Search NASA⌕ Search

SEARCH · Search NASA

Results for “variance reduction”

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

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↗

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↗

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↗

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↗

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↗

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↗

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↗

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↗

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↗

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↗

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↗

Moment Tensor Inversion Toolkit

The MTINV toolkit (2002-present) is a collection of computer codes and applications written to invert for the moment tensor of a seismic source given the three components of ground motion recorded at regional seismic stations (e.g., Ichinose et al., 2003). The computer codes and workflow are organized to generate moment tensor solutions for a range of source depths and origin times because of the trade-off between these two quantities. The metric used is the variance reduction and variance reduction modulated by the percent double-couple to determine the best-fit moment-tensor solution. We can solve for a deviatoric moment tensor with a constraint added for no isotropic component although this constraint can be lifted for estimating the full moment tensor like mining collapses or explosion sources.

Ichinose, GeneA↗

A Proof of the Asymptotic Variance of Path Length Estimators for Single-Collision Monte Carlo Source Iteration in the Thick Diffusion Limit

Here, we prove a theorem relating the variance of path length estimators for single-collision Monte Carlo source iteration to a parameter that becomes infinitesimally small in an important physical regime arising in radiative transfer. In our usage, “single-collision Monte Carlo source iteration” refers to Monte Carlo Boltzmann transport methods in which each Monte Carlo particle history includes no more than a single collision, and the physics of multiple scattering is modeled by lagging the scattering source term and iterating until this term converges. Our theorem can be used to construct variance reduction techniques which improve the order of the estimator variance. This enables calculations that would otherwise require impractically large sample sizes to achieve practical estimator uncertainties. We believe this is the first postulation of a theorem relating estimator variance to a limiting case parameter for single-collision Monte Carlo source iteration, and the first proof of such a theorem. We illustrate the theorem’s value with an example in which the authors of a transport method used the theorem to design a variance reduction technique that improved the uncertainty of their solution by a factor of about 500 for a proxy problem from radiative transfer that contains both optically-thick and optically-thin material.

Mathematics and Computing↗

Radiation Dose Modeling for Niowave’s Accelerator Driven Uranium Target Assembly 3

Molybdenum-99 is a high-value radionuclide commonly used for medical purposes within the United States. The National Nuclear Security Administration (NNSA) seeks to reliably produce the radioisotope 99 Mo without the use of highly enriched uranium. NNSA’s Office of Material Management and Minimization (M3) provides funding and government laboratory expertise to private companies to expedite the production process domestically and currently funds designs that use low-enriched uranium or other 99 Mo production pathways. Several production designs are being explored across the industry, including uranium fission and photonuclear conversion of 100 Mo targets. Niowave Inc. seeks to produce 99 Mo via a high-energy electron accelerator that strikes a lead-bismuth eutectic target that ultimately produces a consistent neutron flux. The neutron flux then interacts in a subcritical reactor core configuration to produce fission in low-enriched or natural uranium targets. These fissionable targets are then processed to extract 99 Mo. The purpose of this work is to estimate the neutron and photon dose response across Niowave’s proposed facility for worker safety during operation. Owing to the size of the proposed Niowave facility and necessary shielding, unbiased Monte Carlo radiation transport is impractical, and variance reduction methods are required. This work focuses on the weight window variance reduction method to produce high confidence dose response results within a Monte Carlo radiation transport code. Specifically, an adjoint-informed weight window methodology was created to improve the dose response estimates for accelerator-driven subcritical reactor designs. This adjoint-informed methodology was implemented for Niowave’s proposed design and improved dose results at far-field locations across the facility. Acceptable dose rate contours for the proposed facility were generated across the facility and are presented in this work.

07 ISOTOPE AND RADIATION SOURCES↗

SCALE 6.3 Validation: Radiation Shielding

Safe and reliable use of scientific and engineering computer codes requires validation for the types of applications in which they will be used. An example in the nuclear reactor engineering and licensing field is radiation transport employed in shielding analyses. The validity of computer codes for shielding applications is demonstrated in this report for SCALE version 6.3.0. Representative benchmarks corresponding to shielding analyses are selected for the validation study. Typical measurement results analyzed from these benchmarks include neutron fluxes, detector count rates, detector energy response functions, neutron and gamma dose rates, neutron activation rates and activities, neutron leakage fluxes, and skyshine dose rates. Thousands of points of comparison between measurement and calculation are presented in this work. Other than rare outliers typically explained by either a lack of information or large uncertainties in the experiment conditions, material, or dimensions, the Monaco with Automated Variance Reduction using Importance Calculations (MAVRIC) radiation transport computer code with built-in variance reduction methods distributed with the SCALE computer code system agrees well with the measurement results. In selected benchmarks, MAVRIC is also compared to Monte Carlo N- Particle® (MCNP® ) 1 calculations. Both computer codes generally agree well within the estimated uncertainties. With the release of SCALE 6.3.0, Shift was integrated as an alternative transport solver in MAVRIC, denoted MAVRIC-Shift. Although the traditional MAVRIC using Monaco was used primarily in this validation study, many results have also been generated using MAVRIC-Shift. Agreement between MAVRIC-Monaco and MAVRIC-Shift is generally very good. The benchmarks presented in this report were obtained from reliable sources such as the International Criticality Safety Benchmark Evaluation Project Handbook, the Shielding Integral Benchmark Archive & Database, and other shielding validation work found in the literature. Additional datapoints and benchmarks will be added to future versions of this report to expand the shielding validation suite.

61 RADIATION PROTECTION AND DOSIMETRY↗

FedOSAA: Improving Federated Learning with One-Step Anderson Acceleration

Federated learning (FL) is a distributed machine learning approach that enables multiple local clients and a central server to collaboratively train a model while keeping the data on their own devices. First-order methods, particularly those incorporating variance reduction techniques, are the most widely used FL algorithms due to their simple implementation and stable performance. However, these methods tend to be slow and require a large number of communication rounds to reach the global minimizer. We propose FedOSAA, a novel approach that preserves the simplicity of first-order methods while achieving the rapid convergence typically associated with second-order methods. Our approach applies one Anderson acceleration (AA) step following classical local updates based on first-order methods with variance reduction, such as FedSVRG and SCAFFOLD, during local training. This AA step is able to leverage curvature information from the history points and gives a new update that approximates the Newton-GMRES direction, thereby significantly improving the convergence. We establish a local linear convergence rate to the global minimizer of FedOSAA for smooth and strongly convex loss functions. Numerical comparisons show that FedOSAA substantially improves the communication and computation efficiency of the original first-order methods, achieving performance comparable to second-order methods like GIANT.

Feng, Xue [University of California, Davis]↗