Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “sequential 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

Performance improvements of the windowed multipole formalism using a rational fraction approximation of the Faddeeva function

The windowed multipole (WMP) formalism was introduced as a way to calculate Doppler broadened cross sections on the fly during Monte Carlo simulations. While more arithmetic is needed compared to point-wise cross section look-ups, performance remained competitive from the large memory reductions and sequential data access. The single most expensive function call in a depleted fuel assembly problem using WMP comes from the evaluation of the Faddeeva function, which previously relied on a highly accurate, highly-branching algorithm. This paper explores the use of rational fraction approximations tailored to the domain interest of reactor physics applications and the development of lower accuracy approximations sufficient for our application. The rational approximations were implemented and tested in OpenMC on an infinite medium problem to stress the cross section calculation routine and a PWR assembly problem. In both cases, the rational approximation nearly eliminated the ∼ 20% penalty previously observed when comparing to point-wise libraries. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Adaptive Stress Testing of Trajectory Predictions in Flight Management Systems

To find failure events and their likelihoods in flight-critical systems, we investigate the use of an advanced black-box stress testing approach called adaptive stress testing. We analyze a trajectory predictor from a developmental commercial flight management system which takes as input a collection of lateral waypoints and en-route environmental conditions. Our aim is to search for failure events relating to inconsistencies in the predicted lateral trajectories. The intention of this work is to find likely failures and report them back to the developers so they can address and potentially resolve shortcomings of the system before deployment. To improve search performance, this work extends the adaptive stress testing formulation to be applied more generally to sequential decision-making problems with episodic reward by collecting the state transitions during the search and evaluating at the end of the simulated rollout. We use a modified Monte Carlo tree search algorithm with progressive widening as our adversarial reinforcement learner. The performance is compared to direct Monte Carlo simulations and to the cross-entropy method as an alternative importance sampling baseline. The goal is to find potential problems otherwise not found by traditional requirements-based testing. Results indicate that our adaptive stress testing approach finds more failures and finds failures with higher likelihood relative to the baseline approaches.

adaptive stress testing↗

A Multistep Probability of Collision Computation Algorithm

The two-dimensional probability of collision calculation method is both widely used and computationally efficient. However, Monte Carlo simulations show that this method sometimes fails to provide sufficiently accurate estimates for Earthorbiting satellites. This study presents a multistep algorithm that calculates collision probabilities for all conjunctions, regardless if affected by curvilinear trajectory or time varying covariance dynamics. The algorithm sequentially applies increasingly accurate estimation methods, but only as required for efficiency. Evaluating usage violations for the two-dimensional probability of collision method represents one of the most important steps. Extensive testing demonstrates the efficiency and reliability of the multistep algorithm.

Doyle T. Hall↗

Pattern Recognition for a Flight Dynamics Monte Carlo Simulation

The design, analysis, and verification and validation of a spacecraft relies heavily on Monte Carlo simulations. Modern computational techniques are able to generate large amounts of Monte Carlo data but flight dynamics engineers lack the time and resources to analyze it all. The growing amounts of data combined with the diminished available time of engineers motivates the need to automate the analysis process. Pattern recognition algorithms are an innovative way of analyzing flight dynamics data efficiently. They can search large data sets for specific patterns and highlight critical variables so analysts can focus their analysis efforts. This work combines a few tractable pattern recognition algorithms with basic flight dynamics concepts to build a practical analysis tool for Monte Carlo simulations. Current results show that this tool can quickly and automatically identify individual design parameters, and most importantly, specific combinations of parameters that should be avoided in order to prevent specific system failures. The current version uses a kernel density estimation algorithm and a sequential feature selection algorithm combined with a k-nearest neighbor classifier to find and rank important design parameters. This provides an increased level of confidence in the analysis and saves a significant amount of time.

Restrepo, Carolina↗

A Stochastic Scheduler for Integrated Arrival, Departure and Surface Operations in Los Angeles

In terminal airspace, integrating arrivals, departures, and surface operations with competing resources provides the potential of improving operational efficiency by removing barriers between different operations. This work develops a centralized stochastic scheduler for operations in a terminal area including airborne and surface operations using Non-dominated sorting genetic algorithm and Monte Carlo simulations. The scheduler handles completing resources between different flows, such as runway allocations, runway crossing, departure fixes, and other interaction way points between arrivals and departures. Meanwhile, the scheduler also takes time-varied uncertainties into account when optimizing schedules. The scheduler is run sequentially to identify the best and robust schedule for the next planning window. Resulting schedules decide the routes, speed or delays, and runway assignments with separation constraints at mergingdiverging waypoints in the air and crossing and separations on runways. The Los Angels terminal area was used as an example. The implementation of this stochastic scheduler for integrated arrival, departure and surface operations is completed. And several preliminary runs are finished for over 1,200 flights in LAX in a typical day. Sensitivity studies on various planning window sizes are presented, which shows that trade-off exits between planning window size and achievable minimum delay. Preliminary results on runway usage are also presented in this abstract. Because arrivals on the outer runways have to be followed by crossings on the inner runways, algorithmic runway allocation prefers inner runways for arrivals and outer runways for departures. More results will be presented in the final paper. And current terminal arrival and departure procedures based on first-come-first-serve procedure will also be set up and used as a baseline for comparison.

integrated scheduler↗

DART-PFLOTRAN: An ensemble-based data assimilation system for estimating subsurface flow and transport model parameters

Ensemble-based Data Assimilation (EDA), based on the Monte Carlo approach, has been effectively applied to estimate model parameters through inverse modeling in subsurface flow and transport problems. However, implementation of EDA approach involves a complicated workflow that include setting up and executing ensemble forward model simulations, processing observations and model simulation results for parameter updates, and repeat for sequential or iterative EDA. To facilitate the management of such workflow and lower the barriers for adopting EDA-based parameter estimation in subsurface science, we develop a generic software frame-work linking the Data Assimilation Research Testbed (DART) with a massively parallel subsurface FLOw and TRANsport code PFLOTRAN. The new DART-PFLOTRAN leverages both the core data assimilation engines in DART and the computational power afforded by PFLOTRAN. In addition to the standard smoother and filtering options, DART-PFLOTRAN enables an iterative EDA workflow based on the Ensemble Smoother for Multiple Data Assimilation method (ES-MDA) to improve estimation accuracy for nonlinear forward problems. Here, we verify the implementation of ES-MDA in DART-PFLOTRAN using two synthetic cases designed to estimate static permeability and dynamic exchange fluxes across the riverbed, respectively, from continuous temperature measurements made across a depth profile. One-dimensional hydro-thermal simulations are performed in both cases to relate temperature responses with the parameters of interest. In the case of estimating dynamic parameters, we demonstrate the flexibility of DART-PFLOTRAN in automating sequential ES-MDA workflow, which will significantly reduce the time researchers spend on managing complex workflows in similar applications. Both studies yield accurate estimations of the parameters compared to their synthetic truth, while ES-MDA leads to more accurate estimation when a high level of nonlinearity exist between observed responses and unknown parameters. With a code base in Python and Fortran, DART-PFLOTRAN paves the way for applications in large-scale subsurface inverse modeling by automating the complex workflow of sequential ES-MDA that can be executed on various computing platforms.

97 MATHEMATICS AND COMPUTING↗

Navigation Performance of the BioSentinel Deep Space CubeSat Mission

The BioSentinel mission was recently launched aboard the SLS launch vehicle (LV) as part of the Artemis- 1 campaign. The BioSentinel navigation team successfully tracked and guided the spacecraft through a lunar gravity assist to its destination Earth-trailing heliocentric orbit. This 6U CubeSat carries live yeast cells to analyze the effects of radiation at large distances from Earth, becoming the first biological payload in Deep Space. Prelaunch activities included mission design updates, orbit determination rehearsals and the development of a tracking schedule in coordination with the Artemis-1 payload office and the Deep Space Network (DSN). An important influence on the trajectories of Artemis I secondaries was the uncertainty associated with deployment from the Interim Cryogenic Propulsion System (ICPS), the upper stage of the SLS LV. The ICPS was rotating at a rate of 1 rpm; there was also an uncertainty in the spin axis attitude, which translated into an unknown clock angle of deployment. The variability in this angle and magnitude of deployment implied the existence of a non-negligible risk of a lunar impact, which was evaluated for various potential launch dates. We present the results of Monte Carlo analyses and compute the pertinent maneuvers to avoid it. In addition, we present a comparison with the actual deployment once the mission launched by reconstructing our trajectory with tracking data. On November 16th 2022 BioSentinel successfully deployed from ICPS and the navigation team started to receive 2-way Doppler and Sequential Ranging data from the DSN. We processed early data to try to obtain a first ephemeris using Initial Orbit Determination (IOD) methods such as the least squares. Soon after deployment, the spacecraft was tumbling and entered safe mode, creating a period where the tracking data were sparse. The mission team recovered the spacecraft and after four tracking passes, we solved for a first ephemeris that was sent to the DSN for better tracking of the spacecraft. After propagating this first ephemeris solution, we determined that we avoided impact with a margin of a few hundred km from the lunar surface. More tracking data over the next few days (from DSN as well as ESA antennas) allowed for a more refined orbit solution predicting a periselene altitude of 406 km and a lunar eclipse lasting 36.5 minutes. Therefore, BioSentinel operators aborted any correction maneuvers. This periselene altitude also gave us the necessary energy to achieve a heliocentric orbit. The next challenge was due to the necessary adjustments in our orbit determination method due to the large energy boost resulting from the lunar flyby. After a series of tracking passes we were able to get a nominal solution that resulted into a stable trajectory. This paper discusses in detail the navigation performance using the X-band IRIS transponder, as well as the challenges and lessons learned prior to and during this deep space, CubeSat mission.

Andres Dono Perez↗

Numerical and experimental analyses of the radiant heat flux produced by quartz heating systems

A method is developed for predicting the radiant heat flux distribution produced by tungsten filament, tubular fused-quartz envelope heating systems with reflectors. The method is an application of Monte Carlo simulation, which takes the form of a random walk or ray tracing scheme. The method is applied to four systems of increasing complexity, including a single lamp without a reflector, a single lamp with a Hat reflector, a single lamp with a parabolic reflector, and up to six lamps in a six-lamp contoured-reflector heating unit. The application of the Monte Carlo method to the simulation of the thermal radiation generated by these systems is discussed. The procedures for numerical implementation are also presented. Experiments were conducted to study these quartz heating systems and to acquire measurements of the corresponding empirical heat flux distributions for correlation with analysis. The experiments were conducted such that several complicating factors could be isolated and studied sequentially. Comparisons of the experimental results with analysis are presented and discussed. Good agreement between the experimental and simulated results was obtained in all cases. This study shows that this method can be used to analyze very complicated quartz heating systems and can account for factors such as spectral properties, specular reflection from curved surfaces, source enhancement due to reflectors and/or adjacent sources, and interaction with a participating medium in a straightforward manner.

Turner, Travis L.↗

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗

Synthesis of magnesiowüstite nanocrystallites embedded in an amorphous silicate matrix via low energy multiple ion implantations

The synthesis process is presented for experimentally simulating modifications in cosmic dust grains using sequential ion implantations or irradiations followed by thermal annealing. Cosmic silicate dust analogues were prepared via implantation of 20–80 keV Fe - , Mg - , and O - ions into commercially available p-type silicon (100)wafers. The as-implanted analogues are amorphous with a Mg/(Fe+Mg) ratio of 0.5 tailored to match theoretical abundances in circumstellar dusts. Before the ion implantations were performed, Monte-Carlo-based ion-solid interaction codes were used to model the dynamic redistribution of the implanted atoms in the silicon substrate. 600 keV helium ion irradiation was performed on one of the samples before thermal annealing. Two samples were thermally annealed at a temperature appropriate for an M-class stellar wind, 1000 K, for 8.3 h in a vacuum chamber with a pressure of 1 x 10 -7 torr. The elemental depth profiles were extracted utilizing Rutherford Backscattering Spectrometry (RBS) in the samples before and after thermal annealing. X-ray diffraction (XRD)analysis was employed for the identification of various phases in crystalline minerals in the annealed analogues. Transmission electron microscopy (TEM) analysis was utilized to identify specific crystal structures. RBS analysis shows redistribution of the implanted Fe, Mg, and O after thermal annealing due to incorporation into the crystal structures for each sample type. XRD patterns along with TEM analysis showed nanocrystalline Mg and Fe oxides with possible incorporation of additional silicate minerals.

79 ASTRONOMY AND ASTROPHYSICS↗

CAMERA: A method for cost-aware, adaptive, multifidelity, efficient reliability analysis

Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distributions, and Monte Carlo sampling methods are intractable when expensive high-fidelity simulations have to be queried. Here, we propose a method to use models of multiple fidelities that trade accuracy for computational efficiency. Specifically, we propose the use of multifidelity Gaussian process models to efficiently fuse models at multiple fidelity, thereby offering a cheap surrogate model that emulates the original model at all fidelities. Furthermore, we propose a novel sequential acquisition function based experiment design framework that can automatically select samples from appropriate fidelity models to make predictions about quantities of interest at the highest fidelity. We use our proposed approach in an importance sampling setting and demonstrate our method on the failure level set and probability estimation on synthetic test functions and two real-world applications, namely, the reliability analysis of a gas turbine engine blade using a finite element method and a transonic aerodynamic wing test case using Reynolds-averaged Navier-Stokes equations. We show that our method predicts the failure boundary and probability more accurately and at a fraction of the computational cost compared with using just a single expensive high-fidelity model. Finally, we show that our sequential approach is guaranteed to asymptotically converge to the true failure boundary with high probability.

97 MATHEMATICS AND COMPUTING↗

Evaluation of sequence tracking methods for Compton cameras based on CdZnTe arrays

In this study, the performance of sequence tracking methods for multiple interaction events in specific CdZnTe Compton imagers was evaluated using Monte Carlo simulations. The Compton imager consisted of a 6 × 6 array of virtual Frisch-grid CZT crystals, where the dimensions of each crystal were 5 × 5 × 12 mm 3 . The sequence tracking methods for another Compton imager that consists of two identical CZT crystals arrays were also evaluated. When 662 keV radiation was incident on the detectors, the percentages of the correct sequences determined by the simple comparison and deterministic methods for two sequential interactions were identical (~80 %), while those evaluated using the minimum squared difference method (55-59 %) and Three Compton method (45-55 %) for three sequential interactions, differed from each other. The reconstructed images of a 662 keV point source detected using single and double arrays were evaluated based on their angular resolution and signal-to-noise ratio, and the results showed that the double arrays outperformed single arrays.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

An Efficient Filter for Measurements Corrupted with Cauchy Noise

This paper present a new sequential filter for state estimation using measurements corrupted with Cauchy noise. The new filter retains the familiar structure of the Kalman filter and is computationally efficient. In addition, it does not exhibit computational complexity which grows or varies in time like existing methods. These results are based upon a nearly 50 year old result by Masreliez in which the conditional mean estimator is approximated via linearization of the measurement predictive density. This work derives the new filter, provides discussion regarding practical implementation, and present Monte Carlo analyses to validate and assess the new filter's performance.

James S McCabe↗

A Bayesian Framework for Reliability Analysis of Spacecraft Deployments

Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a two stage sequential Bayesian framework for reliability estimation of spacecraft deployment was developed for this purpose. This process was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the Optical Telescope Element. Initially, detailed studies of NASA deployment history, "heritage information", were conducted, extending over 45 years of spacecraft launches. This information was then coupled to a non-informative prior and a binomial likelihood function to create a posterior distribution for deployments of various subsystems uSing Monte Carlo Markov Chain sampling. Select distributions were then coupled to a subsequent analysis, using test data and anomaly occurrences on successive ground test deployments of scale model test articles of JWST hardware, to update the NASA heritage data. This allowed for a realistic prediction for the reliability of the complex Sunshield deployment, with credibility limits, within this two stage Bayesian framework.

Evans, John W.↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

Modeling and Simulation Techniques for the NASA SLS Service Module Panel Separation Event; from Loosely-Coupled Euler to Fully-Coupled 6-DOF, Time-Accurate, Navier-Stokes Methodologies

An aerodynamic database has been generated for use by the Orion Multi-Purpose Crew Vehicle (MPCV) Program to analyze Service Module (SM) panel jettison from the NASA SLS vehicle. The database is a combination of CFD data for the panel aerodynamic coefficients, and MATLAB code written to query the CFD data. The Cart3D inviscid CFD flow solver was used to generate the panel aerodynamic coefficients for static panel orientations and free stream conditions that can occur during the jettison event. The MATLAB code performs the multivariate interpolation to obtain aerodynamic coefficients. The MATLAB code uses input for SM panel parameters and returns the SM panel aerodynamic force and moment coefficients for use with a Six-Degree-of-Freedom (6-DOF) motion solver to model the jettison event. This paper examines the accuracy of the sequential-static database approach by modeling the panel jettison event with a fully-coupled, time-dependent, viscous, moving-body CFD simulation. The fully-coupled simulation is obtained using the Loci/Chem unstructured Navier-Stokes CFD solver. The results show that the fully-coupled approach agrees well with the loosely-coupled database/6-DOF approach, indicating that unsteady effects are minimal for the panel jettison event. These results suggest that the database/6-DOF approach is sufficient. In addition, this paper presents the development of an uncertainty model for use in Monte Carlo analysis of the panel jettison event. Here viscous CFD simulations are obtained with Loci/Chem and compared to the inviscid CFD forces and moments. An uncertainty model based on model-form error and numerical error is presented.

Hall, Leslie H.↗

Shoulder fillet effects in strength distributions of microelectromechanical system components

The failure forces and fracture strengths of polysilicon microelectromechanical system (MEMS) components in the form of stepped tensile bars with shoulder fillets were measured using a sequential failure chain methodology. Approximately 150 specimens for each of four fillet geometries with different stress concentration factors were tested. The resulting failure force and strength distributions of the four geometries were related by a common sidewall flaw population existing within different effective stressed lengths. The failure forces, strengths, and flaw population were well described by a weakest-link based analytical framework. Finite element analysis was used to verify body-force based expressions for the stress concentration factors and to provide insight into the variation of specimen effective length with fillet geometry. Monte Carlo simulations of flaw size and location, based on the strength measurements, were also used to provide insight into fillet shape and size effects. The successful description of the shoulder fillet specimen strengths provides further empirical support for application of the strength and flaw framework in MEMS fabrication and design optimization.

36 MATERIALS SCIENCE↗

The Myth of Fungible FTE: A Quantitative Assessment of Matrixed Resource Allocation

Matrix organizations allow scientific facilities to share specialized personnel across projects, operations, maintenance, and strategic initiatives. Nominal staffing allocations, however, may not capture the schedule consequences of fragmented individual commitments, limited access to specialist groups, and intermittent availability of key decision makers. We developed a stochas- tic, daily-time-step simulation of a hypothetical medium-sized accelerator-facility project com- prising sequential phases and parallel tasks. Each task requires role-specific work measured in FTE-days. Ordinary personnel may be unavailable because they contribute concurrently to other institutional activities, while designated key roles have independently specified daily un- availability probabilities. An organization-wide priority factor scales the number of people from each functional group who can effectively contribute to the project. It is interpreted as a composite proxy for project access and workforce fragmentation across competing commit- ments. We examined project completion time as a function of this factor and Project Lead unavailability using 100 Monte Carlo runs per condition. Increasing priority factor from 0.1 to 1.0 reduced median completion time from 1708.5 days (interquartile range 1681.5–1735.25) to 390 days (interquartile range 379–399). At priority factor = 0.1, increasing Project Lead unavailability from 0.5 to 0.9 increased median completion time from 1713.5 days (interquartile range 1691–1733.25) to 4,417 days (interquartile range 4271.75–4550.5). The model quantifies the commonly expected sensitivity of project schedules to fragmented resource commitments and limited coordination availability. Within this model, the results also indicate a possible threshold regime in which small increases in workforce availability yield only modest sched- ule improvements until sufficient capacity becomes accessible, after which project performance improves sharply. With further validation and calibration, this quantitative framework could support resource-allocation decisions during initial project planning and subsequent schedule rebaselining.

Bai, Mei [SLAC National Accelerator Laboratory (SL↗