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At least 343 records · Page 19

Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems

A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using Stochastic Ensemble Method (SEM). NS is an efficient sampling algorithm that can be used for Bayesian calibration and estimating the Bayesian evidence for prior model selection. Nested sampling has the advantage of computational feasibility. Within the nested sampling algorithm, a constrained sampling step is performed. For this step, we utilize HMC to reduce the correlation between successive sampled states. HMC relies on the gradient of the logarithm of the posterior distribution, which we estimate using a stochastic ensemble method based on an ensemble of directional derivatives. SEM only requires forward model runs and the simulator is then used as a black box and no adjoint code is needed. The developed HNS algorithm is successfully applied for Bayesian calibration and prior model selection of several nonlinear subsurface flow problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Derivation and verification of the direct-sampling method for simulating Monte Carlo flight paths in tetrahedral meshes with linear finite-element cross sections

This paper provides a derivation of a direct-sampling approach for modeling continuously varying cross sections in tetrahedral-mesh-based Monte Carlo codes. Specifically, cross sections are spatially approximated using linear nodal finite elements. A linearization strategy is provided for non-linearly varying cross sections. The method is verified against seven analytical pure-absorber test problems. These test problems also highlight the benefit of using linear finite elements over element-wise-constant cross sections.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Particle Sensitivity Analysis

We propose to develop a computational sensitivity analysis capability for Monte Carlo sampling-based particle simulation relevant to Aleph, Cheetah-MC, Empire, Emphasis, ITS, SPARTA, and LAMMPS codes. These software tools model plasmas, radiation transport, low-density fluids, and molecular motion. Our report demonstrates how adjoint optimization methods can be combined with Monte Carlo sampling-based adjoint particle simulation. Our goal is to develop a sensitivity analysis to drive robust design-based optimization for Monte Carlo sampling-based particle simulation - a currently unavailable capability.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Approach for validating actinide and fission product compositions for burnup credit criticality safety analyses

This paper describes a depletion code validation approach for criticality safety analysis using burnup credit for actinide and fission product nuclides in spent nuclear fuel (SNF) compositions. The technical basis for determining the uncertainties in the calculated nuclide concentrations is comparison of calculations to available measurements obtained from destructive radiochemical assay of SNF samples. Probability distributions developed for the uncertainties in the calculated nuclide concentrations were applied to the SNF compositions of a criticality safety analysis model by the use of a Monte Carlo uncertainty sampling method to determine bias and bias uncertainty in effective neutron multiplication factor. Application of the Monte Carlo uncertainty sampling approach is demonstrated for representative criticality safety analysis models of pressurized water reactor spent fuel pool storage racks and transportation packages using burnup-dependent nuclide concentrations calculated with SCALE 6.1 and the ENDF/B-VII nuclear data. Furthermore, the validation approach and results support a recent revision of the U.S. Nuclear Regulatory Commission Interim Staff Guidance 8.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Layered nested Markov chain Monte Carlo

A configurational sampling algorithm based on nested layerings of Markov chains (Layered Nested Markov Chain Monte Carlo or L-NMCMC) is presented for simulations of systems characterized by rugged free energy landscapes. The layerings are generated using a set of auxiliary potential energy surfaces. The implementation of the method is demonstrated in the context of a rugged, two-dimensional potential energy surface. The versatility of the algorithm is next demonstrated on a simple, many body system, namely, a canonical Lennard-Jones fluid in the liquid state. In that example, different layering schemes and auxiliary potentials are used, including variable cutoff distances and excluded volume tempering. In addition to calculating a variety of properties of the system, it is also shown that L-NMCMC, when combined with a free-energy perturbation formalism, provides a straightforward means to construct approximate free-energy surfaces at no additional computational cost using the sampling distributions of each auxiliary Markov chain. In conclusion, the proposed L-NMCMC scheme is general in that it could be complementary to any number of methods that rely on sampling from a target distribution or methods that exploit a hierarchy of time scales and/or length scales through decomposition of the potential energy.

97 MATHEMATICS AND COMPUTING↗

HepSim: A Repository with Predictions for High-Energy Physics Experiments

A file repository for calculations of cross sections and kinematic distributions using Monte Carlo generators for high-energy collisions is discussed. The repository is used to facilitate effective preservation and archiving of data from theoretical calculations and for comparisons with experimental data. The HepSim data library is publicly accessible and includes a number of Monte Carlo event samples with Standard Model predictions for current and future experiments. The HepSim project includes a software package to automate the process of downloading and viewing online Monte Carlo event samples. Data streaming over a network for end-user analysis is discussed.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Analytic nuclear forces and molecular properties from full configuration interaction quantum Monte Carlo

Unbiased stochastic sampling of the one- and two-body reduced density matrices is achieved in full configuration interaction quantum Monte Carlo with the introduction of a second, “replica” ensemble of walkers, whose population evolves in imaginary time independently from the first and which entails only modest additional computational overheads. The matrices obtained from this approach are shown to be representative of full configuration-interaction quality and hence provide a realistic opportunity to achieve high-quality results for a range of properties whose operators do not necessarily commute with the Hamiltonian. A density-matrix formulated quasi-variational energy estimator having been already proposed and investigated, the present work extends the scope of the theory to take in studies of analytic nuclear forces, molecular dipole moments, and polarisabilities, with extensive comparison to exact results where possible. These new results confirm the suitability of the sampling technique and, where sufficiently large basis sets are available, achieve close agreement with experimental values, expanding the scope of the method to new areas of investigation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices

Variance-based sensitivity analysis provides a quantitative measure of how uncertainty in a model input contributes to uncertainty in the model output. Such sensitivity analyses arise in a wide variety of applications and are typically computed using Monte Carlo estimation, but the many samples required for Monte Carlo to be sufficiently accurate can make these analyses intractable when the model is expensive. This paper presents a multifidelity approach for estimating sensitivity indices that leverages cheaper low-fidelity models to reduce the cost of sensitivity analysis while retaining accuracy guarantees via recourse to the original, expensive model. This paper develops new multifidelity estimators for variance and for the Sobol' main and total effect sensitivity indices. We discuss strategies for dividing limited computational resources among models and specify a recommended strategy. Results are presented for the Ishigami function and a convection-diffusion-reaction model that demonstrate up to $10\times$ speedups for fixed convergence levels. Finally, for the problems tested, the multifidelity approach allows inputs to be definitively ranked in importance when Monte Carlo alone fails to do so.

97 MATHEMATICS AND COMPUTING↗

Emulating the impact of additional proton-proton interactions in the ATLAS simulation by pre-sampling sets of inelastic Monte Carlo events

The accurate simulation of additional interactions at the ATLAS experiment for the analysis of proton-proton collisions delivered by the Large Hadron Collider presents a significant challenge to the computing resources. During the LHC Run (2015-2018) there were up to 70 inelastic interactions per bunch crossing, which need to be accounted for in Monte Carlo (MC) production. In this document, a new method to account for these additional interactions in the simulation chain is described. Instead of sampling the inelastic interactions and adding their energy deposits to a hard-scatter interaction one-by-one, the inelastic interactions are presampled, independent of the hard scatter, and stored as combined events. Consequently, for each hard-scatter interaction only one such presampled event needs to be added as part of the simulation chain. For the Run 2 simulation chain, with an average of 35 interactions per bunch crossing, this new method provides a substantial reduction in MC production CPU needs of around 20%, while reproducing the properties of the reconstructed quantities relevant for physics analyses with good accuracy.

97 MATHEMATICS AND COMPUTING↗

Algorithms in Diffraction Profile Analysis

This chapter introduces several approaches to crystallographic structure refinement from diffraction profile data including the Rietveld method, global optimization methods, and Bayesian modeling. First, the Rietveld method and related nonlinear least squares approaches to analyzing diffraction profiles are briefly discussed. We then review the most common algorithms within global optimization as alternative methods of structure solution: grid search, simulated annealing, and genetic algorithms. As the Rietveld method is the standard tool for analyzing diffraction profile data, we catalogue its challenges and limitations. A Bayesian approach to diffraction profile analysis is presented as an alternative, along with several sampling algorithms including Gibbs sampling, variants of Metropolis sampling, Hamiltonian Monte Carlo, and approximate Bayesian computing. These sampling algorithms are applied to the fitting of a neutron diffraction profile from a National Institute of Standards and Technology silicon standard reference material, and their results are compared.

Singh, Susheela↗

Influence of Thermophysical Property Variability on Thermal Predictions of Ti-6Al-4V

The additive manufacturing (AM) industry has experienced rapid growth in recent decades as industrial interest in the process has grown. Because of this, there are many groups interested in simulations of the AM process. However, the influence of thermophysical property variability on the melt pool geometry during processing of various AM alloys is unclear. The goal of my work at NASA Langley Research Center (LaRC) was to characterize this influence on Ti-6Al-4V during AM processing alongside developing a tool to enable equivalent studies on other AM materials. To facilitate this process, a database tool was developed to contain and organize thermophysical data previously reported by primary sources. The specific thermophysical properties of interest for this study were density, specific heat capacity, and conductivity. Thermal diffusivity was calculated using the other three properties. This data was then fit with a Gaussian distribution and then randomly sampled from using Monte Carlo random value sampling. Using the Rosenthal equation, this sample data was used to simulate the temperature field during additive manufacturing and extract the melt pool geometry. Specifically, the melt pool’s length, width, and depth. This process was repeated an arbitrary number of times, with the default being 1000. Once this information was obtained, histograms were made showing the distributions of the sizes of the melt pool’s length, width, and depth. Representative statistical metrics of the distributions were calculated (mean, standard deviation, and coefficient of variance). This work found that at the simulated processing values, the melt pool’s width and depth had a 5.7% variation while the length had a 3.2% variation. Additionally, a tool was constructed to graph a thermal color map representation of the melt pool for specific, arbitrary values of density, specific heat, and conductivity. This tool allowed for more efficient plotting of individual queries of the thermophysical properties. The results that were observed in the research were that values reported in literature vary and this variance can have a significant impact on the simulation. Predictions of the melt pool’s dimensions show that length has a standard deviation of approximately 6 μm, width has a standard deviation of approximately 5 μm, and depth can vary by approximately 3 μm. Considering the mean sizes of length, width, and depth are 185 μm, 88 μm, and 44 μm respectively, such a deviation is significant. This shows that depth, for example, could be more than 10% larger or smaller than expected. This demonstrates that variability in the reported thermophysical properties are not negligible and should be expected to have an influence on the results of the laser powder bed fusion additive manufacturing process. When simulating this process in the future, measures should be taken to account for this discrepancy and the uncertainty involved

Justin Martin↗

Replica-exchange Wang Landau sampling: pushing the limits of Monte Carlo simulations in materials sciences

We describe the study of thermodynamics of materials using replica-exchange Wang Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang Landau Monte Carlo method. To evaluate the performance and scalability of the method, we investigate the magnetic phase transition in body-centered cubic (bcc) iron using the classical Heisenberg model parameterized with first principles calculations. We demonstrate that our framework leads to a significant speedup without compromising the accuracy and precision and facilitates the study of much larger systems than is possible with its serial counterpart.

Perera, Meewanage Dilina N↗

Characterization of the Crab Pulsar's Timing Noise

We present a power spectral analysis of the Crab pulsar's timing noise, mainly using radio measurements from Jodrell Bank taken over the period 1982-1989, an interval bounded by sparse data sampling and a large glitch. The power spectral analysis is complicated by nonuniform data sampling and the presence of a steep red power spectrum that can distort power spectra measurement by causing severe power 'leakage'. We develop a simple windowing method for computing red noise power spectra of uniformly sampled data sets and test it on Monte Carlo generated sample realizations of red power-law noise. We generalize time-domain methods of generating power-law red noise with even integer spectral indices to the case of noninteger spectral indices. The Jodrell Bank pulse phase residuals are dense and smooth enough that an interpolation onto a uniform time series is possible. A windowed power spectrum is computed revealing a periodic or nearly periodic component with a period of 568 +/- 10 days and a l/f(exp 3) power-law noise component in pulse phase with a noise strength S(sub infinity)=(1.24 +/- 0.067) x 10(exp 16) cycles(exp 2)/sec(exp 2) over the analysis frequency range f=0.003- 0.1 cycles/day. This result deviates from past analyses which characterized the pulse phase timing residuals as either l/f(sub 4) power-law noise or a quasiperiodic process. The analysis was checked using the Deeter polynomial method of power spectrum estimation that was developed for the case of nonuniform sampling, but has lower spectral resolution. The timing noise is consistent with a torque noise spectrum rising with analysis frequency as f implying blue torque noise, a result not predicted by current models of pulsar timing noise. If the periodic or nearly periodic component is due to a binary companion, we find a mass function f(M) = (6.8 +/- 2.4) x 10(exp -16) solar mass and a companion mass, M(sub c) is greater than or equal to 3.2 solar mass assuming a Crab pulsar mass of 1.4 solar mass.

Scott, D. M.↗

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are used for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.

97 MATHEMATICS AND COMPUTING↗

Multilevel Monte Carlo Estimation of Unbiased Expectation via Sample Reuse and the Low Variance Estimation of Asymptotic Rates

A new variant of the multilevel Monte Carlo estimator [5, 3, 9, 12] is presented for the estimation of expectation statistics that utilizes sample reuse in specified levels, explicitly removes approximation error bias associated with numerically computed output quantities of interest that have an asymptotic limit behavior, and permits a low variance estimate of the asymptotic rate of convergence to that limit. In addition, it is shown that this new multilevel Monte Carlo variant can yield a computational cost savings. A review of Monte Carlo and multilevel Monte Carlo estimators is presented that includes analysis of expected value, expected mean squared error, and the calculation of optimized multilevel sample size parameters. The multilevel Monte Carlo estimator produces estimates of expectation for numerically approximated output quantities of interest that are biased by approximation error. When the quantity of interest can be modeled as the asymptotic limit of numerically approximated output quantities of interest, it is theoretically possible to remove this approximation error bias in the multilevel Monte Carlo estimator. In actual implementations, however, this procedure is unreliable due to statistical variability and inaccuracy in estimating the needed asymptotic limit. Analysis and numerical experiment show that the proposed variant of the multilevel Monte Carlo method greatly reduces (in some cases eliminates) the statistical variability in this limit estimation.

Barth, Timothy↗

A Sensitivity Study of Radiative Fluxes at the Top of Atmosphere to Cloud-Microphysics and Aerosol Parameters in the Community Atmosphere Model CAM5

In this study, we investigated the sensitivity of net radiative fluxes (FNET) at the top of atmosphere (TOA) to 16 selected uncertain parameters mainly related to the cloud microphysics and aerosol schemes in the Community Atmosphere Model version 5 (CAM5). We adopted a quasi-Monte Carlo (QMC) sampling approach to effectively explore the high dimensional parameter space. The output response variables (e.g., FNET) were simulated using CAM5 for each parameter set, and then evaluated using generalized linear model analysis. In response to the perturbations of these 16 parameters, the CAM5-simulated global annual mean FNET ranges from -9.8 to 3.5 W m-2 compared to the CAM5-simulated FNET of 1.9 W m-2 with the default parameter values. Variance-based sensitivity analysis was conducted to show the relative contributions of individual parameter perturbation to the global FNET variance. The results indicate that the changes in the global mean FNET are dominated by those of cloud forcing (CF) within the parameter ranges being investigated. The size threshold parameter related to auto-conversion of cloud ice to snow is confirmed as one of the most influential parameters for FNET in the CAM5 simulation. The strong heterogeneous geographic distribution of FNET variation shows parameters have a clear localized effect over regions where they are acting. However, some parameters also have non-local impacts on FNET variance. Although external factors, such as perturbations of anthropogenic and natural emissions, largely affect FNET variations at the regional scale, their impact is weaker than that of model internal parameters in terms of simulating global mean FNET in this study. The interactions among the 16 selected parameters contribute a relatively small portion of the total FNET variations over most regions of the globe. This study helps us better understand the CAM5 model behavior associated with parameter uncertainties, which will aid the next step of reducing model uncertainty via calibration of uncertain model parameters with the largest sensitivity.

aerosol↗

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields↗