Search NASA⌕ Search

SEARCH · Search NASA

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
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 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 OSTI2026

Empirical investigation of nuclear correlation function distributions in lattice QCD

Two-point correlation functions of systems with baryon number 𝐵 ∈ {1,2,3,4} are investigated using lattice quantum chromodynamics (QCD). In particular, the empirical distributions of importance-sampling Monte-Carlo samples of these correlation functions are examined as a function of the spacetime separation between the two points and the baryon number. While the exact forms of these distributions are not known for QCD, recent work has determined asymptotic expressions for analogous correlation function distributions in simpler theories such as scalar field theory and the disordered phase of the 𝑂⁡(𝑁) model. The theoretical 𝑂⁡(𝑁) model distributions are found to provide an accurate description of the empirical QCD distributions at zero momentum over a wide range of temporal separations for each baryon number when assessed with a range of different statistical tests. In particular, the behavior of the baryon number 𝐵 QCD correlation function at large temporal separation is well reproduced by the 𝑂⁡(𝑁 ∼ 2/𝐵) model distribution.

Lattice field theory↗
DOE OSTI2025

Quantitative Modeling of High-Energy Electron Scattering in Thick Samples Using Monte Carlo Techniques

Cryo-electron microscopy (cryo-EM) is a powerful tool for imaging biological samples but is typically limited by sample thickness, which is restricted to a few hundred nanometers depending on the electron energy. However, there is a growing need for imaging techniques capable of studying biological samples up to 10 µm in thickness while maintaining nanoscale resolution. This need motivates the use of mega-electron-volt scanning transmission electron microscopy (MeV-STEM), which leverages the high penetration power of MeV electrons to generate high-resolution images of thicker samples. In this study, we employ Monte Carlo simulations to model electron–sample interactions and explore the signal decay of imaging electrons through thick specimens. By incorporating material properties, interaction cross-sections for energy loss, and experimental parameters, we investigate the relationship between the incident and transmitted beam intensities. Key factors such as detector collection angle, convergence semi-angle, and the material properties of samples were analyzed. Our results demonstrate that the relationship between incident and transmitted beam intensities follows the Beer–Lambert law over thicknesses ranging from a few microns to several tens of microns, depending on material composition, electron energy, and collection angles. The linear depth of silicon dioxide reaches 3.9 µm at 3 MeV, about 6 times higher than that at 300 keV. Meanwhile, the linear depth of amorphous ice reaches 17.9 µm at 3 MeV, approximately 11.5 times higher than that at 300 keV. These findings are crucial for advancing the study of thick biological and semiconductor samples using MeV-STEM.

36 MATERIALS SCIENCE↗
DOE OSTI2025

MCCCS-MN

The MCCCS‒MN (Monte Carlo for Complex Chemical Systems‒Minnesota) software is developed by the Siepmann research group at the University of Minnesota. MCCCS‒MN allows for the simulation of multi-component molecular systems in the canonical, isobaric-isothermal (including constant stress for solids), grand-canonical, semi-grand, and Gibbs (NVT, NPT, and more than two simulation boxes) ensembles. It uses the configurational-bias Monte Carlo method to efficiently sample phase space for linear, branched and cyclic chain molecules, the adiabatic nuclear and electronic sampling Monte Carlo method to treat many-body polarization effects, and the aggregation-volume-bias Monte Carlo algorithm to efficiently sample the spatial distribution of associating molecules. MCCCS-MN employs a molecular representation of the system where force fields contain bonded and non-bonded terms. Funding for the development of MCCCS-MN through grants from the National Science Foundation (simulation of fluid phase equilibria and chromatography) and the Department of Energy (simulation of adsorption equilibria) is gratefully acknowledged.

Siepmann, J.Ilja [University of Minnesota - Twin C↗
DOE OSTI2026

Renovating Monte Carlo Methods and Codebases with Generative Models

The code will implement a standardized interface for Monte Carlo sampling methods, including conventional techniques, and going beyond current available packages to also incorporate generative model-enabled Monte Carlo sampling to provide a unified framewor

Garcia-Cardona, Cristina↗
DOE OSTI2025

Denoising Autoencoder for Reconstructing Sensor Observation Data and Predicting Evapotranspiration: Noisy and Missing Values Repair and Uncertainty Quantification

Abstract Machine learning (ML) methods applied in scientific research often deal with interrelated features in high‐dimensional data. Reducing data noise and redundancy is needed to increase prediction accuracy and efficiency especially when dealing with data from field sensors. We explored an unsupervised learning method, the denoising autoencoder (DAE), to extract the underlying data structure from noisy raw data in the context of predicting hydrologic quantities from multiple field sensors. These sensors have intrinsic instrumental noise and occasional malfunctions that cause missing values. Our DAE neural network reconstructed meteorological sensor data containing noise and missing values to predict evapotranspiration in a mountainous watershed. The DAE reconstructed the sensor variables with a mean coefficient of determination value of 0.77 across 15 dimensions representing individual sensors. It reduced variance and bias uncertainties compared to a classical autoencoder model. The reconstruction quality varied across dimensions depending on their cross‐correlation and alignment with the underlying data structure. Uncertainties arising from the model structure were overall higher than those resulting from data corruption. We attached the DAE structure to a downstream ET‐prediction neural network in three formats and achieved reasonably accurate ET predictions . The use of the DAE notably reduced variance uncertainty in ET prediction. However, excessive variance reduction may be accompanied by an increase in bias due to the intrinsic bias‐variance tradeoff. Our method of evaluating and reducing uncertainties in aggregated data from different sources can be used to improve predictive models, process understanding, and uncertainty quantification for better water resource management. Plain Language Summary We present a machine learning method, namely the denoising autoencoder, which reduces the effects of data noise and missing values typically present in scientific data sets collected through sensor measurements. This method selects the most relevant information from noisy raw data collected by the instruments and fills in missing values. To demonstrate the effectiveness of our method, we applied it to predict evapotranspiration, a hydrologic variable that represents the water moved from the land surface to the atmosphere through a combination of evaporation and plant water use (transpiration). We also used a random sampling technique (the Monte Carlo method) to compare the uncertainty in the predictions when using the raw and noisy data versus the reconstructed data. The denoising process produced more accurate predictions of evapotranspiration with less uncertainty. Improved predictions of evapotranspiration can lead to a better understanding and accounting of water budgets. This ML approach is broadly suitable for a wide variety of applications that involve noisy sensor data with missing values. Key Points We used a denoising autoencoder (DAE) neural network to reduce noise in meteorological and soil sensor observations by on average We used Monte Carlo sampling to estimate the bias and variance of all model outputs, including uncertainty sources from data and the model We attached the DAE component to a downstream neural network to predict ET with the variance reduced by , compared to that without the DAE

denoising autoencoder↗
DOE OSTI2025

Progress in Normalizing Flows for 4d Gauge Theories

Normalizing flows have arisen as a tool to accelerate Monte Carlo sampling for lattice field theories. This work reviews recent progress in applying normalizing flows to 4-dimensional nonabelian gauge theories, focusing on two advancements: an architectural improvement referred to as learned active loops, and the application of correlated ensemble methods to QCD with N f = 2 dynamical fermions.

Abbott, Ryan [Massachusetts Institute of Technolog↗
DOE OSTI2024

Variational inference of effective range parameters for 3 He− 4 He scattering

We use two different methods, Monte Carlo sampling and variational inference (VI), to perform a Bayesian calibration of the effective-range parameters in 3 He– 4 He elastic scattering. The parameters are calibrated to data from a recent set of 3 He– 4 He elastic scattering differential cross section measurements. Analysis of these data for E lab ≤ 4.3 MeV yields a unimodal posterior for which both methods obtain the same structure. However, the effective-range expansion amplitude does not account for the 7/2 − state of 7 Be so, even after calibration, the description of data at the upper end of this energy range is poor. The data up to E lab = 2.6 MeV can be well described, but calibration to this lower-energy subset of the data yields a bimodal posterior. After adapting VI to treat such a multi-modal posterior we find good agreement between the VI results and those obtained with parallel-tempered Monte Carlo sampling.

effective field theory↗
DOE OSTI2025

Deep Learning without Global Optimization by Random Fourier Neural Networks

Here we introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov chain Monte Carlo sampling procedure to iteratively train network layers, avoiding global and gradient-based optimization while maintaining error control. It consistently attains the theoretical approximation rate for residual networks with complex exponential activation functions, determined by network complexity. Additionally, it enables efficient learning of multiscale and high-frequency features, producing interpretable parameter distributions. Despite using sinusoidal basis functions, we do not observe Gibbs phenomena in approximating discontinuous target functions.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1985

Large-cell Monte Carlo renormalization of irreversible growth processes

Monte Carlo sampling is applied to a recently formulated direct-cell renormalization method for irreversible, disorderly growth processes. Large-cell Monte Carlo renormalization is carried out for various nonequilibrium problems based on the formulation dealing with relative probabilities. Specifically, the method is demonstrated by application to the 'true' self-avoiding walk and the Eden model of growing animals for d = 2, 3, and 4 and to the invasion percolation problem for d = 2 and 3. The results are asymptotically in agreement with expectations; however, unexpected complications arise, suggesting the possibility of crossovers, and in any case, demonstrating the danger of using small cells alone, because of the very slow convergence as the cell size b is extrapolated to infinity. The difficulty of applying the present method to the diffusion-limited-aggregation model, is commented on.

Nakanishi, H.↗
DOE OSTI2025

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Non-invasive simulations of coronary hemodynamics have improved clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree, which ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating vessel-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from clinical CT myocardial perfusion imaging to estimate branch-specific coronary artery flows. Simulated noise in the clinical data is used to estimate the joint posterior distributions of the model parameters using adaptive Markov Chain Monte Carlo sampling. Additionally, the posterior predictive distribution for the relevant quantities of interest is determined using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. This leads to improved correlations between high- and low-fidelity model outputs. Our framework accurately recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement noise uncertainty. We observe substantial reductions in confidence intervals for estimated quantities of interest compared to single-fidelity Monte Carlo estimation and state-of-the-art multi-fidelity Monte Carlo methods. This holds especially true for quantities of interest that showed limited correlation between the low- and high-fidelity model predictions. In addition, the proposed multi-fidelity Monte Carlo estimators are significantly cheaper to compute than traditional estimators, under a specified confidence level or variance. The proposed pipeline for personalized and uncertainty-aware predictions of coronary hemodynamics is based on routine clinical measurements and recently developed techniques for CT myocardial perfusion imaging. The proposed pipeline offers significant improvements in precision and reduction in computational cost.

Bayesian parameter estimation↗
DOE OSTI2025

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Sign Problem in Tensor-Network Contraction

We investigate how the computational difficulty of contracting tensor networks depends on the sign structure of the tensor entries. Using results from computational complexity, we observe that the approximate contraction of tensor networks with only positive entries has lower computational complexity as compared to tensor networks with general real or complex entries. This raises the question of how this transition in computational complexity manifests itself in the hardness of different tensor-network-contraction schemes. We pursue this question by studying random tensor networks with varying bias toward positive entries. First, we consider contraction via Monte Carlo sampling and find that the transition from hard to easy occurs when the tensor entries become predominantly positive; this can be understood as a tensor-network manifestation of the well-known negative-sign problem in quantum Monte Carlo. Second, we analyze the commonly used contraction based on boundary tensor networks. The performance of this scheme is governed by the number of correlations in contiguous parts of the tensor network (which by analogy can be thought of as entanglement). Remarkably, we find that the transition from hard to easy—i.e., from a volume-law to a boundary-law scaling of entanglement—already occurs for a slight bias of the tensor entries toward a positive mean, scaling inversely with the bond dimension D , and thus the problem becomes easy the earlier the larger D occurs. This is in contrast both to expectations and to the behavior found in Monte Carlo contraction, where the hardness at fixed bias increases with the bond dimension. To provide insight into this early breakdown of computational hardness and the accompanying entanglement transition, we construct an effective classical statistical-mechanical model that predicts a transition at a bias of the tensor entries of 1 / D , confirming our observations. We conclude by investigating the computational difficulty of computing expectation values of tensor-network wave functions (projected entangled-pair states, PEPSs) and find that in this setting, the complexity of entanglement-based contraction always remains low. We explain this by providing a local transformation that maps PEPS expectation values to a positive-valued tensor network. This not only provides insight into the origin of the observed boundary-law entanglement scaling but also suggests new approaches toward PEPS contraction based on positive decompositions. Published by the American Physical Society 2025

Chen, Jielun (ORCID:0000000178411545)↗
NASA NTRS2010

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Verification

This paper is focused on applying Monte Carlo simulation to probabilistic launch vehicle design and requirements verification. The approaches developed in this paper can be applied to other complex design efforts as well. Typically the verification must show that requirement "x" is met for at least "y" % of cases, with, say, 10% consumer risk or 90% confidence. Two particular aspects of making these runs for requirements verification will be explored in this paper. First, there are several types of uncertainties that should be handled in different ways, depending on when they become known (or not). The paper describes how to handle different types of uncertainties and how to develop vehicle models that can be used to examine their characteristics. This includes items that are not known exactly during the design phase but that will be known for each assembled vehicle (can be used to determine the payload capability and overall behavior of that vehicle), other items that become known before or on flight day (can be used for flight day trajectory design and go/no go decision), and items that remain unknown on flight day. Second, this paper explains a method (order statistics) for determining whether certain probabilistic requirements are met or not and enables the user to determine how many Monte Carlo samples are required. Order statistics is not new, but may not be known in general to the GN&C community. The methods also apply to determining the design values of parameters of interest in driving the vehicle design. The paper briefly discusses when it is desirable to fit a distribution to the experimental Monte Carlo results rather than using order statistics.

Hanson, John M.↗