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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 OSTI2026

A hybrid Monte Carlo-deterministic second moment method with efficient variance reduction

In this work, we present a hybrid method that combines Monte Carlo with deterministic finite element methods to solve a linear Boltzmann transport equation. Our hybrid method runs orders of magnitude faster than Monte Carlo, without sacrificing accuracy, for a proxy problem from radiative transfer that contains both optically-thick and optically-thin material. We believe that this is the first demonstration of a hybrid Second Moment Method in more than one spatial dimension, the first to consider more than one material, and the first to use variance reduction. Our variance reduction approach arises from an asymptotic analysis in which we show that the magnitude of the scattering source grows without bound. We transform the problem to compute the deviation of the radiation intensity from isotropy. The magnitude of the source in the transformed problem is bounded, and the quality of the hybrid method solution is dramatically improved by a substantial reduction in the variance.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2026

Variance reduction in lattice QCD observables via normalizing flows

Normalizing flows can be used to construct unbiased, reduced-variance estimators for lattice field theory observables that are defined by a derivative with respect to action parameters. This work implements the approach for observables involving gluonic operator insertions in the SU(3) Yang-Mills theory and two-flavor QCD in four space-time dimensions. Variance reduction by factors of 10–60 is achieved in glueball correlation functions and in gluonic matrix elements related to hadron structure, with demonstrated computational advantages. The observed variance reduction is found to be approximately independent of the lattice volume, so volume transfer can be utilized to minimize training costs.

Abbott, Ryan [Columbia U.; MIT, Cambridge, CTP; IA↗
DOE OSTI2025

Godiva IV Thermal Neutron Dosimetry Modeling and Variance Reduction

The transfer of the Godiva IV experiment from the Los Alamos Critical Experiments Facility (LACEF) to the National Critical Experiments Research Center (NCERC) introduced a vastly different experiment room return to the neutron flux. The contribution of the background to the burst neutron energy spectrum is significant in the thermal and epithermal neutron energies. Target materials may be placed in various locations in the Godiva room, or outside of the room, for thermal neutron activation. Modeling of this dosimetry problem in Monte Carlo N-Particle (MCNP) presented a novel challenge compared to previous Godiva IV glory hole irradiation simulations. An advanced dosimetry modeling framework for high efficiency calculations in locations far from the Godiva IV fission source was desired. The mesh-based weight windows and point detector advanced variance reduction techniques in MCNP were implemented and tested using adaptations of the critical experiment benchmark model of the Godiva IV problem. The models were validated against measured activations of Nickel, Indium, Scandium, and Cobalt foils at locations 2 meters from the Godiva IV core. Dosimetry measurements were performed in collaboration with Sandia National Laboratory. The weight windows and point detector variance reduction coupled method resulted in the highest problem efficiency.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

CoVVVR: Control Variates & Vegas Variance Reduction

This package is a wrapper over the vegas integration package. The control variate variance reduction method is applied to the function when integrated along with the techniques applied in vegas such as importance sampling. To understand control variates, lets first look at how Monte Carlo works.

Scott, JacobL. [Univ. of Kansas, Lawrence, KS (Uni↗
DOE OSTI2026

Learning the generating functional for variance reduction in lattice QCD

The generating functional in quantum field theory provides the natural framework for constructing correlation functions as derivatives with respect to source operators. We present a methodology that leverages machine-learned normalizing flows to reduce the variance of arbitrary $N$-point correlation functions of bosonic operators in lattice gauge field theory calculations by encoding a representation of the generating functional. We show that it is possible to systematically approach noiseless estimators of correlation functions in this framework. We demonstrate this methodology with applications to calculations of glueball correlation functions and Wilson loops in Quantum Chromodynamics and Yang-Mills theory. The results show up to three orders of magnitude variance reduction.

Abbott, Ryan [Columbia U.] (ORCID:0000000258778005↗
DOE OSTI2024

Variance reduction via simultaneous importance sampling and control variates techniques using vegas

Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To improve the accuracy of MC integration, a number of useful variance reduction algorithms have been developed, including importance sampling and control variates. In this work, we demonstrate how these two methods can be applied simultaneously, thus combining their benefits. We provide a python wrapper, named CoVVVR, which implements our approach in the VEGAS program. The improvements are quantified with several benchmark examples from the literature.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2026

CADIS and FW-CADIS Variance Reduction in Gamma Transport for Predicting Prompt Forensics Signatures

The goal of prompt nuclear forensics is to determine the characteristics of a nuclear detonation based on the signatures available almost immediately after the explosion. An important characteristic is the reaction time history (RTH), a measure of the device’s rate of neutron multiplication. The RTH can be estimated by observation of the gamma radiation emitted from the detonation, which can be detected directly or observed indirectly as Teller light. Gamma transport simulations used to predict these radiation fields are often modeled stochastically using the Monte Carlo N-Particle (MCNP) code, which can be a computationally demanding task due to the number of particle histories needed to achieve statistical convergence. In an attempt to improve the efficiency of these calculations, we evaluate two variance reduction techniques: Consistent Adjoint-Driven Importance Sampling (CADIS) and Forward-Weighted Consistent Adjoint-Driven Importance Sampling (FW-CADIS). These methods use a deterministically calculated adjoint flux to create weight windows and source biasing that guide MCNP sampling. We study the utility of CADIS and FW-CADIS for their use in MCNP gamma transport for nuclear forensics prediction simulations. Furthermore, the results demonstrate that both CADIS and FW-CADIS improve the accuracy for forensics-focused simulations, with CADIS being most beneficial in direct detection and FW-CADIS being ideal for computing a global Teller light source.

CADIS↗
DOE OSTI2026

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗
DOE OSTI2024

Godiva IV Simulated Radiation Field Characterization and Variance Reduction

Godiva IV is a system comprised of highly enriched uranium alloyed with molybdenum in the form of fuel plate rings. The reactor, along with its predecessors, was designed with the unique ability to satisfy interests in the super-prompt-critical reactor operation space. Originally, the reactor was part of the Los Alamos Critical Experiments Facility (LACEF) at Technical Area-18 (TA-18). The radiation field around Godiva at this facility was well characterized and understood. As a fast neutron system, the neutron spectrum in and around Godiva was close to a Watt Fission spectrum. The Kiva where Godiva IV was located at LACEF was made of thin, sheet metal walls which did not contribute significantly to the neutron spectrum. Following the transition of LACEF to the National Critical Experiments and Research Center (NCERC) in Nevada, Godiva-IV was moved from TA-18 to the Device Assembly Facility (DAF) at the Nevada National Security Site (NNSS). Part of this move brought renewed interest in radiation field characterization. The new facility introduced significant changes to the environment surrounding Godiva, and preliminary foil irradiation results suggested that the room contribution to the neutron spectrum was significant. Unlike at TA-18, a large thermal neutron signature was added to the fast spectrum from Godiva due to significant room return. A primary goal due to the additional complexity that the room return adds to the Godiva IV radiation emission spectrum was the development of an efficient Monte Carlo N-Particle (MCNP) calculation capable of characterizing the neutron spectrum anywhere in the room around Godiva. A campaign of activation foil irradiations and analysis were completed to support the validation of the MCNP model. The modeling of these foils in MCNP can be easily done with a standard volumetric neutron flux tally. However, given the multitude of locations and reaction rates to be modeled, further steps must be taken to increase the efficiency of these calculations in MCNP. During this study, a benchmark model currently under development for Godiva IV was used. A qualitative assessment of the thermal neutron contributors was performed using spatial neutron distribution plots. Additional detail was added to the model based on the qualitative results showing the thermal spectrum’s large sensitivity to hydrogenous material. Neutron energy spectra was evaluated at discrete locations in the room around Godiva to quantify the relative contribution of various components. It was discovered that the concrete walls are the largest contributor to the thermal signature, with minor contributions from plastic components surrounding Godiva. Following these results, two different variance reduction techniques were implemented to improve the problem efficiency in these calculations. In the first approach, an F5 point detector tally was implemented in the standard Godiva IV criticality problem. The second approach involved a weight-window generator implementation with an F5 point detector tally in a fixed source problem. The weight window implementation reduced the runtime from 42739.55 minutes to 1803.34 minutes (computer time), compared to the F5 KCODE implementation.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1980

Monte Carlo variance reduction

Computer program incorporates technique that reduces variance of forward Monte Carlo method for given amount of computer time in determining radiation environment in complex organic and inorganic systems exposed to significant amounts of radiation.

Byrn, N. R.↗
NASA NTRS1972

Variance reduction in Monte Carlo analysis of rarefied gas diffusion

The present analysis uses the Monte Carlo method to solve the problem of rarefied diffusion between parallel walls. The diffusing molecules are evaporated or emitted from one of two parallel walls and diffused through another molecular species. The analysis treats the diffusing molecule as undergoing a Markov random walk and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs the expected Markov walk payoff is retained but its variance is reduced so that the M. C. result has a much smaller error.

Perlmutter, M.↗
NASA NTRS1972

Variance reduction in Monte Carlo analysis of rarefied gas diffusion.

The problem of rarefied diffusion between parallel walls is solved using the Monte Carlo method. The diffusing molecules are evaporated or emitted from one of the two parallel walls and diffuse through another molecular species. The Monte Carlo analysis treats the diffusing molecule as undergoing a Markov random walk, and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs, the expected Markov walk payoff is retained but its variance is reduced so that the Monte Carlo result has a much smaller error.

Perlmutter, M.↗
DOE OSTI2025

Automated Hybrid Variance Reduction on Advanced Architectures in the Shift Monte Carlo Code

Monte Carlo transport methods are the most accurate schemes for solving problems with complex energy and spatial features, but they come with a high computational cost. Although hybrid methods have enabled the use of Monte Carlo transport for a large class of problems, they still require significant computing resources. Modern multicore CPUs with large numbers of compute cores and graphical processing units (GPUs) provide opportunities to optimize the memory and run-time costs of hybrid Monte Carlo methods. This paper documents the development and analysis of three Monte Carlo transport algorithms that support hybrid transport using the consistent adjoint-driven importance sampling (CADIS) and forward-weighted CADIS methods in the Shift Monte Carlo code: history-based transport using static and dynamic threading on multicore CPUs and event-based transport enabling weight window tracking on GPUs. The results are shown for two challenging hybrid problems on the Frontier supercomputer at the Oak Ridge Leadership Computing Facility. The results show that all three methods yield good performance and enable solutions of difficult fixed-source transport problems in less than 2 min on 20 nodes of Frontier. Dynamic threading was observed to give up to 20% better scaling behavior than static threading. Moreover, the AMD Instinct 250X GPU was found to give 9 to 11 times greater throughput per graphics compute die than the best CPU performance. In conclusion, additional opportunities for optimization of hybrid transport on GPUs are discussed.

Denovo↗
DOE OSTI2023

Variance Reduction within Implicit Monte Carlo Thermal Radiation Transport using the Local Importance Function Transform [Slides]

System of equations derived by Fleck and Cummings to model time-dependent thermal radiative transfer (TRT) problems: Solution of radiation specific intensity (I), non-linearly coupled to material internal energy (U); Absorption and re-emission approximated by effective scattering events. Useful for high-energy density physics simulations: i.e., astrophysics, inertial confinement fusion (ICF). Whereas deterministic methods are fully discretized and free of statistical noise, Monte Carlo methods allow for dynamic sampling of the phase space at the price of statistical noise; Monte Carlo methods are also characterized by a slow $\frac{1}{√Ν}$ convergence rate.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1973

Monte-Carlo analysis of rarefied-gas diffusion including variance reduction using the theory of Markov random walks

Molecular diffusion through a rarefied gas is analyzed by using the theory of Markov random walks. The Markov walk is simulated on the computer by using random numbers to find the new states from the appropriate transition probabilities. As the sample molecule during its random walk passes a scoring position, which is a location at which the macroscopic diffusing flow variables such as molecular flux and molecular density are desired, an appropriate payoff is scored. The payoff is a function of the sample molecule velocity. For example, in obtaining the molecular flux across a scoring position, the random walk payoff is the net number of times the scoring position has been crossed in the positive direction. Similarly, when the molecular density is required, the payoff is the sum of the inverse velocity of the sample molecule passing the scoring position. The macroscopic diffusing flow variables are then found from the expected payoff of the random walks.

Perlmutter, M.↗
NASA NTRS1975

Monte Carlo variance reduction study

A mathematical analysis of the transport of nuclear radiation through matter is presented. A computer test bed that was developed is shown, along with flow charts.

Byrn, N. R.↗