Exploring A Two-Level, Control-Variate Monte Carlo Method for Uncertainty Quantification in Criticality Safety
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Elzohery, Rabab [ORNL] (ORCID:0000000160043633)↗
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Results for “control-variate Monte Carlo”
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MFNets: Multifidelity data-driven networks for Bayesian learning and prediction
This paper presents a multifidelity uncertainty quantification framework called MFNets. We seek to address three existing challenges that arise when experimental and simulation data from different sources are used to enhance statistical estimation and prediction with quantified uncertainty. Specifically, we demonstrate that MFNets can (1) fuse heterogeneous data sources arising from simulations with different parameterizations, e.g simulation models with different uncertain parameters or data sets collected under different environmental conditions; (2) encode known relationships among data sources to reduce data requirements; and (3) improve the robustness of existing multi-fidelity approaches to corrupted data. MFNets construct a network of latent variables (LVs) to facilitate the fusion of data from an ensemble of sources of varying credibility and cost. These LVs are posited as explanatory variables that provide the source of correlation in the observed data. Furthermore, MFNets provide a way to encode prior physical knowledge to enable efficient estimation of statistics and/or construction of surrogates via conditional independence relations on the LVs. We highlight the utility of our framework with a number of theoretical results which assess the quality of the posterior mean as a frequentist estimator and compare it to standard sampling approaches that use single fidelity, multilevel, and control variate Monte Carlo estimators. We also use the proposed framework to derive the Monte Carlo-based control variate estimator entirely from the use of Bayes rule and linear-Gaussian models -- to our knowledge the first such derivation. Finally, we demonstrate the ability to work with different uncertain parameters across different models.
97 MATHEMATICS AND COMPUTING↗
Stochastic evaluation of fourth-order many-body perturbation energies
A scalable, stochastic algorithm evaluating the fourth-order many-body perturbation (MP4) correction to energy is proposed. Three hundred Goldstone diagrams representing the MP4 correction are computer generated and then converted into algebraic formulas expressed in terms of Green’s functions in real space and imaginary time. They are evaluated by the direct (i.e., non-Markov, non-Metropolis) Monte Carlo (MC) integration accelerated by the redundant-walker and control-variate algorithms. The resulting MC-MP4 method is efficiently parallelized and is shown to display O(n 5.3 ) size-dependence of cost, which is nearly two ranks lower than the O(n 7 ) dependence of the deterministic MP4 algorithm. Furthermore, it evaluates the MP4/aug-cc-pVDZ energy for benzene, naphthalene, phenanthrene, and corannulene with the statistical uncertainty of 10 mE h (1.1% of the total basis-set correlation energy), 38 mE h (2.6%), 110 mE h (5.5%), and 280 mE h (9.0%), respectively, after about 10 9 MC steps.
74 ATOMIC AND MOLECULAR PHYSICS↗
Monte Carlo MP2-F12 for Noncovalent Interactions: The C 60 Dimer
A scalable stochastic algorithm is presented that can evaluate explicitly correlated (F12) second-order many-body perturbation (MP2) energies of weak, noncovalent, intermolecular interactions. It first transforms the formulas of the MP2 and F12 energy differences into a short sum of high-dimensional integrals of Green’s functions in real space and imaginary time. Furthermore, these integrals are then evaluated by the Monte Carlo method augmented by parallel execution, redundant-walker convergence acceleration, direct-sampling autocorrelation elimination, and control-variate error reduction. By sharing electron-pair walkers across the supermolecule and its subsystems spanned by the joint basis set, the statistical uncertainty is reduced by one to 2 orders of magnitude in the MP2 binding energy corrected for the basis-set incompleteness and superposition errors. The method predicts the MP2-F12/aug-cc-pVDZ binding energy of 19.1 ± 4.0 kcal mol –1 for the C 60 dimer at the center distance of 9.748 Å.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗