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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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Bayesian Inversion of Seismic and Electromagnetic Data for Marine Gas Reservoir Characterization Using Multi-chain Markov Chain Monte Carlo Sampling

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic amplitude versus angle (AVA) and controlled source electromagnetic (CSEM) data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo (MCMC) sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis (DREAM) and Adaptive Metropolis (AM) samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and CSEM data. The multi-chain MCMC is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic AVA and CSEM joint inversion provides better estimation of reservoir saturations than the seismic AVA-only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated – reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

Ren, Huiying↗
DOE OSTI2018

Adaptive stratified importance sampling: hybridization of extrapolation and importance sampling Monte Carlo methods for estimation of wind turbine extreme loads

Wind turbine extreme load estimation is especially difficult because turbulent inflow drives nonlinear turbine physics and control strategies; thus there can be huge differences in turbine response to essentially equivalent environmental conditions. The two main current approaches, extrapolation and Monte Carlo sampling, are both unsatisfying: extrapolation-based methods are dangerous because by definition they make predictions outside the range of available data, but Monte Carlo methods converge too slowly to routinely reach the desired 50-year return period estimates. Thus a search for a better method is warranted. We introduce an adaptive stratified importance sampling approach that allows for treating the choice of environmental conditions at which to run simulations as a stochastic optimization problem that minimizes the variance of unbiased estimates of extreme loads. Furthermore, the framework, built on the traditional bin-based approach used in extrapolation methods, provides a close connection between sampling and extrapolation, and thus allows the solution of the stochastic optimization (i.e., the optimal distribution of simulations in different wind speed bins) to guide and recalibrate the extrapolation. Results show that indeed this is a promising approach, as the variance of both the Monte Carlo and extrapolation estimates are reduced quickly by the adaptive procedure. We conclude, however, that due to the extreme response variability in turbine loads to the same environmental conditions, our method and any similar method quickly reaches its fundamental limits, and that therefore our efforts going forward are best spent elucidating the underlying causes of the response variability.

17 WIND ENERGY↗
DOE OSTI2023

DeepThermo: Deep Learning Accelerated Parallel Monte Carlo Sampling for Thermodynamics Evaluation of High Entropy Alloys

Since the introduction of Metropolis Monte Carlo (MC) sampling, it and its variants have become standard tools used for thermodynamics evaluations of physical systems. However, a long-standing problem that hinders the effectiveness and efficiency of MC sampling is the lack of a generic method (a.k.a. MC proposal) to update the system configurations. Consequently, current practices are not scalable. Here we propose a parallel MC sampling framework for thermodynamics evaluation—DeepThermo. By using deep learning–based MC proposals that can globally update the system configurations, we show that DeepThermo can effectively evaluate the phase transition behaviors of high entropy alloys, which have an astronomical configuration space. For the first time, we directly evaluate a density of states expanding over a range of ~e 10,000 for a real material. We also demonstrate DeepThermo’s performance and scalability up to 3,000 GPUs on both NVIDIA V100 and AMD MI250X-based supercomputers.

Yin, Junqi↗
DOE OSTI2026

Improving statistical precision in Monte Carlo samples with negative weights via reweighting and uncertainty quantification

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight distributions of any sample, allowing the reduction of statistical uncertainty by reweighting kinematically equivalent events with the same sign. A robust uncertainty quantification method is required for the practical application of such method. Two methods for the estimation of the reweighting uncertainty are developed: one at the event and another one at the final observable level. The latter method is strongly favored. The gains in statistical precision are then quantified. The method is demonstrated on Sherpa vector boson plus jets samples when using all generated events and when restricted to the signal region of a mock analysis. It is demonstrated to significantly reduce stochastic behavior in sparse MC samples while decreasing the overall uncertainty with a sufficiently well-known reweighting function.

Monte Carlo methods↗
DOE OSTI2017

Monte Carlo sampling and correlation coefficients of critical experiments

We study the influence of calculation parameters on Monte-Carlo generated correlation coefficients of k{sub eff} values for a data set of critical experiments. The correlation coefficients can be used e.g. to reduce conservatism in bias estimations, but generally must be treated correctly if a data set includes correlations. We find that the actual value of the correlation coefficient for a given data set depends on the number of samples and the ratio of the sampling uncertainty to the Monte-Carlo uncertainty of the individual k{sub eff} calculation. We also discuss that the number of input parameters of the model to calculate the k{sub eff} values do not necessarily impact the convergence of the correlation coefficient with increasing sample number. However, we explain how varying the aforementioned parameters lead to different converged results for the correlation coefficients. The conclusion is that a correlation coefficient should not be discussed isolated but with the underlying uncertainties of both, the k{sub eff} estimation and the Monte Carlo sampling approach. The underlying modelling approach of the experimental data has to be described in detail. This should include a sensitivity analysis of the impact of input parameters on the k{sub eff} uncertainty with respect to the modelling approach.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗
DOE OSTI2022

Implementation of a practical Markov chain Monte Carlo sampling algorithm in PyBioNetFit

Abstract Summary Bayesian inference in biological modeling commonly relies on Markov chain Monte Carlo (MCMC) sampling of a multidimensional and non-Gaussian posterior distribution that is not analytically tractable. Here, we present the implementation of a practical MCMC method in the open-source software package PyBioNetFit (PyBNF), which is designed to support parameterization of mathematical models for biological systems. The new MCMC method, am, incorporates an adaptive move proposal distribution. For warm starts, sampling can be initiated at a specified location in parameter space and with a multivariate Gaussian proposal distribution defined initially by a specified covariance matrix. Multiple chains can be generated in parallel using a computer cluster. We demonstrate that am can be used to successfully solve real-world Bayesian inference problems, including forecasting of new Coronavirus Disease 2019 case detection with Bayesian quantification of forecast uncertainty. Availability and implementation PyBNF version 1.1.9, the first stable release with am, is available at PyPI and can be installed using the pip package-management system on platforms that have a working installation of Python 3. PyBNF relies on libRoadRunner and BioNetGen for simulations (e.g. numerical integration of ordinary differential equations defined in SBML or BNGL files) and Dask.Distributed for task scheduling on Linux computer clusters. The Python source code can be freely downloaded/cloned from GitHub and used and modified under terms of the BSD-3 license (https://github.com/lanl/pybnf). Online documentation covering installation/usage is available (https://pybnf.readthedocs.io/en/latest/). A tutorial video is available on YouTube (https://www.youtube.com/watch?v=2aRqpqFOiS4&t=63s). Supplementary information Supplementary data are available at Bioinformatics online.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2021

Exploring DFT+U parameter space with a Bayesian calibration assisted by Markov chain Monte Carlo sampling

Abstract The density-functional theory is widely used to predict the physical properties of materials. However, it usually fails for strongly correlated materials. A popular solution is to use the Hubbard correction to treat strongly correlated electronic states. Unfortunately, the values of the Hubbard U and J parameters are initially unknown, and they can vary from one material to another. In this semi-empirical study, we explore the U and J parameter space of a group of iron-based compounds to simultaneously improve the prediction of physical properties (volume, magnetic moment, and bandgap). We used a Bayesian calibration assisted by Markov chain Monte Carlo sampling for three different exchange-correlation functionals (LDA, PBE, and PBEsol). We found that LDA requires the largest U correction. PBE has the smallest standard deviation and its U and J parameters are the most transferable to other iron-based compounds. Lastly, PBE predicts lattice parameters reasonably well without the Hubbard correction.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Accelerating the discovery of low-energy structure configurations: A computational approach that integrates first-principles calculations, Monte Carlo sampling, and Machine Learning

Finding Minimum Energy Configurations (MECs) is essential in fields such as physics, chemistry, and materials science, as they represent the most stable states of the systems. In particular, identifying such MECs in multi-component alloys considered candidate PFMs is key because it determines the most stable arrangement of atoms within the alloy, directly influencing its phase stability, structural integrity, and thermo-mechanical properties. However, since the search space grows exponentially with the number of atoms considered, obtaining such MECs using computationally expensive first-principles DFT calculations often results in a cumbersome task. To escape the above compromise between physical fidelity and computational efficiency, we have developed a novel physics-based data-driven approach that combines Monte Carlo sampling, first-principles DFT calculations, and Machine Learning to accelerate the discovery of MECs in multi-component alloys. More specifically, we have leveraged well-established Cluster Expansion (CE) techniques with Local Outlier Factor models to establish strategies that enhance the reliability of the CE method. In this work, we demonstrated the capabilities of the proposed approach for the particular case of a tungsten-based quaternary high-entropy alloy. However, the method is applicable to other types of alloys and enables a wide range of applications.

36 MATERIALS SCIENCE↗
DOE OSTI2016

Propagating Mixed Uncertainties in Cyber Attacker Payoffs: Exploration of Two-Phase Monte Carlo Sampling and Probability Bounds Analysis

Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker and system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.

cyber security↗
DOE OSTI2018

Histogram-free multicanonical Monte Carlo sampling to calculate the density of states

Here, we report a new multicanonical Monte Carlo algorithm to obtain the density of states for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain a closed-form expression for the density of states expressed in a chosen basis set, instead of a numerical array of finite resolution as in previous variants of this class of MC methods such as the multicanonical sampling and Wang–Landau sampling. This is enabled by storing the visited states directly and avoiding the explicit collection of a histogram. This practice also has the advantage of avoiding undesirable artificial errors caused by the discretization and binning of continuous state variables. Our results show that this scheme is capable of obtaining converged results with a much reduced number of Monte Carlo steps, leading to a significant speedup over existing algorithms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Accelerating Markov Chain Monte Carlo sampling with diffusion models

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a Metropolis-Hastings algorithm with a diffusion model that can draw global samples with the aim of approximating the posterior. We briefly review diffusion models in the context of image synthesis before providing a streamlined diffusion model tailored towards low-dimensional data arrays. We then present our adapted Metropolis-Hastings algorithm which combines local proposals with global proposals taken from a diffusion model that is regularly trained on the samples produced during the MCMC run. Our approach leads to a significant reduction in the number of likelihood evaluations required to obtain an accurate representation of the Bayesian posterior across several analytic functions, as well as for a physical example based on a global fit of parton distribution functions. Our method is extensible to other MCMC techniques, and we briefly compare our method to similar approaches based on normalising flows. A code implementation can be found at https://github.com/NickHunt-Smith/MCMC-diffusion.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2017

An assessment of total depletion uncertainties for a GBC-32 dry storage cask with PLUS7 fuels using Monte Carlo sampling and two-way ANOVA F-test

It is important to accurately evaluate depletion uncertainties that exist due to the limitations of a computer code on accuracy in a nuclear depletion calculation for criticality safety analysis. In this work, the bias and bias uncertainty in the effective neutron multiplication factor (k{sub eff}) for the generic 32 PWR-assembly burnup credit (GBC-32) cask system were assessed using the Monte Carlo uncertainty sampling method for three different burnups and the isotopic biases and uncertainties obtained with the calculated and measured isotopic concentrations. The PLUS7 used nuclear fuel assemblies discharged from the Hanbit Nuclear Power Plant Unit 3 were assumed to be loaded into the GBC-32 cask. In addition, the statistical F-test in the two-way analysis of variance (ANOVA) was suggested to efficiently estimate the statistically converged total depletion uncertainty in k{sub eff}, with a significant reduction of computing efforts in the Monte Carlo criticality calculations, and it was applied to the GBC-32 cask system after a sensitivity analysis was performed to select the important nuclides having significant contributions to the total depletion uncertainty. With the statistical F-tests in the two-way ANOVA, 100 criticality calculations were needed to get a statistically converged total depletion uncertainty for 10 and 30 GWD/MTU, while 120 criticality calculations were needed for 50 GWD/MTU. (authors)

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
NASA NTRSDate not supplied

Using Importance Sampling Monte Carlo to Analyze Aircraft Takeoff and Landing

Aircraft have achieved high levels of reliability, so the probability of undesirable dynamics is very low. The low probability of a bad takeoff or landing challenges nondeterministic methods to quantify the uncertainty of these improbable events. In the present work, a Monte Carlo method is defined to more effectively quantify these unlikely events that is suitable for uncertainty analysis of a mature design with many uncertainty parameters. The proposed Monte Carlo method has been applied to the takeoff and landing of the X-59 Quiet SuperSonic Technology (QueSST). Takeoff and landing simulation profiles were defined using a combination of industry standards and piloted simulation experience. The proposed method is shown to be able to quantify events with significantly fewer samples than would be required with conventional Monte Carlo. These results improve understanding of the sensitivity of the takeoff and landing dynamics to inform further studies and test planning.

Jeffrey Ouellette↗