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Independent pixel and Monte Carlo estimates of stratocumulus albedo

Monte Carlo radiative transfer methods are employed here to estimate the plane-parallel albedo bias for marine stratocumulus clouds. This is the bias in estimates of the mesoscale-average albedo, which arises from the assumption that cloud liquid water is uniformly distributed. The authors compare such estimates with those based on a more realistic distribution generated from a fractal model of marine stratocumulus clouds belonging to the class of 'bounded cascade' models. In this model the cloud top and base are fixed, so that all variations in cloud shape are ignored. The model generates random variations in liquid water along a single horizontal direction, forming fractal cloud streets while conserving the total liquid water in the cloud field. The model reproduces the mean, variance, and skewness of the vertically integrated cloud liquid water, as well as its observed wavenumber spectrum, which is approximately a power law. The Monte Carlo method keeps track of the three-dimensional paths solar photons take through the cloud field, using a vectorized implementation of a direct technique. The simplifications in the cloud field studied here allow the computations to be accelerated. The Monte Carlo results are compared to those of the independent pixel approximation, which neglects net horizontal photon transport. Differences between the Monte Carlo and independent pixel estimates of the mesoscale-average albedo are on the order of 1% for conservative scattering, while the plane-parallel bias itself is an order of magnitude larger. As cloud absorption increases, the independent pixel approximation agrees even more closely with the Monte Carlo estimates. This result holds for a wide range of sun angles and aspect ratios. Thus, horizontal photon transport can be safely neglected in estimates of the area-average flux for such cloud models. This result relies on the rapid falloff of the wavenumber spectrum of stratocumulus, which ensures that the smaller-scale variability, where the radiative transfer is more three-dimensional, contributes less to the plane-parallel albedo bias than the larger scales, which are more variable. The lack of significant three-dimensional effects also relies on the assumption of a relatively simple geometry. Even with these assumptions, the independent pixel approximation is accurate only for fluxes averaged over large horizontal areas, many photon mean free paths in diameter, and not for local radiance values, which depend strongly on the interaction between neighboring cloud elements.

Cahalan, Robert F.

Multilevel Monte Carlo Estimation of Unbiased Expectation via Sample Reuse and the Low Variance Estimation of Asymptotic Rates

A new variant of the multilevel Monte Carlo estimator [5, 3, 9, 12] is presented for the estimation of expectation statistics that utilizes sample reuse in specified levels, explicitly removes approximation error bias associated with numerically computed output quantities of interest that have an asymptotic limit behavior, and permits a low variance estimate of the asymptotic rate of convergence to that limit. In addition, it is shown that this new multilevel Monte Carlo variant can yield a computational cost savings. A review of Monte Carlo and multilevel Monte Carlo estimators is presented that includes analysis of expected value, expected mean squared error, and the calculation of optimized multilevel sample size parameters. The multilevel Monte Carlo estimator produces estimates of expectation for numerically approximated output quantities of interest that are biased by approximation error. When the quantity of interest can be modeled as the asymptotic limit of numerically approximated output quantities of interest, it is theoretically possible to remove this approximation error bias in the multilevel Monte Carlo estimator. In actual implementations, however, this procedure is unreliable due to statistical variability and inaccuracy in estimating the needed asymptotic limit. Analysis and numerical experiment show that the proposed variant of the multilevel Monte Carlo method greatly reduces (in some cases eliminates) the statistical variability in this limit estimation.

Barth, Timothy

Monte-Carlo Estimation of the Inflight Performance of the GEMS Satellite X-Ray Polarimeter

We report a Monte-Carlo estimation of the in-orbit performance of a cosmic X-ray polarimeter designed to be installed on the focal plane of a small satellite. The simulation uses GEANT for the transport of photons and energetic particles and results from Magboltz for the transport of secondary electrons in the detector gas. We validated the simulation by comparing spectra and modulation curves with actual data taken with radioactive sources and an X-ray generator. We also estimated the in-orbit background induced by cosmic radiation in low Earth orbit.

Monte-Carlo simulation

Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques

Here, we study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in terms of number of random inputs and their probability distributions, which can be either known in closed form or provided through samples. We derive novel multifidelity Monte Carlo estimators which rely on a shared subspace between the high-fidelity and low-fidelity models where the parameters follow the same probability distribution, i.e., a standard Gaussian. We build the shared space employing normalizing flows to map different probability distributions into a common one, together with linear and nonlinear dimensionality reduction techniques, active subspaces and autoencoders, respectively, which capture the subspaces where the models vary the most. We then compose the existing low-fidelity model with these transformations and construct modified models with an increased correlation with the high-fidelity model, which therefore yield multifidelity estimators with reduced variance. A series of numerical experiments illustrate the properties and advantages of our approaches.

97 MATHEMATICS AND COMPUTING

Multi-Model Monte Carlo Estimators for Trajectory Simulation

Predicting landing radius and other quantities of interest (QoI) for entry, descent, andlanding (EDL) applications requires a viable uncertainty propagation method for quantifying the impact of uncertainties in aerodynamics, atmosphere, mass properties, etc. While standard Monte Carlo (MC) simulation is the de facto standard for producing robust and unbiasedstatistical estimators, it is often infeasible for expensive, high-fidelity models. Low-fidelity models are commonly constructed to replace the high-fidelity model in MC simulation for computational speedup, but at the expense of accuracy and unbiasedness. Emerging multi-model MC methods are bridging this gap by combining predictions from two or more modelsof varying fidelity and computational cost for efficient and unbiased uncertainty propagation.This works establishes a proof of concept for using multi-model MC to increase the speed and precision of trajectory simulation for EDL. It is shown that combining a high-fidelity EDL model with low-fidelity models (e.g., data-driven, reduced physics) in this manner has the potential to yield significant efficiency and accuracy gains for certain EDL QoIs versusa standard MC approach. Moreover, the unbiasedness of multi-model MC predictions ishighlighted by showing increased accuracy versus an approach that leverages a low-fidelity model alone.

James E Warner

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Non-invasive simulations of coronary hemodynamics have improved clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree, which ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating vessel-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from clinical CT myocardial perfusion imaging to estimate branch-specific coronary artery flows. Simulated noise in the clinical data is used to estimate the joint posterior distributions of the model parameters using adaptive Markov Chain Monte Carlo sampling. Additionally, the posterior predictive distribution for the relevant quantities of interest is determined using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. This leads to improved correlations between high- and low-fidelity model outputs. Our framework accurately recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement noise uncertainty. We observe substantial reductions in confidence intervals for estimated quantities of interest compared to single-fidelity Monte Carlo estimation and state-of-the-art multi-fidelity Monte Carlo methods. This holds especially true for quantities of interest that showed limited correlation between the low- and high-fidelity model predictions. In addition, the proposed multi-fidelity Monte Carlo estimators are significantly cheaper to compute than traditional estimators, under a specified confidence level or variance. The proposed pipeline for personalized and uncertainty-aware predictions of coronary hemodynamics is based on routine clinical measurements and recently developed techniques for CT myocardial perfusion imaging. The proposed pipeline offers significant improvements in precision and reduction in computational cost.

Bayesian parameter estimation

A Monte Carlo Laplace Transform Estimator for Radiation Transport

This work formulates and implements a Laplace transform estimator in a simple Monte Carlo radiation transport code. The estimator maps flux-based quantities of interest, like reaction rates, from a desired phase-space dimension to the complex Laplace domain. This on-the-fly Monte Carlo integration technique enables the spectral analysis of arbitrary nuclear systems via the Laplace transform. A simple code tests the estimator in neutron slowing-down problems across various infinite media, and the results compare well with Ganapol’s uninverted analytical solution of the neutron slowing-down equation.

97 MATHEMATICS AND COMPUTING

Fixed-point single-precision estimation

Monte Carlo simulation of autonomous orbit determination has validated the use of an 18-bit NASA Standard Spacecraft Computer (NSSC) for the extended Kalman filter. Dimensionally consistent scales are chosen for all variables in the algorithm, such that nearly all of the onboard computation can be performed in single precision without matrix square root formulations. Allowable simplifications in algorithm implementation and practical means of ensuring convergence are verified for accuracies of a few km provided by star/vertical observations

Thompson, E. H.

Uncertainty Reduction With Multi-Model Monte Carlo for Crystal Plasticity Simulations of Additively Manufactured Metals

In this work, multi-model Monte Carlo estimators are developed to reduce uncertainty in quantities of interest (QoIs) extracted from crystal plasticity simulations of additively manufactured (AM) metals. A significant concern in AM parts is uncertainty in mechanical properties caused in part by complex microstructures that arise from the AM process. Quantifying uncertainty in microstructure-sensitive behavior using experiments alone is costly, especially when mechanical allowables must be established. Quantitative relationships among microstructure, micromechanical metrics like slip accumulation, crack initiation, and failure are also difficult to capture with limited experiments. Crystal plasticity material models instead enable computational prediction of micromechanical stress and strain fields given a discretized microstructure. However, high-fidelity finely discretized crystal plasticity simulations are computationally expensive, while lower-fidelity models are less accurate and generally biased, making uncertainty quantification and reduction computationally difficult as well. Multi-model Monte Carlo methods leverage correlations between high- and low-fidelity models to produce unbiased estimators for QoIs with reduced uncertainty relative to standard Monte Carlo. Crystal plasticity QoIs considered in this work include yield strength and the mean and extreme values of micromechanical fields that are relevant to crack initiation. Multi-model Monte Carlo estimators are developed for each individual QoI and several groups of QoIs. The results of this work establish relationships among model correlations, sample allocation, and uncertainty reduction for different combinations of QoIs and demonstrate a trend of less uncertainty reduction as QoIs become more sensitive to local microstructure. Limitations from using pilot samples to estimate model covariances and train low-fidelity models are also addressed. The uncertainty reduction achieved by multi-model Monte Carlo is an important step toward using computational mechanics models to predict microstructure-sensitive crack initiation and failure in AM parts.

uncertainty quantification

Filtering and smoothing techniques for parameter estimation

In this paper filtering and smoothing criteria for maximum-likelihood parameter estimation are described and compared. It is shown that the parameter estimate using the smoothing criterion may be obtained independently of the smoothed state estimate. Monte Carlo test results are presented comparing the efficiency of the estimation procedures.

Bach, R. E., Jr.

Diffusion model for lightning radiative transfer

A one-speed Boltzmann transport theory, with diffusion approximations, is applied to study the radiative transfer properties of lightning in optically thick thunderclouds. Near-infrared (lambda = 0.7774 micrometers) photons associated with a prominent oxygen emission triplet in the lightning spectrum are considered. Transient and spatially complex lightning radiation sources are placed inside a rectangular parallelepiped thundercloud geometry and the effects of multiple scattering are studied. The cloud is assumed to be composed of a homogeneous collection of identical spherical water droplets, each droplet a nearly conservative, anisotropic scatterer. Conceptually, we treat the thundercloud like a nuclear reactor, with photons replaced by neutrons, and utilize standard one-speed neutron diffusion techniques common in nuclear reactor analyses. Valid analytic results for the intensity distribution (expanded in spherical harmonics) are obtained for regions sufficiently far from sources. Model estimates of the arrival-time delay and pulse width broadening of lightning signals radiated from within the cloud are determined and the results are in good agreement with both experimental data and previous Monte Carlo estimates. Additional model studies of this kind will be used to study the general information content of cloud top lightning radiation signatures.

Koshak, William J.

An estimator for the standard deviation of a natural frequency. II.

A method has been presented for estimating the variability of a system's natural frequencies arising from the variability of the system's parameters. The only information required to obtain the estimates is the member variability, in the form of second-order properties, and the natural frequencies and mode shapes of the mean system. It has also been established for the systems studied by means of Monte Carlo estimates that the specification of second-order properties is an adequate description of member variability.

Schiff, A. J.

Dosimetric and biological impact of activity extravasation of radiopharmaceuticals in PET imaging

The increasing use of nuclear medicine and PET imaging has intensified scrutiny of radiotracer extravasation. To our knowledge, this topic is understudied but holds great potential for enhancing our understanding of extravasation in clinical PET imaging. This work aims to (1) quantify the absorbed doses from radiotracer extravasation in PET imaging, both locally at the site of extravasation and with the extravasation location as a source of exposure to bodily organs and (2) assess the biological ramifications within the injection site at the cellular level. A radiation dosimetry simulation was performed using a whole-body 4D Extended Cardiac-Torso (XCAT) phantom embedded in the GATE Monte Carlo platform. A 10-mCi dose of 18 F-FDG was chosen to simulate a typical clinical PET scan scenario, with 10% of the activity extravasated in the antecubital fossa of the right arm of the phantom. The extravasation volume was modeled as a 5.5 mL rectangle in the hypodermal layer of skin. Absorbed dose contributions were calculated for the first two half-lives, assuming biological clearance thereafter. Dose calculations were performed as absorbed doses at the organ and skin levels. Energy deposition was simulated both at the local extravasation site and in multiple organs of interest and converted to absorbed doses based on their respective masses. Each simulation was repeated ten times to estimate Monte Carlo uncertainties. Biological impacts on cells within the extravasated volume were evaluated by randomizing cells and exposing them to a uniform radiation source of 18 F and 68 Ga. Particle types, their energies, and direction cosines were recorded in phase space files using a separate Geant4 simulation to characterize their entry into the nucleus of the cellular volume. Subsequently, the phase space files were imported into the TOPAS-nBio simulation to assess the extent of DNA damage, including double-strand breaks (DSBs) and single-strand breaks (SSBs). Organ-level dosimetric estimations are presented for 18 F and 68 Ga radionuclides in various organs of interest. With 10% extravasation, the hypodermal layer of the skin received the highest absorbed dose of 1.32 ± 0.01 Gy for 18 F and 0.99 ± 0.01 Gy for 68 Ga. The epidermal and dermal layers received absorbed doses of 0.07 ± 0.01 Gy and 0.13 ± 0.01 Gy for 18 F, and 0.14 ± 0.01 Gy and 0.29 ± 0.01 Gy for 68 Ga, respectively. In the extravasated volume, 18 F caused an average absorbed dose per nucleus of 0.17 ± 0.01 Gy, estimated to result in 10.58 ± 0.50 DSBs and 268.11 ± 12.43 SSBs per nucleus. For 68 Ga, the absorbed dose per nucleus was 0.11 ± 0.01 Gy, leading to an estimated 6.49 ± 0.34 DSBs and 161.24 ± 8.12 SSBs per nucleus. Absorbed doses in other organs were on the order of micro-gray (µGy). The likelihood of epidermal erythema resulting from extravasation during PET imaging is low, as the simulated absorbed doses to the epidermis remain below the thresholds that trigger such effects. Moreover, the organ-level absorbed doses were found to be clinically insignificant across various simulated organs. The minimal DNA damage at the extravasation site suggests that long-term harm, such as radiation-induced carcinogenesis, is highly unlikely.

DNA strand breaks

A novel conditional generative model for efficient ensemble forecasts of state variables in large-scale geological carbon storage

Integrating monitoring data to efficiently update reservoir pressure and CO 2 plume distribution forecasts presents a significant challenge in geological carbon storage (GCS) applications. Inverse modeling techniques are commonly used to fuse observational data and refine reservoir model parameters, thereby improving state variable forecasts. However, these techniques often rely on linear or Gaussian assumptions, which can limit their effectiveness in accurately predicting state variables. Moreover, simulating large-scale three-dimensional (3D) GCS problems is computationally expensive, making iterative runs in inverse problems prohibitive. To address these challenges, we propose a conditional generative model utilizing the score-based diffusion method for real-time 3D pressure and saturation field distribution predictions. Our approach involves solving the score function with a mini-batch-based Monte Carlo estimator to generate labeled data. This data is subsequently employed to train a fully connected neural network, enabling it to learn the conditional sample generator within a supervised learning framework. This method enables the rapid generation of a large ensemble of predictions, facilitating comprehensive uncertainty quantification of state variables. Here we applied our method to forecast the dynamic 3D distributions of pressure and saturation fields over a 30-year injection period. The statistical assessment with low root mean square error (RMSE) values demonstrates that our method can accurately predict the spatiotemporal distributions of both pressure and saturation fields. Moreover, the developed conditional generative model shows high computational efficiency by generating 100 ensemble forecasts of 3D state variables in less than 10 min. The consistency between ensemble averages and ground truth values further illustrates the model’s capability to capture state variable dynamics during the CO 2 plume injection process. Notably, the ground truth values fall within the ensemble forecasts, indicating that our uncertainty quantification effectively captures variability and potential noise in the observations. Thus, the developed conditional generative model proves to be a more efficient, accurate, and practical tool for GCS applications, facilitating timely risk analysis and informed decision-making.

58 GEOSCIENCES

Propagation and Periodicity of Mars's Northern Annular Mode Modulates the Dust Cycle

Abstract We document the propagation of annular modes—zonally symmetric patterns of variability—in Mars's atmosphere using a reanalysis dataset. Mars's Northern Annular Mode (MNAM) sees anomalies of zonal‐mean zonal wind emerge near the subtropics and migrate poleward with a period of 150 days, similarly to Earth's Southern Annular Mode. The mechanism of propagation involves the interaction of the two leading empirical orthogonal functions that define the MNAM. Moreover, the propagation encourages alternating bands of surface wind stress to migrate polewards with a 150‐day period. In addition, a 150‐day periodicity in anomalous column dust optical depth most likely emerges in response to extrema of the MNAM. The combination of the impact of the MNAM's internally forced periodicity on the surface wind stress and the seasonal cycle may contribute to the inter‐annual variability of global dust events, as suggested by a Monte Carlo estimate that correctly approximates the observed incidence of global dust events.

54 ENVIRONMENTAL SCIENCES

S U ( 2 ) principal chiral model with tensor renormalization group on a cubic lattice

We study the continuous phase transition and thermodynamic observables in the three-dimensional Euclidean S U ( 2 ) principal chiral field model with the triad tensor renormalization group and the anisotropic tensor renormalization group methods. Using these methods, we find results that are consistent with previous Monte Carlo estimates and the predicted renormalization group scaling of the magnetization close to criticality. These results bring us one step closer to studying finite-density quantum chromodynamics in four dimensions using tensor network methods. Published by the American Physical Society 2024

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS