The Rational Hybrid Monte Carlo algorithm
NASA Astrophysics Data System (ADS)
Clark, Michael
2006-12-01
The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is performed using a rational approximation in place the usual inverse quark matrix kernel is one of these developments. This algorithm has been found to be extremely beneficial in many areas of lattice QCD (chiral fermions, finite temperature, Wilson fermions etc.). We review the algorithm and some of these benefits, and we compare against other recent algorithm developements. We conclude with an update of the Berlin wall plot comparing costs of all popular fermion formulations.
Monte Carlo algorithm for free energy calculation.
Bi, Sheng; Tong, Ning-Hua
2015-07-01
We propose a Monte Carlo algorithm for the free energy calculation based on configuration space sampling. An upward or downward temperature scan can be used to produce F(T). We implement this algorithm for the Ising model on a square lattice and triangular lattice. Comparison with the exact free energy shows an excellent agreement. We analyze the properties of this algorithm and compare it with the Wang-Landau algorithm, which samples in energy space. This method is applicable to general classical statistical models. The possibility of extending it to quantum systems is discussed.
Introduction to Cluster Monte Carlo Algorithms
NASA Astrophysics Data System (ADS)
Luijten, E.
This chapter provides an introduction to cluster Monte Carlo algorithms for classical statistical-mechanical systems. A brief review of the conventional Metropolis algorithm is given, followed by a detailed discussion of the lattice cluster algorithm developed by Swendsen and Wang and the single-cluster variant introduced by Wolff. For continuum systems, the geometric cluster algorithm of Dress and Krauth is described. It is shown how their geometric approach can be generalized to incorporate particle interactions beyond hardcore repulsions, thus forging a connection between the lattice and continuum approaches. Several illustrative examples are discussed.
Cluster hybrid Monte Carlo simulation algorithms.
Plascak, J A; Ferrenberg, Alan M; Landau, D P
2002-06-01
We show that addition of Metropolis single spin flips to the Wolff cluster-flipping Monte Carlo procedure leads to a dramatic increase in performance for the spin-1/2 Ising model. We also show that adding Wolff cluster flipping to the Metropolis or heat bath algorithms in systems where just cluster flipping is not immediately obvious (such as the spin-3/2 Ising model) can substantially reduce the statistical errors of the simulations. A further advantage of these methods is that systematic errors introduced by the use of imperfect random-number generation may be largely healed by hybridizing single spin flips with cluster flipping.
Cluster hybrid Monte Carlo simulation algorithms
NASA Astrophysics Data System (ADS)
Plascak, J. A.; Ferrenberg, Alan M.; Landau, D. P.
2002-06-01
We show that addition of Metropolis single spin flips to the Wolff cluster-flipping Monte Carlo procedure leads to a dramatic increase in performance for the spin-1/2 Ising model. We also show that adding Wolff cluster flipping to the Metropolis or heat bath algorithms in systems where just cluster flipping is not immediately obvious (such as the spin-3/2 Ising model) can substantially reduce the statistical errors of the simulations. A further advantage of these methods is that systematic errors introduced by the use of imperfect random-number generation may be largely healed by hybridizing single spin flips with cluster flipping.
Monte Carlo Particle Transport: Algorithm and Performance Overview
Gentile, N; Procassini, R; Scott, H
2005-06-02
Monte Carlo methods are frequently used for neutron and radiation transport. These methods have several advantages, such as relative ease of programming and dealing with complex meshes. Disadvantages include long run times and statistical noise. Monte Carlo photon transport calculations also often suffer from inaccuracies in matter temperature due to the lack of implicitness. In this paper we discuss the Monte Carlo algorithm as it is applied to neutron and photon transport, detail the differences between neutron and photon Monte Carlo, and give an overview of the ways the numerical method has been modified to deal with issues that arise in photon Monte Carlo simulations.
Hybrid algorithms in quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Kim, Jeongnim; Esler, Kenneth P.; McMinis, Jeremy; Morales, Miguel A.; Clark, Bryan K.; Shulenburger, Luke; Ceperley, David M.
2012-12-01
With advances in algorithms and growing computing powers, quantum Monte Carlo (QMC) methods have become a leading contender for high accuracy calculations for the electronic structure of realistic systems. The performance gain on recent HPC systems is largely driven by increasing parallelism: the number of compute cores of a SMP and the number of SMPs have been going up, as the Top500 list attests. However, the available memory as well as the communication and memory bandwidth per element has not kept pace with the increasing parallelism. This severely limits the applicability of QMC and the problem size it can handle. OpenMP/MPI hybrid programming provides applications with simple but effective solutions to overcome efficiency and scalability bottlenecks on large-scale clusters based on multi/many-core SMPs. We discuss the design and implementation of hybrid methods in QMCPACK and analyze its performance on current HPC platforms characterized by various memory and communication hierarchies.
Monte Carlo tests of the ELIPGRID-PC algorithm
Davidson, J.R.
1995-04-01
The standard tool for calculating the probability of detecting pockets of contamination called hot spots has been the ELIPGRID computer code of Singer and Wickman. The ELIPGRID-PC program has recently made this algorithm available for an IBM{reg_sign} PC. However, no known independent validation of the ELIPGRID algorithm exists. This document describes a Monte Carlo simulation-based validation of a modified version of the ELIPGRID-PC code. The modified ELIPGRID-PC code is shown to match Monte Carlo-calculated hot-spot detection probabilities to within {plus_minus}0.5% for 319 out of 320 test cases. The one exception, a very thin elliptical hot spot located within a rectangular sampling grid, differed from the Monte Carlo-calculated probability by about 1%. These results provide confidence in the ability of the modified ELIPGRID-PC code to accurately predict hot-spot detection probabilities within an acceptable range of error.
2010-10-20
The "Monte Carlo Benchmark" (MCB) is intended to model the computatiional performance of Monte Carlo algorithms on parallel architectures. It models the solution of a simple heuristic transport equation using a Monte Carlo technique. The MCB employs typical features of Monte Carlo algorithms such as particle creation, particle tracking, tallying particle information, and particle destruction. Particles are also traded among processors using MPI calls.
Adaptive Mesh and Algorithm Refinement Using Direct Simulation Monte Carlo
NASA Astrophysics Data System (ADS)
Garcia, Alejandro L.; Bell, John B.; Crutchfield, William Y.; Alder, Berni J.
1999-09-01
Adaptive mesh and algorithm refinement (AMAR) embeds a particle method within a continuum method at the finest level of an adaptive mesh refinement (AMR) hierarchy. The coupling between the particle region and the overlaying continuum grid is algorithmically equivalent to that between the fine and coarse levels of AMR. Direct simulation Monte Carlo (DSMC) is used as the particle algorithm embedded within a Godunov-type compressible Navier-Stokes solver. Several examples are presented and compared with purely continuum calculations.
Valence-bond quantum Monte Carlo algorithms defined on trees.
Deschner, Andreas; Sørensen, Erik S
2014-09-01
We present a class of algorithms for performing valence-bond quantum Monte Carlo of quantum spin models. Valence-bond quantum Monte Carlo is a projective T=0 Monte Carlo method based on sampling of a set of operator strings that can be viewed as forming a treelike structure. The algorithms presented here utilize the notion of a worm that moves up and down this tree and changes the associated operator string. In quite general terms, we derive a set of equations whose solutions correspond to a whole class of algorithms. As specific examples of this class of algorithms, we focus on two cases. The bouncing worm algorithm, for which updates are always accepted by allowing the worm to bounce up and down the tree, and the driven worm algorithm, where a single parameter controls how far up the tree the worm reaches before turning around. The latter algorithm involves only a single bounce where the worm turns from going up the tree to going down. The presence of the control parameter necessitates the introduction of an acceptance probability for the update.
Monte Carlo algorithms for lattice gauge theory
Creutz, M.
1987-05-01
Various techniques are reviewed which have been used in numerical simulations of lattice gauge theories. After formulating the problem, the Metropolis et al. algorithm and some interesting variations are discussed. The numerous proposed schemes for including fermionic fields in the simulations are summarized. Langevin, microcanonical, and hybrid approaches to simulating field theories via differential evolution in a fictitious time coordinate are treated. Some speculations are made on new approaches to fermionic simulations.
Testing trivializing maps in the Hybrid Monte Carlo algorithm
Engel, Georg P.; Schaefer, Stefan
2011-01-01
We test a recent proposal to use approximate trivializing maps in a field theory to speed up Hybrid Monte Carlo simulations. Simulating the CPN−1 model, we find a small improvement with the leading order transformation, which is however compensated by the additional computational overhead. The scaling of the algorithm towards the continuum is not changed. In particular, the effect of the topological modes on the autocorrelation times is studied. PMID:21969733
Stochastic Kinetic Monte Carlo algorithms for long-range Hamiltonians
Mason, D R; Rudd, R E; Sutton, A P
2003-10-13
We present a higher order kinetic Monte Carlo methodology suitable to model the evolution of systems in which the transition rates are non- trivial to calculate or in which Monte Carlo moves are likely to be non- productive flicker events. The second order residence time algorithm first introduced by Athenes et al.[1] is rederived from the n-fold way algorithm of Bortz et al.[2] as a fully stochastic algorithm. The second order algorithm can be dynamically called when necessary to eliminate unproductive flickering between a metastable state and its neighbors. An algorithm combining elements of the first order and second order methods is shown to be more efficient, in terms of the number of rate calculations, than the first order or second order methods alone while remaining statistically identical. This efficiency is of prime importance when dealing with computationally expensive rate functions such as those arising from long- range Hamiltonians. Our algorithm has been developed for use when considering simulations of vacancy diffusion under the influence of elastic stress fields. We demonstrate the improved efficiency of the method over that of the n-fold way in simulations of vacancy diffusion in alloys. Our algorithm is seen to be an order of magnitude more efficient than the n-fold way in these simulations. We show that when magnesium is added to an Al-2at.%Cu alloy, this has the effect of trapping vacancies. When trapping occurs, we see that our algorithm performs thousands of events for each rate calculation performed.
Parallelized quantum Monte Carlo algorithm with nonlocal worm updates.
Masaki-Kato, Akiko; Suzuki, Takafumi; Harada, Kenji; Todo, Synge; Kawashima, Naoki
2014-04-11
Based on the worm algorithm in the path-integral representation, we propose a general quantum Monte Carlo algorithm suitable for parallelizing on a distributed-memory computer by domain decomposition. Of particular importance is its application to large lattice systems of bosons and spins. A large number of worms are introduced and its population is controlled by a fictitious transverse field. For a benchmark, we study the size dependence of the Bose-condensation order parameter of the hard-core Bose-Hubbard model with L×L×βt=10240×10240×16, using 3200 computing cores, which shows good parallelization efficiency.
Multidiscontinuity algorithm for world-line Monte Carlo simulations.
Kato, Yasuyuki
2013-01-01
We introduce a multidiscontinuity algorithm for the efficient global update of world-line configurations in Monte Carlo simulations of interacting quantum systems. This algorithm is a generalization of the two-discontinuity algorithms introduced in Refs. [N. Prokof'ev, B. Svistunov, and I. Tupitsyn, Phys. Lett. A 238, 253 (1998)] and [O. F. Syljuåsen and A. W. Sandvik, Phys. Rev. E 66, 046701 (2002)]. This generalization is particularly effective for studying Bose-Einstein condensates (BECs) of composite particles. In particular, we demonstrate the utility of the generalized algorithm by simulating a Hamiltonian for an S=1 antiferromagnet with strong uniaxial single-ion anisotropy. The multidiscontinuity algorithm not only solves the freezing problem that arises in this limit, but also allows the efficient computing of the off-diagonal correlator that characterizes a BEC of composite particles.
A pure-sampling quantum Monte Carlo algorithm.
Ospadov, Egor; Rothstein, Stuart M
2015-01-14
The objective of pure-sampling quantum Monte Carlo is to calculate physical properties that are independent of the importance sampling function being employed in the calculation, save for the mismatch of its nodal hypersurface with that of the exact wave function. To achieve this objective, we report a pure-sampling algorithm that combines features of forward walking methods of pure-sampling and reptation quantum Monte Carlo (RQMC). The new algorithm accurately samples properties from the mixed and pure distributions simultaneously in runs performed at a single set of time-steps, over which extrapolation to zero time-step is performed. In a detailed comparison, we found RQMC to be less efficient. It requires different sets of time-steps to accurately determine the energy and other properties, such as the dipole moment. We implement our algorithm by systematically increasing an algorithmic parameter until the properties converge to statistically equivalent values. As a proof in principle, we calculated the fixed-node energy, static α polarizability, and other one-electron expectation values for the ground-states of LiH and water molecules. These quantities are free from importance sampling bias, population control bias, time-step bias, extrapolation-model bias, and the finite-field approximation. We found excellent agreement with the accepted values for the energy and a variety of other properties for those systems.
A pure-sampling quantum Monte Carlo algorithm
Ospadov, Egor; Rothstein, Stuart M.
2015-01-14
The objective of pure-sampling quantum Monte Carlo is to calculate physical properties that are independent of the importance sampling function being employed in the calculation, save for the mismatch of its nodal hypersurface with that of the exact wave function. To achieve this objective, we report a pure-sampling algorithm that combines features of forward walking methods of pure-sampling and reptation quantum Monte Carlo (RQMC). The new algorithm accurately samples properties from the mixed and pure distributions simultaneously in runs performed at a single set of time-steps, over which extrapolation to zero time-step is performed. In a detailed comparison, we found RQMC to be less efficient. It requires different sets of time-steps to accurately determine the energy and other properties, such as the dipole moment. We implement our algorithm by systematically increasing an algorithmic parameter until the properties converge to statistically equivalent values. As a proof in principle, we calculated the fixed-node energy, static α polarizability, and other one-electron expectation values for the ground-states of LiH and water molecules. These quantities are free from importance sampling bias, population control bias, time-step bias, extrapolation-model bias, and the finite-field approximation. We found excellent agreement with the accepted values for the energy and a variety of other properties for those systems.
Lifting—A nonreversible Markov chain Monte Carlo algorithm
NASA Astrophysics Data System (ADS)
Vucelja, Marija
2016-12-01
Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ reversible Markov chains. Reversible chains obey detailed balance and thus ensure that the system will eventually relax to equilibrium, though detailed balance is not necessary for convergence to equilibrium. We review nonreversible Markov chains, which violate detailed balance and yet still relax to a given target stationary distribution. In particular cases, nonreversible Markov chains are substantially better at sampling than the conventional reversible Markov chains with up to a square root improvement in the convergence time to the steady state. One kind of nonreversible Markov chain is constructed from the reversible ones by enlarging the state space and by modifying and adding extra transition rates to create non-reversible moves. Because of the augmentation of the state space, such chains are often referred to as lifted Markov Chains. We illustrate the use of lifted Markov chains for efficient sampling on several examples. The examples include sampling on a ring, sampling on a torus, the Ising model on a complete graph, and the one-dimensional Ising model. We also provide a pseudocode implementation, review related work, and discuss the applicability of such methods.
Exploring Neutrino Oscillation Parameter Space with a Monte Carlo Algorithm
NASA Astrophysics Data System (ADS)
Espejel, Hugo; Ernst, David; Cogswell, Bernadette; Latimer, David
2015-04-01
The χ2 (or likelihood) function for a global analysis of neutrino oscillation data is first calculated as a function of the neutrino mixing parameters. A computational challenge is to obtain the minima or the allowed regions for the mixing parameters. The conventional approach is to calculate the χ2 (or likelihood) function on a grid for a large number of points, and then marginalize over the likelihood function. As the number of parameters increases with the number of neutrinos, making the calculation numerically efficient becomes necessary. We implement a new Monte Carlo algorithm (D. Foreman-Mackey, D. W. Hogg, D. Lang and J. Goodman, Publications of the Astronomical Society of the Pacific, 125 306 (2013)) to determine its computational efficiency at finding the minima and allowed regions. We examine a realistic example to compare the historical and the new methods.
A Monte Carlo Evaluation of Weighted Community Detection Algorithms
Gates, Kathleen M.; Henry, Teague; Steinley, Doug; Fair, Damien A.
2016-01-01
The past decade has been marked with a proliferation of community detection algorithms that aim to organize nodes (e.g., individuals, brain regions, variables) into modular structures that indicate subgroups, clusters, or communities. Motivated by the emergence of big data across many fields of inquiry, these methodological developments have primarily focused on the detection of communities of nodes from matrices that are very large. However, it remains unknown if the algorithms can reliably detect communities in smaller graph sizes (i.e., 1000 nodes and fewer) which are commonly used in brain research. More importantly, these algorithms have predominantly been tested only on binary or sparse count matrices and it remains unclear the degree to which the algorithms can recover community structure for different types of matrices, such as the often used cross-correlation matrices representing functional connectivity across predefined brain regions. Of the publicly available approaches for weighted graphs that can detect communities in graph sizes of at least 1000, prior research has demonstrated that Newman's spectral approach (i.e., Leading Eigenvalue), Walktrap, Fast Modularity, the Louvain method (i.e., multilevel community method), Label Propagation, and Infomap all recover communities exceptionally well in certain circumstances. The purpose of the present Monte Carlo simulation study is to test these methods across a large number of conditions, including varied graph sizes and types of matrix (sparse count, correlation, and reflected Euclidean distance), to identify which algorithm is optimal for specific types of data matrices. The results indicate that when the data are in the form of sparse count networks (such as those seen in diffusion tensor imaging), Label Propagation and Walktrap surfaced as the most reliable methods for community detection. For dense, weighted networks such as correlation matrices capturing functional connectivity, Walktrap consistently
Brown, F.B.; Sutton, T.M.
1996-02-01
This report is composed of the lecture notes from the first half of a 32-hour graduate-level course on Monte Carlo methods offered at KAPL. These notes, prepared by two of the principle developers of KAPL`s RACER Monte Carlo code, cover the fundamental theory, concepts, and practices for Monte Carlo analysis. In particular, a thorough grounding in the basic fundamentals of Monte Carlo methods is presented, including random number generation, random sampling, the Monte Carlo approach to solving transport problems, computational geometry, collision physics, tallies, and eigenvalue calculations. Furthermore, modern computational algorithms for vector and parallel approaches to Monte Carlo calculations are covered in detail, including fundamental parallel and vector concepts, the event-based algorithm, master/slave schemes, parallel scaling laws, and portability issues.
A Fano cavity test for Monte Carlo proton transport algorithms
Sterpin, Edmond; Sorriaux, Jefferson; Souris, Kevin; Vynckier, Stefaan; Bouchard, Hugo
2014-01-15
Purpose: In the scope of reference dosimetry of radiotherapy beams, Monte Carlo (MC) simulations are widely used to compute ionization chamber dose response accurately. Uncertainties related to the transport algorithm can be verified performing self-consistency tests, i.e., the so-called “Fano cavity test.” The Fano cavity test is based on the Fano theorem, which states that under charged particle equilibrium conditions, the charged particle fluence is independent of the mass density of the media as long as the cross-sections are uniform. Such tests have not been performed yet for MC codes simulating proton transport. The objectives of this study are to design a new Fano cavity test for proton MC and to implement the methodology in two MC codes: Geant4 and PENELOPE extended to protons (PENH). Methods: The new Fano test is designed to evaluate the accuracy of proton transport. Virtual particles with an energy ofE{sub 0} and a mass macroscopic cross section of (Σ)/(ρ) are transported, having the ability to generate protons with kinetic energy E{sub 0} and to be restored after each interaction, thus providing proton equilibrium. To perform the test, the authors use a simplified simulation model and rigorously demonstrate that the computed cavity dose per incident fluence must equal (ΣE{sub 0})/(ρ) , as expected in classic Fano tests. The implementation of the test is performed in Geant4 and PENH. The geometry used for testing is a 10 × 10 cm{sup 2} parallel virtual field and a cavity (2 × 2 × 0.2 cm{sup 3} size) in a water phantom with dimensions large enough to ensure proton equilibrium. Results: For conservative user-defined simulation parameters (leading to small step sizes), both Geant4 and PENH pass the Fano cavity test within 0.1%. However, differences of 0.6% and 0.7% were observed for PENH and Geant4, respectively, using larger step sizes. For PENH, the difference is attributed to the random-hinge method that introduces an artificial energy
Sharma, Subhash; Ott, Joseph Williams, Jamone; Dickow, Danny
2011-01-01
Monte Carlo dose calculation algorithms have the potential for greater accuracy than traditional model-based algorithms. This enhanced accuracy is particularly evident in regions of lateral scatter disequilibrium, which can develop during treatments incorporating small field sizes and low-density tissue. A heterogeneous slab phantom was used to evaluate the accuracy of several commercially available dose calculation algorithms, including Monte Carlo dose calculation for CyberKnife, Analytical Anisotropic Algorithm and Pencil Beam convolution for the Eclipse planning system, and convolution-superposition for the Xio planning system. The phantom accommodated slabs of varying density; comparisons between planned and measured dose distributions were accomplished with radiochromic film. The Monte Carlo algorithm provided the most accurate comparison between planned and measured dose distributions. In each phantom irradiation, the Monte Carlo predictions resulted in gamma analysis comparisons >97%, using acceptance criteria of 3% dose and 3-mm distance to agreement. In general, the gamma analysis comparisons for the other algorithms were <95%. The Monte Carlo dose calculation algorithm for CyberKnife provides more accurate dose distribution calculations in regions of lateral electron disequilibrium than commercially available model-based algorithms. This is primarily because of the ability of Monte Carlo algorithms to implicitly account for tissue heterogeneities, density scaling functions; and/or effective depth correction factors are not required.
Sharma, Subhash; Ott, Joseph; Williams, Jamone; Dickow, Danny
2011-01-01
Monte Carlo dose calculation algorithms have the potential for greater accuracy than traditional model-based algorithms. This enhanced accuracy is particularly evident in regions of lateral scatter disequilibrium, which can develop during treatments incorporating small field sizes and low-density tissue. A heterogeneous slab phantom was used to evaluate the accuracy of several commercially available dose calculation algorithms, including Monte Carlo dose calculation for CyberKnife, Analytical Anisotropic Algorithm and Pencil Beam convolution for the Eclipse planning system, and convolution-superposition for the Xio planning system. The phantom accommodated slabs of varying density; comparisons between planned and measured dose distributions were accomplished with radiochromic film. The Monte Carlo algorithm provided the most accurate comparison between planned and measured dose distributions. In each phantom irradiation, the Monte Carlo predictions resulted in gamma analysis comparisons >97%, using acceptance criteria of 3% dose and 3-mm distance to agreement. In general, the gamma analysis comparisons for the other algorithms were <95%. The Monte Carlo dose calculation algorithm for CyberKnife provides more accurate dose distribution calculations in regions of lateral electron disequilibrium than commercially available model-based algorithms. This is primarily because of the ability of Monte Carlo algorithms to implicitly account for tissue heterogeneities, density scaling functions; and/or effective depth correction factors are not required.
Quantum Monte Carlo Algorithms for Diagrammatic Vibrational Structure Calculations
NASA Astrophysics Data System (ADS)
Hermes, Matthew; Hirata, So
2015-06-01
Convergent hierarchies of theories for calculating many-body vibrational ground and excited-state wave functions, such as Møller-Plesset perturbation theory or coupled cluster theory, tend to rely on matrix-algebraic manipulations of large, high-dimensional arrays of anharmonic force constants, tasks which require large amounts of computer storage space and which are very difficult to implement in a parallel-scalable fashion. On the other hand, existing quantum Monte Carlo (QMC) methods for vibrational wave functions tend to lack robust techniques for obtaining excited-state energies, especially for large systems. By exploiting analytical identities for matrix elements of position operators in a harmonic oscillator basis, we have developed stochastic implementations of the size-extensive vibrational self-consistent field (MC-XVSCF) and size-extensive vibrational Møller-Plesset second-order perturbation (MC-XVMP2) theories which do not require storing the potential energy surface (PES). The programmable equations of MC-XVSCF and MC-XVMP2 take the form of a small number of high-dimensional integrals evaluated using Metropolis Monte Carlo techniques. The associated integrands require independent evaluations of only the value, not the derivatives, of the PES at many points, a task which is trivial to parallelize. However, unlike existing vibrational QMC methods, MC-XVSCF and MC-XVMP2 can calculate anharmonic frequencies directly, rather than as a small difference between two noisy total energies, and do not require user-selected coordinates or nodal surfaces. MC-XVSCF and MC-XVMP2 can also directly sample the PES in a given approximation without analytical or grid-based approximations, enabling us to quantify the errors induced by such approximations.
NASA Astrophysics Data System (ADS)
Koksal, Canan; Akbas, Ugur; Okutan, Murat; Demir, Bayram; Hakki Sarpun, Ismail
2015-07-01
Commercial treatment planning systems with have different dose calculation algorithms have been developed for radiotherapy plans. The Ray Tracing and the Monte Carlo dose calculation algorithms are available for MultiPlan treatment planning system. Many studies indicated that the Monte Carlo algorithm enables the more accurate dose distributions in heterogeneous regions such a lung than the Ray Tracing algorithm. The purpose of this study was to compare the Ray Tracing algorithm with the Monte Carlo algorithm for lung tumors in CyberKnife System. An Alderson Rando anthropomorphic phantom was used for creating CyberKnife treatment plans. The treatment plan was developed using the Ray Tracing algorithm. Then, this plan was recalculated with the Monte Carlo algorithm. EBT3 radiochromic films were put in the phantom to obtain measured dose distributions. The calculated doses were compared with the measured doses. The Monte Carlo algorithm is the more accurate dose calculation method than the Ray Tracing algorithm in nonhomogeneous structures.
Liang, Faming; Jin, Ick-Hoon
2013-08-01
Simulating from distributions with intractable normalizing constants has been a long-standing problem in machine learning. In this letter, we propose a new algorithm, the Monte Carlo Metropolis-Hastings (MCMH) algorithm, for tackling this problem. The MCMH algorithm is a Monte Carlo version of the Metropolis-Hastings algorithm. It replaces the unknown normalizing constant ratio by a Monte Carlo estimate in simulations, while still converges, as shown in the letter, to the desired target distribution under mild conditions. The MCMH algorithm is illustrated with spatial autologistic models and exponential random graph models. Unlike other auxiliary variable Markov chain Monte Carlo (MCMC) algorithms, such as the Møller and exchange algorithms, the MCMH algorithm avoids the requirement for perfect sampling, and thus can be applied to many statistical models for which perfect sampling is not available or very expensive. The MCMH algorithm can also be applied to Bayesian inference for random effect models and missing data problems that involve simulations from a distribution with intractable integrals.
Inchworm Monte Carlo for exact non-adiabatic dynamics. I. Theory and algorithms
NASA Astrophysics Data System (ADS)
Chen, Hsing-Ta; Cohen, Guy; Reichman, David R.
2017-02-01
In this paper, we provide a detailed description of the inchworm Monte Carlo formalism for the exact study of real-time non-adiabatic dynamics. This method optimally recycles Monte Carlo information from earlier times to greatly suppress the dynamical sign problem. Using the example of the spin-boson model, we formulate the inchworm expansion in two distinct ways: The first with respect to an expansion in the system-bath coupling and the second as an expansion in the diabatic coupling. The latter approach motivates the development of a cumulant version of the inchworm Monte Carlo method, which has the benefit of improved scaling. This paper deals completely with methodology, while Paper II provides a comprehensive comparison of the performance of the inchworm Monte Carlo algorithms to other exact methodologies as well as a discussion of the relative advantages and disadvantages of each.
Event-chain Monte Carlo algorithms for three- and many-particle interactions
NASA Astrophysics Data System (ADS)
Harland, J.; Michel, M.; Kampmann, T. A.; Kierfeld, J.
2017-02-01
We generalize the rejection-free event-chain Monte Carlo algorithm from many-particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between particles and obtain a general set of equations for lifting probabilities, the solution of which guarantees maximal global balance. We validate the resulting three-particle event-chain Monte Carlo algorithms on three different systems by comparison with conventional local Monte Carlo simulations: i) a test system of three particles with a three-particle interaction that depends on the enclosed triangle area; ii) a hard-needle system in two dimensions, where needle interactions constitute three-particle interactions of the needle end points; iii) a semiflexible polymer chain with a bending energy, which constitutes a three-particle interaction of neighboring chain beads. The examples demonstrate that the generalization to many-particle interactions broadens the applicability of event-chain algorithms considerably.
Determining the Complexity of the Quantum Adiabatic Algorithm using Quantum Monte Carlo Simulations
2012-12-18
efficiently a quantum computer could solve optimization problems using the quantum adiabatic algorithm (QAA). Comparisons were made with a classical...Park, NC 27709-2211 15. SUBJECT TERMS Quantum Adiabatic Algorithm , Optimization, Monte Carlo, quantum computer, satisfiability problems, spin glass... quantum adiabatic algorithm (QAA). Comparisons were made with a classical heuristic algorithm , WalkSAT. A preliminary study was also made to see if the
Algorithmic differentiation and the calculation of forces by quantum Monte Carlo.
Sorella, Sandro; Capriotti, Luca
2010-12-21
We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force components of a system with M atoms with a computational effort comparable with the one to obtain the total energy. Few examples illustrating the method for an electronic system containing several water molecules are presented. With the present technique, the calculation of finite-temperature thermodynamic properties of materials with quantum Monte Carlo will be feasible in the near future.
A novel parallel-rotation algorithm for atomistic Monte Carlo simulation of dense polymer systems
NASA Astrophysics Data System (ADS)
Santos, S.; Suter, U. W.; Müller, M.; Nievergelt, J.
2001-06-01
We develop and test a new elementary Monte Carlo move for use in the off-lattice simulation of polymer systems. This novel Parallel-Rotation algorithm (ParRot) permits moving very efficiently torsion angles that are deeply inside long chains in melts. The parallel-rotation move is extremely simple and is also demonstrated to be computationally efficient and appropriate for Monte Carlo simulation. The ParRot move does not affect the orientation of those parts of the chain outside the moving unit. The move consists of a concerted rotation around four adjacent skeletal bonds. No assumption is made concerning the backbone geometry other than that bond lengths and bond angles are held constant during the elementary move. Properly weighted sampling techniques are needed for ensuring detailed balance because the new move involves a correlated change in four degrees of freedom along the chain backbone. The ParRot move is supplemented with the classical Metropolis Monte Carlo, the Continuum-Configurational-Bias, and Reptation techniques in an isothermal-isobaric Monte Carlo simulation of melts of short and long chains. Comparisons are made with the capabilities of other Monte Carlo techniques to move the torsion angles in the middle of the chains. We demonstrate that ParRot constitutes a highly promising Monte Carlo move for the treatment of long polymer chains in the off-lattice simulation of realistic models of dense polymer systems.
An efficient, robust, domain-decomposition algorithm for particle Monte Carlo
NASA Astrophysics Data System (ADS)
Brunner, Thomas A.; Brantley, Patrick S.
2009-06-01
A previously described algorithm [T.A. Brunner, T.J. Urbatsch, T.M. Evans, N.A. Gentile, Comparison of four parallel algorithms for domain decomposed implicit Monte Carlo, Journal of Computational Physics 212 (2) (2006) 527-539] for doing domain decomposed particle Monte Carlo calculations in the context of thermal radiation transport has been improved. It has been extended to support cases where the number of particles in a time step are unknown at the beginning of the time step. This situation arises when various physical processes, such as neutron transport, can generate additional particles during the time step, or when particle splitting is used for variance reduction. Additionally, several race conditions that existed in the previous algorithm and could cause code hangs have been fixed. This new algorithm is believed to be robust against all race conditions. The parallel scalability of the new algorithm remains excellent.
Teaching Markov Chain Monte Carlo: Revealing the Basic Ideas behind the Algorithm
ERIC Educational Resources Information Center
Stewart, Wayne; Stewart, Sepideh
2014-01-01
For many scientists, researchers and students Markov chain Monte Carlo (MCMC) simulation is an important and necessary tool to perform Bayesian analyses. The simulation is often presented as a mathematical algorithm and then translated into an appropriate computer program. However, this can result in overlooking the fundamental and deeper…
FastDIRC: a fast Monte Carlo and reconstruction algorithm for DIRC detectors
NASA Astrophysics Data System (ADS)
Hardin, J.; Williams, M.
2016-10-01
FastDIRC is a novel fast Monte Carlo and reconstruction algorithm for DIRC detectors. A DIRC employs rectangular fused-silica bars both as Cherenkov radiators and as light guides. Cherenkov-photon imaging and time-of-propagation information are utilized by a DIRC to identify charged particles. GEANT4-based DIRC Monte Carlo simulations are extremely CPU intensive. The FastDIRC algorithm permits fully simulating a DIRC detector more than 10 000 times faster than using GEANT4. This facilitates designing a DIRC-reconstruction algorithm that improves the Cherenkov-angle resolution of a DIRC detector by ≈ 30% compared to existing algorithms. FastDIRC also greatly reduces the time required to study competing DIRC-detector designs.
A parallel systematic-Monte Carlo algorithm for exploring conformational space.
Perez-Riverol, Yasset; Vera, Roberto; Mazola, Yuliet; Musacchio, Alexis
2012-01-01
Computational algorithms to explore the conformational space of small molecules are complex and computer demand field in chemoinformatics. In this paper a hybrid algorithm to explore the conformational space of organic molecules is presented. This hybrid algorithm is based in a systematic search approach combined with a Monte Carlo based method in order to obtain an ensemble of low-energy conformations simulating the flexibility of small chemical compounds. The Monte Carlo method uses the Metropolis criterion to accept or reject a conformation through an in-house implementation of the MMFF94s force field to calculate the conformational energy. The parallel design of this algorithm, based on the message passing interface (MPI) paradigm, was implemented. The results showed a performance increase in the terms of speed and efficiency.
NASA Astrophysics Data System (ADS)
Sivakumar, Krishnamoorthy; Goutsias, John I.
1998-09-01
We study the problem of simulating a class of Gibbs random field models, called morphologically constrained Gibbs random fields, using Markov chain Monte Carlo sampling techniques. Traditional single site updating Markov chain Monte Carlo sampling algorithm, like the Metropolis algorithm, tend to converge extremely slowly when used to simulate these models, particularly at low temperatures and for constraints involving large geometrical shapes. Moreover, the morphologically constrained Gibbs random fields are not, in general, Markov. Hence, a Markov chain Monte Carlo sampling algorithm based on the Gibbs sampler is not possible. We prose a variant of the Metropolis algorithm that, at each iteration, allows multi-site updating and converges substantially faster than the traditional single- site updating algorithm. The set of sites that are updated at a particular iteration is specified in terms of a shape parameter and a size parameter. Computation of the acceptance probability involves a 'test ratio,' which requires computation of the ratio of the probabilities of the current and new realizations. Because of the special structure of our energy function, this computation can be done by means of a simple; local iterative procedure. Therefore lack of Markovianity does not impose any additional computational burden for model simulation. The proposed algorithm has been used to simulate a number of image texture models, both synthetic and natural.
NASA Astrophysics Data System (ADS)
Shim, Yunsic; Amar, Jacques G.
2005-03-01
The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin film growth. However, in some cases it is necessary to study systems over extended time and length scales, and therefore a parallel algorithm is desired. Here we describe an efficient, semirigorous synchronous sublattice algorithm for parallel kinetic Monte Carlo simulations. The accuracy and parallel efficiency are studied as a function of diffusion rate, processor size, and number of processors for a variety of simple models of epitaxial growth. The effects of fluctuations on the parallel efficiency are also studied. Since only local communications are required, linear scaling behavior is observed, e.g., the parallel efficiency is independent of the number of processors for fixed processor size.
Event-chain Monte Carlo algorithms for hard-sphere systems.
Bernard, Etienne P; Krauth, Werner; Wilson, David B
2009-11-01
In this paper we present the event-chain algorithms, which are fast Markov-chain Monte Carlo methods for hard spheres and related systems. In a single move of these rejection-free methods, an arbitrarily long chain of particles is displaced, and long-range coherent motion can be induced. Numerical simulations show that event-chain algorithms clearly outperform the conventional Metropolis method. Irreversible versions of the algorithms, which violate detailed balance, improve the speed of the method even further. We also compare our method with a recent implementations of the molecular-dynamics algorithm.
A fast and efficient algorithm for Slater determinant updates in quantum Monte Carlo simulations.
Nukala, Phani K V V; Kent, P R C
2009-05-28
We present an efficient low-rank updating algorithm for updating the trial wave functions used in quantum Monte Carlo (QMC) simulations. The algorithm is based on low-rank updating of the Slater determinants. In particular, the computational complexity of the algorithm is O(kN) during the kth step compared to traditional algorithms that require O(N(2)) computations, where N is the system size. For single determinant trial wave functions the new algorithm is faster than the traditional O(N(2)) Sherman-Morrison algorithm for up to O(N) updates. For multideterminant configuration-interaction-type trial wave functions of M+1 determinants, the new algorithm is significantly more efficient, saving both O(MN(2)) work and O(MN(2)) storage. The algorithm enables more accurate and significantly more efficient QMC calculations using configuration-interaction-type wave functions.
Kalos, M.
2006-05-09
The Monte Carlo example programs VARHATOM and DMCATOM are two small, simple FORTRAN programs that illustrate the use of the Monte Carlo Mathematical technique for calculating the ground state energy of the hydrogen atom.
A Grand Canonical Monte Carlo-Brownian dynamics algorithm for simulating ion channels.
Im, W; Seefeld, S; Roux, B
2000-01-01
A computational algorithm based on Grand Canonical Monte Carlo (GCMC) and Brownian Dynamics (BD) is described to simulate the movement of ions in membrane channels. The proposed algorithm, GCMC/BD, allows the simulation of ion channels with a realistic implementation of boundary conditions of concentration and transmembrane potential. The method is consistent with a statistical mechanical formulation of the equilibrium properties of ion channels (; Biophys. J. 77:139-153). The GCMC/BD algorithm is illustrated with simulations of simple test systems and of the OmpF porin of Escherichia coli. The approach provides a framework for simulating ion permeation in the context of detailed microscopic models. PMID:10920012
Rejection-free Monte Carlo algorithms for models with continuous degrees of freedom.
Muñoz, J D; Novotny, M A; Mitchell, S J
2003-02-01
We construct a rejection-free Monte Carlo algorithm for a system with continuous degrees of freedom. We illustrate the algorithm by applying it to the classical three-dimensional Heisenberg model with canonical Metropolis dynamics. We obtain the lifetime of the metastable state following a reversal of the external magnetic field. Our rejection-free algorithm obtains results in agreement with a direct implementation of the Metropolis dynamic and requires orders of magnitude less computational time at low temperatures. The treatment is general and can be extended to other dynamics and other systems with continuous degrees of freedom.
NASA Technical Reports Server (NTRS)
Barkstrom, Bruce R.
1995-01-01
This paper describes an efficient Monte Carlo algorithm for choosing a new direction of a photon after a scattering interaction. The algorithm chooses a scattering angle by linear interpolation in a table of the inverse cumulative scattering probability. A Legendre expansion of the phase function makes it easy to apply Clenshaw's algorithm to build the interpolation table. The points in the table are close enough together that linear interpolation is accurate. With a table of 100,000 entries, we can keep the absolute and relative errors in matching the probability distribution below 10(exp -5).
Forced detection Monte Carlo algorithms for accelerated blood vessel image simulations.
Fredriksson, Ingemar; Larsson, Marcus; Strömberg, Tomas
2009-03-01
Two forced detection (FD) variance reduction Monte Carlo algorithms for image simulations of tissue-embedded objects with matched refractive index are presented. The principle of the algorithms is to force a fraction of the photon weight to the detector at each and every scattering event. The fractional weight is given by the probability for the photon to reach the detector without further interactions. Two imaging setups are applied to a tissue model including blood vessels, where the FD algorithms produce identical results as traditional brute force simulations, while being accelerated with two orders of magnitude. Extending the methods to include refraction mismatches is discussed.
Verma, T.; Painuly, N.K.; Mishra, S.P.; Shajahan, M.; Singh, N.; Bhatt, M.L.B.; Jamal, N.; Pant, M.C.
2016-01-01
Background: Inclusion of inhomogeneity corrections in intensity modulated small fields always makes conformal irradiation of lung tumor very complicated in accurate dose delivery. Objective: In the present study, the performance of five algorithms via Monte Carlo, Pencil Beam, Convolution, Fast Superposition and Superposition were evaluated in lung cancer Intensity Modulated Radiotherapy planning. Materials and Methods: Treatment plans for ten lung cancer patients previously planned on Monte Carlo algorithm were re-planned using same treatment planning indices (gantry angel, rank, power etc.) in other four algorithms. Results: The values of radiotherapy planning parameters such as Mean dose, volume of 95% isodose line, Conformity Index, Homogeneity Index for target, Maximum dose, Mean dose; %Volume receiving 20Gy or more by contralateral lung; % volume receiving 30 Gy or more; % volume receiving 25 Gy or more, Mean dose received by heart; %volume receiving 35Gy or more; %volume receiving 50Gy or more, Mean dose to Easophagous; % Volume receiving 45Gy or more, Maximum dose received by Spinal cord and Total monitor unit, Volume of 50 % isodose lines were recorded for all ten patients. Performance of different algorithms was also evaluated statistically. Conclusion: MC and PB algorithms found better as for tumor coverage, dose distribution homogeneity in Planning Target Volume and minimal dose to organ at risks are concerned. Superposition algorithms found to be better than convolution and fast superposition. In the case of tumors located centrally, it is recommended to use Monte Carlo algorithms for the optimal use of radiotherapy. PMID:27853720
NASA Astrophysics Data System (ADS)
Djibrilla Saley, A.; Jardani, A.; Soueid Ahmed, A.; Raphael, A.; Dupont, J. P.
2016-11-01
Estimating spatial distributions of the hydraulic conductivity in heterogeneous aquifers has always been an important and challenging task in hydrology. Generally, the hydraulic conductivity field is determined from hydraulic head or pressure measurements. In the present study, we propose to use temperature data as source of information for characterizing the spatial distributions of the hydraulic conductivity field. In this way, we performed a laboratory sandbox experiment with the aim of imaging the heterogeneities of the hydraulic conductivity field from thermal monitoring. During the laboratory experiment, we injected a hot water pulse, which induces a heat plume motion into the sandbox. The induced plume was followed by a set of thermocouples placed in the sandbox. After the temperature data acquisition, we performed a hydraulic tomography using the stochastic Hybrid Monte Carlo approach, also called the Hamiltonian Monte Carlo (HMC) algorithm to invert the temperature data. This algorithm is based on a combination of the Metropolis Monte Carlo method and the Hamiltonian dynamics approach. The parameterization of the inverse problem was done with the Karhunen-Loève (KL) expansion to reduce the dimensionality of the unknown parameters. Our approach has provided successful reconstruction of the hydraulic conductivity field with low computational effort.
GFS algorithm based on batch Monte Carlo trials for solving global optimization problems
NASA Astrophysics Data System (ADS)
Popkov, Yuri S.; Darkhovskiy, Boris S.; Popkov, Alexey Y.
2016-10-01
A new method for global optimization of Hölder goal functions under compact sets given by inequalities is proposed. All functions are defined only algorithmically. The method is based on performing simple Monte Carlo trials and constructing the sequences of records and the sequence of their decrements. An estimating procedure of Hölder constants is proposed. Probability estimation of exact global minimum neighborhood using Hölder constants estimates is presented. Results on some analytical and algorithmic test problems illustrate the method's performance.
Liebert, A; Wabnitz, H; Zołek, N; Macdonald, R
2008-08-18
We present an efficient Monte Carlo algorithm for simulation of time-resolved fluorescence in a layered turbid medium. It is based on the propagation of excitation and fluorescence photon bundles and the assumption of equal reduced scattering coefficients at the excitation and emission wavelengths. In addition to distributions of times of arrival of fluorescence photons at the detector, 3-D spatial generation probabilities were calculated. The algorithm was validated by comparison with the analytical solution of the diffusion equation for time-resolved fluorescence from a homogeneous semi-infinite turbid medium. It was applied to a two-layered model mimicking intra- and extracerebral compartments of the adult human head.
Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms
Arampatzis, Giorgos; Katsoulakis, Markos A.; Plechac, Petr; Taufer, Michela; Xu, Lifan
2012-10-01
We present a mathematical framework for constructing and analyzing parallel algorithms for lattice kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. Rather than focusing on constructing exactly the stochastic trajectories, our approach relies on approximating the evolution of observables, such as density, coverage, correlations and so on. More specifically, we develop a spatial domain decomposition of the Markov operator (generator) that describes the evolution of all observables according to the kinetic Monte Carlo algorithm. This domain decomposition corresponds to a decomposition of the Markov generator into a hierarchy of operators and can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processing Units (GPUs). Based on this operator decomposition, we formulate parallel Fractional step kinetic Monte Carlo algorithms by employing the Trotter Theorem and its randomized variants; these schemes, (a) are partially asynchronous on each fractional step time-window, and (b) are characterized by their communication schedule between processors. The proposed mathematical framework allows us to rigorously justify the numerical and statistical consistency of the proposed algorithms, showing the convergence of our approximating schemes to the original serial KMC. The approach also provides a systematic evaluation of different processor communicating schedules. We carry out a detailed benchmarking of the parallel KMC schemes using available exact solutions, for example, in Ising-type systems and we demonstrate the capabilities of the method to simulate complex spatially distributed reactions at very large scales on GPUs. Finally, we discuss work load balancing between processors and propose a re
NASA Astrophysics Data System (ADS)
Romano, Paul Kollath
Monte Carlo particle transport methods are being considered as a viable option for high-fidelity simulation of nuclear reactors. While Monte Carlo methods offer several potential advantages over deterministic methods, there are a number of algorithmic shortcomings that would prevent their immediate adoption for full-core analyses. In this thesis, algorithms are proposed both to ameliorate the degradation in parallel efficiency typically observed for large numbers of processors and to offer a means of decomposing large tally data that will be needed for reactor analysis. A nearest-neighbor fission bank algorithm was proposed and subsequently implemented in the OpenMC Monte Carlo code. A theoretical analysis of the communication pattern shows that the expected cost is O( N ) whereas traditional fission bank algorithms are O(N) at best. The algorithm was tested on two supercomputers, the Intrepid Blue Gene/P and the Titan Cray XK7, and demonstrated nearly linear parallel scaling up to 163,840 processor cores on a full-core benchmark problem. An algorithm for reducing network communication arising from tally reduction was analyzed and implemented in OpenMC. The proposed algorithm groups only particle histories on a single processor into batches for tally purposes---in doing so it prevents all network communication for tallies until the very end of the simulation. The algorithm was tested, again on a full-core benchmark, and shown to reduce network communication substantially. A model was developed to predict the impact of load imbalances on the performance of domain decomposed simulations. The analysis demonstrated that load imbalances in domain decomposed simulations arise from two distinct phenomena: non-uniform particle densities and non-uniform spatial leakage. The dominant performance penalty for domain decomposition was shown to come from these physical effects rather than insufficient network bandwidth or high latency. The model predictions were verified with
The Geometric Cluster Algorithm: Rejection-Free Monte Carlo Simulation of Complex Fluids
NASA Astrophysics Data System (ADS)
Luijten, Erik
2005-03-01
The study of complex fluids is an area of intense research activity, in which exciting and counter-intuitive behavior continue to be uncovered. Ironically, one of the very factors responsible for such interesting properties, namely the presence of multiple relevant time and length scales, often greatly complicates accurate theoretical calculations and computer simulations that could explain the observations. We have recently developed a new Monte Carlo simulation methodootnotetextJ. Liu and E. Luijten, Phys. Rev. Lett.92, 035504 (2004); see also Physics Today, March 2004, pp. 25--27. that overcomes this problem for several classes of complex fluids. Our approach can accelerate simulations by orders of magnitude by introducing nonlocal, collective moves of the constituents. Strikingly, these cluster Monte Carlo moves are proposed in such a manner that the algorithm is rejection-free. The identification of the clusters is based upon geometric symmetries and can be considered as the off-latice generalization of the widely-used Swendsen--Wang and Wolff algorithms for lattice spin models. While phrased originally for complex fluids that are governed by the Boltzmann distribution, the geometric cluster algorithm can be used to efficiently sample configurations from an arbitrary underlying distribution function and may thus be applied in a variety of other areas. In addition, I will briefly discuss various extensions of the original algorithm, including methods to influence the size of the clusters that are generated and ways to introduce density fluctuations.
A novel Monte Carlo algorithm for simulating crystals with McStas
NASA Astrophysics Data System (ADS)
Alianelli, L.; Sánchez del Río, M.; Felici, R.; Andersen, K. H.; Farhi, E.
2004-07-01
We developed an original Monte Carlo algorithm for the simulation of Bragg diffraction by mosaic, bent and gradient crystals. It has practical applications, as it can be used for simulating imperfect crystals (monochromators, analyzers and perhaps samples) in neutron ray-tracing packages, like McStas. The code we describe here provides a detailed description of the particle interaction with the microscopic homogeneous regions composing the crystal, therefore it can be used also for the calculation of quantities having a conceptual interest, as multiple scattering, or for the interpretation of experiments aiming at characterizing crystals, like diffraction topographs.
Gu, M G; Kong, F H
1998-06-23
We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.
Michel, Manon; Kapfer, Sebastian C; Krauth, Werner
2014-02-07
In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept of infinitesimal Monte Carlo moves are used to design a rejection-free Markov-chain Monte Carlo algorithm for particle systems with arbitrary pairwise interactions. The algorithm breaks detailed balance, but satisfies maximal global balance and performs better than the classic, local Metropolis algorithm in large systems. The new algorithm generates a continuum of samples of the stationary probability density. This allows us to compute the pressure and stress tensor as a byproduct of the simulation without any additional computations.
O'Brien, M. J.; Brantley, P. S.
2015-01-20
In order to run Monte Carlo particle transport calculations on new supercomputers with hundreds of thousands or millions of processors, care must be taken to implement scalable algorithms. This means that the algorithms must continue to perform well as the processor count increases. In this paper, we examine the scalability of:(1) globally resolving the particle locations on the correct processor, (2) deciding that particle streaming communication has finished, and (3) efficiently coupling neighbor domains together with different replication levels. We have run domain decomposed Monte Carlo particle transport on up to 2^{21} = 2,097,152 MPI processes on the IBM BG/Q Sequoia supercomputer and observed scalable results that agree with our theoretical predictions. These calculations were carefully constructed to have the same amount of work on every processor, i.e. the calculation is already load balanced. We also examine load imbalanced calculations where each domain’s replication level is proportional to its particle workload. In this case we show how to efficiently couple together adjacent domains to maintain within workgroup load balance and minimize memory usage.
Physics and Algorithm Enhancements for a Validated MCNP/X Monte Carlo Simulation Tool, Phase VII
McKinney, Gregg W
2012-07-17
Currently the US lacks an end-to-end (i.e., source-to-detector) radiation transport simulation code with predictive capability for the broad range of DHS nuclear material detection applications. For example, gaps in the physics, along with inadequate analysis algorithms, make it difficult for Monte Carlo simulations to provide a comprehensive evaluation, design, and optimization of proposed interrogation systems. With the development and implementation of several key physics and algorithm enhancements, along with needed improvements in evaluated data and benchmark measurements, the MCNP/X Monte Carlo codes will provide designers, operators, and systems analysts with a validated tool for developing state-of-the-art active and passive detection systems. This project is currently in its seventh year (Phase VII). This presentation will review thirty enhancements that have been implemented in MCNPX over the last 3 years and were included in the 2011 release of version 2.7.0. These improvements include 12 physics enhancements, 4 source enhancements, 8 tally enhancements, and 6 other enhancements. Examples and results will be provided for each of these features. The presentation will also discuss the eight enhancements that will be migrated into MCNP6 over the upcoming year.
NASA Astrophysics Data System (ADS)
Walsh, Jonathan A.; Romano, Paul K.; Forget, Benoit; Smith, Kord S.
2015-11-01
In this work we propose, implement, and test various optimizations of the typical energy grid-cross section pair lookup algorithm in Monte Carlo particle transport codes. The key feature common to all of the optimizations is a reduction in the length of the vector of energies that must be searched when locating the index of a particle's current energy. Other factors held constant, a reduction in energy vector length yields a reduction in CPU time. The computational methods we present here are physics-informed. That is, they are designed to utilize the physical information embedded in a simulation in order to reduce the length of the vector to be searched. More specifically, the optimizations take advantage of information about scattering kinematics, neutron cross section structure and data representation, and also the expected characteristics of a system's spatial flux distribution and energy spectrum. The methods that we present are implemented in the OpenMC Monte Carlo neutron transport code as part of this work. The gains in computational efficiency, as measured by overall code speedup, associated with each of the optimizations are demonstrated in both serial and multithreaded simulations of realistic systems. Depending on the system, simulation parameters, and optimization method employed, overall code speedup factors of 1.2-1.5, relative to the typical single-nuclide binary search algorithm, are routinely observed.
Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis.
Vrbik, Jan; Ospadov, Egor; Rothstein, Stuart M
2016-07-14
Recently, Ospadov and Rothstein published a pure-sampling quantum Monte Carlo algorithm (PSQMC) that features an auxiliary Path Z that connects the midpoints of the current and proposed Paths X and Y, respectively. When sufficiently long, Path Z provides statistical independence of Paths X and Y. Under those conditions, the Metropolis decision used in PSQMC is done without any approximation, i.e., not requiring microscopic reversibility and without having to introduce any G(x → x'; τ) factors into its decision function. This is a unique feature that contrasts with all competing reptation algorithms in the literature. An example illustrates that dependence of Paths X and Y has adverse consequences for pure sampling.
Lazy skip-lists: An algorithm for fast hybridization-expansion quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Sémon, P.; Yee, Chuck-Hou; Haule, Kristjan; Tremblay, A.-M. S.
2014-08-01
The solution of a generalized impurity model lies at the heart of electronic structure calculations with dynamical mean field theory. In the strongly correlated regime, the method of choice for solving the impurity model is the hybridization-expansion continuous-time quantum Monte Carlo (CT-HYB). Enhancements to the CT-HYB algorithm are critical for bringing new physical regimes within reach of current computational power. Taking advantage of the fact that the bottleneck in the algorithm is a product of hundreds of matrices, we present optimizations based on the introduction and combination of two concepts of more general applicability: (a) skip lists and (b) fast rejection of proposed configurations based on matrix bounds. Considering two very different test cases with d electrons, we find speedups of ˜25 up to ˜500 compared to the direct evaluation of the matrix product. Even larger speedups are likely with f electron systems and with clusters of correlated atoms.
Irreversible Markov chain Monte Carlo algorithm for self-avoiding walk
NASA Astrophysics Data System (ADS)
Hu, Hao; Chen, Xiaosong; Deng, Youjin
2017-02-01
We formulate an irreversible Markov chain Monte Carlo algorithm for the self-avoiding walk (SAW), which violates the detailed balance condition and satisfies the balance condition. Its performance improves significantly compared to that of the Berretti-Sokal algorithm, which is a variant of the Metropolis-Hastings method. The gained efficiency increases with spatial dimension (D), from approximately 10 times in 2D to approximately 40 times in 5D. We simulate the SAW on a 5D hypercubic lattice with periodic boundary conditions, for a linear system with a size up to L = 128, and confirm that as for the 5D Ising model, the finite-size scaling of the SAW is governed by renormalized exponents, v* = 2/ d and γ/ v* = d/2. The critical point is determined, which is approximately 8 times more precise than the best available estimate.
Reptation quantum Monte Carlo algorithm for lattice Hamiltonians with a directed-update scheme.
Carleo, Giuseppe; Becca, Federico; Moroni, Saverio; Baroni, Stefano
2010-10-01
We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called fixed-node approximation is also proposed. The generality of the method, which also takes advantage of a canonical worm algorithm scheme to measure off-diagonal observables, makes it applicable to a vast variety of quantum systems and eases the study of their ground-state and excited-state properties. As a case study, we investigate the quantum dynamics of the one-dimensional Heisenberg model and we provide accurate estimates of the ground-state energy of the two-dimensional fermionic Hubbard model.
SU-E-T-344: Validation and Clinical Experience of Eclipse Electron Monte Carlo Algorithm (EMC)
Pokharel, S; Rana, S
2014-06-01
Purpose: The purpose of this study is to validate Eclipse Electron Monte Carlo (Algorithm for routine clinical uses. Methods: The PTW inhomogeneity phantom (T40037) with different combination of heterogeneous slabs has been CT-scanned with Philips Brilliance 16 slice scanner. The phantom contains blocks of Rando Alderson materials mimicking lung, Polystyrene (Tissue), PTFE (Bone) and PMAA. The phantom has 30×30×2.5 cm base plate with 2cm recesses to insert inhomogeneity. The detector systems used in this study are diode, tlds and Gafchromic EBT2 films. The diode and tlds were included in CT scans. The CT sets are transferred to Eclipse treatment planning system. Several plans have been created with Eclipse Monte Carlo (EMC) algorithm 11.0.21. Measurements have been carried out in Varian TrueBeam machine for energy from 6–22mev. Results: The measured and calculated doses agreed very well for tissue like media. The agreement was reasonably okay for the presence of lung inhomogeneity. The point dose agreement was within 3.5% and Gamma passing rate at 3%/3mm was greater than 93% except for 6Mev(85%). The disagreement can reach as high as 10% in the presence of bone inhomogeneity. This is due to eclipse reporting dose to the medium as opposed to the dose to the water as in conventional calculation engines. Conclusion: Care must be taken when using Varian Eclipse EMC algorithm for dose calculation for routine clinical uses. The algorithm dose not report dose to water in which most of the clinical experiences are based on rather it just reports dose to medium directly. In the presence of inhomogeneity such as bone, the dose discrepancy can be as high as 10% or even more depending on the location of normalization point or volume. As Radiation oncology as an empirical science, care must be taken before using EMC reported monitor units for clinical uses.
Quantum Monte Carlo algorithms for electronic structure at the petascale; the endstation project.
Kim, J; Ceperley, D M; Purwanto, W; Walter, E J; Krakauer, H; Zhang, S W; Kent, P.R. C; Hennig, R G; Umrigar, C; Bajdich, M; Kolorenc, J; Mitas, L; Srinivasan, A
2008-10-01
Over the past two decades, continuum quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting of the properties of matter from fundamental principles. By solving the Schrodinger equation through a stochastic projection, it achieves the greatest accuracy and reliability of methods available for physical systems containing more than a few quantum particles. QMC enjoys scaling favorable to quantum chemical methods, with a computational effort which grows with the second or third power of system size. This accuracy and scalability has enabled scientific discovery across a broad spectrum of disciplines. The current methods perform very efficiently at the terascale. The quantum Monte Carlo Endstation project is a collaborative effort among researchers in the field to develop a new generation of algorithms, and their efficient implementations, which will take advantage of the upcoming petaflop architectures. Some aspects of these developments are discussed here. These tools will expand the accuracy, efficiency and range of QMC applicability and enable us to tackle challenges which are currently out of reach. The methods will be applied to several important problems including electronic and structural properties of water, transition metal oxides, nanosystems and ultracold atoms.
Monte Carlo photon beam modeling and commissioning for radiotherapy dose calculation algorithm.
Toutaoui, A; Ait chikh, S; Khelassi-Toutaoui, N; Hattali, B
2014-11-01
The aim of the present work was a Monte Carlo verification of the Multi-grid superposition (MGS) dose calculation algorithm implemented in the CMS XiO (Elekta) treatment planning system and used to calculate the dose distribution produced by photon beams generated by the linear accelerator (linac) Siemens Primus. The BEAMnrc/DOSXYZnrc (EGSnrc package) Monte Carlo model of the linac head was used as a benchmark. In the first part of the work, the BEAMnrc was used for the commissioning of a 6 MV photon beam and to optimize the linac description to fit the experimental data. In the second part, the MGS dose distributions were compared with DOSXYZnrc using relative dose error comparison and γ-index analysis (2%/2 mm, 3%/3 mm), in different dosimetric test cases. Results show good agreement between simulated and calculated dose in homogeneous media for square and rectangular symmetric fields. The γ-index analysis confirmed that for most cases the MGS model and EGSnrc doses are within 3% or 3 mm.
An Event-Driven Hybrid Molecular Dynamics and Direct Simulation Monte Carlo Algorithm
Donev, A; Garcia, A L; Alder, B J
2007-07-30
A novel algorithm is developed for the simulation of polymer chains suspended in a solvent. The polymers are represented as chains of hard spheres tethered by square wells and interact with the solvent particles with hard core potentials. The algorithm uses event-driven molecular dynamics (MD) for the simulation of the polymer chain and the interactions between the chain beads and the surrounding solvent particles. The interactions between the solvent particles themselves are not treated deterministically as in event-driven algorithms, rather, the momentum and energy exchange in the solvent is determined stochastically using the Direct Simulation Monte Carlo (DSMC) method. The coupling between the solvent and the solute is consistently represented at the particle level, however, unlike full MD simulations of both the solvent and the solute, the spatial structure of the solvent is ignored. The algorithm is described in detail and applied to the study of the dynamics of a polymer chain tethered to a hard wall subjected to uniform shear. The algorithm closely reproduces full MD simulations with two orders of magnitude greater efficiency. Results do not confirm the existence of periodic (cycling) motion of the polymer chain.
Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
2016-01-01
Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are used for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.
WORM ALGORITHM PATH INTEGRAL MONTE CARLO APPLIED TO THE 3He-4He II SANDWICH SYSTEM
NASA Astrophysics Data System (ADS)
Al-Oqali, Amer; Sakhel, Asaad R.; Ghassib, Humam B.; Sakhel, Roger R.
2012-12-01
We present a numerical investigation of the thermal and structural properties of the 3He-4He sandwich system adsorbed on a graphite substrate using the worm algorithm path integral Monte Carlo (WAPIMC) method [M. Boninsegni, N. Prokof'ev and B. Svistunov, Phys. Rev. E74, 036701 (2006)]. For this purpose, we have modified a previously written WAPIMC code originally adapted for 4He on graphite, by including the second 3He-component. To describe the fermions, a temperature-dependent statistical potential has been used. This has proven very effective. The WAPIMC calculations have been conducted in the millikelvin temperature regime. However, because of the heavy computations involved, only 30, 40 and 50 mK have been considered for the time being. The pair correlations, Matsubara Green's function, structure factor, and density profiles have been explored at these temperatures.
An improved random walk algorithm for the implicit Monte Carlo method
NASA Astrophysics Data System (ADS)
Keady, Kendra P.; Cleveland, Mathew A.
2017-01-01
In this work, we introduce a modified Implicit Monte Carlo (IMC) Random Walk (RW) algorithm, which increases simulation efficiency for multigroup radiative transfer problems with strongly frequency-dependent opacities. To date, the RW method has only been implemented in "fully-gray" form; that is, the multigroup IMC opacities are group-collapsed over the full frequency domain of the problem to obtain a gray diffusion problem for RW. This formulation works well for problems with large spatial cells and/or opacities that are weakly dependent on frequency; however, the efficiency of the RW method degrades when the spatial cells are thin or the opacities are a strong function of frequency. To address this inefficiency, we introduce a RW frequency group cutoff in each spatial cell, which divides the frequency domain into optically thick and optically thin components. In the modified algorithm, opacities for the RW diffusion problem are obtained by group-collapsing IMC opacities below the frequency group cutoff. Particles with frequencies above the cutoff are transported via standard IMC, while particles below the cutoff are eligible for RW. This greatly increases the total number of RW steps taken per IMC time-step, which in turn improves the efficiency of the simulation. We refer to this new method as Partially-Gray Random Walk (PGRW). We present numerical results for several multigroup radiative transfer problems, which show that the PGRW method is significantly more efficient than standard RW for several problems of interest. In general, PGRW decreases runtimes by a factor of ∼2-4 compared to standard RW, and a factor of ∼3-6 compared to standard IMC. While PGRW is slower than frequency-dependent Discrete Diffusion Monte Carlo (DDMC), it is also easier to adapt to unstructured meshes and can be used in spatial cells where DDMC is not applicable. This suggests that it may be optimal to employ both DDMC and PGRW in a single simulation.
McGenus: a Monte Carlo algorithm to predict RNA secondary structures with pseudoknots
Bon, Michaël; Micheletti, Cristian; Orland, Henri
2013-01-01
We present McGenus, an algorithm to predict RNA secondary structures with pseudoknots. The method is based on a classification of RNA structures according to their topological genus. McGenus can treat sequences of up to 1000 bases and performs an advanced stochastic search of their minimum free energy structure allowing for non-trivial pseudoknot topologies. Specifically, McGenus uses a Monte Carlo algorithm with replica exchange for minimizing a general scoring function which includes not only free energy contributions for pair stacking, loop penalties, etc. but also a phenomenological penalty for the genus of the pairing graph. The good performance of the stochastic search strategy was successfully validated against TT2NE which uses the same free energy parametrization and performs exhaustive or partially exhaustive structure search, albeit for much shorter sequences (up to 200 bases). Next, the method was applied to other RNA sets, including an extensive tmRNA database, yielding results that are competitive with existing algorithms. Finally, it is shown that McGenus highlights possible limitations in the free energy scoring function. The algorithm is available as a web server at http://ipht.cea.fr/rna/mcgenus.php. PMID:23248008
Ergün, Ayla; Barbieri, Riccardo; Eden, Uri T; Wilson, Matthew A; Brown, Emery N
2007-03-01
The stochastic state point process filter (SSPPF) and steepest descent point process filter (SDPPF) are adaptive filter algorithms for state estimation from point process observations that have been used to track neural receptive field plasticity and to decode the representations of biological signals in ensemble neural spiking activity. The SSPPF and SDPPF are constructed using, respectively, Gaussian and steepest descent approximations to the standard Bayes and Chapman-Kolmogorov (BCK) system of filter equations. To extend these approaches for constructing point process adaptive filters, we develop sequential Monte Carlo (SMC) approximations to the BCK equations in which the SSPPF and SDPPF serve as the proposal densities. We term the two new SMC point process filters SMC-PPFs and SMC-PPFD, respectively. We illustrate the new filter algorithms by decoding the wind stimulus magnitude from simulated neural spiking activity in the cricket cercal system. The SMC-PPFs and SMC-PPFD provide more accurate state estimates at low number of particles than a conventional bootstrap SMC filter algorithm in which the state transition probability density is the proposal density. We also use the SMC-PPFs algorithm to track the temporal evolution of a spatial receptive field of a rat hippocampal neuron recorded while the animal foraged in an open environment. Our results suggest an approach for constructing point process adaptive filters using SMC methods.
Variational method for estimating the rate of convergence of Markov-chain Monte Carlo algorithms.
Casey, Fergal P; Waterfall, Joshua J; Gutenkunst, Ryan N; Myers, Christopher R; Sethna, James P
2008-10-01
We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on approximating the second largest eigenvalue in the spectrum of the MCMC operator using a variational principle and the approach is applicable to problems with continuous state spaces. We apply the method to one dimensional examples with Gaussian and quartic target densities, and we contrast the performance of the random walk Metropolis-Hastings algorithm with a "smart" variant that incorporates gradient information into the trial moves, a generalization of the Metropolis adjusted Langevin algorithm. We find that the variational method agrees quite closely with numerical simulations. We also see that the smart MCMC algorithm often fails to converge geometrically in the tails of the target density except in the simplest case we examine, and even then care must be taken to choose the appropriate scaling of the deterministic and random parts of the proposed moves. Again, this calls into question the utility of smart MCMC in more complex problems. Finally, we apply the same method to approximate the rate of convergence in multidimensional Gaussian problems with and without importance sampling. There we demonstrate the necessity of importance sampling for target densities which depend on variables with a wide range of scales.
Zhang, Aizhen; Wen, Ning; Nurushev, Teamour; Burmeister, Jay; Chetty, Indrin J
2013-03-04
A commercial electron Monte Carlo (eMC) dose calculation algorithm has become available in Eclipse treatment planning system. The purpose of this work was to evaluate the eMC algorithm and investigate the clinical implementation of this system. The beam modeling of the eMC algorithm was performed for beam energies of 6, 9, 12, 16, and 20 MeV for a Varian Trilogy and all available applicator sizes in the Eclipse treatment planning system. The accuracy of the eMC algorithm was evaluated in a homogeneous water phantom, solid water phantoms containing lung and bone materials, and an anthropomorphic phantom. In addition, dose calculation accuracy was compared between pencil beam (PB) and eMC algorithms in the same treatment planning system for heterogeneous phantoms. The overall agreement between eMC calculations and measurements was within 3%/2 mm, while the PB algorithm had large errors (up to 25%) in predicting dose distributions in the presence of inhomogeneities such as bone and lung. The clinical implementation of the eMC algorithm was investigated by performing treatment planning for 15 patients with lesions in the head and neck, breast, chest wall, and sternum. The dose distributions were calculated using PB and eMC algorithms with no smoothing and all three levels of 3D Gaussian smoothing for comparison. Based on a routine electron beam therapy prescription method, the number of eMC calculated monitor units (MUs) was found to increase with increased 3D Gaussian smoothing levels. 3D Gaussian smoothing greatly improved the visual usability of dose distributions and produced better target coverage. Differences of calculated MUs and dose distributions between eMC and PB algorithms could be significant when oblique beam incidence, surface irregularities, and heterogeneous tissues were present in the treatment plans. In our patient cases, monitor unit differences of up to 7% were observed between PB and eMC algorithms. Monitor unit calculations were also preformed
Object-Oriented/Data-Oriented Design of a Direct Simulation Monte Carlo Algorithm
NASA Technical Reports Server (NTRS)
Liechty, Derek S.
2014-01-01
Over the past decade, there has been much progress towards improved phenomenological modeling and algorithmic updates for the direct simulation Monte Carlo (DSMC) method, which provides a probabilistic physical simulation of gas Rows. These improvements have largely been based on the work of the originator of the DSMC method, Graeme Bird. Of primary importance are improved chemistry, internal energy, and physics modeling and a reduction in time to solution. These allow for an expanded range of possible solutions In altitude and velocity space. NASA's current production code, the DSMC Analysis Code (DAC), is well-established and based on Bird's 1994 algorithms written in Fortran 77 and has proven difficult to upgrade. A new DSMC code is being developed in the C++ programming language using object-oriented and data-oriented design paradigms to facilitate the inclusion of the recent improvements and future development activities. The development efforts on the new code, the Multiphysics Algorithm with Particles (MAP), are described, and performance comparisons are made with DAC.
Wormhole Hamiltonian Monte Carlo
Lan, Shiwei; Streets, Jeffrey; Shahbaba, Babak
2015-01-01
In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to another. To address this issue, we propose a novel Bayesian inference approach based on Markov Chain Monte Carlo. Our method can effectively sample from multimodal distributions, especially when the dimension is high and the modes are isolated. To this end, it exploits and modifies the Riemannian geometric properties of the target distribution to create wormholes connecting modes in order to facilitate moving between them. Further, our proposed method uses the regeneration technique in order to adapt the algorithm by identifying new modes and updating the network of wormholes without affecting the stationary distribution. To find new modes, as opposed to redis-covering those previously identified, we employ a novel mode searching algorithm that explores a residual energy function obtained by subtracting an approximate Gaussian mixture density (based on previously discovered modes) from the target density function. PMID:25861551
Wormhole Hamiltonian Monte Carlo.
Lan, Shiwei; Streets, Jeffrey; Shahbaba, Babak
2014-07-31
In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to another. To address this issue, we propose a novel Bayesian inference approach based on Markov Chain Monte Carlo. Our method can effectively sample from multimodal distributions, especially when the dimension is high and the modes are isolated. To this end, it exploits and modifies the Riemannian geometric properties of the target distribution to create wormholes connecting modes in order to facilitate moving between them. Further, our proposed method uses the regeneration technique in order to adapt the algorithm by identifying new modes and updating the network of wormholes without affecting the stationary distribution. To find new modes, as opposed to redis-covering those previously identified, we employ a novel mode searching algorithm that explores a residual energy function obtained by subtracting an approximate Gaussian mixture density (based on previously discovered modes) from the target density function.
Parameterization of a reactive force field using a Monte Carlo algorithm.
Iype, E; Hütter, M; Jansen, A P J; Nedea, S V; Rindt, C C M
2013-05-15
Parameterization of a molecular dynamics force field is essential in realistically modeling the physicochemical processes involved in a molecular system. This step is often challenging when the equations involved in describing the force field are complicated as well as when the parameters are mostly empirical. ReaxFF is one such reactive force field which uses hundreds of parameters to describe the interactions between atoms. The optimization of the parameters in ReaxFF is done such that the properties predicted by ReaxFF matches with a set of quantum chemical or experimental data. Usually, the optimization of the parameters is done by an inefficient single-parameter parabolic-search algorithm. In this study, we use a robust metropolis Monte-Carlo algorithm with simulated annealing to search for the optimum parameters for the ReaxFF force field in a high-dimensional parameter space. The optimization is done against a set of quantum chemical data for MgSO4 hydrates. The optimized force field reproduced the chemical structures, the equations of state, and the water binding curves of MgSO4 hydrates. The transferability test of the ReaxFF force field shows the extend of transferability for a particular molecular system. This study points out that the ReaxFF force field is not indefinitely transferable.
A finite-temperature Monte Carlo algorithm for network forming materials
NASA Astrophysics Data System (ADS)
Vink, Richard L. C.
2014-03-01
Computer simulations of structure formation in network forming materials (such as amorphous semiconductors, glasses, or fluids containing hydrogen bonds) are challenging. The problem is that large structural changes in the network topology are rare events, making it very difficult to equilibrate these systems. To overcome this problem, Wooten, Winer, and Weaire [Phys. Rev. Lett. 54, 1392 (1985)] proposed a Monte Carlo bond-switch move, constructed to alter the network topology at every step. The resulting algorithm is well suited to study networks at zero temperature. However, since thermal fluctuations are ignored, it cannot be used to probe the phase behavior at finite temperature. In this paper, a modification of the original bond-switch move is proposed, in which detailed balance and ergodicity are both obeyed, thereby facilitating a correct sampling of the Boltzmann distribution for these systems at any finite temperature. The merits of the modified algorithm are demonstrated in a detailed investigation of the melting transition in a two-dimensional 3-fold coordinated network.
Weare, Jonathan; Dinner, Aaron R.; Roux, Benoît
2016-01-01
A multiple time-step integrator based on a dual Hamiltonian and a hybrid method combining molecular dynamics (MD) and Monte Carlo (MC) is proposed to sample systems in the canonical ensemble. The Dual Hamiltonian Multiple Time-Step (DHMTS) algorithm is based on two similar Hamiltonians: a computationally expensive one that serves as a reference and a computationally inexpensive one to which the workload is shifted. The central assumption is that the difference between the two Hamiltonians is slowly varying. Earlier work has shown that such dual Hamiltonian multiple time-step schemes effectively precondition nonlinear differential equations for dynamics by reformulating them into a recursive root finding problem that can be solved by propagating a correction term through an internal loop, analogous to RESPA. Of special interest in the present context, a hybrid MD-MC version of the DHMTS algorithm is introduced to enforce detailed balance via a Metropolis acceptance criterion and ensure consistency with the Boltzmann distribution. The Metropolis criterion suppresses the discretization errors normally associated with the propagation according to the computationally inexpensive Hamiltonian, treating the discretization error as an external work. Illustrative tests are carried out to demonstrate the effectiveness of the method. PMID:26918826
Evaluation of a new commercial Monte Carlo dose calculation algorithm for electron beams
Vandervoort, Eric J. Cygler, Joanna E.; Tchistiakova, Ekaterina; La Russa, Daniel J.
2014-02-15
Purpose: In this report the authors present the validation of a Monte Carlo dose calculation algorithm (XiO EMC from Elekta Software) for electron beams. Methods: Calculated and measured dose distributions were compared for homogeneous water phantoms and for a 3D heterogeneous phantom meant to approximate the geometry of a trachea and spine. Comparisons of measurements and calculated data were performed using 2D and 3D gamma index dose comparison metrics. Results: Measured outputs agree with calculated values within estimated uncertainties for standard and extended SSDs for open applicators, and for cutouts, with the exception of the 17 MeV electron beam at extended SSD for cutout sizes smaller than 5 × 5 cm{sup 2}. Good agreement was obtained between calculated and experimental depth dose curves and dose profiles (minimum number of measurements that pass a 2%/2 mm agreement 2D gamma index criteria for any applicator or energy was 97%). Dose calculations in a heterogeneous phantom agree with radiochromic film measurements (>98% of pixels pass a 3 dimensional 3%/2 mm γ-criteria) provided that the steep dose gradient in the depth direction is considered. Conclusions: Clinically acceptable agreement (at the 2%/2 mm level) between the measurements and calculated data for measurements in water are obtained for this dose calculation algorithm. Radiochromic film is a useful tool to evaluate the accuracy of electron MC treatment planning systems in heterogeneous media.
Evaluation of vectorized Monte Carlo algorithms on GPUs for a neutron Eigenvalue problem
Du, X.; Liu, T.; Ji, W.; Xu, X. G.; Brown, F. B.
2013-07-01
Conventional Monte Carlo (MC) methods for radiation transport computations are 'history-based', which means that one particle history at a time is tracked. Simulations based on such methods suffer from thread divergence on the graphics processing unit (GPU), which severely affects the performance of GPUs. To circumvent this limitation, event-based vectorized MC algorithms can be utilized. A versatile software test-bed, called ARCHER - Accelerated Radiation-transport Computations in Heterogeneous Environments - was used for this study. ARCHER facilitates the development and testing of a MC code based on the vectorized MC algorithm implemented on GPUs by using NVIDIA's Compute Unified Device Architecture (CUDA). The ARCHER{sub GPU} code was designed to solve a neutron eigenvalue problem and was tested on a NVIDIA Tesla M2090 Fermi card. We found that although the vectorized MC method significantly reduces the occurrence of divergent branching and enhances the warp execution efficiency, the overall simulation speed is ten times slower than the conventional history-based MC method on GPUs. By analyzing detailed GPU profiling information from ARCHER, we discovered that the main reason was the large amount of global memory transactions, causing severe memory access latency. Several possible solutions to alleviate the memory latency issue are discussed. (authors)
Bolding, Simon R.; Cleveland, Mathew Allen; Morel, Jim E.
2016-10-21
In this paper, we have implemented a new high-order low-order (HOLO) algorithm for solving thermal radiative transfer problems. The low-order (LO) system is based on the spatial and angular moments of the transport equation and a linear-discontinuous finite-element spatial representation, producing equations similar to the standard S_{2} equations. The LO solver is fully implicit in time and efficiently resolves the nonlinear temperature dependence at each time step. The high-order (HO) solver utilizes exponentially convergent Monte Carlo (ECMC) to give a globally accurate solution for the angular intensity to a fixed-source pure-absorber transport problem. This global solution is used to compute consistency terms, which require the HO and LO solutions to converge toward the same solution. The use of ECMC allows for the efficient reduction of statistical noise in the Monte Carlo solution, reducing inaccuracies introduced through the LO consistency terms. Finally, we compare results with an implicit Monte Carlo code for one-dimensional gray test problems and demonstrate the efficiency of ECMC over standard Monte Carlo in this HOLO algorithm.
Bolding, Simon R.; Cleveland, Mathew Allen; Morel, Jim E.
2016-10-21
In this paper, we have implemented a new high-order low-order (HOLO) algorithm for solving thermal radiative transfer problems. The low-order (LO) system is based on the spatial and angular moments of the transport equation and a linear-discontinuous finite-element spatial representation, producing equations similar to the standard S2 equations. The LO solver is fully implicit in time and efficiently resolves the nonlinear temperature dependence at each time step. The high-order (HO) solver utilizes exponentially convergent Monte Carlo (ECMC) to give a globally accurate solution for the angular intensity to a fixed-source pure-absorber transport problem. This global solution is used to computemore » consistency terms, which require the HO and LO solutions to converge toward the same solution. The use of ECMC allows for the efficient reduction of statistical noise in the Monte Carlo solution, reducing inaccuracies introduced through the LO consistency terms. Finally, we compare results with an implicit Monte Carlo code for one-dimensional gray test problems and demonstrate the efficiency of ECMC over standard Monte Carlo in this HOLO algorithm.« less
NASA Astrophysics Data System (ADS)
Punithakumar, K.; Kirubarajan, T.; Sinha, A.
2005-09-01
In this paper, we present a recursive track-before-detect (TBD) algorithm based on the Probability Hypothesis Density (PHD) filter for multitarget tracking. TBD algorithms are better suited over standard target tracking methods for tracking dim targets in heavy clutter and noise. Classical target tracking, where the measurements are pre-processed at each time step before passing them to the tracking filter results in information loss, which is very damaging if the target signal-to-noise ratio is low. However, in TBD the tracking filter operates directly on the raw measurements at the expense of added computational burden. The development of a recursive TBD algorithm reduces the computational burden over conventional TBD methods, namely, Hough transform, dynamic programming, etc. The TBD is a hard nonlinear non-Gaussian problem even for single target scenarios. Recent advances in Sequential Monte Carlo (SMC) based nonlinear filtering make multitarget TBD feasible. However, the current implementations use a modeling setup to accommodate the varying number of targets where a multiple model SMC based TBD approach is used to solve the problem conditioned on the model, i.e., number of targets. The PHD filter, which propagates only the first-order statistical moment (or the PHD) of the full target posterior, has been shown to be a computationally efficient solution to multitarget tracking problems with varying number of targets. We propose a PHD filter based TBD so that there is no assumption to be made on the number of targets. Simulation results are presented to show the effectiveness of the proposed filter in tracking multiple weak targets.
Uimari, P.; Hoeschele, I.
1997-01-01
A Bayesian method for mapping linked quantitative trait loci (QTL) using multiple linked genetic markers is presented. Parameter estimation and hypothesis testing was implemented via Markov chain Monte Carlo (MCMC) algorithms. Parameters included were allele frequencies and substitution effects for two biallelic QTL, map positions of the QTL and markers, allele frequencies of the markers, and polygenic and residual variances. Missing data were polygenic effects and multi-locus marker-QTL genotypes. Three different MCMC schemes for testing the presence of a single or two linked QTL on the chromosome were compared. The first approach includes a model indicator variable representing two unlinked QTL affecting the trait, one linked and one unlinked QTL, or both QTL linked with the markers. The second approach incorporates an indicator variable for each QTL into the model for phenotype, allowing or not allowing for a substitution effect of a QTL on phenotype, and the third approach is based on model determination by reversible jump MCMC. Methods were evaluated empirically by analyzing simulated granddaughter designs. All methods identified correctly a second, linked QTL and did not reject the one-QTL model when there was only a single QTL and no additional or an unlinked QTL. PMID:9178021
Zou, Yonghong; Christensen, Erik R; Zheng, Wei; Wei, Hua; Li, An
2014-11-01
A stochastic process was developed to simulate the stepwise debromination pathways for polybrominated diphenyl ethers (PBDEs). The stochastic process uses an analogue Markov Chain Monte Carlo (AMCMC) algorithm to generate PBDE debromination profiles. The acceptance or rejection of the randomly drawn stepwise debromination reactions was determined by a maximum likelihood function. The experimental observations at certain time points were used as target profiles; therefore, the stochastic processes are capable of presenting the effects of reaction conditions on the selection of debromination pathways. The application of the model is illustrated by adopting the experimental results of decabromodiphenyl ether (BDE209) in hexane exposed to sunlight. Inferences that were not obvious from experimental data were suggested by model simulations. For example, BDE206 has much higher accumulation at the first 30 min of sunlight exposure. By contrast, model simulation suggests that, BDE206 and BDE207 had comparable yields from BDE209. The reason for the higher BDE206 level is that BDE207 has the highest depletion in producing octa products. Compared to a previous version of the stochastic model based on stochastic reaction sequences (SRS), the AMCMC approach was determined to be more efficient and robust. Due to the feature of only requiring experimental observations as input, the AMCMC model is expected to be applicable to a wide range of PBDE debromination processes, e.g. microbial, photolytic, or joint effects in natural environments.
Salvat-Pujol, F; Werner, W S M
2013-05-01
The theory describing energy losses of charged non-relativistic projectiles crossing a planar interface is derived on the basis of the Maxwell equations, outlining the physical assumptions of the model in great detail. The employed approach is very general in that various common models for surface excitations (such as the specular reflection model) can be obtained by an appropriate choice of parameter values. The dynamics of charged projectiles near surfaces is examined by calculations of the induced surface charge and the depth- and direction-dependent differential inelastic inverse mean free path (DIIMFP) and stopping power. The effect of several simplifications frequently encountered in the literature is investigated: differences of up to 100% are found in heights, widths, and positions of peaks in the DIIMFP. The presented model is implemented in a Monte Carlo algorithm for the simulation of the electron transport relevant for surface electron spectroscopy. Simulated reflection electron energy loss spectra are in good agreement with experiment on an absolute scale. Copyright © 2012 John Wiley & Sons, Ltd.
Surface excitations in electron spectroscopy. Part I: dielectric formalism and Monte Carlo algorithm
Salvat-Pujol, F; Werner, W S M
2013-01-01
The theory describing energy losses of charged non-relativistic projectiles crossing a planar interface is derived on the basis of the Maxwell equations, outlining the physical assumptions of the model in great detail. The employed approach is very general in that various common models for surface excitations (such as the specular reflection model) can be obtained by an appropriate choice of parameter values. The dynamics of charged projectiles near surfaces is examined by calculations of the induced surface charge and the depth- and direction-dependent differential inelastic inverse mean free path (DIIMFP) and stopping power. The effect of several simplifications frequently encountered in the literature is investigated: differences of up to 100% are found in heights, widths, and positions of peaks in the DIIMFP. The presented model is implemented in a Monte Carlo algorithm for the simulation of the electron transport relevant for surface electron spectroscopy. Simulated reflection electron energy loss spectra are in good agreement with experiment on an absolute scale. Copyright © 2012 John Wiley & Sons, Ltd. PMID:23794766
Monte Carlo Reliability Analysis.
1987-10-01
to Stochastic Processes , Prentice-Hall, Englewood Cliffs, NJ, 1975. (5) R. E. Barlow and F. Proscham, Statistical TheorX of Reliability and Life...Lewis and Z. Tu, "Monte Carlo Reliability Modeling by Inhomogeneous ,Markov Processes, Reliab. Engr. 16, 277-296 (1986). (4) E. Cinlar, Introduction
NASA Astrophysics Data System (ADS)
Marshall, L. A.; Nott, D.; Sharma, A.
An important aspect of practical hydrological engineering is modelling the catch- ment's response to rainfall. An abundance of models exist to do this, including con- ceptual rainfall-runoff models (CRRMs), which model the catchment as a configura- tion of interconnected storages aimed at providing a simplified representation of the physical processes responsible for runoff generation. While CRRMs have been a use- ful and popular tool for catchment modelling applications, as with most modelling approaches the challenge in using them is accurately assessing the best values to be assigned to the model variables. There are many obstacles to accurate parameter in- ference. Often, a single optimal set of parameter values do not exist. A range of values will often produce a suitable result. The interaction between parameters can also com- plicate the task of parameter inference, and if the data are limited this interaction may be difficult to characterise. An appealing solution is the use of Bayesian statistical inference, with computations carried out using Markov Chain Monte Carlo (MCMC) methods. This approach allows the combination of any pre-existing knowledge about the model parameters to be combined with the available catchment data. The uncer- tainty about a parameter is characterised in terms of its posterior distribution. This study assessed two MCMC schemes that characterise the parameter uncertainty of a CRRM. The aim of the study was to compare an established, complex MCMC scheme to a proposed, more automated scheme that requires little specification on the part of the user to achieve the desired results. The proposed scheme utilises the posterior co- variance between parameters to generate future parameter values. The attributes of the algorithm are ideal for hydrological models, which often exhibit a high degree of correlation between parameters. The Australian Water Balance Model (AWBM), a 8- parameter CRRM that has been tested and used in several
Guan, Fada; Johns, Jesse M; Vasudevan, Latha; Zhang, Guoqing; Tang, Xiaobin; Poston, John W; Braby, Leslie A
2015-06-01
Coincident counts can be observed in experimental radiation spectroscopy. Accurate quantification of the radiation source requires the detection efficiency of the spectrometer, which is often experimentally determined. However, Monte Carlo analysis can be used to supplement experimental approaches to determine the detection efficiency a priori. The traditional Monte Carlo method overestimates the detection efficiency as a result of omitting coincident counts caused mainly by multiple cascade source particles. In this study, a novel "multi-primary coincident counting" algorithm was developed using the Geant4 Monte Carlo simulation toolkit. A high-purity Germanium detector for ⁶⁰Co gamma-ray spectroscopy problems was accurately modeled to validate the developed algorithm. The simulated pulse height spectrum agreed well qualitatively with the measured spectrum obtained using the high-purity Germanium detector. The developed algorithm can be extended to other applications, with a particular emphasis on challenging radiation fields, such as counting multiple types of coincident radiations released from nuclear fission or used nuclear fuel.
Adapted Prescription Dose for Monte Carlo Algorithm in Lung SBRT: Clinical Outcome on 205 Patients
Bibault, Jean-Emmanuel; Mirabel, Xavier; Lacornerie, Thomas; Tresch, Emmanuelle; Reynaert, Nick; Lartigau, Eric
2015-01-01
Purpose SBRT is the standard of care for inoperable patients with early-stage lung cancer without lymph node involvement. Excellent local control rates have been reported in a large number of series. However, prescription doses and calculation algorithms vary to a great extent between studies, even if most teams prescribe to the D95 of the PTV. Type A algorithms are known to produce dosimetric discrepancies in heterogeneous tissues such as lungs. This study was performed to present a Monte Carlo (MC) prescription dose for NSCLC adapted to lesion size and location and compare the clinical outcomes of two cohorts of patients treated with a standard prescription dose calculated by a type A algorithm or the proposed MC protocol. Patients and Methods Patients were treated from January 2011 to April 2013 with a type B algorithm (MC) prescription with 54 Gy in three fractions for peripheral lesions with a diameter under 30 mm, 60 Gy in 3 fractions for lesions with a diameter over 30 mm, and 55 Gy in five fractions for central lesions. Clinical outcome was compared to a series of 121 patients treated with a type A algorithm (TA) with three fractions of 20 Gy for peripheral lesions and 60 Gy in five fractions for central lesions prescribed to the PTV D95 until January 2011. All treatment plans were recalculated with both algorithms for this study. Spearman’s rank correlation coefficient was calculated for GTV and PTV. Local control, overall survival and toxicity were compared between the two groups. Results 205 patients with 214 lesions were included in the study. Among these, 93 lesions were treated with MC and 121 were treated with TA. Overall survival rates were 86% and 94% at one and two years, respectively. Local control rates were 79% and 93% at one and two years respectively. There was no significant difference between the two groups for overall survival (p = 0.785) or local control (p = 0.934). Fifty-six patients (27%) developed grade I lung fibrosis without
Wollaber, Allan Benton
2016-06-16
This is a powerpoint presentation which serves as lecture material for the Parallel Computing summer school. It goes over the fundamentals of the Monte Carlo calculation method. The material is presented according to the following outline: Introduction (background, a simple example: estimating π), Why does this even work? (The Law of Large Numbers, The Central Limit Theorem), How to sample (inverse transform sampling, rejection), and An example from particle transport.
Monte Carlo eikonal scattering
NASA Astrophysics Data System (ADS)
Gibbs, W. R.; Dedonder, J. P.
2012-08-01
Background: The eikonal approximation is commonly used to calculate heavy-ion elastic scattering. However, the full evaluation has only been done (without the use of Monte Carlo techniques or additional approximations) for α-α scattering.Purpose: Develop, improve, and test the Monte Carlo eikonal method for elastic scattering over a wide range of nuclei, energies, and angles.Method: Monte Carlo evaluation is used to calculate heavy-ion elastic scattering for heavy nuclei including the center-of-mass correction introduced in this paper and the Coulomb interaction in terms of a partial-wave expansion. A technique for the efficient expansion of the Glauber amplitude in partial waves is developed.Results: Angular distributions are presented for a number of nuclear pairs over a wide energy range using nucleon-nucleon scattering parameters taken from phase-shift analyses and densities from independent sources. We present the first calculations of the Glauber amplitude, without further approximation, and with realistic densities for nuclei heavier than helium. These densities respect the center-of-mass constraints. The Coulomb interaction is included in these calculations.Conclusion: The center-of-mass and Coulomb corrections are essential. Angular distributions can be predicted only up to certain critical angles which vary with the nuclear pairs and the energy, but we point out that all critical angles correspond to a momentum transfer near 1 fm-1.
Jasra, Ajay; Law, Kody J. H.; Zhou, Yan
2016-01-01
Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less
An efficient Monte Carlo-based algorithm for scatter correction in keV cone-beam CT
NASA Astrophysics Data System (ADS)
Poludniowski, G.; Evans, P. M.; Hansen, V. N.; Webb, S.
2009-06-01
A new method is proposed for scatter-correction of cone-beam CT images. A coarse reconstruction is used in initial iteration steps. Modelling of the x-ray tube spectra and detector response are included in the algorithm. Photon diffusion inside the imaging subject is calculated using the Monte Carlo method. Photon scoring at the detector is calculated using forced detection to a fixed set of node points. The scatter profiles are then obtained by linear interpolation. The algorithm is referred to as the coarse reconstruction and fixed detection (CRFD) technique. Scatter predictions are quantitatively validated against a widely used general-purpose Monte Carlo code: BEAMnrc/EGSnrc (NRCC, Canada). Agreement is excellent. The CRFD algorithm was applied to projection data acquired with a Synergy XVI CBCT unit (Elekta Limited, Crawley, UK), using RANDO and Catphan phantoms (The Phantom Laboratory, Salem NY, USA). The algorithm was shown to be effective in removing scatter-induced artefacts from CBCT images, and took as little as 2 min on a desktop PC. Image uniformity was greatly improved as was CT-number accuracy in reconstructions. This latter improvement was less marked where the expected CT-number of a material was very different to the background material in which it was embedded.
Monte Carlo fluorescence microtomography
NASA Astrophysics Data System (ADS)
Cong, Alexander X.; Hofmann, Matthias C.; Cong, Wenxiang; Xu, Yong; Wang, Ge
2011-07-01
Fluorescence microscopy allows real-time monitoring of optical molecular probes for disease characterization, drug development, and tissue regeneration. However, when a biological sample is thicker than 1 mm, intense scattering of light would significantly degrade the spatial resolution of fluorescence microscopy. In this paper, we develop a fluorescence microtomography technique that utilizes the Monte Carlo method to image fluorescence reporters in thick biological samples. This approach is based on an l0-regularized tomography model and provides an excellent solution. Our studies on biomimetic tissue scaffolds have demonstrated that the proposed approach is capable of localizing and quantifying the distribution of optical molecular probe accurately and reliably.
A replica exchange Monte Carlo algorithm for protein folding in the HP model
Thachuk, Chris; Shmygelska, Alena; Hoos, Holger H
2007-01-01
Background The ab initio protein folding problem consists of predicting protein tertiary structure from a given amino acid sequence by minimizing an energy function; it is one of the most important and challenging problems in biochemistry, molecular biology and biophysics. The ab initio protein folding problem is computationally challenging and has been shown to be NP MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacH8akY=wiFfYdH8Gipec8Eeeu0xXdbba9frFj0=OqFfea0dXdd9vqai=hGuQ8kuc9pgc9s8qqaq=dirpe0xb9q8qiLsFr0=vr0=vr0dc8meaabaqaciaacaGaaeqabaqabeGadaaakeaat0uy0HwzTfgDPnwy1egaryqtHrhAL1wy0L2yHvdaiqaacqWFneVtcqqGqbauaaa@3961@-hard even when conformations are restricted to a lattice. In this work, we implement and evaluate the replica exchange Monte Carlo (REMC) method, which has already been applied very successfully to more complex protein models and other optimization problems with complex energy landscapes, in combination with the highly effective pull move neighbourhood in two widely studied Hydrophobic Polar (HP) lattice models. Results We demonstrate that REMC is highly effective for solving instances of the square (2D) and cubic (3D) HP protein folding problem. When using the pull move neighbourhood, REMC outperforms current state-of-the-art algorithms for most benchmark instances. Additionally, we show that this new algorithm provides a larger ensemble of ground-state structures than the existing state-of-the-art methods. Furthermore, it scales well with sequence length, and it finds significantly better conformations on long biological sequences and sequences with a provably unique ground-state structure, which is believed to be a characteristic of real proteins. We also present evidence that our REMC algorithm can fold sequences which exhibit significant interaction between termini in the hydrophobic core relatively easily. Conclusion We demonstrate that REMC utilizing the pull move neighbourhood
Evaluation of a commercial MRI Linac based Monte Carlo dose calculation algorithm with GEANT 4
Ahmad, Syed Bilal; Sarfehnia, Arman; Kim, Anthony; Sahgal, Arjun; Keller, Brian; Paudel, Moti Raj; Hissoiny, Sami
2016-02-15
Purpose: This paper provides a comparison between a fast, commercial, in-patient Monte Carlo dose calculation algorithm (GPUMCD) and GEANT4. It also evaluates the dosimetric impact of the application of an external 1.5 T magnetic field. Methods: A stand-alone version of the Elekta™ GPUMCD algorithm, to be used within the Monaco treatment planning system to model dose for the Elekta™ magnetic resonance imaging (MRI) Linac, was compared against GEANT4 (v10.1). This was done in the presence or absence of a 1.5 T static magnetic field directed orthogonally to the radiation beam axis. Phantoms with material compositions of water, ICRU lung, ICRU compact-bone, and titanium were used for this purpose. Beams with 2 MeV monoenergetic photons as well as a 7 MV histogrammed spectrum representing the MRI Linac spectrum were emitted from a point source using a nominal source-to-surface distance of 142.5 cm. Field sizes ranged from 1.5 × 1.5 to 10 × 10 cm{sup 2}. Dose scoring was performed using a 3D grid comprising 1 mm{sup 3} voxels. The production thresholds were equivalent for both codes. Results were analyzed based upon a voxel by voxel dose difference between the two codes and also using a volumetric gamma analysis. Results: Comparisons were drawn from central axis depth doses, cross beam profiles, and isodose contours. Both in the presence and absence of a 1.5 T static magnetic field the relative differences in doses scored along the beam central axis were less than 1% for the homogeneous water phantom and all results matched within a maximum of ±2% for heterogeneous phantoms. Volumetric gamma analysis indicated that more than 99% of the examined volume passed gamma criteria of 2%—2 mm (dose difference and distance to agreement, respectively). These criteria were chosen because the minimum primary statistical uncertainty in dose scoring voxels was 0.5%. The presence of the magnetic field affects the dose at the interface depending upon the density of the material
Densmore, J.D.; Park, H.; Wollaber, A.B.; Rauenzahn, R.M.; Knoll, D.A.
2015-03-01
We present a moment-based acceleration algorithm applied to Monte Carlo simulation of thermal radiative-transfer problems. Our acceleration algorithm employs a continuum system of moments to accelerate convergence of stiff absorption–emission physics. The combination of energy-conserving tallies and the use of an asymptotic approximation in optically thick regions remedy the difficulties of local energy conservation and mitigation of statistical noise in such regions. We demonstrate the efficiency and accuracy of the developed method. We also compare directly to the standard linearization-based method of Fleck and Cummings [1]. A factor of 40 reduction in total computational time is achieved with the new algorithm for an equivalent (or more accurate) solution as compared with the Fleck–Cummings algorithm.
A kinetic theory for nonanalog Monte Carlo algorithms: Exponential transform with angular biasing
Ueki, T.; Larsen, E.W.
1998-11-01
A new Boltzmann Monte Carlo (BMC) equation is proposed to describe the transport of Monte Carlo particles governed by a set of nonanalog rules for the transition of space, velocity, and weight. The BMC equation is a kinetic equation that includes weight as an extra independent variable. The solution of the BMC equation is the pointwise distribution of velocity and weight throughout the physical system. The BMC equation is derived for the simulation of a transmitted current, utilizing the exponential transform with angular biasing. The weight moments of the solution of the BMC equation are used to predict the score moments of the transmission current. (Also, it is shown that an adjoint BMC equation can be used for this purpose.) Integrating the solution of the forward BMC equation over space, velocity, and weight, the mean number of flights per history is obtained. This is used to determine theoretically the figure of merit for any choice of biasing parameters. Also, a maximum safe value of the exponential transform parameter is proposed, which ensure the finite variance of variance estimate (sample variance) for any penetration distance. Finally, numerical results that validate the new theory are provided.
Quantum speedup of Monte Carlo methods.
Montanaro, Ashley
2015-09-08
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.
Quantum speedup of Monte Carlo methods
Montanaro, Ashley
2015-01-01
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079
Extra Chance Generalized Hybrid Monte Carlo
NASA Astrophysics Data System (ADS)
Campos, Cédric M.; Sanz-Serna, J. M.
2015-01-01
We study a method, Extra Chance Generalized Hybrid Monte Carlo, to avoid rejections in the Hybrid Monte Carlo method and related algorithms. In the spirit of delayed rejection, whenever a rejection would occur, extra work is done to find a fresh proposal that, hopefully, may be accepted. We present experiments that clearly indicate that the additional work per sample carried out in the extra chance approach clearly pays in terms of the quality of the samples generated.
Wu, Congjun; Zhang, Shou-Cheng; /Stanford U., Phys. Dept.
2010-01-15
Quantum Monte-Carlo (QMC) simulations involving fermions have the notorious sign problem. Some well-known exceptions of the auxiliary field QMC algorithm rely on the factorizibility of the fermion determinant. Recently, a fermionic QMC algorithm has been found in which the fermion determinant may not necessarily factorizable, but can instead be expressed as a product of complex conjugate pairs of eigenvalues, thus eliminating the sign problem for a much wider class of models. In this paper, we present general conditions for the applicability of this algorithm and point out that it is deeply related to the time reversal symmetry of the fermion matrix. We apply this method to various models of strongly correlated systems at all doping levels and lattice geometries, and show that many novel phases can be simulated without the sign problem.
Durbin, Timothy J.
1983-01-01
The Gauss optimization technique can be used to identify the parameters of a model of a groundwater system for which the parameter identification problem is formulated as a least squares comparison between the response of the prototype and the response of the model. Unavoidable uncertainty in the true stress on the prototype and in the true response of the prototype to that stress will introduce errors into the parameter identification problem. A method for evaluating errors in the predictions of future water levels due to errors in recharge estimates was demonstrated. The method involves a Monte Carlo simulation of the parameter identification problem and of the prediction problem. The steps in the method are: (1) to prescribe the distribution of the recharge estimates; (2) to use this distribution to generate random sets of recharge estimates; (3) to use the Gauss optimization technique to identify the corresponding set of parameter estimates for each set of recharge estimates; (4) to make the corresponding set of hydraulic head predictions for each set of parameter estimates; and (5) to examine the distribution of hydraulic head predictions and to draw appropriate conclusions. Similarly, the method can be used independently or simultaneously to estimate the effect on hydraulic head predictions of errors in the measured water levels that are used in the parameter identification problem. The fit of the model to the data that are used to identify parameters is not a good indicator of these errors. A Monte Carlo simulation of the parameter identification problem can be used, however, to evaluate the effects on water level predictions of errors in the recharge (and pumpage) data used in the parameter identification problem. (Lantz-PTT)
Quirk, Thomas, J., IV
2004-08-01
The Integrated TIGER Series (ITS) is a software package that solves coupled electron-photon transport problems. ITS performs analog photon tracking for energies between 1 keV and 1 GeV. Unlike its deterministic counterpart, the Monte Carlo calculations of ITS do not require a memory-intensive meshing of phase space; however, its solutions carry statistical variations. Reducing these variations is heavily dependent on runtime. Monte Carlo simulations must therefore be both physically accurate and computationally efficient. Compton scattering is the dominant photon interaction above 100 keV and below 5-10 MeV, with higher cutoffs occurring in lighter atoms. In its current model of Compton scattering, ITS corrects the differential Klein-Nishina cross sections (which assumes a stationary, free electron) with the incoherent scattering function, a function dependent on both the momentum transfer and the atomic number of the scattering medium. While this technique accounts for binding effects on the scattering angle, it excludes the Doppler broadening the Compton line undergoes because of the momentum distribution in each bound state. To correct for these effects, Ribbefor's relativistic impulse approximation (IA) will be employed to create scattering cross section differential in both energy and angle for each element. Using the parameterizations suggested by Brusa et al., scattered photon energies and angle can be accurately sampled at a high efficiency with minimal physical data. Two-body kinematics then dictates the electron's scattered direction and energy. Finally, the atomic ionization is relaxed via Auger emission or fluorescence. Future work will extend these improvements in incoherent scattering to compounds and to adjoint calculations.
Beland, Laurent Karim; Osetskiy, Yury N.; Stoller, Roger E.; ...
2015-02-07
Here, we present a comparison of the Kinetic Activation–Relaxation Technique (k-ART) and the Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC), two off-lattice, on-the-fly Kinetic Monte Carlo (KMC) techniques that were recently used to solve several materials science problems. We show that if the initial displacements are localized the dimer method and the Activation–Relaxation Technique nouveau provide similar performance. We also show that k-ART and SEAKMC, although based on different approximations, are in agreement with each other, as demonstrated by the examples of 50 vacancies in a 1950-atom Fe box and of interstitial loops in 16,000-atom boxes. Generally speaking, k-ART’s treatment ofmore » geometry and flickers is more flexible, e.g. it can handle amorphous systems, and rigorous than SEAKMC’s, while the later’s concept of active volumes permits a significant speedup of simulations for the systems under consideration and therefore allows investigations of processes requiring large systems that are not accessible if not localizing calculations.« less
Beland, Laurent Karim; Osetskiy, Yury N.; Stoller, Roger E.; Xu, Haixuan
2015-02-07
Here, we present a comparison of the Kinetic Activation–Relaxation Technique (k-ART) and the Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC), two off-lattice, on-the-fly Kinetic Monte Carlo (KMC) techniques that were recently used to solve several materials science problems. We show that if the initial displacements are localized the dimer method and the Activation–Relaxation Technique nouveau provide similar performance. We also show that k-ART and SEAKMC, although based on different approximations, are in agreement with each other, as demonstrated by the examples of 50 vacancies in a 1950-atom Fe box and of interstitial loops in 16,000-atom boxes. Generally speaking, k-ART’s treatment of geometry and flickers is more flexible, e.g. it can handle amorphous systems, and rigorous than SEAKMC’s, while the later’s concept of active volumes permits a significant speedup of simulations for the systems under consideration and therefore allows investigations of processes requiring large systems that are not accessible if not localizing calculations.
Marcus, Ryan C.
2012-07-25
MCMini is a proof of concept that demonstrates the possibility for Monte Carlo neutron transport using OpenCL with a focus on performance. This implementation, written in C, shows that tracing particles and calculating reactions on a 3D mesh can be done in a highly scalable fashion. These results demonstrate a potential path forward for MCNP or other Monte Carlo codes.
Adiabatic optimization versus diffusion Monte Carlo methods
NASA Astrophysics Data System (ADS)
Jarret, Michael; Jordan, Stephen P.; Lackey, Brad
2016-10-01
Most experimental and theoretical studies of adiabatic optimization use stoquastic Hamiltonians, whose ground states are expressible using only real nonnegative amplitudes. This raises a question as to whether classical Monte Carlo methods can simulate stoquastic adiabatic algorithms with polynomial overhead. Here we analyze diffusion Monte Carlo algorithms. We argue that, based on differences between L1 and L2 normalized states, these algorithms suffer from certain obstructions preventing them from efficiently simulating stoquastic adiabatic evolution in generality. In practice however, we obtain good performance by introducing a method that we call Substochastic Monte Carlo. In fact, our simulations are good classical optimization algorithms in their own right, competitive with the best previously known heuristic solvers for MAX-k -SAT at k =2 ,3 ,4 .
Sansourekidou, P; Allen, C
2015-06-15
Purpose: To evaluate the Raystation v4.51 Electron Monte Carlo algorithm for Varian Trilogy, IX and 2100 series linear accelerators and commission for clinical use. Methods: Seventy two water and forty air scans were acquired with a water tank in the form of profiles and depth doses, as requested by vendor. Data was imported into Rayphysics beam modeling module. Energy spectrum was modeled using seven parameters. Contamination photons were modeled using five parameters. Source phase space was modeled using six parameters. Calculations were performed in clinical version 4.51 and percent depth dose curves and profiles were extracted to be compared to water tank measurements. Sensitivity tests were performed for all parameters. Grid size and particle histories were evaluated per energy for statistical uncertainty performance. Results: Model accuracy for air profiles is poor in the shoulder and penumbra region. However, model accuracy for water scans is acceptable. All energies and cones are within 2%/2mm for 90% of the points evaluated. Source phase space parameters have a cumulative effect. To achieve distributions with satisfactory smoothness level a 0.1cm grid and 3,000,000 particle histories were used for commissioning calculations. Calculation time was approximately 3 hours per energy. Conclusion: Raystation electron Monte Carlo is acceptable for clinical use for the Varian accelerators listed. Results are inferior to Elekta Electron Monte Carlo modeling. Known issues were reported to Raysearch and will be resolved in upcoming releases. Auto-modeling is limited to open cone depth dose curves and needs expansion.
Scalable Domain Decomposed Monte Carlo Particle Transport
O'Brien, Matthew Joseph
2013-12-05
In this dissertation, we present the parallel algorithms necessary to run domain decomposed Monte Carlo particle transport on large numbers of processors (millions of processors). Previous algorithms were not scalable, and the parallel overhead became more computationally costly than the numerical simulation.
NASA Astrophysics Data System (ADS)
Khisamutdinov, A. I.; Velker, N. N.
2014-05-01
The talk examines a system of pairwise interaction particles, which models a rarefied gas in accordance with the nonlinear Boltzmann equation, the master equations of Markov evolution of this system and corresponding numerical Monte Carlo methods. Selection of some optimal method for simulation of rarefied gas dynamics depends on the spatial size of the gas flow domain. For problems with the Knudsen number Kn of order unity "imitation", or "continuous time", Monte Carlo methods ([2]) are quite adequate and competitive. However if Kn <= 0.1 (the large sizes), excessive punctuality, namely, the need to see all the pairs of particles in the latter, leads to a significant increase in computational cost(complexity). We are interested in to construct the optimal methods for Boltzmann equation problems with large enough spatial sizes of the flow. Speaking of the optimal, we mean that we are talking about algorithms for parallel computation to be implemented on high-performance multi-processor computers. The characteristic property of large systems is the weak dependence of sub-parts of each other at a sufficiently small time intervals. This property is taken into account in the approximate methods using various splittings of operator of corresponding master equations. In the paper, we develop the approximate method based on the splitting of the operator of master equations system "over groups of particles" ([7]). The essence of the method is that the system of particles is divided into spatial subparts which are modeled independently for small intervals of time, using the precise"imitation" method. The type of splitting used is different from other well-known type "over collisions and displacements", which is an attribute of the known Direct simulation Monte Carlo methods. The second attribute of the last ones is the grid of the "interaction cells", which is completely absent in the imitation methods. The main of talk is parallelization of the imitation algorithms with
Paudel, Moti R; Kim, Anthony; Sarfehnia, Arman; Ahmad, Sayed B; Beachey, David J; Sahgal, Arjun; Keller, Brian M
2016-11-01
A new GPU-based Monte Carlo dose calculation algorithm (GPUMCD), developed by the vendor Elekta for the Monaco treatment planning system (TPS), is capable of modeling dose for both a standard linear accelerator and an Elekta MRI linear accelerator. We have experimentally evaluated this algorithm for a standard Elekta Agility linear accelerator. A beam model was developed in the Monaco TPS (research version 5.09.06) using the commissioned beam data for a 6 MV Agility linac. A heterogeneous phantom representing several scenarios - tumor-in-lung, lung, and bone-in-tissue - was designed and built. Dose calculations in Monaco were done using both the current clinical Monte Carlo algorithm, XVMC, and the new GPUMCD algorithm. Dose calculations in a Pinnacle TPS were also produced using the collapsed cone convolution (CCC) algorithm with heterogeneity correction. Calculations were compared with the measured doses using an ionization chamber (A1SL) and Gafchromic EBT3 films for 2×2 cm2,5×5 cm2, and 10×2 cm2 field sizes. The percentage depth doses (PDDs) calculated by XVMC and GPUMCD in a homogeneous solid water phantom were within 2%/2 mm of film measurements and within 1% of ion chamber measurements. For the tumor-in-lung phantom, the calculated doses were within 2.5%/2.5 mm of film measurements for GPUMCD. For the lung phantom, doses calculated by all of the algorithms were within 3%/3 mm of film measurements, except for the 2×2 cm2 field size where the CCC algorithm underestimated the depth dose by ∼5% in a larger extent of the lung region. For the bone phantom, all of the algorithms were equivalent and calculated dose to within 2%/2 mm of film measurements, except at the interfaces. Both GPUMCD and XVMC showed interface effects, which were more pronounced for GPUMCD and were comparable to film measurements, whereas the CCC algorithm showed these effects poorly. PACS number(s): 87.53.Bn, 87.55.dh, 87.55.km.
Abdel-Khalik, Hany S.; Zhang, Qiong
2014-05-20
The development of hybrid Monte-Carlo-Deterministic (MC-DT) approaches, taking place over the past few decades, have primarily focused on shielding and detection applications where the analysis requires a small number of responses, i.e. at the detector locations(s). This work further develops a recently introduced global variance reduction approach, denoted by the SUBSPACE approach is designed to allow the use of MC simulation, currently limited to benchmarking calculations, for routine engineering calculations. By way of demonstration, the SUBSPACE approach is applied to assembly level calculations used to generate the few-group homogenized cross-sections. These models are typically expensive and need to be executed in the order of 10^{3} - 10^{5} times to properly characterize the few-group cross-sections for downstream core-wide calculations. Applicability to k-eigenvalue core-wide models is also demonstrated in this work. Given the favorable results obtained in this work, we believe the applicability of the MC method for reactor analysis calculations could be realized in the near future.
Guerra, J G; Rubiano, J G; Winter, G; Guerra, A G; Alonso, H; Arnedo, M A; Tejera, A; Gil, J M; Rodríguez, R; Martel, P; Bolivar, J P
2015-11-01
The determination in a sample of the activity concentration of a specific radionuclide by gamma spectrometry needs to know the full energy peak efficiency (FEPE) for the energy of interest. The difficulties related to the experimental calibration make it advisable to have alternative methods for FEPE determination, such as the simulation of the transport of photons in the crystal by the Monte Carlo method, which requires an accurate knowledge of the characteristics and geometry of the detector. The characterization process is mainly carried out by Canberra Industries Inc. using proprietary techniques and methodologies developed by that company. It is a costly procedure (due to shipping and to the cost of the process itself) and for some research laboratories an alternative in situ procedure can be very useful. The main goal of this paper is to find an alternative to this costly characterization process, by establishing a method for optimizing the parameters of characterizing the detector, through a computational procedure which could be reproduced at a standard research lab. This method consists in the determination of the detector geometric parameters by using Monte Carlo simulation in parallel with an optimization process, based on evolutionary algorithms, starting from a set of reference FEPEs determined experimentally or computationally. The proposed method has proven to be effective and simple to implement. It provides a set of characterization parameters which it has been successfully validated for different source-detector geometries, and also for a wide range of environmental samples and certified materials.
Quantum Gibbs ensemble Monte Carlo
Fantoni, Riccardo; Moroni, Saverio
2014-09-21
We present a path integral Monte Carlo method which is the full quantum analogue of the Gibbs ensemble Monte Carlo method of Panagiotopoulos to study the gas-liquid coexistence line of a classical fluid. Unlike previous extensions of Gibbs ensemble Monte Carlo to include quantum effects, our scheme is viable even for systems with strong quantum delocalization in the degenerate regime of temperature. This is demonstrated by an illustrative application to the gas-superfluid transition of {sup 4}He in two dimensions.
Çatli, Serap
2015-09-01
High atomic number and density of dental implants leads to major problems at providing an accurate dose distribution in radiotherapy and contouring tumors and organs caused by the artifact in head and neck tumors. The limits and deficiencies of the algorithms using in the treatment planning systems can lead to large errors in dose calculation, and this may adversely affect the patient's treatment. In the present study, four commercial dental implants were used: pure titanium, titanium alloy (Ti-6Al-4V), amalgam, and crown. The effects of dental implants on dose distribution are determined with two methods: pencil beam convolution (PBC) algorithm and Monte Carlo code for 6 MV photon beam. The central axis depth doses were calculated on the phantom for a source-skin distance (SSD) of 100 cm and a 10×10 cm2 field using both of algorithms. The results of Monte Carlo method and Eclipse TPS were compared to each other and to those previously reported. In the present study, dose increases in tissue at a distance of 2 mm in front of the dental implants were seen due to the backscatter of electrons for dental implants at 6 MV using the Monte Carlo method. The Eclipse treatment planning system (TPS) couldn't precisely account for the backscatter radiation caused by the dental prostheses. TPS underestimated the back scatter dose and overestimated the dose after the dental implants. The large errors found for TPS in this study are due to the limits and deficiencies of the algorithms. The accuracy of the PBC algorithm of Eclipse TPS was evaluated in comparison to Monte Carlo calculations in consideration of the recommendations of the American Association of Physicists in Medicine Radiation Therapy Committee Task Group 65. From the comparisons of the TPS and Monte Carlo calculations, it is verified that the Monte Carlo simulation is a good approach to derive the dose distribution in heterogeneous media. PACS numbers: 87.55.K.
Çatli, Serap
2015-09-08
High atomic number and density of dental implants leads to major problems at providing an accurate dose distribution in radiotherapy and contouring tumors and organs caused by the artifact in head and neck tumors. The limits and deficiencies of the algorithms using in the treatment planning systems can lead to large errors in dose calculation, and this may adversely affect the patient's treatment. In the present study, four commercial dental implants were used: pure titanium, titanium alloy (Ti-6Al-4V), amalgam, and crown. The effects of dental implants on dose distribution are determined with two methods: pencil beam convolution (PBC) algorithm and Monte Carlo code for 6 MV photon beam. The central axis depth doses were calculated on the phantom for a source-skin distance (SSD) of 100 cm and a 10 × 10 cm2 field using both of algorithms. The results of Monte Carlo method and Eclipse TPS were compared to each other and to those previously reported. In the present study, dose increases in tissue at a distance of 2 mm in front of the dental implants were seen due to the backscatter of electrons for dental implants at 6 MV using the Monte Carlo method. The Eclipse treatment planning system (TPS) couldn't precisely account for the backscatter radiation caused by the dental prostheses. TPS underestimated the back scatter dose and overestimated the dose after the dental implants. The large errors found for TPS in this study are due to the limits and deficiencies of the algorithms. The accuracy of the PBC algorithm of Eclipse TPS was evaluated in comparison to Monte Carlo calculations in consideration of the recommendations of the American Association of Physicists in Medicine Radiation Therapy Committee Task Group 65. From the comparisons of the TPS and Monte Carlo calculations, it is verified that the Monte Carlo simulation is a good approach to derive the dose distribution in heterogeneous media.
Challenges of Monte Carlo Transport
Long, Alex Roberts
2016-06-10
These are slides from a presentation for Parallel Summer School at Los Alamos National Laboratory. Solving discretized partial differential equations (PDEs) of interest can require a large number of computations. We can identify concurrency to allow parallel solution of discrete PDEs. Simulated particles histories can be used to solve the Boltzmann transport equation. Particle histories are independent in neutral particle transport, making them amenable to parallel computation. Physical parameters and method type determine the data dependencies of particle histories. Data requirements shape parallel algorithms for Monte Carlo. Then, Parallel Computational Physics and Parallel Monte Carlo are discussed and, finally, the results are given. The mesh passing method greatly simplifies the IMC implementation and allows simple load-balancing. Using MPI windows and passive, one-sided RMA further simplifies the implementation by removing target synchronization. The author is very interested in implementations of PGAS that may allow further optimization for one-sided, read-only memory access (e.g. Open SHMEM). The MPICH_RMA_OVER_DMAPP option and library is required to make one-sided messaging scale on Trinitite - Moonlight scales poorly. Interconnect specific libraries or functions are likely necessary to ensure performance. BRANSON has been used to directly compare the current standard method to a proposed method on idealized problems. The mesh passing algorithm performs well on problems that are designed to show the scalability of the particle passing method. BRANSON can now run load-imbalanced, dynamic problems. Potential avenues of improvement in the mesh passing algorithm will be implemented and explored. A suite of test problems that stress DD methods will elucidate a possible path forward for production codes.
Isotropic Monte Carlo Grain Growth
Mason, J.
2013-04-25
IMCGG performs Monte Carlo simulations of normal grain growth in metals on a hexagonal grid in two dimensions with periodic boundary conditions. This may be performed with either an isotropic or a misorientation - and incliantion-dependent grain boundary energy.
Matilainen, Kaarina; Mäntysaari, Esa A; Lidauer, Martin H; Strandén, Ismo; Thompson, Robin
2013-01-01
Estimation of variance components by Monte Carlo (MC) expectation maximization (EM) restricted maximum likelihood (REML) is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR), where the information matrix was generated via sampling; MC average information(AI), where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.
Sansourekidou, P; Allen, C; Pavord, D
2014-06-01
Purpose: To evaluate the accuracy of the Raystation electron Monte Carlo algorithm for bone and air inhomogeneity. Methods: A solid water phantom slab was drilled to contain two openings of 1.3cm diameter, 0.6cm apart. The center of the opening is at 1cm depth from the surface. Two Teflon rods of exact same diameter were inserted to investigate bone inhomogeneity. Slab is 2cm total in thickness and was placed on top of 10cm solid water. Plans were created in Raystation with clinical settings previously established for 6, 9, 12, 15 and 18MeV Elekta Infinity beams. Coronal profiles were extracted posteriorly to the inhomogeneity. EBT3 films were irradiated under the same conditions and analyzed using FilmQAPro using the red channel. Calibration films were used for all energies. Same plans and films were performed for a Varian accelerator with same energies and Eclipse Monte Carlo. Results: Air Inhomogeneities: For lower energies, Raystation- Film agreement is less than 1% for the regions of the air cavity. In the lateral interface border, Raystation underestimates dose by approximately 2%. Eclipse results are similar. For higher energies, Raystation-Film agreement remains the same across the air cavity and interface. Eclipse-Film difference increases with energy up to 5% for 18MeV, with Eclipse calculating higher doses than the film at the interface. Bone Inhomogeneities: For lower energies, Raystation underestimates the dose behind the bone up to 12%. Eclipse underestimates the dose in the same area up to 18%. For higher energies, the dose difference behind the bone decreases to 1% for Raystation and 3% for Eclipse. At the lateral interface, Raystation underestimates the dose by 2.2% and Eclipse underestimates the dose by 5%. Conclusion: Raystation prediction for air and bone is acceptable. Maximum deviations are consistent with algorithm limitations. Differences between calculations and measurement are closer for Raystation than for Eclipse.
Self-learning Monte Carlo method
NASA Astrophysics Data System (ADS)
Liu, Junwei; Qi, Yang; Meng, Zi Yang; Fu, Liang
2017-01-01
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of a general and efficient update algorithm for large size systems close to the phase transition, for which local updates perform badly. In this Rapid Communication, we propose a general-purpose Monte Carlo method, dubbed self-learning Monte Carlo (SLMC), in which an efficient update algorithm is first learned from the training data generated in trial simulations and then used to speed up the actual simulation. We demonstrate the efficiency of SLMC in a spin model at the phase transition point, achieving a 10-20 times speedup.
Jewell, J. B.; O'Dwyer, I. J.; Huey, Greg; Gorski, K. M.; Eriksen, H. K.; Wandelt, B. D. E-mail: h.k.k.eriksen@astro.uio.no
2009-05-20
We present a new Markov Chain Monte Carlo (MCMC) algorithm for cosmic microwave background (CMB) analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise inefficiency problem of the direct Gibbs sampler. The new algorithm is a simple Metropolis-Hastings sampler with a general proposal rule for the power spectrum, C {sub l}, followed by a particular deterministic rescaling operation of the sky signal, s. The acceptance probability for this joint move depends on the sky map only through the difference of {chi}{sup 2} between the original and proposed sky sample, which is close to unity in the low signal-to-noise regime. The algorithm is completed by alternating this move with a standard Gibbs move. Together, these two proposals constitute a computationally efficient algorithm for mapping out the full joint CMB posterior, both in the high and low signal-to-noise regimes.
Ojala, Jarkko J; Kapanen, Mika K; Hyödynmaa, Simo J; Wigren, Tuija K; Pitkänen, Maunu A
2014-03-06
The accuracy of dose calculation is a key challenge in stereotactic body radiotherapy (SBRT) of the lung. We have benchmarked three photon beam dose calculation algorithms--pencil beam convolution (PBC), anisotropic analytical algorithm (AAA), and Acuros XB (AXB)--implemented in a commercial treatment planning system (TPS), Varian Eclipse. Dose distributions from full Monte Carlo (MC) simulations were regarded as a reference. In the first stage, for four patients with central lung tumors, treatment plans using 3D conformal radiotherapy (CRT) technique applying 6 MV photon beams were made using the AXB algorithm, with planning criteria according to the Nordic SBRT study group. The plans were recalculated (with same number of monitor units (MUs) and identical field settings) using BEAMnrc and DOSXYZnrc MC codes. The MC-calculated dose distributions were compared to corresponding AXB-calculated dose distributions to assess the accuracy of the AXB algorithm, to which then other TPS algorithms were compared. In the second stage, treatment plans were made for ten patients with 3D CRT technique using both the PBC algorithm and the AAA. The plans were recalculated (with same number of MUs and identical field settings) with the AXB algorithm, then compared to original plans. Throughout the study, the comparisons were made as a function of the size of the planning target volume (PTV), using various dose-volume histogram (DVH) and other parameters to quantitatively assess the plan quality. In the first stage also, 3D gamma analyses with threshold criteria 3%/3mm and 2%/2 mm were applied. The AXB-calculated dose distributions showed relatively high level of agreement in the light of 3D gamma analysis and DVH comparison against the full MC simulation, especially with large PTVs, but, with smaller PTVs, larger discrepancies were found. Gamma agreement index (GAI) values between 95.5% and 99.6% for all the plans with the threshold criteria 3%/3 mm were achieved, but 2%/2 mm
Minsley, Burke J.
2011-01-01
A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a signiﬁcant degree of ﬂexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and conﬁguration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.
Minsley, B.J.
2011-01-01
A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.
Event-chain Monte Carlo for classical continuous spin models
NASA Astrophysics Data System (ADS)
Michel, Manon; Mayer, Johannes; Krauth, Werner
2015-10-01
We apply the event-chain Monte Carlo algorithm to classical continuum spin models on a lattice and clarify the condition for its validity. In the two-dimensional XY model, it outperforms the local Monte Carlo algorithm by two orders of magnitude, although it remains slower than the Wolff cluster algorithm. In the three-dimensional XY spin glass model at low temperature, the event-chain algorithm is far superior to the other algorithms.
Interaction picture density matrix quantum Monte Carlo
Malone, Fionn D. Lee, D. K. K.; Foulkes, W. M. C.; Blunt, N. S.; Shepherd, James J.; Spencer, J. S.
2015-07-28
The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N-body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures. We demonstrate that moving to the interaction picture provides substantial benefits when applying DMQMC to interacting fermions. In this first study, we focus on a system of much recent interest: the uniform electron gas in the warm dense regime. The basis set incompleteness error at finite temperature is investigated and extrapolated via a simple Monte Carlo sampling procedure. Finally, we provide benchmark calculations for a four-electron system, comparing our results to previous work where possible.
SU-E-T-416: Experimental Evaluation of a Commercial GPU-Based Monte Carlo Dose Calculation Algorithm
Paudel, M R; Beachey, D J; Sarfehnia, A; Sahgal, A; Keller, B; Kim, A; Ahmad, S
2015-06-15
Purpose: A new commercial GPU-based Monte Carlo dose calculation algorithm (GPUMCD) developed by the vendor Elekta™ to be used in the Monaco Treatment Planning System (TPS) is capable of modeling dose for both a standard linear accelerator and for an Elekta MRI-Linear accelerator (modeling magnetic field effects). We are evaluating this algorithm in two parts: commissioning the algorithm for an Elekta Agility linear accelerator (the focus of this work) and evaluating the algorithm’s ability to model magnetic field effects for an MRI-linear accelerator. Methods: A beam model was developed in the Monaco TPS (v.5.09.06) using the commissioned beam data for a 6MV Agility linac. A heterogeneous phantom representing tumor-in-lung, lung, bone-in-tissue, and prosthetic was designed/built. Dose calculations in Monaco were done using the current clinical algorithm (XVMC) and the new GPUMCD algorithm (1 mm3 voxel size, 0.5% statistical uncertainty) and in the Pinnacle TPS using the collapsed cone convolution (CCC) algorithm. These were compared with the measured doses using an ionization chamber (A1SL) and Gafchromic EBT3 films for 2×2 cm{sup 2}, 5×5 cm{sup 2}, and 10×10 cm{sup 2} field sizes. Results: The calculated central axis percentage depth doses (PDDs) in homogeneous solid water were within 2% compared to measurements for XVMC and GPUMCD. For tumor-in-lung and lung phantoms, doses calculated by all of the algorithms were within the experimental uncertainty of the measurements (±2% in the homogeneous phantom and ±3% for the tumor-in-lung or lung phantoms), except for 2×2 cm{sup 2} field size where only the CCC algorithm differs from film by 5% in the lung region. The analysis for bone-in-tissue and the prosthetic phantoms are ongoing. Conclusion: The new GPUMCD algorithm calculated dose comparable to both the XVMC algorithm and to measurements in both a homogeneous solid water medium and the heterogeneous phantom representing lung or tumor-in-lung for 2×2 cm
SU-E-T-305: Study of the Eclipse Electron Monte Carlo Algorithm for Patient Specific MU Calculations
Wang, X; Qi, S; Agazaryan, N; DeMarco, J
2014-06-01
Purpose: To evaluate the Eclipse electron Monte Carlo (eMC) algorithm based on patient specific monitor unit (MU) calculations, and to propose a new factor which quantitatively predicts the discrepancy of MUs between the eMC algorithm and hand calculations. Methods: Electron treatments were planned for 61 patients on Eclipse (Version 10.0) using the eMC algorithm for Varian TrueBeam linear accelerators. For each patient, the same treatment beam angle was kept for a point dose calculation at dmax performed with the reference condition, which used an open beam with a 15×15 cm2 size cone and 100 SSD. A patient specific correction factor (PCF) was obtained by getting the ratio between this point dose and the calibration dose, which is 1 cGy per MU delivered at dmax. The hand calculation results were corrected by the PCFs and compared with MUs from the treatment plans. Results: The MU from the treatment plans were in average (7.1±6.1)% higher than the hand calculations. The average MU difference between the corrected hand calculations and the eMC treatment plans was (0.07±3.48)%. A correlation coefficient of 0.8 was found between (1-PCF) and the percentage difference between the treatment plan and hand calculations. Most outliers were treatment plans with small beam opening (< 4 cm) and low energy beams (6 and 9 MeV). Conclusion: For CT-based patient treatment plans, the eMC algorithm tends to generate a larger MU than hand calculations. Caution should be taken for eMC patient plans with small field sizes and low energy beams. We hypothesize that the PCF ratio reflects the influence of patient surface curvature and tissue inhomogeneity to patient specific percent depth dose (PDD) curve and MU calculations in eMC algorithm.
NASA Astrophysics Data System (ADS)
Moodley, D.; Moodley, K.
2016-07-01
We optimise the parameters of the Population Monte Carlo algorithm using numerical simulations. The optimisation is based on an efficiency statistic related to the number of samples evaluated prior to convergence, and is applied to a D-dimensional Gaussian distribution to derive optimal scaling laws for the algorithm parameters. More complex distributions such as the banana and bimodal distributions are also studied. We apply these results to a cosmological parameter estimation problem that uses CMB anisotropy data from the WMAP nine-year release to constrain a six parameter adiabatic model and a fifteen parameter admixture model, consisting of correlated adiabatic and isocurvature perturbations. In the case of the adiabatic model and the admixture model we find that the number of sample points increase by factors of 3 and 20, respectively, relative: to the optimal Gaussian case. This is due to degeneracies in the underlying parameter space. The WMAP nine-year data constrain the admixture model to have an isocurvature fraction of 36.3 ± 2.8%.
Monte Carlo simulations: Hidden errors from ``good'' random number generators
NASA Astrophysics Data System (ADS)
Ferrenberg, Alan M.; Landau, D. P.; Wong, Y. Joanna
1992-12-01
The Wolff algorithm is now accepted as the best cluster-flipping Monte Carlo algorithm for beating ``critical slowing down.'' We show how this method can yield incorrect answers due to subtle correlations in ``high quality'' random number generators.
NASA Astrophysics Data System (ADS)
Lalande, Jean-Marie; Waxler, Roger; Velea, Doru
2016-04-01
As infrasonic waves propagate at long ranges through atmospheric ducts it has been suggested that observations of such waves can be used as a remote sensing techniques in order to update properties such as temperature and wind speed. In this study we investigate a new inverse approach based on Markov Chain Monte Carlo methods. This approach as the advantage of searching for the full Probability Density Function in the parameter space at a lower computational cost than extensive parameters search performed by the standard Monte Carlo approach. We apply this inverse methods to observations from the Humming Roadrunner experiment (New Mexico) and discuss implications for atmospheric updates, explosion characterization, localization and yield estimation.
Proton Upset Monte Carlo Simulation
NASA Technical Reports Server (NTRS)
O'Neill, Patrick M.; Kouba, Coy K.; Foster, Charles C.
2009-01-01
The Proton Upset Monte Carlo Simulation (PROPSET) program calculates the frequency of on-orbit upsets in computer chips (for given orbits such as Low Earth Orbit, Lunar Orbit, and the like) from proton bombardment based on the results of heavy ion testing alone. The software simulates the bombardment of modern microelectronic components (computer chips) with high-energy (.200 MeV) protons. The nuclear interaction of the proton with the silicon of the chip is modeled and nuclear fragments from this interaction are tracked using Monte Carlo techniques to produce statistically accurate predictions.
NASA Astrophysics Data System (ADS)
García-García, J.; Martín, F.; Oriols, X.; Suñé, J.
Because of its high switching speed, low power consumption and reduced complexity to implement a given function, resonant tunneling diodes (RTD's) have been recently recognized as excellent candidates for digital circuit applications [1]. Device modeling and simulation is thus important, not only to understand mesoscopic transport properties, but also to provide guidance in optimal device design and fabrication. Several approaches have been used to this end. Among kinetic models, those based on the non-equilibrium Green function formalism [2] have gained increasing interest due to their ability to incorporate coherent and incoherent interactions in a unified formulation. The Wigner distribution function approach has been also extensively used to study quantum transport in RTD's [3-6]. The main limitations of this formulation are the semiclassical treatment of carrier-phonon interactions by means of the relaxation time approximation and the huge computational burden associated to the self-consistent solution of Liouville and Poisson equations. This has imposed severe limitations on spatial domains, these being too small to succeed in the development of reliable simulation tools. Based on the Wigner function approach, we have developed a simulation tool that allows to extend the simulation domains up to hundreds of nanometers without a significant increase in computer time [7]. This tool is based on the coupling between the Wigner distribution function (quantum Liouville equation) and the Boltzmann transport equation. The former is applied to the active region of the device including the double barrier, where quantum effects are present (quantum window, QW). The latter is solved by means of a Monte Carlo algorithm and applied to the outer regions of the device, where quantum effects are not expected to occur. Since the classical Monte Carlo algorithm is much less time consuming than the discretized version of the Wigner transport equation, we can considerably
NASA Astrophysics Data System (ADS)
Izadi, Arman; Kimiagari, Ali mohammad
2014-01-01
Distribution network design as a strategic decision has long-term effect on tactical and operational supply chain management. In this research, the location-allocation problem is studied under demand uncertainty. The purposes of this study were to specify the optimal number and location of distribution centers and to determine the allocation of customer demands to distribution centers. The main feature of this research is solving the model with unknown demand function which is suitable with the real-world problems. To consider the uncertainty, a set of possible scenarios for customer demands is created based on the Monte Carlo simulation. The coefficient of variation of costs is mentioned as a measure of risk and the most stable structure for firm's distribution network is defined based on the concept of robust optimization. The best structure is identified using genetic algorithms and 14% reduction in total supply chain costs is the outcome. Moreover, it imposes the least cost variation created by fluctuation in customer demands (such as epidemic diseases outbreak in some areas of the country) to the logistical system. It is noteworthy that this research is done in one of the largest pharmaceutical distribution firms in Iran.
NASA Astrophysics Data System (ADS)
Izadi, Arman; Kimiagari, Ali Mohammad
2014-05-01
Distribution network design as a strategic decision has long-term effect on tactical and operational supply chain management. In this research, the location-allocation problem is studied under demand uncertainty. The purposes of this study were to specify the optimal number and location of distribution centers and to determine the allocation of customer demands to distribution centers. The main feature of this research is solving the model with unknown demand function which is suitable with the real-world problems. To consider the uncertainty, a set of possible scenarios for customer demands is created based on the Monte Carlo simulation. The coefficient of variation of costs is mentioned as a measure of risk and the most stable structure for firm's distribution network is defined based on the concept of robust optimization. The best structure is identified using genetic algorithms and 14 % reduction in total supply chain costs is the outcome. Moreover, it imposes the least cost variation created by fluctuation in customer demands (such as epidemic diseases outbreak in some areas of the country) to the logistical system. It is noteworthy that this research is done in one of the largest pharmaceutical distribution firms in Iran.
Mańka, Agnieszka; Nowicki, Waldemar; Nowicka, Grażyna
2013-09-01
A linear chain on a simple cubic lattice was simulated by the Metropolis Monte Carlo method using a combination of local and non-local chain modifications. Kink-jump, crankshaft, reptation and end-segment moves were used for local changes of the chain conformation, while for non-local chain rearrangements the "cut-and-paste" algorithm was employed. The statistics of local micromodifications was examined. An approximate method for estimating the conformational entropy of a polymer chain, based on the efficiency of the kink-jump motion respecting chain continuity and excluded volume constraints, was proposed. The method was tested by calculating the conformational entropy of the undisturbed chain, the chain under tension and in different solvent conditions (athermal, theta and poor) and also of the chain confined in a slit. The results of these test calculations are qualitatively consistent with expectations. Moreover, the obtained values of the conformational entropy of self avoiding chain with ends fixed over different separations, agree very well with the available literature data.
Till, Mirco S; Ullmann, G Matthias
2010-03-01
In this paper, we describe a Monte Carlo method for determining the volume of a molecule. A molecule is considered to consist of hard, overlapping spheres. The surface of the molecule is defined by rolling a probe sphere over the surface of the spheres. To determine the volume of the molecule, random points are placed in a three-dimensional box, which encloses the whole molecule. The volume of the molecule in relation to the volume of the box is estimated by calculating the ratio of the random points placed inside the molecule and the total number of random points that were placed. For computational efficiency, we use a grid-cell based neighbor list to determine whether a random point is placed inside the molecule or not. This method in combination with a graph-theoretical algorithm is used to detect internal cavities and surface clefts of molecules. Since cavities and clefts are potential water binding sites, we place water molecules in the cavities. The potential water positions can be used in molecular dynamics calculations as well as in other molecular calculations. We apply this method to several proteins and demonstrate the usefulness of the program. The described methods are all implemented in the program McVol, which is available free of charge from our website at http://www.bisb.uni-bayreuth.de/software.html .
NASA Astrophysics Data System (ADS)
Yamashita, T.; Akagi, T.; Aso, T.; Kimura, A.; Sasaki, T.
2012-11-01
The pencil beam algorithm (PBA) is reasonably accurate and fast. It is, therefore, the primary method used in routine clinical treatment planning for proton radiotherapy; still, it needs to be validated for use in highly inhomogeneous regions. In our investigation of the effect of patient inhomogeneity, PBA was compared with Monte Carlo (MC). A software framework was developed for the MC simulation of radiotherapy based on Geant4. Anatomical sites selected for the comparison were the head/neck, liver, lung and pelvis region. The dose distributions calculated by the two methods in selected examples were compared, as well as a dose volume histogram (DVH) derived from the dose distributions. The comparison of the off-center ratio (OCR) at the iso-center showed good agreement between the PBA and MC, while discrepancies were seen around the distal fall-off regions. While MC showed a fine structure on the OCR in the distal fall-off region, the PBA showed smoother distribution. The fine structures in MC calculation appeared downstream of very low-density regions. Comparison of DVHs showed that most of the target volumes were similarly covered, while some OARs located around the distal region received a higher dose when calculated by MC than the PBA.
State-of-the-art Monte Carlo 1988
Soran, P.D.
1988-06-28
Particle transport calculations in highly dimensional and physically complex geometries, such as detector calibration, radiation shielding, space reactors, and oil-well logging, generally require Monte Carlo transport techniques. Monte Carlo particle transport can be performed on a variety of computers ranging from APOLLOs to VAXs. Some of the hardware and software developments, which now permit Monte Carlo methods to be routinely used, are reviewed in this paper. The development of inexpensive, large, fast computer memory, coupled with fast central processing units, permits Monte Carlo calculations to be performed on workstations, minicomputers, and supercomputers. The Monte Carlo renaissance is further aided by innovations in computer architecture and software development. Advances in vectorization and parallelization architecture have resulted in the development of new algorithms which have greatly reduced processing times. Finally, the renewed interest in Monte Carlo has spawned new variance reduction techniques which are being implemented in large computer codes. 45 refs.
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan
2016-08-24
Here, we study the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods and leading to a discretisation bias, with the step-size level h_{L}. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretisation levels ${\\infty}$ >h_{0}>h_{1 }...>h_{L}. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence of probability distributions. A sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. In conclusion, it is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context.
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros; Jasra, Ajay; Law, Kody; ...
2016-08-24
Here, we study the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods and leading to a discretisation bias, with the step-size level hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretisation levelsmore » $${\\infty}$$ >h0>h1 ...>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence of probability distributions. A sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. In conclusion, it is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context.« less
Suitable Candidates for Monte Carlo Solutions.
ERIC Educational Resources Information Center
Lewis, Jerome L.
1998-01-01
Discusses Monte Carlo methods, powerful and useful techniques that rely on random numbers to solve deterministic problems whose solutions may be too difficult to obtain using conventional mathematics. Reviews two excellent candidates for the application of Monte Carlo methods. (ASK)
A Classroom Note on Monte Carlo Integration.
ERIC Educational Resources Information Center
Kolpas, Sid
1998-01-01
The Monte Carlo method provides approximate solutions to a variety of mathematical problems by performing random sampling simulations with a computer. Presents a program written in Quick BASIC simulating the steps of the Monte Carlo method. (ASK)
Applications of Monte Carlo Methods in Calculus.
ERIC Educational Resources Information Center
Gordon, Sheldon P.; Gordon, Florence S.
1990-01-01
Discusses the application of probabilistic ideas, especially Monte Carlo simulation, to calculus. Describes some applications using the Monte Carlo method: Riemann sums; maximizing and minimizing a function; mean value theorems; and testing conjectures. (YP)
Multiscale Monte Carlo equilibration: Pure Yang-Mills theory
NASA Astrophysics Data System (ADS)
Endres, Michael G.; Brower, Richard C.; Detmold, William; Orginos, Kostas; Pochinsky, Andrew V.
2015-12-01
We present a multiscale thermalization algorithm for lattice gauge theory, which enables efficient parallel generation of uncorrelated gauge field configurations. The algorithm combines standard Monte Carlo techniques with ideas drawn from real space renormalization group and multigrid methods. We demonstrate the viability of the algorithm for pure Yang-Mills gauge theory for both heat bath and hybrid Monte Carlo evolution, and show that it ameliorates the problem of topological freezing up to controllable lattice spacing artifacts.
Efficient cluster Monte Carlo algorithm for Ising spin glasses in more than two space dimensions
NASA Astrophysics Data System (ADS)
Ochoa, Andrew J.; Zhu, Zheng; Katzgraber, Helmut G.
2015-03-01
A cluster algorithm that speeds up slow dynamics in simulations of nonplanar Ising spin glasses away from criticality is urgently needed. In theory, the cluster algorithm proposed by Houdayer poses no advantage over local moves in systems with a percolation threshold below 50%, such as cubic lattices. However, we show that the frustration present in Ising spin glasses prevents the growth of system-spanning clusters at temperatures roughly below the characteristic energy scale J of the problem. Adding Houdayer cluster moves to simulations of Ising spin glasses for T ~ J produces a speedup that grows with the system size over conventional local moves. We show results for the nonplanar quasi-two-dimensional Chimera graph of the D-Wave Two quantum annealer, as well as conventional three-dimensional Ising spin glasses, where in both cases the addition of cluster moves speeds up thermalization visibly in the physically-interesting low temperature regime.
Monte Carlo Simulation of Plumes Spectral Emission
2005-06-07
Henyey − Greenstein scattering indicatrix SUBROUTINE Calculation of spectral (group) phase function of Monte - Carlo Simulation of Plumes...calculations; b) Computing code SRT-RTMC-NSM intended for narrow band Spectral Radiation Transfer Ray Tracing Simulation by the Monte - Carlo method with...project) Computing codes for random ( Monte - Carlo ) simulation of molecular lines with reference to a problem of radiation transfer
Monte Carlo Simulation for Perusal and Practice.
ERIC Educational Resources Information Center
Brooks, Gordon P.; Barcikowski, Robert S.; Robey, Randall R.
The meaningful investigation of many problems in statistics can be solved through Monte Carlo methods. Monte Carlo studies can help solve problems that are mathematically intractable through the analysis of random samples from populations whose characteristics are known to the researcher. Using Monte Carlo simulation, the values of a statistic are…
Monte Carlo methods in genetic analysis
Lin, Shili
1996-12-31
Many genetic analyses require computation of probabilities and likelihoods of pedigree data. With more and more genetic marker data deriving from new DNA technologies becoming available to researchers, exact computations are often formidable with standard statistical methods and computational algorithms. The desire to utilize as much available data as possible, coupled with complexities of realistic genetic models, push traditional approaches to their limits. These methods encounter severe methodological and computational challenges, even with the aid of advanced computing technology. Monte Carlo methods are therefore increasingly being explored as practical techniques for estimating these probabilities and likelihoods. This paper reviews the basic elements of the Markov chain Monte Carlo method and the method of sequential imputation, with an emphasis upon their applicability to genetic analysis. Three areas of applications are presented to demonstrate the versatility of Markov chain Monte Carlo for different types of genetic problems. A multilocus linkage analysis example is also presented to illustrate the sequential imputation method. Finally, important statistical issues of Markov chain Monte Carlo and sequential imputation, some of which are unique to genetic data, are discussed, and current solutions are outlined. 72 refs.
Moyon, F; Hernandez-Maldonado, D; Robertson, M D; Etienne, A; Castro, C; Lefebvre, W
2017-01-01
In this paper, we propose an algorithm to obtain a three-dimensional reconstruction of a single nanoparticle based on the method of atom counting. The location of atoms in three dimensions has been successfully performed using simulations of high-angle-annular-dark-field images from only three zone-axis projections, [110], [310] and [211], for a face-centred cubic particle. These three orientations are typically accessible by low-tilt holders often used in high-performance scanning transmission electron microscopes.
Monte Carlo simulations on SIMD computer architectures
Burmester, C.P.; Gronsky, R.; Wille, L.T.
1992-03-01
Algorithmic considerations regarding the implementation of various materials science applications of the Monte Carlo technique to single instruction multiple data (SMM) computer architectures are presented. In particular, implementation of the Ising model with nearest, next nearest, and long range screened Coulomb interactions on the SIMD architecture MasPar MP-1 (DEC mpp-12000) series of massively parallel computers is demonstrated. Methods of code development which optimize processor array use and minimize inter-processor communication are presented including lattice partitioning and the use of processor array spanning tree structures for data reduction. Both geometric and algorithmic parallel approaches are utilized. Benchmarks in terms of Monte Carlo updates per second for the MasPar architecture are presented and compared to values reported in the literature from comparable studies on other architectures.
Accelerated Monte Carlo by Embedded Cluster Dynamics
NASA Astrophysics Data System (ADS)
Brower, R. C.; Gross, N. A.; Moriarty, K. J. M.
1991-07-01
We present an overview of the new methods for embedding Ising spins in continuous fields to achieve accelerated cluster Monte Carlo algorithms. The methods of Brower and Tamayo and Wolff are summarized and variations are suggested for the O( N) models based on multiple embedded Z2 spin components and/or correlated projections. Topological features are discussed for the XY model and numerical simulations presented for d=2, d=3 and mean field theory lattices.
Scalable Domain Decomposed Monte Carlo Particle Transport
NASA Astrophysics Data System (ADS)
O'Brien, Matthew Joseph
In this dissertation, we present the parallel algorithms necessary to run domain decomposed Monte Carlo particle transport on large numbers of processors (millions of processors). Previous algorithms were not scalable, and the parallel overhead became more computationally costly than the numerical simulation. The main algorithms we consider are: • Domain decomposition of constructive solid geometry: enables extremely large calculations in which the background geometry is too large to fit in the memory of a single computational node. • Load Balancing: keeps the workload per processor as even as possible so the calculation runs efficiently. • Global Particle Find: if particles are on the wrong processor, globally resolve their locations to the correct processor based on particle coordinate and background domain. • Visualizing constructive solid geometry, sourcing particles, deciding that particle streaming communication is completed and spatial redecomposition. These algorithms are some of the most important parallel algorithms required for domain decomposed Monte Carlo particle transport. We demonstrate that our previous algorithms were not scalable, prove that our new algorithms are scalable, and run some of the algorithms up to 2 million MPI processes on the Sequoia supercomputer.
Chorin, Alexandre J.
2007-12-12
A sampling method for spin systems is presented. The spin lattice is written as the union of a nested sequence of sublattices, all but the last with conditionally independent spins, which are sampled in succession using their marginals. The marginals are computed concurrently by a fast algorithm; errors in the evaluation of the marginals are offset by weights. There are no Markov chains and each sample is independent of the previous ones; the cost of a sample is proportional to the number of spins (but the number of samples needed for good statistics may grow with array size). The examples include the Edwards-Anderson spin glass in three dimensions.
Chow, J; Owrangi, A; Jiang, R
2014-06-01
Purpose: This study investigated the performance of the anisotropic analytical algorithm (AAA) in dose calculation in radiotherapy concerning a small finger joint. Monte Carlo simulation (EGSnrc code) was used in this dosimetric evaluation. Methods: Heterogeneous finger joint phantom containing a vertical water layer (bone joint or cartilage) sandwiched by two bones with dimension 2 × 2 × 2 cm{sup 3} was irradiated by the 6 MV photon beams (field size = 4 × 4 cm{sup 2}). The central beam axis was along the length of the bone joint and the isocenter was set to the center of the joint. The joint width and beam angle were varied from 0.5–2 mm and 0°–15°, respectively. Depth doses were calculated using the AAA and DOSXYZnrc. For dosimetric comparison and normalization, dose calculations were repeated in water phantom using the same beam geometry. Results: Our AAA and Monte Carlo results showed that the AAA underestimated the joint doses by 10%–20%, and could not predict joint dose variation with changes of joint width and beam angle. The calculated bone dose enhancement for the AAA was lower than Monte Carlo and the depth of maximum dose for the phantom was smaller than that for the water phantom. From Monte Carlo results, there was a decrease of joint dose as its width increased. This reflected the smaller the joint width, the more the bone scatter contributed to the depth dose. Moreover, the joint dose was found slightly decreased with an increase of beam angle. Conclusion: The AAA could not handle variations of joint dose well with changes of joint width and beam angle based on our finger joint phantom. Monte Carlo results showed that the joint dose decreased with increase of joint width and beam angle. This dosimetry comparison should be useful to radiation staff in radiotherapy related to small bone joint.
Development of a Geant4 based Monte Carlo Algorithm to evaluate the MONACO VMAT treatment accuracy.
Fleckenstein, Jens; Jahnke, Lennart; Lohr, Frank; Wenz, Frederik; Hesser, Jürgen
2013-02-01
A method to evaluate the dosimetric accuracy of volumetric modulated arc therapy (VMAT) treatment plans, generated with the MONACO™ (version 3.0) treatment planning system in realistic CT-data with an independent Geant4 based dose calculation algorithm is presented. Therefore a model of an Elekta Synergy linear accelerator treatment head with an MLCi2 multileaf collimator was implemented in Geant4. The time dependent linear accelerator components were modeled by importing either logfiles of an actual plan delivery or a DICOM-RT plan sequence. Absolute dose calibration, depending on a reference measurement, was applied. The MONACO as well as the Geant4 treatment head model was commissioned with lateral profiles and depth dose curves of square fields in water and with film measurements in inhomogeneous phantoms. A VMAT treatment plan for a patient with a thoracic tumor and a VMAT treatment plan of a patient, who received treatment in the thoracic spine region including metallic implants, were used for evaluation. MONACO, as well as Geant4, depth dose curves and lateral profiles of square fields had a mean local gamma (2%, 2mm) tolerance criteria agreement of more than 95% for all fields. Film measurements in inhomogeneous phantoms with a global gamma of (3%, 3mm) showed a pass rate above 95% in all voxels receiving more than 25% of the maximum dose. A dose-volume-histogram comparison of the VMAT patient treatment plans showed mean deviations between Geant4 and MONACO of -0.2% (first patient) and 2.0% (second patient) for the PTVs and (0.5±1.0)% and (1.4±1.1)% for the organs at risk in relation to the prescription dose. The presented method can be used to validate VMAT dose distributions generated by a large number of small segments in regions with high electron density gradients. The MONACO dose distributions showed good agreement with Geant4 and film measurements within the simulation and measurement errors.
Zimmerman, G.B.
1997-06-24
Monte Carlo methods appropriate to simulate the transport of x-rays, neutrons, ion and electrons in Inertial Confinement Fusion targets are described and analyzed. The Implicit Monte Carlo method of x-ray transport handles symmetry within indirect drive ICF hohlraums well, but can be improved 50X in efficiency by angular biasing the x-rays towards the fuel capsule. Accurate simulation of thermonuclear burns nd burn diagnostics involves detailed particle source spectra, charged particle ranges, inflight reaction kinematics, corrections for bulk and thermal Doppler effects and variance reduction to obtain adequate statistics for rare events. It is found that the effects of angular Coulomb scattering must be included in models of charged particle transport through heterogeneous materials.
Womersley, J. . Dept. of Physics)
1992-10-01
The D0 detector at the Fermilab Tevatron began its first data taking run in May 1992. For analysis of the expected 25 pb[sup [minus]1] data sample, roughly half a million simulated events will be needed. The GEANT-based Monte Carlo program used to generate these events is described, together with comparisons to test beam data. Some novel techniques used to speed up execution and simplify geometrical input are described.
Bayesian phylogeny analysis via stochastic approximation Monte Carlo.
Cheon, Sooyoung; Liang, Faming
2009-11-01
Monte Carlo methods have received much attention in the recent literature of phylogeny analysis. However, the conventional Markov chain Monte Carlo algorithms, such as the Metropolis-Hastings algorithm, tend to get trapped in a local mode in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method is compared with two popular Bayesian phylogeny software, BAMBE and MrBayes, on simulated and real datasets. The numerical results indicate that our method outperforms BAMBE and MrBayes. Among the three methods, SAMC produces the consensus trees which have the highest similarity to the true trees, and the model parameter estimates which have the smallest mean square errors, but costs the least CPU time.
MontePython: Implementing Quantum Monte Carlo using Python
NASA Astrophysics Data System (ADS)
Nilsen, Jon Kristian
2007-11-01
We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and diffusion Monte Carlo and we describe how to implement theses methods in pure C++ and C++/Python. Furthermore we check the efficiency of the implementations in serial and parallel cases to show that the overhead using Python can be negligible. Program summaryProgram title: MontePython Catalogue identifier: ADZP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 49 519 No. of bytes in distributed program, including test data, etc.: 114 484 Distribution format: tar.gz Programming language: C++, Python Computer: PC, IBM RS6000/320, HP, ALPHA Operating system: LINUX Has the code been vectorised or parallelized?: Yes, parallelized with MPI Number of processors used: 1-96 RAM: Depends on physical system to be simulated Classification: 7.6; 16.1 Nature of problem: Investigating ab initio quantum mechanical systems, specifically Bose-Einstein condensation in dilute gases of 87Rb Solution method: Quantum Monte Carlo Running time: 225 min with 20 particles (with 4800 walkers moved in 1750 time steps) on 1 AMD Opteron TM Processor 2218 processor; Production run for, e.g., 200 particles takes around 24 hours on 32 such processors.
Combinatorial geometry domain decomposition strategies for Monte Carlo simulations
Li, G.; Zhang, B.; Deng, L.; Mo, Z.; Liu, Z.; Shangguan, D.; Ma, Y.; Li, S.; Hu, Z.
2013-07-01
Analysis and modeling of nuclear reactors can lead to memory overload for a single core processor when it comes to refined modeling. A method to solve this problem is called 'domain decomposition'. In the current work, domain decomposition algorithms for a combinatorial geometry Monte Carlo transport code are developed on the JCOGIN (J Combinatorial Geometry Monte Carlo transport INfrastructure). Tree-based decomposition and asynchronous communication of particle information between domains are described in the paper. Combination of domain decomposition and domain replication (particle parallelism) is demonstrated and compared with that of MERCURY code. A full-core reactor model is simulated to verify the domain decomposition algorithms using the Monte Carlo particle transport code JMCT (J Monte Carlo Transport Code), which has being developed on the JCOGIN infrastructure. Besides, influences of the domain decomposition algorithms to tally variances are discussed. (authors)
NASA Astrophysics Data System (ADS)
Lindsay, A.; McCloskey, J.; Nalbant, S. S.; Simao, N.; Murphy, S.; NicBhloscaidh, M.; Steacy, S.
2013-12-01
Identifying fault sections where slip deficits have accumulated may provide a means for understanding sequences of large megathrust earthquakes. Stress accumulated during the interseismic period on locked sections of an active fault is stored as potential slip. Where this potential slip remains unreleased during earthquakes, a slip deficit can be said to have accrued. Analysis of the spatial distribution of slip during antecedent events along the fault will show where the locked plate has spent its stored slip and indicate where the potential for large events remains. The location of recent earthquakes and their distribution of slip can be estimated instrumentally. To develop the idea of long-term slip-deficit modelling it is necessary to constrain the size and distribution of slip for pre-instrumental events dating back hundreds of years covering more than one ';seismic cycle'. This requires the exploitation of proxy sources of data. Coral microatolls, growing in the intertidal zone of the outer island arc of the Sunda trench, present the possibility of producing high resolution reconstructions of slip for a number of pre-instrumental earthquakes. Their growth is influenced by tectonic flexing of the continental plate beneath them allows them to act as long term geodetic recorders. However, the sparse distribution of data available using coral geodesy results in a under determined problem with non-unique solutions. Instead of producing one definite model satisfying the observed corals displacements, a Monte Carlo Slip Estimator based on a Genetic Algorithm (MCSE-GA) accelerating the rate of convergence is used to identify a suite of models consistent with the data. Successive iterations of the MCSE-GA sample different displacements at each coral location, from within the spread of associated uncertainties, producing a catalog of models from the full range of possibilities. The suite of best slip distributions are weighted according to their fitness and stacked to
NASA Astrophysics Data System (ADS)
Łukomska, Sandra; Kukołowicz, Paweł; Zawadzka, Anna; Gruda, Mariusz; Giżyńska, Marta; Jankowska, Anna; Piziorska, Maria
2016-09-01
The aim of the study was to verify the accuracy of calculations of dose distributions for electron beams performed using the electron Monte Carlo (eMC) v.10.0.28 algorithm implemented in the Eclipse treatment planning system (Varian Medical Systems). Implementation of the objective of the study was carried out in two stages. In the first stage the influence of several parameters defined by the user on the calculation accuracy was assessed. After selecting a set of parameters for which the best results were obtained a series of tests were carried. The tests were carried out in accordance with the recommendations of the Polish Society of Medical Physics (PSMP). The calculation and measurement of dose rate under reference conditions for semi quadratic and shaped fields were compared by individual cut-outs. We compared the calculated and measured percent depth doses, profiles and output factors for beams with an energy of 6, 9, 12, 15 and 18 MeV, for semi quadratic fields and for three different SSDs 100, 110, and 120 cm. All tests were carried out for beams generated in the Varian 2300CD Clinac linear accelerator. The results obtained during the first stage of the study demonstrated that the highest compliance between the calculations and measurements were obtained for the mean statistical uncertainty equal to 1, and the parameter responsible for smoothing the statistical noise defined as medium. Comparisons were made showing similar compliance calculations and measurements for the calculation grid of 0.1 cm and 0.25 cm and therefore the remaining part of the study was carried out for these two grids. In stage 2 it was demonstrated that the use of calculation grid of 0.1 cm allows for greater compliance of calculations and measurements. For energy 12, 15 and 18 MeV discrepancies between calculations and measurements, in most cases, did not exceed the PSMP action levels. The biggest differences between measurements and calculations were obtained for 6 MeV energy, for
Semistochastic Projector Monte Carlo Method
NASA Astrophysics Data System (ADS)
Petruzielo, F. R.; Holmes, A. A.; Changlani, Hitesh J.; Nightingale, M. P.; Umrigar, C. J.
2012-12-01
We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix multiplication is partially implemented numerically exactly and partially stochastically with respect to expectation values only. Compared to a fully stochastic method, the semistochastic approach significantly reduces the computational time required to obtain the eigenvalue to a specified statistical uncertainty. This is demonstrated by the application of the semistochastic quantum Monte Carlo method to systems with a sign problem: the fermion Hubbard model and the carbon dimer.
NASA Astrophysics Data System (ADS)
Mousseau, Nomand
2012-02-01
While kinetic Monte Carlo algorithm has been proposed almost 40 years ago, its application in materials science has been mostly limited to lattice-based motion due to the difficulties associated with identifying new events and building usable catalogs when atoms moved into off-lattice position. Here, I present the kinetic activation-relaxation technique (kinetic ART) is an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search [1]. It combines ART nouveau [2], a very efficient unbiased open-ended activated method for finding transition states, with a topological classification [3] that allows a discrete cataloguing of local environments in complex systems, including disordered materials. In kinetic ART, local topologies are first identified for all atoms in a system. ART nouveau event searches are then launched for new topologies, building an extensive catalog of barriers and events. Next, all low energy events are fully reconstructed and relaxed, allowing to take complete account of elastic effects in the system's kinetics. Using standard kinetic Monte Carlo, the clock is brought forward and an event is then selected and applied before a new search for topologies is launched. In addition to presenting the various elements of the algorithm, I will discuss three recent applications to ion-bombarded silicon, defect diffusion in Fe and structural relaxation in amorphous silicon.[4pt] This work was done in collaboration with Laurent Karim B'eland, Peter Brommer, Fedwa El-Mellouhi, Jean-Francois Joly and Laurent Lewis.[4pt] [1] F. El-Mellouhi, N. Mousseau and L.J. Lewis, Phys. Rev. B. 78, 153202 (2008); L.K. B'eland et al., Phys. Rev. E 84, 046704 (2011).[2] G.T. Barkema and N. Mousseau, Phys. Rev. Lett. 77, 4358 (1996); E. Machado-Charry et al., J. Chem Phys. 135, 034102, (2011).[3] B.D. McKay, Congressus Numerantium 30, 45 (1981).
Multidimensional stochastic approximation Monte Carlo
NASA Astrophysics Data System (ADS)
Zablotskiy, Sergey V.; Ivanov, Victor A.; Paul, Wolfgang
2016-06-01
Stochastic Approximation Monte Carlo (SAMC) has been established as a mathematically founded powerful flat-histogram Monte Carlo method, used to determine the density of states, g (E ) , of a model system. We show here how it can be generalized for the determination of multidimensional probability distributions (or equivalently densities of states) of macroscopic or mesoscopic variables defined on the space of microstates of a statistical mechanical system. This establishes this method as a systematic way for coarse graining a model system, or, in other words, for performing a renormalization group step on a model. We discuss the formulation of the Kadanoff block spin transformation and the coarse-graining procedure for polymer models in this language. We also apply it to a standard case in the literature of two-dimensional densities of states, where two competing energetic effects are present g (E1,E2) . We show when and why care has to be exercised when obtaining the microcanonical density of states g (E1+E2) from g (E1,E2) .
Single scatter electron Monte Carlo
Svatos, M.M.
1997-03-01
A single scatter electron Monte Carlo code (SSMC), CREEP, has been written which bridges the gap between existing transport methods and modeling real physical processes. CREEP simulates ionization, elastic and bremsstrahlung events individually. Excitation events are treated with an excitation-only stopping power. The detailed nature of these simulations allows for calculation of backscatter and transmission coefficients, backscattered energy spectra, stopping powers, energy deposits, depth dose, and a variety of other associated quantities. Although computationally intense, the code relies on relatively few mathematical assumptions, unlike other charged particle Monte Carlo methods such as the commonly-used condensed history method. CREEP relies on sampling the Lawrence Livermore Evaluated Electron Data Library (EEDL) which has data for all elements with an atomic number between 1 and 100, over an energy range from approximately several eV (or the binding energy of the material) to 100 GeV. Compounds and mixtures may also be used by combining the appropriate element data via Bragg additivity.
Parallel Monte Carlo Simulation for control system design
NASA Technical Reports Server (NTRS)
Schubert, Wolfgang M.
1995-01-01
The research during the 1993/94 academic year addressed the design of parallel algorithms for stochastic robustness synthesis (SRS). SRS uses Monte Carlo simulation to compute probabilities of system instability and other design-metric violations. The probabilities form a cost function which is used by a genetic algorithm (GA). The GA searches for the stochastic optimal controller. The existing sequential algorithm was analyzed and modified to execute in a distributed environment. For this, parallel approaches to Monte Carlo simulation and genetic algorithms were investigated. Initial empirical results are available for the KSR1.
Monte Carlo procedure for protein design
NASA Astrophysics Data System (ADS)
Irbäck, Anders; Peterson, Carsten; Potthast, Frank; Sandelin, Erik
1998-11-01
A method for sequence optimization in protein models is presented. The approach, which has inherited its basic philosophy from recent work by Deutsch and Kurosky [Phys. Rev. Lett. 76, 323 (1996)] by maximizing conditional probabilities rather than minimizing energy functions, is based upon a different and very efficient multisequence Monte Carlo scheme. By construction, the method ensures that the designed sequences represent good folders thermodynamically. A bootstrap procedure for the sequence space search is devised making very large chains feasible. The algorithm is successfully explored on the two-dimensional HP model [K. F. Lau and K. A. Dill, Macromolecules 32, 3986 (1989)] with chain lengths N=16, 18, and 32.
Marcus, Ryan C.
2012-07-24
Overview of this presentation is (1) Exascale computing - different technologies, getting there; (2) high-performance proof-of-concept MCMini - features and results; and (3) OpenCL toolkit - Oatmeal (OpenCL Automatic Memory Allocation Library) - purpose and features. Despite driver issues, OpenCL seems like a good, hardware agnostic tool. MCMini demonstrates the possibility for GPGPU-based Monte Carlo methods - it shows great scaling for HPC application and algorithmic equivalence. Oatmeal provides a flexible framework to aid in the development of scientific OpenCL codes.
NASA Astrophysics Data System (ADS)
Beland, Laurent Karim; El-Mellouhi, Fedwa; Mousseau, Normand
2010-03-01
Using a topological classification of eventsfootnotetextB. D. McKay, Congressus Numerantium 30, 45 (1981). combined with the Activation-Relaxation Technique (ART nouveau) for the generation of diffusion pathways, the kinetic ART (k-ART)footnotetextF. El-Mellouhi, N. Mousseau and L. J. Lewis, Phys Rev B, 78,15 (2008). lifts many restrictions generally associated with standard kinetic Monte Carlo algorithms. In particular, it can treat on and off-lattice atomic positions and handles exactly long-range elastic deformation. Here we introduce a set of modifications to k-ART that reduce the computational cost of the algorithm to near order 1 and show applications of the algorithm to the diffusion of vacancy and interstitial complexes in large models of crystalline Si (100 000 atoms).
Chemical application of diffusion quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Reynolds, P. J.; Lester, W. A., Jr.
1983-10-01
The diffusion quantum Monte Carlo (QMC) method gives a stochastic solution to the Schroedinger equation. As an example the singlet-triplet splitting of the energy of the methylene molecule CH2 is given. The QMC algorithm was implemented on the CYBER 205, first as a direct transcription of the algorithm running on our VAX 11/780, and second by explicitly writing vector code for all loops longer than a crossover length C. The speed of the codes relative to one another as a function of C, and relative to the VAX is discussed. Since CH2 has only eight electrons, most of the loops in this application are fairly short. The longest inner loops run over the set of atomic basis functions. The CPU time dependence obtained versus the number of basis functions is discussed and compared with that obtained from traditional quantum chemistry codes and that obtained from traditional computer architectures. Finally, preliminary work on restructuring the algorithm to compute the separate Monte Carlo realizations in parallel is discussed.
NASA Astrophysics Data System (ADS)
Kamibayashi, Yuki; Miura, Shinichi
2016-08-01
In the present study, variational path integral molecular dynamics and associated hybrid Monte Carlo (HMC) methods have been developed on the basis of a fourth order approximation of a density operator. To reveal various parameter dependence of physical quantities, we analytically solve one dimensional harmonic oscillators by the variational path integral; as a byproduct, we obtain the analytical expression of the discretized density matrix using the fourth order approximation for the oscillators. Then, we apply our methods to realistic systems like a water molecule and a para-hydrogen cluster. In the HMC, we adopt two level description to avoid the time consuming Hessian evaluation. For the systems examined in this paper, the HMC method is found to be about three times more efficient than the molecular dynamics method if appropriate HMC parameters are adopted; the advantage of the HMC method is suggested to be more evident for systems described by many body interaction.
NASA Astrophysics Data System (ADS)
Kim, Sung Jin; Kim, Sung Kyu; Kim, Dong Ho
2015-07-01
Treatment planning system calculations in inhomogeneous regions may present significant inaccuracies due to loss of electronic equilibrium. In this study, three different dose calculation algorithms, pencil beam (PB), collapsed cone (CC), and Monte-Carlo (MC), provided by our planning system were compared to assess their impact on the three-dimensional planning of lung and breast cases. A total of five breast and five lung cases were calculated by using the PB, CC, and MC algorithms. Planning treatment volume (PTV) and organs at risk (OARs) delineations were performed according to our institution's protocols on the Oncentra MasterPlan image registration module, on 0.3-0.5 cm computed tomography (CT) slices taken under normal respiration conditions. Intensitymodulated radiation therapy (IMRT) plans were calculated for the three algorithm for each patient. The plans were conducted on the Oncentra MasterPlan (PB and CC) and CMS Monaco (MC) treatment planning systems for 6 MV. The plans were compared in terms of the dose distribution in target, the OAR volumes, and the monitor units (MUs). Furthermore, absolute dosimetry was measured using a three-dimensional diode array detector (ArcCHECK) to evaluate the dose differences in a homogeneous phantom. Comparing the dose distributions planned by using the PB, CC, and MC algorithms, the PB algorithm provided adequate coverage of the PTV. The MUs calculated using the PB algorithm were less than those calculated by using. The MC algorithm showed the highest accuracy in terms of the absolute dosimetry. Differences were found when comparing the calculation algorithms. The PB algorithm estimated higher doses for the target than the CC and the MC algorithms. The PB algorithm actually overestimated the dose compared with those calculated by using the CC and the MC algorithms. The MC algorithm showed better accuracy than the other algorithms.
Discrete range clustering using Monte Carlo methods
NASA Technical Reports Server (NTRS)
Chatterji, G. B.; Sridhar, B.
1993-01-01
For automatic obstacle avoidance guidance during rotorcraft low altitude flight, a reliable model of the nearby environment is needed. Such a model may be constructed by applying surface fitting techniques to the dense range map obtained by active sensing using radars. However, for covertness, passive sensing techniques using electro-optic sensors are desirable. As opposed to the dense range map obtained via active sensing, passive sensing algorithms produce reliable range at sparse locations, and therefore, surface fitting techniques to fill the gaps in the range measurement are not directly applicable. Both for automatic guidance and as a display for aiding the pilot, these discrete ranges need to be grouped into sets which correspond to objects in the nearby environment. The focus of this paper is on using Monte Carlo methods for clustering range points into meaningful groups. One of the aims of the paper is to explore whether simulated annealing methods offer significant advantage over the basic Monte Carlo method for this class of problems. We compare three different approaches and present application results of these algorithms to a laboratory image sequence and a helicopter flight sequence.
A Monte Carlo Approach for Adaptive Testing with Content Constraints
ERIC Educational Resources Information Center
Belov, Dmitry I.; Armstrong, Ronald D.; Weissman, Alexander
2008-01-01
This article presents a new algorithm for computerized adaptive testing (CAT) when content constraints are present. The algorithm is based on shadow CAT methodology to meet content constraints but applies Monte Carlo methods and provides the following advantages over shadow CAT: (a) lower maximum item exposure rates, (b) higher utilization of the…
Ojala, Jarkko; Kapanen, Mika; Hyödynmaa, Simo
2016-06-01
New version 13.6.23 of the electron Monte Carlo (eMC) algorithm in Varian Eclipse™ treatment planning system has a model for 4MeV electron beam and some general improvements for dose calculation. This study provides the first overall accuracy assessment of this algorithm against full Monte Carlo (MC) simulations for electron beams from 4MeV to 16MeV with most emphasis on the lower energy range. Beams in a homogeneous water phantom and clinical treatment plans were investigated including measurements in the water phantom. Two different material sets were used with full MC: (1) the one applied in the eMC algorithm and (2) the one included in the Eclipse™ for other algorithms. The results of clinical treatment plans were also compared to those of the older eMC version 11.0.31. In the water phantom the dose differences against the full MC were mostly less than 3% with distance-to-agreement (DTA) values within 2mm. Larger discrepancies were obtained in build-up regions, at depths near the maximum electron ranges and with small apertures. For the clinical treatment plans the overall dose differences were mostly within 3% or 2mm with the first material set. Larger differences were observed for a large 4MeV beam entering curved patient surface with extended SSD and also in regions of large dose gradients. Still the DTA values were within 3mm. The discrepancies between the eMC and the full MC were generally larger for the second material set. The version 11.0.31 performed always inferiorly, when compared to the 13.6.23.
Chemical application of diffusion quantum Monte Carlo
NASA Technical Reports Server (NTRS)
Reynolds, P. J.; Lester, W. A., Jr.
1984-01-01
The diffusion quantum Monte Carlo (QMC) method gives a stochastic solution to the Schroedinger equation. This approach is receiving increasing attention in chemical applications as a result of its high accuracy. However, reducing statistical uncertainty remains a priority because chemical effects are often obtained as small differences of large numbers. As an example, the single-triplet splitting of the energy of the methylene molecule CH sub 2 is given. The QMC algorithm was implemented on the CYBER 205, first as a direct transcription of the algorithm running on the VAX 11/780, and second by explicitly writing vector code for all loops longer than a crossover length C. The speed of the codes relative to one another as a function of C, and relative to the VAX, are discussed. The computational time dependence obtained versus the number of basis functions is discussed and this is compared with that obtained from traditional quantum chemistry codes and that obtained from traditional computer architectures.
NASA Astrophysics Data System (ADS)
Chan, EuJin; Lydon, Jenny; Kron, Tomas
2015-03-01
This study aims to investigate the effects of oblique incidence, small field size and inhomogeneous media on the electron dose distribution, and to compare calculated (Elekta/CMS XiO) and measured results. All comparisons were done in terms of absolute dose. A new measuring method was developed for high resolution, absolute dose measurement of non-standard beams using Gafchromic® EBT3 film. A portable U-shaped holder was designed and constructed to hold EBT3 films vertically in a reproducible setup submerged in a water phantom. The experimental film method was verified with ionisation chamber measurements and agreed to within 2% or 1 mm. Agreement between XiO electron Monte Carlo (eMC) and EBT3 was within 2% or 2 mm for most standard fields and 3% or 3 mm for the non-standard fields. Larger differences were seen in the build-up region where XiO eMC overestimates dose by up to 10% for obliquely incident fields and underestimates the dose for small circular fields by up to 5% when compared to measurement. Calculations with inhomogeneous media mimicking ribs, lung and skull tissue placed at the side of the film in water agreed with measurement to within 3% or 3 mm. Gafchromic film in water proved to be a convenient high spatial resolution method to verify dose distributions from electrons in non-standard conditions including irradiation in inhomogeneous media.
Sloan, D.P.
1983-05-01
Morel (1981) has developed multigroup Legendre cross sections suitable for input to standard discrete ordinates transport codes for performing charged-particle Fokker-Planck calculations in one-dimensional slab and spherical geometries. Since the Monte Carlo neutron transport code, MORSE, uses the same multigroup cross section data that discrete ordinates codes use, it was natural to consider whether Fokker-Planck calculations could be performed with MORSE. In order to extend the unique three-dimensional forward or adjoint capability of MORSE to Fokker-Planck calculations, the MORSE code was modified to correctly treat the delta-function scattering of the energy operator, and a new set of physically acceptable cross sections was derived to model the angular operator. Morel (1979) has also developed multigroup Legendre cross sections suitable for input to standard discrete ordinates codes for performing electron Boltzmann calculations. These electron cross sections may be treated in MORSE with the same methods developed to treat the Fokker-Planck cross sections. The large magnitude of the elastic scattering cross section, however, severely increases the computation or run time. It is well-known that approximate elastic cross sections are easily obtained by applying the extended transport (or delta function) correction to the Legendre coefficients of the exact cross section. An exact method for performing the extended transport cross section correction produces cross sections which are physically acceptable. Sample calculations using electron cross sections have demonstrated this new technique to be very effective in decreasing the large magnitude of the cross sections.
Monte Carlo Shower Counter Studies
NASA Technical Reports Server (NTRS)
Snyder, H. David
1991-01-01
Activities and accomplishments related to the Monte Carlo shower counter studies are summarized. A tape of the VMS version of the GEANT software was obtained and installed on the central computer at Gallaudet University. Due to difficulties encountered in updating this VMS version, a decision was made to switch to the UNIX version of the package. This version was installed and used to generate the set of data files currently accessed by various analysis programs. The GEANT software was used to write files of data for positron and proton showers. Showers were simulated for a detector consisting of 50 alternating layers of lead and scintillator. Each file consisted of 1000 events at each of the following energies: 0.1, 0.5, 2.0, 10, 44, and 200 GeV. Data analysis activities related to clustering, chi square, and likelihood analyses are summarized. Source code for the GEANT user subprograms and data analysis programs are provided along with example data plots.
Towards Fast, Scalable Hard Particle Monte Carlo Simulations on GPUs
NASA Astrophysics Data System (ADS)
Anderson, Joshua A.; Irrgang, M. Eric; Glaser, Jens; Harper, Eric S.; Engel, Michael; Glotzer, Sharon C.
2014-03-01
Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little attention because of the inherent serial nature of the statistical sampling. We discuss the implementation of Monte Carlo for arbitrary hard shapes in HOOMD-blue, a GPU-accelerated particle simulation tool, to enable million particle simulations in a field where thousands is the norm. In this talk, we discuss our progress on basic parallel algorithms, optimizations that maximize GPU performance, and communication patterns for scaling to multiple GPUs. Research applications include colloidal assembly and other uses in materials design, biological aggregation, and operations research.
Ojala, Jarkko; Kapanen, Mika; Sipilä, Petri; Hyödynmaa, Simo; Pitkänen, Maunu
2014-09-08
In this study, the clinical benefit of the improved accuracy of the Acuros XB (AXB) algorithm, implemented in a commercial radiotherapy treatment planning system (TPS), Varian Eclipse, was demonstrated with beams traversing a high-Z material. This is also the first study assessing the accuracy of the AXB algorithm applying volumetric modulated arc therapy (VMAT) technique compared to full Monte Carlo (MC) simulations. In the first phase the AXB algorithm was benchmarked against point dosimetry, film dosimetry, and full MC calculation in a water-filled anthropometric phantom with a unilateral hip implant. Also the validity of the full MC calculation used as reference method was demonstrated. The dose calculations were performed both in original computed tomography (CT) dataset, which included artifacts, and in corrected CT dataset, where constant Hounsfield unit (HU) value assignment for all the materials was made. In the second phase, a clinical treatment plan was prepared for a prostate cancer patient with a unilateral hip implant. The plan applied a hybrid VMAT technique that included partial arcs that avoided passing through the implant and static beams traversing the implant. Ultimately, the AXB-calculated dose distribution was compared to the recalculation by the full MC simulation to assess the accuracy of the AXB algorithm in clinical setting. A recalculation with the anisotropic analytical algorithm (AAA) was also performed to quantify the benefit of the improved dose calculation accuracy of type 'c' algorithm (AXB) over type 'b' algorithm (AAA). The agreement between the AXB algorithm and the full MC model was very good inside and in the vicinity of the implant and elsewhere, which verifies the accuracy of the AXB algorithm for patient plans with beams traversing through high-Z material, whereas the AAA produced larger discrepancies.
NASA Astrophysics Data System (ADS)
Guerra, Pedro; Udías, José M.; Herranz, Elena; Santos-Miranda, Juan Antonio; Herraiz, Joaquín L.; Valdivieso, Manlio F.; Rodríguez, Raúl; Calama, Juan A.; Pascau, Javier; Calvo, Felipe A.; Illana, Carlos; Ledesma-Carbayo, María J.; Santos, Andrés
2014-12-01
This work analysed the feasibility of using a fast, customized Monte Carlo (MC) method to perform accurate computation of dose distributions during pre- and intraplanning of intraoperative electron radiation therapy (IOERT) procedures. The MC method that was implemented, which has been integrated into a specific innovative simulation and planning tool, is able to simulate the fate of thousands of particles per second, and it was the aim of this work to determine the level of interactivity that could be achieved. The planning workflow enabled calibration of the imaging and treatment equipment, as well as manipulation of the surgical frame and insertion of the protection shields around the organs at risk and other beam modifiers. In this way, the multidisciplinary team involved in IOERT has all the tools necessary to perform complex MC dosage simulations adapted to their equipment in an efficient and transparent way. To assess the accuracy and reliability of this MC technique, dose distributions for a monoenergetic source were compared with those obtained using a general-purpose software package used widely in medical physics applications. Once accuracy of the underlying simulator was confirmed, a clinical accelerator was modelled and experimental measurements in water were conducted. A comparison was made with the output from the simulator to identify the conditions under which accurate dose estimations could be obtained in less than 3 min, which is the threshold imposed to allow for interactive use of the tool in treatment planning. Finally, a clinically relevant scenario, namely early-stage breast cancer treatment, was simulated with pre- and intraoperative volumes to verify that it was feasible to use the MC tool intraoperatively and to adjust dose delivery based on the simulation output, without compromising accuracy. The workflow provided a satisfactory model of the treatment head and the imaging system, enabling proper configuration of the treatment planning
Kang, Sei-Kwon; Yoon, Jai-Woong; Hwang, Taejin; Park, Soah; Cheong, Kwang-Ho; Jin Han, Tae; Kim, Haeyoung; Lee, Me-Yeon; Ju Kim, Kyoung Bae, Hoonsik
2015-10-01
A metallic contact eye shield has sometimes been used for eyelid treatment, but dose distribution has never been reported for a patient case. This study aimed to show the shield-incorporated CT-based dose distribution using the Pinnacle system and Monte Carlo (MC) calculation for 3 patient cases. For the artifact-free CT scan, an acrylic shield machined as the same size as that of the tungsten shield was used. For the MC calculation, BEAMnrc and DOSXYZnrc were used for the 6-MeV electron beam of the Varian 21EX, in which information for the tungsten, stainless steel, and aluminum material for the eye shield was used. The same plan was generated on the Pinnacle system and both were compared. The use of the acrylic shield produced clear CT images, enabling delineation of the regions of interest, and yielded CT-based dose calculation for the metallic shield. Both the MC and the Pinnacle systems showed a similar dose distribution downstream of the eye shield, reflecting the blocking effect of the metallic eye shield. The major difference between the MC and the Pinnacle results was the target eyelid dose upstream of the shield such that the Pinnacle system underestimated the dose by 19 to 28% and 11 to 18% for the maximum and the mean doses, respectively. The pattern of dose difference between the MC and the Pinnacle systems was similar to that in the previous phantom study. In conclusion, the metallic eye shield was successfully incorporated into the CT-based planning, and the accurate dose calculation requires MC simulation.
Guerra, Pedro; Udías, José M; Herranz, Elena; Santos-Miranda, Juan Antonio; Herraiz, Joaquín L; Valdivieso, Manlio F; Rodríguez, Raúl; Calama, Juan A; Pascau, Javier; Calvo, Felipe A; Illana, Carlos; Ledesma-Carbayo, María J; Santos, Andrés
2014-12-07
This work analysed the feasibility of using a fast, customized Monte Carlo (MC) method to perform accurate computation of dose distributions during pre- and intraplanning of intraoperative electron radiation therapy (IOERT) procedures. The MC method that was implemented, which has been integrated into a specific innovative simulation and planning tool, is able to simulate the fate of thousands of particles per second, and it was the aim of this work to determine the level of interactivity that could be achieved. The planning workflow enabled calibration of the imaging and treatment equipment, as well as manipulation of the surgical frame and insertion of the protection shields around the organs at risk and other beam modifiers. In this way, the multidisciplinary team involved in IOERT has all the tools necessary to perform complex MC dosage simulations adapted to their equipment in an efficient and transparent way. To assess the accuracy and reliability of this MC technique, dose distributions for a monoenergetic source were compared with those obtained using a general-purpose software package used widely in medical physics applications. Once accuracy of the underlying simulator was confirmed, a clinical accelerator was modelled and experimental measurements in water were conducted. A comparison was made with the output from the simulator to identify the conditions under which accurate dose estimations could be obtained in less than 3 min, which is the threshold imposed to allow for interactive use of the tool in treatment planning. Finally, a clinically relevant scenario, namely early-stage breast cancer treatment, was simulated with pre- and intraoperative volumes to verify that it was feasible to use the MC tool intraoperatively and to adjust dose delivery based on the simulation output, without compromising accuracy. The workflow provided a satisfactory model of the treatment head and the imaging system, enabling proper configuration of the treatment planning
Improved Monte Carlo Renormalization Group Method
DOE R&D Accomplishments Database
Gupta, R.; Wilson, K. G.; Umrigar, C.
1985-01-01
An extensive program to analyze critical systems using an Improved Monte Carlo Renormalization Group Method (IMCRG) being undertaken at LANL and Cornell is described. Here we first briefly review the method and then list some of the topics being investigated.
Pennington, A; Selvaraj, R; Kirkpatrick, S; Oliveira, S; Leventouri, T
2014-06-01
Purpose: The latest publications indicate that the Ray Tracing algorithm significantly overestimates the dose delivered as compared to the Monte Carlo (MC) algorithm. The purpose of this study is to quantify this overestimation and to identify significant correlations between the RT and MC calculated dose distributions. Methods: Preliminary results are based on 50 preexisting RT algorithm dose optimization and calculation treatment plans prepared on the Multiplan treatment planning system (Accuray Inc., Sunnyvale, CA). The analysis will be expanded to include 100 plans. These plans are recalculated using the MC algorithm, with high resolution and 1% uncertainty. The geometry and number of beams for a given plan, as well as the number of monitor units, is constant for the calculations for both algorithms and normalized differences are compared. Results: MC calculated doses were significantly smaller than RT doses. The D95 of the PTV was 27% lower for the MC calculation. The GTV and PTV mean coverage were 13 and 39% less for MC calculation. The first parameter of conformality, as defined as the ratio of the Prescription Isodose Volume to the PTV Volume was on average 1.18 for RT and 0.62 for MC. Maximum doses delivered to OARs was reduced in the MC plans. The doses for 1000 and 1500 cc of total lung minus PTV, respectively were reduced by 39% and 53% for the MC plans. The correlation of the ratio of air in PTV to the PTV with the difference in PTV coverage had a coefficient of −0.54. Conclusion: The preliminary results confirm that the RT algorithm significantly overestimates the dosages delivered confirming previous analyses. Finally, subdividing the data into different size regimes increased the correlation for the smaller size PTVs indicating the MC algorithm improvement verses the RT algorithm is dependent upon the size of the PTV.
Ahmad, S; Sarfehnia, A; Paudel, M; Sahgal, A; Keller, B; Hissoiny, S
2015-06-15
Purpose: An MRI-linear accelerator is currently being developed by the vendor Elekta™. The treatment planning system that will be used to model dose for this unit uses a Monte Carlo dose calculation algorithm, GPUMCD, that allows for the application of a magnetic field. We tested this radiation transport code against an independent Monte-Carlo toolkit Geant4 (v.4.10.01) both with and without the magnetic field applied. Methods: The setup comprised a 6 MeV mono-energetic photon beam emerging from a point source impinging on a homogeneous water phantom at 100 cm SSD. The comparisons were drawn from the percentage depth doses (PDD) for three different field sizes (1.5 x 1.5 cm{sup 2}, 5 x 5 cm{sup 2}, 10 x 10 cm{sup 2}) and dose profiles at various depths. A 1.5 T magnetic field was applied perpendicular to the direction of the beam. The transport thresholds were kept the same for both codes. Results: All of the normalized PDDs and profiles agreed within ± 1 %. In the presence of the magnetic field, PDDs rise more quickly reducing the depth of maximum dose. Near the beam exit point in the phantom a hot spot is created due to the electron return effect. This effect is more pronounced for the larger field sizes. Profiles selected parallel to the external field show no effect, however, the ones selected perpendicular to the direction of the applied magnetic field are shifted towards the direction of the Lorentz force applied by the magnetic field on the secondary electrons. It is observed that these profiles are not symmetric which indicates a lateral build up of the dose. Conclusion: There is a good general agreement between the PDDs/profiles calculated by both algorithms thus far. We are proceeding towards clinically relevant comparisons in a heterogeneous phantom for polyenergetic beams. Funding for this work has been provided by Elekta.
Error in Monte Carlo, quasi-error in Quasi-Monte Carlo
NASA Astrophysics Data System (ADS)
Kleiss, Ronald; Lazopoulos, Achilleas
2006-07-01
While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the absence of a reliable way to estimate that error. The standard Monte Carlo error estimator relies on the assumption that the points are generated independently of each other and, therefore, fails to account for the error improvement advertised by the Quasi-Monte Carlo method. We advocate the construction of an estimator of stochastic nature, based on the ensemble of pointsets with a particular discrepancy value. We investigate the consequences of this choice and give some first empirical results on the suggested estimators.
Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G
2007-01-01
Background The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. Results The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. Conclusion We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods. PMID:17524148
Monte Carlo docking with ubiquitin.
Cummings, M. D.; Hart, T. N.; Read, R. J.
1995-01-01
The development of general strategies for the performance of docking simulations is prerequisite to the exploitation of this powerful computational method. Comprehensive strategies can only be derived from docking experiences with a diverse array of biological systems, and we have chosen the ubiquitin/diubiquitin system as a learning tool for this process. Using our multiple-start Monte Carlo docking method, we have reconstructed the known structure of diubiquitin from its two halves as well as from two copies of the uncomplexed monomer. For both of these cases, our relatively simple potential function ranked the correct solution among the lowest energy configurations. In the experiments involving the ubiquitin monomer, various structural modifications were made to compensate for the lack of flexibility and for the lack of a covalent bond in the modeled interaction. Potentially flexible regions could be identified using available biochemical and structural information. A systematic conformational search ruled out the possibility that the required covalent bond could be formed in one family of low-energy configurations, which was distant from the observed dimer configuration. A variety of analyses was performed on the low-energy dockings obtained in the experiment involving structurally modified ubiquitin. Characterization of the size and chemical nature of the interface surfaces was a powerful adjunct to our potential function, enabling us to distinguish more accurately between correct and incorrect dockings. Calculations with the structure of tetraubiquitin indicated that the dimer configuration in this molecule is much less favorable than that observed in the diubiquitin structure, for a simple monomer-monomer pair. Based on the analysis of our results, we draw conclusions regarding some of the approximations involved in our simulations, the use of diverse chemical and biochemical information in experimental design and the analysis of docking results, as well as
Accuracy control in Monte Carlo radiative calculations
NASA Technical Reports Server (NTRS)
Almazan, P. Planas
1993-01-01
The general accuracy law that rules the Monte Carlo, ray-tracing algorithms used commonly for the calculation of the radiative entities in the thermal analysis of spacecraft are presented. These entities involve transfer of radiative energy either from a single source to a target (e.g., the configuration factors). or from several sources to a target (e.g., the absorbed heat fluxes). In fact, the former is just a particular case of the latter. The accuracy model is later applied to the calculation of some specific radiative entities. Furthermore, some issues related to the implementation of such a model in a software tool are discussed. Although only the relative error is considered through the discussion, similar results can be derived for the absolute error.
Monte Carlo applications to acoustical field solutions
NASA Technical Reports Server (NTRS)
Haviland, J. K.; Thanedar, B. D.
1973-01-01
The Monte Carlo technique is proposed for the determination of the acoustical pressure-time history at chosen points in a partial enclosure, the central idea of this technique being the tracing of acoustical rays. A statistical model is formulated and an algorithm for pressure is developed, the conformity of which is examined by two approaches and is shown to give the known results. The concepts that are developed are applied to the determination of the transient field due to a sound source in a homogeneous medium in a rectangular enclosure with perfect reflecting walls, and the results are compared with those presented by Mintzer based on the Laplace transform approach, as well as with a normal mode solution.
Parallel tempering Monte Carlo in LAMMPS.
Rintoul, Mark Daniel; Plimpton, Steven James; Sears, Mark P.
2003-11-01
We present here the details of the implementation of the parallel tempering Monte Carlo technique into a LAMMPS, a heavily used massively parallel molecular dynamics code at Sandia. This technique allows for many replicas of a system to be run at different simulation temperatures. At various points in the simulation, configurations can be swapped between different temperature environments and then continued. This allows for large regions of energy space to be sampled very quickly, and allows for minimum energy configurations to emerge in very complex systems, such as large biomolecular systems. By including this algorithm into an existing code, we immediately gain all of the previous work that had been put into LAMMPS, and allow this technique to quickly be available to the entire Sandia and international LAMMPS community. Finally, we present an example of this code applied to folding a small protein.
Geometric Monte Carlo and black Janus geometries
NASA Astrophysics Data System (ADS)
Bak, Dongsu; Kim, Chanju; Kim, Kyung Kiu; Min, Hyunsoo; Song, Jeong-Pil
2017-04-01
We describe an application of the Monte Carlo method to the Janus deformation of the black brane background. We present numerical results for three and five dimensional black Janus geometries with planar and spherical interfaces. In particular, we argue that the 5D geometry with a spherical interface has an application in understanding the finite temperature bag-like QCD model via the AdS/CFT correspondence. The accuracy and convergence of the algorithm are evaluated with respect to the grid spacing. The systematic errors of the method are determined using an exact solution of 3D black Janus. This numerical approach for solving linear problems is unaffected initial guess of a trial solution and can handle an arbitrary geometry under various boundary conditions in the presence of source fields.
Monte Carlo simulations of medical imaging modalities
Estes, G.P.
1998-09-01
Because continuous-energy Monte Carlo radiation transport calculations can be nearly exact simulations of physical reality (within data limitations, geometric approximations, transport algorithms, etc.), it follows that one should be able to closely approximate the results of many experiments from first-principles computations. This line of reasoning has led to various MCNP studies that involve simulations of medical imaging modalities and other visualization methods such as radiography, Anger camera, computerized tomography (CT) scans, and SABRINA particle track visualization. It is the intent of this paper to summarize some of these imaging simulations in the hope of stimulating further work, especially as computer power increases. Improved interpretation and prediction of medical images should ultimately lead to enhanced medical treatments. It is also reasonable to assume that such computations could be used to design new or more effective imaging instruments.
Markov Chain Monte Carlo from Lagrangian Dynamics
Lan, Shiwei; Stathopoulos, Vasileios; Shahbaba, Babak; Girolami, Mark
2014-01-01
Hamiltonian Monte Carlo (HMC) improves the computational e ciency of the Metropolis-Hastings algorithm by reducing its random walk behavior. Riemannian HMC (RHMC) further improves the performance of HMC by exploiting the geometric properties of the parameter space. However, the geometric integrator used for RHMC involves implicit equations that require fixed-point iterations. In some cases, the computational overhead for solving implicit equations undermines RHMC's benefits. In an attempt to circumvent this problem, we propose an explicit integrator that replaces the momentum variable in RHMC by velocity. We show that the resulting transformation is equivalent to transforming Riemannian Hamiltonian dynamics to Lagrangian dynamics. Experimental results suggests that our method improves RHMC's overall computational e ciency in the cases considered. All computer programs and data sets are available online (http://www.ics.uci.edu/~babaks/Site/Codes.html) in order to allow replication of the results reported in this paper. PMID:26240515
An unbiased Hessian representation for Monte Carlo PDFs.
Carrazza, Stefano; Forte, Stefano; Kassabov, Zahari; Latorre, José Ignacio; Rojo, Juan
We develop a methodology for the construction of a Hessian representation of Monte Carlo sets of parton distributions, based on the use of a subset of the Monte Carlo PDF replicas as an unbiased linear basis, and of a genetic algorithm for the determination of the optimal basis. We validate the methodology by first showing that it faithfully reproduces a native Monte Carlo PDF set (NNPDF3.0), and then, that if applied to Hessian PDF set (MMHT14) which was transformed into a Monte Carlo set, it gives back the starting PDFs with minimal information loss. We then show that, when applied to a large Monte Carlo PDF set obtained as combination of several underlying sets, the methodology leads to a Hessian representation in terms of a rather smaller set of parameters (MC-H PDFs), thereby providing an alternative implementation of the recently suggested Meta-PDF idea and a Hessian version of the recently suggested PDF compression algorithm (CMC-PDFs). The mc2hessian conversion code is made publicly available together with (through LHAPDF6) a Hessian representations of the NNPDF3.0 set, and the MC-H PDF set.
NASA Astrophysics Data System (ADS)
de Graaf, Joost; Filion, Laura; Marechal, Matthieu; van Roij, René; Dijkstra, Marjolein
2012-12-01
In this paper, we describe the way to set up the floppy-box Monte Carlo (FBMC) method [L. Filion, M. Marechal, B. van Oorschot, D. Pelt, F. Smallenburg, and M. Dijkstra, Phys. Rev. Lett. 103, 188302 (2009), 10.1103/PhysRevLett.103.188302] to predict crystal-structure candidates for colloidal particles. The algorithm is explained in detail to ensure that it can be straightforwardly implemented on the basis of this text. The handling of hard-particle interactions in the FBMC algorithm is given special attention, as (soft) short-range and semi-long-range interactions can be treated in an analogous way. We also discuss two types of algorithms for checking for overlaps between polyhedra, the method of separating axes and a triangular-tessellation based technique. These can be combined with the FBMC method to enable crystal-structure prediction for systems composed of highly shape-anisotropic particles. Moreover, we present the results for the dense crystal structures predicted using the FBMC method for 159 (non)convex faceted particles, on which the findings in [J. de Graaf, R. van Roij, and M. Dijkstra, Phys. Rev. Lett. 107, 155501 (2011), 10.1103/PhysRevLett.107.155501] were based. Finally, we comment on the process of crystal-structure prediction itself and the choices that can be made in these simulations.
de Graaf, Joost; Filion, Laura; Marechal, Matthieu; van Roij, René; Dijkstra, Marjolein
2012-12-07
In this paper, we describe the way to set up the floppy-box Monte Carlo (FBMC) method [L. Filion, M. Marechal, B. van Oorschot, D. Pelt, F. Smallenburg, and M. Dijkstra, Phys. Rev. Lett. 103, 188302 (2009)] to predict crystal-structure candidates for colloidal particles. The algorithm is explained in detail to ensure that it can be straightforwardly implemented on the basis of this text. The handling of hard-particle interactions in the FBMC algorithm is given special attention, as (soft) short-range and semi-long-range interactions can be treated in an analogous way. We also discuss two types of algorithms for checking for overlaps between polyhedra, the method of separating axes and a triangular-tessellation based technique. These can be combined with the FBMC method to enable crystal-structure prediction for systems composed of highly shape-anisotropic particles. Moreover, we present the results for the dense crystal structures predicted using the FBMC method for 159 (non)convex faceted particles, on which the findings in [J. de Graaf, R. van Roij, and M. Dijkstra, Phys. Rev. Lett. 107, 155501 (2011)] were based. Finally, we comment on the process of crystal-structure prediction itself and the choices that can be made in these simulations.
NASA Astrophysics Data System (ADS)
Tycko, Robert; Hu, Kan-Nian
2010-08-01
We describe a computational approach to sequential resonance assignment in solid state NMR studies of uniformly 15N, 13C-labeled proteins with magic-angle spinning. As input, the algorithm uses only the protein sequence and lists of 15N/ 13C α crosspeaks from 2D NCACX and NCOCX spectra that include possible residue-type assignments of each crosspeak. Assignment of crosspeaks to specific residues is carried out by a Monte Carlo/simulated annealing algorithm, implemented in the program MC_ASSIGN1. The algorithm tolerates substantial ambiguity in residue-type assignments and coexistence of visible and invisible segments in the protein sequence. We use MC_ASSIGN1 and our own 2D spectra to replicate and extend the sequential assignments for uniformly-labeled HET-s(218-289) fibrils previously determined manually by Siemer et al. (J. Biomol. NMR, 34 (2006) 75-87) from a more extensive set of 2D and 3D spectra. Accurate assignments by MC_ASSIGN1 do not require data that are of exceptionally high quality. Use of MC_ASSIGN1 (and its extensions to other types of 2D and 3D data) is likely to alleviate many of the difficulties and uncertainties associated with manual resonance assignments in solid state NMR studies of uniformly labeled proteins, where spectral resolution and signal-to-noise are often sub-optimal.
Electronic structure quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Bajdich, Michal; Mitas, Lubos
2009-04-01
Quantum Monte Carlo (QMC) is an advanced simulation methodology for studies of manybody quantum systems. The QMC approaches combine analytical insights with stochastic computational techniques for efficient solution of several classes of important many-body problems such as the stationary Schrödinger equation. QMC methods of various flavors have been applied to a great variety of systems spanning continuous and lattice quantum models, molecular and condensed systems, BEC-BCS ultracold condensates, nuclei, etc. In this review, we focus on the electronic structure QMC, i.e., methods relevant for systems described by the electron-ion Hamiltonians. Some of the key QMC achievements include direct treatment of electron correlation, accuracy in predicting energy differences and favorable scaling in the system size. Calculations of atoms, molecules, clusters and solids have demonstrated QMC applicability to real systems with hundreds of electrons while providing 90-95% of the correlation energy and energy differences typically within a few percent of experiments. Advances in accuracy beyond these limits are hampered by the so-called fixed-node approximation which is used to circumvent the notorious fermion sign problem. Many-body nodes of fermion states and their properties have therefore become one of the important topics for further progress in predictive power and efficiency of QMC calculations. Some of our recent results on the wave function nodes and related nodal domain topologies will be briefly reviewed. This includes analysis of few-electron systems and descriptions of exact and approximate nodes using transformations and projections of the highly-dimensional nodal hypersurfaces into the 3D space. Studies of fermion nodes offer new insights into topological properties of eigenstates such as explicit demonstrations that generic fermionic ground states exhibit the minimal number of two nodal domains. Recently proposed trial wave functions based on Pfaffians with
Bayesian internal dosimetry calculations using Markov Chain Monte Carlo.
Miller, G; Martz, H F; Little, T T; Guilmette, R
2002-01-01
A new numerical method for solving the inverse problem of internal dosimetry is described. The new method uses Markov Chain Monte Carlo and the Metropolis algorithm. Multiple intake amounts, biokinetic types, and times of intake are determined from bioassay data by integrating over the Bayesian posterior distribution. The method appears definitive, but its application requires a large amount of computing time.
Monte Carlo method for magnetic impurities in metals
NASA Technical Reports Server (NTRS)
Hirsch, J. E.; Fye, R. M.
1986-01-01
The paper discusses a Monte Carlo algorithm to study properties of dilute magnetic alloys; the method can treat a small number of magnetic impurities interacting wiith the conduction electrons in a metal. Results for the susceptibility of a single Anderson impurity in the symmetric case show the expected universal behavior at low temperatures. Some results for two Anderson impurities are also discussed.
Parallel Monte Carlo simulation of multilattice thin film growth
NASA Astrophysics Data System (ADS)
Shu, J. W.; Lu, Qin; Wong, Wai-on; Huang, Han-chen
2001-07-01
This paper describe a new parallel algorithm for the multi-lattice Monte Carlo atomistic simulator for thin film deposition (ADEPT), implemented on parallel computer using the PVM (Parallel Virtual Machine) message passing library. This parallel algorithm is based on domain decomposition with overlapping and asynchronous communication. Multiple lattices are represented by a single reference lattice through one-to-one mappings, with resulting computational demands being comparable to those in the single-lattice Monte Carlo model. Asynchronous communication and domain overlapping techniques are used to reduce the waiting time and communication time among parallel processors. Results show that the algorithm is highly efficient with large number of processors. The algorithm was implemented on a parallel machine with 50 processors, and it is suitable for parallel Monte Carlo simulation of thin film growth with either a distributed memory parallel computer or a shared memory machine with message passing libraries. In this paper, the significant communication time in parallel MC simulation of thin film growth is effectively reduced by adopting domain decomposition with overlapping between sub-domains and asynchronous communication among processors. The overhead of communication does not increase evidently and speedup shows an ascending tendency when the number of processor increases. A near linear increase in computing speed was achieved with number of processors increases and there is no theoretical limit on the number of processors to be used. The techniques developed in this work are also suitable for the implementation of the Monte Carlo code on other parallel systems.
Novel Quantum Monte Carlo Approaches for Quantum Liquids
NASA Astrophysics Data System (ADS)
Rubenstein, Brenda M.
Quantum Monte Carlo methods are a powerful suite of techniques for solving the quantum many-body problem. By using random numbers to stochastically sample quantum properties, QMC methods are capable of studying low-temperature quantum systems well beyond the reach of conventional deterministic techniques. QMC techniques have likewise been indispensible tools for augmenting our current knowledge of superfluidity and superconductivity. In this thesis, I present two new quantum Monte Carlo techniques, the Monte Carlo Power Method and Bose-Fermi Auxiliary-Field Quantum Monte Carlo, and apply previously developed Path Integral Monte Carlo methods to explore two new phases of quantum hard spheres and hydrogen. I lay the foundation for a subsequent description of my research by first reviewing the physics of quantum liquids in Chapter One and the mathematics behind Quantum Monte Carlo algorithms in Chapter Two. I then discuss the Monte Carlo Power Method, a stochastic way of computing the first several extremal eigenvalues of a matrix too memory-intensive to be stored and therefore diagonalized. As an illustration of the technique, I demonstrate how it can be used to determine the second eigenvalues of the transition matrices of several popular Monte Carlo algorithms. This information may be used to quantify how rapidly a Monte Carlo algorithm is converging to the equilibrium probability distribution it is sampling. I next present the Bose-Fermi Auxiliary-Field Quantum Monte Carlo algorithm. This algorithm generalizes the well-known Auxiliary-Field Quantum Monte Carlo algorithm for fermions to bosons and Bose-Fermi mixtures. Despite some shortcomings, the Bose-Fermi Auxiliary-Field Quantum Monte Carlo algorithm represents the first exact technique capable of studying Bose-Fermi mixtures of any size in any dimension. In Chapter Six, I describe a new Constant Stress Path Integral Monte Carlo algorithm for the study of quantum mechanical systems under high pressures. While
Markov Chain Monte Carlo and Irreversibility
NASA Astrophysics Data System (ADS)
Ottobre, Michela
2016-06-01
Markov Chain Monte Carlo (MCMC) methods are statistical methods designed to sample from a given measure π by constructing a Markov chain that has π as invariant measure and that converges to π. Most MCMC algorithms make use of chains that satisfy the detailed balance condition with respect to π; such chains are therefore reversible. On the other hand, recent work [18, 21, 28, 29] has stressed several advantages of using irreversible processes for sampling. Roughly speaking, irreversible diffusions converge to equilibrium faster (and lead to smaller asymptotic variance as well). In this paper we discuss some of the recent progress in the study of nonreversible MCMC methods. In particular: i) we explain some of the difficulties that arise in the analysis of nonreversible processes and we discuss some analytical methods to approach the study of continuous-time irreversible diffusions; ii) most of the rigorous results on irreversible diffusions are available for continuous-time processes; however, for computational purposes one needs to discretize such dynamics. It is well known that the resulting discretized chain will not, in general, retain all the good properties of the process that it is obtained from. In particular, if we want to preserve the invariance of the target measure, the chain might no longer be reversible. Therefore iii) we conclude by presenting an MCMC algorithm, the SOL-HMC algorithm [23], which results from a nonreversible discretization of a nonreversible dynamics.
Sterpin, E.; Tomsej, M.; Smedt, B. de; Reynaert, N.; Vynckier, S.
2007-05-15
The Anisotropic Analytical Algorithm (AAA) is a new pencil beam convolution/superposition algorithm proposed by Varian for photon dose calculations. The configuration of AAA depends on linear accelerator design and specifications. The purpose of this study was to investigate the accuracy of AAA for an Elekta SL25 linear accelerator for small fields and intensity modulated radiation therapy (IMRT) treatments in inhomogeneous media. The accuracy of AAA was evaluated in two studies. First, AAA was compared both with Monte Carlo (MC) and the measurements in an inhomogeneous phantom simulating lung equivalent tissues and bone ribs. The algorithm was tested under lateral electronic disequilibrium conditions, using small fields (2x2 cm{sup 2}). Good agreement was generally achieved for depth dose and profiles, with deviations generally below 3% in lung inhomogeneities and below 5% at interfaces. However, the effects of attenuation and scattering close to the bone ribs were not fully taken into account by AAA, and small inhomogeneities may lead to planning errors. Second, AAA and MC were compared for IMRT plans in clinical conditions, i.e., dose calculations in a computed tomography scan of a patient. One ethmoid tumor, one orophaxynx and two lung tumors are presented in this paper. Small differences were found between the dose volume histograms. For instance, a 1.7% difference for the mean planning target volume dose was obtained for the ethmoid case. Since better agreement was achieved for the same plans but in homogeneous conditions, these differences must be attributed to the handling of inhomogeneities by AAA. Therefore, inherent assumptions of the algorithm, principally the assumption of independent depth and lateral directions in the scaling of the kernels, were slightly influencing AAA's validity in inhomogeneities. However, AAA showed a good accuracy overall and a great ability to handle small fields in inhomogeneous media compared to other pencil beam convolution
Sterpin, E; Tomsej, M; De Smedt, B; Reynaert, N; Vynckier, S
2007-05-01
The Anisotropic Analytical Algorithm (AAA) is a new pencil beam convolution/superposition algorithm proposed by Varian for photon dose calculations. The configuration of AAA depends on linear accelerator design and specifications. The purpose of this study was to investigate the accuracy of AAA for an Elekta SL25 linear accelerator for small fields and intensity modulated radiation therapy (IMRT) treatments in inhomogeneous media. The accuracy of AAA was evaluated in two studies. First, AAA was compared both with Monte Carlo (MC) and the measurements in an inhomogeneous phantom simulating lung equivalent tissues and bone ribs. The algorithm was tested under lateral electronic disequilibrium conditions, using small fields (2 x 2 cm(2)). Good agreement was generally achieved for depth dose and profiles, with deviations generally below 3% in lung inhomogeneities and below 5% at interfaces. However, the effects of attenuation and scattering close to the bone ribs were not fully taken into account by AAA, and small inhomogeneities may lead to planning errors. Second, AAA and MC were compared for IMRT plans in clinical conditions, i.e., dose calculations in a computed tomography scan of a patient. One ethmoid tumor, one orophaxynx and two lung tumors are presented in this paper. Small differences were found between the dose volume histograms. For instance, a 1.7% difference for the mean planning target volume dose was obtained for the ethmoid case. Since better agreement was achieved for the same plans but in homogeneous conditions, these differences must be attributed to the handling of inhomogeneities by AAA. Therefore, inherent assumptions of the algorithm, principally the assumption of independent depth and lateral directions in the scaling of the kernels, were slightly influencing AAA's validity in inhomogeneities. However, AAA showed a good accuracy overall and a great ability to handle small fields in inhomogeneous media compared to other pencil beam convolution
Frequency domain optical tomography using a Monte Carlo perturbation method
NASA Astrophysics Data System (ADS)
Yamamoto, Toshihiro; Sakamoto, Hiroki
2016-04-01
A frequency domain Monte Carlo method is applied to near-infrared optical tomography, where an intensity-modulated light source with a given modulation frequency is used to reconstruct optical properties. The frequency domain reconstruction technique allows for better separation between the scattering and absorption properties of inclusions, even for ill-posed inverse problems, due to cross-talk between the scattering and absorption reconstructions. The frequency domain Monte Carlo calculation for light transport in an absorbing and scattering medium has thus far been analyzed mostly for the reconstruction of optical properties in simple layered tissues. This study applies a Monte Carlo calculation algorithm, which can handle complex-valued particle weights for solving a frequency domain transport equation, to optical tomography in two-dimensional heterogeneous tissues. The Jacobian matrix that is needed to reconstruct the optical properties is obtained by a first-order "differential operator" technique, which involves less variance than the conventional "correlated sampling" technique. The numerical examples in this paper indicate that the newly proposed Monte Carlo method provides reconstructed results for the scattering and absorption coefficients that compare favorably with the results obtained from conventional deterministic or Monte Carlo methods.
Cho, H; Brindle, J; Hepel, J
2015-06-15
Purpose: To analyze and evaluate dose distribution between Ray Tracing (RT) and Monte Carlo (MC) algorithms of 0.5% uncertainty on a critical structure of spinal cord and gross target volume and planning target volume. Methods: Twenty four spinal tumor patients were treated with stereotactic body radiotherapy (SBRT) by CyberKnife in 2013 and 2014. The MC algorithm with 0.5% of uncertainty is used to recalculate the dose distribution for the treatment plan of the patients using the same beams, beam directions, and monitor units (MUs). Results: The prescription doses are uniformly larger for MC plans than RT except one case. Up to a factor of 1.19 for 0.25cc threshold volume and 1.14 for 1.2cc threshold volume of dose differences are observed for the spinal cord. Conclusion: The MC recalculated dose distributions are larger than the original MC calculations for the spinal tumor cases. Based on the accuracy of the MC calculations, more radiation dose might be delivered to the tumor targets and spinal cords with the increase prescription dose.
A Monte Carlo Method for Multi-Objective Correlated Geometric Optimization
2014-05-01
PAGES 19b. TELEPHONE NUMBER (Include area code) Standard Form 298 (Rev. 8/98) Prescribed by ANSI Std. Z39.18 May 2014 Final A Monte Carlo Method for...requiring computationally intensive algorithms for optimization. This report presents a method developed for solving such systems using a Monte Carlo...performs a Monte Carlo optimization to provide geospatial intelligence on entity placement using OpenCL framework. The solutions for optimal
Automated Monte Carlo biasing for photon-generated electrons near surfaces.
Franke, Brian Claude; Crawford, Martin James; Kensek, Ronald Patrick
2009-09-01
This report describes efforts to automate the biasing of coupled electron-photon Monte Carlo particle transport calculations. The approach was based on weight-windows biasing. Weight-window settings were determined using adjoint-flux Monte Carlo calculations. A variety of algorithms were investigated for adaptivity of the Monte Carlo tallies. Tree data structures were used to investigate spatial partitioning. Functional-expansion tallies were used to investigate higher-order spatial representations.
Carver, R; Popple, R; Benhabib, S; Antolak, J; Sprunger, C; Hogstrom, K
2014-06-01
Purpose: To evaluate the accuracy of electron dose distribution calculated by the Varian Eclipse electron Monte Carlo (eMC) algorithm for use with recent commercially available bolus electron conformal therapy (ECT). Methods: eMC-calculated electron dose distributions for bolus ECT have been compared to those previously measured for cylindrical phantoms (retromolar trigone and nose), whose axial cross sections were based on the mid-PTV CT anatomy for each site. The phantoms consisted of SR4 muscle substitute, SR4 bone substitute, and air. The bolus ECT treatment plans were imported into the Eclipse treatment planning system and calculated using the maximum allowable histories (2×10{sup 9}), resulting in a statistical error of <0.2%. Smoothing was not used for these calculations. Differences between eMC-calculated and measured dose distributions were evaluated in terms of absolute dose difference as well as distance to agreement (DTA). Results: Results from the eMC for the retromolar trigone phantom showed 89% (41/46) of dose points within 3% dose difference or 3 mm DTA. There was an average dose difference of −0.12% with a standard deviation of 2.56%. Results for the nose phantom showed 95% (54/57) of dose points within 3% dose difference or 3 mm DTA. There was an average dose difference of 1.12% with a standard deviation of 3.03%. Dose calculation times for the retromolar trigone and nose treatment plans were 15 min and 22 min, respectively, using 16 processors (Intel Xeon E5-2690, 2.9 GHz) on a Varian Eclipse framework agent server (FAS). Results of this study were consistent with those previously reported for accuracy of the eMC electron dose algorithm and for the .decimal, Inc. pencil beam redefinition algorithm used to plan the bolus. Conclusion: These results show that the accuracy of the Eclipse eMC algorithm is suitable for clinical implementation of bolus ECT.
Lucido, J; Popescu, I; Moiseenko, V
2014-06-01
Purpose: Microdosimetric quantities, such as the lineal energy, have been shown to correlate with the biological response to radiation and the relative biological effect of different radiation types. Track-structure Monte Carlo simulations are an important tool for investigating these responses and for developing mechanistic models to explain them. However, some of the cross-sectional data used in these algorithms has large uncertainties; thus, it is important to investigate how the implementation of the different codes affects the quantities of interest. Methods: Two of the most widely-used publicly available track-structure Monte Carlo codes, Geant4-DNA and NOREC, were used generate electron tracks for two particle sources. One source was a mono-energetic parallel beam of electrons with energies from 5 to 500-keV, and the lineal energy for each track was calculated in 1-mm-spheres arranged in planar arrays at multiple distances from the source. The second source was mono-energetic, uniformly-distributed, and isotropic source, and the lineal energy was scored in a single 30-mm-sphere for energies between 300-eV and 5-keV. Results: The dose-mean lineal energy for the parallel-beam simulations almost all agreed within 5%. For the uniformly-distributed source, at the lowest energies there was strong agreement between the algorithms, but the Geant4-DNA simulations showed slightly more high-energy events for more energetic electrons, but the dose-mean lineal energy agreed to within 4% for all energies. Conclusion: While there were slight differences in the results between the codes, these were consistent with previous studies of the stopping power and angular scattering distributions. Importantly, the computation time for Geant4-DNA was larger than for NOREC, largely due to approximations used in the NOREC for energies below 10-eV. This study shows that these approximation does not have a major impact on the microdosimetry on the energy and length scales investigated.
Monte Carlo inversion of seismic data
NASA Technical Reports Server (NTRS)
Wiggins, R. A.
1972-01-01
The analytic solution to the linear inverse problem provides estimates of the uncertainty of the solution in terms of standard deviations of corrections to a particular solution, resolution of parameter adjustments, and information distribution among the observations. It is shown that Monte Carlo inversion, when properly executed, can provide all the same kinds of information for nonlinear problems. Proper execution requires a relatively uniform sampling of all possible models. The expense of performing Monte Carlo inversion generally requires strategies to improve the probability of finding passing models. Such strategies can lead to a very strong bias in the distribution of models examined unless great care is taken in their application.
Parallel Markov chain Monte Carlo simulations.
Ren, Ruichao; Orkoulas, G
2007-06-07
With strict detailed balance, parallel Monte Carlo simulation through domain decomposition cannot be validated with conventional Markov chain theory, which describes an intrinsically serial stochastic process. In this work, the parallel version of Markov chain theory and its role in accelerating Monte Carlo simulations via cluster computing is explored. It is shown that sequential updating is the key to improving efficiency in parallel simulations through domain decomposition. A parallel scheme is proposed to reduce interprocessor communication or synchronization, which slows down parallel simulation with increasing number of processors. Parallel simulation results for the two-dimensional lattice gas model show substantial reduction of simulation time for systems of moderate and large size.
Geodesic Monte Carlo on Embedded Manifolds
Byrne, Simon; Girolami, Mark
2013-01-01
Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024
Parallel Markov chain Monte Carlo simulations
NASA Astrophysics Data System (ADS)
Ren, Ruichao; Orkoulas, G.
2007-06-01
With strict detailed balance, parallel Monte Carlo simulation through domain decomposition cannot be validated with conventional Markov chain theory, which describes an intrinsically serial stochastic process. In this work, the parallel version of Markov chain theory and its role in accelerating Monte Carlo simulations via cluster computing is explored. It is shown that sequential updating is the key to improving efficiency in parallel simulations through domain decomposition. A parallel scheme is proposed to reduce interprocessor communication or synchronization, which slows down parallel simulation with increasing number of processors. Parallel simulation results for the two-dimensional lattice gas model show substantial reduction of simulation time for systems of moderate and large size.
Monte Carlo simulation of neutron scattering instruments
Seeger, P.A.
1995-12-31
A library of Monte Carlo subroutines has been developed for the purpose of design of neutron scattering instruments. Using small-angle scattering as an example, the philosophy and structure of the library are described and the programs are used to compare instruments at continuous wave (CW) and long-pulse spallation source (LPSS) neutron facilities. The Monte Carlo results give a count-rate gain of a factor between 2 and 4 using time-of-flight analysis. This is comparable to scaling arguments based on the ratio of wavelength bandwidth to resolution width.
Pokhrel, Damodar; Sood, Sumit; Badkul, Rajeev; Jiang, Hongyu; McClinton, Christopher; Lominska, Christopher; Kumar, Parvesh; Wang, Fen
2016-05-08
The purpose of the study was to evaluate Monte Carlo-generated dose distributions with the X-ray Voxel Monte Carlo (XVMC) algorithm in the treatment of peripheral lung cancer patients using stereotactic body radiotherapy (SBRT) with non-protocol dose-volume normalization and to assess plan outcomes utilizing RTOG 0915 dosimetric compliance criteria. The Radiation Therapy Oncology Group (RTOG) protocols for non-small cell lung cancer (NSCLC) currently require radiation dose to be calculated using tissue density heterogeneity corrections. Dosimetric criteria of RTOG 0915 were established based on superposition/convolution or heterogeneities corrected pencil beam (PB-hete) algorithms for dose calculations. Clinically, more accurate Monte Carlo (MC)-based algorithms are now routinely used for lung stereotactic body radiotherapy (SBRT) dose calculations. Hence, it is important to determine whether MC calculations in the delivery of lung SBRT can achieve RTOG standards. In this report, we evaluate iPlan generated MC plans for peripheral lung cancer patients treated with SBRT using dose-volume histogram (DVH) normalization to determine if the RTOG 0915 compliance criteria can be met. This study evaluated 20 Stage I-II NSCLC patients with peripherally located lung tumors, who underwent MC-based SBRT with heterogeneity correction using X-ray Voxel Monte Carlo (XVMC) algorithm (Brainlab iPlan version 4.1.2). Total dose of 50 to 54 Gy in 3 to 5 fractions was delivered to the planning target vol-ume (PTV) with at least 95% of the PTV receiving 100% of the prescription dose (V100% ≥ 95%). The internal target volume (ITV) was delineated on maximum intensity projection (MIP) images of 4D CT scans. The PTV included the ITV plus 5 mm uniform margin applied to the ITV. The PTV ranged from 11.1 to 163.0 cc (mean = 46.1 ± 38.7 cc). Organs at risk (OARs) including ribs were delineated on mean intensity projection (MeanIP) images of 4D CT scans. Optimal clinical MC SBRT plans were
Pokhrel, Damodar; Sood, Sumit; Badkul, Rajeev; Jiang, Hongyu; McClinton, Christopher; Lominska, Christopher; Kumar, Parvesh; Wang, Fen
2016-05-01
The purpose of the study was to evaluate Monte Carlo-generated dose distributions with the X-ray Voxel Monte Carlo (XVMC) algorithm in the treatment of peripheral lung cancer patients using stereotactic body radiotherapy (SBRT) with non-protocol dose-volume normalization and to assess plan outcomes utilizing RTOG 0915 dosimetric compliance criteria. The Radiation Therapy Oncology Group (RTOG) protocols for non-small cell lung cancer (NSCLC) currently require radiation dose to be calculated using tissue density heterogeneity corrections. Dosimetric criteria of RTOG 0915 were established based on superposition/convolution or heterogeneities corrected pencil beam (PB-hete) algorithms for dose calculations. Clinically, more accurate Monte Carlo (MC)-based algorithms are now routinely used for lung stereotactic body radiotherapy (SBRT) dose calculations. Hence, it is important to determine whether MC calculations in the delivery of lung SBRT can achieve RTOG standards. In this report, we evaluate iPlan generated MC plans for peripheral lung cancer patients treated with SBRT using dose-volume histogram (DVH) normalization to determine if the RTOG 0915 compliance criteria can be met. This study evaluated 20 Stage I-II NSCLC patients with peripherally located lung tumors, who underwent MC-based SBRT with heterogeneity correction using X-ray Voxel Monte Carlo (XVMC) algorithm (Brainlab iPlan version 4.1.2). Total dose of 50 to 54 Gy in 3 to 5 fractions was delivered to the planning target volume (PTV) with at least 95% of the PTV receiving 100% of the prescription dose (V100%≥95%). The internal target volume (ITV) was delineated on maximum intensity projection (MIP) images of 4D CT scans. The PTV included the ITV plus 5 mm uniform margin applied to the ITV. The PTV ranged from 11.1 to 163.0 cc (mean=46.1±38.7 cc). Organs at risk (OARs) including ribs were delineated on mean intensity projection (MeanIP) images of 4D CT scans. Optimal clinical MC SBRT plans were
Monte Carlo methods for light propagation in biological tissues.
Vinckenbosch, Laura; Lacaux, Céline; Tindel, Samy; Thomassin, Magalie; Obara, Tiphaine
2015-11-01
Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tissues and we implement algorithms based on Monte Carlo methods in order to estimate the quantity of light that is received by a homogeneous tissue when emitted by an optic fiber. A variance reduction method is studied and implemented, as well as a Markov chain Monte Carlo method based on the Metropolis-Hastings algorithm. The resulting estimating methods are then compared to the so-called Wang-Prahl (or Wang) method. Finally, the formal representation allows to derive a non-linear optimization algorithm close to Levenberg-Marquardt that is used for the estimation of the scattering and absorption coefficients of the tissue from measurements.
Cluster Monte Carlo methods for the FePt Hamiltonian
NASA Astrophysics Data System (ADS)
Lyberatos, A.; Parker, G. J.
2016-02-01
Cluster Monte Carlo methods for the classical spin Hamiltonian of FePt with long range exchange interactions are presented. We use a combination of the Swendsen-Wang (or Wolff) and Metropolis algorithms that satisfies the detailed balance condition and ergodicity. The algorithms are tested by calculating the temperature dependence of the magnetization, susceptibility and heat capacity of L10-FePt nanoparticles in a range including the critical region. The cluster models yield numerical results in good agreement within statistical error with the standard single-spin flipping Monte Carlo method. The variation of the spin autocorrelation time with grain size is used to deduce the dynamic exponent of the algorithms. Our cluster models do not provide a more accurate estimate of the magnetic properties at equilibrium.
Ojala, Jarkko Juhani; Kapanen, Mika
2015-11-08
A commercialized implementation of linear Boltzmann transport equation solver, the Acuros XB algorithm (AXB), represents a class of most advanced type 'c' photon radiotherapy dose calculation algorithms. The purpose of the study was to quantify the effects of the modifications implemented in the more recent version 11 of the AXB (AXB11) compared to the first commercial implementation, version 10 of the AXB (AXB10), in various anatomical regions in clinical treatment planning. Both versions of the AXB were part of Varian's Eclipse clinical treatment planning system and treatment plans for 10 patients were created using intensity-modulated radiotherapy (IMRT) and volumetric-modulated arc radiotherapy (VMAT). The plans were first created with the AXB10 and then recalculated with the AXB11 and full Monte Carlo (MC) simulations. Considering the full MC simulations as reference, a DVH analysis for gross tumor and planning target volumes (GTV and PTV) and organs at risk was performed, and also 3D gamma agreement index (GAI) values within a 15% isodose region and for the PTV were determined. Although differences up to 12% in DVH analysis were seen between the MC simulations and the AXB, based on the results of this study no general conclusion can be drawn that the modifications made in the AXB11 compared to the AXB10 would imply that the dose calculation accuracy of the AXB10 would be inferior to the AXB11 in the clinical patient treatment planning. The only clear improvement with the AXB11 over the AXB10 is the dose calculation accuracy in air cavities. In general, no large deviations are present in the DVH analysis results between the two versions of the algorithm, and the results of 3D gamma analysis do not favor one or the other. Thus it may be concluded that the results of the comprehensive studies assessing the accuracy of the AXB10 may be extended to the AXB11.
Implementation of Monte Carlo Simulations for the Gamma Knife System
NASA Astrophysics Data System (ADS)
Xiong, W.; Huang, D.; Lee, L.; Feng, J.; Morris, K.; Calugaru, E.; Burman, C.; Li, J.; Ma, C.-M.
2007-06-01
Currently the Gamma Knife system is accompanied with a treatment planning system, Leksell GammaPlan (LGP) which is a standard, computer-based treatment planning system for Gamma Knife radiosurgery. In LGP, the dose calculation algorithm does not consider the scatter dose contributions and the inhomogeneity effect due to the skull and air cavities. To improve the dose calculation accuracy, Monte Carlo simulations have been implemented for the Gamma Knife planning system. In this work, the 201 Cobalt-60 sources in the Gamma Knife unit are considered to have the same activity. Each Cobalt-60 source is contained in a cylindric stainless steel capsule. The particle phase space information is stored in four beam data files, which are collected in the inner sides of the 4 treatment helmets, after the Cobalt beam passes through the stationary and helmet collimators. Patient geometries are rebuilt from patient CT data. Twenty two Patients are included in the Monte Carlo simulation for this study. The dose is calculated using Monte Carlo in both homogenous and inhomogeneous geometries with identical beam parameters. To investigate the attenuation effect of the skull bone the dose in a 16cm diameter spherical QA phantom is measured with and without a 1.5mm Lead-covering and also simulated using Monte Carlo. The dose ratios with and without the 1.5mm Lead-covering are 89.8% based on measurements and 89.2% according to Monte Carlo for a 18mm-collimator Helmet. For patient geometries, the Monte Carlo results show that although the relative isodose lines remain almost the same with and without inhomogeneity corrections, the difference in the absolute dose is clinically significant. The average inhomogeneity correction is (3.9 ± 0.90) % for the 22 patients investigated. These results suggest that the inhomogeneity effect should be considered in the dose calculation for Gamma Knife treatment planning.
Accelerating Monte Carlo power studies through parametric power estimation.
Ueckert, Sebastian; Karlsson, Mats O; Hooker, Andrew C
2016-04-01
Estimating the power for a non-linear mixed-effects model-based analysis is challenging due to the lack of a closed form analytic expression. Often, computationally intensive Monte Carlo studies need to be employed to evaluate the power of a planned experiment. This is especially time consuming if full power versus sample size curves are to be obtained. A novel parametric power estimation (PPE) algorithm utilizing the theoretical distribution of the alternative hypothesis is presented in this work. The PPE algorithm estimates the unknown non-centrality parameter in the theoretical distribution from a limited number of Monte Carlo simulation and estimations. The estimated parameter linearly scales with study size allowing a quick generation of the full power versus study size curve. A comparison of the PPE with the classical, purely Monte Carlo-based power estimation (MCPE) algorithm for five diverse pharmacometric models showed an excellent agreement between both algorithms, with a low bias of less than 1.2 % and higher precision for the PPE. The power extrapolated from a specific study size was in a very good agreement with power curves obtained with the MCPE algorithm. PPE represents a promising approach to accelerate the power calculation for non-linear mixed effect models.
Markov chain Monte Carlo method without detailed balance.
Suwa, Hidemaro; Todo, Synge
2010-09-17
We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in many relevant cases. The absence of the detailed balance also introduces a net stochastic flow in a configuration space, which further boosts up the convergence. We demonstrate that the autocorrelation time of the Potts model becomes more than 6 times shorter than that by the conventional Metropolis algorithm. Based on the same concept, a bounce-free worm algorithm for generic quantum spin models is formulated as well.
An Overview of the Monte Carlo Application ToolKit (MCATK)
Trahan, Travis John
2016-01-07
MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library designed to build specialized applications and designed to provide new functionality in existing general-purpose Monte Carlo codes like MCNP; it was developed with Agile software engineering methodologies under the motivation to reduce costs. The characteristics of MCATK can be summarized as follows: MCATK physics – continuous energy neutron-gamma transport with multi-temperature treatment, static eigenvalue (k and α) algorithms, time-dependent algorithm, fission chain algorithms; MCATK geometry – mesh geometries, solid body geometries. MCATK provides verified, unit-tested Monte Carlo components, flexibility in Monte Carlo applications development, and numerous tools such as geometry and cross section plotters. Recent work has involved deterministic and Monte Carlo analysis of stochastic systems. Static and dynamic analysis is discussed, and the results of a dynamic test problem are given.
Ottosson, Rickard O; Behrens, Claus F
2011-11-21
One of the building blocks in Monte Carlo (MC) treatment planning is to convert patient CT data to MC compatible phantoms, consisting of density and media matrices. The resulting dose distribution is highly influenced by the accuracy of the conversion. Two major contributing factors are precise conversion of CT number to density and proper differentiation between air and lung. Existing tools do not address this issue specifically. Moreover, their density conversion may depend on the number of media used. Differentiation between air and lung is an important task in MC treatment planning and misassignment may lead to local dose errors on the order of 10%. A novel algorithm, CTC-ask, is presented in this study. It enables locally confined constraints for the media assignment and is independent of the number of media used for the conversion of CT number to density. MC compatible phantoms were generated for two clinical cases using a CT-conversion scheme implemented in both CTC-ask and the DICOM-RT toolbox. Full MC dose calculation was subsequently conducted and the resulting dose distributions were compared. The DICOM-RT toolbox inaccurately assigned lung in 9.9% and 12.2% of the voxels located outside of the lungs for the two cases studied, respectively. This was completely avoided by CTC-ask. CTC-ask is able to reduce anatomically irrational media assignment. The CTC-ask source code can be made available upon request to the authors.
NASA Astrophysics Data System (ADS)
Ottosson, Rickard O.; Behrens, Claus F.
2011-11-01
One of the building blocks in Monte Carlo (MC) treatment planning is to convert patient CT data to MC compatible phantoms, consisting of density and media matrices. The resulting dose distribution is highly influenced by the accuracy of the conversion. Two major contributing factors are precise conversion of CT number to density and proper differentiation between air and lung. Existing tools do not address this issue specifically. Moreover, their density conversion may depend on the number of media used. Differentiation between air and lung is an important task in MC treatment planning and misassignment may lead to local dose errors on the order of 10%. A novel algorithm, CTC-ask, is presented in this study. It enables locally confined constraints for the media assignment and is independent of the number of media used for the conversion of CT number to density. MC compatible phantoms were generated for two clinical cases using a CT-conversion scheme implemented in both CTC-ask and the DICOM-RT toolbox. Full MC dose calculation was subsequently conducted and the resulting dose distributions were compared. The DICOM-RT toolbox inaccurately assigned lung in 9.9% and 12.2% of the voxels located outside of the lungs for the two cases studied, respectively. This was completely avoided by CTC-ask. CTC-ask is able to reduce anatomically irrational media assignment. The CTC-ask source code can be made available upon request to the authors.
Monte Carlo Simulation of Counting Experiments.
ERIC Educational Resources Information Center
Ogden, Philip M.
A computer program to perform a Monte Carlo simulation of counting experiments was written. The program was based on a mathematical derivation which started with counts in a time interval. The time interval was subdivided to form a binomial distribution with no two counts in the same subinterval. Then the number of subintervals was extended to…
A comparison of Monte Carlo generators
Golan, Tomasz
2015-05-15
A comparison of GENIE, NEUT, NUANCE, and NuWro Monte Carlo neutrino event generators is presented using a set of four observables: protons multiplicity, total visible energy, most energetic proton momentum, and π{sup +} two-dimensional energy vs cosine distribution.
Monte Carlo studies of uranium calorimetry
Brau, J.; Hargis, H.J.; Gabriel, T.A.; Bishop, B.L.
1985-01-01
Detailed Monte Carlo calculations of uranium calorimetry are presented which reveal a significant difference in the responses of liquid argon and plastic scintillator in uranium calorimeters. Due to saturation effects, neutrons from the uranium are found to contribute only weakly to the liquid argon signal. Electromagnetic sampling inefficiencies are significant and contribute substantially to compensation in both systems. 17 references.
Structural Reliability and Monte Carlo Simulation.
ERIC Educational Resources Information Center
Laumakis, P. J.; Harlow, G.
2002-01-01
Analyzes a simple boom structure and assesses its reliability using elementary engineering mechanics. Demonstrates the power and utility of Monte-Carlo simulation by showing that such a simulation can be implemented more readily with results that compare favorably to the theoretical calculations. (Author/MM)
Search and Rescue Monte Carlo Simulation.
1985-03-01
confidence interval ) of the number of lives saved. A single page output and computer graphic present the information to the user in an easily understood...format. The confidence interval can be reduced by making additional runs of this Monte Carlo model. (Author)
Monte Carlo studies of ARA detector optimization
NASA Astrophysics Data System (ADS)
Stockham, Jessica
2013-04-01
The Askaryan Radio Array (ARA) is a neutrino detector deployed in the Antarctic ice sheet near the South Pole. The array is designed to detect ultra high energy neutrinos in the range of 0.1-10 EeV. Detector optimization is studied using Monte Carlo simulations.
Monte Carlo Simulation of Surface Reactions
NASA Astrophysics Data System (ADS)
Brosilow, Benjamin J.
A Monte-Carlo study of the catalytic reaction of CO and O_2 over transition metal surfaces is presented, using generalizations of a model proposed by Ziff, Gulari and Barshad (ZGB). A new "constant -coverage" algorithm is described and applied to the model in order to elucidate the behavior near the model's first -order transition, and to draw an analogy between this transition and first-order phase transitions in equilibrium systems. The behavior of the model is then compared to the behavior of CO oxidation systems over Pt single-crystal catalysts. This comparison leads to the introduction of a new variation of the model in which one of the reacting species requires a large ensemble of vacant surface sites in order to adsorb. Further, it is shown that precursor adsorption and an effective Eley-Rideal mechanism must also be included in the model in order to obtain detailed agreement with experiment. Finally, variations of the model on finite and two component lattices are studied as models for low temperature CO oxidation over Noble Metal/Reducible Oxide and alloy catalysts.
Multiscale Monte Carlo equilibration: Pure Yang-Mills theory
Endres, Michael G.; Brower, Richard C.; Orginos, Kostas; Detmold, William; Pochinsky, Andrew V.
2015-12-29
In this study, we present a multiscale thermalization algorithm for lattice gauge theory, which enables efficient parallel generation of uncorrelated gauge field configurations. The algorithm combines standard Monte Carlo techniques with ideas drawn from real space renormalization group and multigrid methods. We demonstrate the viability of the algorithm for pure Yang-Mills gauge theory for both heat bath and hybrid Monte Carlo evolution, and show that it ameliorates the problem of topological freezing up to controllable lattice spacing artifacts.
Pattern Recognition for a Flight Dynamics Monte Carlo Simulation
NASA Technical Reports Server (NTRS)
Restrepo, Carolina; Hurtado, John E.
2011-01-01
The design, analysis, and verification and validation of a spacecraft relies heavily on Monte Carlo simulations. Modern computational techniques are able to generate large amounts of Monte Carlo data but flight dynamics engineers lack the time and resources to analyze it all. The growing amounts of data combined with the diminished available time of engineers motivates the need to automate the analysis process. Pattern recognition algorithms are an innovative way of analyzing flight dynamics data efficiently. They can search large data sets for specific patterns and highlight critical variables so analysts can focus their analysis efforts. This work combines a few tractable pattern recognition algorithms with basic flight dynamics concepts to build a practical analysis tool for Monte Carlo simulations. Current results show that this tool can quickly and automatically identify individual design parameters, and most importantly, specific combinations of parameters that should be avoided in order to prevent specific system failures. The current version uses a kernel density estimation algorithm and a sequential feature selection algorithm combined with a k-nearest neighbor classifier to find and rank important design parameters. This provides an increased level of confidence in the analysis and saves a significant amount of time.
Ojala, J; Hyödynmaa, S; Barańczyk, R; Góra, E; Waligórski, M P R
2014-03-01
Electron radiotherapy is applied to treat the chest wall close to the mediastinum. The performance of the GGPB and eMC algorithms implemented in the Varian Eclipse treatment planning system (TPS) was studied in this region for 9 and 16 MeV beams, against Monte Carlo (MC) simulations, point dosimetry in a water phantom and dose distributions calculated in virtual phantoms. For the 16 MeV beam, the accuracy of these algorithms was also compared over the lung-mediastinum interface region of an anthropomorphic phantom, against MC calculations and thermoluminescence dosimetry (TLD). In the phantom with a lung-equivalent slab the results were generally congruent, the eMC results for the 9 MeV beam slightly overestimating the lung dose, and the GGPB results for the 16 MeV beam underestimating the lung dose. Over the lung-mediastinum interface, for 9 and 16 MeV beams, the GGPB code underestimated the lung dose and overestimated the dose in water close to the lung, compared to the congruent eMC and MC results. In the anthropomorphic phantom, results of TLD measurements and MC and eMC calculations agreed, while the GGPB code underestimated the lung dose. Good agreement between TLD measurements and MC calculations attests to the accuracy of "full" MC simulations as a reference for benchmarking TPS codes. Application of the GGPB code in chest wall radiotherapy may result in significant underestimation of the lung dose and overestimation of dose to the mediastinum, affecting plan optimization over volumes close to the lung-mediastinum interface, such as the lung or heart.
Xiao, Xingqing; Hall, Carol K; Agris, Paul F
2014-01-01
We developed a search algorithm combining Monte Carlo (MC) and self-consistent mean field techniques to evolve a peptide sequence that has good binding capability to the anticodon stem and loop (ASL) of human lysine tRNA species, tRNA(Lys3), with the ultimate purpose of breaking the replication cycle of human immunodeficiency virus-1. The starting point is the 15-amino-acid sequence, RVTHHAFLGAHRTVG, found experimentally by Agris and co-workers to bind selectively to hypermodified tRNA(Lys3). The peptide backbone conformation is determined via atomistic simulation of the peptide-ASL(Lys3) complex and then held fixed throughout the search. The proportion of amino acids of various types (hydrophobic, polar, charged, etc.) is varied to mimic different peptide hydration properties. Three different sets of hydration properties were examined in the search algorithm to see how this affects evolution to the best-binding peptide sequences. Certain amino acids are commonly found at fixed sites for all three hydration states, some necessary for binding affinity and some necessary for binding specificity. Analysis of the binding structure and the various contributions to the binding energy shows that: 1) two hydrophilic residues (asparagine at site 11 and the cysteine at site 12) "recognize" the ASL(Lys3) due to the VDW energy, and thereby contribute to its binding specificity and 2) the positively charged arginines at sites 4 and 13 preferentially attract the negatively charged sugar rings and the phosphate linkages, and thereby contribute to the binding affinity.
NASA Astrophysics Data System (ADS)
Ghosh, Karabi
2017-02-01
We briefly comment on a paper by N.A. Gentile [J. Comput. Phys. 230 (2011) 5100-5114] in which the Fleck factor has been modified to include the effects of temperature-dependent opacities in the implicit Monte Carlo algorithm developed by Fleck and Cummings [1,2]. Instead of the Fleck factor, f = 1 / (1 + βcΔtσP), the author derived the modified Fleck factor g = 1 / (1 + βcΔtσP - min [σP‧ (a Tr4 - aT4) cΔt/ρCV, 0 ]) to be used in the Implicit Monte Carlo (IMC) algorithm in order to obtain more accurate solutions with much larger time steps. Here β = 4 aT3 / ρCV, σP is the Planck opacity and the derivative of Planck opacity w.r.t. the material temperature is σP‧ = dσP / dT.
The Monte Carlo code MCPTV--Monte Carlo dose calculation in radiation therapy with carbon ions.
Karg, Juergen; Speer, Stefan; Schmidt, Manfred; Mueller, Reinhold
2010-07-07
The Monte Carlo code MCPTV is presented. MCPTV is designed for dose calculation in treatment planning in radiation therapy with particles and especially carbon ions. MCPTV has a voxel-based concept and can perform a fast calculation of the dose distribution on patient CT data. Material and density information from CT are taken into account. Electromagnetic and nuclear interactions are implemented. Furthermore the algorithm gives information about the particle spectra and the energy deposition in each voxel. This can be used to calculate the relative biological effectiveness (RBE) for each voxel. Depth dose distributions are compared to experimental data giving good agreement. A clinical example is shown to demonstrate the capabilities of the MCPTV dose calculation.
Diffuse photon density wave measurements and Monte Carlo simulations
NASA Astrophysics Data System (ADS)
Kuzmin, Vladimir L.; Neidrauer, Michael T.; Diaz, David; Zubkov, Leonid A.
2015-10-01
Diffuse photon density wave (DPDW) methodology is widely used in a number of biomedical applications. Here, we present results of Monte Carlo simulations that employ an effective numerical procedure based upon a description of radiative transfer in terms of the Bethe-Salpeter equation. A multifrequency noncontact DPDW system was used to measure aqueous solutions of intralipid at a wide range of source-detector separation distances, at which the diffusion approximation of the radiative transfer equation is generally considered to be invalid. We find that the signal-noise ratio is larger for the considered algorithm in comparison with the conventional Monte Carlo approach. Experimental data are compared to the Monte Carlo simulations using several values of scattering anisotropy and to the diffusion approximation. Both the Monte Carlo simulations and diffusion approximation were in very good agreement with the experimental data for a wide range of source-detector separations. In addition, measurements with different wavelengths were performed to estimate the size and scattering anisotropy of scatterers.
Monte Carlo methods for multidimensional integration for European option pricing
NASA Astrophysics Data System (ADS)
Todorov, V.; Dimov, I. T.
2016-10-01
In this paper, we illustrate examples of highly accurate Monte Carlo and quasi-Monte Carlo methods for multiple integrals related to the evaluation of European style options. The idea is that the value of the option is formulated in terms of the expectation of some random variable; then the average of independent samples of this random variable is used to estimate the value of the option. First we obtain an integral representation for the value of the option using the risk neutral valuation formula. Then with an appropriations change of the constants we obtain a multidimensional integral over the unit hypercube of the corresponding dimensionality. Then we compare a specific type of lattice rules over one of the best low discrepancy sequence of Sobol for numerical integration. Quasi-Monte Carlo methods are compared with Adaptive and Crude Monte Carlo techniques for solving the problem. The four approaches are completely different thus it is a question of interest to know which one of them outperforms the other for evaluation multidimensional integrals in finance. Some of the advantages and disadvantages of the developed algorithms are discussed.
Diffuse photon density wave measurements and Monte Carlo simulations.
Kuzmin, Vladimir L; Neidrauer, Michael T; Diaz, David; Zubkov, Leonid A
2015-10-01
Diffuse photon density wave (DPDW) methodology is widely used in a number of biomedical applications. Here, we present results of Monte Carlo simulations that employ an effective numerical procedure based upon a description of radiative transfer in terms of the Bethe–Salpeter equation. A multifrequency noncontact DPDW system was used to measure aqueous solutions of intralipid at a wide range of source–detector separation distances, at which the diffusion approximation of the radiative transfer equation is generally considered to be invalid. We find that the signal–noise ratio is larger for the considered algorithm in comparison with the conventional Monte Carlo approach. Experimental data are compared to the Monte Carlo simulations using several values of scattering anisotropy and to the diffusion approximation. Both the Monte Carlo simulations and diffusion approximation were in very good agreement with the experimental data for a wide range of source–detector separations. In addition, measurements with different wavelengths were performed to estimate the size and scattering anisotropy of scatterers.
Harnessing graphical structure in Markov chain Monte Carlo learning
Stolorz, P.E.; Chew P.C.
1996-12-31
The Monte Carlo method is recognized as a useful tool in learning and probabilistic inference methods common to many datamining problems. Generalized Hidden Markov Models and Bayes nets are especially popular applications. However, the presence of multiple modes in many relevant integrands and summands often renders the method slow and cumbersome. Recent mean field alternatives designed to speed things up have been inspired by experience gleaned from physics. The current work adopts an approach very similar to this in spirit, but focusses instead upon dynamic programming notions as a basis for producing systematic Monte Carlo improvements. The idea is to approximate a given model by a dynamic programming-style decomposition, which then forms a scaffold upon which to build successively more accurate Monte Carlo approximations. Dynamic programming ideas alone fail to account for non-local structure, while standard Monte Carlo methods essentially ignore all structure. However, suitably-crafted hybrids can successfully exploit the strengths of each method, resulting in algorithms that combine speed with accuracy. The approach relies on the presence of significant {open_quotes}local{close_quotes} information in the problem at hand. This turns out to be a plausible assumption for many important applications. Example calculations are presented, and the overall strengths and weaknesses of the approach are discussed.
Relaxation dynamics in small clusters: A modified Monte Carlo approach
Pal, Barnana
2008-02-01
Relaxation dynamics in two-dimensional atomic clusters consisting of mono-atomic particles interacting through Lennard-Jones (L-J) potential has been investigated using Monte Carlo simulation. A modification of the conventional Metropolis algorithm is proposed to introduce realistic thermal motion of the particles moving in the interacting L-J potential field. The proposed algorithm leads to a quick equilibration from the nonequilibrium cluster configuration in a certain temperature regime, where the relaxation time ({tau}), measured in terms of Monte Carlo Steps (MCS) per particle, vary inversely with the square root of system temperature ({radical}T) and pressure (P); {tau} {proportional_to} (P{radical}T){sup -1}. From this a realistic correlation between MCS and time has been predicted.
Monte Carlo Study of Real Time Dynamics on the Lattice
NASA Astrophysics Data System (ADS)
Alexandru, Andrei; Başar, Gökçe; Bedaque, Paulo F.; Vartak, Sohan; Warrington, Neill C.
2016-08-01
Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from a highly oscillatory phase of the path integral. In this Letter, we present a new method to compute real time quantities on the lattice using the Schwinger-Keldysh formalism via Monte Carlo simulations. The key idea is to deform the path integration domain to a complex manifold where the phase oscillations are mild and the sign problem is manageable. We use the previously introduced "contraction algorithm" to create a Markov chain on this alternative manifold. We substantiate our approach by analyzing the quantum mechanical anharmonic oscillator. Our results are in agreement with the exact ones obtained by diagonalization of the Hamiltonian. The method we introduce is generic and, in principle, applicable to quantum field theory albeit very slow. We discuss some possible improvements that should speed up the algorithm.
Quantum Monte Carlo with directed loops.
Syljuåsen, Olav F; Sandvik, Anders W
2002-10-01
We introduce the concept of directed loops in stochastic series expansion and path-integral quantum Monte Carlo methods. Using the detailed balance rules for directed loops, we show that it is possible to smoothly connect generally applicable simulation schemes (in which it is necessary to include backtracking processes in the loop construction) to more restricted loop algorithms that can be constructed only for a limited range of Hamiltonians (where backtracking can be avoided). The "algorithmic discontinuities" between general and special points (or regions) in parameter space can hence be eliminated. As a specific example, we consider the anisotropic S=1/2 Heisenberg antiferromagnet in an external magnetic field. We show that directed-loop simulations are very efficient for the full range of magnetic fields (zero to the saturation point) and anisotropies. In particular, for weak fields and anisotropies, the autocorrelations are significantly reduced relative to those of previous approaches. The back-tracking probability vanishes continuously as the isotropic Heisenberg point is approached. For the XY model, we show that back tracking can be avoided for all fields extending up to the saturation field. The method is hence particularly efficient in this case. We use directed-loop simulations to study the magnetization process in the two-dimensional Heisenberg model at very low temperatures. For LxL lattices with L up to 64, we utilize the step structure in the magnetization curve to extract gaps between different spin sectors. Finite-size scaling of the gaps gives an accurate estimate of the transverse susceptibility in the thermodynamic limit: chi( perpendicular )=0.0659+/-0.0002.
NASA Astrophysics Data System (ADS)
Fragoso, Margarida; Wen, Ning; Kumar, Sanath; Liu, Dezhi; Ryu, Samuel; Movsas, Benjamin; Munther, Ajlouni; Chetty, Indrin J.
2010-08-01
Modern cancer treatment techniques, such as intensity-modulated radiation therapy (IMRT) and stereotactic body radiation therapy (SBRT), have greatly increased the demand for more accurate treatment planning (structure definition, dose calculation, etc) and dose delivery. The ability to use fast and accurate Monte Carlo (MC)-based dose calculations within a commercial treatment planning system (TPS) in the clinical setting is now becoming more of a reality. This study describes the dosimetric verification and initial clinical evaluation of a new commercial MC-based photon beam dose calculation algorithm, within the iPlan v.4.1 TPS (BrainLAB AG, Feldkirchen, Germany). Experimental verification of the MC photon beam model was performed with film and ionization chambers in water phantoms and in heterogeneous solid-water slabs containing bone and lung-equivalent materials for a 6 MV photon beam from a Novalis (BrainLAB) linear accelerator (linac) with a micro-multileaf collimator (m3 MLC). The agreement between calculated and measured dose distributions in the water phantom verification tests was, on average, within 2%/1 mm (high dose/high gradient) and was within ±4%/2 mm in the heterogeneous slab geometries. Example treatment plans in the lung show significant differences between the MC and one-dimensional pencil beam (PB) algorithms within iPlan, especially for small lesions in the lung, where electronic disequilibrium effects are emphasized. Other user-specific features in the iPlan system, such as options to select dose to water or dose to medium, and the mean variance level, have been investigated. Timing results for typical lung treatment plans show the total computation time (including that for processing and I/O) to be less than 10 min for 1-2% mean variance (running on a single PC with 8 Intel Xeon X5355 CPUs, 2.66 GHz). Overall, the iPlan MC algorithm is demonstrated to be an accurate and efficient dose algorithm, incorporating robust tools for MC
Cluster Monte Carlo simulations of the nematic-isotropic transition
NASA Astrophysics Data System (ADS)
Priezjev, N. V.; Pelcovits, Robert A.
2001-06-01
We report the results of simulations of the three-dimensional Lebwohl-Lasher model of the nematic-isotropic transition using a single cluster Monte Carlo algorithm. The algorithm, first introduced by Kunz and Zumbach to study two-dimensional nematics, is a modification of the Wolff algorithm for spin systems, and greatly reduces critical slowing down. We calculate the free energy in the neighborhood of the transition for systems up to linear size 70. We find a double well structure with a barrier that grows with increasing system size. We thus obtain an upper estimate of the value of the transition temperature in the thermodynamic limit.
Graphics Processing Unit Accelerated Hirsch-Fye Quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Moore, Conrad; Abu Asal, Sameer; Rajagoplan, Kaushik; Poliakoff, David; Caprino, Joseph; Tomko, Karen; Thakur, Bhupender; Yang, Shuxiang; Moreno, Juana; Jarrell, Mark
2012-02-01
In Dynamical Mean Field Theory and its cluster extensions, such as the Dynamic Cluster Algorithm, the bottleneck of the algorithm is solving the self-consistency equations with an impurity solver. Hirsch-Fye Quantum Monte Carlo is one of the most commonly used impurity and cluster solvers. This work implements optimizations of the algorithm, such as enabling large data re-use, suitable for the Graphics Processing Unit (GPU) architecture. The GPU's sheer number of concurrent parallel computations and large bandwidth to many shared memories takes advantage of the inherent parallelism in the Green function update and measurement routines, and can substantially improve the efficiency of the Hirsch-Fye impurity solver.
Cluster Monte Carlo simulations of the nematic-isotropic transition.
Priezjev, N V; Pelcovits, R A
2001-06-01
We report the results of simulations of the three-dimensional Lebwohl-Lasher model of the nematic-isotropic transition using a single cluster Monte Carlo algorithm. The algorithm, first introduced by Kunz and Zumbach to study two-dimensional nematics, is a modification of the Wolff algorithm for spin systems, and greatly reduces critical slowing down. We calculate the free energy in the neighborhood of the transition for systems up to linear size 70. We find a double well structure with a barrier that grows with increasing system size. We thus obtain an upper estimate of the value of the transition temperature in the thermodynamic limit.
Burrows, John
2013-04-01
An introduction to the use of the mathematical technique of Monte Carlo simulations to evaluate least squares regression calibration is described. Monte Carlo techniques involve the repeated sampling of data from a population that may be derived from real (experimental) data, but is more conveniently generated by a computer using a model of the analytical system and a randomization process to produce a large database. Datasets are selected from this population and fed into the calibration algorithms under test, thus providing a facile way of producing a sufficiently large number of assessments of the algorithm to enable a statically valid appraisal of the calibration process to be made. This communication provides a description of the technique that forms the basis of the results presented in Parts II and III of this series, which follow in this issue, and also highlights the issues arising from the use of small data populations in bioanalysis.
An enhanced Monte Carlo outlier detection method.
Zhang, Liangxiao; Li, Peiwu; Mao, Jin; Ma, Fei; Ding, Xiaoxia; Zhang, Qi
2015-09-30
Outlier detection is crucial in building a highly predictive model. In this study, we proposed an enhanced Monte Carlo outlier detection method by establishing cross-prediction models based on determinate normal samples and analyzing the distribution of prediction errors individually for dubious samples. One simulated and three real datasets were used to illustrate and validate the performance of our method, and the results indicated that this method outperformed Monte Carlo outlier detection in outlier diagnosis. After these outliers were removed, the value of validation by Kovats retention indices and the root mean square error of prediction decreased from 3.195 to 1.655, and the average cross-validation prediction error decreased from 2.0341 to 1.2780. This method helps establish a good model by eliminating outliers. © 2015 Wiley Periodicals, Inc.
Status of Monte Carlo at Los Alamos
Thompson, W.L.; Cashwell, E.D.
1980-01-01
At Los Alamos the early work of Fermi, von Neumann, and Ulam has been developed and supplemented by many followers, notably Cashwell and Everett, and the main product today is the continuous-energy, general-purpose, generalized-geometry, time-dependent, coupled neutron-photon transport code called MCNP. The Los Alamos Monte Carlo research and development effort is concentrated in Group X-6. MCNP treats an arbitrary three-dimensional configuration of arbitrary materials in geometric cells bounded by first- and second-degree surfaces and some fourth-degree surfaces (elliptical tori). Monte Carlo has evolved into perhaps the main method for radiation transport calculations at Los Alamos. MCNP is used in every technical division at the Laboratory by over 130 users about 600 times a month accounting for nearly 200 hours of CDC-7600 time.
Status of Monte Carlo at Los Alamos
Thompson, W.L.; Cashwell, E.D.; Godfrey, T.N.K.; Schrandt, R.G.; Deutsch, O.L.; Booth, T.E.
1980-05-01
Four papers were presented by Group X-6 on April 22, 1980, at the Oak Ridge Radiation Shielding Information Center (RSIC) Seminar-Workshop on Theory and Applications of Monte Carlo Methods. These papers are combined into one report for convenience and because they are related to each other. The first paper (by Thompson and Cashwell) is a general survey about X-6 and MCNP and is an introduction to the other three papers. It can also serve as a resume of X-6. The second paper (by Godfrey) explains some of the details of geometry specification in MCNP. The third paper (by Cashwell and Schrandt) illustrates calculating flux at a point with MCNP; in particular, the once-more-collided flux estimator is demonstrated. Finally, the fourth paper (by Thompson, Deutsch, and Booth) is a tutorial on some variance-reduction techniques. It should be required for a fledging Monte Carlo practitioner.
Fission Matrix Capability for MCNP Monte Carlo
NASA Astrophysics Data System (ADS)
Brown, Forrest; Carney, Sean; Kiedrowski, Brian; Martin, William
2014-06-01
We describe recent experience and results from implementing a fission matrix capability into the MCNP Monte Carlo code. The fission matrix can be used to provide estimates of the fundamental mode fission distribution, the dominance ratio, the eigenvalue spectrum, and higher mode forward and adjoint eigenfunctions of the fission neutron source distribution. It can also be used to accelerate the convergence of the power method iterations and to provide basis functions for higher-order perturbation theory. The higher-mode fission sources can be used in MCNP to determine higher-mode forward fluxes and tallies, and work is underway to provide higher-mode adjoint-weighted fluxes and tallies. Past difficulties and limitations of the fission matrix approach are overcome with a new sparse representation of the matrix, permitting much larger and more accurate fission matrix representations. The new fission matrix capabilities provide a significant advance in the state-of-the-art for Monte Carlo criticality calculations.
Quantum Monte Carlo applied to solids
Shulenburger, Luke; Mattsson, Thomas R.
2013-12-01
We apply diffusion quantum Monte Carlo to a broad set of solids, benchmarking the method by comparing bulk structural properties (equilibrium volume and bulk modulus) to experiment and density functional theory (DFT) based theories. The test set includes materials with many different types of binding including ionic, metallic, covalent, and van der Waals. We show that, on average, the accuracy is comparable to or better than that of DFT when using the new generation of functionals, including one hybrid functional and two dispersion corrected functionals. The excellent performance of quantum Monte Carlo on solids is promising for its application to heterogeneous systems and high-pressure/high-density conditions. Important to the results here is the application of a consistent procedure with regards to the several approximations that are made, such as finite-size corrections and pseudopotential approximations. This test set allows for any improvements in these methods to be judged in a systematic way.
Fast Monte Carlo for radiation therapy: the PEREGRINE Project
Hartmann Siantar, C.L.; Bergstrom, P.M.; Chandler, W.P.; Cox, L.J.; Daly, T.P.; Garrett, D.; House, R.K.; Moses, E.I.; Powell, C.L.; Patterson, R.W.; Schach von Wittenau, A.E.
1997-11-11
The purpose of the PEREGRINE program is to bring high-speed, high- accuracy, high-resolution Monte Carlo dose calculations to the desktop in the radiation therapy clinic. PEREGRINE is a three- dimensional Monte Carlo dose calculation system designed specifically for radiation therapy planning. It provides dose distributions from external beams of photons, electrons, neutrons, and protons as well as from brachytherapy sources. Each external radiation source particle passes through collimator jaws and beam modifiers such as blocks, compensators, and wedges that are used to customize the treatment to maximize the dose to the tumor. Absorbed dose is tallied in the patient or phantom as Monte Carlo simulation particles are followed through a Cartesian transport mesh that has been manually specified or determined from a CT scan of the patient. This paper describes PEREGRINE capabilities, results of benchmark comparisons, calculation times and performance, and the significance of Monte Carlo calculations for photon teletherapy. PEREGRINE results show excellent agreement with a comprehensive set of measurements for a wide variety of clinical photon beam geometries, on both homogeneous and heterogeneous test samples or phantoms. PEREGRINE is capable of calculating >350 million histories per hour for a standard clinical treatment plan. This results in a dose distribution with voxel standard deviations of <2% of the maximum dose on 4 million voxels with 1 mm resolution in the CT-slice plane in under 20 minutes. Calculation times include tracking particles through all patient specific beam delivery components as well as the patient. Most importantly, comparison of Monte Carlo dose calculations with currently-used algorithms reveal significantly different dose distributions for a wide variety of treatment sites, due to the complex 3-D effects of missing tissue, tissue heterogeneities, and accurate modeling of the radiation source.
Global Monte Carlo Simulation with High Order Polynomial Expansions
William R. Martin; James Paul Holloway; Kaushik Banerjee; Jesse Cheatham; Jeremy Conlin
2007-12-13
The functional expansion technique (FET) was recently developed for Monte Carlo simulation. The basic idea of the FET is to expand a Monte Carlo tally in terms of a high order expansion, the coefficients of which can be estimated via the usual random walk process in a conventional Monte Carlo code. If the expansion basis is chosen carefully, the lowest order coefficient is simply the conventional histogram tally, corresponding to a flat mode. This research project studied the applicability of using the FET to estimate the fission source, from which fission sites can be sampled for the next generation. The idea is that individual fission sites contribute to expansion modes that may span the geometry being considered, possibly increasing the communication across a loosely coupled system and thereby improving convergence over the conventional fission bank approach used in most production Monte Carlo codes. The project examined a number of basis functions, including global Legendre polynomials as well as “local” piecewise polynomials such as finite element hat functions and higher order versions. The global FET showed an improvement in convergence over the conventional fission bank approach. The local FET methods showed some advantages versus global polynomials in handling geometries with discontinuous material properties. The conventional finite element hat functions had the disadvantage that the expansion coefficients could not be estimated directly but had to be obtained by solving a linear system whose matrix elements were estimated. An alternative fission matrix-based response matrix algorithm was formulated. Studies were made of two alternative applications of the FET, one based on the kernel density estimator and one based on Arnoldi’s method of minimized iterations. Preliminary results for both methods indicate improvements in fission source convergence. These developments indicate that the FET has promise for speeding up Monte Carlo fission source
Applications of Maxent to quantum Monte Carlo
Silver, R.N.; Sivia, D.S.; Gubernatis, J.E. ); Jarrell, M. . Dept. of Physics)
1990-01-01
We consider the application of maximum entropy methods to the analysis of data produced by computer simulations. The focus is the calculation of the dynamical properties of quantum many-body systems by Monte Carlo methods, which is termed the Analytical Continuation Problem.'' For the Anderson model of dilute magnetic impurities in metals, we obtain spectral functions and transport coefficients which obey Kondo Universality.'' 24 refs., 7 figs.
Inhomogeneous Monte Carlo simulations of dermoscopic spectroscopy
NASA Astrophysics Data System (ADS)
Gareau, Daniel S.; Li, Ting; Jacques, Steven; Krueger, James
2012-03-01
Clinical skin-lesion diagnosis uses dermoscopy: 10X epiluminescence microscopy. Skin appearance ranges from black to white with shades of blue, red, gray and orange. Color is an important diagnostic criteria for diseases including melanoma. Melanin and blood content and distribution impact the diffuse spectral remittance (300-1000nm). Skin layers: immersion medium, stratum corneum, spinous epidermis, basal epidermis and dermis as well as laterally asymmetric features (eg. melanocytic invasion) were modeled in an inhomogeneous Monte Carlo model.
Recovering intrinsic fluorescence by Monte Carlo modeling.
Müller, Manfred; Hendriks, Benno H W
2013-02-01
We present a novel way to recover intrinsic fluorescence in turbid media based on Monte Carlo generated look-up tables and making use of a diffuse reflectance measurement taken at the same location. The method has been validated on various phantoms with known intrinsic fluorescence and is benchmarked against photon-migration methods. This new method combines more flexibility in the probe design with fast reconstruction and showed similar reconstruction accuracy as found in other reconstruction methods.
Monte Carlo approach to Estrada index
NASA Astrophysics Data System (ADS)
Gutman, Ivan; Radenković, Slavko; Graovac, Ante; Plavšić, Dejan
2007-09-01
Let G be a graph on n vertices, and let λ1, λ2, …, λn be its eigenvalues. The Estrada index of G is a recently introduced molecular structure descriptor, defined as EE=∑i=1ne. Using a Monte Carlo approach, and treating the graph eigenvalues as random variables, we deduce approximate expressions for EE, in terms of the number of vertices and number of edges, of very high accuracy.
NASA Astrophysics Data System (ADS)
Chatterjee, Kausik
2016-06-01
The objective of this paper is the extension and application of a newly-developed Green's function Monte Carlo (GFMC) algorithm to the estimation of the derivative of the solution of the one-dimensional (1D) Helmholtz equation subject to Neumann and mixed boundary conditions problems. The traditional GFMC approach for the solution of partial differential equations subject to these boundary conditions involves "reflecting boundaries" resulting in relatively large computational times. My work, inspired by the work of K.K. Sabelfeld is philosophically different in that there is no requirement for reflection at these boundaries. The underlying feature of this algorithm is the elimination of the use of reflecting boundaries through the use of novel Green's functions that mimic the boundary conditions of the problem of interest. My past work has involved the application of this algorithm to the estimation of the solution of the 1D Laplace equation, the Helmholtz equation and the modified Helmholtz equation. In this work, this algorithm has been adapted to the estimation of the derivative of the solution which is a very important development. In the traditional approach involving reflection, to estimate the derivative at a certain number of points, one has to a priori estimate the solution at a larger number of points. In the case of a one-dimensional problem for instance, to obtain the derivative of the solution at a point, one has to obtain the solution at two points, one on each side of the point of interest. These points have to be close enough so that the validity of the first-order approximation for the derivative operator is justified and at the same time, the actual difference between the solutions at these two points has to be at least an order of magnitude higher than the statistical error in the estimation of the solution, thus requiring a significantly larger number of random-walks than that required for the estimation of the solution. In this new approach
Path Integral Monte Carlo Methods for Fermions
NASA Astrophysics Data System (ADS)
Ethan, Ethan; Dubois, Jonathan; Ceperley, David
2014-03-01
In general, Quantum Monte Carlo methods suffer from a sign problem when simulating fermionic systems. This causes the efficiency of a simulation to decrease exponentially with the number of particles and inverse temperature. To circumvent this issue, a nodal constraint is often implemented, restricting the Monte Carlo procedure from sampling paths that cause the many-body density matrix to change sign. Unfortunately, this high-dimensional nodal surface is not a priori known unless the system is exactly solvable, resulting in uncontrolled errors. We will discuss two possible routes to extend the applicability of finite-temperatue path integral Monte Carlo. First we extend the regime where signful simulations are possible through a novel permutation sampling scheme. Afterwards, we discuss a method to variationally improve the nodal surface by minimizing a free energy during simulation. Applications of these methods will include both free and interacting electron gases, concluding with discussion concerning extension to inhomogeneous systems. Support from DOE DE-FG52-09NA29456, DE-AC52-07NA27344, LLNL LDRD 10- ERD-058, and the Lawrence Scholar program.
Trahan, Travis J.; Gentile, Nicholas A.
2012-09-10
Statistical uncertainty is inherent to any Monte Carlo simulation of radiation transport problems. In space-angle-frequency independent radiative transfer calculations, the uncertainty in the solution is entirely due to random sampling of source photon emission times. We have developed a modification to the Implicit Monte Carlo algorithm that eliminates noise due to sampling of the emission time of source photons. In problems that are independent of space, angle, and energy, the new algorithm generates a smooth solution, while a standard implicit Monte Carlo solution is noisy. For space- and angle-dependent problems, the new algorithm exhibits reduced noise relative to standard implicit Monte Carlo in some cases, and comparable noise in all other cases. In conclusion, the improvements are limited to short time scales; over long time scales, noise due to random sampling of spatial and angular variables tends to dominate the noise reduction from the new algorithm.
Monte Carlo Volcano Seismic Moment Tensors
NASA Astrophysics Data System (ADS)
Waite, G. P.; Brill, K. A.; Lanza, F.
2015-12-01
Inverse modeling of volcano seismic sources can provide insight into the geometry and dynamics of volcanic conduits. But given the logistical challenges of working on an active volcano, seismic networks are typically deficient in spatial and temporal coverage; this potentially leads to large errors in source models. In addition, uncertainties in the centroid location and moment-tensor components, including volumetric components, are difficult to constrain from the linear inversion results, which leads to a poor understanding of the model space. In this study, we employ a nonlinear inversion using a Monte Carlo scheme with the objective of defining robustly resolved elements of model space. The model space is randomized by centroid location and moment tensor eigenvectors. Point sources densely sample the summit area and moment tensors are constrained to a randomly chosen geometry within the inversion; Green's functions for the random moment tensors are all calculated from modeled single forces, making the nonlinear inversion computationally reasonable. We apply this method to very-long-period (VLP) seismic events that accompany minor eruptions at Fuego volcano, Guatemala. The library of single force Green's functions is computed with a 3D finite-difference modeling algorithm through a homogeneous velocity-density model that includes topography, for a 3D grid of nodes, spaced 40 m apart, within the summit region. The homogenous velocity and density model is justified by long wavelength of VLP data. The nonlinear inversion reveals well resolved model features and informs the interpretation through a better understanding of the possible models. This approach can also be used to evaluate possible station geometries in order to optimize networks prior to deployment.
Cao, M; Tenn, S; Lee, C; Yang, Y; Lamb, J; Agazaryan, N; Lee, P; Low, D
2014-06-01
Purpose: To evaluate performance of three commercially available treatment planning systems for stereotactic body radiation therapy (SBRT) of lung cancer using the following algorithms: Boltzmann transport equation based algorithm (AcurosXB AXB), convolution based algorithm Anisotropic Analytic Algorithm (AAA); and Monte Carlo based algorithm (XVMC). Methods: A total of 10 patients with early stage non-small cell peripheral lung cancer were included. The initial clinical plans were generated using the XVMC based treatment planning system with a prescription of 54Gy in 3 fractions following RTOG0613 protocol. The plans were recalculated with the same beam parameters and monitor units using AAA and AXB algorithms. A calculation grid size of 2mm was used for all algorithms. The dose distribution, conformity, and dosimetric parameters for the targets and organs at risk (OAR) are compared between the algorithms. Results: The average PTV volume was 19.6mL (range 4.2–47.2mL). The volume of PTV covered by the prescribed dose (PTV-V100) were 93.97±2.00%, 95.07±2.07% and 95.10±2.97% for XVMC, AXB and AAA algorithms, respectively. There was no significant difference in high dose conformity index; however, XVMC predicted slightly higher values (p=0.04) for the ratio of 50% prescription isodose volume to PTV (R50%). The percentage volume of total lungs receiving dose >20Gy (LungV20Gy) were 4.03±2.26%, 3.86±2.22% and 3.85±2.21% for XVMC, AXB and AAA algorithms. Examination of dose volume histograms (DVH) revealed small differences in targets and OARs for most patients. However, the AAA algorithm was found to predict considerable higher PTV coverage compared with AXB and XVMC algorithms in two cases. The dose difference was found to be primarily located at the periphery region of the target. Conclusion: For clinical SBRT lung treatment planning, the dosimetric differences between three commercially available algorithms are generally small except at target periphery. XVMC
Brunner, Thomas A.; Kalos, Malvin H.; Gentile, Nicholas A.
2005-03-01
Domain decomposed Monte Carlo codes, like other domain-decomposed codes, are difficult to debug. Domain decomposition is prone to error, and interactions between the domain decomposition code and the rest of the algorithm often produces subtle bugs. These bugs are particularly difficult to find in a Monte Carlo algorithm, in which the results have statistical noise. Variations in the results due to statistical noise can mask errors when comparing the results to other simulations or analytic results.
Monte Carlo Ground State Energy for Trapped Boson Systems
NASA Astrophysics Data System (ADS)
Rudd, Ethan; Mehta, N. P.
2012-06-01
Diffusion Monte Carlo (DMC) and Green's Function Monte Carlo (GFMC) algorithms were implemented to obtain numerical approximations for the ground state energies of systems of bosons in a harmonic trap potential. Gaussian pairwise particle interactions of the form V0e^-|ri-rj|^2/r0^2 were implemented in the DMC code. These results were verified for small values of V0 via a first-order perturbation theory approximation for which the N-particle matrix element evaluated to N2 V0(1 + 1/r0^2)^3/2. By obtaining the scattering length from the 2-body potential in the perturbative regime (V0φ 1), ground state energy results were compared to modern renormalized models by P.R. Johnson et. al, New J. Phys. 11, 093022 (2009).
Minimising biases in full configuration interaction quantum Monte Carlo.
Vigor, W A; Spencer, J S; Bearpark, M J; Thom, A J W
2015-03-14
We show that Full Configuration Interaction Quantum Monte Carlo (FCIQMC) is a Markov chain in its present form. We construct the Markov matrix of FCIQMC for a two determinant system and hence compute the stationary distribution. These solutions are used to quantify the dependence of the population dynamics on the parameters defining the Markov chain. Despite the simplicity of a system with only two determinants, it still reveals a population control bias inherent to the FCIQMC algorithm. We investigate the effect of simulation parameters on the population control bias for the neon atom and suggest simulation setups to, in general, minimise the bias. We show a reweight ing scheme to remove the bias caused by population control commonly used in diffusion Monte Carlo [Umrigar et al., J. Chem. Phys. 99, 2865 (1993)] is effective and recommend its use as a post processing step.
Bond-updating mechanism in cluster Monte Carlo calculations
NASA Astrophysics Data System (ADS)
Heringa, J. R.; Blöte, H. W. J.
1994-03-01
We study a cluster Monte Carlo method with an adjustable parameter: the number of energy levels of a demon mediating the exchange of bond energy with the heat bath. The efficiency of the algorithm in the case of the three-dimensional Ising model is studied as a function of the number of such levels. The optimum is found in the limit of an infinite number of levels, where the method reproduces the Wolff or the Swendsen-Wang algorithm. In this limit the size distribution of flipped clusters approximates a power law more closely than that for a finite number of energy levels.
Quantum Monte Carlo Endstation for Petascale Computing
David Ceperley
2011-03-02
CUDA GPU platform. We restructured the CPU algorithms to express additional parallelism, minimize GPU-CPU communication, and efficiently utilize the GPU memory hierarchy. Using mixed precision on GT200 GPUs and MPI for intercommunication and load balancing, we observe typical full-application speedups of approximately 10x to 15x relative to quad-core Xeon CPUs alone, while reproducing the double-precision CPU results within statistical error. We developed an all-electron quantum Monte Carlo (QMC) method for solids that does not rely on pseudopotentials, and used it to construct a primary ultra-high-pressure calibration based on the equation of state of cubic boron nitride. We computed the static contribution to the free energy with the QMC method and obtained the phonon contribution from density functional theory, yielding a high-accuracy calibration up to 900 GPa usable directly in experiment. We computed the anharmonic Raman frequency shift with QMC simulations as a function of pressure and temperature, allowing optical pressure calibration. In contrast to present experimental approaches, small systematic errors in the theoretical EOS do not increase with pressure, and no extrapolation is needed. This all-electron method is applicable to first-row solids, providing a new reference for ab initio calculations of solids and benchmarks for pseudopotential accuracy. We compared experimental and theoretical results on the momentum distribution and the quasiparticle renormalization factor in sodium. From an x-ray Compton-profile measurement of the valence-electron momentum density, we derived its discontinuity at the Fermi wavevector finding an accurate measure of the renormalization factor that we compared with quantum-Monte-Carlo and G0W0 calculations performed both on crystalline sodium and on the homogeneous electron gas. Our calculated results are in good agreement with the experiment. We have been studying the heat of formation for various Kubas complexes of molecular
Finding organic vapors - a Monte Carlo approach
NASA Astrophysics Data System (ADS)
Vuollekoski, Henri; Boy, Michael; Kerminen, Veli-Matti; Kulmala, Markku
2010-05-01
drawbacks in accuracy, the inability to find diurnal variation and the lack of size resolution. Here, we aim to shed some light onto the problem by applying an ad hoc Monte Carlo algorithm to a well established aerosol dynamical model, the University of Helsinki Multicomponent Aerosol model (UHMA). By performing a side-by-side comparison with measurement data within the algorithm, this approach has the significant advantage of decreasing the amount of manual labor. But more importantly, by basing the comparison on particle number size distribution data - a quantity that can be quite reliably measured - the accuracy of the results is good.
NASA Astrophysics Data System (ADS)
Wang, Wenlong; Machta, Jonathan; Katzgraber, Helmut G.
2015-07-01
Population annealing is a Monte Carlo algorithm that marries features from simulated-annealing and parallel-tempering Monte Carlo. As such, it is ideal to overcome large energy barriers in the free-energy landscape while minimizing a Hamiltonian. Thus, population-annealing Monte Carlo can be used as a heuristic to solve combinatorial optimization problems. We illustrate the capabilities of population-annealing Monte Carlo by computing ground states of the three-dimensional Ising spin glass with Gaussian disorder, while comparing to simulated-annealing and parallel-tempering Monte Carlo. Our results suggest that population annealing Monte Carlo is significantly more efficient than simulated annealing but comparable to parallel-tempering Monte Carlo for finding spin-glass ground states.
Wang, Wenlong; Machta, Jonathan; Katzgraber, Helmut G
2015-07-01
Population annealing is a Monte Carlo algorithm that marries features from simulated-annealing and parallel-tempering Monte Carlo. As such, it is ideal to overcome large energy barriers in the free-energy landscape while minimizing a Hamiltonian. Thus, population-annealing Monte Carlo can be used as a heuristic to solve combinatorial optimization problems. We illustrate the capabilities of population-annealing Monte Carlo by computing ground states of the three-dimensional Ising spin glass with Gaussian disorder, while comparing to simulated-annealing and parallel-tempering Monte Carlo. Our results suggest that population annealing Monte Carlo is significantly more efficient than simulated annealing but comparable to parallel-tempering Monte Carlo for finding spin-glass ground states.
Four decades of implicit Monte Carlo
Wollaber, Allan B.
2016-02-23
In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate forms of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.
Four decades of implicit Monte Carlo
Wollaber, Allan B.
2016-02-23
In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate formsmore » of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.« less
The X-43A Six Degree of Freedom Monte Carlo Analysis
NASA Technical Reports Server (NTRS)
Baumann, Ethan; Bahm, Catherine; Strovers, Brian; Beck, Roger; Richard, Michael
2007-01-01
This report provides an overview of the Hyper-X research vehicle Monte Carlo analysis conducted with the six-degree-of-freedom simulation. The methodology and model uncertainties used for the Monte Carlo analysis are presented as permitted. In addition, the process used to select hardware validation test cases from the Monte Carlo data is described. The preflight Monte Carlo analysis indicated that the X-43A control system was robust to the preflight uncertainties and provided the Hyper-X project an important indication that the vehicle would likely be successful in accomplishing the mission objectives. The X-43A in-flight performance is compared to the preflight Monte Carlo predictions and shown to exceed the Monte Carlo bounds in several instances. Possible modeling shortfalls are presented that may account for these discrepancies. The flight control laws and guidance algorithms were robust enough as a result of the preflight Monte Carlo analysis that the unexpected in-flight performance did not have undue consequences. Modeling and Monte Carlo analysis lessons learned are presented.
The X-43A Six Degree of Freedom Monte Carlo Analysis
NASA Technical Reports Server (NTRS)
Baumann, Ethan; Bahm, Catherine; Strovers, Brian; Beck, Roger
2008-01-01
This report provides an overview of the Hyper-X research vehicle Monte Carlo analysis conducted with the six-degree-of-freedom simulation. The methodology and model uncertainties used for the Monte Carlo analysis are presented as permitted. In addition, the process used to select hardware validation test cases from the Monte Carlo data is described. The preflight Monte Carlo analysis indicated that the X-43A control system was robust to the preflight uncertainties and provided the Hyper-X project an important indication that the vehicle would likely be successful in accomplishing the mission objectives. The X-43A inflight performance is compared to the preflight Monte Carlo predictions and shown to exceed the Monte Carlo bounds in several instances. Possible modeling shortfalls are presented that may account for these discrepancies. The flight control laws and guidance algorithms were robust enough as a result of the preflight Monte Carlo analysis that the unexpected in-flight performance did not have undue consequences. Modeling and Monte Carlo analysis lessons learned are presented.
Monte Carlo simulation of intercalated carbon nanotubes.
Mykhailenko, Oleksiy; Matsui, Denis; Prylutskyy, Yuriy; Le Normand, Francois; Eklund, Peter; Scharff, Peter
2007-01-01
Monte Carlo simulations of the single- and double-walled carbon nanotubes (CNT) intercalated with different metals have been carried out. The interrelation between the length of a CNT, the number and type of metal atoms has also been established. This research is aimed at studying intercalated systems based on CNTs and d-metals such as Fe and Co. Factors influencing the stability of these composites have been determined theoretically by the Monte Carlo method with the Tersoff potential. The modeling of CNTs intercalated with metals by the Monte Carlo method has proved that there is a correlation between the length of a CNT and the number of endo-atoms of specific type. Thus, in the case of a metallic CNT (9,0) with length 17 bands (3.60 nm), in contrast to Co atoms, Fe atoms are extruded out of the CNT if the number of atoms in the CNT is not less than eight. Thus, this paper shows that a CNT of a certain size can be intercalated with no more than eight Fe atoms. The systems investigated are stabilized by coordination of 3d-atoms close to the CNT wall with a radius-vector of (0.18-0.20) nm. Another characteristic feature is that, within the temperature range of (400-700) K, small systems exhibit ground-state stabilization which is not characteristic of the higher ones. The behavior of Fe and Co endo-atoms between the walls of a double-walled carbon nanotube (DW CNT) is explained by a dominating van der Waals interaction between the Co atoms themselves, which is not true for the Fe atoms.
Quantum Monte Carlo for vibrating molecules
Brown, W.R. |
1996-08-01
Quantum Monte Carlo (QMC) has successfully computed the total electronic energies of atoms and molecules. The main goal of this work is to use correlation function quantum Monte Carlo (CFQMC) to compute the vibrational state energies of molecules given a potential energy surface (PES). In CFQMC, an ensemble of random walkers simulate the diffusion and branching processes of the imaginary-time time dependent Schroedinger equation in order to evaluate the matrix elements. The program QMCVIB was written to perform multi-state VMC and CFQMC calculations and employed for several calculations of the H{sub 2}O and C{sub 3} vibrational states, using 7 PES`s, 3 trial wavefunction forms, two methods of non-linear basis function parameter optimization, and on both serial and parallel computers. In order to construct accurate trial wavefunctions different wavefunctions forms were required for H{sub 2}O and C{sub 3}. In order to construct accurate trial wavefunctions for C{sub 3}, the non-linear parameters were optimized with respect to the sum of the energies of several low-lying vibrational states. In order to stabilize the statistical error estimates for C{sub 3} the Monte Carlo data was collected into blocks. Accurate vibrational state energies were computed using both serial and parallel QMCVIB programs. Comparison of vibrational state energies computed from the three C{sub 3} PES`s suggested that a non-linear equilibrium geometry PES is the most accurate and that discrete potential representations may be used to conveniently determine vibrational state energies.
A Monte Carlo approach to water management
NASA Astrophysics Data System (ADS)
Koutsoyiannis, D.
2012-04-01
Common methods for making optimal decisions in water management problems are insufficient. Linear programming methods are inappropriate because hydrosystems are nonlinear with respect to their dynamics, operation constraints and objectives. Dynamic programming methods are inappropriate because water management problems cannot be divided into sequential stages. Also, these deterministic methods cannot properly deal with the uncertainty of future conditions (inflows, demands, etc.). Even stochastic extensions of these methods (e.g. linear-quadratic-Gaussian control) necessitate such drastic oversimplifications of hydrosystems that may make the obtained results irrelevant to the real world problems. However, a Monte Carlo approach is feasible and can form a general methodology applicable to any type of hydrosystem. This methodology uses stochastic simulation to generate system inputs, either unconditional or conditioned on a prediction, if available, and represents the operation of the entire system through a simulation model as faithful as possible, without demanding a specific mathematical form that would imply oversimplifications. Such representation fully respects the physical constraints, while at the same time it evaluates the system operation constraints and objectives in probabilistic terms, and derives their distribution functions and statistics through Monte Carlo simulation. As the performance criteria of a hydrosystem operation will generally be highly nonlinear and highly nonconvex functions of the control variables, a second Monte Carlo procedure, implementing stochastic optimization, is necessary to optimize system performance and evaluate the control variables of the system. The latter is facilitated if the entire representation is parsimonious, i.e. if the number of control variables is kept at a minimum by involving a suitable system parameterization. The approach is illustrated through three examples for (a) a hypothetical system of two reservoirs
Status of Monte-Carlo Event Generators
Hoeche, Stefan; /SLAC
2011-08-11
Recent progress on general-purpose Monte-Carlo event generators is reviewed with emphasis on the simulation of hard QCD processes and subsequent parton cascades. Describing full final states of high-energy particle collisions in contemporary experiments is an intricate task. Hundreds of particles are typically produced, and the reactions involve both large and small momentum transfer. The high-dimensional phase space makes an exact solution of the problem impossible. Instead, one typically resorts to regarding events as factorized into different steps, ordered descending in the mass scales or invariant momentum transfers which are involved. In this picture, a hard interaction, described through fixed-order perturbation theory, is followed by multiple Bremsstrahlung emissions off initial- and final-state and, finally, by the hadronization process, which binds QCD partons into color-neutral hadrons. Each of these steps can be treated independently, which is the basic concept inherent to general-purpose event generators. Their development is nowadays often focused on an improved description of radiative corrections to hard processes through perturbative QCD. In this context, the concept of jets is introduced, which allows to relate sprays of hadronic particles in detectors to the partons in perturbation theory. In this talk, we briefly review recent progress on perturbative QCD in event generation. The main focus lies on the general-purpose Monte-Carlo programs HERWIG, PYTHIA and SHERPA, which will be the workhorses for LHC phenomenology. A detailed description of the physics models included in these generators can be found in [8]. We also discuss matrix-element generators, which provide the parton-level input for general-purpose Monte Carlo.
NASA Astrophysics Data System (ADS)
Sakhel, Asaad R.
2016-09-01
The sensitivity of the pinning transition (PT) as described by the sine-Gordon model of strongly interacting bosons confined in a shallow, one-dimensional, periodic optical lattice (OL), is examined against perturbations of the OL. The PT has been recently realized experimentally by Haller et al. [Nature (London) 466, 597 (2010), 10.1038/nature09259] and is the exact opposite of the superfluid-to-Mott-insulator transition in a deep OL with weakly interacting bosons. The continuous-space worm-algorithm (WA) Monte Carlo method [Boninsegni et al., Phys. Rev. E 74, 036701 (2006), 10.1103/PhysRevE.74.036701] is applied for the present examination. It is found that the WA is able to reproduce the PT, which is another manifestation of the power of continuous-space WA methods in capturing the physics of phase transitions. In order to examine the sensitivity of the PT, it is tweaked by the addition of the secondary OL. The resulting bichromatic optical lattice (BCOL) is considered with a rational ratio of the constituting wavelengths λ1 and λ2 in contrast to the commonly used irrational ratio. For a weak BCOL, it is chiefly demonstrated that this PT is robust against the introduction of a weaker, secondary OL. The system is explored numerically by scanning its properties in a range of the Lieb-Liniger interaction parameter γ in the regime of the PT. It is argued that there should not be much difference in the results between those due to an irrational ratio λ1/λ2 and those due to a rational approximation of the latter, bringing this in line with a recent statement by Boers et al. [Phys. Rev. A 75, 063404 (2007), 10.1103/PhysRevA.75.063404]. The correlation function, Matsubara Green's function (MGF), and the single-particle density matrix do not respond to changes in the depth of the secondary OL V1. For a stronger BCOL, however, a response is observed because of changes in V1. In the regime where the bosons are fermionized, the MGF reveals that hole excitations are
Reboredo, F A; Hood, R Q; Kent, P C
2009-01-06
We develop a formalism and present an algorithm for optimization of the trial wave-function used in fixed-node diffusion quantum Monte Carlo (DMC) methods. The formalism is based on the DMC mixed estimator of the ground state probability density. We take advantage of a basic property of the walker configuration distribution generated in a DMC calculation, to (i) project-out a multi-determinant expansion of the fixed node ground state wave function and (ii) to define a cost function that relates the interacting-ground-state-fixed-node and the non-interacting trial wave functions. We show that (a) locally smoothing out the kink of the fixed-node ground-state wave function at the node generates a new trial wave function with better nodal structure and (b) we argue that the noise in the fixed-node wave function resulting from finite sampling plays a beneficial role, allowing the nodes to adjust towards the ones of the exact many-body ground state in a simulated annealing-like process. Based on these principles, we propose a method to improve both single determinant and multi-determinant expansions of the trial wave function. The method can be generalized to other wave function forms such as pfaffians. We test the method in a model system where benchmark configuration interaction calculations can be performed and most components of the Hamiltonian are evaluated analytically. Comparing the DMC calculations with the exact solutions, we find that the trial wave function is systematically improved. The overlap of the optimized trial wave function and the exact ground state converges to 100% even starting from wave functions orthogonal to the exact ground state. Similarly, the DMC total energy and density converges to the exact solutions for the model. In the optimization process we find an optimal non-interacting nodal potential of density-functional-like form whose existence was predicted in a previous publication [Phys. Rev. B 77 245110 (2008)]. Tests of the method are
Monte Carlo dose calculations in advanced radiotherapy
NASA Astrophysics Data System (ADS)
Bush, Karl Kenneth
The remarkable accuracy of Monte Carlo (MC) dose calculation algorithms has led to the widely accepted view that these methods should and will play a central role in the radiotherapy treatment verification and planning of the future. The advantages of using MC clinically are particularly evident for radiation fields passing through inhomogeneities, such as lung and air cavities, and for small fields, including those used in today's advanced intensity modulated radiotherapy techniques. Many investigators have reported significant dosimetric differences between MC and conventional dose calculations in such complex situations, and have demonstrated experimentally the unmatched ability of MC calculations in modeling charged particle disequilibrium. The advantages of using MC dose calculations do come at a cost. The nature of MC dose calculations require a highly detailed, in-depth representation of the physical system (accelerator head geometry/composition, anatomical patient geometry/composition and particle interaction physics) to allow accurate modeling of external beam radiation therapy treatments. To perform such simulations is computationally demanding and has only recently become feasible within mainstream radiotherapy practices. In addition, the output of the accelerator head simulation can be highly sensitive to inaccuracies within a model that may not be known with sufficient detail. The goal of this dissertation is to both improve and advance the implementation of MC dose calculations in modern external beam radiotherapy. To begin, a novel method is proposed to fine-tune the output of an accelerator model to better represent the measured output. In this method an intensity distribution of the electron beam incident on the model is inferred by employing a simulated annealing algorithm. The method allows an investigation of arbitrary electron beam intensity distributions and is not restricted to the commonly assumed Gaussian intensity. In a second component of
MBR Monte Carlo Simulation in PYTHIA8
NASA Astrophysics Data System (ADS)
Ciesielski, R.
We present the MBR (Minimum Bias Rockefeller) Monte Carlo simulation of (anti)proton-proton interactions and its implementation in the PYTHIA8 event generator. We discuss the total, elastic, and total-inelastic cross sections, and three contributions from diffraction dissociation processes that contribute to the latter: single diffraction, double diffraction, and central diffraction or double-Pomeron exchange. The event generation follows a renormalized-Regge-theory model, successfully tested using CDF data. Based on the MBR-enhanced PYTHIA8 simulation, we present cross-section predictions for the LHC and beyond, up to collision energies of 50 TeV.
Monte Carlo methods to calculate impact probabilities
NASA Astrophysics Data System (ADS)
Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.
2014-09-01
Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward
Markov chain Monte Carlo without likelihoods.
Marjoram, Paul; Molitor, John; Plagnol, Vincent; Tavare, Simon
2003-12-23
Many stochastic simulation approaches for generating observations from a posterior distribution depend on knowing a likelihood function. However, for many complex probability models, such likelihoods are either impossible or computationally prohibitive to obtain. Here we present a Markov chain Monte Carlo method for generating observations from a posterior distribution without the use of likelihoods. It can also be used in frequentist applications, in particular for maximum-likelihood estimation. The approach is illustrated by an example of ancestral inference in population genetics. A number of open problems are highlighted in the discussion.
Discovering correlated fermions using quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Wagner, Lucas K.; Ceperley, David M.
2016-09-01
It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons, focusing on the fundamentals, capabilities, and current status of this technique. The QMC methods often offer the highest accuracy solutions available for systems in the continuum, and, since they address the many-body problem directly, the simulations can be analyzed to obtain insight into the nature of correlated quantum behavior.
Quantum Monte Carlo calculations for light nuclei
Wiringa, R.B.
1998-08-01
Quantum Monte Carlo calculations of ground and low-lying excited states for nuclei with A {le} 8 are made using a realistic Hamiltonian that fits NN scattering data. Results for more than 30 different (j{sup {prime}}, T) states, plus isobaric analogs, are obtained and the known excitation spectra are reproduced reasonably well. Various density and momentum distributions and electromagnetic form factors and moments have also been computed. These are the first microscopic calculations that directly produce nuclear shell structure from realistic NN interactions.
Monte Carlo simulation for the transport beamline
NASA Astrophysics Data System (ADS)
Romano, F.; Attili, A.; Cirrone, G. A. P.; Carpinelli, M.; Cuttone, G.; Jia, S. B.; Marchetto, F.; Russo, G.; Schillaci, F.; Scuderi, V.; Tramontana, A.; Varisano, A.
2013-07-01
In the framework of the ELIMED project, Monte Carlo (MC) simulations are widely used to study the physical transport of charged particles generated by laser-target interactions and to preliminarily evaluate fluence and dose distributions. An energy selection system and the experimental setup for the TARANIS laser facility in Belfast (UK) have been already simulated with the GEANT4 (GEometry ANd Tracking) MC toolkit. Preliminary results are reported here. Future developments are planned to implement a MC based 3D treatment planning in order to optimize shots number and dose delivery.
Ali, Imad; Ahmad, Salahuddin
2013-10-01
To compare the doses calculated using the BrainLAB pencil beam (PB) and Monte Carlo (MC) algorithms for tumors located in various sites including the lung and evaluate quality assurance procedures required for the verification of the accuracy of dose calculation. The dose-calculation accuracy of PB and MC was also assessed quantitatively with measurement using ionization chamber and Gafchromic films placed in solid water and heterogeneous phantoms. The dose was calculated using PB convolution and MC algorithms in the iPlan treatment planning system from BrainLAB. The dose calculation was performed on the patient's computed tomography images with lesions in various treatment sites including 5 lungs, 5 prostates, 4 brains, 2 head and necks, and 2 paraspinal tissues. A combination of conventional, conformal, and intensity-modulated radiation therapy plans was used in dose calculation. The leaf sequence from intensity-modulated radiation therapy plans or beam shapes from conformal plans and monitor units and other planning parameters calculated by the PB were identical for calculating dose with MC. Heterogeneity correction was considered in both PB and MC dose calculations. Dose-volume parameters such as V95 (volume covered by 95% of prescription dose), dose distributions, and gamma analysis were used to evaluate the calculated dose by PB and MC. The measured doses by ionization chamber and EBT GAFCHROMIC film in solid water and heterogeneous phantoms were used to quantitatively asses the accuracy of dose calculated by PB and MC. The dose-volume histograms and dose distributions calculated by PB and MC in the brain, prostate, paraspinal, and head and neck were in good agreement with one another (within 5%) and provided acceptable planning target volume coverage. However, dose distributions of the patients with lung cancer had large discrepancies. For a plan optimized with PB, the dose coverage was shown as clinically acceptable, whereas in reality, the MC showed a
Ali, Imad; Ahmad, Salahuddin
2013-01-01
To compare the doses calculated using the BrainLAB pencil beam (PB) and Monte Carlo (MC) algorithms for tumors located in various sites including the lung and evaluate quality assurance procedures required for the verification of the accuracy of dose calculation. The dose-calculation accuracy of PB and MC was also assessed quantitatively with measurement using ionization chamber and Gafchromic films placed in solid water and heterogeneous phantoms. The dose was calculated using PB convolution and MC algorithms in the iPlan treatment planning system from BrainLAB. The dose calculation was performed on the patient's computed tomography images with lesions in various treatment sites including 5 lungs, 5 prostates, 4 brains, 2 head and necks, and 2 paraspinal tissues. A combination of conventional, conformal, and intensity-modulated radiation therapy plans was used in dose calculation. The leaf sequence from intensity-modulated radiation therapy plans or beam shapes from conformal plans and monitor units and other planning parameters calculated by the PB were identical for calculating dose with MC. Heterogeneity correction was considered in both PB and MC dose calculations. Dose-volume parameters such as V95 (volume covered by 95% of prescription dose), dose distributions, and gamma analysis were used to evaluate the calculated dose by PB and MC. The measured doses by ionization chamber and EBT GAFCHROMIC film in solid water and heterogeneous phantoms were used to quantitatively asses the accuracy of dose calculated by PB and MC. The dose-volume histograms and dose distributions calculated by PB and MC in the brain, prostate, paraspinal, and head and neck were in good agreement with one another (within 5%) and provided acceptable planning target volume coverage. However, dose distributions of the patients with lung cancer had large discrepancies. For a plan optimized with PB, the dose coverage was shown as clinically acceptable, whereas in reality, the MC showed a
Heinrich, Josué Miguel; Niizawa, Ignacio; Botta, Fausto Adrián; Trombert, Alejandro Raúl; Irazoqui, Horacio Antonio
2012-01-01
In a previous study, we developed a methodology to assess the intrinsic optical properties governing the radiation field in algae suspensions. With these properties at our disposal, a Monte Carlo simulation program is developed and used in this study as a predictive autonomous program applied to the simulation of experiments that reproduce the common illumination conditions that are found in processes of large scale production of microalgae, especially when using open ponds such as raceway ponds. The simulation module is validated by comparing the results of experimental measurements made on artificially illuminated algal suspension with those predicted by the Monte Carlo program. This experiment deals with a situation that resembles that of an open pond or that of a raceway pond, except for the fact that for convenience, the experimental arrangement appears as if those reactors were turned upside down. It serves the purpose of assessing to what extent the scattering phenomena are important for the prediction of the spatial distribution of the radiant energy density. The simulation module developed can be applied to compute the local energy density inside photobioreactors with the goal to optimize its design and their operating conditions.
Discrete diffusion Monte Carlo for frequency-dependent radiative transfer
Densmore, Jeffrey D; Kelly, Thompson G; Urbatish, Todd J
2010-11-17
Discrete Diffusion Monte Carlo (DDMC) is a technique for increasing the efficiency of Implicit Monte Carlo radiative-transfer simulations. In this paper, we develop an extension of DDMC for frequency-dependent radiative transfer. We base our new DDMC method on a frequency-integrated diffusion equation for frequencies below a specified threshold. Above this threshold we employ standard Monte Carlo. With a frequency-dependent test problem, we confirm the increased efficiency of our new DDMC technique.
Testing random number generators for Monte Carlo applications.
Sim, L H; Nitschke, K N
1993-03-01
Central to any system for modelling radiation transport phenomena using Monte Carlo techniques is the method by which pseudo random numbers are generated. This method is commonly referred to as the Random Number Generator (RNG). It is usually a computer implemented mathematical algorithm which produces a series of numbers uniformly distributed on the interval [0,1). If this series satisfies certain statistical tests for randomness, then for practical purposes the pseudo random numbers in the series can be considered to be random. Tests of this nature are important not only for new RNGs but also to test the implementation of known RNG algorithms in different computer environments. Six RNGs have been tested using six statistical tests and one visual test. The statistical tests are the moments, frequency (digit and number), serial, gap, and poker tests. The visual test is a simple two dimensional ordered pair display. In addition the RNGs have been tested in a specific Monte Carlo application. This type of test is often overlooked, however it is important that in addition to satisfactory performance in statistical tests, the RNG be able to perform effectively in the applications of interest. The RNGs tested here are based on a variety of algorithms, including multiplicative and linear congruential, lagged Fibonacci, and combination arithmetic and lagged Fibonacci. The effect of the Bays-Durham shuffling algorithm on the output of a known "bad" RNG has also been investigated.
Distributional monte carlo methods for the boltzmann equation
NASA Astrophysics Data System (ADS)
Schrock, Christopher R.
Stochastic particle methods (SPMs) for the Boltzmann equation, such as the Direct Simulation Monte Carlo (DSMC) technique, have gained popularity for the prediction of flows in which the assumptions behind the continuum equations of fluid mechanics break down; however, there are still a number of issues that make SPMs computationally challenging for practical use. In traditional SPMs, simulated particles may possess only a single velocity vector, even though they may represent an extremely large collection of actual particles. This limits the method to converge only in law to the Boltzmann solution. This document details the development of new SPMs that allow the velocity of each simulated particle to be distributed. This approach has been termed Distributional Monte Carlo (DMC). A technique is described which applies kernel density estimation to Nanbu's DSMC algorithm. It is then proven that the method converges not just in law, but also in solution for Linfinity(R 3) solutions of the space homogeneous Boltzmann equation. This provides for direct evaluation of the velocity density function. The derivation of a general Distributional Monte Carlo method is given which treats collision interactions between simulated particles as a relaxation problem. The framework is proven to converge in law to the solution of the space homogeneous Boltzmann equation, as well as in solution for Linfinity(R3) solutions. An approach based on the BGK simplification is presented which computes collision outcomes deterministically. Each technique is applied to the well-studied Bobylev-Krook-Wu solution as a numerical test case. Accuracy and variance of the solutions are examined as functions of various simulation parameters. Significantly improved accuracy and reduced variance are observed in the normalized moments for the Distributional Monte Carlo technique employing discrete BGK collision modeling.
Monte Carlo modeling of spatial coherence: free-space diffraction
Fischer, David G.; Prahl, Scott A.; Duncan, Donald D.
2008-01-01
We present a Monte Carlo method for propagating partially coherent fields through complex deterministic optical systems. A Gaussian copula is used to synthesize a random source with an arbitrary spatial coherence function. Physical optics and Monte Carlo predictions of the first- and second-order statistics of the field are shown for coherent and partially coherent sources for free-space propagation, imaging using a binary Fresnel zone plate, and propagation through a limiting aperture. Excellent agreement between the physical optics and Monte Carlo predictions is demonstrated in all cases. Convergence criteria are presented for judging the quality of the Monte Carlo predictions. PMID:18830335
Instantons in Quantum Annealing: Thermally Assisted Tunneling Vs Quantum Monte Carlo Simulations
NASA Technical Reports Server (NTRS)
Jiang, Zhang; Smelyanskiy, Vadim N.; Boixo, Sergio; Isakov, Sergei V.; Neven, Hartmut; Mazzola, Guglielmo; Troyer, Matthias
2015-01-01
Recent numerical result (arXiv:1512.02206) from Google suggested that the D-Wave quantum annealer may have an asymptotic speed-up than simulated annealing, however, the asymptotic advantage disappears when it is compared to quantum Monte Carlo (a classical algorithm despite its name). We show analytically that the asymptotic scaling of quantum tunneling is exactly the same as the escape rate in quantum Monte Carlo for a class of problems. Thus, the Google result might be explained in our framework. We also found that the transition state in quantum Monte Carlo corresponds to the instanton solution in quantum tunneling problems, which is observed in numerical simulations.
Monte Carlo simulations within avalanche rescue
NASA Astrophysics Data System (ADS)
Reiweger, Ingrid; Genswein, Manuel; Schweizer, Jürg
2016-04-01
Refining concepts for avalanche rescue involves calculating suitable settings for rescue strategies such as an adequate probing depth for probe line searches or an optimal time for performing resuscitation for a recovered avalanche victim in case of additional burials. In the latter case, treatment decisions have to be made in the context of triage. However, given the low number of incidents it is rarely possible to derive quantitative criteria based on historical statistics in the context of evidence-based medicine. For these rare, but complex rescue scenarios, most of the associated concepts, theories, and processes involve a number of unknown "random" parameters which have to be estimated in order to calculate anything quantitatively. An obvious approach for incorporating a number of random variables and their distributions into a calculation is to perform a Monte Carlo (MC) simulation. We here present Monte Carlo simulations for calculating the most suitable probing depth for probe line searches depending on search area and an optimal resuscitation time in case of multiple avalanche burials. The MC approach reveals, e.g., new optimized values for the duration of resuscitation that differ from previous, mainly case-based assumptions.
Calculating Pi Using the Monte Carlo Method
NASA Astrophysics Data System (ADS)
Williamson, Timothy
2013-11-01
During the summer of 2012, I had the opportunity to participate in a research experience for teachers at the center for sustainable energy at Notre Dame University (RET @ cSEND) working with Professor John LoSecco on the problem of using antineutrino detection to accurately determine the fuel makeup and operating power of nuclear reactors. During full power operation, a reactor may produce 1021 antineutrinos per second with approximately 100 per day being detected. While becoming familiar with the design and operation of the detectors, and how total antineutrino flux could be obtained from such a small sample, I read about a simulation program called Monte Carlo. Further investigation led me to the Monte Carlo method page of Wikipedia2 where I saw an example of approximating pi using this simulation. Other examples where this method was applied were typically done with computer simulations2 or purely mathematical.3 It is my belief that this method may be easily related to the students by performing the simple activity of sprinkling rice on an arc drawn in a square. The activity that follows was inspired by those simulations and was used by my AP Physics class last year with very good results.
Multilevel Monte Carlo simulation of Coulomb collisions
Rosin, M.S.; Ricketson, L.F.; Dimits, A.M.; Caflisch, R.E.; Cohen, B.I.
2014-10-01
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the Langevin representation of the Landau–Fokker–Planck equation. It does so by combining multiple solutions to the underlying equations with varying numbers of timesteps. For a desired level of accuracy ε, the computational cost of the method is O(ε{sup −2}) or O(ε{sup −2}(lnε){sup 2}), depending on the underlying discretization, Milstein or Euler–Maruyama respectively. This is to be contrasted with a cost of O(ε{sup −3}) for direct simulation Monte Carlo or binary collision methods. We successfully demonstrate the method with a classic beam diffusion test case in 2D, making use of the Lévy area approximation for the correlated Milstein cross terms, and generating a computational saving of a factor of 100 for ε=10{sup −5}. We discuss the importance of the method for problems in which collisions constitute the computational rate limiting step, and its limitations.
Quantum Monte Carlo methods for nuclear physics
Carlson, Joseph A.; Gandolfi, Stefano; Pederiva, Francesco; Pieper, Steven C.; Schiavilla, Rocco; Schmidt, K. E,; Wiringa, Robert B.
2014-10-19
Quantum Monte Carlo methods have proved very valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. We review the nuclear interactions and currents, and describe the continuum Quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit, and three-body interactions. We present a variety of results including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. We also describe low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars. A coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.
Quantum Monte Carlo methods for nuclear physics
Carlson, Joseph A.; Gandolfi, Stefano; Pederiva, Francesco; ...
2014-10-19
Quantum Monte Carlo methods have proved very valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. We review the nuclear interactions and currents, and describe the continuum Quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit, and three-bodymore » interactions. We present a variety of results including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. We also describe low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars. A coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.« less
Geometrical Monte Carlo simulation of atmospheric turbulence
NASA Astrophysics Data System (ADS)
Yuksel, Demet; Yuksel, Heba
2013-09-01
Atmospheric turbulence has a significant impact on the quality of a laser beam propagating through the atmosphere over long distances. Turbulence causes intensity scintillation and beam wander from propagation through turbulent eddies of varying sizes and refractive index. This can severely impair the operation of target designation and Free-Space Optical (FSO) communications systems. In addition, experimenting on an FSO communication system is rather tedious and difficult. The interferences of plentiful elements affect the result and cause the experimental outcomes to have bigger error variance margins than they are supposed to have. Especially when we go into the stronger turbulence regimes the simulation and analysis of the turbulence induced beams require delicate attention. We propose a new geometrical model to assess the phase shift of a laser beam propagating through turbulence. The atmosphere along the laser beam propagation path will be modeled as a spatial distribution of spherical bubbles with refractive index discontinuity calculated from a Gaussian distribution with the mean value being the index of air. For each statistical representation of the atmosphere, the path of rays will be analyzed using geometrical optics. These Monte Carlo techniques will assess the phase shift as a summation of the phases that arrive at the same point at the receiver. Accordingly, there would be dark and bright spots at the receiver that give an idea regarding the intensity pattern without having to solve the wave equation. The Monte Carlo analysis will be compared with the predictions of wave theory.
Quantum Monte Carlo methods for nuclear physics
Carlson, J.; Gandolfi, S.; Pederiva, F.; ...
2015-09-09
Quantum Monte Carlo methods have proved valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments, and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. The nuclear interactions and currents are reviewed along with a description of the continuum quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit,more » and three-body interactions. A variety of results are presented, including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. Low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars are also described. Furthermore, a coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.« less
CosmoMC: Cosmological MonteCarlo
NASA Astrophysics Data System (ADS)
Lewis, Antony; Bridle, Sarah
2011-06-01
We present a fast Markov Chain Monte-Carlo exploration of cosmological parameter space. We perform a joint analysis of results from recent CMB experiments and provide parameter constraints, including sigma_8, from the CMB independent of other data. We next combine data from the CMB, HST Key Project, 2dF galaxy redshift survey, supernovae Ia and big-bang nucleosynthesis. The Monte Carlo method allows the rapid investigation of a large number of parameters, and we present results from 6 and 9 parameter analyses of flat models, and an 11 parameter analysis of non-flat models. Our results include constraints on the neutrino mass (m_nu < 0.3eV), equation of state of the dark energy, and the tensor amplitude, as well as demonstrating the effect of additional parameters on the base parameter constraints. In a series of appendices we describe the many uses of importance sampling, including computing results from new data and accuracy correction of results generated from an approximate method. We also discuss the different ways of converting parameter samples to parameter constraints, the effect of the prior, assess the goodness of fit and consistency, and describe the use of analytic marginalization over normalization parameters.
Quantum Monte Carlo methods for nuclear physics
Carlson, J.; Gandolfi, S.; Pederiva, F.; Pieper, Steven C.; Schiavilla, R.; Schmidt, K. E.; Wiringa, R. B.
2015-09-09
Quantum Monte Carlo methods have proved valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments, and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. The nuclear interactions and currents are reviewed along with a description of the continuum quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit, and three-body interactions. A variety of results are presented, including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. Low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars are also described. Furthermore, a coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.
Quantum Monte Carlo methods for nuclear physics
NASA Astrophysics Data System (ADS)
Carlson, J.; Gandolfi, S.; Pederiva, F.; Pieper, Steven C.; Schiavilla, R.; Schmidt, K. E.; Wiringa, R. B.
2015-07-01
Quantum Monte Carlo methods have proved valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab initio calculations reproduce many low-lying states, moments, and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. The nuclear interactions and currents are reviewed along with a description of the continuum quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit, and three-body interactions. A variety of results are presented, including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. Low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars are also described. A coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.
Quantum Monte Carlo for atoms and molecules
Barnett, R.N.
1989-11-01
The diffusion quantum Monte Carlo with fixed nodes (QMC) approach has been employed in studying energy-eigenstates for 1--4 electron systems. Previous work employing the diffusion QMC technique yielded energies of high quality for H{sub 2}, LiH, Li{sub 2}, and H{sub 2}O. Here, the range of calculations with this new approach has been extended to include additional first-row atoms and molecules. In addition, improvements in the previously computed fixed-node energies of LiH, Li{sub 2}, and H{sub 2}O have been obtained using more accurate trial functions. All computations were performed within, but are not limited to, the Born-Oppenheimer approximation. In our computations, the effects of variation of Monte Carlo parameters on the QMC solution of the Schroedinger equation were studied extensively. These parameters include the time step, renormalization time and nodal structure. These studies have been very useful in determining which choices of such parameters will yield accurate QMC energies most efficiently. Generally, very accurate energies (90--100% of the correlation energy is obtained) have been computed with single-determinant trail functions multiplied by simple correlation functions. Improvements in accuracy should be readily obtained using more complex trial functions.
THE MCNPX MONTE CARLO RADIATION TRANSPORT CODE
WATERS, LAURIE S.; MCKINNEY, GREGG W.; DURKEE, JOE W.; FENSIN, MICHAEL L.; JAMES, MICHAEL R.; JOHNS, RUSSELL C.; PELOWITZ, DENISE B.
2007-01-10
MCNPX (Monte Carlo N-Particle eXtended) is a general-purpose Monte Carlo radiation transport code with three-dimensional geometry and continuous-energy transport of 34 particles and light ions. It contains flexible source and tally options, interactive graphics, and support for both sequential and multi-processing computer platforms. MCNPX is based on MCNP4B, and has been upgraded to most MCNP5 capabilities. MCNP is a highly stable code tracking neutrons, photons and electrons, and using evaluated nuclear data libraries for low-energy interaction probabilities. MCNPX has extended this base to a comprehensive set of particles and light ions, with heavy ion transport in development. Models have been included to calculate interaction probabilities when libraries are not available. Recent additions focus on the time evolution of residual nuclei decay, allowing calculation of transmutation and delayed particle emission. MCNPX is now a code of great dynamic range, and the excellent neutronics capabilities allow new opportunities to simulate devices of interest to experimental particle physics; particularly calorimetry. This paper describes the capabilities of the current MCNPX version 2.6.C, and also discusses ongoing code development.
Multilevel Monte Carlo simulation of Coulomb collisions
Rosin, M. S.; Ricketson, L. F.; Dimits, A. M.; ...
2014-05-29
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the Langevin representation of the Landau–Fokker–Planck equation. It does so by combining multiple solutions to the underlying equations with varying numbers of timesteps. For a desired level of accuracy ε , the computational cost of the method is O(ε–2) or (ε–2(lnε)2), depending on the underlying discretization, Milstein or Euler–Maruyama respectively. This is to be contrasted with a cost of O(ε–3) for direct simulation Monte Carlo or binary collision methods.more » We successfully demonstrate the method with a classic beam diffusion test case in 2D, making use of the Lévy area approximation for the correlated Milstein cross terms, and generating a computational saving of a factor of 100 for ε=10–5. Lastly, we discuss the importance of the method for problems in which collisions constitute the computational rate limiting step, and its limitations.« less
Multilevel Monte Carlo simulation of Coulomb collisions
Rosin, M. S.; Ricketson, L. F.; Dimits, A. M.; Caflisch, R. E.; Cohen, B. I.
2014-05-29
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the Langevin representation of the Landau–Fokker–Planck equation. It does so by combining multiple solutions to the underlying equations with varying numbers of timesteps. For a desired level of accuracy ε , the computational cost of the method is O(ε^{–2}) or (ε^{–2}(lnε)^{2}), depending on the underlying discretization, Milstein or Euler–Maruyama respectively. This is to be contrasted with a cost of O(ε^{–3}) for direct simulation Monte Carlo or binary collision methods. We successfully demonstrate the method with a classic beam diffusion test case in 2D, making use of the Lévy area approximation for the correlated Milstein cross terms, and generating a computational saving of a factor of 100 for ε=10^{–5}. Lastly, we discuss the importance of the method for problems in which collisions constitute the computational rate limiting step, and its limitations.
Quantum Monte Carlo Endstation for Petascale Computing
Lubos Mitas
2011-01-26
NCSU research group has been focused on accomplising the key goals of this initiative: establishing new generation of quantum Monte Carlo (QMC) computational tools as a part of Endstation petaflop initiative for use at the DOE ORNL computational facilities and for use by computational electronic structure community at large; carrying out high accuracy quantum Monte Carlo demonstration projects in application of these tools to the forefront electronic structure problems in molecular and solid systems; expanding the impact of QMC methods and approaches; explaining and enhancing the impact of these advanced computational approaches. In particular, we have developed quantum Monte Carlo code (QWalk, www.qwalk.org) which was significantly expanded and optimized using funds from this support and at present became an actively used tool in the petascale regime by ORNL researchers and beyond. These developments have been built upon efforts undertaken by the PI's group and collaborators over the period of the last decade. The code was optimized and tested extensively on a number of parallel architectures including petaflop ORNL Jaguar machine. We have developed and redesigned a number of code modules such as evaluation of wave functions and orbitals, calculations of pfaffians and introduction of backflow coordinates together with overall organization of the code and random walker distribution over multicore architectures. We have addressed several bottlenecks such as load balancing and verified efficiency and accuracy of the calculations with the other groups of the Endstation team. The QWalk package contains about 50,000 lines of high quality object-oriented C++ and includes also interfaces to data files from other conventional electronic structure codes such as Gamess, Gaussian, Crystal and others. This grant supported PI for one month during summers, a full-time postdoc and partially three graduate students over the period of the grant duration, it has resulted in 13
Clinical implementation of full Monte Carlo dose calculation in proton beam therapy.
Paganetti, Harald; Jiang, Hongyu; Parodi, Katia; Slopsema, Roelf; Engelsman, Martijn
2008-09-07
The goal of this work was to facilitate the clinical use of Monte Carlo proton dose calculation to support routine treatment planning and delivery. The Monte Carlo code Geant4 was used to simulate the treatment head setup, including a time-dependent simulation of modulator wheels (for broad beam modulation) and magnetic field settings (for beam scanning). Any patient-field-specific setup can be modeled according to the treatment control system of the facility. The code was benchmarked against phantom measurements. Using a simulation of the ionization chamber reading in the treatment head allows the Monte Carlo dose to be specified in absolute units (Gy per ionization chamber reading). Next, the capability of reading CT data information was implemented into the Monte Carlo code to model patient anatomy. To allow time-efficient dose calculation, the standard Geant4 tracking algorithm was modified. Finally, a software link of the Monte Carlo dose engine to the patient database and the commercial planning system was established to allow data exchange, thus completing the implementation of the proton Monte Carlo dose calculation engine ('DoC++'). Monte Carlo re-calculated plans are a valuable tool to revisit decisions in the planning process. Identification of clinically significant differences between Monte Carlo and pencil-beam-based dose calculations may also drive improvements of current pencil-beam methods. As an example, four patients (29 fields in total) with tumors in the head and neck regions were analyzed. Differences between the pencil-beam algorithm and Monte Carlo were identified in particular near the end of range, both due to dose degradation and overall differences in range prediction due to bony anatomy in the beam path. Further, the Monte Carlo reports dose-to-tissue as compared to dose-to-water by the planning system. Our implementation is tailored to a specific Monte Carlo code and the treatment planning system XiO (Computerized Medical Systems Inc
Data decomposition of Monte Carlo particle transport simulations via tally servers
Romano, Paul K.; Siegel, Andrew R.; Forget, Benoit; Smith, Kord
2013-11-01
An algorithm for decomposing large tally data in Monte Carlo particle transport simulations is developed, analyzed, and implemented in a continuous-energy Monte Carlo code, OpenMC. The algorithm is based on a non-overlapping decomposition of compute nodes into tracking processors and tally servers. The former are used to simulate the movement of particles through the domain while the latter continuously receive and update tally data. A performance model for this approach is developed, suggesting that, for a range of parameters relevant to LWR analysis, the tally server algorithm should perform with minimal overhead on contemporary supercomputers. An implementation of the algorithm in OpenMC is then tested on the Intrepid and Titan supercomputers, supporting the key predictions of the model over a wide range of parameters. We thus conclude that the tally server algorithm is a successful approach to circumventing classical on-node memory constraints en route to unprecedentedly detailed Monte Carlo reactor simulations.
Dynamic Load Balancing of Parallel Monte Carlo Transport Calculations
O'Brien, M; Taylor, J; Procassini, R
2004-12-22
The performance of parallel Monte Carlo transport calculations which use both spatial and particle parallelism is increased by dynamically assigning processors to the most worked domains. Since the particle work load varies over the course of the simulation, this algorithm determines each cycle if dynamic load balancing would speed up the calculation. If load balancing is required, a small number of particle communications are initiated in order to achieve load balance. This method has decreased the parallel run time by more than a factor of three for certain criticality calculations.
Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning
NASA Astrophysics Data System (ADS)
Ma, C.-M.; Li, J. S.; Deng, J.; Fan, J.
2008-02-01
Accurate dose calculation is essential to advanced stereotactic radiosurgery (SRS) and stereotactic radiotherapy (SRT) especially for treatment planning involving heterogeneous patient anatomy. This paper describes the implementation of a fast Monte Carlo dose calculation algorithm in SRS/SRT treatment planning for the CyberKnife® SRS/SRT system. A superposition Monte Carlo algorithm is developed for this application. Photon mean free paths and interaction types for different materials and energies as well as the tracks of secondary electrons are pre-simulated using the MCSIM system. Photon interaction forcing and splitting are applied to the source photons in the patient calculation and the pre-simulated electron tracks are repeated with proper corrections based on the tissue density and electron stopping powers. Electron energy is deposited along the tracks and accumulated in the simulation geometry. Scattered and bremsstrahlung photons are transported, after applying the Russian roulette technique, in the same way as the primary photons. Dose calculations are compared with full Monte Carlo simulations performed using EGS4/MCSIM and the CyberKnife treatment planning system (TPS) for lung, head & neck and liver treatments. Comparisons with full Monte Carlo simulations show excellent agreement (within 0.5%). More than 10% differences in the target dose are found between Monte Carlo simulations and the CyberKnife TPS for SRS/SRT lung treatment while negligible differences are shown in head and neck and liver for the cases investigated. The calculation time using our superposition Monte Carlo algorithm is reduced up to 62 times (46 times on average for 10 typical clinical cases) compared to full Monte Carlo simulations. SRS/SRT dose distributions calculated by simple dose algorithms may be significantly overestimated for small lung target volumes, which can be improved by accurate Monte Carlo dose calculations.
TATARINOVA, TATIANA; BOUCK, JOHN; SCHUMITZKY, ALAN
2009-01-01
In this paper, we study Bayesian analysis of nonlinear hierarchical mixture models with a finite but unknown number of components. Our approach is based on Markov chain Monte Carlo (MCMC) methods. One of the applications of our method is directed to the clustering problem in gene expression analysis. From a mathematical and statistical point of view, we discuss the following topics: theoretical and practical convergence problems of the MCMC method; determination of the number of components in the mixture; and computational problems associated with likelihood calculations. In the existing literature, these problems have mainly been addressed in the linear case. One of the main contributions of this paper is developing a method for the nonlinear case. Our approach is based on a combination of methods including Gibbs sampling, random permutation sampling, birth-death MCMC, and Kullback-Leibler distance. PMID:18763739
Tatarinova, Tatiana; Bouck, John; Schumitzky, Alan
2008-08-01
In this paper, we study Bayesian analysis of nonlinear hierarchical mixture models with a finite but unknown number of components. Our approach is based on Markov chain Monte Carlo (MCMC) methods. One of the applications of our method is directed to the clustering problem in gene expression analysis. From a mathematical and statistical point of view, we discuss the following topics: theoretical and practical convergence problems of the MCMC method; determination of the number of components in the mixture; and computational problems associated with likelihood calculations. In the existing literature, these problems have mainly been addressed in the linear case. One of the main contributions of this paper is developing a method for the nonlinear case. Our approach is based on a combination of methods including Gibbs sampling, random permutation sampling, birth-death MCMC, and Kullback-Leibler distance.
Monte Carlo-Minimization and Monte Carlo Recursion Approaches to Structure and Free Energy.
NASA Astrophysics Data System (ADS)
Li, Zhenqin
1990-08-01
Biological systems are intrinsically "complex", involving many degrees of freedom, heterogeneity, and strong interactions among components. For the simplest of biological substances, e.g., biomolecules, which obey the laws of thermodynamics, we may attempt a statistical mechanical investigational approach. Even for these simplest many -body systems, assuming microscopic interactions are completely known, current computational methods in characterizing the overall structure and free energy face the fundamental challenge of an exponential amount of computation, with the rise in the number of degrees of freedom. As an attempt to surmount such problems, two computational procedures, the Monte Carlo-minimization and Monte Carlo recursion methods, have been developed as general approaches to the determination of structure and free energy of a complex thermodynamic system. We describe, in Chapter 2, the Monte Carlo-minimization method, which attempts to simulate natural protein folding processes and to overcome the multiple-minima problem. The Monte Carlo-minimization procedure has been applied to a pentapeptide, Met-enkephalin, leading consistently to the lowest energy structure, which is most likely to be the global minimum structure for Met-enkephalin in the absence of water, given the ECEPP energy parameters. In Chapter 3 of this thesis, we develop a Monte Carlo recursion method to compute the free energy of a given physical system with known interactions, which has been applied to a 32-particle Lennard-Jones fluid. In Chapter 4, we describe an efficient implementation of the recursion procedure, for the computation of the free energy of liquid water, with both MCY and TIP4P potential parameters for water. As a further demonstration of the power of the recursion method for calculating free energy, a general formalism of cluster formation from monatomic vapor is developed in Chapter 5. The Gibbs free energy of constrained clusters can be computed efficiently using the
Virtual Network Embedding via Monte Carlo Tree Search.
Haeri, Soroush; Trajkovic, Ljiljana
2017-02-20
Network virtualization helps overcome shortcomings of the current Internet architecture. The virtualized network architecture enables coexistence of multiple virtual networks (VNs) on an existing physical infrastructure. VN embedding (VNE) problem, which deals with the embedding of VN components onto a physical network, is known to be NP-hard. In this paper, we propose two VNE algorithms: MaVEn-M and MaVEn-S. MaVEn-M employs the multicommodity flow algorithm for virtual link mapping while MaVEn-S uses the shortest-path algorithm. They formalize the virtual node mapping problem by using the Markov decision process (MDP) framework and devise action policies (node mappings) for the proposed MDP using the Monte Carlo tree search algorithm. Service providers may adjust the execution time of the MaVEn algorithms based on the traffic load of VN requests. The objective of the algorithms is to maximize the profit of infrastructure providers. We develop a discrete event VNE simulator to implement and evaluate performance of MaVEn-M, MaVEn-S, and several recently proposed VNE algorithms. We introduce profitability as a new performance metric that captures both acceptance and revenue to cost ratios. Simulation results show that the proposed algorithms find more profitable solutions than the existing algorithms. Given additional computation time, they further improve embedding solutions.
Synchronous parallel kinetic Monte Carlo Diffusion in Heterogeneous Systems
Martinez Saez, Enrique; Hetherly, Jeffery; Caro, Jose A
2010-12-06
A new hybrid Molecular Dynamics-kinetic Monte Carlo algorithm has been developed in order to study the basic mechanisms taking place in diffusion in concentrated alloys under the action of chemical and stress fields. Parallel implementation of the k-MC part based on a recently developed synchronous algorithm [1. Compo Phys. 227 (2008) 3804-3823] resorting on the introduction of a set of null events aiming at synchronizing the time for the different subdomains, added to the parallel efficiency of MD, provides the computer power required to evaluate jump rates 'on the flight', incorporating in this way the actual driving force emerging from chemical potential gradients, and the actual environment-dependent jump rates. The time gain has been analyzed and the parallel performance reported. The algorithm is tested on simple diffusion problems to verify its accuracy.
CSnrc: Correlated sampling Monte Carlo calculations using EGSnrc
Buckley, Lesley A.; Kawrakow, I.; Rogers, D.W.O.
2004-12-01
CSnrc, a new user-code for the EGSnrc Monte Carlo system is described. This user-code improves the efficiency when calculating ratios of doses from similar geometries. It uses a correlated sampling variance reduction technique. CSnrc is developed from an existing EGSnrc user-code CAVRZnrc and improves upon the correlated sampling algorithm used in an earlier version of the code written for the EGS4 Monte Carlo system. Improvements over the EGS4 version of the algorithm avoid repetition of sections of particle tracks. The new code includes a rectangular phantom geometry not available in other EGSnrc cylindrical codes. Comparison to CAVRZnrc shows gains in efficiency of up to a factor of 64 for a variety of test geometries when computing the ratio of doses to the cavity for two geometries. CSnrc is well suited to in-phantom calculations and is used to calculate the central electrode correction factor P{sub cel} in high-energy photon and electron beams. Current dosimetry protocols base the value of P{sub cel} on earlier Monte Carlo calculations. The current CSnrc calculations achieve 0.02% statistical uncertainties on P{sub cel}, much lower than those previously published. The current values of P{sub cel} compare well with the values used in dosimetry protocols for photon beams. For electrons beams, CSnrc calculations are reported at the reference depth used in recent protocols and show up to a 0.2% correction for a graphite electrode, a correction currently ignored by dosimetry protocols. The calculations show that for a 1 mm diameter aluminum central electrode, the correction factor differs somewhat from the values used in both the IAEA TRS-398 code of practice and the AAPM's TG-51 protocol.
Monte Carlo Simulation of Endlinking Oligomers
NASA Technical Reports Server (NTRS)
Hinkley, Jeffrey A.; Young, Jennifer A.
1998-01-01
This report describes initial efforts to model the endlinking reaction of phenylethynyl-terminated oligomers. Several different molecular weights were simulated using the Bond Fluctuation Monte Carlo technique on a 20 x 20 x 20 unit lattice with periodic boundary conditions. After a monodisperse "melt" was equilibrated, chain ends were linked whenever they came within the allowed bond distance. Ends remained reactive throughout, so that multiple links were permitted. Even under these very liberal crosslinking assumptions, geometrical factors limited the degree of crosslinking. Average crosslink functionalities were 2.3 to 2.6; surprisingly, they did not depend strongly on the chain length. These results agreed well with the degrees of crosslinking inferred from experiment in a cured phenylethynyl-terminated polyimide oligomer.
Exploring theory space with Monte Carlo reweighting
Gainer, James S.; Lykken, Joseph; Matchev, Konstantin T.; ...
2014-10-13
Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental attempts to constrain the parameter space of motivated new physics models with a high degree of generality quite challenging. We describe how the reweighting of events may allow this challenge to be met, as fully simulated Monte Carlo samples generated for arbitrary benchmark models can be effectively re-used. Specifically, we suggest procedures that allow more efficient collaboration between theorists andmore » experimentalists in exploring large theory parameter spaces in a rigorous way at the LHC.« less
Monte Carlo calculation for microplanar beam radiography.
Company, F Z; Allen, B J; Mino, C
2000-09-01
In radiography the scattered radiation from the off-target region decreases the contrast of the target image. We propose that a bundle of collimated, closely spaced, microplanar beams can reduce the scattered radiation and eliminate the effect of secondary electron dose, thus increasing the image dose contrast in the detector. The lateral and depth dose distributions of 20-200 keV microplanar beams are investigated using the EGS4 Monte Carlo code to calculate the depth doses and dose profiles in a 6 cm x 6 cm x 6 cm tissue phantom. The maximum dose on the primary beam axis (peak) and the minimum inter-beam scattered dose (valley) are compared at different photon energies and the optimum energy range for microbeam radiography is found. Results show that a bundle of closely spaced microplanar beams can give superior contrast imaging to a single macrobeam of the same overall area.
Lunar Regolith Albedos Using Monte Carlos
NASA Technical Reports Server (NTRS)
Wilson, T. L.; Andersen, V.; Pinsky, L. S.
2003-01-01
The analysis of planetary regoliths for their backscatter albedos produced by cosmic rays (CRs) is important for space exploration and its potential contributions to science investigations in fundamental physics and astrophysics. Albedos affect all such experiments and the personnel that operate them. Groups have analyzed the production rates of various particles and elemental species by planetary surfaces when bombarded with Galactic CR fluxes, both theoretically and by means of various transport codes, some of which have emphasized neutrons. Here we report on the preliminary results of our current Monte Carlo investigation into the production of charged particles, neutrons, and neutrinos by the lunar surface using FLUKA. In contrast to previous work, the effects of charm are now included.
Noncovalent Interactions by Quantum Monte Carlo.
Dubecký, Matúš; Mitas, Lubos; Jurečka, Petr
2016-05-11
Quantum Monte Carlo (QMC) is a family of stochastic methods for solving quantum many-body problems such as the stationary Schrödinger equation. The review introduces basic notions of electronic structure QMC based on random walks in real space as well as its advances and adaptations to systems with noncovalent interactions. Specific issues such as fixed-node error cancellation, construction of trial wave functions, and efficiency considerations that allow for benchmark quality QMC energy differences are described in detail. Comprehensive overview of articles covers QMC applications to systems with noncovalent interactions over the last three decades. The current status of QMC with regard to efficiency, applicability, and usability by nonexperts together with further considerations about QMC developments, limitations, and unsolved challenges are discussed as well.
Monte Carlo modeling and meteor showers
NASA Technical Reports Server (NTRS)
Kulikova, N. V.
1987-01-01
Prediction of short lived increases in the cosmic dust influx, the concentration in lower thermosphere of atoms and ions of meteor origin and the determination of the frequency of micrometeor impacts on spacecraft are all of scientific and practical interest and all require adequate models of meteor showers at an early stage of their existence. A Monte Carlo model of meteor matter ejection from a parent body at any point of space was worked out by other researchers. This scheme is described. According to the scheme, the formation of ten well known meteor streams was simulated and the possibility of genetic affinity of each of them with the most probable parent comet was analyzed. Some of the results are presented.
Green's function Monte Carlo in nuclear physics
Carlson, J.
1990-01-01
We review the status of Green's Function Monte Carlo (GFMC) methods as applied to problems in nuclear physics. New methods have been developed to handle the spin and isospin degrees of freedom that are a vital part of any realistic nuclear physics problem, whether at the level of quarks or nucleons. We discuss these methods and then summarize results obtained recently for light nuclei, including ground state energies, three-body forces, charge form factors and the coulomb sum. As an illustration of the applicability of GFMC to quark models, we also consider the possible existence of bound exotic multi-quark states within the framework of flux-tube quark models. 44 refs., 8 figs., 1 tab.
Resist develop prediction by Monte Carlo simulation
NASA Astrophysics Data System (ADS)
Sohn, Dong-Soo; Jeon, Kyoung-Ah; Sohn, Young-Soo; Oh, Hye-Keun
2002-07-01
Various resist develop models have been suggested to express the phenomena from the pioneering work of Dill's model in 1975 to the recent Shipley's enhanced notch model. The statistical Monte Carlo method can be applied to the process such as development and post exposure bake. The motions of developer during development process were traced by using this method. We have considered that the surface edge roughness of the resist depends on the weight percentage of protected and de-protected polymer in the resist. The results are well agreed with other papers. This study can be helpful for the developing of new photoresist and developer that can be used to pattern the device features smaller than 100 nm.
Exploring theory space with Monte Carlo reweighting
Gainer, James S.; Lykken, Joseph; Matchev, Konstantin T.; Mrenna, Stephen; Park, Myeonghun
2014-10-13
Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental attempts to constrain the parameter space of motivated new physics models with a high degree of generality quite challenging. We describe how the reweighting of events may allow this challenge to be met, as fully simulated Monte Carlo samples generated for arbitrary benchmark models can be effectively re-used. Specifically, we suggest procedures that allow more efficient collaboration between theorists and experimentalists in exploring large theory parameter spaces in a rigorous way at the LHC.
The Monte Carlo Method. Popular Lectures in Mathematics.
ERIC Educational Resources Information Center
Sobol', I. M.
The Monte Carlo Method is a method of approximately solving mathematical and physical problems by the simulation of random quantities. The principal goal of this booklet is to suggest to specialists in all areas that they will encounter problems which can be solved by the Monte Carlo Method. Part I of the booklet discusses the simulation of random…
Economic Risk Analysis: Using Analytical and Monte Carlo Techniques.
ERIC Educational Resources Information Center
O'Donnell, Brendan R.; Hickner, Michael A.; Barna, Bruce A.
2002-01-01
Describes the development and instructional use of a Microsoft Excel spreadsheet template that facilitates analytical and Monte Carlo risk analysis of investment decisions. Discusses a variety of risk assessment methods followed by applications of the analytical and Monte Carlo methods. Uses a case study to illustrate use of the spreadsheet tool…
A Primer in Monte Carlo Integration Using Mathcad
ERIC Educational Resources Information Center
Hoyer, Chad E.; Kegerreis, Jeb S.
2013-01-01
The essentials of Monte Carlo integration are presented for use in an upper-level physical chemistry setting. A Mathcad document that aids in the dissemination and utilization of this information is described and is available in the Supporting Information. A brief outline of Monte Carlo integration is given, along with ideas and pedagogy for…
Accelerated GPU based SPECT Monte Carlo simulations
NASA Astrophysics Data System (ADS)
Garcia, Marie-Paule; Bert, Julien; Benoit, Didier; Bardiès, Manuel; Visvikis, Dimitris
2016-06-01
Monte Carlo (MC) modelling is widely used in the field of single photon emission computed tomography (SPECT) as it is a reliable technique to simulate very high quality scans. This technique provides very accurate modelling of the radiation transport and particle interactions in a heterogeneous medium. Various MC codes exist for nuclear medicine imaging simulations. Recently, new strategies exploiting the computing capabilities of graphical processing units (GPU) have been proposed. This work aims at evaluating the accuracy of such GPU implementation strategies in comparison to standard MC codes in the context of SPECT imaging. GATE was considered the reference MC toolkit and used to evaluate the performance of newly developed GPU Geant4-based Monte Carlo simulation (GGEMS) modules for SPECT imaging. Radioisotopes with different photon energies were used with these various CPU and GPU Geant4-based MC codes in order to assess the best strategy for each configuration. Three different isotopes were considered: 99m Tc, 111In and 131I, using a low energy high resolution (LEHR) collimator, a medium energy general purpose (MEGP) collimator and a high energy general purpose (HEGP) collimator respectively. Point source, uniform source, cylindrical phantom and anthropomorphic phantom acquisitions were simulated using a model of the GE infinia II 3/8" gamma camera. Both simulation platforms yielded a similar system sensitivity and image statistical quality for the various combinations. The overall acceleration factor between GATE and GGEMS platform derived from the same cylindrical phantom acquisition was between 18 and 27 for the different radioisotopes. Besides, a full MC simulation using an anthropomorphic phantom showed the full potential of the GGEMS platform, with a resulting acceleration factor up to 71. The good agreement with reference codes and the acceleration factors obtained support the use of GPU implementation strategies for improving computational efficiency
Monte Carlo scatter correction for SPECT
NASA Astrophysics Data System (ADS)
Liu, Zemei
The goal of this dissertation is to present a quantitatively accurate and computationally fast scatter correction method that is robust and easily accessible for routine applications in SPECT imaging. A Monte Carlo based scatter estimation method is investigated and developed further. The Monte Carlo simulation program SIMIND (Simulating Medical Imaging Nuclear Detectors), was specifically developed to simulate clinical SPECT systems. The SIMIND scatter estimation (SSE) method was developed further using a multithreading technique to distribute the scatter estimation task across multiple threads running concurrently on multi-core CPU's to accelerate the scatter estimation process. An analytical collimator that ensures less noise was used during SSE. The research includes the addition to SIMIND of charge transport modeling in cadmium zinc telluride (CZT) detectors. Phenomena associated with radiation-induced charge transport including charge trapping, charge diffusion, charge sharing between neighboring detector pixels, as well as uncertainties in the detection process are addressed. Experimental measurements and simulation studies were designed for scintillation crystal based SPECT and CZT based SPECT systems to verify and evaluate the expanded SSE method. Jaszczak Deluxe and Anthropomorphic Torso Phantoms (Data Spectrum Corporation, Hillsborough, NC, USA) were used for experimental measurements and digital versions of the same phantoms employed during simulations to mimic experimental acquisitions. This study design enabled easy comparison of experimental and simulated data. The results have consistently shown that the SSE method performed similarly or better than the triple energy window (TEW) and effective scatter source estimation (ESSE) methods for experiments on all the clinical SPECT systems. The SSE method is proven to be a viable method for scatter estimation for routine clinical use.
Accelerated GPU based SPECT Monte Carlo simulations.
Garcia, Marie-Paule; Bert, Julien; Benoit, Didier; Bardiès, Manuel; Visvikis, Dimitris
2016-06-07
Monte Carlo (MC) modelling is widely used in the field of single photon emission computed tomography (SPECT) as it is a reliable technique to simulate very high quality scans. This technique provides very accurate modelling of the radiation transport and particle interactions in a heterogeneous medium. Various MC codes exist for nuclear medicine imaging simulations. Recently, new strategies exploiting the computing capabilities of graphical processing units (GPU) have been proposed. This work aims at evaluating the accuracy of such GPU implementation strategies in comparison to standard MC codes in the context of SPECT imaging. GATE was considered the reference MC toolkit and used to evaluate the performance of newly developed GPU Geant4-based Monte Carlo simulation (GGEMS) modules for SPECT imaging. Radioisotopes with different photon energies were used with these various CPU and GPU Geant4-based MC codes in order to assess the best strategy for each configuration. Three different isotopes were considered: (99m) Tc, (111)In and (131)I, using a low energy high resolution (LEHR) collimator, a medium energy general purpose (MEGP) collimator and a high energy general purpose (HEGP) collimator respectively. Point source, uniform source, cylindrical phantom and anthropomorphic phantom acquisitions were simulated using a model of the GE infinia II 3/8" gamma camera. Both simulation platforms yielded a similar system sensitivity and image statistical quality for the various combinations. The overall acceleration factor between GATE and GGEMS platform derived from the same cylindrical phantom acquisition was between 18 and 27 for the different radioisotopes. Besides, a full MC simulation using an anthropomorphic phantom showed the full potential of the GGEMS platform, with a resulting acceleration factor up to 71. The good agreement with reference codes and the acceleration factors obtained support the use of GPU implementation strategies for improving computational
Parton shower Monte Carlo event generators
NASA Astrophysics Data System (ADS)
Webber, Bryan
2011-12-01
A parton shower Monte Carlo event generator is a computer program designed to simulate the final states of high-energy collisions in full detail down to the level of individual stable particles. The aim is to generate a large number of simulated collision events, each consisting of a list of final-state particles and their momenta, such that the probability to produce an event with a given list is proportional (approximately) to the probability that the corresponding actual event is produced in the real world. The Monte Carlo method makes use of pseudorandom numbers to simulate the event-to-event fluctuations intrinsic to quantum processes. The simulation normally begins with a hard subprocess, shown as a black blob in Figure 1, in which constituents of the colliding particles interact at a high momentum scale to produce a few outgoing fundamental objects: Standard Model quarks, leptons and/or gauge or Higgs bosons, or hypothetical particles of some new theory. The partons (quarks and gluons) involved, as well as any new particles with colour, radiate virtual gluons, which can themselves emit further gluons or produce quark-antiquark pairs, leading to the formation of parton showers (brown). During parton showering the interaction scale falls and the strong interaction coupling rises, eventually triggering the process of hadronization (yellow), in which the partons are bound into colourless hadrons. On the same scale, the initial-state partons in hadronic collisions are confined in the incoming hadrons. In hadron-hadron collisions, the other constituent partons of the incoming hadrons undergo multiple interactions which produce the underlying event (green). Many of the produced hadrons are unstable, so the final stage of event generation is the simulation of the hadron decays.
Fission Matrix Capability for MCNP Monte Carlo
Carney, Sean E.; Brown, Forrest B.; Kiedrowski, Brian C.; Martin, William R.
2012-09-05
In a Monte Carlo criticality calculation, before the tallying of quantities can begin, a converged fission source (the fundamental eigenvector of the fission kernel) is required. Tallies of interest may include powers, absorption rates, leakage rates, or the multiplication factor (the fundamental eigenvalue of the fission kernel, k{sub eff}). Just as in the power iteration method of linear algebra, if the dominance ratio (the ratio of the first and zeroth eigenvalues) is high, many iterations of neutron history simulations are required to isolate the fundamental mode of the problem. Optically large systems have large dominance ratios, and systems containing poor neutron communication between regions are also slow to converge. The fission matrix method, implemented into MCNP[1], addresses these problems. When Monte Carlo random walk from a source is executed, the fission kernel is stochastically applied to the source. Random numbers are used for: distances to collision, reaction types, scattering physics, fission reactions, etc. This method is used because the fission kernel is a complex, 7-dimensional operator that is not explicitly known. Deterministic methods use approximations/discretization in energy, space, and direction to the kernel. Consequently, they are faster. Monte Carlo directly simulates the physics, which necessitates the use of random sampling. Because of this statistical noise, common convergence acceleration methods used in deterministic methods do not work. In the fission matrix method, we are using the random walk information not only to build the next-iteration fission source, but also a spatially-averaged fission kernel. Just like in deterministic methods, this involves approximation and discretization. The approximation is the tallying of the spatially-discretized fission kernel with an incorrect fission source. We address this by making the spatial mesh fine enough that this error is negligible. As a consequence of discretization we get a
Vectorized Monte Carlo methods for reactor lattice analysis
NASA Technical Reports Server (NTRS)
Brown, F. B.
1984-01-01
Some of the new computational methods and equivalent mathematical representations of physics models used in the MCV code, a vectorized continuous-enery Monte Carlo code for use on the CYBER-205 computer are discussed. While the principal application of MCV is the neutronics analysis of repeating reactor lattices, the new methods used in MCV should be generally useful for vectorizing Monte Carlo for other applications. For background, a brief overview of the vector processing features of the CYBER-205 is included, followed by a discussion of the fundamentals of Monte Carlo vectorization. The physics models used in the MCV vectorized Monte Carlo code are then summarized. The new methods used in scattering analysis are presented along with details of several key, highly specialized computational routines. Finally, speedups relative to CDC-7600 scalar Monte Carlo are discussed.
Reconstruction of Monte Carlo replicas from Hessian parton distributions
NASA Astrophysics Data System (ADS)
Hou, Tie-Jiun; Gao, Jun; Huston, Joey; Nadolsky, Pavel; Schmidt, Carl; Stump, Daniel; Wang, Bo-Ting; Xie, Ke Ping; Dulat, Sayipjamal; Pumplin, Jon; Yuan, C. P.
2017-03-01
We explore connections between two common methods for quantifying the uncertainty in parton distribution functions (PDFs), based on the Hessian error matrix and Monte-Carlo sampling. CT14 parton distributions in the Hessian representation are converted into Monte-Carlo replicas by a numerical method that reproduces important properties of CT14 Hessian PDFs: the asymmetry of CT14 uncertainties and positivity of individual parton distributions. The ensembles of CT14 Monte-Carlo replicas constructed this way at NNLO and NLO are suitable for various collider applications, such as cross section reweighting. Master formulas for computation of asymmetric standard deviations in the Monte-Carlo representation are derived. A correction is proposed to address a bias in asymmetric uncertainties introduced by the Taylor series approximation. A numerical program is made available for conversion of Hessian PDFs into Monte-Carlo replicas according to normal, log-normal, and Watt-Thorne sampling procedures.
Svatos, M.; Zankowski, C.; Bednarz, B.
2016-01-01
Purpose: The future of radiation therapy will require advanced inverse planning solutions to support single-arc, multiple-arc, and “4π” delivery modes, which present unique challenges in finding an optimal treatment plan over a vast search space, while still preserving dosimetric accuracy. The successful clinical implementation of such methods would benefit from Monte Carlo (MC) based dose calculation methods, which can offer improvements in dosimetric accuracy when compared to deterministic methods. The standard method for MC based treatment planning optimization leverages the accuracy of the MC dose calculation and efficiency of well-developed optimization methods, by precalculating the fluence to dose relationship within a patient with MC methods and subsequently optimizing the fluence weights. However, the sequential nature of this implementation is computationally time consuming and memory intensive. Methods to reduce the overhead of the MC precalculation have been explored in the past, demonstrating promising reductions of computational time overhead, but with limited impact on the memory overhead due to the sequential nature of the dose calculation and fluence optimization. The authors propose an entirely new form of “concurrent” Monte Carlo treat plan optimization: a platform which optimizes the fluence during the dose calculation, reduces wasted computation time being spent on beamlets that weakly contribute to the final dose distribution, and requires only a low memory footprint to function. In this initial investigation, the authors explore the key theoretical and practical considerations of optimizing fluence in such a manner. Methods: The authors present a novel derivation and implementation of a gradient descent algorithm that allows for optimization during MC particle transport, based on highly stochastic information generated through particle transport of very few histories. A gradient rescaling and renormalization algorithm, and the
Infinite variance in fermion quantum Monte Carlo calculations
NASA Astrophysics Data System (ADS)
Shi, Hao; Zhang, Shiwei
2016-03-01
For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.
Subtle Monte Carlo Updates in Dense Molecular Systems.
Bottaro, Sandro; Boomsma, Wouter; E Johansson, Kristoffer; Andreetta, Christian; Hamelryck, Thomas; Ferkinghoff-Borg, Jesper
2012-02-14
Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce a kinetic algorithm, CRISP, that greatly enhances the sampling efficiency in all-atom MC simulations of dense systems. The algorithm is based on an exact analytical solution to the classic chain-closure problem, making it possible to express the interdependencies among degrees of freedom in the molecule as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions.
Infinite variance in fermion quantum Monte Carlo calculations.
Shi, Hao; Zhang, Shiwei
2016-03-01
For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.
NASA Astrophysics Data System (ADS)
Alexander, Andrew William
Within the field of medical physics, Monte Carlo radiation transport simulations are considered to be the most accurate method for the determination of dose distributions in patients. The McGill Monte Carlo treatment planning system (MMCTP), provides a flexible software environment to integrate Monte Carlo simulations with current and new treatment modalities. A developing treatment modality called energy and intensity modulated electron radiotherapy (MERT) is a promising modality, which has the fundamental capabilities to enhance the dosimetry of superficial targets. An objective of this work is to advance the research and development of MERT with the end goal of clinical use. To this end, we present the MMCTP system with an integrated toolkit for MERT planning and delivery of MERT fields. Delivery is achieved using an automated "few leaf electron collimator" (FLEC) and a controller. Aside from the MERT planning toolkit, the MMCTP system required numerous add-ons to perform the complex task of large-scale autonomous Monte Carlo simulations. The first was a DICOM import filter, followed by the implementation of DOSXYZnrc as a dose calculation engine and by logic methods for submitting and updating the status of Monte Carlo simulations. Within this work we validated the MMCTP system with a head and neck Monte Carlo recalculation study performed by a medical dosimetrist. The impact of MMCTP lies in the fact that it allows for systematic and platform independent large-scale Monte Carlo dose calculations for different treatment sites and treatment modalities. In addition to the MERT planning tools, various optimization algorithms were created external to MMCTP. The algorithms produced MERT treatment plans based on dose volume constraints that employ Monte Carlo pre-generated patient-specific kernels. The Monte Carlo kernels are generated from patient-specific Monte Carlo dose distributions within MMCTP. The structure of the MERT planning toolkit software and
Example of Monte Carlo uncertainty assessment in the field of radionuclide metrology
NASA Astrophysics Data System (ADS)
Cassette, Philippe; Bochud, François; Keightley, John
2015-06-01
This chapter presents possible uses and examples of Monte Carlo methods for the evaluation of uncertainties in the field of radionuclide metrology. The method is already well documented in GUM supplement 1, but here we present a more restrictive approach, where the quantities of interest calculated by the Monte Carlo method are estimators of the expectation and standard deviation of the measurand, and the Monte Carlo method is used to propagate the uncertainties of the input parameters through the measurement model. This approach is illustrated by an example of the activity calibration of a 103Pd source by liquid scintillation counting and the calculation of a linear regression on experimental data points. An electronic supplement presents some algorithms which may be used to generate random numbers with various statistical distributions, for the implementation of this Monte Carlo calculation method.
Non-Boltzmann Ensembles and Monte Carlo Simulations
NASA Astrophysics Data System (ADS)
Murthy, K. P. N.
2016-10-01
Boltzmann sampling based on Metropolis algorithm has been extensively used for simulating a canonical ensemble and for calculating macroscopic properties of a closed system at desired temperatures. An estimate of a mechanical property, like energy, of an equilibrium system, is made by averaging over a large number microstates generated by Boltzmann Monte Carlo methods. This is possible because we can assign a numerical value for energy to each microstate. However, a thermal property like entropy, is not easily accessible to these methods. The reason is simple. We can not assign a numerical value for entropy, to a microstate. Entropy is not a property associated with any single microstate. It is a collective property of all the microstates. Toward calculating entropy and other thermal properties, a non-Boltzmann Monte Carlo technique called Umbrella sampling was proposed some forty years ago. Umbrella sampling has since undergone several metamorphoses and we have now, multi-canonical Monte Carlo, entropic sampling, flat histogram methods, Wang-Landau algorithm etc. This class of methods generates non-Boltzmann ensembles which are un-physical. However, physical quantities can be calculated as follows. First un-weight a microstates of the entropic ensemble; then re-weight it to the desired physical ensemble. Carry out weighted average over the entropic ensemble to estimate physical quantities. In this talk I shall tell you of the most recent non- Boltzmann Monte Carlo method and show how to calculate free energy for a few systems. We first consider estimation of free energy as a function of energy at different temperatures to characterize phase transition in an hairpin DNA in the presence of an unzipping force. Next we consider free energy as a function of order parameter and to this end we estimate density of states g(E, M), as a function of both energy E, and order parameter M. This is carried out in two stages. We estimate g(E) in the first stage. Employing g
Monte Carlo Study of One-Dimensional Ising Models with Long-Range Interactions
NASA Astrophysics Data System (ADS)
Tomita, Yusuke
2009-01-01
Recently, Fukui and Todo have proposed a new effective Monte Carlo algorithm for long-range interacting systems. Using the algorithm with the nonequilibrium relaxation method, we investigated long-range interacting one-dimensional Ising models both ferromagnetic and antiferromagnetic with the nearest-neighbor ferromagnetic interaction. For the antiferromagnetic model, we found the systems are paramagnetic at finite temperatures.
Li, Ruochen; Englehardt, James D; Li, Xiaoguang
2012-02-01
Multivariate probability distributions, such as may be used for mixture dose-response assessment, are typically highly parameterized and difficult to fit to available data. However, such distributions may be useful in analyzing the large electronic data sets becoming available, such as dose-response biomarker and genetic information. In this article, a new two-stage computational approach is introduced for estimating multivariate distributions and addressing parameter uncertainty. The proposed first stage comprises a gradient Markov chain Monte Carlo (GMCMC) technique to find Bayesian posterior mode estimates (PMEs) of parameters, equivalent to maximum likelihood estimates (MLEs) in the absence of subjective information. In the second stage, these estimates are used to initialize a Markov chain Monte Carlo (MCMC) simulation, replacing the conventional burn-in period to allow convergent simulation of the full joint Bayesian posterior distribution and the corresponding unconditional multivariate distribution (not conditional on uncertain parameter values). When the distribution of parameter uncertainty is such a Bayesian posterior, the unconditional distribution is termed predictive. The method is demonstrated by finding conditional and unconditional versions of the recently proposed emergent dose-response function (DRF). Results are shown for the five-parameter common-mode and seven-parameter dissimilar-mode models, based on published data for eight benzene-toluene dose pairs. The common mode conditional DRF is obtained with a 21-fold reduction in data requirement versus MCMC. Example common-mode unconditional DRFs are then found using synthetic data, showing a 71% reduction in required data. The approach is further demonstrated for a PCB 126-PCB 153 mixture. Applicability is analyzed and discussed. Matlab(®) computer programs are provided.
Optimization of the Monte Carlo code for modeling of photon migration in tissue.
Zołek, Norbert S; Liebert, Adam; Maniewski, Roman
2006-10-01
The Monte Carlo method is frequently used to simulate light transport in turbid media because of its simplicity and flexibility, allowing to analyze complicated geometrical structures. Monte Carlo simulations are, however, time consuming because of the necessity to track the paths of individual photons. The time consuming computation is mainly associated with the calculation of the logarithmic and trigonometric functions as well as the generation of pseudo-random numbers. In this paper, the Monte Carlo algorithm was developed and optimized, by approximation of the logarithmic and trigonometric functions. The approximations were based on polynomial and rational functions, and the errors of these approximations are less than 1% of the values of the original functions. The proposed algorithm was verified by simulations of the time-resolved reflectance at several source-detector separations. The results of the calculation using the approximated algorithm were compared with those of the Monte Carlo simulations obtained with an exact computation of the logarithm and trigonometric functions as well as with the solution of the diffusion equation. The errors of the moments of the simulated distributions of times of flight of photons (total number of photons, mean time of flight and variance) are less than 2% for a range of optical properties, typical of living tissues. The proposed approximated algorithm allows to speed up the Monte Carlo simulations by a factor of 4. The developed code can be used on parallel machines, allowing for further acceleration.
Markov Chain Monte Carlo Bayesian Learning for Neural Networks
NASA Technical Reports Server (NTRS)
Goodrich, Michael S.
2011-01-01
Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.
Applying diffusion-based Markov chain Monte Carlo
Paul, Rajib; Berliner, L. Mark
2017-01-01
We examine the performance of a strategy for Markov chain Monte Carlo (MCMC) developed by simulating a discrete approximation to a stochastic differential equation (SDE). We refer to the approach as diffusion MCMC. A variety of motivations for the approach are reviewed in the context of Bayesian analysis. In particular, implementation of diffusion MCMC is very simple to set-up, even in the presence of nonlinear models and non-conjugate priors. Also, it requires comparatively little problem-specific tuning. We implement the algorithm and assess its performance for both a test case and a glaciological application. Our results demonstrate that in some settings, diffusion MCMC is a faster alternative to a general Metropolis-Hastings algorithm. PMID:28301529
Quantum Monte Carlo: Faster, More Reliable, And More Accurate
NASA Astrophysics Data System (ADS)
Anderson, Amos Gerald
2010-06-01
The Schrodinger Equation has been available for about 83 years, but today, we still strain to apply it accurately to molecules of interest. The difficulty is not theoretical in nature, but practical, since we're held back by lack of sufficient computing power. Consequently, effort is applied to find acceptable approximations to facilitate real time solutions. In the meantime, computer technology has begun rapidly advancing and changing the way we think about efficient algorithms. For those who can reorganize their formulas to take advantage of these changes and thereby lift some approximations, incredible new opportunities await. Over the last decade, we've seen the emergence of a new kind of computer processor, the graphics card. Designed to accelerate computer games by optimizing quantity instead of quality in processor, they have become of sufficient quality to be useful to some scientists. In this thesis, we explore the first known use of a graphics card to computational chemistry by rewriting our Quantum Monte Carlo software into the requisite "data parallel" formalism. We find that notwithstanding precision considerations, we are able to speed up our software by about a factor of 6. The success of a Quantum Monte Carlo calculation depends on more than just processing power. It also requires the scientist to carefully design the trial wavefunction used to guide simulated electrons. We have studied the use of Generalized Valence Bond wavefunctions to simply, and yet effectively, captured the essential static correlation in atoms and molecules. Furthermore, we have developed significantly improved two particle correlation functions, designed with both flexibility and simplicity considerations, representing an effective and reliable way to add the necessary dynamic correlation. Lastly, we present our method for stabilizing the statistical nature of the calculation, by manipulating configuration weights, thus facilitating efficient and robust calculations. Our
Iterative acceleration methods for Monte Carlo and deterministic criticality calculations
Urbatsch, T.J.
1995-11-01
If you have ever given up on a nuclear criticality calculation and terminated it because it took so long to converge, you might find this thesis of interest. The author develops three methods for improving the fission source convergence in nuclear criticality calculations for physical systems with high dominance ratios for which convergence is slow. The Fission Matrix Acceleration Method and the Fission Diffusion Synthetic Acceleration (FDSA) Method are acceleration methods that speed fission source convergence for both Monte Carlo and deterministic methods. The third method is a hybrid Monte Carlo method that also converges for difficult problems where the unaccelerated Monte Carlo method fails. The author tested the feasibility of all three methods in a test bed consisting of idealized problems. He has successfully accelerated fission source convergence in both deterministic and Monte Carlo criticality calculations. By filtering statistical noise, he has incorporated deterministic attributes into the Monte Carlo calculations in order to speed their source convergence. He has used both the fission matrix and a diffusion approximation to perform unbiased accelerations. The Fission Matrix Acceleration method has been implemented in the production code MCNP and successfully applied to a real problem. When the unaccelerated calculations are unable to converge to the correct solution, they cannot be accelerated in an unbiased fashion. A Hybrid Monte Carlo method weds Monte Carlo and a modified diffusion calculation to overcome these deficiencies. The Hybrid method additionally possesses reduced statistical errors.
Bayesian adaptive Markov chain Monte Carlo estimation of genetic parameters.
Mathew, B; Bauer, A M; Koistinen, P; Reetz, T C; Léon, J; Sillanpää, M J
2012-10-01
Accurate and fast estimation of genetic parameters that underlie quantitative traits using mixed linear models with additive and dominance effects is of great importance in both natural and breeding populations. Here, we propose a new fast adaptive Markov chain Monte Carlo (MCMC) sampling algorithm for the estimation of genetic parameters in the linear mixed model with several random effects. In the learning phase of our algorithm, we use the hybrid Gibbs sampler to learn the covariance structure of the variance components. In the second phase of the algorithm, we use this covariance structure to formulate an effective proposal distribution for a Metropolis-Hastings algorithm, which uses a likelihood function in which the random effects have been integrated out. Compared with the hybrid Gibbs sampler, the new algorithm had better mixing properties and was approximately twice as fast to run. Our new algorithm was able to detect different modes in the posterior distribution. In addition, the posterior mode estimates from the adaptive MCMC method were close to the REML (residual maximum likelihood) estimates. Moreover, our exponential prior for inverse variance components was vague and enabled the estimated mode of the posterior variance to be practically zero, which was in agreement with the support from the likelihood (in the case of no dominance). The method performance is illustrated using simulated data sets with replicates and field data in barley.
Atomistic Monte Carlo Simulation of Lipid Membranes
Wüstner, Daniel; Sklenar, Heinz
2014-01-01
Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches. In this article, we explain challenges and advantages of atomistic Monte Carlo (MC) simulation of lipid membranes. We provide an introduction into the various move sets that are implemented in current MC methods for efficient conformational sampling of lipids and other molecules. In the second part, we demonstrate for a concrete example, how an atomistic local-move set can be implemented for MC simulations of phospholipid monomers and bilayer patches. We use our recently devised chain breakage/closure (CBC) local move set in the bond-/torsion angle space with the constant-bond-length approximation (CBLA) for the phospholipid dipalmitoylphosphatidylcholine (DPPC). We demonstrate rapid conformational equilibration for a single DPPC molecule, as assessed by calculation of molecular energies and entropies. We also show transition from a crystalline-like to a fluid DPPC bilayer by the CBC local-move MC method, as indicated by the electron density profile, head group orientation, area per lipid, and whole-lipid displacements. We discuss the potential of local-move MC methods in combination with molecular dynamics simulations, for example, for studying multi-component lipid membranes containing cholesterol. PMID:24469314
Monte Carlo simulation of chromatin stretching
NASA Astrophysics Data System (ADS)
Aumann, Frank; Lankas, Filip; Caudron, Maïwen; Langowski, Jörg
2006-04-01
We present Monte Carlo (MC) simulations of the stretching of a single 30nm chromatin fiber. The model approximates the DNA by a flexible polymer chain with Debye-Hückel electrostatics and uses a two-angle zigzag model for the geometry of the linker DNA connecting the nucleosomes. The latter are represented by flat disks interacting via an attractive Gay-Berne potential. Our results show that the stiffness of the chromatin fiber strongly depends on the linker DNA length. Furthermore, changing the twisting angle between nucleosomes from 90° to 130° increases the stiffness significantly. An increase in the opening angle from 22° to 34° leads to softer fibers for small linker lengths. We observe that fibers containing a linker histone at each nucleosome are stiffer compared to those without the linker histone. The simulated persistence lengths and elastic moduli agree with experimental data. Finally, we show that the chromatin fiber does not behave as an isotropic elastic rod, but its rigidity depends on the direction of deformation: Chromatin is much more resistant to stretching than to bending.
Monte Carlo simulations of Protein Adsorption
NASA Astrophysics Data System (ADS)
Sharma, Sumit; Kumar, Sanat K.; Belfort, Georges
2008-03-01
Amyloidogenic diseases, such as, Alzheimer's are caused by adsorption and aggregation of partially unfolded proteins. Adsorption of proteins is a concern in design of biomedical devices, such as dialysis membranes. Protein adsorption is often accompanied by conformational rearrangements in protein molecules. Such conformational rearrangements are thought to affect many properties of adsorbed protein molecules such as their adhesion strength to the surface, biological activity, and aggregation tendency. It has been experimentally shown that many naturally occurring proteins, upon adsorption to hydrophobic surfaces, undergo a helix to sheet or random coil secondary structural rearrangement. However, to better understand the equilibrium structural complexities of this phenomenon, we have performed Monte Carlo (MC) simulations of adsorption of a four helix bundle, modeled as a lattice protein, and studied the adsorption behavior and equilibrium protein conformations at different temperatures and degrees of surface hydrophobicity. To study the free energy and entropic effects on adsorption, Canonical ensemble MC simulations have been combined with Weighted Histogram Analysis Method(WHAM). Conformational transitions of proteins on surfaces will be discussed as a function of surface hydrophobicity and compared to analogous bulk transitions.
Finding Planet Nine: a Monte Carlo approach
NASA Astrophysics Data System (ADS)
de la Fuente Marcos, C.; de la Fuente Marcos, R.
2016-06-01
Planet Nine is a hypothetical planet located well beyond Pluto that has been proposed in an attempt to explain the observed clustering in physical space of the perihelia of six extreme trans-Neptunian objects or ETNOs. The predicted approximate values of its orbital elements include a semimajor axis of 700 au, an eccentricity of 0.6, an inclination of 30°, and an argument of perihelion of 150°. Searching for this putative planet is already under way. Here, we use a Monte Carlo approach to create a synthetic population of Planet Nine orbits and study its visibility statistically in terms of various parameters and focusing on the aphelion configuration. Our analysis shows that, if Planet Nine exists and is at aphelion, it might be found projected against one out of the four specific areas in the sky. Each area is linked to a particular value of the longitude of the ascending node and two of them are compatible with an apsidal anti-alignment scenario. In addition and after studying the current statistics of ETNOs, a cautionary note on the robustness of the perihelia clustering is presented.
Classical Trajectory and Monte Carlo Techniques
NASA Astrophysics Data System (ADS)
Olson, Ronald
The classical trajectory Monte Carlo (CTMC) method originated with Hirschfelder, who studied the H + D2 exchange reaction using a mechanical calculator [58.1]. With the availability of computers, the CTMC method was actively applied to a large number of chemical systems to determine reaction rates, and final state vibrational and rotational populations (see, e.g., Karplus et al. [58.2]). For atomic physics problems, a major step was introduced by Abrines and Percival [58.3] who employed Kepler's equations and the Bohr-Sommerfield model for atomic hydrogen to investigate electron capture and ionization for intermediate velocity collisions of H+ + H. An excellent description is given by Percival and Richards [58.4]. The CTMC method has a wide range of applicability to strongly-coupled systems, such as collisions by multiply-charged ions [58.5]. In such systems, perturbation methods fail, and basis set limitations of coupled-channel molecular- and atomic-orbital techniques have difficulty in representing the multitude of activeexcitation, electron capture, and ionization channels. Vector- and parallel-processors now allow increasingly detailed study of the dynamics of the heavy projectile and target, along with the active electrons.
Commensurabilities between ETNOs: a Monte Carlo survey
NASA Astrophysics Data System (ADS)
de la Fuente Marcos, C.; de la Fuente Marcos, R.
2016-07-01
Many asteroids in the main and trans-Neptunian belts are trapped in mean motion resonances with Jupiter and Neptune, respectively. As a side effect, they experience accidental commensurabilities among themselves. These commensurabilities define characteristic patterns that can be used to trace the source of the observed resonant behaviour. Here, we explore systematically the existence of commensurabilities between the known ETNOs using their heliocentric and barycentric semimajor axes, their uncertainties, and Monte Carlo techniques. We find that the commensurability patterns present in the known ETNO population resemble those found in the main and trans-Neptunian belts. Although based on small number statistics, such patterns can only be properly explained if most, if not all, of the known ETNOs are subjected to the resonant gravitational perturbations of yet undetected trans-Plutonian planets. We show explicitly that some of the statistically significant commensurabilities are compatible with the Planet Nine hypothesis; in particular, a number of objects may be trapped in the 5:3 and 3:1 mean motion resonances with a putative Planet Nine with semimajor axis ˜700 au.
Path integral Monte Carlo on a lattice. II. Bound states
NASA Astrophysics Data System (ADS)
O'Callaghan, Mark; Miller, Bruce N.
2016-07-01
The equilibrium properties of a single quantum particle (qp) interacting with a classical gas for a wide range of temperatures that explore the system's behavior in the classical as well as in the quantum regime is investigated. Both the qp and the atoms are restricted to sites on a one-dimensional lattice. A path integral formalism developed within the context of the canonical ensemble is utilized, where the qp is represented by a closed, variable-step random walk on the lattice. Monte Carlo methods are employed to determine the system's properties. To test the usefulness of the path integral formalism, the Metropolis algorithm is employed to determine the equilibrium properties of the qp in the context of a square well potential, forcing the qp to occupy bound states. We consider a one-dimensional square well potential where all atoms on the lattice are occupied with one atom with an on-site potential except for a contiguous set of sites of various lengths centered at the middle of the lattice. Comparison of the potential energy, the energy fluctuations, and the correlation function are made between the results of the Monte Carlo simulations and the numerical calculations.
Energy Modulated Photon Radiotherapy: A Monte Carlo Feasibility Study
Zhang, Ying; Feng, Yuanming; Ming, Xin
2016-01-01
A novel treatment modality termed energy modulated photon radiotherapy (EMXRT) was investigated. The first step of EMXRT was to determine beam energy for each gantry angle/anatomy configuration from a pool of photon energy beams (2 to 10 MV) with a newly developed energy selector. An inverse planning system using gradient search algorithm was then employed to optimize photon beam intensity of various beam energies based on presimulated Monte Carlo pencil beam dose distributions in patient anatomy. Finally, 3D dose distributions in six patients of different tumor sites were simulated with Monte Carlo method and compared between EMXRT plans and clinical IMRT plans. Compared to current IMRT technique, the proposed EMXRT method could offer a better paradigm for the radiotherapy of lung cancers and pediatric brain tumors in terms of normal tissue sparing and integral dose. For prostate, head and neck, spine, and thyroid lesions, the EMXRT plans were generally comparable to the IMRT plans. Our feasibility study indicated that lower energy (<6 MV) photon beams could be considered in modern radiotherapy treatment planning to achieve a more personalized care for individual patient with dosimetric gains. PMID:26977413
A multi-scale Monte Carlo method for electrolytes
NASA Astrophysics Data System (ADS)
Liang, Yihao; Xu, Zhenli; Xing, Xiangjun
2015-08-01
Artifacts arise in the simulations of electrolytes using periodic boundary conditions (PBCs). We show the origin of these artifacts are the periodic image charges and the constraint of charge neutrality inside the simulation box, both of which are unphysical from the view point of real systems. To cure these problems, we introduce a multi-scale Monte Carlo (MC) method, where ions inside a spherical cavity are simulated explicitly, while ions outside are treated implicitly using a continuum theory. Using the method of Debye charging, we explicitly derive the effective interactions between ions inside the cavity, arising due to the fluctuations of ions outside. We find that these effective interactions consist of two types: (1) a constant cavity potential due to the asymmetry of the electrolyte, and (2) a reaction potential that depends on the positions of all ions inside. Combining the grand canonical Monte Carlo (GCMC) with a recently developed fast algorithm based on image charge method, we perform a multi-scale MC simulation of symmetric electrolytes, and compare it with other simulation methods, including PBC + GCMC method, as well as large scale MC simulation. We demonstrate that our multi-scale MC method is capable of capturing the correct physics of a large system using a small scale simulation.
Quantum Monte Carlo Calculations of Transition Metal Oxides
NASA Astrophysics Data System (ADS)
Wagner, Lucas
2006-03-01
Quantum Monte Carlo is a powerful computational tool to study correlated systems, allowing us to explicitly treat many-body interactions with favorable scaling in the number of particles. It has been regarded as a benchmark tool for first and second row condensed matter systems, although its accuracy has not been thoroughly investigated in strongly correlated transition metal oxides. QMC has also historically suffered from the mixed estimator error in operators that do not commute with the Hamiltonian and from stochastic uncertainty, which make small energy differences unattainable. Using the Reptation Monte Carlo algorithm of Moroni and Baroni(along with contributions from others), we have developed a QMC framework that makes these previously unavailable quantities computationally feasible for systems of hundreds of electrons in a controlled and consistent way, and apply this framework to transition metal oxides. We compare these results with traditional mean-field results like the LDA and with experiment where available, focusing in particular on the polarization and lattice constants in a few interesting ferroelectric materials. This work was performed in collaboration with Lubos Mitas and Jeffrey Grossman.
pyNSMC: A Python Module for Null-Space Monte Carlo Uncertainty Analysis
NASA Astrophysics Data System (ADS)
White, J.; Brakefield, L. K.
2015-12-01
The null-space monte carlo technique is a non-linear uncertainty analyses technique that is well-suited to high-dimensional inverse problems. While the technique is powerful, the existing workflow for completing null-space monte carlo is cumbersome, requiring the use of multiple commandline utilities, several sets of intermediate files and even a text editor. pyNSMC is an open-source python module that automates the workflow of null-space monte carlo uncertainty analyses. The module is fully compatible with the PEST and PEST++ software suites and leverages existing functionality of pyEMU, a python framework for linear-based uncertainty analyses. pyNSMC greatly simplifies the existing workflow for null-space monte carlo by taking advantage of object oriented design facilities in python. The core of pyNSMC is the ensemble class, which draws and stores realized random vectors and also provides functionality for exporting and visualizing results. By relieving users of the tedium associated with file handling and command line utility execution, pyNSMC instead focuses the user on the important steps and assumptions of null-space monte carlo analysis. Furthermore, pyNSMC facilitates learning through flow charts and results visualization, which are available at many points in the algorithm. The ease-of-use of the pyNSMC workflow is compared to the existing workflow for null-space monte carlo for a synthetic groundwater model with hundreds of estimable parameters.
Review of Fast Monte Carlo Codes for Dose Calculation in Radiation Therapy Treatment Planning
Jabbari, Keyvan
2011-01-01
An important requirement in radiation therapy is a fast and accurate treatment planning system. This system, using computed tomography (CT) data, direction, and characteristics of the beam, calculates the dose at all points of the patient's volume. The two main factors in treatment planning system are accuracy and speed. According to these factors, various generations of treatment planning systems are developed. This article is a review of the Fast Monte Carlo treatment planning algorithms, which are accurate and fast at the same time. The Monte Carlo techniques are based on the transport of each individual particle (e.g., photon or electron) in the tissue. The transport of the particle is done using the physics of the interaction of the particles with matter. Other techniques transport the particles as a group. For a typical dose calculation in radiation therapy the code has to transport several millions particles, which take a few hours, therefore, the Monte Carlo techniques are accurate, but slow for clinical use. In recent years, with the development of the ‘fast’ Monte Carlo systems, one is able to perform dose calculation in a reasonable time for clinical use. The acceptable time for dose calculation is in the range of one minute. There is currently a growing interest in the fast Monte Carlo treatment planning systems and there are many commercial treatment planning systems that perform dose calculation in radiation therapy based on the Monte Carlo technique. PMID:22606661
Monte Carlo calculation of specific absorbed fractions: variance reduction techniques
NASA Astrophysics Data System (ADS)
Díaz-Londoño, G.; García-Pareja, S.; Salvat, F.; Lallena, A. M.
2015-04-01
The purpose of the present work is to calculate specific absorbed fractions using variance reduction techniques and assess the effectiveness of these techniques in improving the efficiency (i.e. reducing the statistical uncertainties) of simulation results in cases where the distance between the source and the target organs is large and/or the target organ is small. The variance reduction techniques of interaction forcing and an ant colony algorithm, which drives the application of splitting and Russian roulette, were applied in Monte Carlo calculations performed with the code penelope for photons with energies from 30 keV to 2 MeV. In the simulations we used a mathematical phantom derived from the well-known MIRD-type adult phantom. The thyroid gland was assumed to be the source organ and urinary bladder, testicles, uterus and ovaries were considered as target organs. Simulations were performed, for each target organ and for photons with different energies, using these variance reduction techniques, all run on the same processor and during a CPU time of 1.5 · 105 s. For energies above 100 keV both interaction forcing and the ant colony method allowed reaching relative uncertainties of the average absorbed dose in the target organs below 4% in all studied cases. When these two techniques were used together, the uncertainty was further reduced, by a factor of 0.5 or less. For photons with energies below 100 keV, an adapted initialization of the ant colony algorithm was required. By using interaction forcing and the ant colony algorithm, realistic values of the specific absorbed fractions can be obtained with relative uncertainties small enough to permit discriminating among simulations performed with different Monte Carlo codes and phantoms. The methodology described in the present work can be employed to calculate specific absorbed fractions for arbitrary arrangements, i.e. energy spectrum of primary radiation, phantom model and source and target organs.
Markov chain Monte Carlo methods: an introductory example
NASA Astrophysics Data System (ADS)
Klauenberg, Katy; Elster, Clemens
2016-02-01
When the Guide to the Expression of Uncertainty in Measurement (GUM) and methods from its supplements are not applicable, the Bayesian approach may be a valid and welcome alternative. Evaluating the posterior distribution, estimates or uncertainties involved in Bayesian inferences often requires numerical methods to avoid high-dimensional integrations. Markov chain Monte Carlo (MCMC) sampling is such a method—powerful, flexible and widely applied. Here, a concise introduction is given, illustrated by a simple, typical example from metrology. The Metropolis-Hastings algorithm is the most basic and yet flexible MCMC method. Its underlying concepts are explained and the algorithm is given step by step. The few lines of software code required for its implementation invite interested readers to get started. Diagnostics to evaluate the performance and common algorithmic choices are illustrated to calibrate the Metropolis-Hastings algorithm for efficiency. Routine application of MCMC algorithms may be hindered currently by the difficulty to assess the convergence of MCMC output and thus to assure the validity of results. An example points to the importance of convergence and initiates discussion about advantages as well as areas of research. Available software tools are mentioned throughout.
Monte Carlo variance reduction approaches for non-Boltzmann tallies
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed.
OBJECT KINETIC MONTE CARLO SIMULATIONS OF CASCADE ANNEALING IN TUNGSTEN
Nandipati, Giridhar; Setyawan, Wahyu; Heinisch, Howard L.; Roche, Kenneth J.; Kurtz, Richard J.; Wirth, Brian D.
2014-03-31
The objective of this work is to study the annealing of primary cascade damage created by primary knock-on atoms (PKAs) of various energies, at various temperatures in bulk tungsten using the object kinetic Monte Carlo (OKMC) method.
Monte Carlo next-event estimates from thermal collisions
Hendricks, J.S.; Prael, R.E.
1990-01-01
A new approximate method has been developed by Richard E. Prael to allow S({alpha},{beta}) thermal collision contributions to next-event estimators in Monte Carlo calculations. The new technique is generally applicable to next-event estimator contributions from any discrete probability distribution. The method has been incorporated into Version 4 of the production Monte Carlo neutron and photon radiation transport code MCNP. 9 refs.
Development of Monte Carlo Capability for Orion Parachute Simulations
NASA Technical Reports Server (NTRS)
Moore, James W.
2011-01-01
Parachute test programs employ Monte Carlo simulation techniques to plan testing and make critical decisions related to parachute loads, rate-of-descent, or other parameters. This paper describes the development and use of a MATLAB-based Monte Carlo tool for three parachute drop test simulations currently used by NASA. The Decelerator System Simulation (DSS) is a legacy 6 Degree-of-Freedom (DOF) simulation used to predict parachute loads and descent trajectories. The Decelerator System Simulation Application (DSSA) is a 6-DOF simulation that is well suited for modeling aircraft extraction and descent of pallet-like test vehicles. The Drop Test Vehicle Simulation (DTVSim) is a 2-DOF trajectory simulation that is convenient for quick turn-around analysis tasks. These three tools have significantly different software architectures and do not share common input files or output data structures. Separate Monte Carlo tools were initially developed for each simulation. A recently-developed simulation output structure enables the use of the more sophisticated DSSA Monte Carlo tool with any of the core-simulations. The task of configuring the inputs for the nominal simulation is left to the existing tools. Once the nominal simulation is configured, the Monte Carlo tool perturbs the input set according to dispersion rules created by the analyst. These rules define the statistical distribution and parameters to be applied to each simulation input. Individual dispersed parameters are combined to create a dispersed set of simulation inputs. The Monte Carlo tool repeatedly executes the core-simulation with the dispersed inputs and stores the results for analysis. The analyst may define conditions on one or more output parameters at which to collect data slices. The tool provides a versatile interface for reviewing output of large Monte Carlo data sets while preserving the capability for detailed examination of individual dispersed trajectories. The Monte Carlo tool described in
Improved Collision Modeling for Direct Simulation Monte Carlo Methods
2011-03-01
number is a measure of the rarefaction of a gas , and will be explained more thoroughly in the following chap- ter. Continuum solvers that use Navier...Limits on Mathematical Models [4] Kn=0.1, and the flow can be considered rarefied above that value. Direct Simulation Monte Carlo (DSMC) is a stochastic...method which utilizes the Monte Carlo statistical model to simulate gas behavior, which is very useful for these rarefied atmosphere hypersonic
Study of the Transition Flow Regime using Monte Carlo Methods
NASA Technical Reports Server (NTRS)
Hassan, H. A.
1999-01-01
This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.
Confidence and efficiency scaling in variational quantum Monte Carlo calculations
NASA Astrophysics Data System (ADS)
Delyon, F.; Bernu, B.; Holzmann, Markus
2017-02-01
Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time-discretized diffusion process. We present a robust and practical method to determine the effective variance of general observables and show how to verify the equilibrium hypothesis by the Kolmogorov-Smirnov test. We then derive scaling laws of the efficiency illustrated by variational Monte Carlo calculations on the two-dimensional electron gas.
CosmoPMC: Cosmology sampling with Population Monte Carlo
NASA Astrophysics Data System (ADS)
Kilbinger, Martin; Benabed, Karim; Cappé, Olivier; Coupon, Jean; Cardoso, Jean-François; Fort, Gersende; McCracken, Henry Joy; Prunet, Simon; Robert, Christian P.; Wraith, Darren
2012-12-01
CosmoPMC is a Monte-Carlo sampling method to explore the likelihood of various cosmological probes. The sampling engine is implemented with the package pmclib. It is called Population MonteCarlo (PMC), which is a novel technique to sample from the posterior. PMC is an adaptive importance sampling method which iteratively improves the proposal to approximate the posterior. This code has been introduced, tested and applied to various cosmology data sets.
Green's function Monte Carlo calculations of /sup 4/He
Carlson, J.A.
1988-01-01
Green's Function Monte Carlo methods have been developed to study the ground state properties of light nuclei. These methods are shown to reproduce results of Faddeev calculations for A = 3, and are then used to calculate ground state energies, one- and two-body distribution functions, and the D-state probability for the alpha particle. Results are compared to variational Monte Carlo calculations for several nuclear interaction models. 31 refs.
Successful combination of the stochastic linearization and Monte Carlo methods
NASA Technical Reports Server (NTRS)
Elishakoff, I.; Colombi, P.
1993-01-01
A combination of a stochastic linearization and Monte Carlo techniques is presented for the first time in literature. A system with separable nonlinear damping and nonlinear restoring force is considered. The proposed combination of the energy-wise linearization with the Monte Carlo method yields an error under 5 percent, which corresponds to the error reduction associated with the conventional stochastic linearization by a factor of 4.6.
de Finetti Priors using Markov chain Monte Carlo computations.
Bacallado, Sergio; Diaconis, Persi; Holmes, Susan
2015-07-01
Recent advances in Monte Carlo methods allow us to revisit work by de Finetti who suggested the use of approximate exchangeability in the analyses of contingency tables. This paper gives examples of computational implementations using Metropolis Hastings, Langevin and Hamiltonian Monte Carlo to compute posterior distributions for test statistics relevant for testing independence, reversible or three way models for discrete exponential families using polynomial priors and Gröbner bases.
de Finetti Priors using Markov chain Monte Carlo computations
Bacallado, Sergio; Diaconis, Persi; Holmes, Susan
2015-01-01
Recent advances in Monte Carlo methods allow us to revisit work by de Finetti who suggested the use of approximate exchangeability in the analyses of contingency tables. This paper gives examples of computational implementations using Metropolis Hastings, Langevin and Hamiltonian Monte Carlo to compute posterior distributions for test statistics relevant for testing independence, reversible or three way models for discrete exponential families using polynomial priors and Gröbner bases. PMID:26412947
Monte Carlo methods and applications in nuclear physics
Carlson, J.
1990-01-01
Monte Carlo methods for studying few- and many-body quantum systems are introduced, with special emphasis given to their applications in nuclear physics. Variational and Green's function Monte Carlo methods are presented in some detail. The status of calculations of light nuclei is reviewed, including discussions of the three-nucleon-interaction, charge and magnetic form factors, the coulomb sum rule, and studies of low-energy radiative transitions. 58 refs., 12 figs.
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
Badal, A; Zbijewski, W; Bolch, W; Sechopoulos, I
2014-06-15
Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods, are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10{sup 7} xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the
Gentile, N A; Kalos, M H; Brunner, T A
2005-03-22
Domain decomposed Monte Carlo codes, like other domain-decomposed codes, are difficult to debug. Domain decomposition is prone to error, and interactions between the domain decomposition code and the rest of the algorithm often produces subtle bugs. These bugs are particularly difficult to find in a Monte Carlo algorithm, in which the results have statistical noise. Variations in the results due to statistical noise can mask errors when comparing the results to other simulations or analytic results. If a code can get the same result on one domain as on many, debugging the whole code is easier. This reproducibility property is also desirable when comparing results done on different numbers of processors and domains. We describe how reproducibility, to machine precision, is obtained on different numbers of domains in an Implicit Monte Carlo photonics code.
DPEMC: A Monte Carlo for double diffraction
NASA Astrophysics Data System (ADS)
Boonekamp, M.; Kúcs, T.
2005-05-01
We extend the POMWIG Monte Carlo generator developed by B. Cox and J. Forshaw, to include new models of central production through inclusive and exclusive double Pomeron exchange in proton-proton collisions. Double photon exchange processes are described as well, both in proton-proton and heavy-ion collisions. In all contexts, various models have been implemented, allowing for comparisons and uncertainty evaluation and enabling detailed experimental simulations. Program summaryTitle of the program:DPEMC, version 2.4 Catalogue identifier: ADVF Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADVF Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer: any computer with the FORTRAN 77 compiler under the UNIX or Linux operating systems Operating system: UNIX; Linux Programming language used: FORTRAN 77 High speed storage required:<25 MB No. of lines in distributed program, including test data, etc.: 71 399 No. of bytes in distributed program, including test data, etc.: 639 950 Distribution format: tar.gz Nature of the physical problem: Proton diffraction at hadron colliders can manifest itself in many forms, and a variety of models exist that attempt to describe it [A. Bialas, P.V. Landshoff, Phys. Lett. B 256 (1991) 540; A. Bialas, W. Szeremeta, Phys. Lett. B 296 (1992) 191; A. Bialas, R.A. Janik, Z. Phys. C 62 (1994) 487; M. Boonekamp, R. Peschanski, C. Royon, Phys. Rev. Lett. 87 (2001) 251806; Nucl. Phys. B 669 (2003) 277; R. Enberg, G. Ingelman, A. Kissavos, N. Timneanu, Phys. Rev. Lett. 89 (2002) 081801; R. Enberg, G. Ingelman, L. Motyka, Phys. Lett. B 524 (2002) 273; R. Enberg, G. Ingelman, N. Timneanu, Phys. Rev. D 67 (2003) 011301; B. Cox, J. Forshaw, Comput. Phys. Comm. 144 (2002) 104; B. Cox, J. Forshaw, B. Heinemann, Phys. Lett. B 540 (2002) 26; V. Khoze, A. Martin, M. Ryskin, Phys. Lett. B 401 (1997) 330; Eur. Phys. J. C 14 (2000) 525; Eur. Phys. J. C 19 (2001) 477; Erratum, Eur. Phys. J. C 20 (2001) 599; Eur
kmos: A lattice kinetic Monte Carlo framework
NASA Astrophysics Data System (ADS)
Hoffmann, Max J.; Matera, Sebastian; Reuter, Karsten
2014-07-01
Kinetic Monte Carlo (kMC) simulations have emerged as a key tool for microkinetic modeling in heterogeneous catalysis and other materials applications. Systems, where site-specificity of all elementary reactions allows a mapping onto a lattice of discrete active sites, can be addressed within the particularly efficient lattice kMC approach. To this end we describe the versatile kmos software package, which offers a most user-friendly implementation, execution, and evaluation of lattice kMC models of arbitrary complexity in one- to three-dimensional lattice systems, involving multiple active sites in periodic or aperiodic arrangements, as well as site-resolved pairwise and higher-order lateral interactions. Conceptually, kmos achieves a maximum runtime performance which is essentially independent of lattice size by generating code for the efficiency-determining local update of available events that is optimized for a defined kMC model. For this model definition and the control of all runtime and evaluation aspects kmos offers a high-level application programming interface. Usage proceeds interactively, via scripts, or a graphical user interface, which visualizes the model geometry, the lattice occupations and rates of selected elementary reactions, while allowing on-the-fly changes of simulation parameters. We demonstrate the performance and scaling of kmos with the application to kMC models for surface catalytic processes, where for given operation conditions (temperature and partial pressures of all reactants) central simulation outcomes are catalytic activity and selectivities, surface composition, and mechanistic insight into the occurrence of individual elementary processes in the reaction network.
Lattice Monte Carlo simulations of polymer melts
NASA Astrophysics Data System (ADS)
Hsu, Hsiao-Ping
2014-12-01
We use Monte Carlo simulations to study polymer melts consisting of fully flexible and moderately stiff chains in the bond fluctuation model at a volume fraction 0.5. In order to reduce the local density fluctuations, we test a pre-packing process for the preparation of the initial configurations of the polymer melts, before the excluded volume interaction is switched on completely. This process leads to a significantly faster decrease of the number of overlapping monomers on the lattice. This is useful for simulating very large systems, where the statistical properties of the model with a marginally incomplete elimination of excluded volume violations are the same as those of the model with strictly excluded volume. We find that the internal mean square end-to-end distance for moderately stiff chains in a melt can be very well described by a freely rotating chain model with a precise estimate of the bond-bond orientational correlation between two successive bond vectors in equilibrium. The plot of the probability distributions of the reduced end-to-end distance of chains of different stiffness also shows that the data collapse is excellent and described very well by the Gaussian distribution for ideal chains. However, while our results confirm the systematic deviations between Gaussian statistics for the chain structure factor Sc(q) [minimum in the Kratky-plot] found by Wittmer et al. [EPL 77, 56003 (2007)] for fully flexible chains in a melt, we show that for the available chain length these deviations are no longer visible, when the chain stiffness is included. The mean square bond length and the compressibility estimated from collective structure factors depend slightly on the stiffness of the chains.
Monte-Carlo simulation of Callisto's exosphere
NASA Astrophysics Data System (ADS)
Vorburger, A.; Wurz, P.; Lammer, H.; Barabash, S.; Mousis, O.
2015-12-01
We model Callisto's exosphere based on its ice as well as non-ice surface via the use of a Monte-Carlo exosphere model. For the ice component we implement two putative compositions that have been computed from two possible extreme formation scenarios of the satellite. One composition represents the oxidizing state and is based on the assumption that the building blocks of Callisto were formed in the protosolar nebula and the other represents the reducing state of the gas, based on the assumption that the satellite accreted from solids condensed in the jovian sub-nebula. For the non-ice component we implemented the compositions of typical CI as well as L type chondrites. Both chondrite types have been suggested to represent Callisto's non-ice composition best. As release processes we consider surface sublimation, ion sputtering and photon-stimulated desorption. Particles are followed on their individual trajectories until they either escape Callisto's gravitational attraction, return to the surface, are ionized, or are fragmented. Our density profiles show that whereas the sublimated species dominate close to the surface on the sun-lit side, their density profiles (with the exception of H and H2) decrease much more rapidly than the sputtered particles. The Neutral gas and Ion Mass (NIM) spectrometer, which is part of the Particle Environment Package (PEP), will investigate Callisto's exosphere during the JUICE mission. Our simulations show that NIM will be able to detect sublimated and sputtered particles from both the ice and non-ice surface. NIM's measured chemical composition will allow us to distinguish between different formation scenarios.
Monte Carlo implementation of polarized hadronization
NASA Astrophysics Data System (ADS)
Matevosyan, Hrayr H.; Kotzinian, Aram; Thomas, Anthony W.
2017-01-01
We study the polarized quark hadronization in a Monte Carlo (MC) framework based on the recent extension of the quark-jet framework, where a self-consistent treatment of the quark polarization transfer in a sequential hadronization picture has been presented. Here, we first adopt this approach for MC simulations of the hadronization process with a finite number of produced hadrons, expressing the relevant probabilities in terms of the eight leading twist quark-to-quark transverse-momentum-dependent (TMD) splitting functions (SFs) for elementary q →q'+h transition. We present explicit expressions for the unpolarized and Collins fragmentation functions (FFs) of unpolarized hadrons emitted at rank 2. Further, we demonstrate that all the current spectator-type model calculations of the leading twist quark-to-quark TMD SFs violate the positivity constraints, and we propose a quark model based ansatz for these input functions that circumvents the problem. We validate our MC framework by explicitly proving the absence of unphysical azimuthal modulations of the computed polarized FFs, and by precisely reproducing the earlier derived explicit results for rank-2 pions. Finally, we present the full results for pion unpolarized and Collins FFs, as well as the corresponding analyzing powers from high statistics MC simulations with a large number of produced hadrons for two different model input elementary SFs. The results for both sets of input functions exhibit the same general features of an opposite signed Collins function for favored and unfavored channels at large z and, at the same time, demonstrate the flexibility of the quark-jet framework by producing significantly different dependences of the results at mid to low z for the two model inputs.
Perturbation Monte Carlo methods for tissue structure alterations.
Nguyen, Jennifer; Hayakawa, Carole K; Mourant, Judith R; Spanier, Jerome
2013-01-01
This paper describes an extension of the perturbation Monte Carlo method to model light transport when the phase function is arbitrarily perturbed. Current perturbation Monte Carlo methods allow perturbation of both the scattering and absorption coefficients, however, the phase function can not be varied. The more complex method we develop and test here is not limited in this way. We derive a rigorous perturbation Monte Carlo extension that can be applied to a large family of important biomedical light transport problems and demonstrate its greater computational efficiency compared with using conventional Monte Carlo simulations to produce forward transport problem solutions. The gains of the perturbation method occur because only a single baseline Monte Carlo simulation is needed to obtain forward solutions to other closely related problems whose input is described by perturbing one or more parameters from the input of the baseline problem. The new perturbation Monte Carlo methods are tested using tissue light scattering parameters relevant to epithelia where many tumors originate. The tissue model has parameters for the number density and average size of three classes of scatterers; whole nuclei, organelles such as lysosomes and mitochondria, and small particles such as ribosomes or large protein complexes. When these parameters or the wavelength is varied the scattering coefficient and the phase function vary. Perturbation calculations give accurate results over variations of ∼15-25% of the scattering parameters.
Implications of Monte Carlo Statistical Errors in Criticality Safety Assessments
Pevey, Ronald E.
2005-09-15
Most criticality safety calculations are performed using Monte Carlo techniques because of Monte Carlo's ability to handle complex three-dimensional geometries. For Monte Carlo calculations, the more histories sampled, the lower the standard deviation of the resulting estimates. The common intuition is, therefore, that the more histories, the better; as a result, analysts tend to run Monte Carlo analyses as long as possible (or at least to a minimum acceptable uncertainty). For Monte Carlo criticality safety analyses, however, the optimization situation is complicated by the fact that procedures usually require that an extra margin of safety be added because of the statistical uncertainty of the Monte Carlo calculations. This additional safety margin affects the impact of the choice of the calculational standard deviation, both on production and on safety. This paper shows that, under the assumptions of normally distributed benchmarking calculational errors and exact compliance with the upper subcritical limit (USL), the standard deviation that optimizes production is zero, but there is a non-zero value of the calculational standard deviation that minimizes the risk of inadvertently labeling a supercritical configuration as subcritical. Furthermore, this value is shown to be a simple function of the typical benchmarking step outcomes--the bias, the standard deviation of the bias, the upper subcritical limit, and the number of standard deviations added to calculated k-effectives before comparison to the USL.
Wilcox, Ellen E.; Daskalov, George M.; Lincoln, Holly; Shumway, Richard C.; Kaplan, Bruce M.; Colasanto, Joseph M.
2010-05-01
Purpose: To compare dose distributions calculated using the Monte Carlo algorithm (MC) and Ray-Trace algorithm (effective path length method, EPL) for CyberKnife treatments of lung tumors. Materials and Methods: An acceptable treatment plan is created using Multiplan 2.1 and MC dose calculation. Dose is prescribed to the isodose line encompassing 95% of the planning target volume (PTV) and this is the plan clinically delivered. For comparison, the Ray-Trace algorithm with heterogeneity correction (EPL) is used to recalculate the dose distribution for this plan using the same beams, beam directions, and monitor units (MUs). Results: The maximum doses calculated by the EPL to target PTV are uniformly larger than the MC plans by up to a factor of 1.63. Up to a factor of four larger maximum dose differences are observed for the critical structures in the chest. More beams traversing larger distances through low density lung are associated with larger differences, consistent with the fact that the EPL overestimates doses in low-density structures and this effect is more pronounced as collimator size decreases. Conclusions: We establish that changing the treatment plan calculation algorithm from EPL to MC can produce large differences in target and critical organs' dose coverage. The observed discrepancies are larger for plans using smaller collimator sizes and have strong dependency on the anatomical relationship of target-critical structures.
Cavity-Bias Sampling in Reaction Ensemble Monte Carlo Simulation
2006-09-01
biased Monte Carlo algorithm, we wish to generate configurations in a biasing manner thus making ðo ! nÞ 6¼ ðn ! oÞ. It is clear from equation (4), that...configuration ðo ! nÞ ¼ f ½UðnÞ ð5Þ and while for the reverse move ðn ! oÞ ¼ f ½UðoÞ: ð6Þ From equation (4) then accðo ! nÞ accðn ! oÞ ¼ f UðoÞ½ f UðnÞ...vibrational, rotational, and electronic; i is the thermal de Broglie wavelength of species i; and V is the total volume of the system [1, 2]. Equation (9) is
Monte Carlo simulations of systems with complex energy landscapes
NASA Astrophysics Data System (ADS)
Wüst, T.; Landau, D. P.; Gervais, C.; Xu, Y.
2009-04-01
Non-traditional Monte Carlo simulations are a powerful approach to the study of systems with complex energy landscapes. After reviewing several of these specialized algorithms we shall describe the behavior of typical systems including spin glasses, lattice proteins, and models for "real" proteins. In the Edwards-Anderson spin glass it is now possible to produce probability distributions in the canonical ensemble and thermodynamic results of high numerical quality. In the hydrophobic-polar (HP) lattice protein model Wang-Landau sampling with an improved move set (pull-moves) produces results of very high quality. These can be compared with the results of other methods of statistical physics. A more realistic membrane protein model for Glycophorin A is also examined. Wang-Landau sampling allows the study of the dimerization process including an elucidation of the nature of the process.
Reactive Monte Carlo sampling with an ab initio potential
Leiding, Jeff; Coe, Joshua D.
2016-05-04
Here, we present the first application of reactive Monte Carlo in a first-principles context. The algorithm samples in a modified NVT ensemble in which the volume, temperature, and total number of atoms of a given type are held fixed, but molecular composition is allowed to evolve through stochastic variation of chemical connectivity. We also discuss general features of the method, as well as techniques needed to enhance the efficiency of Boltzmann sampling. Finally, we compare the results of simulation of NH3 to those of ab initio molecular dynamics (AIMD). Furthermore, we find that there are regions of state space formore » which RxMC sampling is much more efficient than AIMD due to the “rare-event” character of chemical reactions.« less
Reversible jump Markov chain Monte Carlo for deconvolution.
Kang, Dongwoo; Verotta, Davide
2007-06-01
To solve the problem of estimating an unknown input function to a linear time invariant system we propose an adaptive non-parametric method based on reversible jump Markov chain Monte Carlo (RJMCMC). We use piecewise polynomial functions (splines) to represent the input function. The RJMCMC algorithm allows the exploration of a large space of competing models, in our case the collection of splines corresponding to alternative positions of breakpoints, and it is based on the specification of transition probabilities between the models. RJMCMC determines: the number and the position of the breakpoints, and the coefficients determining the shape of the spline, as well as the corresponding posterior distribution of breakpoints, number of breakpoints, coefficients and arbitrary statistics of interest associated with the estimation problem. Simulation studies show that the RJMCMC method can obtain accurate reconstructions of complex input functions, and obtains better results compared with standard non-parametric deconvolution methods. Applications to real data are also reported.
Uncovering mental representations with Markov chain Monte Carlo.
Sanborn, Adam N; Griffiths, Thomas L; Shiffrin, Richard M
2010-03-01
A key challenge for cognitive psychology is the investigation of mental representations, such as object categories, subjective probabilities, choice utilities, and memory traces. In many cases, these representations can be expressed as a non-negative function defined over a set of objects. We present a behavioral method for estimating these functions. Our approach uses people as components of a Markov chain Monte Carlo (MCMC) algorithm, a sophisticated sampling method originally developed in statistical physics. Experiments 1 and 2 verified the MCMC method by training participants on various category structures and then recovering those structures. Experiment 3 demonstrated that the MCMC method can be used estimate the structures of the real-world animal shape categories of giraffes, horses, dogs, and cats. Experiment 4 combined the MCMC method with multidimensional scaling to demonstrate how different accounts of the structure of categories, such as prototype and exemplar models, can be tested, producing samples from the categories of apples, oranges, and grapes.
Neutron monitor generated data distributions in quantum variational Monte Carlo
NASA Astrophysics Data System (ADS)
Kussainov, A. S.; Pya, N.
2016-08-01
We have assessed the potential applications of the neutron monitor hardware as random number generator for normal and uniform distributions. The data tables from the acquisition channels with no extreme changes in the signal level were chosen as the retrospective model. The stochastic component was extracted by fitting the raw data with splines and then subtracting the fit. Scaling the extracted data to zero mean and variance of one is sufficient to obtain a stable standard normal random variate. Distributions under consideration pass all available normality tests. Inverse transform sampling is suggested to use as a source of the uniform random numbers. Variational Monte Carlo method for quantum harmonic oscillator was used to test the quality of our random numbers. If the data delivery rate is of importance and the conventional one minute resolution neutron count is insufficient, we could always settle for an efficient seed generator to feed into the faster algorithmic random number generator or create a buffer.
Wang-Landau Monte Carlo formalism applied to ferroelectrics
NASA Astrophysics Data System (ADS)
Bin-Omran, S.; Kornev, Igor A.; Bellaiche, L.
2016-01-01
The Wang-Landau Monte Carlo algorithm is implemented within an effective Hamiltonian approach and applied to BaTiO3 bulk. The density of states obtained by this approach allows a highly accurate and straightforward calculation of various thermodynamic properties, including phase transition temperatures, as well as polarization, dielectric susceptibility, specific heat, and electrocaloric coefficient at any temperature. This approach yields rather smooth data even near phase transitions and provides direct access to entropy and free energy, which allow us to compute properties that are typically unaccessible by atomistic simulations. Examples of such latter properties are the nature (i.e., first order versus second order) of the phase transitions for different supercell sizes and the thermodynamic limit of the Curie temperature and latent heat.
Lanczos and Recursion Techniques for Multiscale Kinetic Monte Carlo Simulations
Rudd, R E; Mason, D R; Sutton, A P
2006-03-13
We review an approach to the simulation of the class of microstructural and morphological evolution involving both relatively short-ranged chemical and interfacial interactions and long-ranged elastic interactions. The calculation of the anharmonic elastic energy is facilitated with Lanczos recursion. The elastic energy changes affect the rate of vacancy hopping, and hence the rate of microstructural evolution due to vacancy mediated diffusion. The elastically informed hopping rates are used to construct the event catalog for kinetic Monte Carlo simulation. The simulation is accelerated using a second order residence time algorithm. The effect of elasticity on the microstructural development has been assessed. This article is related to a talk given in honor of David Pettifor at the DGP60 Workshop in Oxford.
Optimization of Monte Carlo transport simulations in stochastic media
Liang, C.; Ji, W.
2012-07-01
This paper presents an accurate and efficient approach to optimize radiation transport simulations in a stochastic medium of high heterogeneity, like the Very High Temperature Gas-cooled Reactor (VHTR) configurations packed with TRISO fuel particles. Based on a fast nearest neighbor search algorithm, a modified fast Random Sequential Addition (RSA) method is first developed to speed up the generation of the stochastic media systems packed with both mono-sized and poly-sized spheres. A fast neutron tracking method is then developed to optimize the next sphere boundary search in the radiation transport procedure. In order to investigate their accuracy and efficiency, the developed sphere packing and neutron tracking methods are implemented into an in-house continuous energy Monte Carlo code to solve an eigenvalue problem in VHTR unit cells. Comparison with the MCNP benchmark calculations for the same problem indicates that the new methods show considerably higher computational efficiency. (authors)
Radiographic Capabilities of the MERCURY Monte Carlo Code
McKinley, M S; von Wittenau, A
2008-04-07
MERCURY is a modern, parallel, general-purpose Monte Carlo code being developed at the Lawrence Livermore National Laboratory. Recently, a radiographic capability has been added. MERCURY can create a source of diagnostic, virtual particles that are aimed at pixels in an image tally. This new feature is compared to the radiography code, HADES, for verification and timing. Comparisons for accuracy were made using the French Test Object and for timing were made by tracking through an unstructured mesh. In addition, self consistency tests were run in MERCURY for the British Test Object and scattering test problem. MERCURY and HADES were found to agree to the precision of the input data. HADES appears to run around eight times faster than the MERCURY in the timing study. Profiling the MERCURY code has turned up several differences in the algorithms which account for this. These differences will be addressed in a future release of MERCURY.
New Monte Carlo method for the self-avoiding walk
NASA Astrophysics Data System (ADS)
Berretti, Alberto; Sokal, Alan D.
1985-08-01
We introduce a new Monte Carlo algorithm for the self-avoiding walk (SAW), and show that it is particularly efficient in the critical region (long chains). We also introduce new and more efficient statistical techniques. We employ these methods to extract numerical estimates for the critical parameters of the SAW on the square lattice. We find μ=2.63820 ± 0.00004 ± 0.00030 γ=1.352 ± 0.006 ± 0.025 νv=0.7590 ± 0.0062 ± 0.0042 where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second bar represents statistical error (classical 95% confidence limits). These results are based on SAWs of average length ≈ 166, using 340 hours CPU time on a CDC Cyber 170-730. We compare our results to previous work and indicate some directions for future research.
Cluster Monte Carlo dynamics for the antiferromagnetic Ising model on a triangular lattice
NASA Astrophysics Data System (ADS)
Zhang, G. M.; Yang, C. Z.
1994-11-01
Within the general cluster framework of Kandel, Ben-Av, and Domany, we develop a cluster algorithm for Monte Carlo simulations of the antiferromagnetic Ising model on a triangular lattice. The algorithm does not suffer from problems of metastability and is extremely efficient even at T=0, which allows us to extract the static exponent η=0.5 as well as the effective dynamical critical exponent of the algorithm z=0.64+/-0.02.
Single-cluster-update Monte Carlo method for the random anisotropy model
NASA Astrophysics Data System (ADS)
Rößler, U. K.
1999-06-01
A Wolff-type cluster Monte Carlo algorithm for random magnetic models is presented. The algorithm is demonstrated to reduce significantly the critical slowing down for planar random anisotropy models with weak anisotropy strength. Dynamic exponents z<~1.0 of best cluster algorithms are estimated for models with ratio of anisotropy to exchange constant D/J=1.0 on cubic lattices in three dimensions. For these models, critical exponents are derived from a finite-size scaling analysis.
Range uncertainties in proton therapy and the role of Monte Carlo simulations
Paganetti, Harald
2012-01-01
The main advantages of proton therapy are the reduced total energy deposited in the patient as compared to photon techniques and the finite range of the proton beam. The latter adds an additional degree of freedom to treatment planning. The range in tissue is associated with considerable uncertainties caused by imaging, patient setup, beam delivery and dose calculation. Reducing the uncertainties would allow a reduction of the treatment volume and thus allow a better utilization of the advantages of protons. This article summarizes the role of Monte Carlo simulations when aiming at a reduction of range uncertainties in proton therapy. Differences in dose calculation when comparing Monte Carlo with analytical algorithms are analyzed as well as range uncertainties due to material constants and CT conversion. Range uncertainties due to biological effects and the role of Monte Carlo for in vivo range verification are discussed. Furthermore, the current range uncertainty recipes used at several proton therapy facilities are revisited. We conclude that a significant impact of Monte Carlo dose calculation can be expected in complex geometries where local range uncertainties due to multiple Coulomb scattering will reduce the accuracy of analytical algorithms. In these cases Monte Carlo techniques might reduce the range uncertainty by several mm. PMID:22571913
Range uncertainties in proton therapy and the role of Monte Carlo simulations.
Paganetti, Harald
2012-06-07
The main advantages of proton therapy are the reduced total energy deposited in the patient as compared to photon techniques and the finite range of the proton beam. The latter adds an additional degree of freedom to treatment planning. The range in tissue is associated with considerable uncertainties caused by imaging, patient setup, beam delivery and dose calculation. Reducing the uncertainties would allow a reduction of the treatment volume and thus allow a better utilization of the advantages of protons. This paper summarizes the role of Monte Carlo simulations when aiming at a reduction of range uncertainties in proton therapy. Differences in dose calculation when comparing Monte Carlo with analytical algorithms are analyzed as well as range uncertainties due to material constants and CT conversion. Range uncertainties due to biological effects and the role of Monte Carlo for in vivo range verification are discussed. Furthermore, the current range uncertainty recipes used at several proton therapy facilities are revisited. We conclude that a significant impact of Monte Carlo dose calculation can be expected in complex geometries where local range uncertainties due to multiple Coulomb scattering will reduce the accuracy of analytical algorithms. In these cases Monte Carlo techniques might reduce the range uncertainty by several mm.
Asteroid mass estimation using Markov-Chain Monte Carlo techniques
NASA Astrophysics Data System (ADS)
Siltala, Lauri; Granvik, Mikael
2016-10-01
Estimates for asteroid masses are based on their gravitational perturbations on the orbits of other objects such as Mars, spacecraft, or other asteroids and/or their satellites. In the case of asteroid-asteroid perturbations, this leads to a 13-dimensional inverse problem where the aim is to derive the mass of the perturbing asteroid and six orbital elements for both the perturbing asteroid and the test asteroid using astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations into the OpenOrb asteroid-orbit-computation software: the very rough 'marching' approximation, in which the asteroid orbits are fixed at a given epoch, reducing the problem to a one-dimensional estimation of the mass, an implementation of the Nelder-Mead simplex method, and most significantly, a Markov-Chain Monte Carlo (MCMC) approach. We will introduce each of these algorithms with particular focus on the MCMC algorithm, and present example results for both synthetic and real data. Our results agree with the published mass estimates, but suggest that the published uncertainties may be misleading as a consequence of using linearized mass-estimation methods. Finally, we discuss remaining challenges with the algorithms as well as future plans, particularly in connection with ESA's Gaia mission.
Ensemble bayesian model averaging using markov chain Monte Carlo sampling
Vrugt, Jasper A; Diks, Cees G H; Clark, Martyn P
2008-01-01
Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.
Efficiency in nonequilibrium molecular dynamics Monte Carlo simulations
NASA Astrophysics Data System (ADS)
Radak, Brian K.; Roux, Benoît
2016-10-01
Hybrid algorithms combining nonequilibrium molecular dynamics and Monte Carlo (neMD/MC) offer a powerful avenue for improving the sampling efficiency of computer simulations of complex systems. These neMD/MC algorithms are also increasingly finding use in applications where conventional approaches are impractical, such as constant-pH simulations with explicit solvent. However, selecting an optimal nonequilibrium protocol for maximum efficiency often represents a non-trivial challenge. This work evaluates the efficiency of a broad class of neMD/MC algorithms and protocols within the theoretical framework of linear response theory. The approximations are validated against constant pH-MD simulations and shown to provide accurate predictions of neMD/MC performance. An assessment of a large set of protocols confirms (both theoretically and empirically) that a linear work protocol gives the best neMD/MC performance. Finally, a well-defined criterion for optimizing the time parameters of the protocol is proposed and demonstrated with an adaptive algorithm that improves the performance on-the-fly with minimal cost.
Xu, Zuwei; Zhao, Haibo Zheng, Chuguang
2015-01-15
This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule provides a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are
NASA Astrophysics Data System (ADS)
Xu, Zuwei; Zhao, Haibo; Zheng, Chuguang
2015-01-01
This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule provides a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance-rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are
Monte Carlo Techniques for Nuclear Systems - Theory Lectures
Brown, Forrest B.
2016-11-29
These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. These lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations
Coherent Scattering Imaging Monte Carlo Simulation
NASA Astrophysics Data System (ADS)
Hassan, Laila Abdulgalil Rafik
Conventional mammography has poor contrast between healthy and cancerous tissues due to the small difference in attenuation properties. Coherent scatter potentially provides more information because interference of coherently scattered radiation depends on the average intermolecular spacing, and can be used to characterize tissue types. However, typical coherent scatter analysis techniques are not compatible with rapid low dose screening techniques. Coherent scatter slot scan imaging is a novel imaging technique which provides new information with higher contrast. In this work a simulation of coherent scatter was performed for slot scan imaging to assess its performance and provide system optimization. In coherent scatter imaging, the coherent scatter is exploited using a conventional slot scan mammography system with anti-scatter grids tilted at the characteristic angle of cancerous tissues. A Monte Carlo simulation was used to simulate the coherent scatter imaging. System optimization was performed across several parameters, including source voltage, tilt angle, grid distances, grid ratio, and shielding geometry. The contrast increased as the grid tilt angle increased beyond the characteristic angle for the modeled carcinoma. A grid tilt angle of 16 degrees yielded the highest contrast and signal to noise ratio (SNR). Also, contrast increased as the source voltage increased. Increasing grid ratio improved contrast at the expense of decreasing SNR. A grid ratio of 10:1 was sufficient to give a good contrast without reducing the intensity to a noise level. The optimal source to sample distance was determined to be such that the source should be located at the focal distance of the grid. A carcinoma lump of 0.5x0.5x0.5 cm3 in size was detectable which is reasonable considering the high noise due to the usage of relatively small number of incident photons for computational reasons. A further study is needed to study the effect of breast density and breast thickness
Collision of Physics and Software in the Monte Carlo Application Toolkit (MCATK)
Sweezy, Jeremy Ed
2016-01-21
The topic is presented in a series of slides organized as follows: MCATK overview, development strategy, available algorithms, problem modeling (sources, geometry, data, tallies), parallelism, miscellaneous tools/features, example MCATK application, recent areas of research, and summary and future work. MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library with continuous energy neutron and photon transport. Designed to build specialized applications and to provide new functionality in existing general-purpose Monte Carlo codes like MCNP, it reads ACE formatted nuclear data generated by NJOY. The motivation behind MCATK was to reduce costs. MCATK physics involves continuous energy neutron & gamma transport with multi-temperature treatment, static eigenvalue (k_{eff} and α) algorithms, time-dependent algorithm, and fission chain algorithms. MCATK geometry includes mesh geometries and solid body geometries. MCATK provides verified, unit-test Monte Carlo components, flexibility in Monte Carlo application development, and numerous tools such as geometry and cross section plotters.
ERIC Educational Resources Information Center
Kim, Jee-Seon; Bolt, Daniel M.
2007-01-01
The purpose of this ITEMS module is to provide an introduction to Markov chain Monte Carlo (MCMC) estimation for item response models. A brief description of Bayesian inference is followed by an overview of the various facets of MCMC algorithms, including discussion of prior specification, sampling procedures, and methods for evaluating chain…
NASA Technical Reports Server (NTRS)
Pierson, W. J., Jr.
1984-01-01
Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.
Uncertainty Analyses for Localized Tallies in Monte Carlo Eigenvalue Calculations
Mervin, Brenden T.; Maldonado, G Ivan; Mosher, Scott W; Wagner, John C
2011-01-01
It is well known that statistical estimates obtained from Monte Carlo criticality simulations can be adversely affected by cycle-to-cycle correlations in the fission source. In addition there are several other more fundamental issues that may lead to errors in Monte Carlo results. These factors can have a significant impact on the calculated eigenvalue, localized tally means and their associated standard deviations. In fact, modern Monte Carlo computational tools may generate standard deviation estimates that are a factor of five or more lower than the true standard deviation for a particular tally due to the inter-cycle correlations in the fission source. The magnitude of this under-prediction can climb as high as one hundred when combined with an ill-converged fission source or poor sampling techniques. Since Monte Carlo methods are widely used in reactor analysis (as a benchmarking tool) and criticality safety applications, an in-depth understanding of the effects of these issues must be developed in order to support the practical use of Monte Carlo software packages. A rigorous statistical analysis of localized tally results in eigenvalue calculations is presented using the SCALE/KENO-VI and MCNP Monte Carlo codes. The purpose of this analysis is to investigate the under-prediction in the uncertainty and its sensitivity to problem characteristics and calculational parameters, and to provide a comparative study between the two codes with respect to this under-prediction. It is shown herein that adequate source convergence along with proper specification of Monte Carlo parameters can reduce the magnitude of under-prediction in the uncertainty to reasonable levels; below a factor of 2 when inter-cycle correlations in the fission source are not a significant factor. In addition, through the use of a modified sampling procedure, the effects of inter-cycle correlations on both the mean value and standard deviation estimates can be isolated.
Chatterjee, Kausik; Roadcap, John R.; Singh, Surendra
2014-11-01
The objective of this paper is the exposition of a recently-developed, novel Green's function Monte Carlo (GFMC) algorithm for the solution of nonlinear partial differential equations and its application to the modeling of the plasma sheath region around a cylindrical conducting object, carrying a potential and moving at low speeds through an otherwise neutral medium. The plasma sheath is modeled in equilibrium through the GFMC solution of the nonlinear Poisson–Boltzmann (NPB) equation. The traditional Monte Carlo based approaches for the solution of nonlinear equations are iterative in nature, involving branching stochastic processes which are used to calculate linear functionals of the solution of nonlinear integral equations. Over the last several years, one of the authors of this paper, K. Chatterjee has been developing a philosophically-different approach, where the linearization of the equation of interest is not required and hence there is no need for iteration and the simulation of branching processes. Instead, an approximate expression for the Green's function is obtained using perturbation theory, which is used to formulate the random walk equations within the problem sub-domains where the random walker makes its walks. However, as a trade-off, the dimensions of these sub-domains have to be restricted by the limitations imposed by perturbation theory. The greatest advantage of this approach is the ease and simplicity of parallelization stemming from the lack of the need for iteration, as a result of which the parallelization procedure is identical to the parallelization procedure for the GFMC solution of a linear problem. The application area of interest is in the modeling of the communication breakdown problem during a space vehicle's re-entry into the atmosphere. However, additional application areas are being explored in the modeling of electromagnetic propagation through the atmosphere/ionosphere in UHF/GPS applications.
The macro response Monte Carlo method for electron transport
Svatos, M M
1998-09-01
The main goal of this thesis was to prove the feasibility of basing electron depth dose calculations in a phantom on first-principles single scatter physics, in an amount of time that is equal to or better than current electron Monte Carlo methods. The Macro Response Monte Carlo (MRMC) method achieves run times that are on the order of conventional electron transport methods such as condensed history, with the potential to be much faster. This is possible because MRMC is a Local-to-Global method, meaning the problem is broken down into two separate transport calculations. The first stage is a local, in this case, single scatter calculation, which generates probability distribution functions (PDFs) to describe the electron's energy, position and trajectory after leaving the local geometry, a small sphere or "kugel" A number of local kugel calculations were run for calcium and carbon, creating a library of kugel data sets over a range of incident energies (0.25 MeV - 8 MeV) and sizes (0.025 cm to 0.1 cm in radius). The second transport stage is a global calculation, where steps that conform to the size of the kugels in the library are taken through the global geometry. For each step, the appropriate PDFs from the MRMC library are sampled to determine the electron's new energy, position and trajectory. The electron is immediately advanced to the end of the step and then chooses another kugel to sample, which continues until transport is completed. The MRMC global stepping code was benchmarked as a series of subroutines inside of the Peregrine Monte Carlo code. It was compared to Peregrine's class II condensed history electron transport package, EGS4, and MCNP for depth dose in simple phantoms having density inhomogeneities. Since the kugels completed in the library were of relatively small size, the zoning of the phantoms was scaled down from a clinical size, so that the energy deposition algorithms for spreading dose across 5-10 zones per kugel could be tested. Most
Monte Carlo estimation of stage structured development from cohort data.
Knape, Jonas; De Valpine, Perry
2016-04-01
Cohort data are frequently collected to study stage-structured development and mortalities of many organisms, particularly arthropods. Such data can provide information on mean stage durations, among-individual variation in stage durations, and on mortality rates. Current statistical methods for cohort data lack flexibility in the specification of stage duration distributions and mortality rates. In this paper, we present a new method for fitting models of stage-duration distributions and mortality to cohort data. The method is based on a Monte Carlo within MCMC algorithm and provides Bayesian estimates of parameters of stage-structured cohort models. The algorithm is computationally demanding but allows for flexible specifications of stage-duration distributions and mortality rates. We illustrate the algorithm with an application to data from a previously published experiment on the development of brine shrimp from Mono Lake, California, through nine successive stages. In the experiment, three different food supply and temperature combination treatments were studied. We compare the mean duration of the stages among the treatments while simultaneously estimating mortality rates and among-individual variance of stage durations. The method promises to enable more detailed studies of development of both natural and experimental cohorts. An R package implementing the method and which allows flexible specification of stage duration distributions is provided.
Searching for efficient Markov chain Monte Carlo proposal kernels.
Yang, Ziheng; Rodríguez, Carlos E
2013-11-26
Markov chain Monte Carlo (MCMC) or the Metropolis-Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis-Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here we propose a unique class of Bactrian kernels, which avoid proposing values that are very close to the current value, and compare their efficiency with a number of proposals for simulating different target distributions, with efficiency measured by the asymptotic variance of a parameter estimate. The uniform kernel is found to be more efficient than the Gaussian kernel, whereas the Bactrian kernel is even better. When optimal scales are used for both, the Bactrian kernel is at least 50% more efficient than the Gaussian. Implementation in a Bayesian program for molecular clock dating confirms the general applicability of our results to generic MCMC algorithms. Our results refute a previous claim that all proposals had nearly identical performance and will prompt further research into efficient MCMC proposals.
Lattice Monte Carlo simulation of Galilei variant anomalous diffusion
Guo, Gang; Bittig, Arne; Uhrmacher, Adelinde
2015-05-01
The observation of an increasing number of anomalous diffusion phenomena motivates the study to reveal the actual reason for such stochastic processes. When it is difficult to get analytical solutions or necessary to track the trajectory of particles, lattice Monte Carlo (LMC) simulation has been shown to be particularly useful. To develop such an LMC simulation algorithm for the Galilei variant anomalous diffusion, we derive explicit solutions for the conditional and unconditional first passage time (FPT) distributions with double absorbing barriers. According to the theory of random walks on lattices and the FPT distributions, we propose an LMC simulation algorithm and prove that such LMC simulation can reproduce both the mean and the mean square displacement exactly in the long-time limit. However, the error introduced in the second moment of the displacement diverges according to a power law as the simulation time progresses. We give an explicit criterion for choosing a small enough lattice step to limit the error within the specified tolerance. We further validate the LMC simulation algorithm and confirm the theoretical error analysis through numerical simulations. The numerical results agree with our theoretical predictions very well.
NASA Astrophysics Data System (ADS)
Antipov, Andrey E.; Dong, Qiaoyuan; Kleinhenz, Joseph; Cohen, Guy; Gull, Emanuel
2017-02-01
We generalize the recently developed inchworm quantum Monte Carlo method to the full Keldysh contour with forward, backward, and equilibrium branches to describe the dynamics of strongly correlated impurity problems with time-dependent parameters. We introduce a method to compute Green's functions, spectral functions, and currents for inchworm Monte Carlo and show how systematic error assessments in real time can be obtained. We then illustrate the capabilities of the algorithm with a study of the behavior of quantum impurities after an instantaneous voltage quench from a thermal equilibrium state.
Improved short adjacent repeat identification using three evolutionary Monte Carlo schemes.
Xu, Jin; Li, Qiwei; Li, Victor O K; Li, Shuo-Yen Robert; Fan, Xiaodan
2013-01-01
This paper employs three Evolutionary Monte Carlo (EMC) schemes to solve the Short Adjacent Repeat Identification Problem (SARIP), which aims to identify the common repeat units shared by multiple sequences. The three EMC schemes, i.e., Random Exchange (RE), Best Exchange (BE), and crossover are implemented on a parallel platform. The simulation results show that compared with the conventional Markov Chain Monte Carlo (MCMC) algorithm, all three EMC schemes can not only shorten the computation time via speeding up the convergence but also improve the solution quality in difficult cases. Moreover, we observe that the performances of different EMC schemes depend on the degeneracy degree of the motif pattern.
Markov chain Monte Carlo methods for state-space models with point process observations.
Yuan, Ke; Girolami, Mark; Niranjan, Mahesan
2012-06-01
This letter considers how a number of modern Markov chain Monte Carlo (MCMC) methods can be applied for parameter estimation and inference in state-space models with point process observations. We quantified the efficiencies of these MCMC methods on synthetic data, and our results suggest that the Reimannian manifold Hamiltonian Monte Carlo method offers the best performance. We further compared such a method with a previously tested variational Bayes method on two experimental data sets. Results indicate similar performance on the large data sets and superior performance on small ones. The work offers an extensive suite of MCMC algorithms evaluated on an important class of models for physiological signal analysis.
Monte carlo simulation of a nucleon interacting with a neutral scalar boson field
NASA Astrophysics Data System (ADS)
Szybisz, L.; Zabolitzky, J. G.
1985-04-01
A recently proposed Monte Carlo algorithm to solve a Schrödinger equation expressed in Fock-space representation, suitable for the case of hamiltonians describing problems in one-dimensional discrete momentum space, is now extended to the one-, two- and three-dimensional continuous k-spaces. This extension is tested by employing it for an analytically solvable hamiltonian. For this purpose the 'static source' limit of the hamiltonian corresponding to the interaction between a nucleon and a neutral, scalar boson field is simulated. The results of the Monte Carlo procedure reproduce very well the exact solution.
Cluster Monte Carlo and numerical mean field analysis for the water liquid-liquid phase transition
NASA Astrophysics Data System (ADS)
Mazza, Marco G.; Stokely, Kevin; Strekalova, Elena G.; Stanley, H. Eugene; Franzese, Giancarlo
2009-04-01
Using Wolff's cluster Monte Carlo simulations and numerical minimization within a mean field approach, we study the low temperature phase diagram of water, adopting a cell model that reproduces the known properties of water in its fluid phases. Both methods allow us to study the thermodynamic behavior of water at temperatures, where other numerical approaches - both Monte Carlo and molecular dynamics - are seriously hampered by the large increase of the correlation times. The cluster algorithm also allows us to emphasize that the liquid-liquid phase transition corresponds to the percolation transition of tetrahedrally ordered water molecules.
NOTE: Monte Carlo simulation of RapidArc radiotherapy delivery
NASA Astrophysics Data System (ADS)
Bush, K.; Townson, R.; Zavgorodni, S.
2008-10-01
RapidArc radiotherapy technology from Varian Medical Systems is one of the most complex delivery systems currently available, and achieves an entire intensity-modulated radiation therapy (IMRT) treatment in a single gantry rotation about the patient. Three dynamic parameters can be continuously varied to create IMRT dose distributions—the speed of rotation, beam shaping aperture and delivery dose rate. Modeling of RapidArc technology was incorporated within the existing Vancouver Island Monte Carlo (VIMC) system (Zavgorodni et al 2007 Radiother. Oncol. 84 S49, 2008 Proc. 16th Int. Conf. on Medical Physics). This process was named VIMC-Arc and has become an efficient framework for the verification of RapidArc treatment plans. VIMC-Arc is a fully automated system that constructs the Monte Carlo (MC) beam and patient models from a standard RapidArc DICOM dataset, simulates radiation transport, collects the resulting dose and converts the dose into DICOM format for import back into the treatment planning system (TPS). VIMC-Arc accommodates multiple arc IMRT deliveries and models gantry rotation as a series of segments with dynamic MLC motion within each segment. Several verification RapidArc plans were generated by the Eclipse TPS on a water-equivalent cylindrical phantom and re-calculated using VIMC-Arc. This includes one 'typical' RapidArc plan, one plan for dual arc treatment and one plan with 'avoidance' sectors. One RapidArc plan was also calculated on a DICOM patient CT dataset. Statistical uncertainty of MC simulations was kept within 1%. VIMC-Arc produced dose distributions that matched very closely to those calculated by the anisotropic analytical algorithm (AAA) that is used in Eclipse. All plans also demonstrated better than 1% agreement of the dose at the isocenter. This demonstrates the capabilities of our new MC system to model all dosimetric features required for RapidArc dose calculations.
Monte Carlo simulation of RapidArc radiotherapy delivery.
Bush, K; Townson, R; Zavgorodni, S
2008-10-07
RapidArc radiotherapy technology from Varian Medical Systems is one of the most complex delivery systems currently available, and achieves an entire intensity-modulated radiation therapy (IMRT) treatment in a single gantry rotation about the patient. Three dynamic parameters can be continuously varied to create IMRT dose distributions-the speed of rotation, beam shaping aperture and delivery dose rate. Modeling of RapidArc technology was incorporated within the existing Vancouver Island Monte Carlo (VIMC) system (Zavgorodni et al 2007 Radiother. Oncol. 84 S49, 2008 Proc. 16th Int. Conf. on Medical Physics). This process was named VIMC-Arc and has become an efficient framework for the verification of RapidArc treatment plans. VIMC-Arc is a fully automated system that constructs the Monte Carlo (MC) beam and patient models from a standard RapidArc DICOM dataset, simulates radiation transport, collects the resulting dose and converts the dose into DICOM format for import back into the treatment planning system (TPS). VIMC-Arc accommodates multiple arc IMRT deliveries and models gantry rotation as a series of segments with dynamic MLC motion within each segment. Several verification RapidArc plans were generated by the Eclipse TPS on a water-equivalent cylindrical phantom and re-calculated using VIMC-Arc. This includes one 'typical' RapidArc plan, one plan for dual arc treatment and one plan with 'avoidance' sectors. One RapidArc plan was also calculated on a DICOM patient CT dataset. Statistical uncertainty of MC simulations was kept within 1%. VIMC-Arc produced dose distributions that matched very closely to those calculated by the anisotropic analytical algorithm (AAA) that is used in Eclipse. All plans also demonstrated better than 1% agreement of the dose at the isocenter. This demonstrates the capabilities of our new MC system to model all dosimetric features required for RapidArc dose calculations.
Cool walking: a new Markov chain Monte Carlo sampling method.
Brown, Scott; Head-Gordon, Teresa
2003-01-15
Effective relaxation processes for difficult systems like proteins or spin glasses require special simulation techniques that permit barrier crossing to ensure ergodic sampling. Numerous adaptations of the venerable Metropolis Monte Carlo (MMC) algorithm have been proposed to improve its sampling efficiency, including various hybrid Monte Carlo (HMC) schemes, and methods designed specifically for overcoming quasi-ergodicity problems such as Jump Walking (J-Walking), Smart Walking (S-Walking), Smart Darting, and Parallel Tempering. We present an alternative to these approaches that we call Cool Walking, or C-Walking. In C-Walking two Markov chains are propagated in tandem, one at a high (ergodic) temperature and the other at a low temperature. Nonlocal trial moves for the low temperature walker are generated by first sampling from the high-temperature distribution, then performing a statistical quenching process on the sampled configuration to generate a C-Walking jump move. C-Walking needs only one high-temperature walker, satisfies detailed balance, and offers the important practical advantage that the high and low-temperature walkers can be run in tandem with minimal degradation of sampling due to the presence of correlations. To make the C-Walking approach more suitable to real problems we decrease the required number of cooling steps by attempting to jump at intermediate temperatures during cooling. We further reduce the number of cooling steps by utilizing "windows" of states when jumping, which improves acceptance ratios and lowers the average number of cooling steps. We present C-Walking results with comparisons to J-Walking, S-Walking, Smart Darting, and Parallel Tempering on a one-dimensional rugged potential energy surface in which the exact normalized probability distribution is known. C-Walking shows superior sampling as judged by two ergodic measures.
Crossing the mesoscale no-mans land via parallel kinetic Monte Carlo.
Garcia Cardona, Cristina; Webb, Edmund Blackburn, III; Wagner, Gregory John; Tikare, Veena; Holm, Elizabeth Ann; Plimpton, Steven James; Thompson, Aidan Patrick; Slepoy, Alexander; Zhou, Xiao Wang; Battaile, Corbett Chandler; Chandross, Michael Evan
2009-10-01
The kinetic Monte Carlo method and its variants are powerful tools for modeling materials at the mesoscale, meaning at length and time scales in between the atomic and continuum. We have completed a 3 year LDRD project with the goal of developing a parallel kinetic Monte Carlo capability and applying it to materials modeling problems of interest to Sandia. In this report we give an overview of the methods and algorithms developed, and describe our new open-source code called SPPARKS, for Stochastic Parallel PARticle Kinetic Simulator. We also highlight the development of several Monte Carlo models in SPPARKS for specific materials modeling applications, including grain growth, bubble formation, diffusion in nanoporous materials, defect formation in erbium hydrides, and surface growth and evolution.
Meaningful timescales from Monte Carlo simulations of particle systems with hard-core interactions
NASA Astrophysics Data System (ADS)
Costa, Liborio I.
2016-12-01
A new Markov Chain Monte Carlo method for simulating the dynamics of particle systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is associated with minima in the energy landscape, in the proposed method, the state of the system is associated with the set of paths traveled by the atoms and the transition probabilities for an atom to be displaced are proportional to the corresponding velocities. In this way, the number of possible state-to-state transitions is reduced to a discrete set, and a direct link between the Monte Carlo time step and true physical time is naturally established. The resulting rejection-free algorithm is validated against event-driven molecular dynamics: the equilibrium and non-equilibrium dynamics of hard disks converge to the exact results with decreasing displacement size.
Albright, N; Bergstrom, P M; Daly, T P; Descalle, M; Garrett, D; House, R K; Knapp, D K; May, S; Patterson, R W; Siantar, C L; Verhey, L; Walling, R S; Welczorek, D
1999-07-01
PEREGRINE is a 3D Monte Carlo dose calculation system designed to serve as a dose calculation engine for clinical radiation therapy treatment planning systems. Taking advantage of recent advances in low-cost computer hardware, modern multiprocessor architectures and optimized Monte Carlo transport algorithms, PEREGRINE performs mm-resolution Monte Carlo calculations in times that are reasonable for clinical use. PEREGRINE has been developed to simulate radiation therapy for several source types, including photons, electrons, neutrons and protons, for both teletherapy and brachytherapy. However the work described in this paper is limited to linear accelerator-based megavoltage photon therapy. Here we assess the accuracy, reliability, and added value of 3D Monte Carlo transport for photon therapy treatment planning. Comparisons with clinical measurements in homogeneous and heterogeneous phantoms demonstrate PEREGRINE's accuracy. Studies with variable tissue composition demonstrate the importance of material assignment on the overall dose distribution. Detailed analysis of Monte Carlo results provides new information for radiation research by expanding the set of observables.
Moiseenko, V; Liu, M; Loewen, S; Kosztyla, R; Vollans, E; Lucido, J; Fong, M; Vellani, R; Popescu, I A
2013-10-21
Dosimetric consequences of plans optimized using the analytical anisotropic algorithm (AAA) implemented in the Varian Eclipse treatment planning system for spine stereotactic body radiotherapy were evaluated by re-calculating with BEAMnrc/DOSXYZnrc Monte Carlo. Six patients with spinal vertebral metastases were planned using volumetric modulated arc therapy. The planning goal was to cover at least 80% of the planning target volume with a prescribed dose of 35 Gy in five fractions. Tissue heterogeneity-corrected AAA dose distributions for the planning target volume and spinal canal planning organ-at-risk volume were compared against those obtained from Monte Carlo. The results showed that the AAA overestimated planning target volume coverage with the prescribed dose by up to 13.5% (mean 8.3% +/- 3.2%) when compared to Monte Carlo simulations. Maximum dose to spinal canal planning organ-at-risk volume calculated with Monte Carlo was consistently smaller than calculated with the treatment planning system and remained under spinal cord dose tolerance. Differences in dose distribution appear to be related to the dosimetric effects of accounting for body composition in Monte Carlo simulations. In contrast, the treatment planning system assumes that all tissues are water-equivalent in their composition and only differ in their electron density.
Monte Carlo Calculations of Polarized Microwave Radiation Emerging from Cloud Structures
NASA Technical Reports Server (NTRS)
Kummerow, Christian; Roberti, Laura
1998-01-01
The last decade has seen tremendous growth in cloud dynamical and microphysical models that are able to simulate storms and storm systems with very high spatial resolution, typically of the order of a few kilometers. The fairly realistic distributions of cloud and hydrometeor properties that these models generate has in turn led to a renewed interest in the three-dimensional microwave radiative transfer modeling needed to understand the effect of cloud and rainfall inhomogeneities upon microwave observations. Monte Carlo methods, and particularly backwards Monte Carlo methods have shown themselves to be very desirable due to the quick convergence of the solutions. Unfortunately, backwards Monte Carlo methods are not well suited to treat polarized radiation. This study reviews the existing Monte Carlo methods and presents a new polarized Monte Carlo radiative transfer code. The code is based on a forward scheme but uses aliasing techniques to keep the computational requirements equivalent to the backwards solution. Radiative transfer computations have been performed using a microphysical-dynamical cloud model and the results are presented together with the algorithm description.
Wang, Yi; Park, Yang-Kyun; Doppke, Karen P.
2015-06-15
Purpose: This study evaluated the performance of the electron Monte Carlo dose calculation algorithm in RayStation v4.0 for an Elekta machine with Agility™ treatment head. Methods: The machine has five electron energies (6–8 MeV) and five applicators (6×6 to 25×25 cm {sup 2}). The dose (cGy/MU at d{sub max}), depth dose and profiles were measured in water using an electron diode at 100 cm SSD for nine square fields ≥2×2 cm{sup 2} and four complex fields at normal incidence, and a 14×14 cm{sup 2} field at 15° and 30° incidence. The dose was also measured for three square fields ≥4×4 cm{sup 2} at 98, 105 and 110 cm SSD. Using selected energies, the EBT3 radiochromic film was used for dose measurements in slab-shaped inhomogeneous phantoms and a breast phantom with surface curvature. The measured and calculated doses were analyzed using a gamma criterion of 3%/3 mm. Results: The calculated and measured doses varied by <3% for 116 of the 120 points, and <5% for the 4×4 cm{sup 2} field at 110 cm SSD at 9–18 MeV. The gamma analysis comparing the 105 pairs of in-water isodoses passed by >98.1%. The planar doses measured from films placed at 0.5 cm below a lung/tissue layer (12 MeV) and 1.0 cm below a bone/air layer (15 MeV) showed excellent agreement with calculations, with gamma passing by 99.9% and 98.5%, respectively. At the breast-tissue interface, the gamma passing rate is >98.8% at 12–18 MeV. The film results directly validated the accuracy of MU calculation and spatial dose distribution in presence of tissue inhomogeneity and surface curvature - situations challenging for simpler pencil-beam algorithms. Conclusion: The electron Monte Carlo algorithm in RayStation v4.0 is fully validated for clinical use for the Elekta Agility™ machine. The comprehensive validation included small fields, complex fields, oblique beams, extended distance, tissue inhomogeneity and surface curvature.
Universality of the Ising and the S=1 model on Archimedean lattices: a Monte Carlo determination.
Malakis, A; Gulpinar, G; Karaaslan, Y; Papakonstantinou, T; Aslan, G
2012-03-01
The Ising models S=1/2 and S=1 are studied by efficient Monte Carlo schemes on the (3,4,6,4) and the (3,3,3,3,6) Archimedean lattices. The algorithms used, a hybrid Metropolis-Wolff algorithm and a parallel tempering protocol, are briefly described and compared with the simple Metropolis algorithm. Accurate Monte Carlo data are produced at the exact critical temperatures of the Ising model for these lattices. Their finite-size analysis provide, with high accuracy, all critical exponents which, as expected, are the same with the well-known 2D Ising model exact values. A detailed finite-size scaling analysis of our Monte Carlo data for the S=1 model on the same lattices provides very clear evidence that this model obeys, also very well, the 2D Ising model critical exponents. As a result, we find that recent Monte Carlo simulations and attempts to define effective dimensionality for the S=1 model on these lattices are misleading. Accurate estimates are obtained for the critical amplitudes of the logarithmic expansions of the specific heat for both models on the two Archimedean lattices.
Universality of the Ising and the S=1 model on Archimedean lattices: A Monte Carlo determination
NASA Astrophysics Data System (ADS)
Malakis, A.; Gulpinar, G.; Karaaslan, Y.; Papakonstantinou, T.; Aslan, G.
2012-03-01
The Ising models S=1/2 and S=1 are studied by efficient Monte Carlo schemes on the (3,4,6,4) and the (3,3,3,3,6) Archimedean lattices. The algorithms used, a hybrid Metropolis-Wolff algorithm and a parallel tempering protocol, are briefly described and compared with the simple Metropolis algorithm. Accurate Monte Carlo data are produced at the exact critical temperatures of the Ising model for these lattices. Their finite-size analysis provide, with high accuracy, all critical exponents which, as expected, are the same with the well-known 2D Ising model exact values. A detailed finite-size scaling analysis of our Monte Carlo data for the S=1 model on the same lattices provides very clear evidence that this model obeys, also very well, the 2D Ising model critical exponents. As a result, we find that recent Monte Carlo simulations and attempts to define effective dimensionality for the S=1 model on these lattices are misleading. Accurate estimates are obtained for the critical amplitudes of the logarithmic expansions of the specific heat for both models on the two Archimedean lattices.
Monte Carlo studies of model Langmuir monolayers.
Opps, S B; Yang, B; Gray, C G; Sullivan, D E
2001-04-01
This paper examines some of the basic properties of a model Langmuir monolayer, consisting of surfactant molecules deposited onto a water subphase. The surfactants are modeled as rigid rods composed of a head and tail segment of diameters sigma(hh) and sigma(tt), respectively. The tails consist of n(t) approximately 4-7 effective monomers representing methylene groups. These rigid rods interact via site-site Lennard-Jones potentials with different interaction parameters for the tail-tail, head-tail, and head-head interactions. In a previous paper, we studied the ground-state properties of this system using a Landau approach. In the present paper, Monte Carlo simulations were performed in the canonical ensemble to elucidate the finite-temperature behavior of this system. Simulation techniques, incorporating a system of dynamic filters, allow us to decrease CPU time with negligible statistical error. This paper focuses on several of the key parameters, such as density, head-tail diameter mismatch, and chain length, responsible for driving transitions from uniformly tilted to untilted phases and between different tilt-ordered phases. Upon varying the density of the system, with sigma(hh)=sigma(tt), we observe a transition from a tilted (NNN)-condensed phase to an untilted-liquid phase and, upon comparison with recent experiments with fatty acid-alcohol and fatty acid-ester mixtures [M. C. Shih, M. K. Durbin, A. Malik, P. Zschack, and P. Dutta, J. Chem. Phys. 101, 9132 (1994); E. Teer, C. M. Knobler, C. Lautz, S. Wurlitzer, J. Kildae, and T. M. Fischer, J. Chem. Phys. 106, 1913 (1997)], we identify this as the L'(2)/Ov-L1 phase boundary. By varying the head-tail diameter ratio, we observe a decrease in T(c) with increasing mismatch. However, as the chain length was increased we observed that the transition temperatures increased and differences in T(c) due to head-tail diameter mismatch were diminished. In most of the present research, the water was treated as a hard
Monte Carlo studies of model Langmuir monolayers
NASA Astrophysics Data System (ADS)
Opps, S. B.; Yang, B.; Gray, C. G.; Sullivan, D. E.
2001-04-01
This paper examines some of the basic properties of a model Langmuir monolayer, consisting of surfactant molecules deposited onto a water subphase. The surfactants are modeled as rigid rods composed of a head and tail segment of diameters σhh and σtt, respectively. The tails consist of nt~4-7 effective monomers representing methylene groups. These rigid rods interact via site-site Lennard-Jones potentials with different interaction parameters for the tail-tail, head-tail, and head-head interactions. In a previous paper, we studied the ground-state properties of this system using a Landau approach. In the present paper, Monte Carlo simulations were performed in the canonical ensemble to elucidate the finite-temperature behavior of this system. Simulation techniques, incorporating a system of dynamic filters, allow us to decrease CPU time with negligible statistical error. This paper focuses on several of the key parameters, such as density, head-tail diameter mismatch, and chain length, responsible for driving transitions from uniformly tilted to untilted phases and between different tilt-ordered phases. Upon varying the density of the system, with σhh=σtt, we observe a transition from a tilted (NNN)-condensed phase to an untilted-liquid phase and, upon comparison with recent experiments with fatty acid-alcohol and fatty acid-ester mixtures [M. C. Shih, M. K. Durbin, A. Malik, P. Zschack, and P. Dutta, J. Chem. Phys. 101, 9132 (1994); E. Teer, C. M. Knobler, C. Lautz, S. Wurlitzer, J. Kildae, and T. M. Fischer, J. Chem. Phys. 106, 1913 (1997)], we identify this as the L'2/Ov-L1 phase boundary. By varying the head-tail diameter ratio, we observe a decrease in Tc with increasing mismatch. However, as the chain length was increased we observed that the transition temperatures increased and differences in Tc due to head-tail diameter mismatch were diminished. In most of the present research, the water was treated as a hard surface, whereby the surfactants are only
A Monte Carlo investigation of the Hamiltonian mean field model
NASA Astrophysics Data System (ADS)
Pluchino, Alessandro; Andronico, Giuseppe; Rapisarda, Andrea
2005-04-01
We present a Monte Carlo numerical investigation of the Hamiltonian mean field (HMF) model. We begin by discussing canonical Metropolis Monte Carlo calculations, in order to check the caloric curve of the HMF model and study finite size effects. In the second part of the paper, we present numerical simulations obtained by means of a modified Monte Carlo procedure with the aim to test the stability of those states at minimum temperature and zero magnetization (homogeneous Quasi stationary states), which exist in the condensed phase of the model just below the critical point. For energy densities smaller than the limiting value U∼0.68, we find that these states are unstable confirming a recent result on the Vlasov stability analysis applied to the HMF model.
Monte Carlo simulation in statistical physics: an introduction
NASA Astrophysics Data System (ADS)
Binder, K., Heermann, D. W.
Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body systems in condensed-matter physics and related fields of physics, chemistry and beyond, to traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, probability distributions are calculated, allowing the estimation of the thermodynamic properties of various systems. This book describes the theoretical background to several variants of these Monte Carlo methods and gives a systematic presentation from which newcomers can learn to perform such simulations and to analyze their results. This fourth edition has been updated and a new chapter on Monte Carlo simulation of quantum-mechanical problems has been added. To help students in their work a special web server has been installed to host programs and discussion groups (http://wwwcp.tphys.uni-heidelberg.de). Prof. Binder was the winner of the Berni J. Alder CECAM Award for Computational Physics 2001.
Monte Carlo simulation of laser attenuation characteristics in fog
NASA Astrophysics Data System (ADS)
Wang, Hong-Xia; Sun, Chao; Zhu, You-zhang; Sun, Hong-hui; Li, Pan-shi
2011-06-01
Based on the Mie scattering theory and the gamma size distribution model, the scattering extinction parameter of spherical fog-drop is calculated. For the transmission attenuation of the laser in the fog, a Monte Carlo simulation model is established, and the impact of attenuation ratio on visibility and field angle is computed and analysed using the program developed by MATLAB language. The results of the Monte Carlo method in this paper are compared with the results of single scattering method. The results show that the influence of multiple scattering need to be considered when the visibility is low, and single scattering calculations have larger errors. The phenomenon of multiple scattering can be interpreted more better when the Monte Carlo is used to calculate the attenuation ratio of the laser transmitting in the fog.
Classical Perturbation Theory for Monte Carlo Studies of System Reliability
Lewins, Jeffrey D.
2001-03-15
A variational principle for a Markov system allows the derivation of perturbation theory for models of system reliability, with prospects of extension to generalized Markov processes of a wide nature. It is envisaged that Monte Carlo or stochastic simulation will supply the trial functions for such a treatment, which obviates the standard difficulties of direct analog Monte Carlo perturbation studies. The development is given in the specific mode for first- and second-order theory, using an example with known analytical solutions. The adjoint equation is identified with the importance function and a discussion given as to how both the forward and backward (adjoint) fields can be obtained from a single Monte Carlo study, with similar interpretations for the additional functions required by second-order theory. Generalized Markov models with age-dependence are identified as coming into the scope of this perturbation theory.
BACKWARD AND FORWARD MONTE CARLO METHOD IN POLARIZED RADIATIVE TRANSFER
Yong, Huang; Guo-Dong, Shi; Ke-Yong, Zhu
2016-03-20
In general, the Stocks vector cannot be calculated in reverse in the vector radiative transfer. This paper presents a novel backward and forward Monte Carlo simulation strategy to study the vector radiative transfer in the participated medium. A backward Monte Carlo process is used to calculate the ray trajectory and the endpoint of the ray. The Stocks vector is carried out by a forward Monte Carlo process. A one-dimensional graded index semi-transparent medium was presented as the physical model and the thermal emission consideration of polarization was studied in the medium. The solution process to non-scattering, isotropic scattering, and the anisotropic scattering medium, respectively, is discussed. The influence of the optical thickness and albedo on the Stocks vector are studied. The results show that the U, V-components of the apparent Stocks vector are very small, but the Q-component of the apparent Stocks vector is relatively larger, which cannot be ignored.
Tool for Rapid Analysis of Monte Carlo Simulations
NASA Technical Reports Server (NTRS)
Restrepo, Carolina; McCall, Kurt E.; Hurtado, John E.
2011-01-01
Designing a spacecraft, or any other complex engineering system, requires extensive simulation and analysis work. Oftentimes, the large amounts of simulation data generated are very di cult and time consuming to analyze, with the added risk of overlooking potentially critical problems in the design. The authors have developed a generic data analysis tool that can quickly sort through large data sets and point an analyst to the areas in the data set that cause specific types of failures. The Tool for Rapid Analysis of Monte Carlo simulations (TRAM) has been used in recent design and analysis work for the Orion vehicle, greatly decreasing the time it takes to evaluate performance requirements. A previous version of this tool was developed to automatically identify driving design variables in Monte Carlo data sets. This paper describes a new, parallel version, of TRAM implemented on a graphical processing unit, and presents analysis results for NASA's Orion Monte Carlo data to demonstrate its capabilities.
SPQR: a Monte Carlo reactor kinetics code. [LMFBR
Cramer, S.N.; Dodds, H.L.
1980-02-01
The SPQR Monte Carlo code has been developed to analyze fast reactor core accident problems where conventional methods are considered inadequate. The code is based on the adiabatic approximation of the quasi-static method. This initial version contains no automatic material motion or feedback. An existing Monte Carlo code is used to calculate the shape functions and the integral quantities needed in the kinetics module. Several sample problems have been devised and analyzed. Due to the large statistical uncertainty associated with the calculation of reactivity in accident simulations, the results, especially at later times, differ greatly from deterministic methods. It was also found that in large uncoupled systems, the Monte Carlo method has difficulty in handling asymmetric perturbations.
Photon beam description in PEREGRINE for Monte Carlo dose calculations
Cox, L. J., LLNL
1997-03-04
Goal of PEREGRINE is to provide capability for accurate, fast Monte Carlo calculation of radiation therapy dose distributions for routine clinical use and for research into efficacy of improved dose calculation. An accurate, efficient method of describing and sampling radiation sources is needed, and a simple, flexible solution is provided. The teletherapy source package for PEREGRINE, coupled with state-of-the-art Monte Carlo simulations of treatment heads, makes it possible to describe any teletherapy photon beam to the precision needed for highly accurate Monte Carlo dose calculations in complex clinical configurations that use standard patient modifiers such as collimator jaws, wedges, blocks, and/or multi-leaf collimators. Generic beam descriptions for a class of treatment machines can readily be adjusted to yield dose calculation to match specific clinical sites.
Quantitative Monte Carlo-based holmium-166 SPECT reconstruction
Elschot, Mattijs; Smits, Maarten L. J.; Nijsen, Johannes F. W.; Lam, Marnix G. E. H.; Zonnenberg, Bernard A.; Bosch, Maurice A. A. J. van den; Jong, Hugo W. A. M. de; Viergever, Max A.
2013-11-15
Purpose: Quantitative imaging of the radionuclide distribution is of increasing interest for microsphere radioembolization (RE) of liver malignancies, to aid treatment planning and dosimetry. For this purpose, holmium-166 ({sup 166}Ho) microspheres have been developed, which can be visualized with a gamma camera. The objective of this work is to develop and evaluate a new reconstruction method for quantitative {sup 166}Ho SPECT, including Monte Carlo-based modeling of photon contributions from the full energy spectrum.Methods: A fast Monte Carlo (MC) simulator was developed for simulation of {sup 166}Ho projection images and incorporated in a statistical reconstruction algorithm (SPECT-fMC). Photon scatter and attenuation for all photons sampled from the full {sup 166}Ho energy spectrum were modeled during reconstruction by Monte Carlo simulations. The energy- and distance-dependent collimator-detector response was modeled using precalculated convolution kernels. Phantom experiments were performed to quantitatively evaluate image contrast, image noise, count errors, and activity recovery coefficients (ARCs) of SPECT-fMC in comparison with those of an energy window-based method for correction of down-scattered high-energy photons (SPECT-DSW) and a previously presented hybrid method that combines MC simulation of photopeak scatter with energy window-based estimation of down-scattered high-energy contributions (SPECT-ppMC+DSW). Additionally, the impact of SPECT-fMC on whole-body recovered activities (A{sup est}) and estimated radiation absorbed doses was evaluated using clinical SPECT data of six {sup 166}Ho RE patients.Results: At the same noise level, SPECT-fMC images showed substantially higher contrast than SPECT-DSW and SPECT-ppMC+DSW in spheres ≥17 mm in diameter. The count error was reduced from 29% (SPECT-DSW) and 25% (SPECT-ppMC+DSW) to 12% (SPECT-fMC). ARCs in five spherical volumes of 1.96–106.21 ml were improved from 32%–63% (SPECT-DSW) and 50%–80
Non-adiabatic molecular dynamics by accelerated semiclassical Monte Carlo
White, Alexander J.; Gorshkov, Vyacheslav N.; Tretiak, Sergei; Mozyrsky, Dmitry
2015-07-07
Non-adiabatic dynamics, where systems non-radiatively transition between electronic states, plays a crucial role in many photo-physical processes, such as fluorescence, phosphorescence, and photoisomerization. Methods for the simulation of non-adiabatic dynamics are typically either numerically impractical, highly complex, or based on approximations which can result in failure for even simple systems. Recently, the Semiclassical Monte Carlo (SCMC) approach was developed in an attempt to combine the accuracy of rigorous semiclassical methods with the efficiency and simplicity of widely used surface hopping methods. However, while SCMC was found to be more efficient than other semiclassical methods, it is not yet as efficient as is needed to be used for large molecular systems. Here, we have developed two new methods: the accelerated-SCMC and the accelerated-SCMC with re-Gaussianization, which reduce the cost of the SCMC algorithm up to two orders of magnitude for certain systems. In many cases shown here, the new procedures are nearly as efficient as the commonly used surface hopping schemes, with little to no loss of accuracy. This implies that these modified SCMC algorithms will be of practical numerical solutions for simulating non-adiabatic dynamics in realistic molecular systems.
Monte Carlo calculations of the microstructure of barium ferrite dispersions
NASA Astrophysics Data System (ADS)
Walmsley, N. S.; Coverdale, G. N.; Chantrell, R. W.; Parker, D. A.; Bissell, P. R.
1998-07-01
A Monte Carlo (MC) model has been developed to investigate the influences of the volume packing fraction and applied field on the equilibrium microstructure of a dispersion of barium ferrite particles. We accounted for magnetostatic interaction effects by using a surface charge model which allows the calculation of the energy term required for the Metropolis-type MC algorithm. In addition to single particle moves, the model employs a clustering algorithm, based on particle proximity, in order to take into account the cooperative behaviour of the particles bound by magnetostatic energy. The stacks which are thought to be characteristic of barium ferrite systems are an example of this type of binding. Our study provides strong evidence, in agreement with experiment, for the formation of stacks both in the zero field and in the applied field equilibrium configurations. The simulation also predicts, by considering the effects of the packing density, that the dispersion properties are strongly affected by the mobility of these stacks. The equilibrium particle configurations have been investigated using a correlation function and visualized by computer graphics. The magnetic behaviour has been investigated by calculation of the magnetization curve.
Non-adiabatic molecular dynamics by accelerated semiclassical Monte Carlo
White, Alexander J.; Gorshkov, Vyacheslav N.; Tretiak, Sergei; ...
2015-07-07
Non-adiabatic dynamics, where systems non-radiatively transition between electronic states, plays a crucial role in many photo-physical processes, such as fluorescence, phosphorescence, and photoisomerization. Methods for the simulation of non-adiabatic dynamics are typically either numerically impractical, highly complex, or based on approximations which can result in failure for even simple systems. Recently, the Semiclassical Monte Carlo (SCMC) approach was developed in an attempt to combine the accuracy of rigorous semiclassical methods with the efficiency and simplicity of widely used surface hopping methods. However, while SCMC was found to be more efficient than other semiclassical methods, it is not yet as efficientmore » as is needed to be used for large molecular systems. Here, we have developed two new methods: the accelerated-SCMC and the accelerated-SCMC with re-Gaussianization, which reduce the cost of the SCMC algorithm up to two orders of magnitude for certain systems. In many cases shown here, the new procedures are nearly as efficient as the commonly used surface hopping schemes, with little to no loss of accuracy. This implies that these modified SCMC algorithms will be of practical numerical solutions for simulating non-adiabatic dynamics in realistic molecular systems.« less
Adaptive sequential Monte Carlo for multiple changepoint analysis
Heard, Nicholas A.; Turcotte, Melissa J. M.
2016-05-21
Process monitoring and control requires detection of structural changes in a data stream in real time. This paper introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The method is intuitively simple: new changepoints for the latest window of data are proposed by conditioning only on data observed since the most recent estimated changepoint, as these observations carry most of the information about the current state of the process. The proposed method shows improved performance over the current state of the art. Another advantage of the proposed algorithm is that it can be mademore » adaptive, varying the number of particles according to the apparent local complexity of the target changepoint probability distribution. This saves valuable computing time when changes in the changepoint distribution are negligible, and enables re-balancing of the importance weights of existing particles when a significant change in the target distribution is encountered. The plain and adaptive versions of the method are illustrated using the canonical continuous time changepoint problem of inferring the intensity of an inhomogeneous Poisson process, although the method is generally applicable to any changepoint problem. Performance is demonstrated using both conjugate and non-conjugate Bayesian models for the intensity. Lastly, appendices to the article are available online, illustrating the method on other models and applications.« less
Adaptive sequential Monte Carlo for multiple changepoint analysis
Heard, Nicholas A.; Turcotte, Melissa J. M.
2016-05-21
Process monitoring and control requires detection of structural changes in a data stream in real time. This paper introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The method is intuitively simple: new changepoints for the latest window of data are proposed by conditioning only on data observed since the most recent estimated changepoint, as these observations carry most of the information about the current state of the process. The proposed method shows improved performance over the current state of the art. Another advantage of the proposed algorithm is that it can be made adaptive, varying the number of particles according to the apparent local complexity of the target changepoint probability distribution. This saves valuable computing time when changes in the changepoint distribution are negligible, and enables re-balancing of the importance weights of existing particles when a significant change in the target distribution is encountered. The plain and adaptive versions of the method are illustrated using the canonical continuous time changepoint problem of inferring the intensity of an inhomogeneous Poisson process, although the method is generally applicable to any changepoint problem. Performance is demonstrated using both conjugate and non-conjugate Bayesian models for the intensity. Lastly, appendices to the article are available online, illustrating the method on other models and applications.
The Full Monte Carlo: A Live Performance with Stars
NASA Astrophysics Data System (ADS)
Meng, Xiao-Li
2014-06-01
Markov chain Monte Carlo (MCMC) is being applied increasingly often in modern Astrostatistics. It is indeed incredibly powerful, but also very dangerous. It is popular because of its apparent generality (from simple to highly complex problems) and simplicity (the availability of out-of-the-box recipes). It is dangerous because it always produces something but there is no surefire way to verify or even diagnosis that the “something” is remotely close to what the MCMC theory predicts or one hopes. Using very simple models (e.g., conditionally Gaussian), this talk starts with a tutorial of the two most popular MCMC algorithms, namely, the Gibbs Sampler and the Metropolis-Hasting Algorithm, and illustratestheir good, bad, and ugly implementations via live demonstration. The talk ends with a story of how a recent advance, the Ancillary-Sufficient Interweaving Strategy (ASIS) (Yu and Meng, 2011, http://www.stat.harvard.edu/Faculty_Content/meng/jcgs.2011-article.pdf)reduces the danger. It was discovered almost by accident during a Ph.D. student’s (Yaming Yu) struggle with fitting a Cox process model for detecting changes in source intensity of photon counts observed by the Chandra X-ray telescope from a (candidate) neutron/quark star.
MARKOV CHAIN MONTE CARLO POSTERIOR SAMPLING WITH THE HAMILTONIAN METHOD
K. HANSON
2001-02-01
The Markov Chain Monte Carlo technique provides a means for drawing random samples from a target probability density function (pdf). MCMC allows one to assess the uncertainties in a Bayesian analysis described by a numerically calculated posterior distribution. This paper describes the Hamiltonian MCMC technique in which a momentum variable is introduced for each parameter of the target pdf. In analogy to a physical system, a Hamiltonian H is defined as a kinetic energy involving the momenta plus a potential energy {var_phi}, where {var_phi} is minus the logarithm of the target pdf. Hamiltonian dynamics allows one to move along trajectories of constant H, taking large jumps in the parameter space with relatively few evaluations of {var_phi} and its gradient. The Hamiltonian algorithm alternates between picking a new momentum vector and following such trajectories. The efficiency of the Hamiltonian method for multidimensional isotropic Gaussian pdfs is shown to remain constant at around 7% for up to several hundred dimensions. The Hamiltonian method handles correlations among the variables much better than the standard Metropolis algorithm. A new test, based on the gradient of {var_phi}, is proposed to measure the convergence of the MCMC sequence.
A review of best practices for Monte Carlo criticality calculations
Brown, Forrest B
2009-01-01
Monte Carlo methods have been used to compute k{sub eff} and the fundamental mode eigenfunction of critical systems since the 1950s. While such calculations have become routine using standard codes such as MCNP and SCALE/KENO, there still remain 3 concerns that must be addressed to perform calculations correctly: convergence of k{sub eff} and the fission distribution, bias in k{sub eff} and tally results, and bias in statistics on tally results. This paper provides a review of the fundamental problems inherent in Monte Carlo criticality calculations. To provide guidance to practitioners, suggested best practices for avoiding these problems are discussed and illustrated by examples.
Monte Carlo Simulations of Phosphate Polyhedron Connectivity in Glasses
ALAM,TODD M.
1999-12-21
Monte Carlo simulations of phosphate tetrahedron connectivity distributions in alkali and alkaline earth phosphate glasses are reported. By utilizing a discrete bond model, the distribution of next-nearest neighbor connectivities between phosphate polyhedron for random, alternating and clustering bonding scenarios was evaluated as a function of the relative bond energy difference. The simulated distributions are compared to experimentally observed connectivities reported for solid-state two-dimensional exchange and double-quantum NMR experiments of phosphate glasses. These Monte Carlo simulations demonstrate that the polyhedron connectivity is best described by a random distribution in lithium phosphate and calcium phosphate glasses.
PEPSI — a Monte Carlo generator for polarized leptoproduction
NASA Astrophysics Data System (ADS)
Mankiewicz, L.; Schäfer, A.; Veltri, M.
1992-09-01
We describe PEPSI (Polarized Electron Proton Scattering Interactions), a Monte Carlo program for polarized deep inelastic leptoproduction mediated by electromagnetic interaction, and explain how to use it. The code is a modification of the LEPTO 4.3 Lund Monte Carlo for unpolarized scattering. The hard virtual gamma-parton scattering is generated according to the polarization-dependent QCD cross-section of the first order in α S. PEPSI requires the standard polarization-independent JETSET routines to simulate the fragmentation into final hadrons.
A Monte Carlo method for combined segregation and linkage analysis
Guo, S.W. ); Thompson, E.A. )
1992-11-01
The authors introduce a Monte Carlo approach to combined segregation and linkage analysis of a quantitative trait observed in an extended pedigree. In conjunction with the Monte Carlo method of likelihood-ratio evaluation proposed by Thompson and Guo, the method provides for estimation and hypothesis testing. The greatest attraction of this approach is its ability to handle complex genetic models and large pedigrees. Two examples illustrate the practicality of the method. One is of simulated data on a large pedigree; the other is a reanalysis of published data previously analyzed by other methods. 40 refs, 5 figs., 5 tabs.
Markov chain Monte Carlo linkage analysis of complex quantitative phenotypes.
Hinrichs, A; Reich, T
2001-01-01
We report a Markov chain Monte Carlo analysis of the five simulated quantitative traits in Genetic Analysis Workshop 12 using the Loki software. Our objectives were to determine the efficacy of the Markov chain Monte Carlo method and to test a new scoring technique. Our initial blind analysis, on replicate 42 (the "best replicate") successfully detected four out of the five disease loci and found no false positives. A power analysis shows that the software could usually detect 4 of the 10 trait/gene combinations at an empirical point-wise p-value of 1.5 x 10(-4).
Complexity of Monte Carlo and deterministic dose-calculation methods.
Börgers, C
1998-03-01
Grid-based deterministic dose-calculation methods for radiotherapy planning require the use of six-dimensional phase space grids. Because of the large number of phase space dimensions, a growing number of medical physicists appear to believe that grid-based deterministic dose-calculation methods are not competitive with Monte Carlo methods. We argue that this conclusion may be premature. Our results do suggest, however, that finite difference or finite element schemes with orders of accuracy greater than one will probably be needed if such methods are to compete well with Monte Carlo methods for dose calculations.
Hybrid Monte Carlo/deterministic methods for radiation shielding problems
NASA Astrophysics Data System (ADS)
Becker, Troy L.
For the past few decades, the most common type of deep-penetration (shielding) problem simulated using Monte Carlo methods has been the source-detector problem, in which a response is calculated at a single location in space. Traditionally, the nonanalog Monte Carlo methods used to solve these problems have required significant user input to generate and sufficiently optimize the biasing parameters necessary to obtain a statistically reliable solution. It has been demonstrated that this laborious task can be replaced by automated processes that rely on a deterministic adjoint solution to set the biasing parameters---the so-called hybrid methods. The increase in computational power over recent years has also led to interest in obtaining the solution in a region of space much larger than a point detector. In this thesis, we propose two methods for solving problems ranging from source-detector problems to more global calculations---weight windows and the Transform approach. These techniques employ sonic of the same biasing elements that have been used previously; however, the fundamental difference is that here the biasing techniques are used as elements of a comprehensive tool set to distribute Monte Carlo particles in a user-specified way. The weight window achieves the user-specified Monte Carlo particle distribution by imposing a particular weight window on the system, without altering the particle physics. The Transform approach introduces a transform into the neutron transport equation, which results in a complete modification of the particle physics to produce the user-specified Monte Carlo distribution. These methods are tested in a three-dimensional multigroup Monte Carlo code. For a basic shielding problem and a more realistic one, these methods adequately solved source-detector problems and more global calculations. Furthermore, they confirmed that theoretical Monte Carlo particle distributions correspond to the simulated ones, implying that these methods
Parton distribution functions in Monte Carlo factorisation scheme
NASA Astrophysics Data System (ADS)
Jadach, S.; Płaczek, W.; Sapeta, S.; Siódmok, A.; Skrzypek, M.
2016-12-01
A next step in development of the KrkNLO method of including complete NLO QCD corrections to hard processes in a LO parton-shower Monte Carlo is presented. It consists of a generalisation of the method, previously used for the Drell-Yan process, to Higgs-boson production. This extension is accompanied with the complete description of parton distribution functions in a dedicated, Monte Carlo factorisation scheme, applicable to any process of production of one or more colour-neutral particles in hadron-hadron collisions.
Kinetic Monte Carlo method applied to nucleic acid hairpin folding.
Sauerwine, Ben; Widom, Michael
2011-12-01
Kinetic Monte Carlo on coarse-grained systems, such as nucleic acid secondary structure, is advantageous for being able to access behavior at long time scales, even minutes or hours. Transition rates between coarse-grained states depend upon intermediate barriers, which are not directly simulated. We propose an Arrhenius rate model and an intermediate energy model that incorporates the effects of the barrier between simulated states without enlarging the state space itself. Applying our Arrhenius rate model to DNA hairpin folding, we demonstrate improved agreement with experiment compared to the usual kinetic Monte Carlo model. Further improvement results from including rigidity of single-stranded stacking.
NASA Astrophysics Data System (ADS)
Velazquez, L.; Castro-Palacio, J. C.
2013-07-01
Recently, Velazquez and Curilef proposed a methodology to extend Monte Carlo algorithms based on a canonical ensemble which aims to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions. We show in this work that Monte Carlo algorithms extended with this methodology also exhibit a remarkable efficiency near a critical point. Our study is performed for the particular case of a two-dimensional four-state Potts model on a square lattice with periodic boundary conditions. This analysis reveals that the extended version of Metropolis importance sampling is more efficient than the usual Swendsen-Wang and Wolff cluster algorithms. These results demonstrate the effectiveness of this methodology to improve the efficiency of MC simulations of systems that undergo any type of temperature-driven phase transition.
An assessment on the use of RadCalc to verify Raystation Electron Monte Carlo plans.
Hu, Yunfei; Archibald-Heeren, Ben; Byrne, Mikel; Wang, Yang
2016-09-01
Large differences in monitor units have been observed when RadCalc, a pencil-beam-algorithm based software, is used to verify clinical electron plans from Raystation, a Monte-Carlo-algorithm based planning system. To investigate the problem, a number of clinical plans as well as test plans were created and calculated in both systems, with the resultant monitor units compared. The results revealed that differences between the two systems are significant when the geometry includes inhomogeneities and curved surfaces. The RadCalc pencil-beam-algorithm fails to handle such complexities, particularly in the presence of surface curvature. The error is not negligible and cannot be easily corrected for. It is concluded that RadCalc is not adequate to verify electron Monte Carlo plans from Raystation when complex geometry is involved and alternative methods should be developed.
Velazquez, L; Castro-Palacio, J C
2013-07-01
Recently, Velazquez and Curilef proposed a methodology to extend Monte Carlo algorithms based on a canonical ensemble which aims to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions. We show in this work that Monte Carlo algorithms extended with this methodology also exhibit a remarkable efficiency near a critical point. Our study is performed for the particular case of a two-dimensional four-state Potts model on a square lattice with periodic boundary conditions. This analysis reveals that the extended version of Metropolis importance sampling is more efficient than the usual Swendsen-Wang and Wolff cluster algorithms. These results demonstrate the effectiveness of this methodology to improve the efficiency of MC simulations of systems that undergo any type of temperature-driven phase transition.
A step beyond the Monte Carlo method in economics: Application of multivariate normal distribution
NASA Astrophysics Data System (ADS)
Kabaivanov, S.; Malechkova, A.; Marchev, A.; Milev, M.; Markovska, V.; Nikolova, K.
2015-11-01
In this paper we discuss the numerical algorithm of Milev-Tagliani [25] used for pricing of discrete double barrier options. The problem can be reduced to accurate valuation of an n-dimensional path integral with probability density function of a multivariate normal distribution. The efficient solution of this problem with the Milev-Tagliani algorithm is a step beyond the classical application of Monte Carlo for option pricing. We explore continuous and discrete monitoring of asset path pricing, compare the error of frequently applied quantitative methods such as the Monte Carlo method and finally analyze the accuracy of the Milev-Tagliani algorithm by presenting the profound research and important results of Honga, S. Leeb and T. Li [16].
SKIRT: The design of a suite of input models for Monte Carlo radiative transfer simulations
NASA Astrophysics Data System (ADS)
Baes, M.; Camps, P.
2015-09-01
The Monte Carlo method is the most popular technique to perform radiative transfer simulations in a general 3D geometry. The algorithms behind and acceleration techniques for Monte Carlo radiative transfer are discussed extensively in the literature, and many different Monte Carlo codes are publicly available. On the contrary, the design of a suite of components that can be used for the distribution of sources and sinks in radiative transfer codes has received very little attention. The availability of such models, with different degrees of complexity, has many benefits. For example, they can serve as toy models to test new physical ingredients, or as parameterised models for inverse radiative transfer fitting. For 3D Monte Carlo codes, this requires algorithms to efficiently generate random positions from 3D density distributions. We describe the design of a flexible suite of components for the Monte Carlo radiative transfer code SKIRT. The design is based on a combination of basic building blocks (which can be either analytical toy models or numerical models defined on grids or a set of particles) and the extensive use of decorators that combine and alter these building blocks to more complex structures. For a number of decorators, e.g. those that add spiral structure or clumpiness, we provide a detailed description of the algorithms that can be used to generate random positions. Advantages of this decorator-based design include code transparency, the avoidance of code duplication, and an increase in code maintainability. Moreover, since decorators can be chained without problems, very complex models can easily be constructed out of simple building blocks. Finally, based on a number of test simulations, we demonstrate that our design using customised random position generators is superior to a simpler design based on a generic black-box random position generator.
Pan, Tianshu; Rasmussen, John C; Lee, Jae Hoon; Sevick-Muraca, Eva M
2007-04-01
Recently, we have presented and experimentally validated a unique numerical solver of the coupled radiative transfer equations (RTEs) for rapidly computing time-dependent excitation and fluorescent light propagation in small animal tomography. Herein, we present a time-dependent Monte Carlo algorithm to validate the forward RTE solver and investigate the impact of physical parameters upon transport-limited measurements in order to best direct the development of the RTE solver for optical tomography. Experimentally, the Monte Carlo simulations for both transport-limited and diffusion-limited propagations are validated using frequency domain photon migration measurements for 1.0%, 0.5%, and 0.2% intralipid solutions containing 1 microM indocyanine green in a 49 cm3 cylindrical phantom corresponding to the small volume employed in small animal tomography. The comparisons between Monte Carlo simulations and the numerical solutions result in mean percent error in amplitude and the phase shift less than 5.0% and 0.7 degrees, respectively, at excitation and emission wavelengths for varying anisotropic factors, lifetimes, and modulation frequencies. Monte Carlo simulations indicate that the accuracy of the forward model is enhanced using (i) suitable source models of photon delivery, (ii) accurate anisotropic factors, and (iii) accurate acceptance angles of collected photons. Monte Carlo simulations also show that the accuracy of the diffusion approximation in the small phantom depends upon (i) the ratio d(phantom)/l(tr), where d(phantom) is the phantom diameter and l(tr) is the transport mean free path; and (ii) the anisotropic factor of the medium. The Monte Carlo simulations validates and guides the future development of an appropriate RTE solver for deployment in small animal optical tomography.
Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; ...
2015-06-30
The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as muchmore » geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer.« less
Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; Mosher, Scott W.; Peplow, Douglas E.; Wagner, John C.; Evans, Thomas M.; Grove, Robert E.
2015-06-30
The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as much geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer.
Monte Carlo Analysis of Quantum Transport and Fluctuations in Semiconductors.
1986-02-18
methods to quantum transport within the Liouville formulation. The second part concerns with fluctuations of carrier velocities and energies both in...interactions) on the transport properties. Keywords: Monte Carlo; Charge Transport; Quantum Transport ; Fluctuations; Semiconductor Physics; Master Equation...The present report contains technical matter related to the research performed on two different subjects. The first part concerns with quantum
Monte Carlo simulation by computer for life-cycle costing
NASA Technical Reports Server (NTRS)
Gralow, F. H.; Larson, W. J.
1969-01-01
Prediction of behavior and support requirements during the entire life cycle of a system enables accurate cost estimates by using the Monte Carlo simulation by computer. The system reduces the ultimate cost to the procuring agency because it takes into consideration the costs of initial procurement, operation, and maintenance.
MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD
A predictive screening model was developed for fate and transport
of viruses in the unsaturated zone. A database of input parameters
allowed Monte Carlo analysis with the model. The resulting kernel
densities of predicted attenuation during percolation indicated very ...
The Metropolis Monte Carlo Method in Statistical Physics
NASA Astrophysics Data System (ADS)
Landau, David P.
2003-11-01
A brief overview is given of some of the advances in statistical physics that have been made using the Metropolis Monte Carlo method. By complementing theory and experiment, these have increased our understanding of phase transitions and other phenomena in condensed matter systems. A brief description of a new method, commonly known as "Wang-Landau sampling," will also be presented.
Quantum Monte Carlo simulation of topological phase transitions
NASA Astrophysics Data System (ADS)
Yamamoto, Arata; Kimura, Taro
2016-12-01
We study the electron-electron interaction effects on topological phase transitions by the ab initio quantum Monte Carlo simulation. We analyze two-dimensional class A topological insulators and three-dimensional Weyl semimetals with the long-range Coulomb interaction. The direct computation of the Chern number shows the electron-electron interaction modifies or extinguishes topological phase transitions.
The Use of Monte Carlo Techniques to Teach Probability.
ERIC Educational Resources Information Center
Newell, G. J.; MacFarlane, J. D.
1985-01-01
Presents sports-oriented examples (cricket and football) in which Monte Carlo methods are used on microcomputers to teach probability concepts. Both examples include computer programs (with listings) which utilize the microcomputer's random number generator. Instructional strategies, with further challenges to help students understand the role of…
Error estimations and their biases in Monte Carlo eigenvalue calculations
Ueki, Taro; Mori, Takamasa; Nakagawa, Masayuki
1997-01-01
In the Monte Carlo eigenvalue calculation of neutron transport, the eigenvalue is calculated as the average of multiplication factors from cycles, which are called the cycle k{sub eff}`s. Biases in the estimators of the variance and intercycle covariances in Monte Carlo eigenvalue calculations are analyzed. The relations among the real and apparent values of variances and intercycle covariances are derived, where real refers to a true value that is calculated from independently repeated Monte Carlo runs and apparent refers to the expected value of estimates from a single Monte Carlo run. Next, iterative methods based on the foregoing relations are proposed to estimate the standard deviation of the eigenvalue. The methods work well for the cases in which the ratios of the real to apparent values of variances are between 1.4 and 3.1. Even in the case where the foregoing ratio is >5, >70% of the standard deviation estimates fall within 40% from the true value.
Calculating coherent pair production with Monte Carlo methods
Bottcher, C.; Strayer, M.R.
1989-01-01
We discuss calculations of the coherent electromagnetic pair production in ultra-relativistic hadron collisions. This type of production, in lowest order, is obtained from three diagrams which contain two virtual photons. We discuss simple Monte Carlo methods for evaluating these classes of diagrams without recourse to involved algebraic reduction schemes. 19 refs., 11 figs.
A Monte Carlo simulation of a supersaturated sodium chloride solution
NASA Astrophysics Data System (ADS)
Schwendinger, Michael G.; Rode, Bernd M.
1989-03-01
A simulation of a supersaturated sodium chloride solution with the Monte Carlo statistical thermodynamic method is reported. The water-water interactions are described by the Matsuoka-Clementi-Yoshimine (MCY) potential, while the ion-water potentials have been derived from ab initio calculations. Structural features of the solution have been evaluated, special interest being focused on possible precursors of nucleation.
Monte Carlo capabilities of the SCALE code system
Rearden, Bradley T.; Petrie, Jr., Lester M.; Peplow, Douglas E.; ...
2014-09-12
SCALE is a broadly used suite of tools for nuclear systems modeling and simulation that provides comprehensive, verified and validated, user-friendly capabilities for criticality safety, reactor physics, radiation shielding, and sensitivity and uncertainty analysis. For more than 30 years, regulators, licensees, and research institutions around the world have used SCALE for nuclear safety analysis and design. SCALE provides a “plug-and-play” framework that includes three deterministic and three Monte Carlo radiation transport solvers that can be selected based on the desired solution, including hybrid deterministic/Monte Carlo simulations. SCALE includes the latest nuclear data libraries for continuous-energy and multigroup radiation transport asmore » well as activation, depletion, and decay calculations. SCALE’s graphical user interfaces assist with accurate system modeling, visualization, and convenient access to desired results. SCALE 6.2 will provide several new capabilities and significant improvements in many existing features, especially with expanded continuous-energy Monte Carlo capabilities for criticality safety, shielding, depletion, and sensitivity and uncertainty analysis. Finally, an overview of the Monte Carlo capabilities of SCALE is provided here, with emphasis on new features for SCALE 6.2.« less