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Results for “Monte Carlo sampling”

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.

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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Uncertainty propagation and sensitivity analysis for constrained optimization of nuclear waste vitrification

Abstract The vitrification of high‐level waste (HLW) by heating a mixture of glass‐forming chemicals (GFCs) with the waste can be improved using a constrained optimization problem. This study explores how different uncertainty propagation (UP) methods implemented with the optimization process can affect the glass formulation of nuclear waste glasses. UP is the effort of propagating uncertain inputs through a system to understand and quantify output distributions. Uncertainty intervals are crafted from output distributions to inform the optimization algorithm. UP is often implemented with Monte Carlo (MC) sampling for large nonlinear systems, which can be difficult to implement within a constrained optimization algorithm that requires derivative information. Other UP methods often used for optimization under uncertainty (OUU) can be designed to work within an established constrained optimization framework. Methods of UP are evaluated in this study including iterative sampling approaches, first‐order approximations, and surrogate modeling with machine learning (ML). A method of dimensional reduction based on global sensitivity analysis is introduced to support the UP methods for the large dimensionality of the problem. Analytical UP methods able to achieve similar optimums 10 times faster than the baseline MC approach, and produce 93.9% similar output distributions are reported.

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗
DOE OSTI2026

mvBayes

SAND2026-16980O mvBayes implements multivariate Bayesian regression using MATLAB and decomposes a multivariate or functional response into components based on a user-specified orthogonal basis. This allows for independent modeling of each component with any chosen univariate Bayesian regression model. This tool includes methods for prediction and visualization, facilitating the evaluation of Bayesian surrogate models through the application of Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling techniques. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Tucker, J. Derek [Sandia National Lab. (SNL-CA), L↗
DOE OSTI2024

Calibration verification for stochastic agent-based disease spread models

Accurate disease spread modeling is crucial for identifying the severity of outbreaks and planning effective mitigation efforts. To be reliable when applied to new outbreaks, model calibration techniques must be robust. However, current methods frequently forgo calibration verification (a stand-alone process evaluating the calibration procedure) and instead use overall model validation (a process comparing calibrated model results to data) to check calibration processes, which may conceal errors in calibration. In this work, we develop a stochastic agent-based disease spread model to act as a testing environment as we test two calibration methods using simulation-based calibration, which is a synthetic data calibration verification method. The first calibration method is a Bayesian inference approach using an empirically-constructed likelihood and Markov chain Monte Carlo (MCMC) sampling, while the second method is a likelihood-free approach using approximate Bayesian computation (ABC). Simulation-based calibration suggests that there are challenges with the empirical likelihood calculation used in the first calibration method in this context. These issues are alleviated in the ABC approach. Despite these challenges, we note that the first calibration method performs well in a synthetic data model validation test similar to those common in disease spread modeling literature. We conclude that stand-alone calibration verification using synthetic data may benefit epidemiological researchers in identifying model calibration challenges that may be difficult to identify with other commonly used model validation techniques.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2025

High-dimensional maximum-entropy phase space tomography

Reconstructing 4D or 6D phase space distributions from 1D or 2D measurements is a challenging inverse problem encountered in particle accelerators. Entropy maximization is an established method to incorporate prior information in the reconstruction, but it is typically infeasible in high-dimensional spaces. In this paper, I review two recent approaches to high-dimensional entropy maximization. The first approach utilizes differentiable simulations and a class of generative models known as normalizing flows, whereas the second approach employs the method of Lagrange multipliers and Markov Chain Monte Carlo (MCMC) sampling. My aim is to provide a short explanation of each method using a common notation. I conclude by mentioning several unsolved problems in phase space tomography.

Hoover, Austin [ORNL] (ORCID:0000000153136962)↗
DOE OSTI2026

Pre-Equilibrium De-Excitations in Neutrino-Nucleus Interactions

Pre-equilibrium de-excitation is a well-established stage of nucleon-induced nuclear reactions but has not previously been incorporated into neutrino event generators. This work implements the Koning-Duijvestijn exciton model within the MARLEY neutrino event generator to simulate energy redistribution and particle emission before compound nucleus equilibrium. The implementation includes modular calculations of particle-hole state densities, internal transition rates, emission rates, and Monte Carlo cascade sampling, and is validated against the TALYS-2.2 nuclear reaction code. A new event record is also proposed to enable future uncertainty reweighting studies. This work establishes the first framework for studying pre-equilibrium effects in neutrino-induced reactions, with the goal of improving predictions of particle multiplicities, γ-ray production, and MeV-scale detector signals relevant to experiments such as DUNE.

Visser, Erin [Michigan State U., East Lansing (mai↗
DOE OSTI2025

Bottomonium suppression in pNRQCD and open quantum system approach

By employing the potential non-relativistic quantum chromodynamics (pNRQCD) effective field theory within an open quantum system framework, we derive a Lindblad equation governing the evolution of the heavy-quarkonium reduced density matrix, accurate to next-to-leading order (NLO) in the ratio of the state's binding energy to the medium's temperature [1]. The derived NLO Lindblad equation provides a more reliable description of heavy-quarkonium evolution in the quark-gluon plasma at low temperatures compared to the leading-order truncation. For phenomenological applications, we numerically solve this equation using the quantum trajectories algorithm. By averaging over Monte Carlo-sampled quantum jumps, we obtain solutions without truncation in the angular momentum quantum number of the considered states. Our analysis highlights the importance of quantum jumps in the nonequilibrium evolution of bottomonium states within the quark-gluon plasma [2]. Additionally, we demonstrate that the quantum regeneration of singlet states from octet configurations is essential to explain experimental observations of bottomonium suppression. The heavy-quarkonium transport coefficients used in our study align with recent lattice QCD determinations.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
NASA NTRS1978

Performance evaluation of integrated guidance and navigation systems

The method of linear covariance analysis is applied to the study of an aerospace vehicle integrated guidance-and-navigation system. This requires that the rms trajectory deviations of the vehicle be computed along with the rms errors of the navigation system. The technique is used to examine the performance of the shuttle orbiter vehicle's guidance-and-navigation system during the terminal phase of the landing. Essentially the same rms trajectory deviations were obtained from a single covariance run as from a 30-sample Monte-Carlo run set. Of particular interest in the study was the result that rms trajectory deviations for the integrated-system were generally significantly larger than the rms navigation errors.

Tao, Y. C.↗
NASA NTRS2013

Reconstruction of Orion Engineering Development Unit (EDU) Parachute Inflation Loads

The process of reconstructing inflation loads of Capsule Parachute Assembly System (CPAS) has been updated as the program transitioned to testing Engineering Development Unit (EDU) hardware. The equations used to reduce the test data have been re-derived based on the same physical assumptions made by simulations. Due to instrumentation challenges, individual parachute loads are determined from complementary accelerometer and load cell measurements. Cluster inflations are now simulated by modeling each parachute individually to better represent different inflation times and non-synchronous disreefing. The reconstruction procedure is tailored to either infinite mass or finite mass events based on measurable characteristics from the test data. Inflation parameters are determined from an automated optimization routine to reduce subjectivity. Infinite mass inflation parameters have been re-defined to avoid unrealistic interactions in Monte Carlo simulations. Sample cases demonstrate how best-fit inflation parameters are used to generate simulated drag areas and loads which favorably agree with test data.

Ray, Eric S.↗
NASA NTRS2016

A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis

This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.

Warner, James E.↗
NASA NTRS2019

Sensor Analysis, Modeling, and Test for Robust Propulsion System Autonomy

An approach is presented supporting analysis, modeling, and test validation of operational flight instrumentation (OFI) that facilitates critical functions for the Space Launch System (SLS) main propulsion system (MPS). Certain types of OFI sensors were shown to exhibit highly nonlinear and non-gaussian noise characteristics during acceptance testing, motivating the development of advanced modeling and simulation (M&S) capability to support algorithm verification and flight certification. Hardware model and algorithm simulation fidelity was informed by a risk scoring metric; redesign of high-risk algorithms using test-validated sensor models significantly improved their expected performance as evaluated using Monte Carlo acceptance sampling methods. Autonomous functions include closed-loop ullage pressure regulation, pressurant leak detection, and fault isolation for automated safing and crew caution and warning (C&W).

Orr, Jeb S.↗
NASA NTRS2025

Efficient GPU-Accelerated MultiSource Global Fit Pipeline for LISA Data Analysis

The large-scale analysis task of deciphering gravitational-wave signals in the LISA data stream will be difficult, requiring a large amount of computational resources and extensive development of computational methods. Its high dimensionality, multiple model types, and complicated noise profile require a global fit to all parameters and input models simultaneously. In this work, we detail our global fit algorithm, called “Erebor,” designed to accomplish this challenging task. It is capable of analyzing current state-of-the-art datasets and then growing into the future as more pieces of the pipeline are completed and added. We describe our pipeline strategy, the algorithmic setup, and the results from our analysis of the LDC2A Sangria dataset, which contains massive black hole binaries, compact galactic binaries, and a parametrized noise spectrum whose parameters are unknown to the user. The Erebor algorithm includes three unique and very useful contributions: GPU acceleration for enhanced computational efficiency; ensemble Markov Chain Monte Carlo (MCMC) sampling with multiple MCMC walkers per temperature for better mixing and parallelized sample creation; and special online updates to reversible-jump (or transdimensional) sampling distributions to ensure sampler mixing and accurate initial estimates for detectable sources in the data.We recover posterior distributions for all 15 (6) of the injected massive black hole binaries (MBHB) in the LDC2A training (hidden) dataset. We catalog ∼12000 galactic binaries (∼8000 as high confidence detections) for both the training and hidden datasets. All of the sources and their posterior distributions are provided in publicly available catalogs.

LISA↗
DOE OSTI2024

Data-Driven Computation of Probabilistic Marching Cubes for Efficient Visualization of Level-Set Uncertainty

Uncertainty visualization is an important emerging research area. Being able to visualize data uncertainty can help scientists improve trust in analysis and decision-making. However, visualizing uncertainty can add computational overhead, which can hinder the efficiency of analysis. In this paper, we propose novel data-driven techniques to reduce the computational requirements of the probabilistic marching cubes (PMC) algorithm. PMC is an uncertainty visualization technique that studies how uncertainty in data affects level-set positions. However, the algorithm relies on expensive Monte Carlo (MC) sampling for the multivariate Gaussian uncertainty model because no closed-form solution exists for the integration of multivariate Gaussian. In this work, we propose the eigenvalue decomposition and adaptive probability model techniques that reduce the amount of MC sampling in the original PMC algorithm and hence speed up the computations. Our proposed methods produce results that show negligible differences compared with the original PMC algorithm demonstrated through metrics, including root mean squared error, maximum error, and difference images. We demonstrate the performance and accuracy evaluations of our data-driven methods through experiments on synthetic and real datasets.

Athawale, Tushar↗
DOE OSTI2025

Quasiclassical sampling and Wigner sampling of initial vibrational coordinates and momenta for polyatomic molecules in Monte Carlo molecular dynamics simulations

In a quasiclassical trajectory simulation, the vibrational modes are initialised with quantised vibrational energies, but vibrational phases are sampled by Monte Carlo. This requires an algorithm to assign coordinates and momenta to the various atoms. In this work, we present two methods for implementing this for nonrotating polyatomic molecules, namely, fixed-energy vibrational-state-selected initial conditions and thermal initial conditions. We also present a method for initiating classical trajectories with a ground-state Wigner distribution. These vibrational treatments are sufficient to initialise trajectories for unimolecular processes, and we also show how they can be applied to simulate bimolecular collision processes. The treatments of unimolecular and bimolecular collision processes are available in two Python codes called wigner_state_selected.py and bimolecular_collision.py, respectively, which will generate initial condition files that are recognisable by the SHARC and SHARC-MN computer programs for dynamics calculations. Both codes are available as standalone programs, as well as being included in SHARC-MN, and they will be included in future versions of SHARC. Here, the methods implemented in these codes are mostly also available in the ANT computer program, and those that are not available in ANT will be incorporated in future versions of ANT.

Wigner distribution↗
DOE OSTI2025

Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlo

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an extension of SMC that systematically retains and reuses particles from all prior iterations to construct a growing, weighted ensemble. By leveraging multiple importance sampling and resampling from a mixture of historical distributions, PS mitigates the need for excessively large particle counts, directly addressing key limitations of SMC such as particle impoverishment and mode collapse. Crucially, PS achieves this without additional likelihood evaluations-weights for persistent particles are computed using cached likelihood values. This framework not only yields more accurate posterior approximations but also produces marginal likelihood estimates with significantly lower variance, enhancing reliability in model comparison. Furthermore, the persistent ensemble enables efficient adaptation of transition kernels by leveraging a larger, decorrelated particle pool. Experiments on high-dimensional Gaussian mixtures, hierarchical models, and non-convex targets demonstrate that PS consistently outperforms standard SMC and related variants, including recycled and waste-free SMC, achieving substantial reductions in mean squared error for posterior expectations and evidence estimates, all at reduced computational cost. PS thus establishes itself as a robust, scalable, and efficient alternative for complex Bayesian inference tasks.

Karamanis, Minas↗
NASA NTRS2003

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Chamis, Chrisos C.↗
DOE OSTI2024

ASGarD: Adaptive Sparse Grid Discretization

Many areas of science exhibit physical processes that are described by high dimensional partial differential equations (PDEs), e.g., the 4D, 5D and 6D models describing magnetized fusion plasmas, models describing quantum chemistry, or derivatives pricing. Such problems are affected by the so-called “curse of dimensionality” where the number of degrees of freedom (or unknowns) required to be solved for scales as N D where N is the number of grid points in any given dimension D. A simple, albeit naive, 6D example is demonstrated in the left panel of Figure 1. With N = 1000 grid points in each dimension, the memory required just to store the solution vector, not to mention forming the matrix required to advance such a system in time, would exceed an exabyte - and also the available memory on the largest of supercomputers available today. The right panel of Figure 1 demonstrates potential savings for a range of problem dimensionalities and grid resolution. While there are methods to simulate such high-dimensional systems, they are mostly based on Monte-Carlo methods, which rely on a statistical sampling such that the resulting solutions include noise. Since the noise in such methods can only be reduced at a rate proportional to $\sqrt{N_p}$ where N p is the number of Monte-Carlo samples, there is a need for continuum, or grid/mesh-based methods for high-dimensional problems, which both do not suffer from noise and bypass the curse of dimensionality. We present a simulation framework that provides such a method using adaptive sparse grids.

97 MATHEMATICS AND COMPUTING↗