Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Bayesian Monte Carlo”

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 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Thermodynamically informed priors for uncertainty propagation in first-principles statistical mechanics

Here, this work demonstrates how first-principles statistical mechanics approaches within a Bayesian framework can quantify and propagate uncertainties to downstream thermodynamic calculations. To address the issue of Bayesian prior selection, knowledge of 0 K ground states in the material system of interest is incorporated into the prior. The effectiveness of this framework is shown by creating a phase diagram for the fcc zirconium nitride system, including confidence intervals on order-disorder transition temperatures.

Bayesian methods↗
DOE OSTI2021

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.

algebraic multigrid↗
DOE OSTI2022

A modified Susceptible-Infected-Recovered model for observed under-reported incidence data

Fitting Susceptible-Infected-Recovered (SIR) models to incidence data is problematic when not all infected individuals are reported. Assuming an underlying SIR model with general but known distribution for the time to recovery, this paper derives the implied differential-integral equations for observed incidence data when a fixed fraction of newly infected individuals are not observed. The parameters of the resulting system of differential equations are identifiable. Using these differential equations, we develop a stochastic model for the conditional distribution of current disease incidence given the entire past history of reported cases. We estimate the model parameters using Bayesian Markov Chain Monte-Carlo sampling of the posterior distribution. We use our model to estimate the transmission rate and fraction of asymptomatic individuals for the current Coronavirus 2019 outbreak in eight American Countries: the United States of America, Brazil, Mexico, Argentina, Chile, Colombia, Peru, and Panama, from January 2020 to May 2021. Our analysis reveals that the fraction of reported cases varies across all countries. For example, the reported incidence fraction for the United States of America varies from 0.3 to 0.6, while for Brazil it varies from 0.2 to 0.4.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2024

Posterior Covariance Matrix Approximations

Here, the Davis equation of state (EOS) is commonly used to model thermodynamic relationships for high explosive (HE) reactants. Typically, the parameters in the EOS are calibrated, with uncertainty, using a Bayesian framework and Markov Chain Monte Carlo (MCMC) methods. However, MCMC methods are computationally expensive, especially for complex models with many parameters. This paper provides a comparison between MCMC and less computationally expensive Variational methods (Variational Bayesian and Hessian Variational Bayesian) for computing the posterior distribution and approximating the posterior covariance matrix based on heterogeneous experimental data. All three methods recover similar posterior distributions and posterior covariance matrices. This study demonstrates that for this EOS parameter calibration application, the assumptions made in the two Variational methods significantly reduce the computational cost but do not substantially change the results compared to MCMC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Determining reference standard strength for neutron-irradiated reduced activation ferritic/martensitic steel F82H by Bayesian method

The deterministic approach widely adopted in the design of structural components relies on systematically defined design limits using empirically determined safety factors. However, this approach is not always appropriate because structures are subjected to a variety of loads in the practical environment, which may result in excessively conservative design limits. In recent years, a more rigorous probabilistic approach that incorporates material strength distributions has become an important solution. In the probabilistic approach, the probability density functions of material strength properties underpin the design criteria. Here, the objective of this study is to identify the density distribution functions that best describe tensile properties of irradiated F82H to define a reference strength for DEMO design. Due to the limited number of existing data, this study specifically employs a Bayesian prediction method based on Monte Carlo simulations to determine a material reference value with statistical reliability and to investigate its effectiveness. For example, the dependence of tensile properties of 300 °C irradiated materials on irradiation damage and the range predicted by 95% Bayesian estimation was evaluated. As a statistical model for the dose dependence of statistical parameters, the normal distribution exhibited a better fit for 0.2% proof strength and tensile strength, whereas the distribution of total elongation data gave comparable reference values for both the normal and Weibull distribution models. Both models gave comparable criteria for the distribution of total elongation data. The Weibull model also gave better results for uniform elongation. The function best describing the model was a logarithmic law for both 0.2% proof strength and tensile strength, while a power law for both total and uniform elongation, which allowed for more comprehensive data prediction of irradiation data with statistical accuracy for DEMO reactor design.

36 MATERIALS SCIENCE↗
DOE OSTI2021

Sensitivity-Informed Bayesian Inference for Home PLC Network Models with Unknown Parameters

Bayesian inference is used to calibrate a bottom-up home PLC network model with unknown loads and wires at frequencies up to 30 MHz. A network topology with over 50 parameters is calibrated using global sensitivity analysis and transitional Markov Chain Monte Carlo (TMCMC). The sensitivity-informed Bayesian inference computes Sobol indices for each network parameter and applies TMCMC to calibrate the most sensitive parameters for a given network topology. A greedy random search with TMCMC is used to refine the discrete random variables of the network. This results in a model that can accurately compute the transfer function despite noisy training data and a high dimensional parameter space. The model is able to infer some parameters of the network used to produce the training data, and accurately computes the transfer function under extrapolative scenarios.

42 ENGINEERING↗
DOE OSTI2022

Toward data assimilation of ship-induced aerosol–cloud interactions

Satellite imagery can detect temporary cloud trails or ship tracks formed from aerosols emitted from large ships traversing our oceans, a phenomenon that global climate models cannot directly reproduce. Ship tracks are observable examples of marine cloud brightening, a potential solar climate intervention that shows promise in helping combat climate change. In this paper, we demonstrate a simulation-based approach in learning the behavior of ship tracks based upon a novel stochastic emulation mechanism. Our method uses wind fields to determine the movement of aerosol–cloud tracks and uses a stochastic partial differential equation (SPDE) to model their persistence behavior. This SPDE incorporates both a drift and diffusion term which describes the movement of aerosol particles via wind and their diffusivity through the atmosphere, respectively. We first present our proposed approach with examples using simulated wind fields and ship paths. We then successfully demonstrate our tool by applying the approximate Bayesian computation method-sequential Monte Carlo for data assimilation.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

A Differentiable Hydrology Approach for Modeling With Time-Varying Parameters

In the analysis of observational data with mathematical models, it is often desirable to let one or more model parameters vary with time to account for changing environmental conditions or to offer more flexibility. A standard approach for dynamic models is to allow for the number of parameters to grow as a function of time, leading to a high-dimensional inference problem for long data records. We propose using Hamiltonian Monte Carlo, a gradient-based Markov chain Monte Carlo (MCMC) method, to perform Bayesian inference for time-varying parameters (TVP) in hydrology models. As derivatives of model error functions with regard to parameters are not available in closed form, we implemented the GR4J rainfall-runoff models in Theano/PyMC3, and Jax/NumPyro, allowing for the application of automatic differentiation techniques. A simulation experiment assessing the viability of these methods for recovering underlying temporal variation in parameters indicates that a discrete Gaussian random walk-based prior appears to be best suited across a range of scenarios while the continuous-time Gaussian process compares relatively poorly. In an analysis of 20 years of daily real-world streamflow records from the Model Parameter Estimation Experiment (MOPEX) hydrology data set with increasing data sparsity and at multiple temporal resolutions, we find that TVP inference with gradient-based MCMC is a flexible and reliable approach for analyzing hydrology models with dynamic parameter sets.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

pnnl/MCRASTA

McRasta (Markov Chain Rate and State Analysis) was developed to estimate parameter uncertainty in constitutive friction models via Bayesian inverse and Markov Chain Monte Carlo (MCMC) methods.

Fichera, Marissa [Pacific Northwest National Labor↗
DOE OSTI2026

mvBayes

SAND2026-16980O mvBayes implements multivariate Bayesian regression using MATLAB and decomposes a multivariate or functional response into components based on a user-specified orthogonal basis. This allows for independent modeling of each component with any chosen univariate Bayesian regression model. This tool includes methods for prediction and visualization, facilitating the evaluation of Bayesian surrogate models through the application of Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling techniques. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Tucker, J. Derek [Sandia National Lab. (SNL-CA), L↗
DOE OSTI2021

Machine Learning Assisted Safety Modeling and Analysis of Advanced Reactors

With the advances in computational power and numerical methods, analysts can now rely on first-principle simulations to predict ultra-fine details in a variety of applications. Advances in machine learning (ML) have produced algorithms that can now learn high-level abstractions via hierarchical models. This project aims to leverage advances in ML techniques and the available high-resolution simulation data to develop a novel modeling and simulation (M\&S) methodology for reactor safety analysis. While application-agnostic ML techniques are available, complex physics constraints need to be incorporated into ML techniques to build ML-based closures for computationally efficient predictive simulations. This project intends to develop a physics-guided data-driven multi-scale methodology for M\&S of advanced reactors. The project focuses on thermal fluid (T/F) phenomena, which play major roles in advanced reactor safety. Specifically, we propose a data-driven coarse-mesh turbulence model based on local flow features for the transient analysis of thermal mixing and stratification in a sodium-cooled fast reactor (SFR). The model has a coarse-mesh setup to ensure computational efficiency, while it is trained by fine-mesh computational fluid dynamics (CFD) data with Reynolds-averaged Navier-Stokes (RANS) turbulence model to ensure accuracy. Three different neural networks are developed and tested for loss-of-flow transients in the hot pool of SFR, i.e. the densely connected convolutional neural network (DCNN), long-short-term-memory network based on proper orthogonal decomposition (POD-LSTM), and the DCNN informed by LSTM (DCNN-LSTM). The performances of these three neural networks are evaluated based on baseline models. The DCNN-LSTM model has been chosen for further hyperparameter optimization. Furthermore, based on a simplified two-dimensional case, uncertainty quantification (UQ) of the developed ML-based closure are investigated with three methods, i.e. Monte Carlo dropout, deep ensemble, and Bayesian neural network. The developed ML-based turbulent viscosity closure relation based on deep ensemble is then integrated into the system analysis module SAM and serves as a term in the conservation equations. Such a SAM-ML based procedure guarantees that the obtained results are consistent with the physical constraints of the thermal-fluid system. The SAM-ML simulation on the same loss-of-flow transient showed comparable accuracy with the CFD simulation but with a much coarser mesh setup. Last but not least, the ML-based closure improvement with the support of higher-fidelity data from large eddy simulation (LES) is discussed. As a first step towards this direction, a baseline LES simulation is performed to obtain comparable data with RANS results. Based on the early results, future investigation on further improving the ML-based closure is discussed. We believe the developed approach that combines scientific machine learning with nuclear system analysis code can benefit the advanced reactor community as more accurate safety analyses will better characterize reactor safety margins and reduce licensing efforts.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2022

Equation of State Optimization and Uncertainty Quantization: Implementation in the LANL EOS Production Code OpenSesame

We detail the approaches of particle swarm optimization and Bayesian inference through Markov chain Monte Carlo for equation of state development. This work includes formulation of the modeling for the equation of state, numeric optimization of the parametric models via particle swarm optimization, and generation of probability distributions of equations of state from Markov chain Monte Carlo.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Probabilistic estimation of depth-resolved profiles of soil thermal diffusivity from temperature time series

Abstract. Improving the quantification of soil thermal and physical properties is key to achieving a better understanding and prediction of soil hydro-biogeochemical processes and their responses to changes in atmospheric forcing. Obtaining such information at numerous locations and/or over time with conventional soil sampling is challenging. The increasing availability of low-cost, vertically resolved temperature sensor arrays offers promise for improving the estimation of soil thermal properties from temperature time series, and the possible indirect estimation of physical properties. Still, the reliability and limitations of such an approach need to be assessed. In the present study, we develop a parameter estimation approach based on a combination of thermal modeling, sliding time windows, Bayesian inference, and Markov chain Monte Carlo simulation to estimate thermal diffusivity and its uncertainty over time, at numerous locations and at an unprecedented vertical spatial resolution (i.e., down to 5 to 10 cm vertical resolution) from soil temperature time series. We provide the necessary framework to assess under which environmental conditions (soil temperature gradient, fluctuations, and trend), temperature sensor characteristics (bias and level of noise), and deployment geometries (sensor number and position) soil thermal diffusivity can be reliably inferred. We validate the method with synthetic experiments and field studies. The synthetic experiments show that in the presence of median diurnal fluctuations ≥ 1.5 ∘C at 5 cm below the ground surface, temperature gradients > 2 ∘C m−1, and a sliding time window of at least 4 d the proposed method provides reliable depth-resolved thermal diffusivity estimates with percentage errors ≤ 10 % and posterior relative standard deviations ≤ 5 % up to 1 m depth. Reliable thermal diffusivity under such environmental conditions also requires temperature sensors to be spaced precisely (with accuracy to a few millimeters), with a level of noise ≤ 0.02 ∘C, and with a bias defined by a standard deviation ≤ 0.01 ∘C. Finally, the application of the developed approach to field data indicates significant repeatability in results and similarity with independent measurements, as well as promise in using a sliding time window to estimate temporal changes in soil thermal diffusivity, as needed to potentially capture changes in bulk density or water content.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

The utility of Bayesian data reconciliation for separations

Data reconciliation methods for separation processes typically rely on classical statistical approaches to generate estimates of true mass flow rates from measurements. Knowledge regarding the uncertainty of these estimates has value in decision making, but is often not acquired. Bayesian approaches intrinsically quantify uncertainty; however, literature for Bayesian data reconciliation of separation processes is scarce. This publication outlines two Bayesian data reconciliation models and provides details for how the models were implemented for the BayesMassBal (V 1.0.0) software package written in R. To demonstrate the advantages of this approach for data reconciliation, the models were first applied to simulated data and then compared to a classical model through a Monte Carlo experiment. In this example, the Bayesian models were found to provide more accurate estimates of the simulated data, while also providing quantitative information on the estimate uncertainty. To demonstrate the use of the technique in a practical problem, the models were also applied to real data collected from a pilot-scale rare earth solvent extraction process. Here, this publication provides a small window into how Bayesian methods can be used for data reconciliation, but findings suggest Bayesian data reconciliation models for separation processes have distinct advantages over classical alternatives.

01 COAL, LIGNITE, AND PEAT↗
DOE OSTI2022

aphBO-2GP-3B: a budgeted asynchronous parallel multi-acquisition functions for constrained Bayesian optimization on high-performing computing architecture

High-fidelity complex engineering simulations are often predictive, but also computationally expensive and often require substantial computational efforts. The mitigation of computational burden is usually enabled through parallelism in high-performance cluster (HPC) architecture. Optimization problems associated with these applications is a challenging problem due to the high computational cost of the high-fidelity simulations. In this paper, an asynchronous parallel constrained Bayesian optimization method is proposed to efficiently solve the computationally expensive simulation-based optimization problems on the HPC platform, with a budgeted computational resource, where the maximum number of simulations is a constant. The advantage of this method are three-fold. Firstly, the efficiency of the Bayesian optimization is improved, where multiple input locations are evaluated parallel in an asynchronous manner to accelerate the optimization convergence with respect to physical runtime. This efficiency feature is further improved so that when each of the inputs is finished, another input is queried without waiting for the whole batch to complete. Second, the proposed method can handle both known and unknown constraints. Third, the proposed method samples several acquisition functions based on their rewards using a modified GP-Hedge scheme. The proposed framework is termed aphBO-2GP-3B, which means asynchronous parallel hedge Bayesian optimization with two Gaussian processes and three batches. The numerical performance of the proposed framework aphBO-2GP-3B is comprehensively benchmarked using 16 numerical examples, compared against other 6 parallel Bayesian optimization variants and 1 parallel Monte Carlo as a baseline, and demonstrated using two real-world high-fidelity expensive industrial applications. The first engineering application is based on finite element analysis (FEA) and the second one is based on computational fluid dynamics (CFD) simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Scalable Bayesian optimization with randomized prior networks

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment. Bayesian Optimization (BO) techniques are known to be effective in tackling global optimization problems using a relatively small number objective function evaluations, but their performance suffers when dealing with high-dimensional outputs. To overcome the major challenge of dimensionality, here we propose a deep learning framework for BO and sequential decision making based on bootstrapped ensembles of neural architectures with randomized priors. Using appropriate architecture choices, we show that the proposed framework can approximate functional relationships between design variables and quantities of interest, even in cases where the latter take values in high-dimensional vector spaces or even infinite-dimensional function spaces. In the context of BO, we augmented the proposed probabilistic surrogates with re-parameterized Monte Carlo approximations of multiple-point (parallel) acquisition functions, as well as methodological extensions for accommodating black-box constraints and multi-fidelity information sources. We test the proposed framework against state-of-the-art methods for BO and demonstrate superior performance across several challenging tasks with high-dimensional outputs, including a constrained multi-fidelity optimization task involving shape optimization of rotor blades in turbo-machinery.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Multimodal parameter spaces of a complex multi-channel neuron model

One of the most common types of models that helps us to understand neuron behavior is based on the Hodgkin–Huxley ion channel formulation (HH model). A major challenge with inferring parameters in HH models is non-uniqueness: many different sets of ion channel parameter values produce similar outputs for the same input stimulus. Such phenomena result in an objective function that exhibits multiple modes (i.e., multiple local minima). This non-uniqueness of local optimality poses challenges for parameter estimation with many algorithmic optimization techniques. HH models additionally have severe non-linearities resulting in further challenges for inferring parameters in an algorithmic fashion. To address these challenges with a tractable method in high-dimensional parameter spaces, we propose using a particular Markov chain Monte Carlo (MCMC) algorithm, which has the advantage of inferring parameters in a Bayesian framework. The Bayesian approach is designed to be suitable for multimodal solutions to inverse problems. We introduce and demonstrate the method using a three-channel HH model. We then focus on the inference of nine parameters in an eight-channel HH model, which we analyze in detail. We explore how the MCMC algorithm can uncover complex relationships between inferred parameters using five injected current levels. The MCMC method provides as a result a nine-dimensional posterior distribution, which we analyze visually with solution maps or landscapes of the possible parameter sets. The visualized solution maps show new complex structures of the multimodal posteriors, and they allow for selection of locally and globally optimal value sets, and they visually expose parameter sensitivities and regions of higher model robustness. We envision these solution maps as enabling experimentalists to improve the design of future experiments, increase scientific productivity and improve on model structure and ideation when the MCMC algorithm is applied to experimental data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Combining Observations and Models: A Review of the CARDAMOM Framework for Data‐Constrained Terrestrial Ecosystem Modeling

The rapid increase in the volume and variety of terrestrial biosphere observations (i.e., remote sensing data and in situ measurements) offers a unique opportunity to derive ecological insights, refine process‐based models, and improve forecasting for decision support. However, despite their potential, ecological observations have primarily been used to benchmark process‐based models, as many past and current models lack the capability to directly integrate observations and their associated uncertainties for parameterization. In contrast, data assimilation frameworks such as the CARbon DAta MOdel fraMework (CARDAMOM) and its suite of process‐based models, known as the Data Assimilation Linked Ecosystem Carbon Model (DALEC), are specifically designed for model‐data fusion. This review, motivated by a recent CARDAMOM community workshop, examines the development and applications of CARDAMOM, with an emphasis on its role in advancing ecosystem process understanding. CARDAMOM employs a Bayesian approach, using a Markov Chain Monte Carlo algorithm to enable data‐driven calibration of DALEC parameters and initial states (i.e., carbon pool sizes) through observation operators. CARDAMOM's unique ability to retrieve localized model process parameters from diverse datasets—ranging from in situ measurements to global satellite observations—makes it a highly flexible tool for analyzing spatially variable ecosystem responses to environmental change. However, assimilating these data also presents challenges, including data quality issues that propagate into model skill, as well as trade‐offs between model complexity, parameter equifinality, and predictive performance. We discuss potential solutions to these challenges, such as reducing parameter equifinality by incorporating new observations. This review also offers community recommendations for incorporating emerging datasets, integrating machine learning techniques, strengthening collaboration with remote sensing, field, and modeling communities, and expanding CARDAMOM's relevance for localized ecosystem monitoring and decision‐making. CARDAMOM enables a deep, mechanistic understanding of terrestrial ecosystem dynamics that cannot be achieved through empirical analyses of observational datasets or weakly constrained models alone.

Bayesian inference↗