A regression method for the Monte Carlo evaluation of multidimensional integrals
Multidimensional integral Monte Carlo evaluation applying regression analysis to linear unbiased estimators
Cranley, R.↗
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Characterizing Epistemic Uncertainty for Launch Vehicle Designs
NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk, and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results, and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods, such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty, are rendered obsolete, since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods. This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper describes how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.
Novack, Steven D.↗
Monte Carlo Bayesian Inference on a Statistical Model of Sub-gridcolumn Moisture Variability Using High-resolution Cloud Observations : Sensitivity Tests and Results - Part II
Part I presented a Monte Carlo Bayesian method for constraining a complex statistical model of GCM sub-gridcolumn moisture variability using high-resolution MODIS cloud data, thereby permitting large-scale model parameter estimation and cloud data assimilation. This part performs some basic testing of this new approach, verifying that it does indeed significantly reduce mean and standard deviation biases with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud top pressure, and that it also improves the simulated rotational-Ramman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the OMI instrument. Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows finite jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. This paper also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in the cloud observables on cloud vertical structure, beyond cloud top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard (1998) provides some help in this respect, by better honoring inversion structures in the background state.
Monte Carlo Bayesian inference↗
SEE Rate Estimation: Model Complexity and Data Requirements
Statistical Methods outlined in [Ladbury, TNS20071 can be generalized for Monte Carlo Rate Calculation Methods Two Monte Carlo Approaches: a) Rate based on vendor-supplied (or reverse-engineered) model SEE testing and statistical analysis performed to validate model; b) Rate calculated based on model fit to SEE data Statistical analysis very similar to case for CREME96. Information Theory allows simultaneous consideration of multiple models with different complexities: a) Model with lowest AIC usually has greatest predictive power; b) Model averaging using AIC weights may give better performance if several models have similar good performance; and c) Rates can be bounded for a given confidence level over multiple models, as well as over the parameter space of a model.
Ladbury, Ray↗
Comparison of dose estimates using the buildup-factor method and a Baryon transport code (BRYNTRN) with Monte Carlo results
Continuing efforts toward validating the buildup factor method and the BRYNTRN code, which use the deterministic approach in solving radiation transport problems and are the candidate engineering tools in space radiation shielding analyses, are presented. A simplified theory of proton buildup factors assuming no neutron coupling is derived to verify a previously chosen form for parameterizing the dose conversion factor that includes the secondary particle buildup effect. Estimates of dose in tissue made by the two deterministic approaches and the Monte Carlo method are intercompared for cases with various thicknesses of shields and various types of proton spectra. The results are found to be in reasonable agreement but with some overestimation by the buildup factor method when the effect of neutron production in the shield is significant. Future improvement to include neutron coupling in the buildup factor theory is suggested to alleviate this shortcoming. Impressive agreement for individual components of doses, such as those from the secondaries and heavy particle recoils, are obtained between BRYNTRN and Monte Carlo results.
Shinn, Judy L.↗
Factors affecting the accuracy of near-infrared spectroscopy concentration calculations for focal changes in oxygenation parameters
Near-infrared spectroscopy (NIRS) can be used to noninvasively measure changes in the concentrations of oxy- and deoxyhemoglobin in tissue. We have previously shown that while global changes can be reliably measured, focal changes can produce erroneous estimates of concentration changes (NeuroImage 13 (2001), 76). Here, we describe four separate sources for systematic error in the calculation of focal hemoglobin changes from NIRS data and use experimental methods and Monte Carlo simulations to examine the importance and mitigation methods of each. The sources of error are: (1). the absolute magnitudes and relative differences in pathlength factors as a function of wavelength, (2). the location and spatial extent of the absorption change with respect to the optical probe, (3). possible differences in the spatial distribution of hemoglobin species, and (4). the potential for simultaneous monitoring of multiple regions of activation. We found wavelength selection and optode placement to be important variables in minimizing such errors, and our findings indicate that appropriate experimental procedures could reduce each of these errors to a small fraction (<10%) of the observed concentration changes.
Non-NASA Center↗
Abundance recovery error analysis using simulated AVIRIS data
Measurement noise and imperfect atmospheric correction translate directly into errors in the determination of the surficial abundance of materials from imaging spectrometer data. The effects of errors on abundance recovery were investigated previously using Monte Carlo simulation methods by Sabol et. al. The drawback of the Monte Carlo approach is that thousands of trials are needed to develop good statistics on the probable error in abundance recovery. This computational burden invariably limits the number of scenarios of interest that can practically be investigated. A more efficient approach is based on covariance analysis. The covariance analysis approach expresses errors in abundance as a function of noise in the spectral measurements and provides a closed form result eliminating the need for multiple trials. Monte Carlo simulation and covariance analysis are used to predict confidence limits for abundance recovery for a scenario which is modeled as being derived from Airborne Visible/Infrared Imaging Spectrometer (AVIRIS).
Stoner, William W.↗
Direct simulation of high-vorticity gas flows
The computational limitations associated with the molecular dynamics (MD) method and the direct simulation Monte Carlo (DSMC) method are reviewed in the context of the computation of dilute gas flows with high vorticity. It is concluded that the MD method is generally limited to the dense gas case in which the molecular diameter is one-tenth or more of the mean free path. It is shown that the cell size in DSMC calculations should be small in comparison with the mean free path, and that this may be facilitated by a new subcell procedure for the selection of collision partners.
Bird, G. A.↗
Plume flowfield analysis of the shuttle primary Reaction Control System (RCS) rocket engine
A solution was generated for the physical properties of the Shuttle RCS 4000 N (900 lb) rocket engine exhaust plume flowfield. The modeled exhaust gas consists of the five most abundant molecular species, H2, N2, H2O, CO, and CO2. The solution is for a bare RCS engine firing into a vacuum; the only additional hardware surface in the flowfield is a cylinder (=engine mount) which coincides with the nozzle lip outer corner at X = 0, extends to the flowfield outer boundary at X = -137 m and is coaxial with the negative symmetry axis. Continuum gas dynamic methods and the Direct Simulation Monte Carlo (DSMC) method were combined in an iterative procedure to produce a selfconsistent solution. Continuum methods were used in the RCS nozzle and in the plume as far as the P = 0.03 breakdown contour; the DSMC method was used downstream of this continuum flow boundary. The DSMC flowfield extends beyond 100 m from the nozzle exit and thus the solution includes the farfield flow properties, but substantial information is developed on lip flow dynamics and thus results are also presented for the flow properties in the vicinity of the nozzle lip.
Hueser, J. E.↗
Employing Sensitivity Derivatives to Estimate Uncertainty Propagation in CFD
Two methods that exploit the availability of sensitivity derivatives are successfully employed to predict uncertainty propagation through Computational Fluid Dynamics (CFD) code for an inviscid airfoil problem. An approximate statistical second-moment method and a Sensitivity Derivative Enhanced Monte Carlo (SDEMC) method are successfully demonstrated on a two-dimensional problem. First- and second-order sensitivity derivatives of code output with respect to code input are obtained through an efficient incremental iterative approach. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables); these sensitivity derivatives enable one to formulate first- and second-order Taylor Series approximations for the mean and variance of CFD output quantities. Additionally, incorporation of the first-order sensitivity derivatives into the data reduction phase of a conventional Monte Carlo (MC) simulation allows for improved accuracy in determining the first moment of the CFD output. Both methods are compared to results generated using a conventional MC method. The methods that exploit the availability of sensitivity derivatives are found to be valid when considering small deviations from input mean values.
Putko, Michele M.↗
NESSUS/expert and NESSUS/FPI in the Probabilistic Structural Analysis Methods (PSAM) program
The Numerical Evaluation of Stochastic Structures under Stress (NESSUS) is the primary computer code being developed in the NASA Probabilistic Structural Analysis Methods (PSAM) project. It consists of four modules NESSUS/EXPERT, NESSUS/FPI, NESSUS/PRE and NESSUS/FEM. This presentation concentrates on EXPERT and FPI. To provide an effective interface between NESSUS and the user, an expert system module called NESSUS/EXPERT is being developed. That system uses the CLIPS artificial intelligence code developed to NASA-JSC. The code is compatible with FORTRAN, the standard language for codes in PSAM. The user interacts with the CLIPS inference engine, which is linked to the knowledge database. The perturbation database generated by NESSUS/FEM and managed in EXPERT is used to develop the so-called response or performance model in the random variables. Two independent probabilistic methods are available in PSAM for the computation of the probabilistic structural response. These are the Fast Probability Integration (FPI) method and Monte Carlo simulation. FPI is classified as an advanced reliability method and has been developed over the past ten years by researchers addressing the reliability of civil engineering structures. Monte Carlo is a well-established technique for computing probabilities by conducting a number of deterministic analyses with specified input distributional information.
Burnside, O. H.↗
A relaxation method for the computation of model stellar atmospheres.
Monte Carlo relaxation method for physically self consistent model stellar atmospheres, discussing stability, accuracy and convergence of solution
Price, M. J.↗
Numerical simulation of rarefied gas flow through a slit
Two different approaches, the finite-difference method coupled with the discrete-ordinate method (FDDO), and the direct-simulation Monte Carlo (DSMC) method, are used in the analysis of the flow of a rarefied gas from one reservoir to another through a two-dimensional slit. The cases considered are for hard vacuum downstream pressure, finite pressure ratios, and isobaric pressure with thermal diffusion, which are not well established in spite of the simplicity of the flow field. In the FDDO analysis, by employing the discrete-ordinate method, the Boltzmann equation simplified by a model collision integral is transformed to a set of partial differential equations which are continuous in physical space but are point functions in molecular velocity space. The set of partial differential equations are solved by means of a finite-difference approximation. In the DSMC analysis, three kinds of collision sampling techniques, the time counter (TC) method, the null collision (NC) method, and the no time counter (NTC) method, are used.
Keith, Theo G., Jr.↗
FDDO and DSMC analyses of rarefied gas flow through 2D nozzles
Two different approaches, the finite-difference method coupled with the discrete-ordinate method (FDDO), and the direct-simulation Monte Carlo (DSMC) method, are used in the analysis of the flow of a rarefied gas expanding through a two-dimensional nozzle and into a surrounding low-density environment. In the FDDO analysis, by employing the discrete-ordinate method, the Boltzmann equation simplified by a model collision integral is transformed to a set of partial differential equations which are continuous in physical space but are point functions in molecular velocity space. The set of partial differential equations are solved by means of a finite-difference approximation. In the DSMC analysis, the variable hard sphere model is used as a molecular model and the no time counter method is employed as a collision sampling technique. The results of both the FDDO and the DSMC methods show good agreement. The FDDO method requires less computational effort than the DSMC method by factors of 10 to 40 in CPU time, depending on the degree of rarefaction.
Chung, Chan-Hong↗
Ray methods in random media
We review ray-optical methods of analyzing short-wavelength propagation in random media. The advantages and limitations of ray methods are discussed, and results of the statistical theory of ray segment fluctuations pertinent to ray tracing are summarized. The standard method of Monte Carlo ray tracing is compared to a new method which takes into account recent results on the statistics of ray segment fluctuations.
Hornstein, J.↗
A Monte Carlo Background Covariance Localization Method for an Ensemble–Variational Assimilation System
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Ivo Pasmans↗
Validation of Linear Covariance Techniques for Mars Entry, Descent, and Landing Guidance and Navigation Performance Analysis
Current Monte Carlo-based uncertainty analysis methods may require significant computational resources to evaluate the performance of a closed-loop guidance, navigation, and control system. An attractive alternative, particularly during the preliminary and conceptual design phase, is to use linear covariance analysis, which can provide the same statistical information as Monte Carlo methods at a fraction of the computational load. Linear covariance has already been demonstrated in various spaceflight regimes, but only recently has it been applied to atmospheric flight. In this study, a 6-degree-of-freedom formulation of both a linear covariance and Monte Carlo analysis tools are utilized for a Mars entry, descent, and landing scenario which capture both atmospheric and powered flight phases to support precision landing. Comparison of the performance results shows close agreement between the linear covariance and traditional Monte Carlo methods when incorporating an assortment of guidance algorithms and processing a variety of inertial and relative sensor measurements onboard the lander's navigation filter.
James W. Williams↗