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Results for “Stochastic approximation 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.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Diagram of states and morphologies of flexible-semiflexible copolymer chains: A Monte Carlo simulation

A single copolymer chain consisting of multiple flexible (F) and semiflexible (S) blocks has been studied using a continuum bead-spring model by Stochastic Approximation Monte Carlo simulations, which determine the density of states of the model. The only difference between F and S blocks is the intramolecular bending potential, all non-bonded interactions are equal. The state diagrams for this class of models display multiple nematic phases in the collapsed state, characterized through a demixing of the blocks of different stiffness and orientational ordering of the stiff blocks. We observe dumbbell-like morphologies, lamellar phases, and for the larger block lengths also Saturn-like structures with a core of flexible segments and the stiff segments forming a ring around the core.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2016

Parallel and interacting stochastic approximation annealing algorithms for global optimisation

We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using population Monte Carlo ideas. The efficiency of standard SAA algorithm crucially depends on its selfadjusting mechanism which presents stability issues in high dimensional or rugged optimisation problems. The proposed algorithm involves simulating a population of SAA chains that interact each other in a manner that significantly improves the stability of the self-adjusting mechanism and the search for the global optimum in the sampling space, as well as it inherits SAA desired convergence properties when a square-root cooling schedule is used. It can be implemented in parallel computing environments in order to mitigate the computational overhead. As a result, PISAA can address complex optimisation problems that it would be difficult for SAA to satisfactory address. We demonstrate the good performance of the proposed algorithm on challenging applications including Bayesian network learning and protein folding. Our numerical comparisons suggest that PISAA outperforms the simulated annealing, stochastic approximation annealing, and annealing evolutionary stochastic approximation Monte Carlo.

Local trap↗
DOE OSTI2017

A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems

Multilevel Monte Carlo (MLMC) is a recently proposed variation of Monte Carlo (MC) simulation that achieves variance reduction by simulating the governing equations on a series of spatial (or temporal) grids with increasing resolution. Instead of directly employing the fine grid solutions, MLMC estimates the expectation of the quantity of interest from the coarsest grid solutions as well as differences between each two consecutive grid solutions. When the differences corresponding to finer grids become smaller, hence less variable, fewer MC realizations of finer grid solutions are needed to compute the difference expectations, thus leading to a reduction in the overall work. Here this paper presents an extension of MLMC, referred to as multilevel control variates (MLCV), where a low-rank approximation to the solution on each grid, obtained primarily based on coarser grid solutions, is used as a control variate for estimating the expectations involved in MLMC. Cost estimates as well as numerical examples are presented to demonstrate the advantage of this new MLCV approach over the standard MLMC when the solution of interest admits a low-rank approximation and the cost of simulating finer grids grows fast.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2011

Allowing for Horizontally Heterogeneous Clouds and Generalized Overlap in an Atmospheric GCM

While fully accounting for 3D effects in Global Climate Models (GCMs) appears not realistic at the present time for a variety of reasons such as computational cost and unavailability of 3D cloud structure in the models, incorporation in radiation schemes of subgrid cloud variability described by one-point statistics is now considered feasible and is being actively pursued. This development has gained momentum once it was demonstrated that CPU-intensive spectrally explicit Independent Column Approximation (lCA) can be substituted by stochastic Monte Carlo ICA (McICA) calculations where spectral integration is accomplished in a manner that produces relatively benign random noise. The McICA approach has been implemented in Goddard's GEOS-5 atmospheric GCM as part of the implementation of the RRTMG radiation package. GEOS-5 with McICA and RRTMG can handle horizontally variable clouds which can be set via a cloud generator to arbitrarily overlap within the full spectrum of maximum and random both in terms of cloud fraction and layer condensate distributions. In our presentation we will show radiative and other impacts of the combined horizontal and vertical cloud variability on multi-year simulations of an otherwise untuned GEOS-5 with fixed SSTs. Introducing cloud horizontal heterogeneity without changing the mean amounts of condensate reduces reflected solar and increases thermal radiation to space, but disproportionate changes may increase the radiative imbalance at TOA. The net radiation at TOA can be modulated by allowing the parameters of the generalized overlap and heterogeneity scheme to vary, a dependence whose behavior we will discuss. The sensitivity of the cloud radiative forcing to the parameters of cloud horizontal heterogeneity and comparisons of CERES-derived forcing will be shown.

Lee, D.↗
DOE OSTI2022

Surrogate Hessian accelerated structural optimization for stochastic electronic structure theories

In this work, we present an efficient energy-based method for structural optimization with stochastic electronic structure theories, such as diffusion quantum Monte Carlo (DMC). This method is based on robust line-search energy minimization in reduced parameter space, exploiting approximate but accurate Hessian information from a surrogate theory, such as density functional theory. The surrogate theory is also used to characterize the potential energy surface, allowing for simple but reliable ways to maximize statistical efficiency while retaining controllable accuracy. We demonstrate the method by finding the minimum DMC energy structures of the selected flake-like aromatic molecules, such as benzene, coronene, and ovalene, represented by 2, 6, and 19 structural parameters, respectively. In each case, the energy minimum is found within two parallel line-search iterations. The method is near-optimal for a line-search technique and suitable for a broad range of applications. It is easily generalized to any electronic structure method where forces and stresses are still under active development and implementation, such as diffusion Monte Carlo, auxiliary-field Monte Carlo, and stochastic configuration interaction, as well as deterministic approaches such as the random-phase approximation. Accurate and efficient means of geometry optimization could shed light on a broad class of materials and molecules, showing high sensitivity of induced properties to structural variables.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2024

FuseIM: Fusing Probabilistic Traversals for Influence Maximization on Exascale Systems

Probabilistic breadth-first traversals (BPTs) are used in many network science and graph machine learning applications. In this paper, we are motivated by the application of BPTs in stochastic diffusion-based graph problems such as influence maximization. These applications heavily rely on BPTs to implement a Monte-Carlo sampling step for their approximations. Given the large sampling complexity, stochasticity of the diffusion process, and the inherent irregularity in real-world graph topologies, efficiently parallelizing these BPTs remains significantly challenging. In this paper, we present a new algorithm to fuse massive number of concurrently executing BPTs with random starts on the input graph. Our algorithm is designed to fuse BPTs by combining separate traversals into a unified frontier on distributed multi-GPU systems. To show the general applicability of the fused BPT technique, we have incorporated it into two state-of-the-art influence maximization parallel implementations (gIM and Ripples). Our experiments on up to 4K nodes of the OLCF Frontier supercomputer (32,768 GPUs and 196K CPU cores) show strong scaling behavior, and that fused BPTs can improve the performance of these implementations up to 34x (for gIM) and ~360x (for Ripples).

Neff, Reece W.↗
DOE OSTI2019

An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model

We consider a moving shutter and non-deterministic generalization of the diffraction in time model introduced by Moshinsky several decades ago to study a class of quantum transients. We first develop a moving-mesh finite element method (FEM) to simulate the determisitic version of the model. We then apply the FEM and multilevel Monte Carlo (MLMC) algorithm to the stochastic moving-domain model for simulation of approximate statistical moments of the density profile of the stochastic transients.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

In this paper, we develop an improved multilevel Monte Carlo (MLMC) method for estimating cumulative distribution functions (CDFs) of a quantity of interest, coming from numerical approximation of large-scale stochastic subsurface simulations. Compared with Monte Carlo (MC) methods, that require a significantly large number of high-fidelity model executions to achieve a prescribed accuracy when computing statistical expectations, MLMC methods were originally proposed to significantly reduce the computational cost with the use of multifidelity approximations. The improved performance of the MLMC methods depends strongly on the decay of the variance of the integrand as the level increases. However, the main challenge in estimating CDFs is that the integrand is a discontinuous indicator function whose variance decays slowly. To address this difficult task, we approximate the integrand using a smoothing function that accelerates the decay of the variance. In addition, we design a novel a posteriori optimization strategy to calibrate the smoothing function, so as to balance the computational gain and the approximation error. The combined proposed techniques are integrated into a very general and practical algorithm that can be applied to a wide range of subsurface problems for high-dimensional uncertainty quantification, such as a fine-grid oil reservoir model considered in this effort. The numerical results reveal that with the use of the calibrated smoothing function, the improved MLMC technique significantly reduces the computational complexity compared to the standard MC approach. Finally, we discuss several factors that affect the performance of the MLMC method and provide guidance for effective and efficient usage in practice.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2016

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Toward a systematic improvement of the fixed-node approximation in diffusion Monte Carlo for solids—A case study in diamond

While Diffusion Monte Carlo (DMC) is in principle an exact stochastic method for ab initio electronic structure calculations, in practice, the fermionic sign problem necessitates the use of the fixed-node approximation and trial wavefunctions with approximate nodes (or zeros). This approximation introduces a variational error in the energy that potentially can be tested and systematically improved. Here, we present a computational method that produces trial wavefunctions with systematically improvable nodes for DMC calculations of periodic solids. These trial wavefunctions are efficiently generated with the configuration interaction using a perturbative selection made iteratively (CIPSI) method. A simple protocol in which both exact and approximate results for finite supercells are used to extrapolate to the thermodynamic limit is introduced. This approach is illustrated in the case of the carbon diamond using Slater–Jastrow trial wavefunctions including up to one million Slater determinants. Fixed-node DMC energies obtained with such large expansions are much improved, and the fixed-node error is found to decrease monotonically and smoothly as a function of the number of determinants in the trial wavefunction, a property opening the way to a better control of this error. The cohesive energy extrapolated to the thermodynamic limit is in close agreement with the estimated experimental value. Interestingly, this is also the case at the single-determinant level, thus, indicating a very good error cancellation in carbon diamond between the bulk and atomic total fixed-node energies when using single-determinant nodes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

Conditional Point Sampling: A Monte Carlo Method for Radiation Transport in Stochastic Media.

Current methods for stochastic media transport are either computationally expensive or, by nature, approximate. Moreover, none of the well-developed, benchmarked approximate methods can compute the variance caused by the stochastic mixing, a quantity especially important to safety calculations. Therefore, we derive and apply a new conditional probability function (CPF) for use in the recently developed stochastic media transport algorithm Conditional Point Sampling (CoPS), which 1) leverages the full intra-particle memory of CoPS to yield errorless computation of stochastic media outputs in 1D, binary, Markovian-mixed media, and 2) leverages the full inter-particle memory of CoPS and the recently developed Embedded Variance Deconvolution method to yield computation of the variance in transport outputs caused by stochastic material mixing. Numerical results demonstrate errorless stochastic media transport as compared to reference benchmark solutions with the new CPF for this class of stochastic mixing as well as the ability to compute the variance caused by the stochastic mixing via CoPS. Using previously derived, non-errorless CPFs, CoPS is further found to be more accurate than the atomic mix approximation, Chord Length Sampling (CLS), and most of memory-enhanced versions of CLS surveyed. In addition, we study the compounding behavior of CPF error as a function of cohort size (where a cohort is a group of histories that share intra-particle memory) and recommend that small cohorts be used when computing the variance in transport outputs caused by stochastic mixing.

61 RADIATION PROTECTION AND DOSIMETRY↗
DOE OSTI2022

Deterministic and Monte Carlo Nuclear Data Adjustment Methods [Slides]

For the Bayesian Monte Carlo methodology, a need to understand convergence of the posterior moments as a function of the number of parameter realizations is required. In high-dimensional systems, it can be very costly to sample entire parameter space and perform functional evaluation for every realization. Bayesian Monte Carlo allows one to relax the GLLS approximations of model linearity and prior/posterior PDF shape. The Bayesian Stochastic Collocation Method is a deterministic approach to “sample” the parameter space. It allows one to relax the GLLS approximations of model linearity and posterior PDF shape. Higher-order posterior moments (i.e., skewness, kurtosis, etc.) can be studied through polynomial expansion. Tensor product quadrature scales poorly and can use sparse grid quadrature methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1989

Scattering of light by stochastically rough particles

The single particle phase function and the linear polarization for large stochastically deformed spheres have been calculated by Monte Carlo simulation using the geometrical optics approximation. The radius vector of a particle is assumed to obey a bivariate lognormal distribution with three free parameters: mean radius, its standard deviation and the coherence length of the autocorrelation function. All reflections/refractions which include sufficient energy have been included. Real and imaginary parts of the refractive index can be varied without any restrictions. Results and comparisons with some earlier less general theories are presented. Applications of this theory to the photometric properties of atmosphereless bodies and interplanetary dust are discussed.

Peltoniemi, Jouni I.↗
DOE OSTI2021

Space-Time Reduced-Order Modeling for Uncertainty Quantification

This work focuses on the space-time reduced-order modeling (ROM) method for solving large-scale uncertainty quantification (UQ) problems with multiple random coefficients. In contrast with the traditional space ROM approach, which performs dimension reduction in the spatial dimension, the space-time ROM approach performs dimension reduction on both the spatial and temporal domains, and thus enables accurate approximate solutions at a low cost. We incorporate the space-time ROM strategy with various classical stochastic UQ propagation methods such as stochastic Galerkin and Monte Carlo. Numerical results demonstrate that our methodology has significant computational advantages compared to state-of-the-art ROM approaches. By testing the approximation errors, we show that there is no obvious loss of simulation accuracy for space-time ROM given its high computational efficiency.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Modified Closures in Monte Carlo Algorithms for Diffusive Binary Stochastic Media Transport Problems

In a stochastic medium, the material properties at a given spatial location are known only statistically. The most common approach to solving particle transport problems involving binary stochastic media (BSM) is to use the atomic mix approximation in which the transport problem is solved using homogenized (volume-averaged) material properties. A common deterministic model developed for solving BSM particle transport problems is the Levermore-Pomraning (LP) model. Zimmerman and Adams proposed a Monte Carlo algorithm (Algorithm A) that solves the LP equations and another Monte Carlo algorithm (Algorithm B) that locally preserves the sampled material realization; we refer to these Monte Carlo algorithms as the LP and LPLRP (LP local realization preserving) algorithms, respectively. One-dimensional (1D) planar geometry benchmark studies have shown that the LPLRP algorithm is often significantly more accurate than the LP algorithm for problems with an incident angular flux as well as for problems with an interior source. The LPLRP algorithm implementation in these benchmark comparisons made explicit use of the one-dimensional nature of the problem. The LP model is derived by assuming an 'upwind' closure in the coupling term relating the two materials in a binary stochastic medium. Su and Pomraning developed a modified form of this closure by considering the small correlation length limit and requiring the modified closure to produce the correct exponential decay for a source-free half-line albedo problem in rod geometry. They concluded that the modified closure is generally not inferior to the LP closure and in some cases is significantly better. Brantley investigated the use of the Su-Pomraning (SP) closure in the Monte Carlo LP algorithm (LP-SP) for the suite of benchmark problems and concluded that 1) the LP-SP algorithm was somewhat more accurate overall than the LP algorithm and somewhat less accurate overall than the LPLRP algorithm for an incident angular flux benchmark suite, and 2) the LP-SP algorithm was generally the least accurate of the algorithms for an interior source benchmark suite. Larsen et al. performed an asymptotic analysis of the transport equation in 1D planar geometry for the situation in which the physical system is 1) a random binary stochastic medium with material macroscopic total cross sections and mean slab width values of O(1) or smaller and 2) optically thick with weak absorption and sources at each spatial point and therefore globally diffusive. The asymptotic analysis demonstrates that, under these assumptions, the transport equation limits to the conventional diffusion equation with atomically-mixed (volume-averaged) material properties. Larsen et al. also demonstrate that, under these same assumptions, the LP equations asymptotically limit to an atomically-mixed diffusion equation with a diffusion coefficient that is too large, leading to an unphysical flattening of the ensemble-averaged scalar flux distribution. Vasques and Yadav recently performed an asymptotic analysis of an adjusted Levermore-Pomraning closure in which the Markovian transition functions are rescaled such that the equations asymptotically limit to the correct atomically-mixed diffusion equation; we refer to this model as LP-VY. In this paper, we demonstrate that the adjusted LP closure proposed by Vasques and Yadav is a special case of the SP closure obtained by assuming that the absorption cross sections in the two materials are equal. We further demonstrate that the Su-Pomraning closure has the correct asymptotic limit for the diffusive physical system and is therefore an appropriate closure for these problems. We also describe how to incorporate these various closures into the Monte Carlo LP and LPLRP particle transport algorithms, and we present numerical results comparing the accuracy of the Monte Carlo LP, LP-VY, LP-SP, LPLRP, and LPLRP-SP algorithms for the set of diffusive benchmark problems. We demonstrated that the SP closure has the correct asymptotic limit for the diffusive physical system under investigation in this paper and that the VY closure is a special case of the SP closure obtained by assuming equal absorption in the two materials. Both of these closures are readily implemented in the Monte Carlo LP and LPLRP algorithms for particle transport in BSM. Through numerical comparisons to a diffusive benchmark suite, we confirmed that 1) the LP and LPLRP algorithms do not limit to the appropriate diffusion solution and 2) the LP-VY, LP-SP, and LPLRP-SP algorithms limit to the appropriate diffusion solution and are of comparable accuracy. The LPLRP algorithm has been shown to be generally more accurate than the LP algorithm for non-diffusive problems. However, the numerical results in this paper indicate that the LPLRP algorithm does not limit to the correct diffusion equation for the asymptotic limit under consideration. The work in this paper demonstrates that the SP algorithm does limit to the correct diffusion equation for the asymptotic limit considered. Future work will investigate the possibility of whether the LPLRP-SP algorithm is accurate for both diffusive and non-diffusive problems.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

VERA neutronics high-fidelity benchmark for a modern PWR core design

Nearly 20 years since the origin of the infamous 'Kord Smith Challenge', and after 10 years and hundreds of millions of dollars invested by the US Department of Energy into the development of the Virtual Environment for Reactor Applications (VERA), the capability to accurately simulate a modern pressurized water reactor (PWR) fuel cycle at the fuel rod level with high-fidelity Monte Carlo (MC) stochastic transport methods still evades us. The deterministic methods in VERA make approximations that allow it to be successfully benchmarked against measured data from hundreds of PWR fuel cycles, but none of these benchmarks provided information at the local fuel rod level or allowed quantification of these approximations' impact for modern PWR reload designs. Using MPACT to establish the estimated isotopic distributions and thermal hydraulic conditions in a recent and challenging reactor design, a 2D quarter-core benchmark problem was established and solved consistently with both MPACT, the 51-energy group deterministic transport solver in VERA, and Shift, the continuous-energy MC transport solver in VERA. Impacts of energy groups, ray spacing, and scattering treatment were evaluated. Though MPACT has been previously shown to perform well compared to MC methods for initial Cycle 1 cores with only fresh fuel, this is the first benchmark of MPACT for a challenging modern reload core with depleted fuel and burnable absorbers. This work establishes additional credibility for the methods in MPACT and highlights the efficiency of these methods relative to those in use by MC-based tools. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗