Publications

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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. The treatment allows one to assume the cross sections are distributed with a multivariate normal distribution, lognormal distribution, or truncated normal distribution.

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This SAND report fulfills the final report requirement for the Born Qualified Grand Challenge LDRD. Born Qualified was funded from FY16-FY18 with a total budget of ~$13M over the 3 years of funding. Overall 70+ staff, Post Docs, and students supported this project over its lifetime. The driver for Born Qualified was using Additive Manufacturing (AM) to change the qualification paradigm for low volume, high value, high consequence, complex parts that are common in high-risk industries such as ND, defense, energy, aerospace, and medical. AM offers the opportunity to transform design, manufacturing, and qualification with its unique capabilities. AM is a disruptive technology, allowing the capability to simultaneously create part and material while tightly controlling and monitoring the manufacturing process at the voxel level, with the inherent flexibility and agility in printing layer-by-layer. AM enables the possibility of measuring critical material and part parameters during manufacturing, thus changing the way we collect data, assess performance, and accept or qualify parts. It provides an opportunity to shift from the current iterative design-build-test qualification paradigm using traditional manufacturing processes to design-by-predictivity where requirements are addressed concurrently and rapidly. The new qualification paradigm driven by AM provides the opportunity to predict performance probabilistically, to optimally control the manufacturing process, and to implement accelerated cycles of learning. Exploiting these capabilities to realize a new uncertainty quantification-driven qualification that is rapid, flexible, and practical is the focus of this effort.

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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The classical problem of calculating the volume of the union of d-dimensional balls is known as "Union Volume." We present line-sampling approximation algorithms for Union Volume. Our methods may be extended to other Boolean operations, such as setminus; or to other shapes, such as hyper-rectangles. The deterministic, exact approaches for Union Volume do not scale well to high dimensions. However, we adapt several of these exact approaches to approximation algorithms based on sampling. We perform local sampling within each ball using lines. We have several variations, depending on how the overlapping volume is partitioned, and depending on whether radial, axis-aligned, or other line patterns are used. Our variations fall within the family of Monte Carlo sampling, and hence have about the same theoretical convergence rate, 1 /$\sqrt{M}$, where M is the number of samples. In our limited experiments, line-sampling proved more accurate per unit work than point samples, because a line sample provides more information, and the analytic equation for a sphere makes the calculation almost as fast. We performed a limited empirical study of the efficiency of these variations. We suggest a more extensive study for future work. We speculate that different ball arrangements, differentiated by the distribution of overlaps in terms of volume and degree, will benefit the most from patterns of line samples that preferentially capture those overlaps. Acknowledgement We thank Karl Bringman for explaining his BF-ApproxUnion (ApproxUnion) algorithm [3] to us. We thank Josiah Manson for pointing out that spoke darts oversample the center and we might get a better answer by uniform sampling. We thank Vijay Natarajan for suggesting random chord sampling. The authors are grateful to Brian Adams, Keith Dalbey, and Vicente Romero for useful technical discussions. This work was sponsored by the Laboratory Directed Research and Development (LDRD) Program at Sandia National Laboratories. This material is based upon work supported by the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research (ASCR), Applied Mathematics Program. Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.

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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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