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All sourcesNASA NTRSDOE OSTI
NASA NTRS1994

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.↗
NASA NTRS2019

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↗
NASA NTRS2014

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↗
NASA NTRSDate not supplied

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↗
NASA NTRS1976

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.↗
NASA NTRSDate not supplied

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↗
NASA NTRS1976

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.↗
NASA NTRS1994

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.↗
NASA NTRS1971

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.↗
NASA NTRS1969

X-ray line emission from Sco X-1.

X ray line emission from Sco X-1 using Monte Carlo estimates of spectral distribution of scattered photons in terms of Fe line and cosmic abundance

Angel, J. R. P.↗
NASA NTRS1985

On the evaluation of expected performance cost for partially observed closed-loop stochastic systems

New methods are presented for evaluating the expected performance cost of partially observed closed-loop stochastic systems. When the variances of the process statistics are small, a linearized model of the closed-loop stochastic system is defined for which the expected cost can be evaluated by recursion on a set of purely deterministic difference equations. When the variances of the process statistics are large, the linearized model can be used in the control variate method of variance reduction for reducing the number of sample paths required for effective Monte Carlo estimation.

Bayard, D. S.↗
NASA NTRS1988

Digital and optical shape representation and pattern recognition; Proceedings of the Meeting, Orlando, FL, Apr. 4-6, 1988

The present conference discusses topics in pattern-recognition correlator architectures, digital stereo systems, geometric image transformations and their applications, topics in pattern recognition, filter algorithms, object detection and classification, shape representation techniques, and model-based object recognition methods. Attention is given to edge-enhancement preprocessing using liquid crystal TVs, massively-parallel optical data base management, three-dimensional sensing with polar exponential sensor arrays, the optical processing of imaging spectrometer data, hybrid associative memories and metric data models, the representation of shape primitives in neural networks, and the Monte Carlo estimation of moment invariants for pattern recognition.

Juday, Richard D.↗
NASA NTRS2004

Unifying Temporal and Structural Credit Assignment Problems

Single-agent reinforcement learners in time-extended domains and multi-agent systems share a common dilemma known as the credit assignment problem. Multi-agent systems have the structural credit assignment problem of determining the contributions of a particular agent to a common task. Instead, time-extended single-agent systems have the temporal credit assignment problem of determining the contribution of a particular action to the quality of the full sequence of actions. Traditionally these two problems are considered different and are handled in separate ways. In this article we show how these two forms of the credit assignment problem are equivalent. In this unified frame-work, a single-agent Markov decision process can be broken down into a single-time-step multi-agent process. Furthermore we show that Monte-Carlo estimation or Q-learning (depending on whether the values of resulting actions in the episode are known at the time of learning) are equivalent to different agent utility functions in a multi-agent system. This equivalence shows how an often neglected issue in multi-agent systems is equivalent to a well-known deficiency in multi-time-step learning and lays the basis for solving time-extended multi-agent problems, where both credit assignment problems are present.

Agogino, Adrian K.↗
NASA NTRSDate not supplied

Strategies for Automation of Model Tuning in Multifidelity Trajectory Uncertainty Propagation

Multi-model Monte Carlo methods are efficient strategies to perform forward uncertainty quantification studies in entry, descent, and landing (EDL) applications. These multi-model methods are based on the classical Monte Carlo estimator, but fuse predictions from several low-fidelity models to obtain estimators with greater precision given a prescribed computational budget. The effectiveness of these approaches relies on the magnitudes of correlations between the low-fidelity models and the high-fidelity model, as well as the relative computational costs of all models. Identifying and exploiting the best trade-off between correlation and cost, which ultimately depends on the selection of hyperparameters in the low-fidelity models, is a task often performed by hand or simply inspired by the deterministic understanding available for a specific application. This work extends a preliminary effort,

Marten Thompson↗
NASA NTRS2004

Multivariate Error Covariance Estimates by Monte-Carlo Simulation for Assimilation Studies in the Pacific Ocean

One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. The paucity of ocean observations limits our ability to estimate the covariance structures from model-observation differences. In most practical applications, simple covariances are usually prescribed. Rarely are cross-covariances between different model variables used. Here a comparison is made between a univariate Optimal Interpolation (UOI) scheme and a multivariate OI algorithm (MvOI) in the assimilation of ocean temperature. In the UOI case only temperature is updated using a Gaussian covariance function and in the MvOI salinity, zonal and meridional velocities as well as temperature, are updated using an empirically estimated multivariate covariance matrix. Earlier studies have shown that a univariate OI has a detrimental effect on the salinity and velocity fields of the model. Apparently, in a sequential framework it is important to analyze temperature and salinity together. For the MvOI an estimation of the model error statistics is made by Monte-Carlo techniques from an ensemble of model integrations. An important advantage of using an ensemble of ocean states is that it provides a natural way to estimate cross-covariances between the fields of different physical variables constituting the model state vector, at the same time incorporating the model's dynamical and thermodynamical constraints as well as the effects of physical boundaries. Only temperature observations from the Tropical Atmosphere-Ocean array have been assimilated in this study. In order to investigate the efficacy of the multivariate scheme two data assimilation experiments are validated with a large independent set of recently published subsurface observations of salinity, zonal velocity and temperature. For reference, a third control run with no data assimilation is used to check how the data assimilation affects systematic model errors. While the performance of the UOI and MvOI is similar with respect to the temperature field, the salinity and velocity fields are greatly improved when multivariate correction is used, as evident from the analyses of the rms differences of these fields and independent observations. The MvOI assimilation is found to improve upon the control run in generating the water masses with properties close to the observed, while the UOI failed to maintain the temperature and salinity structure.

Borovikov, Anna↗
NASA NTRS2008

Monte Carlo Simulation to Estimate Likelihood of Direct Lightning Strikes

A software tool has been designed to quantify the lightning exposure at launch sites of the stack at the pads under different configurations. In order to predict lightning strikes to generic structures, this model uses leaders whose origins (in the x-y plane) are obtained from a 2D random, normal distribution.

Mata, Carlos↗