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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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32 records · Page 2

Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures

Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. Here, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green’s kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal ϵ -2 asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.

97 MATHEMATICS AND COMPUTING↗

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗

Multi-output multilevel best linear unbiased estimators via semidefinite programming

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions, physics, surrogate and reduced-order models). While computational efficiency is key in this context, multi-output strategies in multilevel/multifidelity methods are either sub-optimal or non-existent. In this paper we extend multilevel best linear unbiased estimators (MLBLUE) to multi-output forward UQ problems and we present new semidefinite programming formulations for their optimal setup. Not only do these formulations yield the optimal number of samples required, but also the optimal selection of low-fidelity models to use. While existing MLBLUE approaches are single-output only and require a non-trivial nonlinear optimization procedure, the new multi-output formulations can be solved reliably and efficiently. Here, we demonstrate the efficacy of the new methods and formulations in practical UQ problems with model heterogeneity.

97 MATHEMATICS AND COMPUTING↗

Urban Flood Modeling: Uncertainty Quantification and Physics‐Informed Gaussian Processes Regression Forecasting

Abstract Estimating uncertainty in flood model predictions is important for many applications, including risk assessment and flood forecasting. We focus on uncertainty in physics‐based urban flooding models. We consider the effects of the model's complexity and uncertainty in key input parameters. The effect of rainfall intensity on the uncertainty in water depth predictions is also studied. As a test study, we choose the Interconnected Channel and Pond Routing (ICPR) model of a part of the city of Minneapolis. The uncertainty in the ICPR model's predictions of the floodwater depth is quantified in terms of the ensemble variance using the multilevel Monte Carlo (MC) simulation method. Our results show that uncertainties in the studied domain are highly localized. Model simplifications, such as disregarding the groundwater flow, lead to overly confident predictions, that is, predictions that are both less accurate and uncertain than those of the more complex model. We find that for the same number of uncertain parameters, increasing the model resolution reduces uncertainty in the model predictions (and increases the MC method's computational cost). We employ the multilevel MC method to reduce the cost of estimating uncertainty in a high‐resolution ICPR model. Finally, we use the ensemble estimates of the mean and covariance of the flood depth for real‐time flood depth forecasting using the physics‐informed Gaussian process regression method. We show that even with few measurements, the proposed framework results in a more accurate forecast than that provided by the mean prediction of the ICPR model.

Kohanpur, Amir H.↗

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↗

A Bayesian Calibration Framework with Embedded Model Error for Model Diagnostics

We study the utility and performance of a Bayesian model error embedding construction in the context of molecular dynamics modeling of metallic alloys, where we embed model error terms in existing interatomic potential model parameters. To alleviate the computational burden of this approach, we propose a framework combining likelihood approximation and Gaussian process surrogates. Here we leverage sparse Gaussian process techniques to construct a hierarchy of increasingly accurate but more expensive surrogate models. This hierarchy is then exploited by multilevel Markov chain Monte Carlo methods to efficiently sample from the target posterior distribution. We illustrate the utility of this approach by calibrating an interatomic potential model for a family of gold-copper alloys. In particular, this case study highlights effective means for dealing with computational challenges with Bayesian model error embedding in large-scale physical models, and the utility of embedded model error for model diagnostics.

Bayesian inference↗

MFNets: Multifidelity data-driven networks for Bayesian learning and prediction

This paper presents a multifidelity uncertainty quantification framework called MFNets. We seek to address three existing challenges that arise when experimental and simulation data from different sources are used to enhance statistical estimation and prediction with quantified uncertainty. Specifically, we demonstrate that MFNets can (1) fuse heterogeneous data sources arising from simulations with different parameterizations, e.g simulation models with different uncertain parameters or data sets collected under different environmental conditions; (2) encode known relationships among data sources to reduce data requirements; and (3) improve the robustness of existing multi-fidelity approaches to corrupted data. MFNets construct a network of latent variables (LVs) to facilitate the fusion of data from an ensemble of sources of varying credibility and cost. These LVs are posited as explanatory variables that provide the source of correlation in the observed data. Furthermore, MFNets provide a way to encode prior physical knowledge to enable efficient estimation of statistics and/or construction of surrogates via conditional independence relations on the LVs. We highlight the utility of our framework with a number of theoretical results which assess the quality of the posterior mean as a frequentist estimator and compare it to standard sampling approaches that use single fidelity, multilevel, and control variate Monte Carlo estimators. We also use the proposed framework to derive the Monte Carlo-based control variate estimator entirely from the use of Bayes rule and linear-Gaussian models -- to our knowledge the first such derivation. Finally, we demonstrate the ability to work with different uncertain parameters across different models.

97 MATHEMATICS AND COMPUTING↗

Capabilities of multivariate Bayesian inference toward seismic hazard assessment

Multivariate Bayesian analysis can bring significant benefits to seismic hazard analysis: Its multivariate feature enables computing scalar and vector hazard without making any approximations; Correlations between intensity measures are implicitly modeled, permitting direct simulation of ground motion selection tools such as the conditional mean spectrum and the generalized conditioning intensity measure; and Its updating feature enables a seamless integration of new ground motion data into the hazard results. Here, we first develop a multivariate Bayesian ground motion model through the NGA-West2 database. The model functional form considers fault-type, magnitude, and distance dependencies, and also the linear and the rock intensity dependent site response. We use a hybrid Markov Chain Monte Carlo sampling to perform Bayesian inference consisting of Gibbs step and a multilevel Metropolis-Hastings step. We then perform several checks on the model and note that its performance is satisfactory. Finally, we illustrate the merits of this multivariate Bayesian analysis, which include: ground motion model updating with ground motion data recorded in the last four years not part of the NGA-West2 database; computation of scalar and vector seismic hazard using the un-updated and updated ground motion models for Los Angeles, CA; and simulation of the conditional mean spectrum under scalar and vector IM conditioning while accounting for different sources of aleatoric and epistemic uncertainties.

58 GEOSCIENCES↗

Multi-level Monte Carlo methods in chemical applications with Lennard-Jones potentials and other landscapes with isolated singularities

We describe and compare outcomes of various Multi-Level Monte Carlo (MLMC) method variants, motivated by the potential of improved computational efficiency over rejection based Monte Carlo, which scales poorly with problem dimension. With an eye toward its application to computational chemical physics, we test MLMC's ability to sample trajectories on two problems — a familiar double-well potential, with known stationary distributions, and a Lennard-Jones solid potential (a Galton Board). By sampling Brownian motion trajectories, we are able to compute expectations of observable averages. These multi-basin potential energy problems capture the essence of the challenges with using MLMC, namely, maintaining correspondence of sample paths as time-resolution is varied. Addressing this challenge properly can lead to MLMC significantly outperforming standard Monte Carlo path sampling. We describe the essence of this problem and suggest strategies that circumvent diverging multilevel sample paths for an important class of problems. In the tests we also compare the computational cost of several, “adaptive,” variants of MLMC. Our results demonstrate that MLMC overcomes the collision, time scale limitation of the more familiar Brownian path MC samplers, and our implementation provides tunable error thresholds, making MLMC a promising candidate for application to larger and more complex molecular systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

An analysis of the OI 1304 A dayglow using a Monte Carlo resonant scattering model with partial frequency redistribution

The transport of resonance radiation under optically thick conditions is shown to be accurately described by a Monte Carlo model of the atomic oxygen 1304 A airglow triplet in which partial frequency redistribution, temperature gradients, pure absorption and multilevel scattering are accounted for. All features of the data can be explained by photoelectron impact excitation and the resonant scattering of sunlight, where the latter source dominates below 100 and above 500 km and is stronger at intermediate altitudes than previously thought. It is concluded that the OI 1304 A emission can be used in studies of excitation processes and atomic oxygen densities in planetary atmospheres.

Meier, R. R.↗

Grids for DSMC computation of two and three-dimensional flows

Contemporary grid schemes for use in Direct Simulation Monte Carlo (DSMC) method of computing two- and three-dimensional flows are briefly surveyed. The grids described include: (1) simple, constant area cells defined by a rectangular grid; (2) multilevel rectangular grids; (3) adaptive rectangular cells; (4) 'point reference' scheme; (5) body-fitted 'analytical' cells; (6) 'general' schemes; (7) 'general' schemes with subcells; (8) orthogonal transformation to rectangular grid; (9) structural tetrahedral grids; (10) rectangular multilevel subcells with adaptive body-fitted cells.

Bird, G. A.↗

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

Source record↗

Exascale Multiphysics Nuclear Reactor Simulations for Advanced Designs

ENRICO is a coupled application developed under the U.S. Department of Energy's Exascale Computing Project (ECP) targeting the modeling of advanced nuclear reactors. It couples radiation transport with heat and fluid simulation, including the high-fidelity, highresolution Monte-Carlo code Shift and the Computational fluid dynamics code NekRS. NekRS is a highly-performant open-source code for simulation of incompressible and low-Mach fluid flow, heat transfer, and combustion with a particular focus on turbulent flows in complex domains. It is based on rapidly convergent high-order spectral element discretizations that feature minimal numerical dissipation and dispersion. State-of-the-art multilevel preconditioners, efficient high-order time-splitting methods, and runtime-adaptive communication strategies are built on a fast OCCA-based kernel library, libParanumal, to provide scalability and portability across the spectrum of current and future high-performance computing platforms. On Frontier, Nek5000/RS has recently achieved an unprecedented milestone in breaching over 1 billion spectral elements and 350 billion degrees of freedom. Shift has demonstrated the capability to transport upwards of 1 billion particles per second in full core nuclear reactor simulations featuring complete temperature-dependent, continuous-energy physics on Frontier. Shift achieved a weak-scaling efficiency of 97.8% on 8192 nodes of Frontier and calculated 6 reactions in 214,896 fuel pin regions below 1% statistical error yielding first-of-a-kind resolution for a Monte Carlo transport application.

Hamilton, Steven P.↗