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At least 73 records · Page 4

A Fast Monte Carlo Method for Model-Based Prognostics Based on Stochastic Calculus

This work proposes a fast Monte Carlo method to solve differential equations utilized in model-based prognostics. The methodology is derived from the theory of stochastic calculus, and the goal of such a method is to speed up the estimation of the probability density functions describing the independent variable evolution over time. In the prognostic scenarios presented in this paper, the stochastic differential equations describe variables directly or indirectly related to the degradation of a monitored system. The method allows the estimation of the probability density functions by solving the deterministic equation and approximating the stochastic integrals using samples of the model noise. By so doing, the prognostic problem is solved without the Monte Carlo simulation based on Euler's forward method, which is typically the most time consuming task of the prediction stage. Three different prognostic scenarios are presented as proof of concept: (i) life prediction of electrolytic capacitors, (ii) remaining time to discharge of Lithium-ion batteries, and (iii) prognostic of cracked structures under fatigue loading. The paper shows how the method produces probability density functions that are statistically indistinguishable from the distributions estimated with Euler's forward Monte Carlo simulation. However, the proposed solution is orders of magnitude faster when computing the time-to-failure distribution of the monitored system. The approach may enable complex real-time prognostics and health management solutions with limited computing power.

stochastic calculus↗

Study of the Transition Flow Regime using Monte Carlo Methods

This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.

Hassan, H. A.↗

Calculation of Prompt Fission Neutron Lifetimes by the Monte Carlo Method

An algorithm for calculation of prompt fission neutron lifetimes in a nuclear reactor by the Monte Carlo method is described. Evaluation of the importance function is carried out with solution of the neutron transport equation without solving the adjoint equation. The results of the prompt neutron lifetime calculations performed within some critical experiments are presented and compared with the experimental results.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Benchmark study of the two-dimensional Hubbard model with auxiliary-field quantum Monte Carlo method

Ground-state properties of the Hubbard model on a two-dimensional square lattice are studied by the auxiliary-field quantum Monte Carlo method. Accurate results for energy, double occupancy, effective hopping, magnetization, and momentum distribution are calculated for interaction strengths of U/t from 2 to 8, for a range of densities including half-filling and n = 0.3,0.5,0.6, 0.75, and 0.875. At half-filling, the results are numerically exact. Away from half-filling, the constrained path Monte Carlo method is employed to control the sign problem. Our results are obtained with several advances in the computational algorithm, which are described in this paper in detail. We discuss the advantages of generalized Hartree-Fock trial wave functions and its connection to pairing wave functions, as well as the interplay with different forms of Hubbard-Stratonovich decompositions. We study the use of different twist angle sets when applying the twist averaged boundary conditions. We propose the use of quasirandom sequences, which improves the convergence to the thermodynamic limit over pseudorandom and other sequences. With it and a careful finite size scaling analysis, we are able to obtain accurate values of ground-state properties in the thermodynamic limit. Detailed results for finite-sized systems up to 16 × 16 are also provided for benchmark purposes.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Calculation of electronic properties of multilayer graphene with Monte Carlo method

In this study, the electronic transport properties of bilayer graphene is investigated by an ensemble Monte Carlo method. The bilayer graphene has a quadratic energy dependence on wave vector near the points known as Dirac points in the reciprocal lattice. For bilayer graphene the scatterings due to acoustic and optic phonons and ionized impurities are taken into account. Velocity-time and steady state velocity-applied field curves are obtained and from the slope of velocity-field curves at low fields, the low field mobility of bilayer graphene is obtained. The dependence of mobility of bilayer graphene on temperature, electron concentration, impurity concentration, acoustic and optic deformation constants is investigated and it is observed that the most important mechanism limiting the mobility is the phonon scattering.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An Overview of the Monte Carlo Methods, Codes, & Applications Group

This report sketches the work of the Group to deliver first-principle Monte Carlo methods, production quality codes, and radiation transport-based computational and experimental assessments using the codes MCNP and MCATK for such applications as criticality safety, non-proliferation, nuclear energy, nuclear threat reduction and response, radiation detection and measurement, radiation health protection, and stockpile stewardship.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Monte Carlo Methods in Materials Science Based on FLUKA and ROOT

A comprehensive understanding of mitigation measures for space radiation protection necessarily involves the relevant fields of nuclear physics and particle transport modeling. One method of modeling the interaction of radiation traversing matter is Monte Carlo analysis, a subject that has been evolving since the very advent of nuclear reactors and particle accelerators in experimental physics. Countermeasures for radiation protection from neutrons near nuclear reactors, for example, were an early application and Monte Carlo methods were quickly adapted to this general field of investigation. The project discussed here is concerned with taking the latest tools and technology in Monte Carlo analysis and adapting them to space applications such as radiation shielding design for spacecraft, as well as investigating how next-generation Monte Carlos can complement the existing analytical methods currently used by NASA. We have chosen to employ the Monte Carlo program known as FLUKA (A legacy acronym based on the German for FLUctuating KAscade) used to simulate all of the particle transport, and the CERN developed graphical-interface object-oriented analysis software called ROOT. One aspect of space radiation analysis for which the Monte Carlo s are particularly suited is the study of secondary radiation produced as albedoes in the vicinity of the structural geometry involved. This broad goal of simulating space radiation transport through the relevant materials employing the FLUKA code necessarily requires the addition of the capability to simulate all heavy-ion interactions from 10 MeV/A up to the highest conceivable energies. For all energies above 3 GeV/A the Dual Parton Model (DPM) is currently used, although the possible improvement of the DPMJET event generator for energies 3-30 GeV/A is being considered. One of the major tasks still facing us is the provision for heavy ion interactions below 3 GeV/A. The ROOT interface is being developed in conjunction with the CERN ALICE (A Large Ion Collisions Experiment) software team through an adaptation of their existing AliROOT (ALICE Using ROOT) architecture. In order to check our progress against actual data, we have chosen to simulate the ATIC14 (Advanced Thin Ionization Calorimeter) cosmic-ray astrophysics balloon payload as well as neutron fluences in the Mir spacecraft. This paper contains a summary of status of this project, and a roadmap to its successful completion.

Pinsky, Lawrence↗

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↗

The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations

The aim of ab-initio approaches is the simulation of many-body quantum systems from the first principles of quantum mechanics. These methods are traditionally based on the many-body Schrödinger equation which represents an incredible mathematical challenge. In this paper, we introduce the many-body Wigner Monte Carlo method in the context of distinguishable particles and in the absence of spin-dependent effects. Despite these restrictions, the method has several advantages. First of all, the Wigner formalism is intuitive, as it is based on the concept of a quasi-distribution function. Secondly, the Monte Carlo numerical approach allows scalability on parallel machines that is practically unachievable by means of other techniques based on finite difference or finite element methods. Finally, this method allows time-dependent ab-initio simulations of strongly correlated quantum systems. In order to validate our many-body Wigner Monte Carlo method, as a case study we simulate a relatively simple system consisting of two particles in several different situations. We first start from two non-interacting free Gaussian wave packets. We, then, proceed with the inclusion of an external potential barrier, and we conclude by simulating two entangled (i.e. correlated) particles. The results show how, in the case of negligible spin-dependent effects, the many-body Wigner Monte Carlo method provides an efficient and reliable tool to study the time-dependent evolution of quantum systems composed of distinguishable particles.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a sampling-based approach that has widely used for quantification and propagation of uncertainties. However, the standard MC method is often time-consuming if the simulation-based model is computationally intensive. This article gives an overview of modern MC methods to address the existing challenges of the standard MC in the context of UQ. Specifically, multilevel Monte Carlo (MLMC) extending the concept of control variates achieves a significant reduction of the computational cost by performing most evaluations with low accuracy and corresponding low cost, and relatively few evaluations at high accuracy and corresponding high cost. Multifidelity Monte Carlo (MFMC) accelerates the convergence of standard Monte Carlo by generalizing the control variates with different models having varying fidelities and varying computational costs. Multimodel Monte Carlo method (MMMC), having a different setting of MLMC and MFMC, aims to address the issue of UQ and propagation when data for characterizing probability distributions are limited. Multimodel inference combined with importance sampling is proposed for quantifying and efficiently propagating the uncertainties resulting from small data sets. All of these three modern MC methods achieve a significant improvement of computational efficiency for probabilistic UQ, particularly uncertainty propagation. Finally, an algorithm summary and the corresponding code implementation are provided for each of the modern MC methods. The extension and application of these methods are discussed in detail.

97 MATHEMATICS AND COMPUTING↗

Quantum Monte Carlo Method in the Steady State

We present a numerically exact steady-state inchworm Monte Carlo method for nonequilibrium quantum impurity models. Rather than propagating an initial state to long times, the method is directly formulated in the steady state. This eliminates any need to traverse the transient dynamics and grants access to a much larger range of parameter regimes at vastly reduced computational costs. We benchmark the method on equilibrium Green’s functions of quantum dots in the noninteracting limit and in the unitary limit of the Kondo regime. We then consider correlated materials described with dynamical mean field theory and driven away from equilibrium by a bias voltage. We show that the response of a correlated material to a bias voltage differs qualitatively from the splitting of the Kondo resonance observed in bias-driven quantum dots.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A spectral analysis of the domain decomposed Monte Carlo method for linear systems

The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear oper- ator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approxi- mation and the mean chord approximation are applied to estimate the leakage frac- tion of random walks from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem in numerical experiments to test the models for symmetric operators with spectral qualities similar to light water reactor problems. We find, in general, the derived approximations show good agreement with random walk lengths and leakage fractions computed by the numerical experiments.

97 MATHEMATICS AND COMPUTING↗

Low cloud investigations for project FIRE: Island studies of cloud properties, surface radiation, and boundary layer dynamics. A simulation of the reflectivity over a stratocumulus cloud deck by the Monte Carlo method

The radiation field over a broken stratocumulus cloud deck is simulated by the Monte Carlo method. We conducted four experiments to investigate the main factor for the observed shortwave reflectively over the FIRE flight 2 leg 5, in which reflectivity decreases almost linearly from the cloud center to cloud edge while the cloud top height and the brightness temperature remain almost constant through out the clouds. From our results, the geometry effect, however, did not contribute significantly to what has been observed. We found that the variation of the volume extinction coefficient as a function of its relative position in the cloud affects the reflectivity efficiently. Additional check of the brightness temperature of each experiment also confirms this conclusion. The cloud microphysical data showed some interesting features. We found that the cloud droplet spectrum is nearly log-normal distributed when the clouds were solid. However, whether the shift of cloud droplet spectrum toward the larger end is not certain. The decrease of number density from cloud center to cloud edges seems to have more significant effects on the optical properties.

Ackerman, Thomas P.↗

Discrete range clustering using Monte Carlo methods

For automatic obstacle avoidance guidance during rotorcraft low altitude flight, a reliable model of the nearby environment is needed. Such a model may be constructed by applying surface fitting techniques to the dense range map obtained by active sensing using radars. However, for covertness, passive sensing techniques using electro-optic sensors are desirable. As opposed to the dense range map obtained via active sensing, passive sensing algorithms produce reliable range at sparse locations, and therefore, surface fitting techniques to fill the gaps in the range measurement are not directly applicable. Both for automatic guidance and as a display for aiding the pilot, these discrete ranges need to be grouped into sets which correspond to objects in the nearby environment. The focus of this paper is on using Monte Carlo methods for clustering range points into meaningful groups. One of the aims of the paper is to explore whether simulated annealing methods offer significant advantage over the basic Monte Carlo method for this class of problems. We compare three different approaches and present application results of these algorithms to a laboratory image sequence and a helicopter flight sequence.

Chatterji, G. B.↗

Poster — Thur Eve — 45: Comparison of different Monte Carlo methods of scoring linear energy transfer in modulated proton therapy beams

In this work, we demonstrate inconsistencies in commonly used Monte Carlo methods of scoring linear energy transfer (LET) in proton therapy beams. In particle therapy beams, the LET is an important parameter because the relative biological effectiveness (RBE) depends on it. LET is often determined using Monte Carlo techniques. We used a realistic Monte Carlo model of a proton therapy nozzle to score proton LET in spread-out Bragg peak (SOBP) depth-dose distributions. We used three different scoring and calculation techniques to determine average LET at varying depths within a 140 MeV beam with a 4 cm SOBP and a 250 MeV beam with a 10 cm SOBP. These techniques included fluence-weighted (Φ-LET) and dose-weighted average (D-LET) LET calculations from: 1) scored energy spectra converted to LET spectra through a lookup table, 2) directly scored LET spectra and 3) accumulated LET scored ‘on-the-fly’ during simulations. All protons (primary and secondary) were included in the scoring. Φ-LET was found to be less sensitive to changes in scoring technique than D-LET. In addition, the spectral scoring methods were sensitive to low-energy (high-LET) cutoff values in the averaging. Using cutoff parameters chosen carefully for consistency between techniques, we found variations in Φ-LET values of up to 1.6% and variations in D-LET values of up to 11.2% for the same irradiation conditions, depending on the method used to score LET. Variations were largest near the end of the SOBP, where the LET and energy spectra are broader.

07 ISOTOPE AND RADIATION SOURCES↗

Comparisons of Wilks’ and Monte Carlo Methods in Response to the 10CFR50.46(c) Proposed Rulemaking

The Nuclear Regulatory Commission (NRC) is proposing a new rulemaking on emergency core system/loss-of-coolant accident (LOCA) performance analysis. In the proposed rulemaking, designated as 10CFR50.46(c), the US NRC put forward an equivalent cladding oxidation criterion as a function of cladding pre-transient hydrogen content. The proposed rulemaking imposes more restrictive and burnup-dependent cladding embrittlement criteria; consequently nearly all the fuel rods in a reactor core need to be analyzed under LOCA conditions to demonstrate compliance to the safety limits. New analysis methods are required to provide a thorough characterization of the reactor core in order to identify the locations of the limiting rods as well as to quantify the safety margins under LOCA conditions. With the new analysis method presented in this work, the limiting transient case and the limiting rods can be easily identified to quantify the safety margins in response to the proposed new rulemaking. In this work, the best-estimate plus uncertainty (BEPU) analysis capability for large break LOCA with the new cladding embrittlement criteria using the RELAP5-3D code is established and demonstrated with a reduced set of uncertainty parameters. Both the direct Monte Carlo method and the Wilks’ nonparametric statistical method can be used to perform uncertainty quantification. Wilks’ method has become the de-facto industry standard to perform uncertainty quantification in BEPU LOCA analyses. Despite its widespread adoption by the industry, the use of small sample sizes to infer statement of compliance to the existing 10CFR50.46 rule, has been a major cause of unrealized operational margin in today’s BEPU methods. Moreover the debate on the proper interpretation of the Wilks’ theorem in the context of safety analyses is not fully resolved yet, even more than two decades after its introduction in the frame of safety analyses in the nuclear industry. This represents both a regulatory and application risk in rolling out new methods. With the 10CFR50.46(c) proposed rulemaking, the deficiencies of the Wilks’ approach are further exacerbated. The direct Monte Carlo approach offers a robust alternative to perform uncertainty quantification within the context of BEPU analyses. In this work, the Monte Carlo method is compared with the Wilks’ method in response to the NRC 10CFR50.46(c) proposed rulemaking.

10CFR50.46(c)↗