Publications

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In this study, we focus on a hydrogeological inverse problem specifically targeting monitoring soil moisture variations using tomographic ground penetrating radar (GPR) travel time data. Technical challenges exist in the inversion of GPR tomographic data for handling non-uniqueness, nonlinearity and high-dimensionality of unknowns. We have developed a new method for estimating soil moisture fields from crosshole GPR data. It uses a pilot-point method to provide a low-dimensional representation of the relative dielectric permittivity field of the soil, which is the primary object of inference: the field can be converted to soil moisture using a petrophysical model. We integrate a multi-chain Markov chain Monte Carlo (MCMC)–Bayesian inversion framework with the pilot point concept, a curved-ray GPR travel time model, and a sequential Gaussian simulation algorithm, for estimating the dielectric permittivity at pilot point locations distributed within the tomogram, as well as the corresponding geostatistical parameters (i.e., spatial correlation range). We infer the dielectric permittivity as a probability density function, thus capturing the uncertainty in the inference. The multi-chain MCMC enables addressing high-dimensional inverse problems as required in the inversion setup. The method is scalable in terms of number of chains and processors, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. The proposed inversion approach can successfully approximate the posterior density distributions of the pilot points, and capture the true values. The computational efficiency, accuracy, and convergence behaviors of the inversion approach were also systematically evaluated, by comparing the inversion results obtained with different levels of noises in the observations, increased observational data, as well as increased number of pilot points.

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Blue noise sampling has proved useful for many graphics applications, but remains underexplored in high-dimensional spaces due to the difficulty of generating distributions and proving properties about them. We present a blue noise sampling method with good quality and performance across different dimensions. The method, spoke-dart sampling, shoots rays from prior samples and selects samples from these rays. It combines the advantages of two major high-dimensional sampling methods: the locality of advancing front with the dimensionality-reduction of hyperplanes, specifically line sampling. We prove that the output sampling is saturated with high probability, with bounds on distances between pairs of samples and between any domain point and its nearest sample. We demonstrate spoke-dart applications for approximate Delaunay graph construction, global optimization, and robotic motion planning. Both the blue-noise quality of the output distribution and the adaptability of the intermediate processes of our method are useful in these applications.

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The importance of uncertainty has been recognized in various modeling, simulation, and analysis applications, where inherent assumptions and simplifications affect the accuracy of model predictions for physical phenomena. As model predictions are now heavily relied upon for simulation-based system design, which includes new materials, vehicles, mechanical and civil structures, and even new drugs, wrong model predictions could potentially cause catastrophic consequences. Therefore, uncertainty and associated risks due to model errors should be quantified to support robust systems engineering.

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This report introduces the concepts of Bayesian model selection, which provides a systematic means of calibrating and selecting an optimal model to represent a phenomenon. This has many potential applications, including for comparing constitutive models. The ideas described herein are applied to a model selection problem between different yield models for hardened steel under extreme loading conditions.

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In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

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This report summarizes a NEAMS (Nuclear Energy Advanced Modeling and Simulation) project focused on developing a sampling capability that can handle the challenges of generating samples from nuclear cross-section data. The covariance information between energy groups tends to be very ill-conditioned and thus poses a problem using traditional methods for generated correlated samples. This report outlines a method that addresses the sample generation from cross-section matrices.

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Additive manufacturing enables the rapid, cost effective production of customized structural components. To fully capitalize on the agility of additive manufacturing, it is necessary to develop complementary high-throughput materials evaluation techniques. In this study, over 1000 nominally identical tensile tests are used to explore the effect of process variability on the mechanical property distributions of a precipitation hardened stainless steel produced by a laser powder bed fusion process, also known as direct metal laser sintering or selective laser melting. With this large dataset, rare defects are revealed that affect only ≈2% of the population, stemming from a single build lot of material. The rare defects cause a substantial loss in ductility and are associated with an interconnected network of porosity. The adoption of streamlined test methods will be paramount to diagnosing and mitigating such dangerous anomalies in future structural components.

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We present the development of a parallel Markov Chain Monte Carlo (MCMC) method called SAChES, Scalable Adaptive Chain-Ensemble Sampling. This capability is targed to Bayesian calibration of com- putationally expensive simulation models. SAChES involves a hybrid of two methods: Differential Evo- lution Monte Carlo followed by Adaptive Metropolis. Both methods involve parallel chains. Differential evolution allows one to explore high-dimensional parameter spaces using loosely coupled (i.e., largely asynchronous) chains. Loose coupling allows the use of large chain ensembles, with far more chains than the number of parameters to explore. This reduces per-chain sampling burden, enables high-dimensional inversions and the use of computationally expensive forward models. The large number of chains can also ameliorate the impact of silent-errors, which may affect only a few chains. The chain ensemble can also be sampled to provide an initial condition when an aberrant chain is re-spawned. Adaptive Metropolis takes the best points from the differential evolution and efficiently hones in on the poste- rior density. The multitude of chains in SAChES is leveraged to (1) enable efficient exploration of the parameter space; and (2) ensure robustness to silent errors which may be unavoidable in extreme-scale computational platforms of the future. This report outlines SAChES, describes four papers that are the result of the project, and discusses some additional results.

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This report summarizes a NEAMS (Nuclear Energy Advanced Modeling and Simulation) project focused on integrating Dakota into the NEAMS Workbench. The NEAMS Workbench, developed at Oak Ridge National Laboratory, is a new software framework that provides a graphical user interface, input file creation, parsing, validation, job execution, workflow management, and output processing for a variety of nuclear codes. Dakota is a tool developed at Sandia National Laboratories that provides a suite of uncertainty quantification and optimization algorithms. Providing Dakota within the NEAMS Workbench allows users of nuclear simulation codes to perform uncertainty and optimization studies on their nuclear codes from within a common, integrated environment. Details of the integration and parsing are provided, along with an example of Dakota running a sampling study on the fuels performance code, BISON, from within the NEAMS Workbench.

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An adage within the Additive Manufacturing (AM) community is that “complexity is free”. Complicated geometric features that normally drive manufacturing cost and limit design options are not typically problematic in AM. While geometric complexity is usually viewed from the perspective of part design, this advantage of AM also opens up new options in rapid, efficient material property evaluation and qualification. In the current work, an array of 100 miniature tensile bars are produced and tested for a comparable cost and in comparable time to a few conventional tensile bars. With this technique, it is possible to evaluate the stochastic nature of mechanical behavior. The current study focuses on stochastic yield strength, ultimate strength, and ductility as measured by strain at failure (elongation). However, this method can be used to capture the statistical nature of many mechanical properties including the full stress-strain constitutive response, elastic modulus, work hardening, and fracture toughness. Moreover, the technique could extend to strain-rate and temperature dependent behavior. As a proof of concept, the technique is demonstrated on a precipitation hardened stainless steel alloy, commonly known as 17-4PH, produced by two commercial AM vendors using a laser powder bed fusion process, also commonly known as selective laser melting. Using two different commercial powder bed platforms, the vendors produced material that exhibited slightly lower strength and markedly lower ductility compared to wrought sheet. Moreover, the properties were much less repeatable in the AM materials as analyzed in the context of a Weibull distribution, and the properties did not consistently meet minimum allowable requirements for the alloy as established by AMS. The diminished, stochastic properties were examined in the context of major contributing factors such as surface roughness and internal lack-of-fusion porosity. This high-throughput capability is expected to be useful for follow-on extensive parametric studies of factors that affect the statistical reliability of AM components.