A Monte Carlo Background Covariance Localization Method for an Ensemble–Variational Assimilation System
Explore the source record for details and available documents.
Ivo Pasmans↗
SEARCH · Search NASA
Results for “Variational Monte Carlo”
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.
A Generalized Variational Principle with Applications to Excited State Mean Field Theory
We present a generalization of the variational principle that is compatible with any Hamiltonian eigenstate that can be specified uniquely by a list of properties. This variational principle appears to be compatible with a wide range of electronic structure methods, including mean field theory, density functional theory, multireference theory, and quantum Monte Carlo. Like the standard variational principle, this generalized variational principle amounts to the optimization of a nonlinear function that, in the limit of an arbitrarily flexible wave function, has the desired Hamiltonian eigenstate as its global minimum. Unlike the standard variational principle, it can target excited states and select individual states in cases of degeneracy or near-degeneracy. As an initial demonstration of how this approach can be useful in practice, we employ it to improve the optimization efficiency of excited state mean field theory by an order of magnitude. With this improved optimization, we are able to demonstrate that the accuracy of the corresponding second-order perturbation theory rivals that of singles-and-doubles equation-of-motion coupled cluster in a substantially broader set of molecules than could be explored by our previous optimization methodology.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Impact of Variations on 1-D Flow in Gas Turbine Engines via Monte Carlo Simulations
The unsteady compressible inviscid flow is characterized by the conservations of mass, momentum, and energy; or simply the Euler equations. In this paper, a study of the subsonic one-dimensional Euler equations with local preconditioning is presented using a modal analysis approach. Specifically, this study investigates the behavior of airflow in a gas turbine engine using the specified conditions at the inflow and outflow boundaries of the compressor, combustion chamber, and turbine, to determine the impact of variations in pressure, velocity, temperature, and density at low Mach numbers. Two main questions motivate this research: 1) Is there any aerodynamic problem with the existing gas turbine engines that could impact aircraft performance? 2) If yes, what aspect of a gas turbine engine could be improved via design to alleviate that impact and to optimize aircraft performance? This paper presents an initial attempt to model the flow behavior in terms of their eigenfrequencies subject to the assumption of the uncertainty or variation (perturbation). The flow behavior is explored using simulation outputs from a customer-deck model obtained from Pratt & Whitney. Variations of the main variables (i.e., pressure, temperature, velocity, density) about their mean states at the inflow and outflow boundaries of the compressor, combustion chamber, and turbine are modeled. Flow behavior is analyzed for the high-pressure compressor and combustion chamber utilizing the conditions on their left and right boundaries. In the same fashion, similar analyses are carried out for the high-pressure and low-pressure turbines. In each case, the eigenfrequencies that are obtained for different boundary conditions are examined closely based on their probabilistic distributions, a result of a Monte Carlo 10,000 sample simulation. Furthermore, the characteristic waves and wave response are analyzed and contrasted among different cases, with and without preconditioners. The results reveal the existence of flow instabilities due to the combined effect of variations and excessive pressures in the case of the combustion chamber and high-pressure turbine. Finally, a discussion is presented on potential impacts of the instabilities and what can be improved via design to alleviate them for a better aircraft performance.
Ngo, Khiem Viet↗
A Study of the Impact of Variations on Aerodynamic Flow in Gas Turbine Engines via Monte-Carlo Simulations
The unsteady compressible inviscid flow is characterized by the conservations of mass, momentum, and energy; or simply the Euler equations. In this paper, a study of the subsonic one-dimensional Euler equations with local preconditioning is presented with a modal analysis approach. Specifically, this study investigates the behavior of airflow in a gas turbine engine using the specified conditions at the inflow and outflow boundaries of the compressor, combustion chamber, and turbine, under the impact of variations in pressure, velocity, temperature, and density at low Mach numbers. Two main questions that motivate this research are: 1) Is there any aerodynamic problem with the existing gas turbine engines that could impact aircraft performance? 2) If yes, what aspect of a gas turbine engine could be improved via design to alleviate that impact and to optimize aircraft performance. This paper presents an initial attempt to the flow behavior in terms (perturbation) using simulation outputs from a customer-deck model obtained from Pratt&Whitney, (i.e., pressure, temperature, velocity, density) about their mean states at the inflow and outflow boundaries of the compressor, combustion chamber, and turbine. Flow behavior is analyzed for the high pressure compressor and combustion chamber employing the conditions on their left and right boundaries. In the same fashion, similar analyses are carried out for the high and low-pressure turbines. In each case, the eigenfrequencies that are obtained for different boundary conditions are examined closely based on their probabilistic distributions, a result of a Monte Carlo 10,000-sample simulation. Furthermore, the characteristic waves and eave response are analyzed and contrasted among different cases, with and without preconditioners. The results reveal the existence of flow instabilities due to the combined effect of variations and excessive pressures; which are clearly the case in the combustion chamber and high-pressure turbine. Finally a discussion is presented on potential impacts of the instabilities and what can be improved via design to alleviate them for a better aircraft performance.
Ngo, Khiem Viet↗
Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey
Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a sampling-based approach that has widely used for quantification and propagation of uncertainties. However, the standard MC method is often time-consuming if the simulation-based model is computationally intensive. This article gives an overview of modern MC methods to address the existing challenges of the standard MC in the context of UQ. Specifically, multilevel Monte Carlo (MLMC) extending the concept of control variates achieves a significant reduction of the computational cost by performing most evaluations with low accuracy and corresponding low cost, and relatively few evaluations at high accuracy and corresponding high cost. Multifidelity Monte Carlo (MFMC) accelerates the convergence of standard Monte Carlo by generalizing the control variates with different models having varying fidelities and varying computational costs. Multimodel Monte Carlo method (MMMC), having a different setting of MLMC and MFMC, aims to address the issue of UQ and propagation when data for characterizing probability distributions are limited. Multimodel inference combined with importance sampling is proposed for quantifying and efficiently propagating the uncertainties resulting from small data sets. All of these three modern MC methods achieve a significant improvement of computational efficiency for probabilistic UQ, particularly uncertainty propagation. Finally, an algorithm summary and the corresponding code implementation are provided for each of the modern MC methods. The extension and application of these methods are discussed in detail.
97 MATHEMATICS AND COMPUTING↗
Covariance-Free Bifidelity Control Variates Importance Sampling for Rare Event Reliability Analysis
Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world problems, particularly when failure is a rare event. To implement multifidelity modeling, estimators that efficiently combine information from multiple models/sources are necessary. In past works, the variance reduction techniques of control variates (CV) and importance sampling (IS) have been leveraged for this task. In this paper, we present the CVIS framework—a creative take on a coupled CV and IS estimator for bifidelity reliability analysis. The framework addresses some of the practical challenges of the CV method by using an estimator for the control variate mean and sidestepping the need to estimate the covariance between the original estimator and the control variate through a clever choice for the tuning constant. Furthermore, the task of selecting an efficient IS distribution is also considered, with a view towards maximally leveraging the bifidelity structure and maintaining expressivity. Additionally, a diagnostic is provided that indicates both the efficiency of the algorithm as well as the relative predictive quality of the models utilized. Finally, the behavior and performance of the framework is explored through analytical and numerical examples.
Markov chain Monte Carlo↗
Multi-fidelity microstructure-induced uncertainty quantification by advanced Monte Carlo methods
Quantifying uncertainty associated with the microstructure variation of a material can be a computationally daunting task, especially when dealing with advanced constitutive models and fine mesh resolutions in the crystal plasticity finite element method (CPFEM). Numerous studies have been conducted regarding the sensitivity of material properties and performance to the mesh resolution and choice of constitutive model. However, a unified approach that accounts for various fidelity parameters, such as mesh resolutions, integration time-steps and constitutive models simultaneously is currently lacking. Further, this paper proposes a novel uncertainty quantification (UQ) approach for computing the properties and performance of homogenized materials using CPFEM, that exploits a hierarchy of approximations with different levels of fidelity. In particular, we illustrate how multi-level sampling methods, such as multi-level Monte Carlo (MLMC) and multi-index Monte Carlo (MIMC), can be applied to assess the impact of variations in the microstructure of polycrystalline materials on the predictions of homogenized materials properties. We show that by adaptively exploiting the fidelity hierarchy, we can significantly reduce the number of microstructures required to reach a certain prescribed accuracy. Finally, we show how our approach can be extended to a multi-fidelity framework, where we allow the underlying constitutive model to be chosen from either a phenomenological plasticity model or a dislocation-density-based model.
36 MATERIALS SCIENCE↗
General-Purpose Bayesian Tensor Learning With Automatic Rank Determination and Uncertainty Quantification
A major challenge in many machine learning tasks is that the model expressive power depends on model size. Low-rank tensor methods are an efficient tool for handling the curse of dimensionality in many large-scale machine learning models. The major challenges in training a tensor learning model include how to process the high-volume data, how to determine the tensor rank automatically, and how to estimate the uncertainty of the results. While existing tensor learning focuses on a specific task, this paper proposes a generic Bayesian framework that can be employed to solve a broad class of tensor learning problems such as tensor completion, tensor regression, and tensorized neural networks. We develop a low-rank tensor prior for automatic rank determination in nonlinear problems. Our method is implemented with both stochastic gradient Hamiltonian Monte Carlo (SGHMC) and Stein Variational Gradient Descent (SVGD). We compare the automatic rank determination and uncertainty quantification of these two solvers. We demonstrate that our proposed method can determine the tensor rank automatically and can quantify the uncertainty of the obtained results. We validate our framework on tensor completion tasks and tensorized neural network training tasks.
Bayesian inference↗
Solid-propellant rocket motor internal ballistic performance variation analysis, phase 2
The Monte Carlo method was used to investigate thrust imbalance and its first time derivative throughtout the burning time of pairs of solid rocket motors firing in parallel. Results obtained compare favorably with Titan 3 C flight performance data. Statistical correlations of the thrust imbalance at various times with corresponding nominal trace slopes suggest several alternative methods of predicting thrust imbalance. The effect of circular-perforated grain deformation on internal ballistics is discussed, and a modified design analysis computer program which permits such an evaluation is presented. Comparisons with SRM firings indicate that grain deformation may account for a portion of the so-called scale factor on burning rate between large motors and strand burners or small ballistic test motors. Thermoelastic effects on burning rate are also investigated. Burning surface temperature is calculated by coupling the solid phase energy equation containing a strain rate term with a model of gas phase combustion zone using the Zeldovich-Novozhilov technique. Comparisons of solutions with and without the strain rate term indicate a small but possibly significant effect of the thermoelastic coupling.
Sforzini, R. H.↗
Shuttle entry aerothermodynamic flight research - The Orbiter Experiments (OEX) Program
Results of the OEX program are summarized with emphasis on the information on entry aerothermodynamic phenomena derived from Space Shuttle operations. The discussion focuses on OEX experiment complement and operational history, freestream environment and vehicle attitude data, aerodynamic force and moment data, aerodynamic surface data, and vehicle configuration data. Attention is also given to orbiter aerodynamic performance, stability and control, high-altitude atmospheric density variability, direct simulation Monte Carlo validation, orbital drag variation, and computational fluid dynamic technique validation.
Throckmorton, David A.↗
Vehicle Integrated Prognostic Reasoner (VIPR) Metric Report
This document outlines a set of metrics for evaluating the diagnostic and prognostic schemes developed for the Vehicle Integrated Prognostic Reasoner (VIPR), a system-level reasoner that encompasses the multiple levels of large, complex systems such as those for aircraft and spacecraft. VIPR health managers are organized hierarchically and operate together to derive diagnostic and prognostic inferences from symptoms and conditions reported by a set of diagnostic and prognostic monitors. For layered reasoners such as VIPR, the overall performance cannot be evaluated by metrics solely directed toward timely detection and accuracy of estimation of the faults in individual components. Among other factors, overall vehicle reasoner performance is governed by the effectiveness of the communication schemes between monitors and reasoners in the architecture, and the ability to propagate and fuse relevant information to make accurate, consistent, and timely predictions at different levels of the reasoner hierarchy. We outline an extended set of diagnostic and prognostics metrics that can be broadly categorized as evaluation measures for diagnostic coverage, prognostic coverage, accuracy of inferences, latency in making inferences, computational cost, and sensitivity to different fault and degradation conditions. We report metrics from Monte Carlo experiments using two variations of an aircraft reference model that supported both flat and hierarchical reasoning.
Cornhill, Dennis↗
A generalized approximate control variate framework for multifidelity uncertainty quantification
We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost models — which are typically lower fidelity with unknown statistics — are used to reduce the variance in statistical estimators relative to a MC estimator with equivalent cost. We derive the conditions under which our proposed approximate control variate framework recovers existing multifidelity variance reduction schemes as special cases. We demonstrate that existing recursive/nested strategies are suboptimal because they use the additional low-fidelity models only to efficiently estimate the unknown mean of the first low-fidelity model. As a result, they cannot achieve variance reduction beyond that of a control variate estimator that uses a single low-fidelity model with known mean. However, there often exists about an order-of-magnitude gap between the maximum achievable variance reduction using all low-fidelity models and that achieved by a single low-fidelity model with known mean. We show that our proposed approach can exploit this gap to achieve greater variance reduction by using non-recursive sampling schemes. The proposed strategy reduces the total cost of accurately estimating statistics, especially in cases where only low-fidelity simulation models are accessible for additional evaluations. Several analytic examples and an example with a hyperbolic PDE describing elastic wave propagation in heterogeneous media are used to illustrate the main features of the methodology.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Determination of Turboprop Reduction Gearbox System Fatigue Life and Reliability
Two computational models to determine the fatigue life and reliability of a commercial turboprop gearbox are compared with each other and with field data. These models are (1) Monte Carlo simulation of randomly selected lives of individual bearings and gears comprising the system and (2) two-parameter Weibull distribution function for bearings and gears comprising the system using strict-series system reliability to combine the calculated individual component lives in the gearbox. The Monte Carlo simulation included the virtual testing of 744,450 gearboxes. Two sets of field data were obtained from 64 gearboxes that were first-run to removal for cause, were refurbished and placed back in service, and then were second-run until removal for cause. A series of equations were empirically developed from the Monte Carlo simulation to determine the statistical variation in predicted life and Weibull slope as a function of the number of gearboxes failed. The resultant L(sub 10) life from the field data was 5,627 hr. From strict-series system reliability, the predicted L(sub 10) life was 774 hr. From the Monte Carlo simulation, the median value for the L(sub 10) gearbox lives equaled 757 hr. Half of the gearbox L(sub 10) lives will be less than this value and the other half more. The resultant L(sub 10) life of the second-run (refurbished) gearboxes was 1,334 hr. The apparent load-life exponent p for the roller bearings is 5.2. Were the bearing lives to be recalculated with a load-life exponent p equal to 5.2, the predicted L(sub 10) life of the gearbox would be equal to the actual life obtained in the field. The component failure distribution of the gearbox from the Monte Carlo simulation was nearly identical to that using the strict-series system reliability analysis, proving the compatibility of these methods.
Zaretsky, Erwin V.↗
Partial muon capture rates in A = 3 and A = 6 nuclei with chiral effective field theory
Searches for neutrinoless-double beta decay rates are crucial in addressing questions within fundamental symmetries and neutrino physics. The rates of these decays depend not only on unknown parameters associated with neutrinos, but also on nuclear properties. In order to reliably extract information about the neutrino, one needs an accurate treatment of the complex many-body dynamics of the nucleus. Neutrinoless-double beta decays take place at momentum transfers on the order of 100 MeV/$c$ and require both nuclear electroweak vector and axial current matrix elements. Muon capture, a process in the same momentum transfer regime, has readily available experimental data to validate these currents. In this work, we present results of {\it ab initio} calculations of partial muon capture rates for $^3$He and $^6$Li nuclei using variational and Green's Function Monte Carlo computational methods. We estimate the impact of the three-nucleon interactions, the cutoffs used to regularize two-nucleon ($2N$) interactions, and the energy range of $2N$ scattering data used to fit these interactions.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Tetraquarks made of sufficiently unequal-mass heavy quarks are bound in QCD
Tetraquarks, bound states composed of two quarks and two antiquarks, have been the subject of intense study but are challenging to understand from first principles. We apply variational and Green’s function Monte Carlo methods to compute tetraquark ground-state energies in potential nonrelativistic QCD using a wide range of color and spatial wave functions. We find no evidence for bound tetraquarks composed of equal-mass quarks and antiquarks. Conversely, we find clear evidence for the existence of bound tetraquarks for sufficiently unequal quark/antiquark mass ratios at all overall mass scales where our effective theory results are applicable. We predict the critical mass ratios for bound state formation and study tetraquark bound states’ spatial and color structure at leading order and next-to-leading order in potential nonrelativistic QCD. Published by the American Physical Society 2024
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
CV4Quantum
CV4Quantum is a statistical technique for reducing the sampling overhead in probabilistic error cancellation, which is an error mitigation technique used in quantum computing. CV4Quantum is based on the control variates method, which is a Monte Carlo variance reduction technique. This repository contains the code and data associated with a demonstration of CV4Quantum using simulation experiments.
Shyamsundar, Prasanth [Fermi National Accelerator ↗
Simulation of Dynamics of PVT Growth: ZnSe
An unsteady model for the simulation of PVT growth process has been developed and applied to growth of ZnSe. The model is capable of tracking the unsteady aspects of the growth process caused by, for example, changes in the system temperature associated with growth, source-depletion, translation of the charge, out-gassing at high temperatures, as well as changes in the source composition during growth. The model predicts the evolution of growth interface morphology as well as the shape of source-gas interface. Thermo-fluid transport in the gas phase is handled by a Low-Mach number unsteady compressible flow formulation. Heat transfer in the crystal, source, and the quartz housing is calculated by the Monte-Carlo technique to capture the variations in the spectral transmittance and index of refraction of the participating media. Simulation results are presented for the growth interface morphology, thermal stresses in the crystal, and growth rate at various stages of growth. The influence of impurity gases on the growth process is also discussed, The simulation results are compared with the experimental observations. The capabilities of the developed tool in addressing other PVT growth processes such as SiC are discussed.
Worlikar, A.↗
Design Issues of GaAs and AlGaAs Delta-Doped p-i-n Quantum-Well APD's
We examine the basic design issues in the optimization of GaAs delta-doped and AlGAs delta-doped quantum-well avalanche photodiode (APD) structures using a theoretical analysis based on an ensemble Monte Carlo simulation. The devices are variations of the p-i-n doped quantum-well structure previously described in the literature. They have the same low-noise, high-gain and high-bandwidth features as the p-i-n doped quantum-well device. However, the use of delta doping provides far greater control or the doping concentrations within each stage possibly enhancing the extent to which the device can be depleted. As a result, it is expected that the proposed devices will operate at higher gain levels (at very low noise) than devices previously developed.
Wang, Yang↗