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At least 91 records · Page 5

Efficient Calibration of Expensive Computational Models

Accounting for uncertainty when calibrating expensive computational models is a common challenge faced by scientists and engineers. Often Bayesian techniques are adopted to estimate a probability density function over the model parameters given noisy empirical data. The methods used to perform this type of probabilistic calibration are computationally prohibitive in that they require a large number of evaluations of the expensive model. In these cases, surrogate modeling -- that is, using a fast-to-evaluate, lower fidelity stand-in for the original computational model -- may be the only option to alleviate this computational burden. However, the upfront cost of generating training data to build a surrogate model can itself be expensive. As such, it is important to be judicious when selecting training points at which the full-fidelity model is evaluated. Here, an active learning approach is proposed that enables efficient selection of training points using approximate samples of the calibrated parameter probability density function. In this way, the training points can be concentrated in regions where the calibration algorithm requires high model accuracy.

active learning↗

Nonparametric maximum likelihood estimation of probability densities by penalty function methods

When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.

Demontricher, G. F.↗

Adding GPU Support to the Markov Chain Monte Carlo Code Catmip

In geophysics, we are confronted with many under-determined inverse problems. For example, all of our observations of earthquakes are made at the Earth’s surface. So, when we try to infer how slip during an earthquake evolves in space and time, we find that there are many potential slip histories that are consistent with our limited observations and our understanding of earthquake physics. One way to approach these problems is with Bayesian analysis which allows us to infer the ensemble of all potential slip models that satisfy the observations and our prior knowledge of earthquake physics. In Bayesian analysis, our prior knowledge is known as the prior probability density function or prior PDF, the fit to the data is known as the data likelihood, and the target PDF that satisfies both the prior PDF and data likelihood is known as the posterior PDF. However, simulating the posterior PDF typically requires using Markov Chain Monte Carlo (MCMC) to draw tens of billions of random realizations of earthquake slip models, which may not be computationally feasible. To make this and similar geophysical inversions computationally tractable, we developed the Cascading Adaptive Transitional Metropolis In Parallel (CATMIP) algorithm. CATMIP is an efficient parallel Markov Chain Monte Carlo (MCMC) sampler that is used for model fitting and uncertainty quantification in geophysics. Example use cases are earthquake rupture modeling, determining mineral composition on Mars, reconstructing the history of ocean salinity, and historical earthquake relocation. CATMIP employs many parallel instances of the Metropolis algorithm for sampling in a transitioning framework. Transitioning is a process in which a set of random samples at equilibrium with a known probability density function (PDF) are used as seeds for the Markov chains to sample successive target PDFs that incrementally move the distribution from the starting seeds to the final desired PDF that describes the relative plausibility of potential values for the model parameters. The algorithm is implemented as a Master-Worker model employing MPI for communication. The worker processes are loosely coupled with global parameters periodically optimized by the master process. This provides a very high amount of parallelism with little communication between updates. During the presentation we will discuss the history of the algorithm and elaborate the earthquake rupture modeling use case for the CATMIP package. Our first step toward GPU optimization was to optimize the code for the CPU. CPU profiling revealed that most of the compute time is spent in calls to level 2 BLAS routines and calls to GSL random number generators. We revised the algorithm to employ level 3 BLAS routines instead. In our presentation we will describe how this was accomplished. Adding GPU support to CATMIP consisted mostly of replacing the calls to GSL with calls to GPU vendor-provided library routines. A small number of loops were directly implemented in CUDA. In the presentation will provide implementation details. Finally, we will discuss methods for profiling and opportunities for further optimizing GPU execution. By creating a code with the flexibility to run on either a CPU or GPU architecture, CATMIP can be used on systems ranging from large CPU-based HPC environments to single servers with GPU acceleration and everything in between.

HECC↗

A statistical model for telecommunication link design

An evaluation is conducted of the current telecommunication link design technique and a description is presented of an alternative method, called the probability distribution method (PDM), which is free of the disadvantages of the current technique while retaining its advantages. The PDM preserves the simplicity of the design control table (DCT) format. The use of the DCT as a management design control tool is continued. The telecommunication link margin probability density function used presents the probability of achieving any particular value of link performance. It is, therefore, possible to assess the performance risk and other tradeoffs.

Yuen, J. H.↗

Large Eddy Simulation Of Gravitational Effects In Transitional And Turbulent Gas-Jet Diffusion Flames

The influence of gravity on the spatial and the compositional structures of transitional and turbulent hydrocarbon diffusion flames are studies via large eddy simulation (LES) and direct numerical simulation (DNS) of round and planar jets. The subgrid-scale (SGS) closures in LES are based on the filtered mass density function (FMDF) methodology. The FMDF represents the joint probability density function (PDF) of the SGS scalars, and is obtained by solving its transport equation. The fundamental advantage of LES/FMDF is that it accounts for the effects of chemical reaction and buoyancy exactly. The methodology is employed for capturing some of the fundamental influences of gravity in equilibrium flames via realistic chemical kinetic schemes. Some preliminary investigation of the gravity effects in non-equilibrium flames is also conducted, but with idealized chemical kinetics models.

Jaberi, Farhad A.↗

Probabilistic evaluation of uncertainties and risks in aerospace components

This paper summarizes a methodology developed at NASA Lewis Research Center which computationally simulates the structural, material, and load uncertainties associated with Space Shuttle Main Engine (SSME) components. The methodology was applied to evaluate the scatter in static, buckling, dynamic, fatigue, and damage behavior of the SSME turbo pump blade. Also calculated are the probability densities of typical critical blade responses, such as effective stress, natural frequency, damage initiation, most probable damage path, etc. Risk assessments were performed for different failure modes, and the effect of material degradation on the fatigue and damage behaviors of a blade were calculated using a multi-factor interaction equation. Failure probabilities for different fatigue cycles were computed and the uncertainties associated with damage initiation and damage propagation due to different load cycle were quantified. Evaluations on the effects of mistuned blades on a rotor were made; uncertainties in the excitation frequency were found to significantly amplify the blade responses of a mistuned rotor. The effects of the number of blades on a rotor were studied. The autocorrelation function of displacements and the probability density function of the first passage time for deterministic and random barriers for structures subjected to random processes also were computed. A brief discussion was included on the future direction of probabilistic structural analysis.

Shah, A. R.↗

Simple gain probability functions for large reflector antennas of JPL/NASA

Simple models for the patterns as well as their cumulative gain probability and probability density functions of the Deep Space Network antennas are developed. These are needed for the study and evaluation of interference from unwanted sources such as the emerging terrestrial system, High Density Fixed Service, with the Ka-band receiving antenna systems in Goldstone Station of the Deep Space Network.

large reflector antenna probability density functi↗

A Novel Strategy for Numerical Simulation of High-speed Turbulent Reacting Flows

The objective of this research is to improve and implement the filtered mass density function (FDF) methodology for large eddy simulation (LES) of high-speed reacting turbulent flows. We have just completed Year 1 of this research. This is the Final Report on our activities during the period: January 1, 2003 to December 31, 2003. 2002. In the efforts during the past year, LES is conducted of the Sandia Flame D, which is a turbulent piloted nonpremixed methane jet flame. The subgrid scale (SGS) closure is based on the scalar filtered mass density function (SFMDF) methodology. The SFMDF is basically the mass weighted probability density function (PDF) of the SGS scalar quantities. For this flame (which exhibits little local extinction), a simple flamelet model is used to relate the instantaneous composition to the mixture fraction. The modelled SFMDF transport equation is solved by a hybrid finite-difference/Monte Carlo scheme.

Sheikhi, M. R. H.↗

Costas loop tracking performance in the presence of antenna switching transients

The present paper examines the impact of phase, amplitude and Doppler transients on the tracking performance of a Costas loop, both in the presence and absence of noise; the loop's lock maintenance capability is also examined. Specific considerations involve analyzing second order loop transient behavior in the absence of noise and the presence of the three transients noted above; here, the operational differential equations are formulated and numerically solved. In the context of noise presence, a first order loop is treated in conjunction with amplitude and phase transients; toward this end the time dependent version of the Fokker-Planck partial differential equation is developed and numerically solved. Selected performance curves describe second order loop behavior in the presence of transients, whose values are of varying severity. First order loop behavior in the presence of noise is characterized by the illustration of suitably defined time dependent 'truncated probability density functions' and associated loss of lock probabilities.

Weinberg, A.↗

A Simple, Velocity Dependent, Collision Probability Algorithm for Small Combined Hard Body Radii Close Approach Events

Over the last few years progress has been made in the velocity dependent collision probability problem. Recent progress in this problem has been approached via integration of the probability flux into the surface of the combined hard body object. The algorithm presented uses the surface flux approach and is designed to compute the collision probability rate between two objects given their time dependent states and state error covariance matrices. With regards to the computation of the collision probability (Pc) rate, two major differences exist between the development of this algorithm and the usual Pc algorithm. First, the shape of the at-risk volume is assumed to be a cube rather than a sphere. The size of the cube is chosen so that it circumscribes the usual hard body sphere chosen for the spherical Pc problem. This will result in half the length of a side of the cube being equal to the hard body radius (HBR) of the sphere. Second, it is assumed that the HBR of the cube is much smaller than the smallest combined position uncertainty (σ(sub min) > 5*HBR) at each time point of evaluation. This is necessary as the actual collision probability calculation is based on a first order, small variable expansion in the position components of the Gaussian probability density function. This leads to the collision probability rate being to second order in the combined HBR. The collision probability rate is in a concise, closed form containing exponential and error functions.

Frisbee, Joe↗

The GF Convection Parameterization: Recent Developments, Extensions, and Applications

Recent developments and options in the GF (Grell and Freitas, 2014, Freitas et al.,2018) convection parameterization are presented. The parameterization has been expanded to atrimodal spectral size to simulate three convection modes: shallow, congestus and deep. Incontrast to usual entrainment/detrainment assumptions, we assume that Beta Functions (BFs),commonly applied to represent Probability Density Functions (PDF’s), can be used tocharacterize the vertical mass flux profiles for the three modes, and use the BFs to deriveentrainment and detrainment rates. We also added a new closure for non-equilibrium convectionthat improved the simulation of the diurnal cycle of convection, with a better representation ofthe transition from shallow to deep convection regimes over land. The transport of chemicalconstituents (including wet deposition) can be treated inside the GF scheme. The tracer transportis handled in flux form and is mass conserving. Finally, the cloud microphysics has beenextended to include the ice phase to simulate the conversion from liquid water to ice in updraftswith resulting additional heat release and the melting from snow to rain.

Saulo R De Freitas↗

Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence

A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.

Mark, W. D.↗

Probabilities and statistics for backscatter estimates obtained by a scatterometer

Methods for the recovery of winds near the surface of the ocean from measurements of the normalized radar backscattering cross section must recognize and make use of the statistics (i.e., the sampling variability) of the backscatter measurements. Radar backscatter values from a scatterometer are random variables with expected values given by a model. A model relates backscatter to properties of the waves on the ocean, which are in turn generated by the winds in the atmospheric marine boundary layer. The effective wind speed and direction at a known height for a neutrally stratified atmosphere are the values to be recovered from the model. The probability density function for the backscatter values is a normal probability distribution with the notable feature that the variance is a known function of the expected value. The sources of signal variability, the effects of this variability on the wind speed estimation, and criteria for the acceptance or rejection of models are discussed. A modified maximum likelihood method for estimating wind vectors is described. Ways to make corrections for the kinds of errors found for the Seasat SASS model function are described, and applications to a new scatterometer are given.

Pierson, Willard J., Jr.↗

Progress Toward Affordable High Fidelity Combustion Simulations Using Filtered Density Functions for Hypersonic Flows in Complex Geometries

Significant progress has been made in the development of subgrid scale (SGS) closures based on a filtered density function (FDF) for large eddy simulations (LES) of turbulent reacting flows. The FDF is the counterpart of the probability density function (PDF) method, which has proven effective in Reynolds averaged simulations (RAS). However, while systematic progress is being made advancing the FDF models for relatively simple flows and lab-scale flames, the application of these methods in complex geometries and high speed, wall-bounded flows with shocks remains a challenge. The key difficulties are the significant computational cost associated with solving the FDF transport equation and numerically stiff finite rate chemistry. For LES/FDF methods to make a more significant impact in practical applications a pragmatic approach must be taken that significantly reduces the computational cost while maintaining high modeling fidelity. An example of one such ongoing effort is at the NASA Langley Research Center, where the first generation FDF models, namely the scalar filtered mass density function (SFMDF) are being implemented into VULCAN, a production-quality RAS and LES solver widely used for design of high speed propulsion flowpaths. This effort leverages internal and external collaborations to reduce the overall computational cost of high fidelity simulations in VULCAN by: implementing high order methods that allow reduction in the total number of computational cells without loss in accuracy; implementing first generation of high fidelity scalar PDF/FDF models applicable to high-speed compressible flows; coupling RAS/PDF and LES/FDF into a hybrid framework to efficiently and accurately model the effects of combustion in the vicinity of the walls; developing efficient Lagrangian particle tracking algorithms to support robust solutions of the FDF equations for high speed flows; and utilizing finite rate chemistry parametrization, such as flamelet models, to reduce the number of transported reactive species and remove numerical stiffness. This paper briefly introduces the SFMDF model (highlighting key benefits and challenges), and discusses particle tracking for flows with shocks, the hybrid coupled RAS/PDF and LES/FDF model, flamelet generated manifolds (FGM) model, and the Irregularly Portioned Lagrangian Monte Carlo Finite Difference (IPLMCFD) methodology for scalable simulation of high-speed reacting compressible flows.

Drozda, Tomasz G.↗