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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.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Model Calibration with Markov Chain Monte Carlo Tutorial

The purpose of this tutorial is to demonstrate how to use Markov chain Monte Carlo (MCMC) to calibrate a model. By calibration, we mean the selection of model parameters (and, when relevant, structures). A common goal in model development and diagnostics is calibration, or the identification of model structures and parameters which are consistent with data. While models can be calibrated through hand-tuning parameters or minimizing simple error metrics such as root-mean-square-error (RMSE), these approaches can underrepresent the probabilistic nature of the data-generating process, as well as the potential for multiple model configurations to be consistent with the data. Probabilistic uncertainty quantification, which is the topic of this notebook, can address these concerns. This tutorial is presented as an appendix to the e-book: Addressing Uncertainty in MultiSector Dynamics Research.

Markov chain Monte Carlo↗
DOE OSTI2025

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Off-Lattice Markov Chain Monte Carlo Simulations of Mechanically Driven Polymers

Here, we develop off-lattice simulations of semiflexible polymer chains subjected to applied mechanical forces by using Markov Chain Monte Carlo. Our approach models the polymer as a chain of fixed length bonds, with configurations updated through adaptive nonlocal Monte Carlo moves. This proposed method enables precise calculation of a polymer’s response to a wide range of mechanical forces, which traditional on-lattice models cannot achieve. Our approach has shown excellent agreement with theoretical predictions of persistence length and end-to-end distance in quiescent states as well as stretching distances under tension. Moreover, our model eliminates the orientational bias present in on-lattice models, which significantly impacts calculations such as the scattering function, a crucial technique for revealing the polymer conformation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2026

Determination of proton PDF uncertainties with Markov chain Monte Carlo

We present an analysis of parton distribution functions (PDFs) of the proton using Markov chain Monte Carlo (MCMC) methods. The MCMC approach naturally implements Bayes’ theorem and, thus, provides a means to directly sample the underlying probability distribution—in this case, the probability distribution of the PDF parameters. This allows for a straightforward propagation of the resulting uncertainties into any PDF-dependent observable, preserving their simple probabilistic interpretation. In our analysis we include a broad set of deep inelastic scattering data from HERA, BCDMS and NMC experiments along with the Drell-Yan, 𝑊 and 𝑍 boson data from LHC and Tevatron experiments, which combined with theoretical calculations at next-to-next-to-leading order in QCD allow for realistic determination of PDFs. The main focus of this analysis is to explore alternative methods for PDF uncertainty estimation that are more firmly grounded in statistical principles. We show that the flexibility of the Bayes framework, allowing one, e.g., to account for non-Gaussianity or inconsistencies of datasets, is crucial to extract realistic uncertainties when such assumptions are not fulfilled. We also demonstrate that MCMC allows one to determine the Δ⁢𝜒 2 value corresponding to a given confidence level in the sample, which can, in turn, be used as a statistically well-founded tolerance criterion used in the Hessian method, thus addressing one of its main long-standing drawbacks.

Risse, Peter Clemens [Universität Münster (Germany↗
DOE OSTI2026

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields↗
DOE OSTI2026

Determination of nuclear PDFs using Markov chain Monte Carlo methods

Global QCD analyses of nuclear parton distribution functions (nPDFs) have traditionally relied on the Hessian method for uncertainty estimation. However, the inherent Gaussian approximation and reliance on local curvature often prove insufficient for nPDF fits, which are frequently characterized by limited data constraints and non-Gaussian likelihoods. In this paper, we present the first nPDF determination based on Markov Chain Monte Carlo (MCMC) techniques, implemented within the nCTEQ framework using an adaptive Metropolis-Hastings algorithm. The MCMC approach enables a direct mapping of the posterior distribution and reveals a highly nontrivial parameter-space structure, including multiple modes and pronounced non-Gaussian behavior, particularly for the valence PDFs. We perform the first single-nucleus global analysis of lead PDFs using exclusively lead data and compare it to a multi-nuclei fit employing a standard analytic A dependence. The inclusion of lighter nuclei reduces quark uncertainties and modifies the shape of the lead PDFs, while leaving the gluon distribution largely unaffected. A complementary Hessian analysis exposes systematic limitations of the Gaussian approximation. Our results demonstrate that MCMC methods provide a more reliable framework for uncertainty quantification in nPDF determinations.

Derakhshanian, N. [Institute of Nuclear Physics Po↗
DOE OSTI2025

Particle Markov Chain Monte Carlo Approach to Inference in Transient Surface Kinetics

Here, in this work, we develop a novel Bayesian approach to study the adsorption and desorption of CO onto a Pd(111) surface, a process of great importance in natural sciences. The motivation for this work comes from the recent availability of time-resolved infrared spectroscopy data and the need for model interpretability and uncertainty quantification in chemical processes. The objective is to learn the relevant parameters that characterize the process: coverage with time, rate constants, activation energies, and pre-exponential factors. Our approach consists of three main schemes: (i) a problem design and probabilistic model for the whole system, (ii) a particle Markov chain Monte Carlo sampler to learn the hidden coverages and rate constant parameters, and (iii) two Bayesian formulations to infer the activation energies and pre-exponential factors. The flexibility of the Bayesian framework allows for uncertainty quantification where possible and integration of mathematical constraints in the model to reflect the system physically. We found that our results for the activation energies and pre-exponential factor are in agreement with those reported in the experimental literature, independently, and we provide discussions on the advantages and disadvantages as well as applicability to other systems.

36 MATERIALS SCIENCE↗
DOE OSTI2025

A Markov chain Monte Carlo (MCMC) Bayesian inference approach to analyze apparent activation barriers and reaction orders from microreactor data

Statistical analysis of steady-state catalytic kinetic data is often limited by data sparsity due to the slow pace at which the data is collected. Data sparsity and limitations in statistical analysis make it difficult to differentiate between mechanistic models and catalytic sites. A Bayesian inference tool is reported for catalysis researchers to estimate error in the determination of reaction orders from steady state microreactor data. The benefits of a Bayesian inference approach are discussed, as an alternative to the more common frequentist approach. The approach incorporates prior knowledge of the system and the data collected to form an error estimate on reaction orders. We investigated the effects of three distinct data treatments—individual fitting of trials, pooled analysis, and constrained regression methods—on the precision and uncertainty of reaction order determinations. To assess the robustness of our findings, we conducted sensitivity analyses to evaluate the influence of Bayesian parameters on uncertainty estimation. Additionally, we utilized synthetic data to illustrate how data quality impacts the precision of uncertainty assessments. We show Bayesian analysis can obtain a more precise estimation of error with a sparse data set than a frequentist analysis. Finally, this work provides strong evidence that the adoption of Bayesian analysis of kinetic data may help researchers make more precise arguments as to the strength of their evidence for a particular mechanistic hypothesis, or in comparing across different catalysts.

42 ENGINEERING↗
DOE OSTI2025

Introducing a Markov chain-based time calibration procedure for multi-channel particle detectors: application to the SuperFGD and ToF detectors of the T2K experiment

Inter-channel mis-synchronisation can be a limiting factor to the time resolution of high performance timing detectors with multiple readout channels and independent electronics units. In these systems, time calibration methods employed must be able to efficiently correct for minimal mis-synchronisation between channels and achieve the best detector performance. We present an iterative time calibration method based on Markov Chains, suitable for detector systems with multiple readout channels. Starting from correlated hit pairs alone, and without requiring an external reference time measurement, the method solves for fixed per-channel offsets, with precision limited only by the intrinsic single-channel resolution. A mathematical proof that the method is able to find the correct time offsets to be assigned to each detector channel in order to achieve inter-channel synchronisation is given, and it is shown that the number of iterations to reach convergence within the desired precision is controllable with a single parameter. Numerical studies are used to confirm unbiased recovery of true offsets. Finally, the application of the calibration method to the Super Fine-Grained Detector (SuperFGD) and the Time of Flight (TOF) detector at the upgraded T2K near detector (ND280) shows good improvement in overall timing resolution, demonstrating the effectiveness in a real-world scenario and scalability.

calibration and fitting methods↗
DOE OSTI2025

Intrepid MCMC: Metropolis-Hastings with exploration

In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive to evaluate the associated density function. For such cases, MCMC has proven to be an invaluable tool. Random-walk Metropolis Methods (also known as Metropolis-Hastings (MH)), in particular, are highly popular for their simplicity, flexibility, and ease of implementation. However, most MH algorithms suffer from significant limitations when attempting to sample from distributions with multiple modes (particularly disconnected ones). Here, in this paper, we present Intrepid MCMC - a novel MH scheme that utilizes a simple coordinate transformation to significantly improve the mode-finding ability and convergence rate to the target distribution of random-walk Markov chains while retaining most of the simplicity of the vanilla MH paradigm. Through multiple examples, we showcase the improvement in the performance of Intrepid MCMC over vanilla MH for a wide variety of target distribution shapes. We also provide an analysis of the mixing behavior of the Intrepid Markov chain, as well as the efficiency of our algorithm for increasing dimensions. A thorough discussion is presented on the practical implementation of the Intrepid MCMC algorithm. Finally, its utility is highlighted through a Bayesian parameter inference problem for a two-degree-of-freedom oscillator under free vibration.

97 - MATHEMATICS AND COMPUTING↗
DOE OSTI2025

pnnl/MCRASTA

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

Fichera, Marissa [Pacific Northwest National Labor↗
DOE OSTI2025

Toward shell model interactions with credible uncertainties

Background: The nuclear shell model is a powerful framework for predicting nuclear structure observables, but relies on interaction matrix elements fit to experimental data as its inputs. Extending the shell model's applicability, particularly toward dripline nuclei, requires efficient fitting methods and credible uncertainty quantification. Traditional approaches face computational challenges and may underestimate uncertainties. Purpose: We develop and test a framework combining eigenvector continuation and Markov chain Monte Carlo to efficiently fit shell model interaction matrix elements and quantify their uncertainties. Methods: Eigenvector continuation is used to emulate shell model calculations, reducing computational costs. The emulator enables Markov chain Monte Carlo sampling to optimize interaction matrix elements and rigorously assess parametric uncertainties. Here, the framework is benchmarked using the USDB interaction in the 𝑠⁢𝑑 shell. Results: The emulator reproduces the USDB interaction with negligible error, validating its use in shell model fitting applications. However, we find that to obtain credible predictive intervals, the model defect of the shell model itself, rather than experimental or emulator error, must be taken into account in order to obtain credible uncertainties. Conclusions: The proposed framework provides an efficient and rigorous approach for fitting shell model interactions and quantifying uncertainties. Further, the normality assumption used in the past appears sufficient to describe the distribution of interaction matrix elements. However, it is crucial to account for model correlations to avoid underestimating uncertainties.

Nuclear forces↗
DOE OSTI2025

Unorthodox parallelization for Bayesian quantum state estimation

Quantum state tomography (QST) allows for the reconstruction of quantum states through measurements and some inference technique under the assumption of repeated state preparations. Bayesian inference provides a promising platform to achieve both efficient QST and accurate uncertainty quantification, yet is generally plagued by the computational limitations associated with long Markov chains. In this work, we present a novel Bayesian QST approach that leverages modern distributed parallel computer architectures to efficiently sample a D-dimensional Hilbert space. Using a parallelized preconditioned Crank–Nicholson Metropolis–Hastings algorithm, we demonstrate our approach on simulated data and experimental results from IBM Quantum systems up to four qubits, showing significant speedups through parallelization. Although highly unorthodox in pooling independent Markov chains, our method proves remarkably practical, with validation ex post facto via diagnostics like the intrachain autocorrelation time. We conclude by discussing scalability to higher-dimensional systems, offering a path toward efficient and accurate Bayesian characterization of large quantum systems.

Bayesian inference↗
DOE OSTI2025

Deep Learning without Global Optimization by Random Fourier Neural Networks

Here we introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov chain Monte Carlo sampling procedure to iteratively train network layers, avoiding global and gradient-based optimization while maintaining error control. It consistently attains the theoretical approximation rate for residual networks with complex exponential activation functions, determined by network complexity. Additionally, it enables efficient learning of multiscale and high-frequency features, producing interpretable parameter distributions. Despite using sinusoidal basis functions, we do not observe Gibbs phenomena in approximating discontinuous target functions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Probabilistic Discrete‐Time Models for Spreading Processes in Complex Networks: A Review

Abstract Research into network dynamics of spreading processes typically employs both discrete and continuous time methodologies. Although each approach offers distinct insights, integrating them can be challenging, particularly when maintaining coherence across different time scales. This review focuses on the Microscopic Markov Chain Approach (MMCA), a probabilistic f ramework originally designed for epidemic modeling. MMCA uses discrete dynamics to compute the probabilities of individuals transitioning between epidemiological states. By treating each time step—usually a day—as a discrete event, the approach captures multiple concurrent changes within this time frame. The approach allows to estimate the likelihood of individuals or populations being in specific states, which correspond to distinct epidemiological compartments. This review synthesizes key findings from the application of this approach, providing a comprehensive overview of its utility in understanding epidemic spread.

Granell, Clara↗