Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Importance sampling”

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 127 records · Page 7

Grid-based diffusion Monte Carlo for fermions without the fixed-node approximation

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed random walkers to the points of a uniform infinite spatial grid, allowing them to meet and annihilate one another to establish the nodal structure without the fixed-node approximation. An imaginary-time propagator is derived rigorously from a discretized Hamiltonian, governing a non-Gaussian, sign-flipping, branching, and mutually annihilating random walk of particles. The accuracy of the resulting stochastic representations of a fermion wave function is limited only by the grid and imaginary-time resolutions and can be improved in a controlled manner. Here, the method is tested for a series of model problems including fermions in a harmonic trap as well as the He atom in its singlet or triplet ground state. For the latter case, the energies approach from above with increasing grid resolution and converge within 0.015 E h of the exact basis-set-limit value for the grid spacing of 0.08 a.u. with a statistical uncertainty of 10 –5 E h without an importance sampling or Jastrow factor.

74 ATOMIC AND MOLECULAR PHYSICS↗

Exact Fluctuations of Nonequilibrium Steady States from Approximate Auxiliary Dynamics

We describe a framework to reduce the computational effort to evaluate large deviation functions of time integrated observables within nonequilibrium steady states. We do this by incorporating an auxiliary dynamics into trajectory based Monte Carlo calculations, through a transformation of the system's propagator using an approximate guiding function. This procedure importance samples the trajectories that most contribute to the large deviation function, mitigating the exponential complexity of such calculations. Here, we illustrate the method by studying driven diffusion and interacting lattice models in one and two spatial dimensions. Finally, our work offers an avenue to calculate large deviation functions for high dimensional systems driven far from equilibrium.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The source craters of the martian meteorites: Implications for the igneous evolution of Mars

Approximately 200 meteorites come from ~10 impact events on the surface of Mars, yet their pre-ejection locations are largely unknown. Here, we combine the results of diverse sets of observations and modeling to constrain the source craters for several groups of martian meteorites. We compute that ejection-paired groups of meteorites are derived from lava flows within the top 26 m of the surface. We link ejection-paired groups to specific source craters and geologic units, providing context for these important samples, reconciling microscopic observations with remote sensing records, and demonstrating the potential to constrain the ages of their source geologic units. Furthermore, we show that there are craters that may have produced martian meteorites not represented in the world’s meteorite collections that have yet to be discovered.

Science & Technology - Other Topics↗

Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo

In this article we consider static Bayesian parameter estimation for partially observed diffusions that are discretely observed. We work under the assumption that one must resort to discretizing the underlying diffusion process, for instance, using the Euler--Maruyama method. Given this assumption, we show how one can use Markov chain Monte Carlo (MCMC) and particularly particle MCMC [C. Andrieu, A. Doucet, and R. Holenstein, J. R. Stat. Soc. Ser. B Stat. Methodol., 72 (2010), 269--342] to implement a new approximation of the multilevel (ML) Monte Carlo (MC) collapsing sum identity. Our approach comprises constructing an approximate coupling of the posterior density of the joint distribution over parameter and hidden variables at two different discretization levels and then correcting by an importance sampling method. The variance of the weights are independent of the length of the observed data set. The utility of such a method is that, for a prescribed level of mean square error, the cost of this MLMC method is provably less than i.i.d. sampling from the posterior associated to the most precise discretization. However the method here comprises using only known and efficient simulation methodologies. Finally, the theoretical results are illustrated by inference of the parameters of two prototypical processes given noisy partial observations of the process: the first is an Ornstein--Uhlenbeck process and the second is a more general Langevin equation.

97 MATHEMATICS AND COMPUTING↗

CoVVVR: Control Variates & Vegas Variance Reduction

This package is a wrapper over the vegas integration package. The control variate variance reduction method is applied to the function when integrated along with the techniques applied in vegas such as importance sampling. To understand control variates, lets first look at how Monte Carlo works.

Scott, JacobL. [Univ. of Kansas, Lawrence, KS (Uni↗

Codebase release r1.4 for CoVVVR

Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To improve the accuracy of MC integration, a number of useful variance reduction algorithms have been developed, including importance sampling and control variates. In this work, we demonstrate how these two methods can be applied simultaneously, thus combining their benefits. We provide a python wrapper, named COVVVR, which implements our approach in the VEGAS program. The improvements are quantified with several benchmark examples from the literature.

Shyamsundar, Prasanth↗

A Multistage Stochastic Transmission Expansion Algorithm for Wide-Area Planning under Uncertainty

The overall objective for this project was to develop and demonstrate a set of methods for solving the transmission investment problem for a large network considering many possible scenarios of future conditions and multiple decision points when investments can be made. Project sub-objectives achieved this goal through a succession of extending the methods to apply to problems with increasing complexity or additional features, including the number of decision points, whether generation and transmission are co-optimized, and whether AC or DC power flow is used. A transmission model was developed for the Western Electric Coordinating Council (WECC) region, the high-voltage transmission system that serves the western third of the continental U.S. Using a dataset provided by WECC and by researchers from John Hopkins University, we have validated and demonstrated the model and used it to compare the new method for solving multi-stage stochastic transmission planning to several state-of-the-art techniques. The project has resulted in several key outcomes and achievements: The covariance-based method for choosing a small set of hours to represent short-term variability has superior performance in terms of accuracy to existing methods, including K-means clustering and Importance Sampling; The combined partitioning method for long-term uncertainty with the nested clustering approach for choosing representative hours for each long-term group has superior accuracy for equivalent computational effort compared with existing methods; Using the partitioning/clustering method combined with Sample Average Approximation provides both statistical bounds on the quality of the solution and at the same time, a complete investment plan for all contingencies in the full uncertainty set; no existing methods can provide both at the same time; The method is demonstrated to work well for choosing both transmission and generation investments; A variant on the method allows for both scenario selection and simultaneous correction for the error from the DC power flow approximation to provide a tractable method for AC power flow-based transmission planning under uncertainty; The method applied to the WECC case study demonstrates the additional value to the system operator and the consumer of identifying flexible investment options in the near-term decisions. In particular, the case study exhibits significant option value in postponing some transmission additions that appear useful but in some long-term system states create new congestion problems.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Derivation of the Future Time Equation for Analog, Non-Multiplying Monte Carlo Simulation

The expected computational time required to simulate a particle from a point in phase space through a Monte Carlo history, termed the expected future time, is found by solving the Future Time Equation (FTE). The expected future time may be useful when generating variance reduction parameters for a Monte Carlo simulation with a method such as Consistent Adjoint Driven Importance Sampling (CADIS). This report presents a detailed derivation of the Future Time Probability Density Function (FTPDF) and FTE for neutral particle Monte Carlo transport to aid future researchers. For simplicity, this derivation only considers analog transport in non-multiplying media.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

VERA User's Guide for Ex-core Applications

The Virtual Environment for Reactor Applications, or VERA, allows users to set up models to calculate time-dependent and fully coupled solutions for ex-core quantities of interest such as vessel and coupon fluence, and detector responses for multiple statepoints and cycles. MPACT and COBRA-TF together perform in-core transport calculations with temperature feedback while Shift performs the fluence and detector response calculations in the ex-core region. The in-core region is modeled using VERA’s native input format and the ex-core region is defined using Shift’s general geometry package, also known as Omnibus General Geometry. Fixed source ex-core calculations with Shift can be run in forward mode without advanced variance reduction (VR) methods, or with Consistent Adjoint Driven Importance Sampling (CADIS), which is an automated VR method. This document serves as a guide for setting up inputs, running ex-core calculations and post-processing the results.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Printable Fiber Reinforced Cement Composites – Feasibility Study

Additive manufacturing is enabling the manufacturability of structures with previously unattainable complexity or functionality, and there is growing interest in additive manufacturing of “printed” concrete structures. The focus of this Phase 1 Technical Collaboration (TC) project was to evaluate feasibility of printing hybrid cement composite structures reinforced with textile carbon fibers (tCF). This project leverages other (non-IACMI) projects on cement formulation and printing process development, as well as on the production process for tCF. This project’s primary focus was to explore cement composite mix design with textile carbon fibers to be manufactured by MonteFibre (TC partner) and evaluate suitable fiber-matrix interface or sizing for cement composites working with Michelman (TC Partner). This project supports IACMI’s goal of reducing the cost and embodied energy of carbon fiber composites. Cost is one of the fundamental challenges to carbon fiber reinforced cement composites. Cement is an extremely inexpensive material (approximately $\$$0.05/lb). Adding 1 wt% of conventional carbon fiber to cement quadruples its cost. Therefore, the need to use low-cost carbon fiber and ensure that the additional cost of the carbon fiber has a greater cost benefit to the final product. This was the first preliminary evaluation to integrate tCF reinforcement in cement composites, and such potential tCF utilization should significantly reduce materials cost. Cement composite production is energy and emissions intensive, thus by strengthening it less material will be required. Hence, the embodied energy and production time of the resulting structures will be reduced. Additionally, integrating these new materials into additive processes can enable selective use of the material in high load or stress areas. It is noteworthy that past work in this field of fiber reinforced cement composites did not consider the optimization of fiber-matrix interface using suitable sizing. Carbon fiber reinforcement offers potential added benefits of thermal conductivity (which affects cure rate) and flow behavior that could provide opportunities for site specific utilization of carbon fiber on hybrid cement structures (e.g. use the fiber reinforcement on outer surfaces to enhance strength and modulus and then infiltrating the internal structures with conventional concrete). MonteFibre was the industry lead and planned on supplying the tCF for this project. However, during the short Phase-1 duration of this project, MonteFibre was unable to produce tCF for this project due to manufacturing plant being off-line throughout the course of the project. The project team decided to pursue an alternate option which involved demonstrating printable concrete with steel fibers by the ORNL lead, Dr. Brian Post. The University of Tennessee collaboration team focused on evaluating the suitable chemical sizing for carbon fibers working with Michelman and also developed methods for material characterization of cement-based composites to evaluate the material response for compression, shear, flexure, and tension. The two milestones for University of Tennessee, Knoxville were realized related to identification of one sizing suitable for carbon fiber reinforced cement composite and developing data associated with mechanical behavior of unreinforced (neat) and carbon fiber reinforced cement composites. ORNL could not complete the task of carbon fiber reinforced printed cement composites due to the reasons mentioned earlier, but was able to replace tCF with steel fibers to demonstrate the feasibility of printing with fiber reinforced cement composites. The Project team reviewed possible sizing chemistry available in collaboration with Michelman for use on carbon fiber reinforcement in cement composites and concrete applications. Our initial goal was to identify a sizing most promising for formulation with textile carbon fibers (tCF) to deliver excellent mechanical properties in composite material state. Since tCF was not available for this project as originally envisioned, the team continued this task to identify a suitable sizing for carbon fiber applications by applying such sizing to lower cost carbon fibers currently available commercially from Zoltek called Panex fibers. At a future time this can be optimized for textile carbon fibers from Montefibre. The bulk of previous work on carbon fiber reinforced cement has neglected the importance of fiber-matrix adhesion on mechanical properties of the cement composite and identifying this missing link was an important accomplishment for future research. Tensile behavior of fiber reinforced concrete is important to evaluate in order to realize the dream of concrete products that do not need reinforcing steel. Important sample preparation and testing procedures were addressed in this study and it was concluded that substantial improvements in tensile behavior, without compromising compressive strength, and improved ductility can result from the use of carbon fiber reinforcement.

36 MATERIALS SCIENCE↗

Multi-fidelity is the new annealing: Gradient-free learning of posterior densities via transport maps

To tackle concentrated, multi-modal Bayesian inference problems, we propose using an annealed importance sampling procedure. To do this, we form a sequence of annealed distributions and employ transport maps to act as a surrogate of each distribution. This process is demonstrated on a few examples, favorably showing its potential for efficiently parallelizing the process of PDE evaluations and allowing for surrogates that we can sample from exactly.

van Bloemen Waanders, Bart G [Sandia National Labo↗

ITeM: Independent temporal motifs to summarize and compare temporal networks

We report networks are a fundamental and flexible way of representing various complex systems. Many domains such as communication, citation, procurement, biology, social media, and transportation can be modeled as a set of entities and their relationships. Temporal networks are a specialization of general networks where every relationship occurs at a discrete time. The temporal evolution of such networks is as important to understand as the structure of the entities and relationships. We present the Independent Temporal Motif (ITeM) to characterize temporal graphs from different domains. ITeMs can be used to model the structure and the evolution of the graph. In contrast to existing work, ITeMs are edge-disjoint directed motifs that measure the temporal evolution of ordered edges within the motif. For a given temporal graph, we produce a feature vector of ITeM frequencies and the time it takes to form the ITeM instances. We apply this distribution to measure the similarity of temporal graphs. We show that ITeM has higher accuracy than other motif frequency-based approaches. We define various ITeM-based metrics that reveal salient properties of a temporal network. We also present importance sampling as a method to efficiently estimate the ITeM counts. We present a distributed implementation of the ITeM discovery algorithm using Apache Spark and GraphFrame. We evaluate our approach on both synthetic and real temporal networks.

97 MATHEMATICS AND COMPUTING↗

A Likely Magnetic Activity Cycle for the Exoplanet Host M Dwarf GJ 3512

Current radial velocity data from specialized instruments contain a large amount of information that may pass unnoticed if their analysis is not accurate. The joint use of Bayesian inference tools and frequency analysis has been shown as effective in revealing exoplanets but they have been used less frequently to investigate stellar activity. We intend to use radial velocity data of the exoplanet host star GJ 3512 to investigate its magnetic activity. Our study includes the analysis of the photometric data available. The main objectives of our work are to constrain the orbital parameters of the exoplanets in the system, to determine the current level of activity of the star and to derive an activity cycle length for it. An adaptive importance sampling method was used to determine the parameters of the exoplanets orbit. Generalized Lomb–Scargle periodograms were constructed with both radial velocity curve and photometric data. A careful analysis of the harmonic frequencies was conducted in each periodogram. Our fit to multiple Keplerian orbits constrained the orbital parameters of two giant gas planets orbiting the star GJ 3512. The host star showed an increase of its magnetic activity during the last observing campaign. The accurate fit of the radial velocity curve data to the multi-Keplerian orbit permitted to reveal the star rotation in the residuals of the best fit and estimate an activity cycle length of ~14 yr.

79 ASTRONOMY AND ASTROPHYSICS↗

FASTER 3: A generalized-geometry Monte Carlo computer program for the transport of neutrons and gamma rays. Volume 1: Summary report

The theory used in FASTER-III, a Monte Carlo computer program for the transport of neutrons and gamma rays in complex geometries, is outlined. The program includes the treatment of geometric regions bounded by quadratic and quadric surfaces with multiple radiation sources which have specified space, angle, and energy dependence. The program calculates, using importance sampling, the resulting number and energy fluxes at specified point, surface, and volume detectors. It can also calculate minimum weight shield configuration meeting a specified dose rate constraint. Results are presented for sample problems involving primary neutron, and primary and secondary photon, transport in a spherical reactor shield configuration.

Jordan, T. M.↗

FASTER 3: A generalized-geometry Monte Carlo computer program for the transport of neutrons and gamma rays. Volume 2: Users manual

A description of the FASTER-III program for Monte Carlo Carlo calculation of photon and neutron transport in complex geometries is presented. Major revisions include the capability of calculating minimum weight shield configurations for primary and secondary radiation and optimal importance sampling parameters. The program description includes a users manual describing the preparation of input data cards, the printout from a sample problem including the data card images, definitions of Fortran variables, the program logic, and the control cards required to run on the IBM 7094, IBM 360, UNIVAC 1108 and CDC 6600 computers.

Jordan, T. M.↗

MORSE Monte Carlo shielding calculations for the zirconium hydride reference reactor

Verification of DOT-SPACETRAN transport calculations of a lithium hydride and tungsten shield for a SNAP reactor was performed using the MORSE (Monte Carlo) code. Transport of both neutrons and gamma rays was considered. Importance sampling was utilized in the MORSE calculations. Several quantities internal to the shield, as well as dose at several points outside of the configuration, were in satisfactory agreement with the DOT calculations of the same.

Burgart, C. E.↗

Shield weight optimization using Monte Carlo transport calculations

Outlines are given of the theory used in FASTER-3 Monte Carlo computer program for the transport of neutrons and gamma rays in complex geometries. The code has the additional capability of calculating the minimum weight layered unit shield configuration which will meet a specified dose rate constraint. It includes the treatment of geometric regions bounded by quadratic and quardric surfaces with multiple radiation sources which have a specified space, angle, and energy dependence. The program calculates, using importance sampling, the resulting number and energy fluxes at specified point, surface, and volume detectors. Results are presented for sample problems involving primary neutron and both primary and secondary photon transport in a spherical reactor shield configuration. These results include the optimization of the shield configuration.

Jordan, T. M.↗

A survey of the state-of-the-art and focused research in range systems

In this one-year renewal of NASA Contract No. 2-304, basic research, development, and implementation in the areas of modern estimation algorithms and digital communication systems have been performed. In the first area, basic study on the conversion of general classes of practical signal processing algorithms into systolic array algorithms is considered, producing four publications. Also studied were the finite word length effects and convergence rates of lattice algorithms, producing two publications. In the second area of study, the use of efficient importance sampling simulation technique for the evaluation of digital communication system performances were studied, producing two publications.

Kung, Yao↗