse Monte Carlo method in predicting plume radiation models. Results of the prediction methods are compared with experimental measurements on the current SRB and on 1/6-scale motors using both SRB and ASRB propellants. Examples are also presented demonstrating the statistical results available with the reverse Monte Carlo method.

Reardon, John E.

A Large-Particle Monte Carlo Code for Simulating Non-Linear High-Energy Processes Near Compact Objects

High-energy radiation processes in compact cosmic objects are often expected to have a strongly non-linear behavior. Such behavior is shown, for example, by electron-positron pair cascades and the time evolution of relativistic proton distributions in dense radiation fields. Three independent techniques have been developed to simulate these non-linear problems: the kinetic equation approach; the phase-space density (PSD) Monte Carlo method; and the large-particle (LP) Monte Carlo method. In this paper, we present the latest version of the LP method and compare it with the other methods. The efficiency of the method in treating geometrically complex problems is illustrated by showing results of simulations of 1D, 2D and 3D systems. The method is shown to be powerful enough to treat non-spherical geometries, including such effects as bulk motion of the background plasma, reflection of radiation from cold matter, and anisotropic distributions of radiating particles. It can therefore be applied to simulate high-energy processes in such astrophysical systems as accretion discs with coronae, relativistic jets, pulsar magnetospheres and gamma-ray bursts.

Stern, Boris E.

Radiation Transport Tools for Space Applications: A Review

This slide presentation contains a brief discussion of nuclear transport codes widely used in the space radiation community for shielding and scientific analyses. Seven radiation transport codes that are addressed. The two general methods (i.e., Monte Carlo Method, and the Deterministic Method) are briefly reviewed.

Cosmic Ray Effects on Micro-Electronics (CREME96)

Radiative transfer calculated from a Markov chain formalism

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

Esposito, L. W.

Application of the extended boundary condition method to Monte Carlo simulations of scattering of waves by two-dimensional random rough surfaces

The extended boundary condition method is applied to Monte Carlo simulations of two-dimensional random rough surface scattering. The numerical results are compared with one-dimensional random rough surfaces obtained from the finite-element method. It is found that the mean scattered intensity from two-dimensional rough surfaces differs from that of one dimension for rough surfaces with large slopes.

Tsang, L.

Moment-preserving Monte-Carlo Coulomb collision method for particle codes

Binary-pairing Monte-Carlo methods are widely used in particle-in-cell codes to capture effects of small angle Coulomb collisions. These methods preserve momentum and energy exactly when the simulation particles have equal weights. However, when the interacting particles are of varying weight, these physical conservation laws are only preserved on average. Here, we 1) extend these methods to weighted particles such that the scattering physics is correct on average, and 2) describe a new method for adjusting the particle velocities post scatter to restore exact conservation of momentum and energy. In conclusion, the efficacy of the model is illustrated with various test problems.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY