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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

A hybrid Monte Carlo-deterministic second moment method with efficient variance reduction

In this work, we present a hybrid method that combines Monte Carlo with deterministic finite element methods to solve a linear Boltzmann transport equation. Our hybrid method runs orders of magnitude faster than Monte Carlo, without sacrificing accuracy, for a proxy problem from radiative transfer that contains both optically-thick and optically-thin material. We believe that this is the first demonstration of a hybrid Second Moment Method in more than one spatial dimension, the first to consider more than one material, and the first to use variance reduction. Our variance reduction approach arises from an asymptotic analysis in which we show that the magnitude of the scattering source grows without bound. We transform the problem to compute the deviation of the radiation intensity from isotropy. The magnitude of the source in the transformed problem is bounded, and the quality of the hybrid method solution is dramatically improved by a substantial reduction in the variance.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

Cost-optimized Automated Variance Reduction for Highly Angle-dependent Radiation Transport Analyses [Dissertation]

Monte Carlo variance-reduction techniques that directly bias particle direction have historically received limited attention despite being useful for many radiation transport applications such as those in which radiation travels through large regions with a low probability of colliding. One such technique is known as DXTRAN (short for deterministic transport) in the MCNP Monte Carlo radiation transport code. Until now, effectively applying DXTRAN in calculations is largely based on empirical observations of computational performance. Optimal DXTRAN parameters are identified through manual iteration. This work develops new mathematical descriptions of the DXTRAN variance-reduction process and demonstrates a new automated variance-reduction method that applies these mathematical formulations to determine the optimal application of DXTRAN in a given problem.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2026

Variance reduction in lattice QCD observables via normalizing flows

Normalizing flows can be used to construct unbiased, reduced-variance estimators for lattice field theory observables that are defined by a derivative with respect to action parameters. This work implements the approach for observables involving gluonic operator insertions in the SU(3) Yang-Mills theory and two-flavor QCD in four space-time dimensions. Variance reduction by factors of 10–60 is achieved in glueball correlation functions and in gluonic matrix elements related to hadron structure, with demonstrated computational advantages. The observed variance reduction is found to be approximately independent of the lattice volume, so volume transfer can be utilized to minimize training costs.

Abbott, Ryan [Columbia U.; MIT, Cambridge, CTP; IA↗
DOE OSTI2022

Variance reduction techniques for Monte Carlo neutron noise simulations

The small fluctuations of the neutron flux caused by small perturbations of the macroscopic cross-sections take the name of neutron noise. Advanced Monte Carlo methods have been recently proposed in order to solve the neutron noise equations in the frequency domain, which allows establishing reference solutions to validate faster but approximate deterministic solvers. Due to the presence of particles carrying two statistical weights (for the real and imaginary components of the noise field), both of which may be positive or negative, Monte-Carlo simulations of neutron noise pose distinct challenges in terms of variance reduction. In this work we investigate two variance-reduction techniques, namely branchless collisions and weight cancellation, and probe their effectiveness for a benchmark con- figuration concerning the noise field induced by a pin with oscillating cross sections in a fuel assembly.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2025

Godiva IV Thermal Neutron Dosimetry Modeling and Variance Reduction

The transfer of the Godiva IV experiment from the Los Alamos Critical Experiments Facility (LACEF) to the National Critical Experiments Research Center (NCERC) introduced a vastly different experiment room return to the neutron flux. The contribution of the background to the burst neutron energy spectrum is significant in the thermal and epithermal neutron energies. Target materials may be placed in various locations in the Godiva room, or outside of the room, for thermal neutron activation. Modeling of this dosimetry problem in Monte Carlo N-Particle (MCNP) presented a novel challenge compared to previous Godiva IV glory hole irradiation simulations. An advanced dosimetry modeling framework for high efficiency calculations in locations far from the Godiva IV fission source was desired. The mesh-based weight windows and point detector advanced variance reduction techniques in MCNP were implemented and tested using adaptations of the critical experiment benchmark model of the Godiva IV problem. The models were validated against measured activations of Nickel, Indium, Scandium, and Cobalt foils at locations 2 meters from the Godiva IV core. Dosimetry measurements were performed in collaboration with Sandia National Laboratory. The weight windows and point detector variance reduction coupled method resulted in the highest problem efficiency.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

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↗
DOE OSTI2026

Learning the generating functional for variance reduction in lattice QCD

The generating functional in quantum field theory provides the natural framework for constructing correlation functions as derivatives with respect to source operators. We present a methodology that leverages machine-learned normalizing flows to reduce the variance of arbitrary $N$-point correlation functions of bosonic operators in lattice gauge field theory calculations by encoding a representation of the generating functional. We show that it is possible to systematically approach noiseless estimators of correlation functions in this framework. We demonstrate this methodology with applications to calculations of glueball correlation functions and Wilson loops in Quantum Chromodynamics and Yang-Mills theory. The results show up to three orders of magnitude variance reduction.

Abbott, Ryan [Columbia U.] (ORCID:0000000258778005↗
DOE OSTI2024

Variance reduction via simultaneous importance sampling and control variates techniques using vegas

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.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2026

CADIS and FW-CADIS Variance Reduction in Gamma Transport for Predicting Prompt Forensics Signatures

The goal of prompt nuclear forensics is to determine the characteristics of a nuclear detonation based on the signatures available almost immediately after the explosion. An important characteristic is the reaction time history (RTH), a measure of the device’s rate of neutron multiplication. The RTH can be estimated by observation of the gamma radiation emitted from the detonation, which can be detected directly or observed indirectly as Teller light. Gamma transport simulations used to predict these radiation fields are often modeled stochastically using the Monte Carlo N-Particle (MCNP) code, which can be a computationally demanding task due to the number of particle histories needed to achieve statistical convergence. In an attempt to improve the efficiency of these calculations, we evaluate two variance reduction techniques: Consistent Adjoint-Driven Importance Sampling (CADIS) and Forward-Weighted Consistent Adjoint-Driven Importance Sampling (FW-CADIS). These methods use a deterministically calculated adjoint flux to create weight windows and source biasing that guide MCNP sampling. We study the utility of CADIS and FW-CADIS for their use in MCNP gamma transport for nuclear forensics prediction simulations. Furthermore, the results demonstrate that both CADIS and FW-CADIS improve the accuracy for forensics-focused simulations, with CADIS being most beneficial in direct detection and FW-CADIS being ideal for computing a global Teller light source.

CADIS↗
DOE OSTI2026

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗
DOE OSTI2024

Godiva IV Simulated Radiation Field Characterization and Variance Reduction

Godiva IV is a system comprised of highly enriched uranium alloyed with molybdenum in the form of fuel plate rings. The reactor, along with its predecessors, was designed with the unique ability to satisfy interests in the super-prompt-critical reactor operation space. Originally, the reactor was part of the Los Alamos Critical Experiments Facility (LACEF) at Technical Area-18 (TA-18). The radiation field around Godiva at this facility was well characterized and understood. As a fast neutron system, the neutron spectrum in and around Godiva was close to a Watt Fission spectrum. The Kiva where Godiva IV was located at LACEF was made of thin, sheet metal walls which did not contribute significantly to the neutron spectrum. Following the transition of LACEF to the National Critical Experiments and Research Center (NCERC) in Nevada, Godiva-IV was moved from TA-18 to the Device Assembly Facility (DAF) at the Nevada National Security Site (NNSS). Part of this move brought renewed interest in radiation field characterization. The new facility introduced significant changes to the environment surrounding Godiva, and preliminary foil irradiation results suggested that the room contribution to the neutron spectrum was significant. Unlike at TA-18, a large thermal neutron signature was added to the fast spectrum from Godiva due to significant room return. A primary goal due to the additional complexity that the room return adds to the Godiva IV radiation emission spectrum was the development of an efficient Monte Carlo N-Particle (MCNP) calculation capable of characterizing the neutron spectrum anywhere in the room around Godiva. A campaign of activation foil irradiations and analysis were completed to support the validation of the MCNP model. The modeling of these foils in MCNP can be easily done with a standard volumetric neutron flux tally. However, given the multitude of locations and reaction rates to be modeled, further steps must be taken to increase the efficiency of these calculations in MCNP. During this study, a benchmark model currently under development for Godiva IV was used. A qualitative assessment of the thermal neutron contributors was performed using spatial neutron distribution plots. Additional detail was added to the model based on the qualitative results showing the thermal spectrum’s large sensitivity to hydrogenous material. Neutron energy spectra was evaluated at discrete locations in the room around Godiva to quantify the relative contribution of various components. It was discovered that the concrete walls are the largest contributor to the thermal signature, with minor contributions from plastic components surrounding Godiva. Following these results, two different variance reduction techniques were implemented to improve the problem efficiency in these calculations. In the first approach, an F5 point detector tally was implemented in the standard Godiva IV criticality problem. The second approach involved a weight-window generator implementation with an F5 point detector tally in a fixed source problem. The weight window implementation reduced the runtime from 42739.55 minutes to 1803.34 minutes (computer time), compared to the F5 KCODE implementation.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Automated Hybrid Variance Reduction on Advanced Architectures in the Shift Monte Carlo Code

Monte Carlo transport methods are the most accurate schemes for solving problems with complex energy and spatial features, but they come with a high computational cost. Although hybrid methods have enabled the use of Monte Carlo transport for a large class of problems, they still require significant computing resources. Modern multicore CPUs with large numbers of compute cores and graphical processing units (GPUs) provide opportunities to optimize the memory and run-time costs of hybrid Monte Carlo methods. This paper documents the development and analysis of three Monte Carlo transport algorithms that support hybrid transport using the consistent adjoint-driven importance sampling (CADIS) and forward-weighted CADIS methods in the Shift Monte Carlo code: history-based transport using static and dynamic threading on multicore CPUs and event-based transport enabling weight window tracking on GPUs. The results are shown for two challenging hybrid problems on the Frontier supercomputer at the Oak Ridge Leadership Computing Facility. The results show that all three methods yield good performance and enable solutions of difficult fixed-source transport problems in less than 2 min on 20 nodes of Frontier. Dynamic threading was observed to give up to 20% better scaling behavior than static threading. Moreover, the AMD Instinct 250X GPU was found to give 9 to 11 times greater throughput per graphics compute die than the best CPU performance. In conclusion, additional opportunities for optimization of hybrid transport on GPUs are discussed.

Denovo↗
DOE OSTI2023

Variance Reduction within Implicit Monte Carlo Thermal Radiation Transport using the Local Importance Function Transform [Slides]

System of equations derived by Fleck and Cummings to model time-dependent thermal radiative transfer (TRT) problems: Solution of radiation specific intensity (I), non-linearly coupled to material internal energy (U); Absorption and re-emission approximated by effective scattering events. Useful for high-energy density physics simulations: i.e., astrophysics, inertial confinement fusion (ICF). Whereas deterministic methods are fully discretized and free of statistical noise, Monte Carlo methods allow for dynamic sampling of the phase space at the price of statistical noise; Monte Carlo methods are also characterized by a slow $\frac{1}{√Ν}$ convergence rate.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2024

Moment Tensor Inversion Toolkit

The MTINV toolkit (2002-present) is a collection of computer codes and applications written to invert for the moment tensor of a seismic source given the three components of ground motion recorded at regional seismic stations (e.g., Ichinose et al., 2003). The computer codes and workflow are organized to generate moment tensor solutions for a range of source depths and origin times because of the trade-off between these two quantities. The metric used is the variance reduction and variance reduction modulated by the percent double-couple to determine the best-fit moment-tensor solution. We can solve for a deviatoric moment tensor with a constraint added for no isotropic component although this constraint can be lifted for estimating the full moment tensor like mining collapses or explosion sources.

Ichinose, GeneA↗
DOE OSTI2022

Ensemble approximate control variate estimators: Applications to multi-fidelity importance sampling.

The recent growth in multifidelity uncertainty quantification has given rise to a large set of variance reduction techniques that leverage information from model ensembles to provide variance reduction for estimates of the statistics of a high-fidelity model. In this paper we provide two contributions: (1) we utilize an ensemble estimator to account for uncertainties in the optimal weights of approximate control variate (ACV) approaches and derive lower bounds on the number of samples required to guarantee variance reduction; and (2) we extend an existing multifidelity importance sampling (MFIS) scheme to leverage control variates. Our approach directly addresses a limitation of many multifidelity sampling strategies that require the usage of pilot samples to estimate covariances. As such we make significant progress towards both increasing the practicality of approximate control variates—for instance, by accounting for the effect of pilot samples—and using multifidelity approaches more effectively for estimating low-probability events. The numerical results indicate our hybrid MFIS-ACV estimator achieves up to 50% improvement in variance reduction over the existing state-of-the-art MFIS estimator, which had already shown an outstanding convergence rate compared to the Monte Carlo method, on several problems of computational mechanics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Optimizing foreground mitigation for CMB lensing with combined multifrequency and geometric methods

Here, a key challenge for current and upcoming cosmic microwave background lensing measurements is their sensitivity to biases from extragalactic foregrounds, such as Sunyaev-Zel'dovich signals or cosmic infrared background emission. Several methods have been developed to mitigate these lensing foreground biases, dividing broadly into multifrequency cleaning approaches and modifications to the estimator geometry, but how to optimally combine these methods has not yet been explored in detail. In this paper, we examine which combination of lensing foreground mitigation strategies is best able to reduce the impact of foreground contamination for a Simons Observatory-like experiment while preserving maximal signal-to-noise. Although the optimal combination obtained depends on whether bias reduction or variance reduction is prioritized and on whether polarization data is used, generally, we find that combinations involving both geometric (profile hardening, source hardening, or shear) and multifrequency (symmetric cleaning) methods perform best. For lensing power spectrum measurements from temperature (polarization and temperature), our combined estimator methods are able to reduce the bias below σ/4 or 0.3% (0.1%), a factor of 16 (30) lower than the standard quadratic estimator bias, at a modest signal-to-noise cost of only 18% (12%). In contrast, single-method foreground-mitigation approaches struggle to reduce the bias to a negligible level below σ/2 without incurring a large noise penalty. For upcoming and current experiments, our combined methods therefore represent a promising approach for making lensing measurements with negligible foreground bias.

79 ASTRONOMY AND ASTROPHYSICS↗