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At least 55 records · Page 3

Accelerating astronomical and cosmological inference with preconditioned Monte Carlo

ABSTRACT We introduce preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilizes a Normalizing Flow (NF) in order to decorrelate the parameters of the distribution and then proceeds by sampling from the preconditioned target distribution using an adaptive Sequential Monte Carlo (SMC) scheme. The results produced by PMC include samples from the posterior distribution and an estimate of the model evidence that can be used for parameter inference and model comparison, respectively. The aforementioned framework has been thoroughly tested in a variety of challenging target distributions achieving state-of-the-art sampling performance. In the cases of primordial feature analysis and gravitational wave inference, PMC is approximately 50 and 25 times faster, respectively, than nested sampling (NS). We found that in higher dimensional applications, the acceleration is even greater. Finally, PMC is directly parallelisable, manifesting linear scaling up to thousands of CPUs.

79 ASTRONOMY AND ASTROPHYSICS↗

A Potts Model parameter study of particle size, Monte Carlo temperature, and “Particle-Assisted Abnormal Grain Growth”

A Potts Model was proposed to account for temperature and particle heterogeneity-dependent Zener Pinning. This was accomplished by relating the random fluctuations of grain boundary position allowed by the Potts Model switching probability at finite simulation temperature to experimentally observed grain growth stagnation behavior. We assume that these fluctuations arise from random fluctuations in the thermodynamic and kinetic properties of the grain boundaries and/or interfaces as they change with temperature. As an application of this model, the grain growth kinetics of U-10 wt. % Mo nuclear fuels were simulated with the input of microstructural images during different heat treatment processes. Simulated average grain growth behavior is in good agreement with experiments.

Frazier, William E.↗

Identification of non-Fermi liquid fermionic self-energy from quantum Monte Carlo data

Quantum Monte Carlo (QMC) simulations of correlated electron systems provide unbiased information about system behavior at a quantum critical point (QCP) and can verify or disprove the existing theories of non-Fermi liquid (NFL) behavior at a QCP. However, simulations are carried out at a finite temperature, where quantum critical features are masked by finite-temperature effects. Here, we present a theoretical framework within which it is possible to separate thermal and quantum effects and extract the information about NFL physics at T = 0. We demonstrate our method for a specific example of 2D fermions near an Ising ferromagnetic QCP. We show that one can extract from QMC data the zero-temperature form of fermionic self-energy Σ(ω) even though the leading contribution to the self-energy comes from thermal effects. We find that the frequency dependence of Σ(ω) agrees well with the analytic form obtained within the Eliashberg theory of dynamical quantum criticality, and obeys ω 2/3 scaling at low frequencies. Our results open up an avenue for QMC studies of quantum critical metals.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Transfer of resonance-line radiation in differentially expanding atmospheres. I - General considerations and Monte Carlo calculations.

A Monte Carlo method is given for analyzing the transfer of resonance radiation in a rapidly and differentially expanding nebula. Coherence in the frame of the atom is shown to lead to interesting modifications of the emergent radiation field, as compared with the other more usual assumptions of coherence or redistribution in the fluid frame. Results are presented in tabular form suitable for further use. Sample line profiles produced by pure scattering out of the continuum are generated, and it is shown that an arbitrarily high peak can be obtained. This conclusion is independent of the coherence assumption used. The distribution of the number of scatterings is found in all cases. An analytic solution is presented for the case of coherence in the fluid frame.

Caroff, L. J.↗

Solution of the radiative transfer theory problems by the Monte Carlo method

The Monte Carlo method is used for two types of problems. First, there are interpretation problems of optical observations from meteorological satellites in the short wave part of the spectrum. The sphericity of the atmosphere, the propagation function, and light polarization are considered. Second, problems dealt with the theory of spreading narrow light beams. Direct simulation of light scattering and the mathematical form of medium radiation model representation are discussed, and general integral transfer equations are calculated. The dependent tests method, derivative estimates, and solution to the inverse problem are also considered.

Marchuk, G. I.↗

Micrometeoroid abrasion of lunar rocks - A Monte Carlo simulation

A Monte Carlo computer model simulating the randomness of the impact process both in space and in time is developed in order to provide insight into lunar rock erosion by single particle abrasion and into bombardment history of fractional surface areas of lunar rocks. Microcrater frequencies derived from lunar rocks are used to calculate magnitude and probability of each cratering event, and experimental cratering results are employed to determine the eroded volumina for individual crater sizes. It is shown that a fractional surface area of a lunar rock sample may have a completely different bombardment history, and that the exposure histories and actual erosion depths of the surfaces vary accordingly and are highly heterogeneous. A minimum erosion rate of 0.3 to 0.6 mm for the past one million years is obtained.

Hoerz, F.↗

Particle acceleration at shocks - A Monte Carlo method

A Monte Carlo method is presented for the problem of acceleration of test particles at relativistic shocks. The particles are assumed to diffuse in pitch angle as a result of scattering off magnetic irregularities frozen into the fluid. Several tests are performed using the analytic results available for both relativistic and nonrelativistic shock speeds. The acceleration at relativistic shocks under the influence of radiation losses is investigated, including the effects of a momentum dependence in the diffusion coefficient. The results demonstrate the usefulness of the technique in those situations in which the diffusion approximation cannot be employed, such as when relativistic bulk motion is considered, when particles are permitted to escape at the boundaries, and when the effects of the finite length of the particle mean free path are important.

Kirk, J. G.↗

Multi Model Monte Carlo with Python (MXMCPy)

Multi Model Monte Carlo with Python (\mxmc {}) is a software package developed as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Motivated by uncertainty propagation problems where classical Monte Carlo (MC) simulation is computationally intractable, various multi-model MC approaches have recently emerged that yield unbiased estimators with significantly reduced variance relative to MC for the same cost. These existing methods include multi-level Monte Carlo (MLMC), multi-fidelity Monte Carlo (MFMC), and approximate control variates (ACV). Given a fixed computational budget and a collection of models with varying cost/accuracy, each method seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. \mxmc {} is a versatile tool that enables convenient access to many existing multi-model MC approaches within one modular and extensible package. With \mxmc {}, users can easily compare existing methods to determine the best choice for their particular problem, while developers have a basis for implementing and sharing new variance reduction approaches. This report introduces the \mxmc {} software, providing a summary of the problem-solving workflow for users as well as a brief overview of the code layout for developers.

Geoffrey F Bomarito↗

Adaptive tau-leaping methods for microscopic-lattice kinetic Monte Carlo simulations

Traditional Kinetic Monte Carlo (KMC) approaches, rooted in Gillespie’s stochastic simulation algorithm, become computationally demanding in systems with a large range of timescales. The goal of this work is to propose and study new adaptive lattice-KMC time integration strategies for spatially non-uniform systems. To that end, two novel adaptive tau-leaping methods and their corresponding time integration strategies are developed based on the idea of the “n-fold” direct KMC method. These strategies allow for the simultaneous execution of multiple reactions, advancing time by adaptively selected coarse increments. We present numerical experiments comparing the proposed methods with existing approaches in a catalytic surface kinetics application involving ammonia decomposition.

Bimolecular reactions↗

Advanced Multilevel Monte Carlo Methods

This article reviews the application of some advanced Monte Carlo techniques in the context of multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations, which can be biassed in some sense, for instance, by using the discretization of an associated probability law. The MLMC approach works with a hierarchy of biassed approximations, which become progressively more accurate and more expensive. Additionally, using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider some Markov chain Monte Carlo and sequential Monte Carlo methods, which have been introduced in the literature, and we describe different strategies that facilitate the application of MLMC within these methods.

97 MATHEMATICS AND COMPUTING↗

Development of Monte Carlo Capability for Orion Parachute Simulations

Parachute test programs employ Monte Carlo simulation techniques to plan testing and make critical decisions related to parachute loads, rate-of-descent, or other parameters. This paper describes the development and use of a MATLAB-based Monte Carlo tool for three parachute drop test simulations currently used by NASA. The Decelerator System Simulation (DSS) is a legacy 6 Degree-of-Freedom (DOF) simulation used to predict parachute loads and descent trajectories. The Decelerator System Simulation Application (DSSA) is a 6-DOF simulation that is well suited for modeling aircraft extraction and descent of pallet-like test vehicles. The Drop Test Vehicle Simulation (DTVSim) is a 2-DOF trajectory simulation that is convenient for quick turn-around analysis tasks. These three tools have significantly different software architectures and do not share common input files or output data structures. Separate Monte Carlo tools were initially developed for each simulation. A recently-developed simulation output structure enables the use of the more sophisticated DSSA Monte Carlo tool with any of the core-simulations. The task of configuring the inputs for the nominal simulation is left to the existing tools. Once the nominal simulation is configured, the Monte Carlo tool perturbs the input set according to dispersion rules created by the analyst. These rules define the statistical distribution and parameters to be applied to each simulation input. Individual dispersed parameters are combined to create a dispersed set of simulation inputs. The Monte Carlo tool repeatedly executes the core-simulation with the dispersed inputs and stores the results for analysis. The analyst may define conditions on one or more output parameters at which to collect data slices. The tool provides a versatile interface for reviewing output of large Monte Carlo data sets while preserving the capability for detailed examination of individual dispersed trajectories. The Monte Carlo tool described in this paper has proven useful in planning several Crew Exploration Vehicle parachute tests.

Moore, James W.↗

gRASPA

GPU Monte Carlo Simulation Code with a taste of RASPA We present enhancements in Monte Carlo simulation speed and functionality within an open-source code, gRASPA, which uses graphical processing units (GPUs) to achieve significant performance improvements compared to serial, CPU implementations of Monte Carlo. The code supports a wide range of Monte Carlo simulations, including canonical ensemble (NVT), grand canonical, NVT Gibbs, Widom test particle insertions, and continuous-fractional component Monte Carlo. Implementation of grand canonical transition matrix Monte Carlo (GC-TMMC) and a novel feature to allow different moves for the different components of metal-organic framework (MOF) structures exemplify the capabilities of gRASPA for precise free energy calculations and enhanced adsorption studies, respectively. The introduction of a High-Throughput Computing (HTC) mode permits many Monte Carlo simulations on a single GPU device for accelerated materials discovery. The code can incorporate machine learning (ML) potentials. The open-source nature of gRASPA promotes reproducibility and openness in science, and users may add features to the code and optimize it for their own purposes. The code is written in CUDA/C++ and SYCL/C++ to support different GPU vendors. The gRASPA code is publicly available at https://github.com/snurr-group/gRASPA.

Li, Zhao [Purdue/Northwestern/Notre Dame Universit↗

Microcanonical Hamiltonian Monte Carlo

We develop Microcanonical Hamiltonian Monte Carlo (MCHMC), a class of models that follow fixed energy Hamiltonian dynamics, in contrast to Hamiltonian Monte Carlo (HMC), which follows canonical distribution with different energy levels. MCHMC tunes the Hamiltonian function such that the marginal of the uniform distribution on the constant-energy-surface over the momentum variables gives the desired target distribution. We show that MCHMC requires occasional energy-conserving billiard-like momentum bounces for ergodicity, analogous to momentum resampling in HMC. We generalize the concept of bounces to a continuous version with partial direction preserving bounces at every step, which gives energy-conserving underdamped Langevin-like dynamics with non-Gaussian noise (MCLMC). MCHMC and MCLMC exhibit favorable scalings with condition number and dimensionality. We develop an efficient hyperparameter tuning scheme that achieves high performance and consistently outperforms NUTS HMC on several standard benchmark problems, in some cases by orders of magnitude.

97 MATHEMATICS AND COMPUTING↗

The History of Monte Carlo and MCNP at Los Alamos [Slides]

The Monte Carlo method for radiation particle transport has its origins at LANL dating back to the 1940’s. The creators of these methods were Drs. Stanislaw Ulam, John von Neumann, Robert Richtmyer, and Nicholas Metropolis. Monte Carlo methods for particle transport have been driving computational developments since the beginning of modern computers; this continues today. In the 1950’s and 1960’s, these new methods were organized into a series of special-purpose Monte Carlo codes, including MCS, MCN, MCP, and MCG. These codes were able to transport neutrons and photons for specialized LANL applications. In 1977, these separate codes were combined to create the LANL Monte Carlo N-Particle (MCNP) radiation particle transport code. In 1983, MCNP3 was released for public distribution to the Radiation Safety Information Computational Center (RSICC). MCNP6.3 will be released late in 2021. Each year, LANL has ~100 MCNP new users and RSICC ~1250 new licenses distributed. This talk will review the Los Alamos history of the development of the modern Monte Carlo method and MCNP.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A modified Monte Carlo model for the ionospheric heating rates.

A Monte Carlo method is adopted as a basis for the derivation of the photoelectron-heat input into the ionospheric plasma. Since a great number of Monte Carlo runs are required normally for the computation of the heating rates, this approach is modified in an attempt to minimize the computation time. The heat-input distributions are computed for arbitrarily small source elements that are spaced apart at distances corresponding to the photoelectron dissipation range. By means of a nonlinear interpolation procedure their individual heating-rate distributions are utilized to produce synthetic ones that fill the gaps between the Monte Carlo generated distributions. By varying these gaps and the corresponding number of Monte Carlo runs the accuracy of the results is tested to verify the validity of this procedure. It is concluded that this model can reduce the computation time by as much as an order of magnitude, thus improving the feasibility of including Monte Carlo calculations in self-consistent ionosphere models.

Mayr, H. G.↗

Monte Carlo simulation of particle acceleration at astrophysical shocks

A Monte Carlo code was developed for the simulation of particle acceleration at astrophysical shocks. The code is implemented in Turbo Pascal on a PC. It is modularized and structured in such a way that modification and maintenance are relatively painless. Monte Carlo simulations of particle acceleration at shocks follow the trajectories of individual particles as they scatter repeatedly across the shock front, gaining energy with each crossing. The particles are assumed to scatter from magnetohydrodynamic (MHD) turbulence on both sides of the shock. A scattering law is used which is related to the assumed form of the turbulence, and the particle and shock parameters. High energy cosmic ray spectra derived from Monte Carlo simulations have observed power law behavior just as the spectra derived from analytic calculations based on a diffusion equation. This high energy behavior is not sensitive to the scattering law used. In contrast with Monte Carlo calculations diffusive calculations rely on the initial injection of supra-thermal particles into the shock environment. Monte Carlo simulations are the only known way to describe the extraction of particles directly from the thermal pool. This was the triumph of the Monte Carlo approach. The question of acceleration efficiency is an important one in the shock acceleration game. The efficiency of shock waves efficient to account for the observed flux of high energy galactic cosmic rays was examined. The efficiency of the acceleration process depends on the thermal particle pick-up and hence the low energy scattering in detail. One of the goals is the self-consistent derivation of the accelerated particle spectra and the MHD turbulence spectra. Presumably the upstream turbulence, which scatters the particles so they can be accelerated, is excited by the streaming accelerated particles and the needed downstream turbulence is convected from the upstream region. The present code is to be modified to include a better description of particle scattering (pitch-angle instead of hard-sphere) and as iterative procedure for treating the self-excitation of the MHD turbulence.

Campbell, Roy K.↗

Static Self-Energy and Effective Mass of the Homogeneous Electron Gas from Quantum Monte Carlo Calculations

We discuss the methodology of quantum Monte Carlo calculations of the effective mass based on the static self-energy Σ(k,0). We then use variational Monte Carlo calculations of Σ(k,0) of the homogeneous electron gas at various densities to obtain results very close to perturbative G 0 W 0 calculations for values of the density parameter 1 ≤ r s ≤ 10. Here, the obtained values for the effective mass are close to diagrammatic Monte Carlo results and disagree with previous quantum Monte Carlo calculations based on a heuristic mapping of excitation energies to those of an ideal gas.

36 MATERIALS SCIENCE↗