Random Numbers and Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Scherer, Philipp O. J.

Many-body problems often involve the calculation of integrals of very high dimension which cannot be treated by standard methods. For the calculation of thermodynamic averages Monte Carlo methods are very useful which sample the integration volume at randomly chosen points. After summarizing some basic statistics, we discuss algorithms for the generation of pseudo-random numbers with given probability distribution which are essential for all Monte Carlo methods. We show how the efficiency of Monte Carlo integration can be improved by sampling preferentially the important configurations. Finally the famous Metropolis algorithm is applied to classical many-particle systems. Computer experiments visualize the central limit theorem and apply the Metropolis method to the traveling salesman problem.

SU-F-T-619: Dose Evaluation of Specific Patient Plans Based On Monte Carlo Algorithm for a CyberKnife Stereotactic Radiosurgery System

DOE Office of Scientific and Technical Information (OSTI.GOV)

Piao, J; PLA 302 Hospital, Beijing; Xu, S

2016-06-15

Purpose: This study will use Monte Carlo to simulate the Cyberknife system, and intend to develop the third-party tool to evaluate the dose verification of specific patient plans in TPS. Methods: By simulating the treatment head using the BEAMnrc and DOSXYZnrc software, the comparison between the calculated and measured data will be done to determine the beam parameters. The dose distribution calculated in the Raytracing, Monte Carlo algorithms of TPS (Multiplan Ver4.0.2) and in-house Monte Carlo simulation method for 30 patient plans, which included 10 head, lung and liver cases in each, were analyzed. The γ analysis with the combinedmore » 3mm/3% criteria would be introduced to quantitatively evaluate the difference of the accuracy between three algorithms. Results: More than 90% of the global error points were less than 2% for the comparison of the PDD and OAR curves after determining the mean energy and FWHM.The relative ideal Monte Carlo beam model had been established. Based on the quantitative evaluation of dose accuracy for three algorithms, the results of γ analysis shows that the passing rates (84.88±9.67% for head,98.83±1.05% for liver,98.26±1.87% for lung) of PTV in 30 plans between Monte Carlo simulation and TPS Monte Carlo algorithms were good. And the passing rates (95.93±3.12%,99.84±0.33% in each) of PTV in head and liver plans between Monte Carlo simulation and TPS Ray-tracing algorithms were also good. But the difference of DVHs in lung plans between Monte Carlo simulation and Ray-tracing algorithms was obvious, and the passing rate (51.263±38.964%) of γ criteria was not good. It is feasible that Monte Carlo simulation was used for verifying the dose distribution of patient plans. Conclusion: Monte Carlo simulation algorithm developed in the CyberKnife system of this study can be used as a reference tool for the third-party tool, which plays an important role in dose verification of patient plans. This work was supported in part by the

A novel algorithm for solving the true coincident counting issues in Monte Carlo simulations for radiation spectroscopy.

PubMed

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.

Parallel Algorithms for Monte Carlo Particle Transport Simulation on Exascale Computing Architectures

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

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…

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE PAGES

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

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

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

Monte Carlo evaluation of Acuros XB dose calculation Algorithm for intensity modulated radiation therapy of nasopharyngeal carcinoma

NASA Astrophysics Data System (ADS)

Yeh, Peter C. Y.; Lee, C. C.; Chao, T. C.; Tung, C. J.

2017-11-01

Intensity-modulated radiation therapy is an effective treatment modality for the nasopharyngeal carcinoma. One important aspect of this cancer treatment is the need to have an accurate dose algorithm dealing with the complex air/bone/tissue interface in the head-neck region to achieve the cure without radiation-induced toxicities. The Acuros XB algorithm explicitly solves the linear Boltzmann transport equation in voxelized volumes to account for the tissue heterogeneities such as lungs, bone, air, and soft tissues in the treatment field receiving radiotherapy. With the single beam setup in phantoms, this algorithm has already been demonstrated to achieve the comparable accuracy with Monte Carlo simulations. In the present study, five nasopharyngeal carcinoma patients treated with the intensity-modulated radiation therapy were examined for their dose distributions calculated using the Acuros XB in the planning target volume and the organ-at-risk. Corresponding results of Monte Carlo simulations were computed from the electronic portal image data and the BEAMnrc/DOSXYZnrc code. Analysis of dose distributions in terms of the clinical indices indicated that the Acuros XB was in comparable accuracy with Monte Carlo simulations and better than the anisotropic analytical algorithm for dose calculations in real patients.

Monte Carlo uncertainty analysis of dose estimates in radiochromic film dosimetry with single-channel and multichannel algorithms.

PubMed

Vera-Sánchez, Juan Antonio; Ruiz-Morales, Carmen; González-López, Antonio

2018-03-01

To provide a multi-stage model to calculate uncertainty in radiochromic film dosimetry with Monte-Carlo techniques. This new approach is applied to single-channel and multichannel algorithms. Two lots of Gafchromic EBT3 are exposed in two different Varian linacs. They are read with an EPSON V800 flatbed scanner. The Monte-Carlo techniques in uncertainty analysis provide a numerical representation of the probability density functions of the output magnitudes. From this numerical representation, traditional parameters of uncertainty analysis as the standard deviations and bias are calculated. Moreover, these numerical representations are used to investigate the shape of the probability density functions of the output magnitudes. Also, another calibration film is read in four EPSON scanners (two V800 and two 10000XL) and the uncertainty analysis is carried out with the four images. The dose estimates of single-channel and multichannel algorithms show a Gaussian behavior and low bias. The multichannel algorithms lead to less uncertainty in the final dose estimates when the EPSON V800 is employed as reading device. In the case of the EPSON 10000XL, the single-channel algorithms provide less uncertainty in the dose estimates for doses higher than four Gy. A multi-stage model has been presented. With the aid of this model and the use of the Monte-Carlo techniques, the uncertainty of dose estimates for single-channel and multichannel algorithms are estimated. The application of the model together with Monte-Carlo techniques leads to a complete characterization of the uncertainties in radiochromic film dosimetry. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Diffusion Monte Carlo approach versus adiabatic computation for local Hamiltonians

NASA Astrophysics Data System (ADS)

Bringewatt, Jacob; Dorland, William; Jordan, Stephen P.; Mink, Alan

2018-02-01

Most research regarding quantum adiabatic optimization has focused on stoquastic Hamiltonians, whose ground states can be expressed with only real non-negative amplitudes and thus for whom destructive interference is not manifest. This raises the question of whether classical Monte Carlo algorithms can efficiently simulate quantum adiabatic optimization with stoquastic Hamiltonians. Recent results have given counterexamples in which path-integral and diffusion Monte Carlo fail to do so. However, most adiabatic optimization algorithms, such as for solving MAX-k -SAT problems, use k -local Hamiltonians, whereas our previous counterexample for diffusion Monte Carlo involved n -body interactions. Here we present a 6-local counterexample which demonstrates that even for these local Hamiltonians there are cases where diffusion Monte Carlo cannot efficiently simulate quantum adiabatic optimization. Furthermore, we perform empirical testing of diffusion Monte Carlo on a standard well-studied class of permutation-symmetric tunneling problems and similarly find large advantages for quantum optimization over diffusion Monte Carlo.

A histogram-free multicanonical Monte Carlo algorithm for the construction of analytical density of states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eisenbach, Markus; Li, Ying Wai

We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS expressed in a chosen basis set, instead of a numerical array of finite resolution as in previous variants of this class of MC methods such as the multicanonical (MUCA) sampling and Wang-Landau (WL) sampling. This is enabled by storing the visited states directly in a data set and avoiding the explicit collection of a histogram. This practice also has the advantage ofmore » avoiding undesirable artificial errors caused by the discretization and binning of continuous state variables. Our results show that this scheme is capable of obtaining converged results with a much reduced number of Monte Carlo steps, leading to a significant speedup over existing algorithms.« less

Monte Carlo Transport for Electron Thermal Transport

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Cao, Duc; Moses, Gregory

2015-11-01

The iSNB (implicit Schurtz Nicolai Busquet multigroup electron thermal transport method of Cao et al. is adapted into a Monte Carlo transport method in order to better model the effects of non-local behavior. The end goal is a hybrid transport-diffusion method that combines Monte Carlo Transport with a discrete diffusion Monte Carlo (DDMC). The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the method will be presented. This work was supported by Sandia National Laboratory - Albuquerque and the University of Rochester Laboratory for Laser Energetics.

An unbiased Hessian representation for Monte Carlo PDFs.

PubMed

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.

Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

PubMed

Serebrinsky, Santiago A

2011-03-01

We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

Multiscale Monte Carlo equilibration: Pure Yang-Mills theory

DOE PAGES

Endres, Michael G.; Brower, Richard C.; Orginos, Kostas; ...

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.

Multicanonical hybrid Monte Carlo algorithm: Boosting simulations of compact QED

NASA Astrophysics Data System (ADS)

Arnold, G.; Schilling, K.; Lippert, Th.

1999-03-01

We demonstrate that substantial progress can be achieved in the study of the phase structure of four-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms through an efficient parallel implementation. This is borne out by the observation of considerable speedup of tunnelling between the metastable states, close to the phase transition, on the Wilson line. We estimate that the creation of adequate samples (with order 100 flip-flops) becomes a matter of half a year's run time at 2 Gflops sustained performance for lattices of size up to 244.

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2014-03-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.

Monte Carlo simulations in X-ray imaging

NASA Astrophysics Data System (ADS)

Giersch, Jürgen; Durst, Jürgen

2008-06-01

Monte Carlo simulations have become crucial tools in many fields of X-ray imaging. They help to understand the influence of physical effects such as absorption, scattering and fluorescence of photons in different detector materials on image quality parameters. They allow studying new imaging concepts like photon counting, energy weighting or material reconstruction. Additionally, they can be applied to the fields of nuclear medicine to define virtual setups studying new geometries or image reconstruction algorithms. Furthermore, an implementation of the propagation physics of electrons and photons allows studying the behavior of (novel) X-ray generation concepts. This versatility of Monte Carlo simulations is illustrated with some examples done by the Monte Carlo simulation ROSI. An overview of the structure of ROSI is given as an example of a modern, well-proven, object-oriented, parallel computing Monte Carlo simulation for X-ray imaging.

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.

Analytic continuation of quantum Monte Carlo data by stochastic analytical inference.

PubMed

Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

2010-05-01

We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data which is strictly based on principles of Bayesian statistical inference. Within this framework we are able to obtain an explicit expression for the calculation of a weighted average over possible energy spectra, which can be evaluated by standard Monte Carlo simulations, yielding as by-product also the distribution function as function of the regularization parameter. Our algorithm thus avoids the usual ad hoc assumptions introduced in similar algorithms to fix the regularization parameter. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum-entropy calculation.

Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis.

PubMed

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.

Note: A pure-sampling quantum Monte Carlo algorithm with independent Metropolis

NASA Astrophysics Data System (ADS)

Vrbik, Jan; Ospadov, Egor; Rothstein, Stuart M.

2016-07-01

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.

Discrete Diffusion Monte Carlo for Electron Thermal Transport

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Cao, Duc; Wollaeger, Ryan; Moses, Gregory

2014-10-01

The iSNB (implicit Schurtz Nicolai Busquet electron thermal transport method of Cao et al. is adapted to a Discrete Diffusion Monte Carlo (DDMC) solution method for eventual inclusion in a hybrid IMC-DDMC (Implicit Monte Carlo) method. The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the iSNB-DDMC method will be presented. This work was supported by Sandia National Laboratory - Albuquerque.

Collision of Physics and Software in the Monte Carlo Application Toolkit (MCATK)

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 & gammamore » 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.« less

SU-E-T-188: Film Dosimetry Verification of Monte Carlo Generated Electron Treatment Plans

DOE Office of Scientific and Technical Information (OSTI.GOV)

Enright, S; Asprinio, A; Lu, L

2014-06-01

Purpose: The purpose of this study was to compare dose distributions from film measurements to Monte Carlo generated electron treatment plans. Irradiation with electrons offers the advantages of dose uniformity in the target volume and of minimizing the dose to deeper healthy tissue. Using the Monte Carlo algorithm will improve dose accuracy in regions with heterogeneities and irregular surfaces. Methods: Dose distributions from GafChromic{sup ™} EBT3 films were compared to dose distributions from the Electron Monte Carlo algorithm in the Eclipse{sup ™} radiotherapy treatment planning system. These measurements were obtained for 6MeV, 9MeV and 12MeV electrons at two depths. Allmore » phantoms studied were imported into Eclipse by CT scan. A 1 cm thick solid water template with holes for bonelike and lung-like plugs was used. Different configurations were used with the different plugs inserted into the holes. Configurations with solid-water plugs stacked on top of one another were also used to create an irregular surface. Results: The dose distributions measured from the film agreed with those from the Electron Monte Carlo treatment plan. Accuracy of Electron Monte Carlo algorithm was also compared to that of Pencil Beam. Dose distributions from Monte Carlo had much higher pass rates than distributions from Pencil Beam when compared to the film. The pass rate for Monte Carlo was in the 80%–99% range, where the pass rate for Pencil Beam was as low as 10.76%. Conclusion: The dose distribution from Monte Carlo agreed with the measured dose from the film. When compared to the Pencil Beam algorithm, pass rates for Monte Carlo were much higher. Monte Carlo should be used over Pencil Beam for regions with heterogeneities and irregular surfaces.« less

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Kent, Paul; McDaniel, Tyler; Li, Ying Wai; D'Azevedo, Ed

Within ab intio Quantum Monte Carlo (QMC) simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunctions. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix, which is traditionally iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. For calculations with thousands of electrons, this operation dominates the execution profile. We propose a novel rank- k delayed update scheme. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the matrices delayed until after a predetermined number of moves, k. Accepted events grouped in this manner are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency. This procedure does not change the underlying Monte Carlo sampling or the sampling efficiency. For large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude speedups can be obtained on both multi-core CPU and on GPUs, making this algorithm highly advantageous for current petascale and future exascale computations.

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.

Scalable Domain Decomposed Monte Carlo Particle Transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

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.

SU-E-T-202: Impact of Monte Carlo Dose Calculation Algorithm On Prostate SBRT Treatments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Venencia, C; Garrigo, E; Cardenas, J

2014-06-01

Purpose: The purpose of this work was to quantify the dosimetric impact of using Monte Carlo algorithm on pre calculated SBRT prostate treatment with pencil beam dose calculation algorithm. Methods: A 6MV photon beam produced by a Novalis TX (BrainLAB-Varian) linear accelerator equipped with HDMLC was used. Treatment plans were done using 9 fields with Iplanv4.5 (BrainLAB) and dynamic IMRT modality. Institutional SBRT protocol uses a total dose to the prostate of 40Gy in 5 fractions, every other day. Dose calculation is done by pencil beam (2mm dose resolution), heterogeneity correction and dose volume constraint (UCLA) for PTV D95%=40Gy andmore » D98%>39.2Gy, Rectum V20Gy<50%, V32Gy<20%, V36Gy<10% and V40Gy<5%, Bladder V20Gy<40% and V40Gy<10%, femoral heads V16Gy<5%, penile bulb V25Gy<3cc, urethra and overlap region between PTV and PRV Rectum Dmax<42Gy. 10 SBRT treatments plans were selected and recalculated using Monte Carlo with 2mm spatial resolution and mean variance of 2%. DVH comparisons between plans were done. Results: The average difference between PTV doses constraints were within 2%. However 3 plans have differences higher than 3% which does not meet the D98% criteria (>39.2Gy) and should have been renormalized. Dose volume constraint differences for rectum, bladder, femoral heads and penile bulb were les than 2% and within tolerances. Urethra region and overlapping between PTV and PRV Rectum shows increment of dose in all plans. The average difference for urethra region was 2.1% with a maximum of 7.8% and for the overlapping region 2.5% with a maximum of 8.7%. Conclusion: Monte Carlo dose calculation on dynamic IMRT treatments could affects on plan normalization. Dose increment in critical region of urethra and PTV overlapping region with PTV could have clinical consequences which need to be studied. The use of Monte Carlo dose calculation algorithm is limited because inverse planning dose optimization use only pencil beam.« less

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.

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.

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.

Hypothesis testing of scientific Monte Carlo calculations.

PubMed

Wallerberger, Markus; Gull, Emanuel

2017-11-01

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

Hypothesis testing of scientific Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Wallerberger, Markus; Gull, Emanuel

2017-11-01

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.

A global reaction route mapping-based kinetic Monte Carlo algorithm.

PubMed

Mitchell, Izaac; Irle, Stephan; Page, Alister J

2016-07-14

We propose a new on-the-fly kinetic Monte Carlo (KMC) method that is based on exhaustive potential energy surface searching carried out with the global reaction route mapping (GRRM) algorithm. Starting from any given equilibrium state, this GRRM-KMC algorithm performs a one-step GRRM search to identify all surrounding transition states. Intrinsic reaction coordinate pathways are then calculated to identify potential subsequent equilibrium states. Harmonic transition state theory is used to calculate rate constants for all potential pathways, before a standard KMC accept/reject selection is performed. The selected pathway is then used to propagate the system forward in time, which is calculated on the basis of 1st order kinetics. The GRRM-KMC algorithm is validated here in two challenging contexts: intramolecular proton transfer in malonaldehyde and surface carbon diffusion on an iron nanoparticle. We demonstrate that in both cases the GRRM-KMC method is capable of reproducing the 1st order kinetics observed during independent quantum chemical molecular dynamics simulations using the density-functional tight-binding potential.

A global reaction route mapping-based kinetic Monte Carlo algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mitchell, Izaac; Page, Alister J., E-mail: sirle@chem.nagoya-u.ac.jp, E-mail: alister.page@newcastle.edu.au; Irle, Stephan, E-mail: sirle@chem.nagoya-u.ac.jp, E-mail: alister.page@newcastle.edu.au

2016-07-14

We propose a new on-the-fly kinetic Monte Carlo (KMC) method that is based on exhaustive potential energy surface searching carried out with the global reaction route mapping (GRRM) algorithm. Starting from any given equilibrium state, this GRRM-KMC algorithm performs a one-step GRRM search to identify all surrounding transition states. Intrinsic reaction coordinate pathways are then calculated to identify potential subsequent equilibrium states. Harmonic transition state theory is used to calculate rate constants for all potential pathways, before a standard KMC accept/reject selection is performed. The selected pathway is then used to propagate the system forward in time, which is calculatedmore » on the basis of 1st order kinetics. The GRRM-KMC algorithm is validated here in two challenging contexts: intramolecular proton transfer in malonaldehyde and surface carbon diffusion on an iron nanoparticle. We demonstrate that in both cases the GRRM-KMC method is capable of reproducing the 1st order kinetics observed during independent quantum chemical molecular dynamics simulations using the density-functional tight-binding potential.« less

A global reaction route mapping-based kinetic Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Mitchell, Izaac; Irle, Stephan; Page, Alister J.

2016-07-01

We propose a new on-the-fly kinetic Monte Carlo (KMC) method that is based on exhaustive potential energy surface searching carried out with the global reaction route mapping (GRRM) algorithm. Starting from any given equilibrium state, this GRRM-KMC algorithm performs a one-step GRRM search to identify all surrounding transition states. Intrinsic reaction coordinate pathways are then calculated to identify potential subsequent equilibrium states. Harmonic transition state theory is used to calculate rate constants for all potential pathways, before a standard KMC accept/reject selection is performed. The selected pathway is then used to propagate the system forward in time, which is calculated on the basis of 1st order kinetics. The GRRM-KMC algorithm is validated here in two challenging contexts: intramolecular proton transfer in malonaldehyde and surface carbon diffusion on an iron nanoparticle. We demonstrate that in both cases the GRRM-KMC method is capable of reproducing the 1st order kinetics observed during independent quantum chemical molecular dynamics simulations using the density-functional tight-binding potential.

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.

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.

Molecular Monte Carlo Simulations Using Graphics Processing Units: To Waste Recycle or Not?

PubMed

Kim, Jihan; Rodgers, Jocelyn M; Athènes, Manuel; Smit, Berend

2011-10-11

In the waste recycling Monte Carlo (WRMC) algorithm, (1) multiple trial states may be simultaneously generated and utilized during Monte Carlo moves to improve the statistical accuracy of the simulations, suggesting that such an algorithm may be well posed for implementation in parallel on graphics processing units (GPUs). In this paper, we implement two waste recycling Monte Carlo algorithms in CUDA (Compute Unified Device Architecture) using uniformly distributed random trial states and trial states based on displacement random-walk steps, and we test the methods on a methane-zeolite MFI framework system to evaluate their utility. We discuss the specific implementation details of the waste recycling GPU algorithm and compare the methods to other parallel algorithms optimized for the framework system. We analyze the relationship between the statistical accuracy of our simulations and the CUDA block size to determine the efficient allocation of the GPU hardware resources. We make comparisons between the GPU and the serial CPU Monte Carlo implementations to assess speedup over conventional microprocessors. Finally, we apply our optimized GPU algorithms to the important problem of determining free energy landscapes, in this case for molecular motion through the zeolite LTA.

Data decomposition of Monte Carlo particle transport simulations via tally servers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Romano, Paul K.; Siegel, Andrew R.; Forget, Benoit

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 algorithmmore » 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.« less

Mosaicing of airborne LiDAR bathymetry strips based on Monte Carlo matching

NASA Astrophysics Data System (ADS)

Yang, Fanlin; Su, Dianpeng; Zhang, Kai; Ma, Yue; Wang, Mingwei; Yang, Anxiu

2017-09-01

This study proposes a new methodology for mosaicing airborne light detection and ranging (LiDAR) bathymetry (ALB) data based on Monte Carlo matching. Various errors occur in ALB data due to imperfect system integration and other interference factors. To account for these errors, a Monte Carlo matching algorithm based on a nonlinear least-squares adjustment model is proposed. First, the raw data of strip overlap areas were filtered according to their relative drift of depths. Second, a Monte Carlo model and nonlinear least-squares adjustment model were combined to obtain seven transformation parameters. Then, the multibeam bathymetric data were used to correct the initial strip during strip mosaicing. Finally, to evaluate the proposed method, the experimental results were compared with the results of the Iterative Closest Points (ICP) and three-dimensional Normal Distributions Transform (3D-NDT) algorithms. The results demonstrate that the algorithm proposed in this study is more robust and effective. When the quality of the raw data is poor, the Monte Carlo matching algorithm can still achieve centimeter-level accuracy for overlapping areas, which meets the accuracy of bathymetry required by IHO Standards for Hydrographic Surveys Special Publication No.44.

A novel Kinetic Monte Carlo algorithm for Non-Equilibrium Simulations

NASA Astrophysics Data System (ADS)

Jha, Prateek; Kuzovkov, Vladimir; Grzybowski, Bartosz; Olvera de La Cruz, Monica

2012-02-01

We have developed an off-lattice kinetic Monte Carlo simulation scheme for reaction-diffusion problems in soft matter systems. The definition of transition probabilities in the Monte Carlo scheme are taken identical to the transition rates in a renormalized master equation of the diffusion process and match that of the Glauber dynamics of Ising model. Our scheme provides several advantages over the Brownian dynamics technique for non-equilibrium simulations. Since particle displacements are accepted/rejected in a Monte Carlo fashion as opposed to moving particles following a stochastic equation of motion, nonphysical movements (e.g., violation of a hard core assumption) are not possible (these moves have zero acceptance). Further, the absence of a stochastic ``noise'' term resolves the computational difficulties associated with generating statistically independent trajectories with definitive mean properties. Finally, since the timestep is independent of the magnitude of the interaction forces, much longer time-steps can be employed than Brownian dynamics. We discuss the applications of this scheme for dynamic self-assembly of photo-switchable nanoparticles and dynamical problems in polymeric systems.

Multigroup Monte Carlo on GPUs: Comparison of history- and event-based algorithms

DOE PAGES

Hamilton, Steven P.; Slattery, Stuart R.; Evans, Thomas M.

2017-12-22

This article presents an investigation of the performance of different multigroup Monte Carlo transport algorithms on GPUs with a discussion of both history-based and event-based approaches. Several algorithmic improvements are introduced for both approaches. By modifying the history-based algorithm that is traditionally favored in CPU-based MC codes to occasionally filter out dead particles to reduce thread divergence, performance exceeds that of either the pure history-based or event-based approaches. The impacts of several algorithmic choices are discussed, including performance studies on Kepler and Pascal generation NVIDIA GPUs for fixed source and eigenvalue calculations. Single-device performance equivalent to 20–40 CPU cores onmore » the K40 GPU and 60–80 CPU cores on the P100 GPU is achieved. Last, in addition, nearly perfect multi-device parallel weak scaling is demonstrated on more than 16,000 nodes of the Titan supercomputer.« less

Multigroup Monte Carlo on GPUs: Comparison of history- and event-based algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hamilton, Steven P.; Slattery, Stuart R.; Evans, Thomas M.

This article presents an investigation of the performance of different multigroup Monte Carlo transport algorithms on GPUs with a discussion of both history-based and event-based approaches. Several algorithmic improvements are introduced for both approaches. By modifying the history-based algorithm that is traditionally favored in CPU-based MC codes to occasionally filter out dead particles to reduce thread divergence, performance exceeds that of either the pure history-based or event-based approaches. The impacts of several algorithmic choices are discussed, including performance studies on Kepler and Pascal generation NVIDIA GPUs for fixed source and eigenvalue calculations. Single-device performance equivalent to 20–40 CPU cores onmore » the K40 GPU and 60–80 CPU cores on the P100 GPU is achieved. Last, in addition, nearly perfect multi-device parallel weak scaling is demonstrated on more than 16,000 nodes of the Titan supercomputer.« less

Finite element model updating using the shadow hybrid Monte Carlo technique

NASA Astrophysics Data System (ADS)

Boulkaibet, I.; Mthembu, L.; Marwala, T.; Friswell, M. I.; Adhikari, S.

2015-02-01

Recent research in the field of finite element model updating (FEM) advocates the adoption of Bayesian analysis techniques to dealing with the uncertainties associated with these models. However, Bayesian formulations require the evaluation of the Posterior Distribution Function which may not be available in analytical form. This is the case in FEM updating. In such cases sampling methods can provide good approximations of the Posterior distribution when implemented in the Bayesian context. Markov Chain Monte Carlo (MCMC) algorithms are the most popular sampling tools used to sample probability distributions. However, the efficiency of these algorithms is affected by the complexity of the systems (the size of the parameter space). The Hybrid Monte Carlo (HMC) offers a very important MCMC approach to dealing with higher-dimensional complex problems. The HMC uses the molecular dynamics (MD) steps as the global Monte Carlo (MC) moves to reach areas of high probability where the gradient of the log-density of the Posterior acts as a guide during the search process. However, the acceptance rate of HMC is sensitive to the system size as well as the time step used to evaluate the MD trajectory. To overcome this limitation we propose the use of the Shadow Hybrid Monte Carlo (SHMC) algorithm. The SHMC algorithm is a modified version of the Hybrid Monte Carlo (HMC) and designed to improve sampling for large-system sizes and time steps. This is done by sampling from a modified Hamiltonian function instead of the normal Hamiltonian function. In this paper, the efficiency and accuracy of the SHMC method is tested on the updating of two real structures; an unsymmetrical H-shaped beam structure and a GARTEUR SM-AG19 structure and is compared to the application of the HMC algorithm on the same structures.

Particle Communication and Domain Neighbor Coupling: Scalable Domain Decomposed Algorithms for Monte Carlo Particle Transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 IBMmore » 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.« less

Monte Carlo treatment planning with modulated electron radiotherapy: framework development and application

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

Metis: A Pure Metropolis Markov Chain Monte Carlo Bayesian Inference Library

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bates, Cameron Russell; Mckigney, Edward Allen

The use of Bayesian inference in data analysis has become the standard for large scienti c experiments [1, 2]. The Monte Carlo Codes Group(XCP-3) at Los Alamos has developed a simple set of algorithms currently implemented in C++ and Python to easily perform at-prior Markov Chain Monte Carlo Bayesian inference with pure Metropolis sampling. These implementations are designed to be user friendly and extensible for customization based on speci c application requirements. This document describes the algorithmic choices made and presents two use cases.

Optimization of the Monte Carlo code for modeling of photon migration in tissue.

PubMed

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.

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.

Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

NASA Astrophysics Data System (ADS)

Gubernatis, James

2014-03-01

A common computational task is solving a set of ordinary differential equations (o.d.e.'s). A little known theorem says that the solution of any set of o.d.e.'s is exactly solved by the expectation value over a set of arbitary Poisson processes of a particular function of the elements of the matrix that defines the o.d.e.'s. The theorem thus provides a new starting point to develop real and imaginary-time continous-time solvers for quantum Monte Carlo algorithms, and several simple observations enable various quantum Monte Carlo techniques and variance reduction methods to transfer to a new context. I will state the theorem, note a transformation to a very simple computational scheme, and illustrate the use of some techniques from the directed-loop algorithm in context of the wavefunction Monte Carlo method that is used to solve the Lindblad master equation for the dynamics of open quantum systems. I will end by noting that as the theorem does not depend on the source of the o.d.e.'s coming from quantum mechanics, it also enables the transfer of continuous-time methods from quantum Monte Carlo to the simulation of various classical equations of motion heretofore only solved deterministically.

Water Oxidation Catalysis for NiOOH by a Metropolis Monte Carlo Algorithm.

PubMed

Hareli, Chen; Caspary Toroker, Maytal

2018-05-08

Understanding catalytic mechanisms is important for discovering better catalysts, particularly for water splitting reactions that are of great interest to the renewable energy field. One of the best performing catalysts for water oxidation is nickel oxyhydroxide (NiOOH). However, only one mechanism has been adopted so far for modeling catalysis of the active plane: β-NiOOH(01̅5). In order to understand how a second reaction mechanism affects catalysis, we perform Density Functional Theory + U (DFT+U) calculations of a second mechanism for water oxidation reaction of NiOOH. Then, we use a Metropolis Monte Carlo algorithm to calculate how many catalytic cycles are completed when two reaction mechanisms are competing. We find that within the Metropolis algorithm, the second mechanism has a higher overpotential and is therefore not active even for large applied biases.

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.

Path integral Monte Carlo ground state approach: formalism, implementation, and applications

NASA Astrophysics Data System (ADS)

Yan, Yangqian; Blume, D.

2017-11-01

Monte Carlo techniques have played an important role in understanding strongly correlated systems across many areas of physics, covering a wide range of energy and length scales. Among the many Monte Carlo methods applicable to quantum mechanical systems, the path integral Monte Carlo approach with its variants has been employed widely. Since semi-classical or classical approaches will not be discussed in this review, path integral based approaches can for our purposes be divided into two categories: approaches applicable to quantum mechanical systems at zero temperature and approaches applicable to quantum mechanical systems at finite temperature. While these two approaches are related to each other, the underlying formulation and aspects of the algorithm differ. This paper reviews the path integral Monte Carlo ground state (PIGS) approach, which solves the time-independent Schrödinger equation. Specifically, the PIGS approach allows for the determination of expectation values with respect to eigen states of the few- or many-body Schrödinger equation provided the system Hamiltonian is known. The theoretical framework behind the PIGS algorithm, implementation details, and sample applications for fermionic systems are presented.

The Impact of Monte Carlo Dose Calculations on Intensity-Modulated Radiation Therapy

NASA Astrophysics Data System (ADS)

Siebers, J. V.; Keall, P. J.; Mohan, R.

The effect of dose calculation accuracy for IMRT was studied by comparing different dose calculation algorithms. A head and neck IMRT plan was optimized using a superposition dose calculation algorithm. Dose was re-computed for the optimized plan using both Monte Carlo and pencil beam dose calculation algorithms to generate patient and phantom dose distributions. Tumor control probabilities (TCP) and normal tissue complication probabilities (NTCP) were computed to estimate the plan outcome. For the treatment plan studied, Monte Carlo best reproduces phantom dose measurements, the TCP was slightly lower than the superposition and pencil beam results, and the NTCP values differed little.

Fixed-node quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Anderson, James B.

Quantum Monte Carlo methods cannot at present provide exact solutions of the Schrödinger equation for systems with more than a few electrons. But, quantum Monte Carlo calculations can provide very low energy, highly accurate solutions for many systems ranging up to several hundred electrons. These systems include atoms such as Be and Fe, molecules such as H2O, CH4, and HF, and condensed materials such as solid N2 and solid silicon. The quantum Monte Carlo predictions of their energies and structures may not be `exact', but they are the best available. Most of the Monte Carlo calculations for these systems have been carried out using approximately correct fixed nodal hypersurfaces and they have come to be known as `fixed-node quantum Monte Carlo' calculations. In this paper we review these `fixed node' calculations and the accuracies they yield.

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.

Visual improvement for bad handwriting based on Monte-Carlo method

NASA Astrophysics Data System (ADS)

Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua

2014-03-01

A visual improvement algorithm based on Monte Carlo simulation is proposed in this paper, in order to enhance visual effects for bad handwriting. The whole improvement process is to use well designed typeface so as to optimize bad handwriting image. In this process, a series of linear operators for image transformation are defined for transforming typeface image to approach handwriting image. And specific parameters of linear operators are estimated by Monte Carlo method. Visual improvement experiments illustrate that the proposed algorithm can effectively enhance visual effect for handwriting image as well as maintain the original handwriting features, such as tilt, stroke order and drawing direction etc. The proposed visual improvement algorithm, in this paper, has a huge potential to be applied in tablet computer and Mobile Internet, in order to improve user experience on handwriting.

Probabilistic learning of nonlinear dynamical systems using sequential Monte Carlo

NASA Astrophysics Data System (ADS)

Schön, Thomas B.; Svensson, Andreas; Murray, Lawrence; Lindsten, Fredrik

2018-05-01

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data. Specifically, we consider learning of probabilistic nonlinear state-space models. There is no closed-form solution available for this problem, implying that we are forced to use approximations. In this tutorial we will provide a self-contained introduction to one of the state-of-the-art methods-the particle Metropolis-Hastings algorithm-which has proven to offer a practical approximation. This is a Monte Carlo based method, where the particle filter is used to guide a Markov chain Monte Carlo method through the parameter space. One of the key merits of the particle Metropolis-Hastings algorithm is that it is guaranteed to converge to the "true solution" under mild assumptions, despite being based on a particle filter with only a finite number of particles. We will also provide a motivating numerical example illustrating the method using a modeling language tailored for sequential Monte Carlo methods. The intention of modeling languages of this kind is to open up the power of sophisticated Monte Carlo methods-including particle Metropolis-Hastings-to a large group of users without requiring them to know all the underlying mathematical details.

An improved random walk algorithm for the implicit Monte Carlo method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Keady, Kendra P., E-mail: keadyk@lanl.gov; Cleveland, Mathew A.

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 aremore » 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.« less

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Quantum Monte Carlo Simulation of Frustrated Kondo Lattice Models

NASA Astrophysics Data System (ADS)

Sato, Toshihiro; Assaad, Fakher F.; Grover, Tarun

2018-03-01

The absence of the negative sign problem in quantum Monte Carlo simulations of spin and fermion systems has different origins. World-line based algorithms for spins require positivity of matrix elements whereas auxiliary field approaches for fermions depend on symmetries such as particle-hole symmetry. For negative-sign-free spin and fermionic systems, we show that one can formulate a negative-sign-free auxiliary field quantum Monte Carlo algorithm that allows Kondo coupling of fermions with the spins. Using this general approach, we study a half-filled Kondo lattice model on the honeycomb lattice with geometric frustration. In addition to the conventional Kondo insulator and antiferromagnetically ordered phases, we find a partial Kondo screened state where spins are selectively screened so as to alleviate frustration, and the lattice rotation symmetry is broken nematically.

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan

2016-10-01

MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.

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.

Online sequential Monte Carlo smoother for partially observed diffusion processes

NASA Astrophysics Data System (ADS)

Gloaguen, Pierre; Étienne, Marie-Pierre; Le Corff, Sylvain

2018-12-01

This paper introduces a new algorithm to approximate smoothed additive functionals of partially observed diffusion processes. This method relies on a new sequential Monte Carlo method which allows to compute such approximations online, i.e., as the observations are received, and with a computational complexity growing linearly with the number of Monte Carlo samples. The original algorithm cannot be used in the case of partially observed stochastic differential equations since the transition density of the latent data is usually unknown. We prove that it may be extended to partially observed continuous processes by replacing this unknown quantity by an unbiased estimator obtained for instance using general Poisson estimators. This estimator is proved to be consistent and its performance are illustrated using data from two models.

A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

NASA Astrophysics Data System (ADS)

Wu, Keyi; Li, Jinglai

2016-09-01

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.

Semi-stochastic full configuration interaction quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Holmes, Adam; Petruzielo, Frank; Khadilkar, Mihir; Changlani, Hitesh; Nightingale, M. P.; Umrigar, C. J.

2012-02-01

In the recently proposed full configuration interaction quantum Monte Carlo (FCIQMC) [1,2], the ground state is projected out stochastically, using a population of walkers each of which represents a basis state in the Hilbert space spanned by Slater determinants. The infamous fermion sign problem manifests itself in the fact that walkers of either sign can be spawned on a given determinant. We propose an improvement on this method in the form of a hybrid stochastic/deterministic technique, which we expect will improve the efficiency of the algorithm by ameliorating the sign problem. We test the method on atoms and molecules, e.g., carbon, carbon dimer, N2 molecule, and stretched N2. [4pt] [1] Fermion Monte Carlo without fixed nodes: a Game of Life, death and annihilation in Slater Determinant space. George Booth, Alex Thom, Ali Alavi. J Chem Phys 131, 050106, (2009).[0pt] [2] Survival of the fittest: Accelerating convergence in full configuration-interaction quantum Monte Carlo. Deidre Cleland, George Booth, and Ali Alavi. J Chem Phys 132, 041103 (2010).

(U) Introduction to Monte Carlo Methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hungerford, Aimee L.

2017-03-20

Monte Carlo methods are very valuable for representing solutions to particle transport problems. Here we describe a “cook book” approach to handling the terms in a transport equation using Monte Carlo methods. Focus is on the mechanics of a numerical Monte Carlo code, rather than the mathematical foundations of the method.

Subtle Monte Carlo Updates in Dense Molecular Systems.

PubMed

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.

Quantum Gibbs ensemble Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fantoni, Riccardo, E-mail: rfantoni@ts.infn.it; Moroni, Saverio, E-mail: moroni@democritos.it

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.

Monte Carlo-based Reconstruction in Water Cherenkov Detectors using Chroma

NASA Astrophysics Data System (ADS)

Seibert, Stanley; Latorre, Anthony

2012-03-01

We demonstrate the feasibility of event reconstruction---including position, direction, energy and particle identification---in water Cherenkov detectors with a purely Monte Carlo-based method. Using a fast optical Monte Carlo package we have written, called Chroma, in combination with several variance reduction techniques, we can estimate the value of a likelihood function for an arbitrary event hypothesis. The likelihood can then be maximized over the parameter space of interest using a form of gradient descent designed for stochastic functions. Although slower than more traditional reconstruction algorithms, this completely Monte Carlo-based technique is universal and can be applied to a detector of any size or shape, which is a major advantage during the design phase of an experiment. As a specific example, we focus on reconstruction results from a simulation of the 200 kiloton water Cherenkov far detector option for LBNE.

The Metropolis Monte Carlo method with CUDA enabled Graphic Processing Units

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hall, Clifford; School of Physics, Astronomy, and Computational Sciences, George Mason University, 4400 University Dr., Fairfax, VA 22030; Ji, Weixiao

2014-02-01

We present a CPU–GPU system for runtime acceleration of large molecular simulations using GPU computation and memory swaps. The memory architecture of the GPU can be used both as container for simulation data stored on the graphics card and as floating-point code target, providing an effective means for the manipulation of atomistic or molecular data on the GPU. To fully take advantage of this mechanism, efficient GPU realizations of algorithms used to perform atomistic and molecular simulations are essential. Our system implements a versatile molecular engine, including inter-molecule interactions and orientational variables for performing the Metropolis Monte Carlo (MMC) algorithm,more » which is one type of Markov chain Monte Carlo. By combining memory objects with floating-point code fragments we have implemented an MMC parallel engine that entirely avoids the communication time of molecular data at runtime. Our runtime acceleration system is a forerunner of a new class of CPU–GPU algorithms exploiting memory concepts combined with threading for avoiding bus bandwidth and communication. The testbed molecular system used here is a condensed phase system of oligopyrrole chains. A benchmark shows a size scaling speedup of 60 for systems with 210,000 pyrrole monomers. Our implementation can easily be combined with MPI to connect in parallel several CPU–GPU duets. -- Highlights: •We parallelize the Metropolis Monte Carlo (MMC) algorithm on one CPU—GPU duet. •The Adaptive Tempering Monte Carlo employs MMC and profits from this CPU—GPU implementation. •Our benchmark shows a size scaling-up speedup of 62 for systems with 225,000 particles. •The testbed involves a polymeric system of oligopyrroles in the condensed phase. •The CPU—GPU parallelization includes dipole—dipole and Mie—Jones classic potentials.« less

Renyi entanglement entropy of interacting fermions calculated using the continuous-time quantum Monte Carlo method.

PubMed

Wang, Lei; Troyer, Matthias

2014-09-12

We present a new algorithm for calculating the Renyi entanglement entropy of interacting fermions using the continuous-time quantum Monte Carlo method. The algorithm only samples the interaction correction of the entanglement entropy, which by design ensures the efficient calculation of weakly interacting systems. Combined with Monte Carlo reweighting, the algorithm also performs well for systems with strong interactions. We demonstrate the potential of this method by studying the quantum entanglement signatures of the charge-density-wave transition of interacting fermions on a square lattice.

Automatic mesh adaptivity for hybrid Monte Carlo/deterministic neutronics modeling of difficult shielding problems

DOE PAGES

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

Monte Carlo verification of radiotherapy treatments with CloudMC.

PubMed

Miras, Hector; Jiménez, Rubén; Perales, Álvaro; Terrón, José Antonio; Bertolet, Alejandro; Ortiz, Antonio; Macías, José

2018-06-27

A new implementation has been made on CloudMC, a cloud-based platform presented in a previous work, in order to provide services for radiotherapy treatment verification by means of Monte Carlo in a fast, easy and economical way. A description of the architecture of the application and the new developments implemented is presented together with the results of the tests carried out to validate its performance. CloudMC has been developed over Microsoft Azure cloud. It is based on a map/reduce implementation for Monte Carlo calculations distribution over a dynamic cluster of virtual machines in order to reduce calculation time. CloudMC has been updated with new methods to read and process the information related to radiotherapy treatment verification: CT image set, treatment plan, structures and dose distribution files in DICOM format. Some tests have been designed in order to determine, for the different tasks, the most suitable type of virtual machines from those available in Azure. Finally, the performance of Monte Carlo verification in CloudMC is studied through three real cases that involve different treatment techniques, linac models and Monte Carlo codes. Considering computational and economic factors, D1_v2 and G1 virtual machines were selected as the default type for the Worker Roles and the Reducer Role respectively. Calculation times up to 33 min and costs of 16 € were achieved for the verification cases presented when a statistical uncertainty below 2% (2σ) was required. The costs were reduced to 3-6 € when uncertainty requirements are relaxed to 4%. Advantages like high computational power, scalability, easy access and pay-per-usage model, make Monte Carlo cloud-based solutions, like the one presented in this work, an important step forward to solve the long-lived problem of truly introducing the Monte Carlo algorithms in the daily routine of the radiotherapy planning process.

Monte Carlo: in the beginning and some great expectations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Metropolis, N.

1985-01-01

The central theme will be on the historical setting and origins of the Monte Carlo Method. The scene was post-war Los Alamos Scientific Laboratory. There was an inevitability about the Monte Carlo Event: the ENIAC had recently enjoyed its meteoric rise (on a classified Los Alamos problem); Stan Ulam had returned to Los Alamos; John von Neumann was a frequent visitor. Techniques, algorithms, and applications developed rapidly at Los Alamos. Soon, the fascination of the Method reached wider horizons. The first paper was submitted for publication in the spring of 1949. In the summer of 1949, the first open conferencemore » was held at the University of California at Los Angeles. Of some interst perhaps is an account of Fermi's earlier, independent application in neutron moderation studies while at the University of Rome. The quantum leap expected with the advent of massively parallel processors will provide stimuli for very ambitious applications of the Monte Carlo Method in disciplines ranging from field theories to cosmology, including more realistic models in the neurosciences. A structure of multi-instruction sets for parallel processing is ideally suited for the Monte Carlo approach. One may even hope for a modest hardening of the soft sciences.« less

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.

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…

The impact of low-Z and high-Z metal implants in IMRT: A Monte Carlo study of dose inaccuracies in commercial dose algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Spadea, Maria Francesca, E-mail: mfspadea@unicz.it; Verburg, Joost Mathias; Seco, Joao

2014-01-15

Purpose: The aim of the study was to evaluate the dosimetric impact of low-Z and high-Z metallic implants on IMRT plans. Methods: Computed tomography (CT) scans of three patients were analyzed to study effects due to the presence of Titanium (low-Z), Platinum and Gold (high-Z) inserts. To eliminate artifacts in CT images, a sinogram-based metal artifact reduction algorithm was applied. IMRT dose calculations were performed on both the uncorrected and corrected images using a commercial planning system (convolution/superposition algorithm) and an in-house Monte Carlo platform. Dose differences between uncorrected and corrected datasets were computed and analyzed using gamma index (Pγ{submore » <1}) and setting 2 mm and 2% as distance to agreement and dose difference criteria, respectively. Beam specific depth dose profiles across the metal were also examined. Results: Dose discrepancies between corrected and uncorrected datasets were not significant for low-Z material. High-Z materials caused under-dosage of 20%–25% in the region surrounding the metal and over dosage of 10%–15% downstream of the hardware. Gamma index test yielded Pγ{sub <1}>99% for all low-Z cases; while for high-Z cases it returned 91% < Pγ{sub <1}< 99%. Analysis of the depth dose curve of a single beam for low-Z cases revealed that, although the dose attenuation is altered inside the metal, it does not differ downstream of the insert. However, for high-Z metal implants the dose is increased up to 10%–12% around the insert. In addition, Monte Carlo method was more sensitive to the presence of metal inserts than superposition/convolution algorithm. Conclusions: The reduction in terms of dose of metal artifacts in CT images is relevant for high-Z implants. In this case, dose distribution should be calculated using Monte Carlo algorithms, given their superior accuracy in dose modeling in and around the metal. In addition, the knowledge of the composition of metal inserts improves the

SU-E-T-405: Evaluation of the Raystation Electron Monte Carlo Algorithm for Varian Linear Accelerators

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 tomore » 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.« less

Simulation of Nuclear Reactor Kinetics by the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gomin, E. A.; Davidenko, V. D.; Zinchenko, A. S.; Kharchenko, I. K.

2017-12-01

The KIR computer code intended for calculations of nuclear reactor kinetics using the Monte Carlo method is described. The algorithm implemented in the code is described in detail. Some results of test calculations are given.

Experimental evaluation of a GPU-based Monte Carlo dose calculation algorithm in the Monaco treatment planning system.

PubMed

Paudel, Moti R; Kim, Anthony; Sarfehnia, Arman; Ahmad, Sayed B; Beachey, David J; Sahgal, Arjun; Keller, Brian M

2016-11-08

A new GPU-based Monte Carlo dose calculation algorithm (GPUMCD), devel-oped 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 correc-tion. 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 × 10 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. © 2016 The Authors.

Development of reversible jump Markov Chain Monte Carlo algorithm in the Bayesian mixture modeling for microarray data in Indonesia

NASA Astrophysics Data System (ADS)

Astuti, Ani Budi; Iriawan, Nur; Irhamah, Kuswanto, Heri

2017-12-01

In the Bayesian mixture modeling requires stages the identification number of the most appropriate mixture components thus obtained mixture models fit the data through data driven concept. Reversible Jump Markov Chain Monte Carlo (RJMCMC) is a combination of the reversible jump (RJ) concept and the Markov Chain Monte Carlo (MCMC) concept used by some researchers to solve the problem of identifying the number of mixture components which are not known with certainty number. In its application, RJMCMC using the concept of the birth/death and the split-merge with six types of movement, that are w updating, θ updating, z updating, hyperparameter β updating, split-merge for components and birth/death from blank components. The development of the RJMCMC algorithm needs to be done according to the observed case. The purpose of this study is to know the performance of RJMCMC algorithm development in identifying the number of mixture components which are not known with certainty number in the Bayesian mixture modeling for microarray data in Indonesia. The results of this study represent that the concept RJMCMC algorithm development able to properly identify the number of mixture components in the Bayesian normal mixture model wherein the component mixture in the case of microarray data in Indonesia is not known for certain number.

Monte Carlo charged-particle tracking and energy deposition on a Lagrangian mesh.

PubMed

Yuan, J; Moses, G A; McKenty, P W

2005-10-01

A Monte Carlo algorithm for alpha particle tracking and energy deposition on a cylindrical computational mesh in a Lagrangian hydrodynamics code used for inertial confinement fusion (ICF) simulations is presented. The straight line approximation is used to follow propagation of "Monte Carlo particles" which represent collections of alpha particles generated from thermonuclear deuterium-tritium (DT) reactions. Energy deposition in the plasma is modeled by the continuous slowing down approximation. The scheme addresses various aspects arising in the coupling of Monte Carlo tracking with Lagrangian hydrodynamics; such as non-orthogonal severely distorted mesh cells, particle relocation on the moving mesh and particle relocation after rezoning. A comparison with the flux-limited multi-group diffusion transport method is presented for a polar direct drive target design for the National Ignition Facility. Simulations show the Monte Carlo transport method predicts about earlier ignition than predicted by the diffusion method, and generates higher hot spot temperature. Nearly linear speed-up is achieved for multi-processor parallel simulations.

Asteroid mass estimation with Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, L.; Granvik, M.

2017-09-01

We have developed a new Markov-chain Monte Carlo-based algorithm for asteroid mass estimation based on mutual encounters and tested it for several different asteroids. Our results are in line with previous literature values but suggest that uncertainties of prior estimates may be misleading as a consequence of using linearized methods.

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.

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.

Parallel Monte Carlo Search for Hough Transform

NASA Astrophysics Data System (ADS)

Lopes, Raul H. C.; Franqueira, Virginia N. L.; Reid, Ivan D.; Hobson, Peter R.

2017-10-01

We investigate the problem of line detection in digital image processing and in special how state of the art algorithms behave in the presence of noise and whether CPU efficiency can be improved by the combination of a Monte Carlo Tree Search, hierarchical space decomposition, and parallel computing. The starting point of the investigation is the method introduced in 1962 by Paul Hough for detecting lines in binary images. Extended in the 1970s to the detection of space forms, what came to be known as Hough Transform (HT) has been proposed, for example, in the context of track fitting in the LHC ATLAS and CMS projects. The Hough Transform transfers the problem of line detection, for example, into one of optimization of the peak in a vote counting process for cells which contain the possible points of candidate lines. The detection algorithm can be computationally expensive both in the demands made upon the processor and on memory. Additionally, it can have a reduced effectiveness in detection in the presence of noise. Our first contribution consists in an evaluation of the use of a variation of the Radon Transform as a form of improving theeffectiveness of line detection in the presence of noise. Then, parallel algorithms for variations of the Hough Transform and the Radon Transform for line detection are introduced. An algorithm for Parallel Monte Carlo Search applied to line detection is also introduced. Their algorithmic complexities are discussed. Finally, implementations on multi-GPU and multicore architectures are discussed.

How Monte Carlo heuristics aid to identify the physical processes of drug release kinetics.

PubMed

Lecca, Paola

2018-01-01

We implement a Monte Carlo heuristic algorithm to model drug release from a solid dosage form. We show that with Monte Carlo simulations it is possible to identify and explain the causes of the unsatisfactory predictive power of current drug release models. It is well known that the power-law, the exponential models, as well as those derived from or inspired by them accurately reproduce only the first 60% of the release curve of a drug from a dosage form. In this study, by using Monte Carlo simulation approaches, we show that these models fit quite accurately almost the entire release profile when the release kinetics is not governed by the coexistence of different physico-chemical mechanisms. We show that the accuracy of the traditional models are comparable with those of Monte Carlo heuristics when these heuristics approximate and oversimply the phenomenology of drug release. This observation suggests to develop and use novel Monte Carlo simulation heuristics able to describe the complexity of the release kinetics, and consequently to generate data more similar to those observed in real experiments. Implementing Monte Carlo simulation heuristics of the drug release phenomenology may be much straightforward and efficient than hypothesizing and implementing from scratch complex mathematical models of the physical processes involved in drug release. Identifying and understanding through simulation heuristics what processes of this phenomenology reproduce the observed data and then formalize them in mathematics may allow avoiding time-consuming, trial-error based regression procedures. Three bullet points, highlighting the customization of the procedure. •An efficient heuristics based on Monte Carlo methods for simulating drug release from solid dosage form encodes is presented. It specifies the model of the physical process in a simple but accurate way in the formula of the Monte Carlo Micro Step (MCS) time interval.•Given the experimentally observed curve of

Continuous-time quantum Monte Carlo impurity solvers

NASA Astrophysics Data System (ADS)

Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias

2011-04-01

Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as

Harnessing graphical structure in Markov chain Monte Carlo learning

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 tomore » 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.« less

The kinetic activation-relaxation technique: an off-lattice, self-learning kinetic Monte Carlo algorithm with on-the-fly event search

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).

Path-integral Monte Carlo method for Rényi entanglement entropies.

PubMed

Herdman, C M; Inglis, Stephen; Roy, P-N; Melko, R G; Del Maestro, A

2014-07-01

We introduce a quantum Monte Carlo algorithm to measure the Rényi entanglement entropies in systems of interacting bosons in the continuum. This approach is based on a path-integral ground state method that can be applied to interacting itinerant bosons in any spatial dimension with direct relevance to experimental systems of quantum fluids. We demonstrate how it may be used to compute spatial mode entanglement, particle partitioned entanglement, and the entanglement of particles, providing insights into quantum correlations generated by fluctuations, indistinguishability, and interactions. We present proof-of-principle calculations and benchmark against an exactly soluble model of interacting bosons in one spatial dimension. As this algorithm retains the fundamental polynomial scaling of quantum Monte Carlo when applied to sign-problem-free models, future applications should allow for the study of entanglement entropy in large-scale many-body systems of interacting bosons.

Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy.

PubMed

Bonenfant, Éric; Magnoux, Vincent; Hissoiny, Sami; Ozell, Benoît; Beaulieu, Luc; Després, Philippe

2015-07-07

The aim of this study was to evaluate the potential of bGPUMCD, a Monte Carlo algorithm executed on Graphics Processing Units (GPUs), for fast dose calculations in permanent prostate implant dosimetry. It also aimed to validate a low dose rate brachytherapy source in terms of TG-43 metrics and to use this source to compute dose distributions for permanent prostate implant in very short times. The physics of bGPUMCD was reviewed and extended to include Rayleigh scattering and fluorescence from photoelectric interactions for all materials involved. The radial and anisotropy functions were obtained for the Nucletron SelectSeed in TG-43 conditions. These functions were compared to those found in the MD Anderson Imaging and Radiation Oncology Core brachytherapy source registry which are considered the TG-43 reference values. After appropriate calibration of the source, permanent prostate implant dose distributions were calculated for four patients and compared to an already validated Geant4 algorithm. The radial function calculated from bGPUMCD showed excellent agreement (differences within 1.3%) with TG-43 accepted values. The anisotropy functions at r = 1 cm and r = 4 cm were within 2% of TG-43 values for angles over 17.5°. For permanent prostate implants, Monte Carlo-based dose distributions with a statistical uncertainty of 1% or less for the target volume were obtained in 30 s or less for 1 × 1 × 1 mm(3) calculation grids. Dosimetric indices were very similar (within 2.7%) to those obtained with a validated, independent Monte Carlo code (Geant4) performing the calculations for the same cases in a much longer time (tens of minutes to more than a hour). bGPUMCD is a promising code that lets envision the use of Monte Carlo techniques in a clinical environment, with sub-minute execution times on a standard workstation. Future work will explore the use of this code with an inverse planning method to provide a complete Monte Carlo-based planning solution.

Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy

NASA Astrophysics Data System (ADS)

Bonenfant, Éric; Magnoux, Vincent; Hissoiny, Sami; Ozell, Benoît; Beaulieu, Luc; Després, Philippe

2015-07-01

The aim of this study was to evaluate the potential of bGPUMCD, a Monte Carlo algorithm executed on Graphics Processing Units (GPUs), for fast dose calculations in permanent prostate implant dosimetry. It also aimed to validate a low dose rate brachytherapy source in terms of TG-43 metrics and to use this source to compute dose distributions for permanent prostate implant in very short times. The physics of bGPUMCD was reviewed and extended to include Rayleigh scattering and fluorescence from photoelectric interactions for all materials involved. The radial and anisotropy functions were obtained for the Nucletron SelectSeed in TG-43 conditions. These functions were compared to those found in the MD Anderson Imaging and Radiation Oncology Core brachytherapy source registry which are considered the TG-43 reference values. After appropriate calibration of the source, permanent prostate implant dose distributions were calculated for four patients and compared to an already validated Geant4 algorithm. The radial function calculated from bGPUMCD showed excellent agreement (differences within 1.3%) with TG-43 accepted values. The anisotropy functions at r = 1 cm and r = 4 cm were within 2% of TG-43 values for angles over 17.5°. For permanent prostate implants, Monte Carlo-based dose distributions with a statistical uncertainty of 1% or less for the target volume were obtained in 30 s or less for 1 × 1 × 1 mm3 calculation grids. Dosimetric indices were very similar (within 2.7%) to those obtained with a validated, independent Monte Carlo code (Geant4) performing the calculations for the same cases in a much longer time (tens of minutes to more than a hour). bGPUMCD is a promising code that lets envision the use of Monte Carlo techniques in a clinical environment, with sub-minute execution times on a standard workstation. Future work will explore the use of this code with an inverse planning method to provide a complete Monte Carlo-based planning solution.

Pushing the limits of Monte Carlo simulations for the three-dimensional Ising model

NASA Astrophysics Data System (ADS)

Ferrenberg, Alan M.; Xu, Jiahao; Landau, David P.

2018-04-01

While the three-dimensional Ising model has defied analytic solution, various numerical methods like Monte Carlo, Monte Carlo renormalization group, and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff cluster flipping algorithm with both 32-bit and 53-bit random number generators and data analysis with histogram reweighting and quadruple precision arithmetic, we have investigated the critical behavior of the simple cubic Ising Model, with lattice sizes ranging from 163 to 10243. By analyzing data with cross correlations between various thermodynamic quantities obtained from the same data pool, e.g., logarithmic derivatives of magnetization and derivatives of magnetization cumulants, we have obtained the critical inverse temperature Kc=0.221 654 626 (5 ) and the critical exponent of the correlation length ν =0.629 912 (86 ) with precision that exceeds all previous Monte Carlo estimates.

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…

SU-E-T-344: Validation and Clinical Experience of Eclipse Electron Monte Carlo Algorithm (EMC)

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 planningmore » 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.« less

FitSKIRT: genetic algorithms to automatically fit dusty galaxies with a Monte Carlo radiative transfer code

NASA Astrophysics Data System (ADS)

De Geyter, G.; Baes, M.; Fritz, J.; Camps, P.

2013-02-01

We present FitSKIRT, a method to efficiently fit radiative transfer models to UV/optical images of dusty galaxies. These images have the advantage that they have better spatial resolution compared to FIR/submm data. FitSKIRT uses the GAlib genetic algorithm library to optimize the output of the SKIRT Monte Carlo radiative transfer code. Genetic algorithms prove to be a valuable tool in handling the multi- dimensional search space as well as the noise induced by the random nature of the Monte Carlo radiative transfer code. FitSKIRT is tested on artificial images of a simulated edge-on spiral galaxy, where we gradually increase the number of fitted parameters. We find that we can recover all model parameters, even if all 11 model parameters are left unconstrained. Finally, we apply the FitSKIRT code to a V-band image of the edge-on spiral galaxy NGC 4013. This galaxy has been modeled previously by other authors using different combinations of radiative transfer codes and optimization methods. Given the different models and techniques and the complexity and degeneracies in the parameter space, we find reasonable agreement between the different models. We conclude that the FitSKIRT method allows comparison between different models and geometries in a quantitative manner and minimizes the need of human intervention and biasing. The high level of automation makes it an ideal tool to use on larger sets of observed data.

Efficient Monte Carlo Methods for Biomolecular Simulations.

NASA Astrophysics Data System (ADS)

Bouzida, Djamal

A new approach to efficient Monte Carlo simulations of biological molecules is presented. By relaxing the usual restriction to Markov processes, we are able to optimize performance while dealing directly with the inhomogeneity and anisotropy inherent in these systems. The advantage of this approach is that we can introduce a wide variety of Monte Carlo moves to deal with complicated motions of the molecule, while maintaining full optimization at every step. This enables the use of a variety of collective rotational moves that relax long-wavelength modes. We were able to show by explicit simulations that the resulting algorithms substantially increase the speed of the simulation while reproducing the correct equilibrium behavior. This approach is particularly intended for simulations of macromolecules, although we expect it to be useful in other situations. The dynamic optimization of the new Monte Carlo methods makes them very suitable for simulated annealing experiments on all systems whose state space is continuous in general, and to the protein folding problem in particular. We introduce an efficient annealing schedule using preferential bias moves. Our simulated annealing experiments yield structures whose free energies were lower than the equilibrated X-ray structure, which leads us to believe that the empirical energy function used does not fully represent the interatomic interactions. Furthermore, we believe that the largest discrepancies involve the solvent effects in particular.

A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola

2018-04-01

This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take

Kinetic Activation-Relaxation Technique and Self-Evolving Atomistic Kinetic Monte Carlo: Comparison of on-the-fly kinetic Monte Carlo algorithms

DOE PAGES

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

Bayesian statistics and Monte Carlo methods

NASA Astrophysics Data System (ADS)

Koch, K. R.

2018-03-01

The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.

Reconstruction of Human Monte Carlo Geometry from Segmented Images

NASA Astrophysics Data System (ADS)

Zhao, Kai; Cheng, Mengyun; Fan, Yanchang; Wang, Wen; Long, Pengcheng; Wu, Yican

2014-06-01

Human computational phantoms have been used extensively for scientific experimental analysis and experimental simulation. This article presented a method for human geometry reconstruction from a series of segmented images of a Chinese visible human dataset. The phantom geometry could actually describe detailed structure of an organ and could be converted into the input file of the Monte Carlo codes for dose calculation. A whole-body computational phantom of Chinese adult female has been established by FDS Team which is named Rad-HUMAN with about 28.8 billion voxel number. For being processed conveniently, different organs on images were segmented with different RGB colors and the voxels were assigned with positions of the dataset. For refinement, the positions were first sampled. Secondly, the large sums of voxels inside the organ were three-dimensional adjacent, however, there were not thoroughly mergence methods to reduce the cell amounts for the description of the organ. In this study, the voxels on the organ surface were taken into consideration of the mergence which could produce fewer cells for the organs. At the same time, an indexed based sorting algorithm was put forward for enhancing the mergence speed. Finally, the Rad-HUMAN which included a total of 46 organs and tissues was described by the cuboids into the Monte Carlo Monte Carlo Geometry for the simulation. The Monte Carlo geometry was constructed directly from the segmented images and the voxels was merged exhaustively. Each organ geometry model was constructed without ambiguity and self-crossing, its geometry information could represent the accuracy appearance and precise interior structure of the organs. The constructed geometry largely retaining the original shape of organs could easily be described into different Monte Carlo codes input file such as MCNP. Its universal property was testified and high-performance was experimentally verified

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.

SU-E-T-171: Evaluation of the Analytical Anisotropic Algorithm in a Small Finger Joint Phantom Using Monte Carlo Simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

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. Themore » 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.« less

Monte Carlo sampling in diffusive dynamical systems

NASA Astrophysics Data System (ADS)

Tapias, Diego; Sanders, David P.; Altmann, Eduardo G.

2018-05-01

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements, where deviations from a diffusive process are most prominent. We search for initial conditions using a proposal that correlates states in the Markov chain constructed via a Metropolis-Hastings algorithm. We show that our method outperforms the direct sampling method and also Metropolis-Hastings methods with alternative proposals. We test our general method through numerical simulations in 1D (box-map) and 2D (Lorentz gas) systems.

Markov chain Monte Carlo techniques applied to parton distribution functions determination: Proof of concept

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.

A smart Monte Carlo procedure for production costing and uncertainty analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Parker, C.; Stremel, J.

1996-11-01

Electric utilities using chronological production costing models to decide whether to buy or sell power over the next week or next few weeks need to determine potential profits or losses under a number of uncertainties. A large amount of money can be at stake--often $100,000 a day or more--and one party of the sale must always take on the risk. In the case of fixed price ($/MWh) contracts, the seller accepts the risk. In the case of cost plus contracts, the buyer must accept the risk. So, modeling uncertainty and understanding the risk accurately can improve the competitive edge ofmore » the user. This paper investigates an efficient procedure for representing risks and costs from capacity outages. Typically, production costing models use an algorithm based on some form of random number generator to select resources as available or on outage. These algorithms allow experiments to be repeated and gains and losses to be observed in a short time. The authors perform several experiments to examine the capability of three unit outage selection methods and measures their results. Specifically, a brute force Monte Carlo procedure, a Monte Carlo procedure with Latin Hypercube sampling, and a Smart Monte Carlo procedure with cost stratification and directed sampling are examined.« less

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics.

PubMed

Wu, Xiao-Lin; Sun, Chuanyu; Beissinger, Timothy M; Rosa, Guilherme Jm; Weigel, Kent A; Gatti, Natalia de Leon; Gianola, Daniel

2012-09-25

Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics

PubMed Central

2012-01-01

Background Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Results Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Conclusions Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs. PMID:23009363

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

Performance of quantum Monte Carlo for calculating molecular bond lengths

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cleland, Deidre M., E-mail: deidre.cleland@csiro.au; Per, Manolo C., E-mail: manolo.per@csiro.au

2016-03-28

This work investigates the accuracy of real-space quantum Monte Carlo (QMC) methods for calculating molecular geometries. We present the equilibrium bond lengths of a test set of 30 diatomic molecules calculated using variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC) methods. The effect of different trial wavefunctions is investigated using single determinants constructed from Hartree-Fock (HF) and Density Functional Theory (DFT) orbitals with LDA, PBE, and B3LYP functionals, as well as small multi-configurational self-consistent field (MCSCF) multi-determinant expansions. When compared to experimental geometries, all DMC methods exhibit smaller mean-absolute deviations (MADs) than those given by HF, DFT, and MCSCF.more » The most accurate MAD of 3 ± 2 × 10{sup −3} Å is achieved using DMC with a small multi-determinant expansion. However, the more computationally efficient multi-determinant VMC method has a similar MAD of only 4.0 ± 0.9 × 10{sup −3} Å, suggesting that QMC forces calculated from the relatively simple VMC algorithm may often be sufficient for accurate molecular geometries.« less

Wavelet Monte Carlo dynamics: A new algorithm for simulating the hydrodynamics of interacting Brownian particles

NASA Astrophysics Data System (ADS)

Dyer, Oliver T.; Ball, Robin C.

2017-03-01

We develop a new algorithm for the Brownian dynamics of soft matter systems that evolves time by spatially correlated Monte Carlo moves. The algorithm uses vector wavelets as its basic moves and produces hydrodynamics in the low Reynolds number regime propagated according to the Oseen tensor. When small moves are removed, the correlations closely approximate the Rotne-Prager tensor, itself widely used to correct for deficiencies in Oseen. We also include plane wave moves to provide the longest range correlations, which we detail for both infinite and periodic systems. The computational cost of the algorithm scales competitively with the number of particles simulated, N, scaling as N In N in homogeneous systems and as N in dilute systems. In comparisons to established lattice Boltzmann and Brownian dynamics algorithms, the wavelet method was found to be only a factor of order 1 times more expensive than the cheaper lattice Boltzmann algorithm in marginally semi-dilute simulations, while it is significantly faster than both algorithms at large N in dilute simulations. We also validate the algorithm by checking that it reproduces the correct dynamics and equilibrium properties of simple single polymer systems, as well as verifying the effect of periodicity on the mobility tensor.

Experiences with Markov Chain Monte Carlo Convergence Assessment in Two Psychometric Examples

ERIC Educational Resources Information Center

Sinharay, Sandip

2004-01-01

There is an increasing use of Markov chain Monte Carlo (MCMC) algorithms for fitting statistical models in psychometrics, especially in situations where the traditional estimation techniques are very difficult to apply. One of the disadvantages of using an MCMC algorithm is that it is not straightforward to determine the convergence of the…

Recent advances and future prospects for Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brown, Forrest B

2010-01-01

The history of Monte Carlo methods is closely linked to that of computers: The first known Monte Carlo program was written in 1947 for the ENIAC; a pre-release of the first Fortran compiler was used for Monte Carlo In 1957; Monte Carlo codes were adapted to vector computers in the 1980s, clusters and parallel computers in the 1990s, and teraflop systems in the 2000s. Recent advances include hierarchical parallelism, combining threaded calculations on multicore processors with message-passing among different nodes. With the advances In computmg, Monte Carlo codes have evolved with new capabilities and new ways of use. Production codesmore » such as MCNP, MVP, MONK, TRIPOLI and SCALE are now 20-30 years old (or more) and are very rich in advanced featUres. The former 'method of last resort' has now become the first choice for many applications. Calculations are now routinely performed on office computers, not just on supercomputers. Current research and development efforts are investigating the use of Monte Carlo methods on FPGAs. GPUs, and many-core processors. Other far-reaching research is exploring ways to adapt Monte Carlo methods to future exaflop systems that may have 1M or more concurrent computational processes.« less

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.

Understanding quantum tunneling using diffusion Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Inack, E. M.; Giudici, G.; Parolini, T.; Santoro, G.; Pilati, S.

2018-03-01

In simple ferromagnetic quantum Ising models characterized by an effective double-well energy landscape the characteristic tunneling time of path-integral Monte Carlo (PIMC) simulations has been shown to scale as the incoherent quantum-tunneling time, i.e., as 1 /Δ2 , where Δ is the tunneling gap. Since incoherent quantum tunneling is employed by quantum annealers (QAs) to solve optimization problems, this result suggests that there is no quantum advantage in using QAs with respect to quantum Monte Carlo (QMC) simulations. A counterexample is the recently introduced shamrock model (Andriyash and Amin, arXiv:1703.09277), where topological obstructions cause an exponential slowdown of the PIMC tunneling dynamics with respect to incoherent quantum tunneling, leaving open the possibility for potential quantum speedup, even for stoquastic models. In this work we investigate the tunneling time of projective QMC simulations based on the diffusion Monte Carlo (DMC) algorithm without guiding functions, showing that it scales as 1 /Δ , i.e., even more favorably than the incoherent quantum-tunneling time, both in a simple ferromagnetic system and in the more challenging shamrock model. However, a careful comparison between the DMC ground-state energies and the exact solution available for the transverse-field Ising chain indicates an exponential scaling of the computational cost required to keep a fixed relative error as the system size increases.

Deterministic theory of Monte Carlo variance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ueki, T.; Larsen, E.W.

1996-12-31

The theoretical estimation of variance in Monte Carlo transport simulations, particularly those using variance reduction techniques, is a substantially unsolved problem. In this paper, the authors describe a theory that predicts the variance in a variance reduction method proposed by Dwivedi. Dwivedi`s method combines the exponential transform with angular biasing. The key element of this theory is a new modified transport problem, containing the Monte Carlo weight w as an extra independent variable, which simulates Dwivedi`s Monte Carlo scheme. The (deterministic) solution of this modified transport problem yields an expression for the variance. The authors give computational results that validatemore » this theory.« less

Estimating statistical uncertainty of Monte Carlo efficiency-gain in the context of a correlated sampling Monte Carlo code for brachytherapy treatment planning with non-normal dose distribution.

PubMed

Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr

2012-01-01

Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.

Calculated X-ray Intensities Using Monte Carlo Algorithms: A Comparison to Experimental EPMA Data

NASA Technical Reports Server (NTRS)

Carpenter, P. K.

2005-01-01

Monte Carlo (MC) modeling has been used extensively to simulate electron scattering and x-ray emission from complex geometries. Here are presented comparisons between MC results and experimental electron-probe microanalysis (EPMA) measurements as well as phi(rhoz) correction algorithms. Experimental EPMA measurements made on NIST SRM 481 (AgAu) and 482 (CuAu) alloys, at a range of accelerating potential and instrument take-off angles, represent a formal microanalysis data set that has been widely used to develop phi(rhoz) correction algorithms. X-ray intensity data produced by MC simulations represents an independent test of both experimental and phi(rhoz) correction algorithms. The alpha-factor method has previously been used to evaluate systematic errors in the analysis of semiconductor and silicate minerals, and is used here to compare the accuracy of experimental and MC-calculated x-ray data. X-ray intensities calculated by MC are used to generate a-factors using the certificated compositions in the CuAu binary relative to pure Cu and Au standards. MC simulations are obtained using the NIST, WinCasino, and WinXray algorithms; derived x-ray intensities have a built-in atomic number correction, and are further corrected for absorption and characteristic fluorescence using the PAP phi(rhoz) correction algorithm. The Penelope code additionally simulates both characteristic and continuum x-ray fluorescence and thus requires no further correction for use in calculating alpha-factors.

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.

Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling

NASA Astrophysics Data System (ADS)

Katsiolides, Grigoris; Müller, Eike H.; Scheichl, Robert; Shardlow, Tony; Giles, Michael B.; Thomson, David J.

2018-02-01

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations (SDEs). The computational bottleneck is the Monte Carlo algorithm, which simulates the motion of a large number of model particles in a turbulent velocity field; for each particle, a trajectory is calculated with a numerical timestepping method. Choosing an efficient numerical method is particularly important in operational emergency-response applications, such as tracking radioactive clouds from nuclear accidents or predicting the impact of volcanic ash clouds on international aviation, where accurate and timely predictions are essential. In this paper, we investigate the application of the Multilevel Monte Carlo (MLMC) method to simulate the propagation of particles in a representative one-dimensional dispersion scenario in the atmospheric boundary layer. MLMC can be shown to result in asymptotically superior computational complexity and reduced computational cost when compared to the Standard Monte Carlo (StMC) method, which is currently used in atmospheric dispersion modelling. To reduce the absolute cost of the method also in the non-asymptotic regime, it is equally important to choose the best possible numerical timestepping method on each level. To investigate this, we also compare the standard symplectic Euler method, which is used in many operational models, with two improved timestepping algorithms based on SDE splitting methods.

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brown, Forrest B.

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. Thesemore » 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

Dynamic load balancing for petascale quantum Monte Carlo applications: The Alias method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sudheer, C. D.; Krishnan, S.; Srinivasan, A.

Diffusion Monte Carlo is the most accurate widely used Quantum Monte Carlo method for the electronic structure of materials, but it requires frequent load balancing or population redistribution steps to maintain efficiency and avoid accumulation of systematic errors on parallel machines. The load balancing step can be a significant factor affecting performance, and will become more important as the number of processing elements increases. We propose a new dynamic load balancing algorithm, the Alias Method, and evaluate it theoretically and empirically. An important feature of the new algorithm is that the load can be perfectly balanced with each process receivingmore » at most one message. It is also optimal in the maximum size of messages received by any process. We also optimize its implementation to reduce network contention, a process facilitated by the low messaging requirement of the algorithm. Empirical results on the petaflop Cray XT Jaguar supercomputer at ORNL showing up to 30% improvement in performance on 120,000 cores. The load balancing algorithm may be straightforwardly implemented in existing codes. The algorithm may also be employed by any method with many near identical computational tasks that requires load balancing.« less

Self-learning Monte Carlo with deep neural networks

NASA Astrophysics Data System (ADS)

Shen, Huitao; Liu, Junwei; Fu, Liang

2018-05-01

The self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this paper, we show that deep neural networks can be naturally incorporated into SLMC, and without any prior knowledge can learn the original model accurately and efficiently. Demonstrated in quantum impurity models, we reduce the complexity for a local update from O (β2) in Hirsch-Fye algorithm to O (β lnβ ) , which is a significant speedup especially for systems at low temperatures.

Multilevel sequential Monte Carlo samplers

DOE PAGES

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 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 levelsmore » $${\\infty}$$ >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.« less

Monte Carlo errors with less errors

NASA Astrophysics Data System (ADS)

Wolff, Ulli; Alpha Collaboration

2004-01-01

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is argued to produce more certain error estimates than binning techniques and hence to help toward a better exploitation of expensive simulations. An effective integrated autocorrelation time is computed which is suitable to benchmark efficiencies of simulation algorithms with regard to specific observables of interest. A Matlab code is offered for download that implements the method. It can also combine independent runs (replica) allowing to judge their consistency.

Monte Carlo MP2 on Many Graphical Processing Units.

PubMed

Doran, Alexander E; Hirata, So

2016-10-11

In the Monte Carlo second-order many-body perturbation (MC-MP2) method, the long sum-of-product matrix expression of the MP2 energy, whose literal evaluation may be poorly scalable, is recast into a single high-dimensional integral of functions of electron pair coordinates, which is evaluated by the scalable method of Monte Carlo integration. The sampling efficiency is further accelerated by the redundant-walker algorithm, which allows a maximal reuse of electron pairs. Here, a multitude of graphical processing units (GPUs) offers a uniquely ideal platform to expose multilevel parallelism: fine-grain data-parallelism for the redundant-walker algorithm in which millions of threads compute and share orbital amplitudes on each GPU; coarse-grain instruction-parallelism for near-independent Monte Carlo integrations on many GPUs with few and infrequent interprocessor communications. While the efficiency boost by the redundant-walker algorithm on central processing units (CPUs) grows linearly with the number of electron pairs and tends to saturate when the latter exceeds the number of orbitals, on a GPU it grows quadratically before it increases linearly and then eventually saturates at a much larger number of pairs. This is because the orbital constructions are nearly perfectly parallelized on a GPU and thus completed in a near-constant time regardless of the number of pairs. In consequence, an MC-MP2/cc-pVDZ calculation of a benzene dimer is 2700 times faster on 256 GPUs (using 2048 electron pairs) than on two CPUs, each with 8 cores (which can use only up to 256 pairs effectively). We also numerically determine that the cost to achieve a given relative statistical uncertainty in an MC-MP2 energy increases as O(n 3 ) or better with system size n, which may be compared with the O(n 5 ) scaling of the conventional implementation of deterministic MP2. We thus establish the scalability of MC-MP2 with both system and computer sizes.

The Monte Carlo code MCPTV--Monte Carlo dose calculation in radiation therapy with carbon ions.

PubMed

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.

Summarizing Monte Carlo Results in Methodological Research.

ERIC Educational Resources Information Center

Harwell, Michael R.

Monte Carlo studies of statistical tests are prominently featured in the methodological research literature. Unfortunately, the information from these studies does not appear to have significantly influenced methodological practice in educational and psychological research. One reason is that Monte Carlo studies lack an overarching theory to guide…

Advanced Computational Methods for Monte Carlo Calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brown, Forrest B.

This course is intended for graduate students who already have a basic understanding of Monte Carlo methods. It focuses on advanced topics that may be needed for thesis research, for developing new state-of-the-art methods, or for working with modern production Monte Carlo codes.

Poster — Thur Eve — 14: Improving Tissue Segmentation for Monte Carlo Dose Calculation using DECT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Di Salvio, A.; Bedwani, S.; Carrier, J-F.

2014-08-15

Purpose: To improve Monte Carlo dose calculation accuracy through a new tissue segmentation technique with dual energy CT (DECT). Methods: Electron density (ED) and effective atomic number (EAN) can be extracted directly from DECT data with a stoichiometric calibration method. Images are acquired with Monte Carlo CT projections using the user code egs-cbct and reconstructed using an FDK backprojection algorithm. Calibration is performed using projections of a numerical RMI phantom. A weighted parameter algorithm then uses both EAN and ED to assign materials to voxels from DECT simulated images. This new method is compared to a standard tissue characterization frommore » single energy CT (SECT) data using a segmented calibrated Hounsfield unit (HU) to ED curve. Both methods are compared to the reference numerical head phantom. Monte Carlo simulations on uniform phantoms of different tissues using dosxyz-nrc show discrepancies in depth-dose distributions. Results: Both SECT and DECT segmentation methods show similar performance assigning soft tissues. Performance is however improved with DECT in regions with higher density, such as bones, where it assigns materials correctly 8% more often than segmentation with SECT, considering the same set of tissues and simulated clinical CT images, i.e. including noise and reconstruction artifacts. Furthermore, Monte Carlo results indicate that kV photon beam depth-dose distributions can double between two tissues of density higher than muscle. Conclusions: A direct acquisition of ED and the added information of EAN with DECT data improves tissue segmentation and increases the accuracy of Monte Carlo dose calculation in kV photon beams.« less

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.

Comments on "Including the effects of temperature-dependent opacities in the implicit Monte Carlo algorithm" by N.A. Gentile [J. Comput. Phys. 230 (2011) 5100-5114

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‧ (aTr4 - 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.

MUSiC - A general search for deviations from monte carlo predictions in CMS

NASA Astrophysics Data System (ADS)

Biallass, Philipp A.; CMS Collaboration

2009-06-01

A model independent analysis approach in CMS is presented, systematically scanning the data for deviations from the Monte Carlo expectation. Such an analysis can contribute to the understanding of the detector and the tuning of the event generators. Furthermore, due to the minimal theoretical bias this approach is sensitive to a variety of models of new physics, including those not yet thought of. Events are classified into event classes according to their particle content (muons, electrons, photons, jets and missing transverse energy). A broad scan of various distributions is performed, identifying significant deviations from the Monte Carlo simulation. The importance of systematic uncertainties is outlined, which are taken into account rigorously within the algorithm. Possible detector effects and generator issues, as well as models involving Supersymmetry and new heavy gauge bosons are used as an input to the search algorithm.

MUSiC - A Generic Search for Deviations from Monte Carlo Predictions in CMS

NASA Astrophysics Data System (ADS)

Hof, Carsten

2009-05-01

We present a model independent analysis approach, systematically scanning the data for deviations from the Standard Model Monte Carlo expectation. Such an analysis can contribute to the understanding of the CMS detector and the tuning of the event generators. Furthermore, due to the minimal theoretical bias this approach is sensitive to a variety of models of new physics, including those not yet thought of. Events are classified into event classes according to their particle content (muons, electrons, photons, jets and missing transverse energy). A broad scan of various distributions is performed, identifying significant deviations from the Monte Carlo simulation. We outline the importance of systematic uncertainties, which are taken into account rigorously within the algorithm. Possible detector effects and generator issues, as well as models involving supersymmetry and new heavy gauge bosons have been used as an input to the search algorithm.

Monte Carlo modeling of spatial coherence: free-space diffraction

PubMed Central

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

Advanced Monte Carlo methods for thermal radiation transport

NASA Astrophysics Data System (ADS)

Wollaber, Allan B.

During the past 35 years, the Implicit Monte Carlo (IMC) method proposed by Fleck and Cummings has been the standard Monte Carlo approach to solving the thermal radiative transfer (TRT) equations. However, the IMC equations are known to have accuracy limitations that can produce unphysical solutions. In this thesis, we explicitly provide the IMC equations with a Monte Carlo interpretation by including particle weight as one of its arguments. We also develop and test a stability theory for the 1-D, gray IMC equations applied to a nonlinear problem. We demonstrate that the worst case occurs for 0-D problems, and we extend the results to a stability algorithm that may be used for general linearizations of the TRT equations. We derive gray, Quasidiffusion equations that may be deterministically solved in conjunction with IMC to obtain an inexpensive, accurate estimate of the temperature at the end of the time step. We then define an average temperature T* to evaluate the temperature-dependent problem data in IMC, and we demonstrate that using T* is more accurate than using the (traditional) beginning-of-time-step temperature. We also propose an accuracy enhancement to the IMC equations: the use of a time-dependent "Fleck factor". This Fleck factor can be considered an automatic tuning of the traditionally defined user parameter alpha, which generally provides more accurate solutions at an increased cost relative to traditional IMC. We also introduce a global weight window that is proportional to the forward scalar intensity calculated by the Quasidiffusion method. This weight window improves the efficiency of the IMC calculation while conserving energy. All of the proposed enhancements are tested in 1-D gray and frequency-dependent problems. These enhancements do not unconditionally eliminate the unphysical behavior that can be seen in the IMC calculations. However, for fixed spatial and temporal grids, they suppress them and clearly work to make the solution more

Infinite variance in fermion quantum Monte Carlo calculations.

PubMed

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.

Quantum Monte Carlo with very large multideterminant wavefunctions.

PubMed

Scemama, Anthony; Applencourt, Thomas; Giner, Emmanuel; Caffarel, Michel

2016-07-01

An algorithm to compute efficiently the first two derivatives of (very) large multideterminant wavefunctions for quantum Monte Carlo calculations is presented. The calculation of determinants and their derivatives is performed using the Sherman-Morrison formula for updating the inverse Slater matrix. An improved implementation based on the reduction of the number of column substitutions and on a very efficient implementation of the calculation of the scalar products involved is presented. It is emphasized that multideterminant expansions contain in general a large number of identical spin-specific determinants: for typical configuration interaction-type wavefunctions the number of unique spin-specific determinants Ndetσ ( σ=↑,↓) with a non-negligible weight in the expansion is of order O(Ndet). We show that a careful implementation of the calculation of the Ndet -dependent contributions can make this step negligible enough so that in practice the algorithm scales as the total number of unique spin-specific determinants,  Ndet↑+Ndet↓, over a wide range of total number of determinants (here, Ndet up to about one million), thus greatly reducing the total computational cost. Finally, a new truncation scheme for the multideterminant expansion is proposed so that larger expansions can be considered without increasing the computational time. The algorithm is illustrated with all-electron fixed-node diffusion Monte Carlo calculations of the total energy of the chlorine atom. Calculations using a trial wavefunction including about 750,000 determinants with a computational increase of ∼400 compared to a single-determinant calculation are shown to be feasible. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Limits on the Efficiency of Event-Based Algorithms for Monte Carlo Neutron Transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Romano, Paul K.; Siegel, Andrew R.

The traditional form of parallelism in Monte Carlo particle transport simulations, wherein each individual particle history is considered a unit of work, does not lend itself well to data-level parallelism. Event-based algorithms, which were originally used for simulations on vector processors, may offer a path toward better utilizing data-level parallelism in modern computer architectures. In this study, a simple model is developed for estimating the efficiency of the event-based particle transport algorithm under two sets of assumptions. Data collected from simulations of four reactor problems using OpenMC was then used in conjunction with the models to calculate the speedup duemore » to vectorization as a function of the size of the particle bank and the vector width. When each event type is assumed to have constant execution time, the achievable speedup is directly related to the particle bank size. We observed that the bank size generally needs to be at least 20 times greater than vector size to achieve vector efficiency greater than 90%. Lastly, when the execution times for events are allowed to vary, the vector speedup is also limited by differences in execution time for events being carried out in a single event-iteration.« less

Limits on the Efficiency of Event-Based Algorithms for Monte Carlo Neutron Transport

DOE PAGES

Romano, Paul K.; Siegel, Andrew R.

2017-07-01

The traditional form of parallelism in Monte Carlo particle transport simulations, wherein each individual particle history is considered a unit of work, does not lend itself well to data-level parallelism. Event-based algorithms, which were originally used for simulations on vector processors, may offer a path toward better utilizing data-level parallelism in modern computer architectures. In this study, a simple model is developed for estimating the efficiency of the event-based particle transport algorithm under two sets of assumptions. Data collected from simulations of four reactor problems using OpenMC was then used in conjunction with the models to calculate the speedup duemore » to vectorization as a function of the size of the particle bank and the vector width. When each event type is assumed to have constant execution time, the achievable speedup is directly related to the particle bank size. We observed that the bank size generally needs to be at least 20 times greater than vector size to achieve vector efficiency greater than 90%. Lastly, when the execution times for events are allowed to vary, the vector speedup is also limited by differences in execution time for events being carried out in a single event-iteration.« less

The Development and Comparison of Molecular Dynamics Simulation and Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Chen, Jundong

2018-03-01

Molecular dynamics is an integrated technology that combines physics, mathematics and chemistry. Molecular dynamics method is a computer simulation experimental method, which is a powerful tool for studying condensed matter system. This technique not only can get the trajectory of the atom, but can also observe the microscopic details of the atomic motion. By studying the numerical integration algorithm in molecular dynamics simulation, we can not only analyze the microstructure, the motion of particles and the image of macroscopic relationship between them and the material, but can also study the relationship between the interaction and the macroscopic properties more conveniently. The Monte Carlo Simulation, similar to the molecular dynamics, is a tool for studying the micro-molecular and particle nature. In this paper, the theoretical background of computer numerical simulation is introduced, and the specific methods of numerical integration are summarized, including Verlet method, Leap-frog method and Velocity Verlet method. At the same time, the method and principle of Monte Carlo Simulation are introduced. Finally, similarities and differences of Monte Carlo Simulation and the molecular dynamics simulation are discussed.

TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Badal, A; Zbijewski, W; Bolch, W

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,more » 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

Development of Monte Carlo based real-time treatment planning system with fast calculation algorithm for boron neutron capture therapy.

PubMed

Takada, Kenta; Kumada, Hiroaki; Liem, Peng Hong; Sakurai, Hideyuki; Sakae, Takeji

2016-12-01

We simulated the effect of patient displacement on organ doses in boron neutron capture therapy (BNCT). In addition, we developed a faster calculation algorithm (NCT high-speed) to simulate irradiation more efficiently. We simulated dose evaluation for the standard irradiation position (reference position) using a head phantom. Cases were assumed where the patient body is shifted in lateral directions compared to the reference position, as well as in the direction away from the irradiation aperture. For three groups of neutron (thermal, epithermal, and fast), flux distribution using NCT high-speed with a voxelized homogeneous phantom was calculated. The three groups of neutron fluxes were calculated for the same conditions with Monte Carlo code. These calculated results were compared. In the evaluations of body movements, there were no significant differences even with shifting up to 9mm in the lateral directions. However, the dose decreased by about 10% with shifts of 9mm in a direction away from the irradiation aperture. When comparing both calculations in the phantom surface up to 3cm, the maximum differences between the fluxes calculated by NCT high-speed with those calculated by Monte Carlo code for thermal neutrons and epithermal neutrons were 10% and 18%, respectively. The time required for NCT high-speed code was about 1/10th compared to Monte Carlo calculation. In the evaluation, the longitudinal displacement has a considerable effect on the organ doses. We also achieved faster calculation of depth distribution of thermal neutron flux using NCT high-speed calculation code. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Multiple Time-Step Dual-Hamiltonian Hybrid Molecular Dynamics — Monte Carlo Canonical Propagation Algorithm

PubMed Central

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

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov chain Monte Carlo methods, namely, Hamiltonian Monte Carlo. The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the-art methods.

Parameters Free Computational Characterization of Defects in Transition Metal Oxides with Diffusion Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Santana, Juan A.; Krogel, Jaron T.; Kent, Paul R.; Reboredo, Fernando

Materials based on transition metal oxides (TMO's) are among the most challenging systems for computational characterization. Reliable and practical computations are possible by directly solving the many-body problem for TMO's with quantum Monte Carlo (QMC) methods. These methods are very computationally intensive, but recent developments in algorithms and computational infrastructures have enabled their application to real materials. We will show our efforts on the application of the diffusion quantum Monte Carlo (DMC) method to study the formation of defects in binary and ternary TMO and heterostructures of TMO. We will also outline current limitations in hardware and algorithms. This work is supported by the Materials Sciences & Engineering Division of the Office of Basic Energy Sciences, U.S. Department of Energy (DOE).

Monte Carlo simulation of aorta autofluorescence

NASA Astrophysics Data System (ADS)

Kuznetsova, A. A.; Pushkareva, A. E.

2016-08-01

Results of numerical simulation of autofluorescence of the aorta by the method of Monte Carlo are reported. Two states of the aorta, normal and with atherosclerotic lesions, are studied. A model of the studied tissue is developed on the basis of information about optical, morphological, and physico-chemical properties. It is shown that the data obtained by numerical Monte Carlo simulation are in good agreement with experimental results indicating adequacy of the developed model of the aorta autofluorescence.

Effective Online Bayesian Phylogenetics via Sequential Monte Carlo with Guided Proposals

PubMed Central

Fourment, Mathieu; Claywell, Brian C; Dinh, Vu; McCoy, Connor; Matsen IV, Frederick A; Darling, Aaron E

2018-01-01

Abstract Modern infectious disease outbreak surveillance produces continuous streams of sequence data which require phylogenetic analysis as data arrives. Current software packages for Bayesian phylogenetic inference are unable to quickly incorporate new sequences as they become available, making them less useful for dynamically unfolding evolutionary stories. This limitation can be addressed by applying a class of Bayesian statistical inference algorithms called sequential Monte Carlo (SMC) to conduct online inference, wherein new data can be continuously incorporated to update the estimate of the posterior probability distribution. In this article, we describe and evaluate several different online phylogenetic sequential Monte Carlo (OPSMC) algorithms. We show that proposing new phylogenies with a density similar to the Bayesian prior suffers from poor performance, and we develop “guided” proposals that better match the proposal density to the posterior. Furthermore, we show that the simplest guided proposals can exhibit pathological behavior in some situations, leading to poor results, and that the situation can be resolved by heating the proposal density. The results demonstrate that relative to the widely used MCMC-based algorithm implemented in MrBayes, the total time required to compute a series of phylogenetic posteriors as sequences arrive can be significantly reduced by the use of OPSMC, without incurring a significant loss in accuracy. PMID:29186587

Response Matrix Monte Carlo for electron transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ballinger, C.T.; Nielsen, D.E. Jr.; Rathkopf, J.A.

1990-11-01

A Response Matrix Monte Carol (RMMC) method has been developed for solving electron transport problems. This method was born of the need to have a reliable, computationally efficient transport method for low energy electrons (below a few hundred keV) in all materials. Today, condensed history methods are used which reduce the computation time by modeling the combined effect of many collisions but fail at low energy because of the assumptions required to characterize the electron scattering. Analog Monte Carlo simulations are prohibitively expensive since electrons undergo coulombic scattering with little state change after a collision. The RMMC method attempts tomore » combine the accuracy of an analog Monte Carlo simulation with the speed of the condensed history methods. The combined effect of many collisions is modeled, like condensed history, except it is precalculated via an analog Monte Carol simulation. This avoids the scattering kernel assumptions associated with condensed history methods. Results show good agreement between the RMMC method and analog Monte Carlo. 11 refs., 7 figs., 1 tabs.« less

Monte Carlo Simulations of Radiative and Neutrino Transport under Astrophysical Conditions

NASA Astrophysics Data System (ADS)

Krivosheyev, Yu. M.; Bisnovatyi-Kogan, G. S.

2018-05-01

Monte Carlo simulations are utilized to model radiative and neutrino transfer in astrophysics. An algorithm that can be used to study radiative transport in astrophysical plasma based on simulations of photon trajectories in a medium is described. Formation of the hard X-ray spectrum of the Galactic microquasar SS 433 is considered in detail as an example. Specific requirements for applying such simulations to neutrino transport in a densemedium and algorithmic differences compared to its application to photon transport are discussed.

Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kube, Susanna; Lasser, Caroline; Weber, Marcus

2009-04-01

The article addresses the achievable accuracy for a Monte Carlo sampling of Wigner functions in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The approximation of Wigner functions is realized by an adaption of the Metropolis algorithm for real-valued functions with disconnected support. The integration, which is necessary for computing values of the Wigner function, uses importance sampling with a Gaussian weight function. The numerical experiments agree with theoretical considerations and show an error of 2-3%.

Surface excitations in electron spectroscopy. Part I: dielectric formalism and Monte Carlo algorithm

PubMed Central

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

CPMC-Lab: A MATLAB package for Constrained Path Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Nguyen, Huy; Shi, Hao; Xu, Jie; Zhang, Shiwei

2014-12-01

We describe CPMC-Lab, a MATLAB program for the constrained-path and phaseless auxiliary-field Monte Carlo methods. These methods have allowed applications ranging from the study of strongly correlated models, such as the Hubbard model, to ab initio calculations in molecules and solids. The present package implements the full ground-state constrained-path Monte Carlo (CPMC) method in MATLAB with a graphical interface, using the Hubbard model as an example. The package can perform calculations in finite supercells in any dimensions, under periodic or twist boundary conditions. Importance sampling and all other algorithmic details of a total energy calculation are included and illustrated. This open-source tool allows users to experiment with various model and run parameters and visualize the results. It provides a direct and interactive environment to learn the method and study the code with minimal overhead for setup. Furthermore, the package can be easily generalized for auxiliary-field quantum Monte Carlo (AFQMC) calculations in many other models for correlated electron systems, and can serve as a template for developing a production code for AFQMC total energy calculations in real materials. Several illustrative studies are carried out in one- and two-dimensional lattices on total energy, kinetic energy, potential energy, and charge- and spin-gaps.

QMCPACK: an open source ab initio quantum Monte Carlo package for the electronic structure of atoms, molecules and solids

NASA Astrophysics Data System (ADS)

Kim, Jeongnim; Baczewski, Andrew D.; Beaudet, Todd D.; Benali, Anouar; Chandler Bennett, M.; Berrill, Mark A.; Blunt, Nick S.; Josué Landinez Borda, Edgar; Casula, Michele; Ceperley, David M.; Chiesa, Simone; Clark, Bryan K.; Clay, Raymond C., III; Delaney, Kris T.; Dewing, Mark; Esler, Kenneth P.; Hao, Hongxia; Heinonen, Olle; Kent, Paul R. C.; Krogel, Jaron T.; Kylänpää, Ilkka; Li, Ying Wai; Lopez, M. Graham; Luo, Ye; Malone, Fionn D.; Martin, Richard M.; Mathuriya, Amrita; McMinis, Jeremy; Melton, Cody A.; Mitas, Lubos; Morales, Miguel A.; Neuscamman, Eric; Parker, William D.; Pineda Flores, Sergio D.; Romero, Nichols A.; Rubenstein, Brenda M.; Shea, Jacqueline A. R.; Shin, Hyeondeok; Shulenburger, Luke; Tillack, Andreas F.; Townsend, Joshua P.; Tubman, Norm M.; Van Der Goetz, Brett; Vincent, Jordan E.; ChangMo Yang, D.; Yang, Yubo; Zhang, Shuai; Zhao, Luning

2018-05-01

QMCPACK is an open source quantum Monte Carlo package for ab initio electronic structure calculations. It supports calculations of metallic and insulating solids, molecules, atoms, and some model Hamiltonians. Implemented real space quantum Monte Carlo algorithms include variational, diffusion, and reptation Monte Carlo. QMCPACK uses Slater–Jastrow type trial wavefunctions in conjunction with a sophisticated optimizer capable of optimizing tens of thousands of parameters. The orbital space auxiliary-field quantum Monte Carlo method is also implemented, enabling cross validation between different highly accurate methods. The code is specifically optimized for calculations with large numbers of electrons on the latest high performance computing architectures, including multicore central processing unit and graphical processing unit systems. We detail the program’s capabilities, outline its structure, and give examples of its use in current research calculations. The package is available at http://qmcpack.org.

QMCPACK: an open source ab initio quantum Monte Carlo package for the electronic structure of atoms, molecules and solids.

PubMed

Kim, Jeongnim; Baczewski, Andrew T; Beaudet, Todd D; Benali, Anouar; Bennett, M Chandler; Berrill, Mark A; Blunt, Nick S; Borda, Edgar Josué Landinez; Casula, Michele; Ceperley, David M; Chiesa, Simone; Clark, Bryan K; Clay, Raymond C; Delaney, Kris T; Dewing, Mark; Esler, Kenneth P; Hao, Hongxia; Heinonen, Olle; Kent, Paul R C; Krogel, Jaron T; Kylänpää, Ilkka; Li, Ying Wai; Lopez, M Graham; Luo, Ye; Malone, Fionn D; Martin, Richard M; Mathuriya, Amrita; McMinis, Jeremy; Melton, Cody A; Mitas, Lubos; Morales, Miguel A; Neuscamman, Eric; Parker, William D; Pineda Flores, Sergio D; Romero, Nichols A; Rubenstein, Brenda M; Shea, Jacqueline A R; Shin, Hyeondeok; Shulenburger, Luke; Tillack, Andreas F; Townsend, Joshua P; Tubman, Norm M; Van Der Goetz, Brett; Vincent, Jordan E; Yang, D ChangMo; Yang, Yubo; Zhang, Shuai; Zhao, Luning

2018-05-16

QMCPACK is an open source quantum Monte Carlo package for ab initio electronic structure calculations. It supports calculations of metallic and insulating solids, molecules, atoms, and some model Hamiltonians. Implemented real space quantum Monte Carlo algorithms include variational, diffusion, and reptation Monte Carlo. QMCPACK uses Slater-Jastrow type trial wavefunctions in conjunction with a sophisticated optimizer capable of optimizing tens of thousands of parameters. The orbital space auxiliary-field quantum Monte Carlo method is also implemented, enabling cross validation between different highly accurate methods. The code is specifically optimized for calculations with large numbers of electrons on the latest high performance computing architectures, including multicore central processing unit and graphical processing unit systems. We detail the program's capabilities, outline its structure, and give examples of its use in current research calculations. The package is available at http://qmcpack.org.

Limits on the Efficiency of Event-Based Algorithms for Monte Carlo Neutron Transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Romano, Paul K.; Siegel, Andrew R.

The traditional form of parallelism in Monte Carlo particle transport simulations, wherein each individual particle history is considered a unit of work, does not lend itself well to data-level parallelism. Event-based algorithms, which were originally used for simulations on vector processors, may offer a path toward better utilizing data-level parallelism in modern computer architectures. In this study, a simple model is developed for estimating the efficiency of the event-based particle transport algorithm under two sets of assumptions. Data collected from simulations of four reactor problems using OpenMC was then used in conjunction with the models to calculate the speedup duemore » to vectorization as a function of two parameters: the size of the particle bank and the vector width. When each event type is assumed to have constant execution time, the achievable speedup is directly related to the particle bank size. We observed that the bank size generally needs to be at least 20 times greater than vector size in order to achieve vector efficiency greater than 90%. When the execution times for events are allowed to vary, however, the vector speedup is also limited by differences in execution time for events being carried out in a single event-iteration. For some problems, this implies that vector effciencies over 50% may not be attainable. While there are many factors impacting performance of an event-based algorithm that are not captured by our model, it nevertheless provides insights into factors that may be limiting in a real implementation.« less

Distance between configurations in Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Fukuma, Masafumi; Matsumoto, Nobuyuki; Umeda, Naoya

2017-12-01

For a given Markov chain Monte Carlo algorithm we introduce a distance between two configurations that quantifies the difficulty of transition from one configuration to the other configuration. We argue that the distance takes a universal form for the class of algorithms which generate local moves in the configuration space. We explicitly calculate the distance for the Langevin algorithm, and show that it certainly has desired and expected properties as distance. We further show that the distance for a multimodal distribution gets dramatically reduced from a large value by the introduction of a tempering method. We also argue that, when the original distribution is highly multimodal with large number of degenerate vacua, an anti-de Sitter-like geometry naturally emerges in the extended configuration space.

A hybrid multi-objective imperialist competitive algorithm and Monte Carlo method for robust safety design of a rail vehicle

NASA Astrophysics Data System (ADS)

Nejlaoui, Mohamed; Houidi, Ajmi; Affi, Zouhaier; Romdhane, Lotfi

2017-10-01

This paper deals with the robust safety design optimization of a rail vehicle system moving in short radius curved tracks. A combined multi-objective imperialist competitive algorithm and Monte Carlo method is developed and used for the robust multi-objective optimization of the rail vehicle system. This robust optimization of rail vehicle safety considers simultaneously the derailment angle and its standard deviation where the design parameters uncertainties are considered. The obtained results showed that the robust design reduces significantly the sensitivity of the rail vehicle safety to the design parameters uncertainties compared to the determinist one and to the literature results.

Monte Carlo simulation: Its status and future

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murtha, J.A.

1997-04-01

Monte Carlo simulation is a statistics-based analysis tool that yields probability-vs.-value relationships for key parameters, including oil and gas reserves, capital exposure, and various economic yardsticks, such as net present value (NPV) and return on investment (ROI). Monte Carlo simulation is a part of risk analysis and is sometimes performed in conjunction with or as an alternative to decision [tree] analysis. The objectives are (1) to define Monte Carlo simulation in a more general context of risk and decision analysis; (2) to provide some specific applications, which can be interrelated; (3) to respond to some of the criticisms; (4) tomore » offer some cautions about abuses of the method and recommend how to avoid the pitfalls; and (5) to predict what the future has in store.« less

Direct simulation Monte Carlo method for the Uehling-Uhlenbeck-Boltzmann equation.

PubMed

Garcia, Alejandro L; Wagner, Wolfgang

2003-11-01

In this paper we describe a direct simulation Monte Carlo algorithm for the Uehling-Uhlenbeck-Boltzmann equation in terms of Markov processes. This provides a unifying framework for both the classical Boltzmann case as well as the Fermi-Dirac and Bose-Einstein cases. We establish the foundation of the algorithm by demonstrating its link to the kinetic equation. By numerical experiments we study its sensitivity to the number of simulation particles and to the discretization of the velocity space, when approximating the steady-state distribution.

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

Accelerate quasi Monte Carlo method for solving systems of linear algebraic equations through shared memory

NASA Astrophysics Data System (ADS)

Lai, Siyan; Xu, Ying; Shao, Bo; Guo, Menghan; Lin, Xiaola

2017-04-01

In this paper we study on Monte Carlo method for solving systems of linear algebraic equations (SLAE) based on shared memory. Former research demostrated that GPU can effectively speed up the computations of this issue. Our purpose is to optimize Monte Carlo method simulation on GPUmemoryachritecture specifically. Random numbers are organized to storein shared memory, which aims to accelerate the parallel algorithm. Bank conflicts can be avoided by our Collaborative Thread Arrays(CTA)scheme. The results of experiments show that the shared memory based strategy can speed up the computaions over than 3X at most.

Monte Carlo calculation of large and small-angle electron scattering in air

NASA Astrophysics Data System (ADS)

Cohen, B. I.; Higginson, D. P.; Eng, C. D.; Farmer, W. A.; Friedman, A.; Grote, D. P.; Larson, D. J.

2017-11-01

A Monte Carlo method for angle scattering of electrons in air that accommodates the small-angle multiple scattering and larger-angle single scattering limits is introduced. The algorithm is designed for use in a particle-in-cell simulation of electron transport and electromagnetic wave effects in air. The method is illustrated in example calculations.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Arampatzis, Georgios, E-mail: garab@math.uoc.gr; Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003; Katsoulakis, Markos A., E-mail: markos@math.umass.edu

2014-03-28

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo (KMC). Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-“coupled”- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that themore » new coupled process depends on the targeted observables, e.g., coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore, the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz–Kalos–Lebowitz algorithm's philosophy, where events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption, and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a

Accelerating Monte Carlo simulations with an NVIDIA ® graphics processor

NASA Astrophysics Data System (ADS)

Martinsen, Paul; Blaschke, Johannes; Künnemeyer, Rainer; Jordan, Robert

2009-10-01

Modern graphics cards, commonly used in desktop computers, have evolved beyond a simple interface between processor and display to incorporate sophisticated calculation engines that can be applied to general purpose computing. The Monte Carlo algorithm for modelling photon transport in turbid media has been implemented on an NVIDIA ® 8800 GT graphics card using the CUDA toolkit. The Monte Carlo method relies on following the trajectory of millions of photons through the sample, often taking hours or days to complete. The graphics-processor implementation, processing roughly 110 million scattering events per second, was found to run more than 70 times faster than a similar, single-threaded implementation on a 2.67 GHz desktop computer. Program summaryProgram title: Phoogle-C/Phoogle-G Catalogue identifier: AEEB_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEB_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.: 51 264 No. of bytes in distributed program, including test data, etc.: 2 238 805 Distribution format: tar.gz Programming language: C++ Computer: Designed for Intel PCs. Phoogle-G requires a NVIDIA graphics card with support for CUDA 1.1 Operating system: Windows XP Has the code been vectorised or parallelized?: Phoogle-G is written for SIMD architectures RAM: 1 GB Classification: 21.1 External routines: Charles Karney Random number library. Microsoft Foundation Class library. NVIDA CUDA library [1]. Nature of problem: The Monte Carlo technique is an effective algorithm for exploring the propagation of light in turbid media. However, accurate results require tracing the path of many photons within the media. The independence of photons naturally lends the Monte Carlo technique to implementation on parallel architectures. Generally, parallel computing

Event-driven Monte Carlo: Exact dynamics at all time scales for discrete-variable models

NASA Astrophysics Data System (ADS)

Mendoza-Coto, Alejandro; Díaz-Méndez, Rogelio; Pupillo, Guido

2016-06-01

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found, with no need to define any other phase-space construction. However, unlike existing methods, the present algorithm does not assume any particular statistical distribution to perform moves or to advance the time, and thus is a unique tool for the numerical exploration of fast and ultra-fast dynamical regimes. By decomposing the problem in a set of two-level subsystems, we find a natural variable step size, that is well defined from the normalization condition of the transition probabilities between the levels. We successfully test the algorithm with known exact solutions for non-equilibrium dynamics and equilibrium thermodynamical properties of Ising-spin models in one and two dimensions, and compare to standard implementations of kinetic Monte Carlo methods. The present algorithm is directly applicable to the study of the real-time dynamics of a large class of classical Markovian chains, and particularly to short-time situations where the exact evolution is relevant.

Monte Carlo calculation of large and small-angle electron scattering in air

DOE PAGES

Cohen, B. I.; Higginson, D. P.; Eng, C. D.; ...

2017-08-12

A Monte Carlo method for angle scattering of electrons in air that accommodates the small-angle multiple scattering and larger-angle single scattering limits is introduced. In this work, the algorithm is designed for use in a particle-in-cell simulation of electron transport and electromagnetic wave effects in air. The method is illustrated in example calculations.

MDTS: automatic complex materials design using Monte Carlo tree search.

PubMed

M Dieb, Thaer; Ju, Shenghong; Yoshizoe, Kazuki; Hou, Zhufeng; Shiomi, Junichiro; Tsuda, Koji

2017-01-01

Complex materials design is often represented as a black-box combinatorial optimization problem. In this paper, we present a novel python library called MDTS (Materials Design using Tree Search). Our algorithm employs a Monte Carlo tree search approach, which has shown exceptional performance in computer Go game. Unlike evolutionary algorithms that require user intervention to set parameters appropriately, MDTS has no tuning parameters and works autonomously in various problems. In comparison to a Bayesian optimization package, our algorithm showed competitive search efficiency and superior scalability. We succeeded in designing large Silicon-Germanium (Si-Ge) alloy structures that Bayesian optimization could not deal with due to excessive computational cost. MDTS is available at https://github.com/tsudalab/MDTS.

MDTS: automatic complex materials design using Monte Carlo tree search

NASA Astrophysics Data System (ADS)

Dieb, Thaer M.; Ju, Shenghong; Yoshizoe, Kazuki; Hou, Zhufeng; Shiomi, Junichiro; Tsuda, Koji

2017-12-01

Complex materials design is often represented as a black-box combinatorial optimization problem. In this paper, we present a novel python library called MDTS (Materials Design using Tree Search). Our algorithm employs a Monte Carlo tree search approach, which has shown exceptional performance in computer Go game. Unlike evolutionary algorithms that require user intervention to set parameters appropriately, MDTS has no tuning parameters and works autonomously in various problems. In comparison to a Bayesian optimization package, our algorithm showed competitive search efficiency and superior scalability. We succeeded in designing large Silicon-Germanium (Si-Ge) alloy structures that Bayesian optimization could not deal with due to excessive computational cost. MDTS is available at https://github.com/tsudalab/MDTS.

Exact and Monte carlo resampling procedures for the Wilcoxon-Mann-Whitney and Kruskal-Wallis tests.

PubMed

Berry, K J; Mielke, P W

2000-12-01

Exact and Monte Carlo resampling FORTRAN programs are described for the Wilcoxon-Mann-Whitney rank sum test and the Kruskal-Wallis one-way analysis of variance for ranks test. The program algorithms compensate for tied values and do not depend on asymptotic approximations for probability values, unlike most algorithms contained in PC-based statistical software packages.

A new class of accelerated kinetic Monte Carlo algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bulatov, V V; Oppelstrup, T; Athenes, M

2011-11-30

have been subsequently proposed in [refs] but applied in a different context. The most serious deficiency of the earlier methods is that size of the trapping cluster size is fixed and often too small to bring substantial simulation speedup. Furthermore, the overhead associated with solving for the probability distribution on the trapping cluster sometimes makes such simulations less efficient than the standard KMC. Here we report on a general and exact accelerated kinetic Monte Carlo algorithm generally applicable to arbitrary Markov models1. Two different implementations are attempted both based on incremental expansion of trapping sub-set of Markov states: (1) numerical solution of the Master Equation with absorbing states and (2) incremental graph reduction followed by randomization. Of the two implementations, the 2nd one performs better allowing, for the first time, to overcome trapping basins spanning several million Markov states. The new method is used for simulations of anomalous diffusion on a 2D substrate and of the kinetics of diffusive 1st order phase transformations in binary alloys. Depending on temperature and (alloy) super-saturation conditions, speedups of 3 to 7 orders of magnitude are demonstrated, with no compromise of simulation accuracy.« less

Marathon: An Open Source Software Library for the Analysis of Markov-Chain Monte Carlo Algorithms

PubMed Central

Rechner, Steffen; Berger, Annabell

2016-01-01

We present the software library marathon, which is designed to support the analysis of sampling algorithms that are based on the Markov-Chain Monte Carlo principle. The main application of this library is the computation of properties of so-called state graphs, which represent the structure of Markov chains. We demonstrate applications and the usefulness of marathon by investigating the quality of several bounding methods on four well-known Markov chains for sampling perfect matchings and bipartite graphs. In a set of experiments, we compute the total mixing time and several of its bounds for a large number of input instances. We find that the upper bound gained by the famous canonical path method is often several magnitudes larger than the total mixing time and deteriorates with growing input size. In contrast, the spectral bound is found to be a precise approximation of the total mixing time. PMID:26824442

QMCPACK : an open source ab initio quantum Monte Carlo package for the electronic structure of atoms, molecules and solids

DOE PAGES

Kim, Jeongnim; Baczewski, Andrew T.; Beaudet, Todd D.; ...

2018-04-19

QMCPACK is an open source quantum Monte Carlo package for ab-initio electronic structure calculations. It supports calculations of metallic and insulating solids, molecules, atoms, and some model Hamiltonians. Implemented real space quantum Monte Carlo algorithms include variational, diffusion, and reptation Monte Carlo. QMCPACK uses Slater-Jastrow type trial wave functions in conjunction with a sophisticated optimizer capable of optimizing tens of thousands of parameters. The orbital space auxiliary field quantum Monte Carlo method is also implemented, enabling cross validation between different highly accurate methods. The code is specifically optimized for calculations with large numbers of electrons on the latest high performancemore » computing architectures, including multicore central processing unit (CPU) and graphical processing unit (GPU) systems. We detail the program’s capabilities, outline its structure, and give examples of its use in current research calculations. The package is available at http://www.qmcpack.org.« less

QMCPACK : an open source ab initio quantum Monte Carlo package for the electronic structure of atoms, molecules and solids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, Jeongnim; Baczewski, Andrew T.; Beaudet, Todd D.

QMCPACK is an open source quantum Monte Carlo package for ab-initio electronic structure calculations. It supports calculations of metallic and insulating solids, molecules, atoms, and some model Hamiltonians. Implemented real space quantum Monte Carlo algorithms include variational, diffusion, and reptation Monte Carlo. QMCPACK uses Slater-Jastrow type trial wave functions in conjunction with a sophisticated optimizer capable of optimizing tens of thousands of parameters. The orbital space auxiliary field quantum Monte Carlo method is also implemented, enabling cross validation between different highly accurate methods. The code is specifically optimized for calculations with large numbers of electrons on the latest high performancemore » computing architectures, including multicore central processing unit (CPU) and graphical processing unit (GPU) systems. We detail the program’s capabilities, outline its structure, and give examples of its use in current research calculations. The package is available at http://www.qmcpack.org.« less

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…

Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems

NASA Astrophysics Data System (ADS)

Suwa, Hidemaro

2013-03-01

We have developed novel Monte Carlo methods for precisely calculating quantum spin-boson models and investigated the critical phenomena of the spin-Peierls systems. Three significant methods are presented. The first is a new optimization algorithm of the Markov chain transition kernel based on the geometric weight allocation. This algorithm, for the first time, satisfies the total balance generally without imposing the detailed balance and always minimizes the average rejection rate, being better than the Metropolis algorithm. The second is the extension of the worm (directed-loop) algorithm to non-conserved particles, which cannot be treated efficiently by the conventional methods. The third is the combination with the level spectroscopy. Proposing a new gap estimator, we are successful in eliminating the systematic error of the conventional moment method. Then we have elucidated the phase diagram and the universality class of the one-dimensional XXZ spin-Peierls system. The criticality is totally consistent with the J1 -J2 model, an effective model in the antiadiabatic limit. Through this research, we have succeeded in investigating the critical phenomena of the effectively frustrated quantum spin system by the quantum Monte Carlo method without the negative sign. JSPS Postdoctoral Fellow for Research Abroad

Coupled particle-in-cell and Monte Carlo transport modeling of intense radiographic sources

NASA Astrophysics Data System (ADS)

Rose, D. V.; Welch, D. R.; Oliver, B. V.; Clark, R. E.; Johnson, D. L.; Maenchen, J. E.; Menge, P. R.; Olson, C. L.; Rovang, D. C.

2002-03-01

Dose-rate calculations for intense electron-beam diodes using particle-in-cell (PIC) simulations along with Monte Carlo electron/photon transport calculations are presented. The electromagnetic PIC simulations are used to model the dynamic operation of the rod-pinch and immersed-B diodes. These simulations include algorithms for tracking electron scattering and energy loss in dense materials. The positions and momenta of photons created in these materials are recorded and separate Monte Carlo calculations are used to transport the photons to determine the dose in far-field detectors. These combined calculations are used to determine radiographer equations (dose scaling as a function of diode current and voltage) that are compared directly with measured dose rates obtained on the SABRE generator at Sandia National Laboratories.

Baseball Monte Carlo Style.

ERIC Educational Resources Information Center

Houser, Larry L.

1981-01-01

Monte Carlo methods are used to simulate activities in baseball such as a team's "hot streak" and a hitter's "batting slump." Student participation in such simulations is viewed as a useful method of giving pupils a better understanding of the probability concepts involved. (MP)

Monte Carlo Sampling in Fractal Landscapes

NASA Astrophysics Data System (ADS)

Leitão, Jorge C.; Lopes, J. M. Viana Parente; Altmann, Eduardo G.

2013-05-01

We design a random walk to explore fractal landscapes such as those describing chaotic transients in dynamical systems. We show that the random walk moves efficiently only when its step length depends on the height of the landscape via the largest Lyapunov exponent of the chaotic system. We propose a generalization of the Wang-Landau algorithm which constructs not only the density of states (transient time distribution) but also the correct step length. As a result, we obtain a flat-histogram Monte Carlo method which samples fractal landscapes in polynomial time, a dramatic improvement over the exponential scaling of traditional uniform-sampling methods. Our results are not limited by the dimensionality of the landscape and are confirmed numerically in chaotic systems with up to 30 dimensions.

Transforming high-dimensional potential energy surfaces into sum-of-products form using Monte Carlo methods

NASA Astrophysics Data System (ADS)

Schröder, Markus; Meyer, Hans-Dieter

2017-08-01

We propose a Monte Carlo method, "Monte Carlo Potfit," for transforming high-dimensional potential energy surfaces evaluated on discrete grid points into a sum-of-products form, more precisely into a Tucker form. To this end we use a variational ansatz in which we replace numerically exact integrals with Monte Carlo integrals. This largely reduces the numerical cost by avoiding the evaluation of the potential on all grid points and allows a treatment of surfaces up to 15-18 degrees of freedom. We furthermore show that the error made with this ansatz can be controlled and vanishes in certain limits. We present calculations on the potential of HFCO to demonstrate the features of the algorithm. To demonstrate the power of the method, we transformed a 15D potential of the protonated water dimer (Zundel cation) in a sum-of-products form and calculated the ground and lowest 26 vibrationally excited states of the Zundel cation with the multi-configuration time-dependent Hartree method.

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…

On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods

PubMed Central

Lee, Anthony; Yau, Christopher; Giles, Michael B.; Doucet, Arnaud; Holmes, Christopher C.

2011-01-01

We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel computational devices that can be housed in conventional desktop and laptop computers and can be thought of as prototypes of the next generation of many-core processors. For certain classes of population-based Monte Carlo algorithms they offer massively parallel simulation, with the added advantage over conventional distributed multi-core processors that they are cheap, easily accessible, easy to maintain, easy to code, dedicated local devices with low power consumption. On a canonical set of stochastic simulation examples including population-based Markov chain Monte Carlo methods and Sequential Monte Carlo methods, we nd speedups from 35 to 500 fold over conventional single-threaded computer code. Our findings suggest that GPUs have the potential to facilitate the growth of statistical modelling into complex data rich domains through the availability of cheap and accessible many-core computation. We believe the speedup we observe should motivate wider use of parallelizable simulation methods and greater methodological attention to their design. PMID:22003276

Improving multivariate Horner schemes with Monte Carlo tree search

NASA Astrophysics Data System (ADS)

Kuipers, J.; Plaat, A.; Vermaseren, J. A. M.; van den Herik, H. J.

2013-11-01

Optimizing the cost of evaluating a polynomial is a classic problem in computer science. For polynomials in one variable, Horner's method provides a scheme for producing a computationally efficient form. For multivariate polynomials it is possible to generalize Horner's method, but this leaves freedom in the order of the variables. Traditionally, greedy schemes like most-occurring variable first are used. This simple textbook algorithm has given remarkably efficient results. Finding better algorithms has proved difficult. In trying to improve upon the greedy scheme we have implemented Monte Carlo tree search, a recent search method from the field of artificial intelligence. This results in better Horner schemes and reduces the cost of evaluating polynomials, sometimes by factors up to two.

Parallel and Portable Monte Carlo Particle Transport

NASA Astrophysics Data System (ADS)

Lee, S. R.; Cummings, J. C.; Nolen, S. D.; Keen, N. D.

1997-08-01

We have developed a multi-group, Monte Carlo neutron transport code in C++ using object-oriented methods and the Parallel Object-Oriented Methods and Applications (POOMA) class library. This transport code, called MC++, currently computes k and α eigenvalues of the neutron transport equation on a rectilinear computational mesh. It is portable to and runs in parallel on a wide variety of platforms, including MPPs, clustered SMPs, and individual workstations. It contains appropriate classes and abstractions for particle transport and, through the use of POOMA, for portable parallelism. Current capabilities are discussed, along with physics and performance results for several test problems on a variety of hardware, including all three Accelerated Strategic Computing Initiative (ASCI) platforms. Current parallel performance indicates the ability to compute α-eigenvalues in seconds or minutes rather than days or weeks. Current and future work on the implementation of a general transport physics framework (TPF) is also described. This TPF employs modern C++ programming techniques to provide simplified user interfaces, generic STL-style programming, and compile-time performance optimization. Physics capabilities of the TPF will be extended to include continuous energy treatments, implicit Monte Carlo algorithms, and a variety of convergence acceleration techniques such as importance combing.

A Modified Monte Carlo Method for Carrier Transport in Germanium, Free of Isotropic Rates

NASA Astrophysics Data System (ADS)

Sundqvist, Kyle

2010-03-01

We present a new method for carrier transport simulation, relevant for high-purity germanium < 100 > at a temperature of 40 mK. In this system, the scattering of electrons and holes is dominated by spontaneous phonon emission. Free carriers are always out of equilibrium with the lattice. We must also properly account for directional effects due to band structure, but there are many cautions in the literature about treating germanium in particular. These objections arise because the germanium electron system is anisotropic to an extreme degree, while standard Monte Carlo algorithms maintain a reliance on isotropic, integrated rates. We re-examine Fermi's Golden Rule to produce a Monte Carlo method free of isotropic rates. Traditional Monte Carlo codes implement particle scattering based on an isotropically averaged rate, followed by a separate selection of the particle's final state via a momentum-dependent probability. In our method, the kernel of Fermi's Golden Rule produces analytical, bivariate rates which allow for the simultaneous choice of scatter and final state selection. Energy and momentum are automatically conserved. We compare our results to experimental data.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

New Approaches and Applications for Monte Carlo Perturbation Theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aufiero, Manuele; Bidaud, Adrien; Kotlyar, Dan

2017-02-01

This paper presents some of the recent and new advancements in the extension of Monte Carlo Perturbation Theory methodologies and application. In particular, the discussed problems involve Brunup calculation, perturbation calculation based on continuous energy functions, and Monte Carlo Perturbation Theory in loosely coupled systems.

Recommender engine for continuous-time quantum Monte Carlo methods

NASA Astrophysics Data System (ADS)

Huang, Li; Yang, Yi-feng; Wang, Lei

2017-03-01

Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.

Nuclide Depletion Capabilities in the Shift Monte Carlo Code

DOE PAGES

Davidson, Gregory G.; Pandya, Tara M.; Johnson, Seth R.; ...

2017-12-21

A new depletion capability has been developed in the Exnihilo radiation transport code suite. This capability enables massively parallel domain-decomposed coupling between the Shift continuous-energy Monte Carlo solver and the nuclide depletion solvers in ORIGEN to perform high-performance Monte Carlo depletion calculations. This paper describes this new depletion capability and discusses its various features, including a multi-level parallel decomposition, high-order transport-depletion coupling, and energy-integrated power renormalization. Several test problems are presented to validate the new capability against other Monte Carlo depletion codes, and the parallel performance of the new capability is analyzed.

Rapid Monte Carlo Simulation of Gravitational Wave Galaxies

NASA Astrophysics Data System (ADS)

Breivik, Katelyn; Larson, Shane L.

2015-01-01

With the detection of gravitational waves on the horizon, astrophysical catalogs produced by gravitational wave observatories can be used to characterize the populations of sources and validate different galactic population models. Efforts to simulate gravitational wave catalogs and source populations generally focus on population synthesis models that require extensive time and computational power to produce a single simulated galaxy. Monte Carlo simulations of gravitational wave source populations can also be used to generate observation catalogs from the gravitational wave source population. Monte Carlo simulations have the advantes of flexibility and speed, enabling rapid galactic realizations as a function of galactic binary parameters with less time and compuational resources required. We present a Monte Carlo method for rapid galactic simulations of gravitational wave binary populations.

Methods for Monte Carlo simulations of biomacromolecules

PubMed Central

Vitalis, Andreas; Pappu, Rohit V.

2010-01-01

The state-of-the-art for Monte Carlo (MC) simulations of biomacromolecules is reviewed. Available methodologies for sampling conformational equilibria and associations of biomacromolecules in the canonical ensemble, given a continuum description of the solvent environment, are reviewed. Detailed sections are provided dealing with the choice of degrees of freedom, the efficiencies of MC algorithms and algorithmic peculiarities, as well as the optimization of simple movesets. The issue of introducing correlations into elementary MC moves, and the applicability of such methods to simulations of biomacromolecules is discussed. A brief discussion of multicanonical methods and an overview of recent simulation work highlighting the potential of MC methods are also provided. It is argued that MC simulations, while underutilized biomacromolecular simulation community, hold promise for simulations of complex systems and phenomena that span multiple length scales, especially when used in conjunction with implicit solvation models or other coarse graining strategies. PMID:20428473

A simple methodology for characterization of germanium coaxial detectors by using Monte Carlo simulation and evolutionary algorithms.

PubMed

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. Copyright © 2015 Elsevier Ltd. All rights reserved.

Numerical integration of detector response functions via Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Kelly, K. J.; O'Donnell, J. M.; Gomez, J. A.; Taddeucci, T. N.; Devlin, M.; Haight, R. C.; White, M. C.; Mosby, S. M.; Neudecker, D.; Buckner, M. Q.; Wu, C. Y.; Lee, H. Y.

2017-09-01

Calculations of detector response functions are complicated because they include the intricacies of signal creation from the detector itself as well as a complex interplay between the detector, the particle-emitting target, and the entire experimental environment. As such, these functions are typically only accessible through time-consuming Monte Carlo simulations. Furthermore, the output of thousands of Monte Carlo simulations can be necessary in order to extract a physics result from a single experiment. Here we describe a method to obtain a full description of the detector response function using Monte Carlo simulations. We also show that a response function calculated in this way can be used to create Monte Carlo simulation output spectra a factor of ∼ 1000 × faster than running a new Monte Carlo simulation. A detailed discussion of the proper treatment of uncertainties when using this and other similar methods is provided as well. This method is demonstrated and tested using simulated data from the Chi-Nu experiment, which measures prompt fission neutron spectra at the Los Alamos Neutron Science Center.

Numerical integration of detector response functions via Monte Carlo simulations

DOE PAGES

Kelly, Keegan John; O'Donnell, John M.; Gomez, Jaime A.; ...

2017-06-13

Calculations of detector response functions are complicated because they include the intricacies of signal creation from the detector itself as well as a complex interplay between the detector, the particle-emitting target, and the entire experimental environment. As such, these functions are typically only accessible through time-consuming Monte Carlo simulations. Furthermore, the output of thousands of Monte Carlo simulations can be necessary in order to extract a physics result from a single experiment. Here we describe a method to obtain a full description of the detector response function using Monte Carlo simulations. We also show that a response function calculated inmore » this way can be used to create Monte Carlo simulation output spectra a factor of ~1000× faster than running a new Monte Carlo simulation. A detailed discussion of the proper treatment of uncertainties when using this and other similar methods is provided as well. Here, this method is demonstrated and tested using simulated data from the Chi-Nu experiment, which measures prompt fission neutron spectra at the Los Alamos Neutron Science Center.« less

Numerical integration of detector response functions via Monte Carlo simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kelly, Keegan John; O'Donnell, John M.; Gomez, Jaime A.

Calculations of detector response functions are complicated because they include the intricacies of signal creation from the detector itself as well as a complex interplay between the detector, the particle-emitting target, and the entire experimental environment. As such, these functions are typically only accessible through time-consuming Monte Carlo simulations. Furthermore, the output of thousands of Monte Carlo simulations can be necessary in order to extract a physics result from a single experiment. Here we describe a method to obtain a full description of the detector response function using Monte Carlo simulations. We also show that a response function calculated inmore » this way can be used to create Monte Carlo simulation output spectra a factor of ~1000× faster than running a new Monte Carlo simulation. A detailed discussion of the proper treatment of uncertainties when using this and other similar methods is provided as well. Here, this method is demonstrated and tested using simulated data from the Chi-Nu experiment, which measures prompt fission neutron spectra at the Los Alamos Neutron Science Center.« less

Monte Carlo capabilities of the SCALE code system

DOE PAGES

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

The Monte Carlo photoionization and moving-mesh radiation hydrodynamics code CMACIONIZE

NASA Astrophysics Data System (ADS)

Vandenbroucke, B.; Wood, K.

2018-04-01

We present the public Monte Carlo photoionization and moving-mesh radiation hydrodynamics code CMACIONIZE, which can be used to simulate the self-consistent evolution of HII regions surrounding young O and B stars, or other sources of ionizing radiation. The code combines a Monte Carlo photoionization algorithm that uses a complex mix of hydrogen, helium and several coolants in order to self-consistently solve for the ionization and temperature balance at any given type, with a standard first order hydrodynamics scheme. The code can be run as a post-processing tool to get the line emission from an existing simulation snapshot, but can also be used to run full radiation hydrodynamical simulations. Both the radiation transfer and the hydrodynamics are implemented in a general way that is independent of the grid structure that is used to discretize the system, allowing it to be run both as a standard fixed grid code, but also as a moving-mesh code.

Ant colony algorithm implementation in electron and photon Monte Carlo transport: application to the commissioning of radiosurgery photon beams.

PubMed

García-Pareja, S; Galán, P; Manzano, F; Brualla, L; Lallena, A M

2010-07-01

In this work, the authors describe an approach which has been developed to drive the application of different variance-reduction techniques to the Monte Carlo simulation of photon and electron transport in clinical accelerators. The new approach considers the following techniques: Russian roulette, splitting, a modified version of the directional bremsstrahlung splitting, and the azimuthal particle redistribution. Their application is controlled by an ant colony algorithm based on an importance map. The procedure has been applied to radiosurgery beams. Specifically, the authors have calculated depth-dose profiles, off-axis ratios, and output factors, quantities usually considered in the commissioning of these beams. The agreement between Monte Carlo results and the corresponding measurements is within approximately 3%/0.3 mm for the central axis percentage depth dose and the dose profiles. The importance map generated in the calculation can be used to discuss simulation details in the different parts of the geometry in a simple way. The simulation CPU times are comparable to those needed within other approaches common in this field. The new approach is competitive with those previously used in this kind of problems (PSF generation or source models) and has some practical advantages that make it to be a good tool to simulate the radiation transport in problems where the quantities of interest are difficult to obtain because of low statistics.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

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

A Configurational-Bias-Monte-Carlo Back-Mapping Algorithm for Efficient and Rapid Conversion of Coarse-Grained Water Structures Into Atomistic Models.

PubMed

Loeffler, Troy David; Chan, Henry; Narayanan, Badri; Cherukara, Mathew J; Gray, Stephen K; Sankaranarayanan, Subramanian K R S

2018-06-20

Coarse-grained molecular dynamics (MD) simulations represent a powerful approach to simulate longer time scale and larger length scale phenomena than those accessible to all-atom models. The gain in efficiency, however, comes at the cost of atomistic details. The reverse transformation, also known as back-mapping, of coarse grained beads into their atomistic constituents represents a major challenge. Most existing approaches are limited to specific molecules or specific force-fields and often rely on running a long time atomistic MD of the back-mapped configuration to arrive at an optimal solution. Such approaches are problematic when dealing with systems with high diffusion barriers. Here, we introduce a new extension of the configurational-bias-Monte-Carlo (CBMC) algorithm, which we term the crystalline-configurational-bias-Monte-Carlo (C-CBMC) algortihm, that allows rapid and efficient conversion of a coarse-grained model back into its atomistic representation. Although the method is generic, we use a coarse-grained water model as a representative example and demonstrate the back-mapping or reverse transformation for model systems ranging from the ice-liquid water interface to amorphous and crystalline ice configurations. A series of simulations using the TIP4P/Ice model are performed to compare the new CBMC method to several other standard Monte Carlo and Molecular Dynamics based back-mapping techniques. In all the cases, the C-CBMC algorithm is able to find optimal hydrogen bonded configuration many thousand evaluations/steps sooner than the other methods compared within this paper. For crystalline ice structures such as a hexagonal, cubic, and cubic-hexagonal stacking disorder structures, the C-CBMC was able to find structures that were between 0.05 and 0.1 eV/water molecule lower in energy than the ground state energies predicted by the other methods. Detailed analysis of the atomistic structures show a significantly better global hydrogen positioning when

An off-lattice, self-learning kinetic Monte Carlo method using local environments.

PubMed

Konwar, Dhrubajit; Bhute, Vijesh J; Chatterjee, Abhijit

2011-11-07

We present a method called local environment kinetic Monte Carlo (LE-KMC) method for efficiently performing off-lattice, self-learning kinetic Monte Carlo (KMC) simulations of activated processes in material systems. Like other off-lattice KMC schemes, new atomic processes can be found on-the-fly in LE-KMC. However, a unique feature of LE-KMC is that as long as the assumption that all processes and rates depend only on the local environment is satisfied, LE-KMC provides a general algorithm for (i) unambiguously describing a process in terms of its local atomic environments, (ii) storing new processes and environments in a catalog for later use with standard KMC, and (iii) updating the system based on the local information once a process has been selected for a KMC move. Search, classification, storage and retrieval steps needed while employing local environments and processes in the LE-KMC method are discussed. The advantages and computational cost of LE-KMC are discussed. We assess the performance of the LE-KMC algorithm by considering test systems involving diffusion in a submonolayer Ag and Ag-Cu alloy films on Ag(001) surface.

Vectorization of a Monte Carlo simulation scheme for nonequilibrium gas dynamics

NASA Technical Reports Server (NTRS)

Boyd, Iain D.

1991-01-01

Significant improvement has been obtained in the numerical performance of a Monte Carlo scheme for the analysis of nonequilibrium gas dynamics through an implementation of the algorithm which takes advantage of vector hardware, as presently demonstrated through application to three different problems. These are (1) a 1D standing-shock wave; (2) the flow of an expanding gas through an axisymmetric nozzle; and (3) the hypersonic flow of Ar gas over a 3D wedge. Problem (3) is illustrative of the greatly increased number of molecules which the simulation may involve, thanks to improved algorithm performance.

PyMercury: Interactive Python for the Mercury Monte Carlo Particle Transport Code

DOE Office of Scientific and Technical Information (OSTI.GOV)

Iandola, F N; O'Brien, M J; Procassini, R J

2010-11-29

Monte Carlo particle transport applications are often written in low-level languages (C/C++) for optimal performance on clusters and supercomputers. However, this development approach often sacrifices straightforward usability and testing in the interest of fast application performance. To improve usability, some high-performance computing applications employ mixed-language programming with high-level and low-level languages. In this study, we consider the benefits of incorporating an interactive Python interface into a Monte Carlo application. With PyMercury, a new Python extension to the Mercury general-purpose Monte Carlo particle transport code, we improve application usability without diminishing performance. In two case studies, we illustrate how PyMercury improvesmore » usability and simplifies testing and validation in a Monte Carlo application. In short, PyMercury demonstrates the value of interactive Python for Monte Carlo particle transport applications. In the future, we expect interactive Python to play an increasingly significant role in Monte Carlo usage and testing.« less

RNA inverse folding using Monte Carlo tree search.

PubMed

Yang, Xiufeng; Yoshizoe, Kazuki; Taneda, Akito; Tsuda, Koji

2017-11-06

Artificially synthesized RNA molecules provide important ways for creating a variety of novel functional molecules. State-of-the-art RNA inverse folding algorithms can design simple and short RNA sequences of specific GC content, that fold into the target RNA structure. However, their performance is not satisfactory in complicated cases. We present a new inverse folding algorithm called MCTS-RNA, which uses Monte Carlo tree search (MCTS), a technique that has shown exceptional performance in Computer Go recently, to represent and discover the essential part of the sequence space. To obtain high accuracy, initial sequences generated by MCTS are further improved by a series of local updates. Our algorithm has an ability to control the GC content precisely and can deal with pseudoknot structures. Using common benchmark datasets for evaluation, MCTS-RNA showed a lot of promise as a standard method of RNA inverse folding. MCTS-RNA is available at https://github.com/tsudalab/MCTS-RNA .

Virtual Network Embedding via Monte Carlo Tree Search.

PubMed

Haeri, Soroush; Trajkovic, Ljiljana

2018-02-01

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 -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.

Monte Carlo based, patient-specific RapidArc QA using Linac log files.

PubMed

Teke, Tony; Bergman, Alanah M; Kwa, William; Gill, Bradford; Duzenli, Cheryl; Popescu, I Antoniu

2010-01-01

A Monte Carlo (MC) based QA process to validate the dynamic beam delivery accuracy for Varian RapidArc (Varian Medical Systems, Palo Alto, CA) using Linac delivery log files (DynaLog) is presented. Using DynaLog file analysis and MC simulations, the goal of this article is to (a) confirm that adequate sampling is used in the RapidArc optimization algorithm (177 static gantry angles) and (b) to assess the physical machine performance [gantry angle and monitor unit (MU) delivery accuracy]. Ten clinically acceptable RapidArc treatment plans were generated for various tumor sites and delivered to a water-equivalent cylindrical phantom on the treatment unit. Three Monte Carlo simulations were performed to calculate dose to the CT phantom image set: (a) One using a series of static gantry angles defined by 177 control points with treatment planning system (TPS) MLC control files (planning files), (b) one using continuous gantry rotation with TPS generated MLC control files, and (c) one using continuous gantry rotation with actual Linac delivery log files. Monte Carlo simulated dose distributions are compared to both ionization chamber point measurements and with RapidArc TPS calculated doses. The 3D dose distributions were compared using a 3D gamma-factor analysis, employing a 3%/3 mm distance-to-agreement criterion. The dose difference between MC simulations, TPS, and ionization chamber point measurements was less than 2.1%. For all plans, the MC calculated 3D dose distributions agreed well with the TPS calculated doses (gamma-factor values were less than 1 for more than 95% of the points considered). Machine performance QA was supplemented with an extensive DynaLog file analysis. A DynaLog file analysis showed that leaf position errors were less than 1 mm for 94% of the time and there were no leaf errors greater than 2.5 mm. The mean standard deviation in MU and gantry angle were 0.052 MU and 0.355 degrees, respectively, for the ten cases analyzed. The accuracy and

Efficiency in nonequilibrium molecular dynamics Monte Carlo simulations

DOE PAGES

Radak, Brian K.; Roux, Benoît

2016-10-07

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.more » An assessment of a large set of protocols confirms (both theoretically and empirically) that a linear work protocol gives the best neMD/MC performance. Lastly, 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.« less

A modified Monte Carlo model for the ionospheric heating rates

NASA Technical Reports Server (NTRS)

Mayr, H. G.; Fontheim, E. G.; Robertson, S. C.

1972-01-01

A Monte Carlo method is adopted as a basis for the derivation of the photoelectron heat input into the ionospheric plasma. This approach is modified in an attempt to minimize the computation time. The heat input distributions are computed for arbitrarily small source elements that are spaced at distances apart corresponding to the photoelectron dissipation range. By means of a nonlinear interpolation procedure their individual heating rate distributions are utilized to produce synthetic ones that fill the gaps between the Monte Carlo generated distributions. By varying these gaps and the corresponding number of Monte Carlo runs the accuracy of the results is tested to verify the validity of this procedure. It is concluded that this model can reduce the computation time by more than a factor of three, thus improving the feasibility of including Monte Carlo calculations in self-consistent ionosphere models.

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

DOE PAGES

Benzi, Michele; Evans, Thomas M.; Hamilton, Steven P.; ...

2017-03-05

Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.

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.

Calculating Potential Energy Curves with Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2014-06-01

Quantum Monte Carlo (QMC) is a computational technique that can be applied to the electronic Schrödinger equation for molecules. QMC methods such as Variational Monte Carlo (VMC) and Diffusion Monte Carlo (DMC) have demonstrated the capability of capturing large fractions of the correlation energy, thus suggesting their possible use for high-accuracy quantum chemistry calculations. QMC methods scale particularly well with respect to parallelization making them an attractive consideration in anticipation of next-generation computing architectures which will involve massive parallelization with millions of cores. Due to the statistical nature of the approach, in contrast to standard quantum chemistry methods, uncertainties (error-bars) are associated with each calculated energy. This study focuses on the cost, feasibility and practical application of calculating potential energy curves for small molecules with QMC methods. Trial wave functions were constructed with the multi-configurational self-consistent field (MCSCF) method from GAMESS-US.[1] The CASINO Monte Carlo quantum chemistry package [2] was used for all of the DMC calculations. An overview of our progress in this direction will be given. References: M. W. Schmidt et al. J. Comput. Chem. 14, 1347 (1993). R. J. Needs et al. J. Phys.: Condensed Matter 22, 023201 (2010).

jTracker and Monte Carlo Comparison

NASA Astrophysics Data System (ADS)

Selensky, Lauren; SeaQuest/E906 Collaboration

2015-10-01

SeaQuest is designed to observe the characteristics and behavior of `sea-quarks' in a proton by reconstructing them from the subatomic particles produced in a collision. The 120 GeV beam from the main injector collides with a fixed target and then passes through a series of detectors which records information about the particles produced in the collision. However, this data becomes meaningful only after it has been processed, stored, analyzed, and interpreted. Several programs are involved in this process. jTracker (sqerp) reads wire or hodoscope hits and reconstructs the tracks of potential dimuon pairs from a run, and Geant4 Monte Carlo simulates dimuon production and background noise from the beam. During track reconstruction, an event must meet the criteria set by the tracker to be considered a viable dimuon pair; this ensures that relevant data is retained. As a check, a comparison between a new version of jTracker and Monte Carlo was made in order to see how accurately jTracker could reconstruct the events created by Monte Carlo. In this presentation, the results of the inquest and their potential effects on the programming will be shown. This work is supported by U.S. DOE MENP Grant DE-FG02-03ER41243.

A Comparison of Experimental EPMA Data and Monte Carlo Simulations

NASA Technical Reports Server (NTRS)

Carpenter, P. K.

2004-01-01

Monte Carlo (MC) modeling shows excellent prospects for simulating electron scattering and x-ray emission from complex geometries, and can be compared to experimental measurements using electron-probe microanalysis (EPMA) and phi(rho z) correction algorithms. Experimental EPMA measurements made on NIST SRM 481 (AgAu) and 482 (CuAu) alloys, at a range of accelerating potential and instrument take-off angles, represent a formal microanalysis data set that has been used to develop phi(rho z) correction algorithms. The accuracy of MC calculations obtained using the NIST, WinCasino, WinXray, and Penelope MC packages will be evaluated relative to these experimental data. There is additional information contained in the extended abstract.

Inverse Monte Carlo method in a multilayered tissue model for diffuse reflectance spectroscopy

NASA Astrophysics Data System (ADS)

Fredriksson, Ingemar; Larsson, Marcus; Strömberg, Tomas

2012-04-01

Model based data analysis of diffuse reflectance spectroscopy data enables the estimation of optical and structural tissue parameters. The aim of this study was to present an inverse Monte Carlo method based on spectra from two source-detector distances (0.4 and 1.2 mm), using a multilayered tissue model. The tissue model variables include geometrical properties, light scattering properties, tissue chromophores such as melanin and hemoglobin, oxygen saturation and average vessel diameter. The method utilizes a small set of presimulated Monte Carlo data for combinations of different levels of epidermal thickness and tissue scattering. The path length distributions in the different layers are stored and the effect of the other parameters is added in the post-processing. The accuracy of the method was evaluated using Monte Carlo simulations of tissue-like models containing discrete blood vessels, evaluating blood tissue fraction and oxygenation. It was also compared to a homogeneous model. The multilayer model performed better than the homogeneous model and all tissue parameters significantly improved spectral fitting. Recorded in vivo spectra were fitted well at both distances, which we previously found was not possible with a homogeneous model. No absolute intensity calibration is needed and the algorithm is fast enough for real-time processing.

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 Particle Lists: MCPL

NASA Astrophysics Data System (ADS)

Kittelmann, T.; Klinkby, E.; Knudsen, E. B.; Willendrup, P.; Cai, X. X.; Kanaki, K.

2017-09-01

A binary format with lists of particle state information, for interchanging particles between various Monte Carlo simulation applications, is presented. Portable C code for file manipulation is made available to the scientific community, along with converters and plugins for several popular simulation packages.

NOTE: Monte Carlo evaluation of kerma in an HDR brachytherapy bunker

NASA Astrophysics Data System (ADS)

Pérez-Calatayud, J.; Granero, D.; Ballester, F.; Casal, E.; Crispin, V.; Puchades, V.; León, A.; Verdú, G.

2004-12-01

In recent years, the use of high dose rate (HDR) after-loader machines has greatly increased due to the shift from traditional Cs-137/Ir-192 low dose rate (LDR) to HDR brachytherapy. The method used to calculate the required concrete and, where appropriate, lead shielding in the door is based on analytical methods provided by documents published by the ICRP, the IAEA and the NCRP. The purpose of this study is to perform a more realistic kerma evaluation at the entrance maze door of an HDR bunker using the Monte Carlo code GEANT4. The Monte Carlo results were validated experimentally. The spectrum at the maze entrance door, obtained with Monte Carlo, has an average energy of about 110 keV, maintaining a similar value along the length of the maze. The comparison of results from the aforementioned values with the Monte Carlo ones shows that results obtained using the albedo coefficient from the ICRP document more closely match those given by the Monte Carlo method, although the maximum value given by MC calculations is 30% greater.

Learning of state-space models with highly informative observations: A tempered sequential Monte Carlo solution

NASA Astrophysics Data System (ADS)

Svensson, Andreas; Schön, Thomas B.; Lindsten, Fredrik

2018-05-01

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems. Some problems of this type that were previously intractable can now be solved on standard personal computers thanks to recent advances in Monte Carlo methods. In particular, for learning of unknown parameters in nonlinear state-space models, methods based on the particle filter (a Monte Carlo method) have proven very useful. A notoriously challenging problem, however, still occurs when the observations in the state-space model are highly informative, i.e. when there is very little or no measurement noise present, relative to the amount of process noise. The particle filter will then struggle in estimating one of the basic components for probabilistic learning, namely the likelihood p (data | parameters). To this end we suggest an algorithm which initially assumes that there is substantial amount of artificial measurement noise present. The variance of this noise is sequentially decreased in an adaptive fashion such that we, in the end, recover the original problem or possibly a very close approximation of it. The main component in our algorithm is a sequential Monte Carlo (SMC) sampler, which gives our proposed method a clear resemblance to the SMC2 method. Another natural link is also made to the ideas underlying the approximate Bayesian computation (ABC). We illustrate it with numerical examples, and in particular show promising results for a challenging Wiener-Hammerstein benchmark problem.

A new moving strategy for the sequential Monte Carlo approach in optimizing the hydrological model parameters

NASA Astrophysics Data System (ADS)

Zhu, Gaofeng; Li, Xin; Ma, Jinzhu; Wang, Yunquan; Liu, Shaomin; Huang, Chunlin; Zhang, Kun; Hu, Xiaoli

2018-04-01

Sequential Monte Carlo (SMC) samplers have become increasing popular for estimating the posterior parameter distribution with the non-linear dependency structures and multiple modes often present in hydrological models. However, the explorative capabilities and efficiency of the sampler depends strongly on the efficiency in the move step of SMC sampler. In this paper we presented a new SMC sampler entitled the Particle Evolution Metropolis Sequential Monte Carlo (PEM-SMC) algorithm, which is well suited to handle unknown static parameters of hydrologic model. The PEM-SMC sampler is inspired by the works of Liang and Wong (2001) and operates by incorporating the strengths of the genetic algorithm, differential evolution algorithm and Metropolis-Hasting algorithm into the framework of SMC. We also prove that the sampler admits the target distribution to be a stationary distribution. Two case studies including a multi-dimensional bimodal normal distribution and a conceptual rainfall-runoff hydrologic model by only considering parameter uncertainty and simultaneously considering parameter and input uncertainty show that PEM-SMC sampler is generally superior to other popular SMC algorithms in handling the high dimensional problems. The study also indicated that it may be important to account for model structural uncertainty by using multiplier different hydrological models in the SMC framework in future study.

Quasi-Monte Carlo Methods Applied to Tau-Leaping in Stochastic Biological Systems.

PubMed

Beentjes, Casper H L; Baker, Ruth E

2018-05-25

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random number input stream in a simulation procedure by a low-discrepancy number input stream, variance reductions of several orders have been observed in financial applications. Analysis of stochastic effects in well-mixed chemical reaction networks often relies on sample path simulation using Monte Carlo methods, even though these methods suffer from typical slow [Formula: see text] convergence rates as a function of the number of sample paths N. This paper investigates the combination of (randomised) quasi-Monte Carlo methods with an efficient sample path simulation procedure, namely [Formula: see text]-leaping. We show that this combination is often more effective than traditional Monte Carlo simulation in terms of the decay of statistical errors. The observed convergence rate behaviour is, however, non-trivial due to the discrete nature of the models of chemical reactions. We explain how this affects the performance of quasi-Monte Carlo methods by looking at a test problem in standard quadrature.

Hybrid Monte Carlo approach to the entanglement entropy of interacting fermions

NASA Astrophysics Data System (ADS)

Drut, Joaquín E.; Porter, William J.

2015-09-01

The Monte Carlo calculation of Rényi entanglement entropies Sn of interacting fermions suffers from a well-known signal-to-noise problem, even for a large number of situations in which the infamous sign problem is absent. A few methods have been proposed to overcome this issue, such as ensemble switching and the use of auxiliary partition-function ratios. Here, we present an approach that builds on the recently proposed free-fermion decomposition method; it incorporates entanglement in the probability measure in a natural way; it takes advantage of the hybrid Monte Carlo algorithm (an essential tool in lattice quantum chromodynamics and other gauge theories with dynamical fermions); and it does not suffer from noise problems. This method displays no sign problem for the same cases as other approaches and is therefore useful for a wide variety of systems. As a proof of principle, we calculate S2 for the one-dimensional, half-filled Hubbard model and compare with results from exact diagonalization and the free-fermion decomposition method.

NUEN-618 Class Project: Actually Implicit Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vega, R. M.; Brunner, T. A.

2017-12-14

This research describes a new method for the solution of the thermal radiative transfer (TRT) equations that is implicit in time which will be called Actually Implicit Monte Carlo (AIMC). This section aims to introduce the TRT equations, as well as the current workhorse method which is known as Implicit Monte Carlo (IMC). As the name of the method proposed here indicates, IMC is a misnomer in that it is only semi-implicit, which will be shown in this section as well.

Fast multipurpose Monte Carlo simulation for proton therapy using multi- and many-core CPU architectures.

PubMed

Souris, Kevin; Lee, John Aldo; Sterpin, Edmond

2016-04-01

Accuracy in proton therapy treatment planning can be improved using Monte Carlo (MC) simulations. However the long computation time of such methods hinders their use in clinical routine. This work aims to develop a fast multipurpose Monte Carlo simulation tool for proton therapy using massively parallel central processing unit (CPU) architectures. A new Monte Carlo, called MCsquare (many-core Monte Carlo), has been designed and optimized for the last generation of Intel Xeon processors and Intel Xeon Phi coprocessors. These massively parallel architectures offer the flexibility and the computational power suitable to MC methods. The class-II condensed history algorithm of MCsquare provides a fast and yet accurate method of simulating heavy charged particles such as protons, deuterons, and alphas inside voxelized geometries. Hard ionizations, with energy losses above a user-specified threshold, are simulated individually while soft events are regrouped in a multiple scattering theory. Elastic and inelastic nuclear interactions are sampled from ICRU 63 differential cross sections, thereby allowing for the computation of prompt gamma emission profiles. MCsquare has been benchmarked with the gate/geant4 Monte Carlo application for homogeneous and heterogeneous geometries. Comparisons with gate/geant4 for various geometries show deviations within 2%-1 mm. In spite of the limited memory bandwidth of the coprocessor simulation time is below 25 s for 10(7) primary 200 MeV protons in average soft tissues using all Xeon Phi and CPU resources embedded in a single desktop unit. MCsquare exploits the flexibility of CPU architectures to provide a multipurpose MC simulation tool. Optimized code enables the use of accurate MC calculation within a reasonable computation time, adequate for clinical practice. MCsquare also simulates prompt gamma emission and can thus be used also for in vivo range verification.

COMPARISON OF MONTE CARLO METHODS FOR NONLINEAR RADIATION TRANSPORT

DOE Office of Scientific and Technical Information (OSTI.GOV)

W. R. MARTIN; F. B. BROWN

2001-03-01

Five Monte Carlo methods for solving the nonlinear thermal radiation transport equations are compared. The methods include the well-known Implicit Monte Carlo method (IMC) developed by Fleck and Cummings, an alternative to IMC developed by Carter and Forest, an ''exact'' method recently developed by Ahrens and Larsen, and two methods recently proposed by Martin and Brown. The five Monte Carlo methods are developed and applied to the radiation transport equation in a medium assuming local thermodynamic equilibrium. Conservation of energy is derived and used to define appropriate material energy update equations for each of the methods. Details of the Montemore » Carlo implementation are presented, both for the random walk simulation and the material energy update. Simulation results for all five methods are obtained for two infinite medium test problems and a 1-D test problem, all of which have analytical solutions. Conclusions regarding the relative merits of the various schemes are presented.« less

Geometry and Dynamics for Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark

2018-03-01

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.

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.

Two proposed convergence criteria for Monte Carlo solutions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Forster, R.A.; Pederson, S.P.; Booth, T.E.

1992-01-01

The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such asmore » statistical error reduction proportional to 1/[radical]N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf).« less

Excited states from quantum Monte Carlo in the basis of Slater determinants

DOE Office of Scientific and Technical Information (OSTI.GOV)

Humeniuk, Alexander; Mitrić, Roland, E-mail: roland.mitric@uni-wuerzburg.de

2014-11-21

Building on the full configuration interaction quantum Monte Carlo (FCIQMC) algorithm introduced recently by Booth et al. [J. Chem. Phys. 131, 054106 (2009)] to compute the ground state of correlated many-electron systems, an extension to the computation of excited states (exFCIQMC) is presented. The Hilbert space is divided into a large part consisting of pure Slater determinants and a much smaller orthogonal part (the size of which is controlled by a cut-off threshold), from which the lowest eigenstates can be removed efficiently. In this way, the quantum Monte Carlo algorithm is restricted to the orthogonal complement of the lower excitedmore » states and projects out the next highest excited state. Starting from the ground state, higher excited states can be found one after the other. The Schrödinger equation in imaginary time is solved by the same population dynamics as in the ground state algorithm with modified probabilities and matrix elements, for which working formulae are provided. As a proof of principle, the method is applied to lithium hydride in the 3-21G basis set and to the helium dimer in the aug-cc-pVDZ basis set. It is shown to give the correct electronic structure for all bond lengths. Much more testing will be required before the applicability of this method to electron correlation problems of interesting size can be assessed.« less

Fixed forced detection for fast SPECT Monte-Carlo simulation

NASA Astrophysics Data System (ADS)

Cajgfinger, T.; Rit, S.; Létang, J. M.; Halty, A.; Sarrut, D.

2018-03-01

Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.

Fixed forced detection for fast SPECT Monte-Carlo simulation.

PubMed

Cajgfinger, T; Rit, S; Létang, J M; Halty, A; Sarrut, D

2018-03-02

Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.

Asteroid mass estimation using Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, Lauri; Granvik, Mikael

2017-11-01

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 an inverse problem in at least 13 dimensions where the aim is to derive the mass of the perturbing asteroid(s) and six orbital elements for both the perturbing asteroid(s) and the test asteroid(s) based on astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations: the very rough 'marching' approximation, in which the asteroids' orbital elements are not fitted, thereby 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 describe each of these algorithms with particular focus on the MCMC algorithm, and present example results using 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.

Fast quantum Monte Carlo on a GPU

NASA Astrophysics Data System (ADS)

Lutsyshyn, Y.

2015-02-01

We present a scheme for the parallelization of quantum Monte Carlo method on graphical processing units, focusing on variational Monte Carlo simulation of bosonic systems. We use asynchronous execution schemes with shared memory persistence, and obtain an excellent utilization of the accelerator. The CUDA code is provided along with a package that simulates liquid helium-4. The program was benchmarked on several models of Nvidia GPU, including Fermi GTX560 and M2090, and the Kepler architecture K20 GPU. Special optimization was developed for the Kepler cards, including placement of data structures in the register space of the Kepler GPUs. Kepler-specific optimization is discussed.

Diagnosing Undersampling Biases in Monte Carlo Eigenvalue and Flux Tally Estimates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, Christopher M.; Rearden, Bradley T.; Marshall, William J.

2017-02-08

Here, this study focuses on understanding the phenomena in Monte Carlo simulations known as undersampling, in which Monte Carlo tally estimates may not encounter a sufficient number of particles during each generation to obtain unbiased tally estimates. Steady-state Monte Carlo simulations were performed using the KENO Monte Carlo tools within the SCALE code system for models of several burnup credit applications with varying degrees of spatial and isotopic complexities, and the incidence and impact of undersampling on eigenvalue and flux estimates were examined. Using an inadequate number of particle histories in each generation was found to produce a maximum bias of ~100 pcm in eigenvalue estimates and biases that exceeded 10% in fuel pin flux tally estimates. Having quantified the potential magnitude of undersampling biases in eigenvalue and flux tally estimates in these systems, this study then investigated whether Markov Chain Monte Carlo convergence metrics could be integrated into Monte Carlo simulations to predict the onset and magnitude of undersampling biases. Five potential metrics for identifying undersampling biases were implemented in the SCALE code system and evaluated for their ability to predict undersampling biases by comparing the test metric scores with the observed undersampling biases. Finally, of the five convergence metrics that were investigated, three (the Heidelberger-Welch relative half-width, the Gelman-Rubin more » $$\\hat{R}_c$$ diagnostic, and tally entropy) showed the potential to accurately predict the behavior of undersampling biases in the responses examined.« less

Accuracy of Monte Carlo simulations compared to in-vivo MDCT dosimetry.

PubMed

Bostani, Maryam; Mueller, Jonathon W; McMillan, Kyle; Cody, Dianna D; Cagnon, Chris H; DeMarco, John J; McNitt-Gray, Michael F

2015-02-01

The purpose of this study was to assess the accuracy of a Monte Carlo simulation-based method for estimating radiation dose from multidetector computed tomography (MDCT) by comparing simulated doses in ten patients to in-vivo dose measurements. MD Anderson Cancer Center Institutional Review Board approved the acquisition of in-vivo rectal dose measurements in a pilot study of ten patients undergoing virtual colonoscopy. The dose measurements were obtained by affixing TLD capsules to the inner lumen of rectal catheters. Voxelized patient models were generated from the MDCT images of the ten patients, and the dose to the TLD for all exposures was estimated using Monte Carlo based simulations. The Monte Carlo simulation results were compared to the in-vivo dose measurements to determine accuracy. The calculated mean percent difference between TLD measurements and Monte Carlo simulations was -4.9% with standard deviation of 8.7% and a range of -22.7% to 5.7%. The results of this study demonstrate very good agreement between simulated and measured doses in-vivo. Taken together with previous validation efforts, this work demonstrates that the Monte Carlo simulation methods can provide accurate estimates of radiation dose in patients undergoing CT examinations.

Monte Carlo simulations of precise timekeeping in the Milstar communication satellite system

NASA Technical Reports Server (NTRS)

Camparo, James C.; Frueholz, R. P.

1995-01-01

The Milstar communications satellite system will provide secure antijam communication capabilities for DOD operations into the next century. In order to accomplish this task, the Milstar system will employ precise timekeeping on its satellites and at its ground control stations. The constellation will consist of four satellites in geosynchronous orbit, each carrying a set of four rubidium (Rb) atomic clocks. Several times a day, during normal operation, the Mission Control Element (MCE) will collect timing information from the constellation, and after several days use this information to update the time and frequency of the satellite clocks. The MCE will maintain precise time with a cesium (Cs) atomic clock, synchronized to UTC(USNO) via a GPS receiver. We have developed a Monte Carlo simulation of Milstar's space segment timekeeping. The simulation includes the effects of: uplink/downlink time transfer noise; satellite crosslink time transfer noise; satellite diurnal temperature variations; satellite and ground station atomic clock noise; and also quantization limits regarding satellite time and frequency corrections. The Monte Carlo simulation capability has proven to be an invaluable tool in assessing the performance characteristics of various timekeeping algorithms proposed for Milstar, and also in highlighting the timekeeping capabilities of the system. Here, we provide a brief overview of the basic Milstar timekeeping architecture as it is presently envisioned. We then describe the Monte Carlo simulation of space segment timekeeping, and provide examples of the simulation's efficacy in resolving timekeeping issues.

Population Annealing Monte Carlo for Frustrated Systems

NASA Astrophysics Data System (ADS)

Amey, Christopher; Machta, Jonathan

Population annealing is a sequential Monte Carlo algorithm that efficiently simulates equilibrium systems with rough free energy landscapes such as spin glasses and glassy fluids. A large population of configurations is initially thermalized at high temperature and then cooled to low temperature according to an annealing schedule. The population is kept in thermal equilibrium at every annealing step via resampling configurations according to their Boltzmann weights. Population annealing is comparable to parallel tempering in terms of efficiency, but has several distinct and useful features. In this talk I will give an introduction to population annealing and present recent progress in understanding its equilibration properties and optimizing it for spin glasses. Results from large-scale population annealing simulations for the Ising spin glass in 3D and 4D will be presented. NSF Grant DMR-1507506.

Analytical Applications of Monte Carlo Techniques.

ERIC Educational Resources Information Center

Guell, Oscar A.; Holcombe, James A.

1990-01-01

Described are analytical applications of the theory of random processes, in particular solutions obtained by using statistical procedures known as Monte Carlo techniques. Supercomputer simulations, sampling, integration, ensemble, annealing, and explicit simulation are discussed. (CW)

Million-body star cluster simulations: comparisons between Monte Carlo and direct N-body

NASA Astrophysics Data System (ADS)

Rodriguez, Carl L.; Morscher, Meagan; Wang, Long; Chatterjee, Sourav; Rasio, Frederic A.; Spurzem, Rainer

2016-12-01

We present the first detailed comparison between million-body globular cluster simulations computed with a Hénon-type Monte Carlo code, CMC, and a direct N-body code, NBODY6++GPU. Both simulations start from an identical cluster model with 106 particles, and include all of the relevant physics needed to treat the system in a highly realistic way. With the two codes `frozen' (no fine-tuning of any free parameters or internal algorithms of the codes) we find good agreement in the overall evolution of the two models. Furthermore, we find that in both models, large numbers of stellar-mass black holes (>1000) are retained for 12 Gyr. Thus, the very accurate direct N-body approach confirms recent predictions that black holes can be retained in present-day, old globular clusters. We find only minor disagreements between the two models and attribute these to the small-N dynamics driving the evolution of the cluster core for which the Monte Carlo assumptions are less ideal. Based on the overwhelming general agreement between the two models computed using these vastly different techniques, we conclude that our Monte Carlo approach, which is more approximate, but dramatically faster compared to the direct N-body, is capable of producing an accurate description of the long-term evolution of massive globular clusters even when the clusters contain large populations of stellar-mass black holes.

A measurement-based generalized source model for Monte Carlo dose simulations of CT scans

PubMed Central

Ming, Xin; Feng, Yuanming; Liu, Ransheng; Yang, Chengwen; Zhou, Li; Zhai, Hezheng; Deng, Jun

2018-01-01

The goal of this study is to develop a generalized source model (GSM) for accurate Monte Carlo dose simulations of CT scans based solely on the measurement data without a priori knowledge of scanner specifications. The proposed generalized source model consists of an extended circular source located at x-ray target level with its energy spectrum, source distribution and fluence distribution derived from a set of measurement data conveniently available in the clinic. Specifically, the central axis percent depth dose (PDD) curves measured in water and the cone output factors measured in air were used to derive the energy spectrum and the source distribution respectively with a Levenberg-Marquardt algorithm. The in-air film measurement of fan-beam dose profiles at fixed gantry was back-projected to generate the fluence distribution of the source model. A benchmarked Monte Carlo user code was used to simulate the dose distributions in water with the developed source model as beam input. The feasibility and accuracy of the proposed source model was tested on a GE LightSpeed and a Philips Brilliance Big Bore multi-detector CT (MDCT) scanners available in our clinic. In general, the Monte Carlo simulations of the PDDs in water and dose profiles along lateral and longitudinal directions agreed with the measurements within 4%/1mm for both CT scanners. The absolute dose comparison using two CTDI phantoms (16 cm and 32 cm in diameters) indicated a better than 5% agreement between the Monte Carlo-simulated and the ion chamber-measured doses at a variety of locations for the two scanners. Overall, this study demonstrated that a generalized source model can be constructed based only on a set of measurement data and used for accurate Monte Carlo dose simulations of patients’ CT scans, which would facilitate patient-specific CT organ dose estimation and cancer risk management in the diagnostic and therapeutic radiology. PMID:28079526

A measurement-based generalized source model for Monte Carlo dose simulations of CT scans

NASA Astrophysics Data System (ADS)

Ming, Xin; Feng, Yuanming; Liu, Ransheng; Yang, Chengwen; Zhou, Li; Zhai, Hezheng; Deng, Jun

2017-03-01

The goal of this study is to develop a generalized source model for accurate Monte Carlo dose simulations of CT scans based solely on the measurement data without a priori knowledge of scanner specifications. The proposed generalized source model consists of an extended circular source located at x-ray target level with its energy spectrum, source distribution and fluence distribution derived from a set of measurement data conveniently available in the clinic. Specifically, the central axis percent depth dose (PDD) curves measured in water and the cone output factors measured in air were used to derive the energy spectrum and the source distribution respectively with a Levenberg-Marquardt algorithm. The in-air film measurement of fan-beam dose profiles at fixed gantry was back-projected to generate the fluence distribution of the source model. A benchmarked Monte Carlo user code was used to simulate the dose distributions in water with the developed source model as beam input. The feasibility and accuracy of the proposed source model was tested on a GE LightSpeed and a Philips Brilliance Big Bore multi-detector CT (MDCT) scanners available in our clinic. In general, the Monte Carlo simulations of the PDDs in water and dose profiles along lateral and longitudinal directions agreed with the measurements within 4%/1 mm for both CT scanners. The absolute dose comparison using two CTDI phantoms (16 cm and 32 cm in diameters) indicated a better than 5% agreement between the Monte Carlo-simulated and the ion chamber-measured doses at a variety of locations for the two scanners. Overall, this study demonstrated that a generalized source model can be constructed based only on a set of measurement data and used for accurate Monte Carlo dose simulations of patients’ CT scans, which would facilitate patient-specific CT organ dose estimation and cancer risk management in the diagnostic and therapeutic radiology.

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.

EDITORIAL: Special section: Selected papers from the Second European Workshop on Monte Carlo Treatment Planning (MCTP2009) Special section: Selected papers from the Second European Workshop on Monte Carlo Treatment Planning (MCTP2009)

NASA Astrophysics Data System (ADS)

Spezi, Emiliano

2010-08-01

Sixty years after the paper 'The Monte Carlo method' by N Metropolis and S Ulam in The Journal of the American Statistical Association (Metropolis and Ulam 1949), use of the most accurate algorithm for computer modelling of radiotherapy linear accelerators, radiation detectors and three dimensional patient dose was discussed in Wales (UK). The Second European Workshop on Monte Carlo Treatment Planning (MCTP2009) was held at the National Museum of Wales in Cardiff. The event, organized by Velindre NHS Trust, Cardiff University and Cancer Research Wales, lasted two and a half days, during which leading experts and contributing authors presented and discussed the latest advances in the field of Monte Carlo treatment planning (MCTP). MCTP2009 was highly successful, judging from the number of participants which was in excess of 140. Of the attendees, 24% came from the UK, 46% from the rest of Europe, 12% from North America and 18% from the rest of the World. Fifty-three oral presentations and 24 posters were delivered in a total of 12 scientific sessions. MCTP2009 follows the success of previous similar initiatives (Verhaegen and Seuntjens 2005, Reynaert 2007, Verhaegen and Seuntjens 2008), and confirms the high level of interest in Monte Carlo technology for radiotherapy treatment planning. The 13 articles selected for this special section (following Physics in Medicine and Biology's usual rigorous peer-review procedure) give a good picture of the high quality of the work presented at MCTP2009. The book of abstracts can be downloaded from http://www.mctp2009.org. I wish to thank the IOP Medical Physics and Computational Physics Groups for their financial support, Elekta Ltd and Dosisoft for sponsoring MCTP2009, and leading manufacturers such as BrainLab, Nucletron and Varian for showcasing their latest MC-based radiotherapy solutions during a dedicated technical session. I am also very grateful to the eight invited speakers who kindly accepted to give keynote

Self-learning Monte Carlo method and cumulative update in fermion systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Junwei; Shen, Huitao; Qi, Yang

2017-06-07

In this study, we develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly efficient update algorithm, which we design and dub “cumulative update”, to generate new candidate configurations in the Markov chain based on a self-learned bosonic effective model. From a general analysis and a numerical study of the double exchange model as an example, we find that the SLMC with cumulative update drastically reduces the computational cost of the simulation, while remaining statistically exact. Remarkably, its computational complexity is far lessmore » than the conventional algorithm with local updates.« less

Multiple-time-stepping generalized hybrid Monte Carlo methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Escribano, Bruno, E-mail: bescribano@bcamath.org; Akhmatskaya, Elena; IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao

2015-01-01

Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2–4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC).more » The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.« less

Monte Carlos of the new generation: status and progress

DOE Office of Scientific and Technical Information (OSTI.GOV)

Frixione, Stefano

2005-03-22

Standard parton shower monte carlos are designed to give reliable descriptions of low-pT physics. In the very high-energy regime of modern colliders, this is may lead to largely incorrect predictions of the basic reaction processes. This motivated the recent theoretical efforts aimed at improving monte carlos through the inclusion of matrix elements computed beyond the leading order in QCD. I briefly review the progress made, and discuss bottom production at the Tevatron.

OWL: A scalable Monte Carlo simulation suite for finite-temperature study of materials

NASA Astrophysics Data System (ADS)

Li, Ying Wai; Yuk, Simuck F.; Cooper, Valentino R.; Eisenbach, Markus; Odbadrakh, Khorgolkhuu

The OWL suite is a simulation package for performing large-scale Monte Carlo simulations. Its object-oriented, modular design enables it to interface with various external packages for energy evaluations. It is therefore applicable to study the finite-temperature properties for a wide range of systems: from simple classical spin models to materials where the energy is evaluated by ab initio methods. This scheme not only allows for the study of thermodynamic properties based on first-principles statistical mechanics, it also provides a means for massive, multi-level parallelism to fully exploit the capacity of modern heterogeneous computer architectures. We will demonstrate how improved strong and weak scaling is achieved by employing novel, parallel and scalable Monte Carlo algorithms, as well as the applications of OWL to a few selected frontier materials research problems. This research was supported by the Office of Science of the Department of Energy under contract DE-AC05-00OR22725.

Accurately modeling Gaussian beam propagation in the context of Monte Carlo techniques

NASA Astrophysics Data System (ADS)

Hokr, Brett H.; Winblad, Aidan; Bixler, Joel N.; Elpers, Gabriel; Zollars, Byron; Scully, Marlan O.; Yakovlev, Vladislav V.; Thomas, Robert J.

2016-03-01

Monte Carlo simulations are widely considered to be the gold standard for studying the propagation of light in turbid media. However, traditional Monte Carlo methods fail to account for diffraction because they treat light as a particle. This results in converging beams focusing to a point instead of a diffraction limited spot, greatly effecting the accuracy of Monte Carlo simulations near the focal plane. Here, we present a technique capable of simulating a focusing beam in accordance to the rules of Gaussian optics, resulting in a diffraction limited focal spot. This technique can be easily implemented into any traditional Monte Carlo simulation allowing existing models to be converted to include accurate focusing geometries with minimal effort. We will present results for a focusing beam in a layered tissue model, demonstrating that for different scenarios the region of highest intensity, thus the greatest heating, can change from the surface to the focus. The ability to simulate accurate focusing geometries will greatly enhance the usefulness of Monte Carlo for countless applications, including studying laser tissue interactions in medical applications and light propagation through turbid media.

Fission matrix-based Monte Carlo criticality analysis of fuel storage pools

DOE Office of Scientific and Technical Information (OSTI.GOV)

Farlotti, M.; Ecole Polytechnique, Palaiseau, F 91128; Larsen, E. W.

2013-07-01

Standard Monte Carlo transport procedures experience difficulties in solving criticality problems in fuel storage pools. Because of the strong neutron absorption between fuel assemblies, source convergence can be very slow, leading to incorrect estimates of the eigenvalue and the eigenfunction. This study examines an alternative fission matrix-based Monte Carlo transport method that takes advantage of the geometry of a storage pool to overcome this difficulty. The method uses Monte Carlo transport to build (essentially) a fission matrix, which is then used to calculate the criticality and the critical flux. This method was tested using a test code on a simplemore » problem containing 8 assemblies in a square pool. The standard Monte Carlo method gave the expected eigenfunction in 5 cases out of 10, while the fission matrix method gave the expected eigenfunction in all 10 cases. In addition, the fission matrix method provides an estimate of the error in the eigenvalue and the eigenfunction, and it allows the user to control this error by running an adequate number of cycles. Because of these advantages, the fission matrix method yields a higher confidence in the results than standard Monte Carlo. We also discuss potential improvements of the method, including the potential for variance reduction techniques. (authors)« less

Accuracy of Monte Carlo simulations compared to in-vivo MDCT dosimetry

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bostani, Maryam, E-mail: mbostani@mednet.ucla.edu; McMillan, Kyle; Cagnon, Chris H.

Purpose: The purpose of this study was to assess the accuracy of a Monte Carlo simulation-based method for estimating radiation dose from multidetector computed tomography (MDCT) by comparing simulated doses in ten patients to in-vivo dose measurements. Methods: MD Anderson Cancer Center Institutional Review Board approved the acquisition of in-vivo rectal dose measurements in a pilot study of ten patients undergoing virtual colonoscopy. The dose measurements were obtained by affixing TLD capsules to the inner lumen of rectal catheters. Voxelized patient models were generated from the MDCT images of the ten patients, and the dose to the TLD for allmore » exposures was estimated using Monte Carlo based simulations. The Monte Carlo simulation results were compared to the in-vivo dose measurements to determine accuracy. Results: The calculated mean percent difference between TLD measurements and Monte Carlo simulations was −4.9% with standard deviation of 8.7% and a range of −22.7% to 5.7%. Conclusions: The results of this study demonstrate very good agreement between simulated and measured doses in-vivo. Taken together with previous validation efforts, this work demonstrates that the Monte Carlo simulation methods can provide accurate estimates of radiation dose in patients undergoing CT examinations.« less

Monte Carlo Methodology Serves Up a Software Success

NASA Technical Reports Server (NTRS)

2003-01-01

Widely used for the modeling of gas flows through the computation of the motion and collisions of representative molecules, the Direct Simulation Monte Carlo method has become the gold standard for producing research and engineering predictions in the field of rarefied gas dynamics. Direct Simulation Monte Carlo was first introduced in the early 1960s by Dr. Graeme Bird, a professor at the University of Sydney, Australia. It has since proved to be a valuable tool to the aerospace and defense industries in providing design and operational support data, as well as flight data analysis. In 2002, NASA brought to the forefront a software product that maintains the same basic physics formulation of Dr. Bird's method, but provides effective modeling of complex, three-dimensional, real vehicle simulations and parallel processing capabilities to handle additional computational requirements, especially in areas where computational fluid dynamics (CFD) is not applicable. NASA's Direct Simulation Monte Carlo Analysis Code (DAC) software package is now considered the Agency s premier high-fidelity simulation tool for predicting vehicle aerodynamics and aerothermodynamic environments in rarified, or low-density, gas flows.

Dynamic Monte Carlo description of thermal desorption processes

NASA Astrophysics Data System (ADS)

Weinketz, Sieghard

1994-07-01

The applicability of the dynamic Monte Carlo method of Fichthorn and Weinberg, in which the time evolution of a system is described in terms of the absolute number of different microscopic possible events and their associated transition rates, is discussed for the case of thermal desorption simulations. It is shown that the definition of the time increment at each successful event leads naturally to the macroscopic differential equation of desorption, in the case of simple first- and second-order processes in which the only possible events are desorption and diffusion. This equivalence is numerically demonstrated for a second-order case. In the sequence, the equivalence of this method with the Monte Carlo method of Sales and Zgrablich for more complex desorption processes, allowing for lateral interactions between adsorbates, is shown, even though the dynamic Monte Carlo method does not bear their limitation of a rapid surface diffusion condition, thus being able to describe a more complex ``kinetics'' of surface reactive processes, and therefore be applied to a wider class of phenomena, such as surface catalysis.

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

We develop a real-time full configuration-interaction quantum Monte Carlo approach to model driven-dissipative open quantum systems with Markovian system-bath coupling. The method enables stochastic sampling of the Liouville-von Neumann time evolution of the density matrix thanks to a massively parallel algorithm, thus providing estimates of observables on the nonequilibrium steady state. We present the underlying theory and introduce an initiator technique and importance sampling to reduce the statistical error. Finally, we demonstrate the efficiency of our approach by applying it to the driven-dissipative two-dimensional X Y Z spin-1/2 model on a lattice.

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

NASA Astrophysics Data System (ADS)

De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles

2017-09-01

As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the

A Monte Carlo Simulation of Brownian Motion in the Freshman Laboratory

ERIC Educational Resources Information Center

Anger, C. D.; Prescott, J. R.

1970-01-01

Describes a dry- lab" experiment for the college freshman laboratory, in which the essential features of Browian motion are given principles, using the Monte Carlo technique. Calculations principles, using the Monte Carlo technique. Calculations are carried out by a computation sheme based on computer language. Bibliography. (LC)

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

Arif, ULLAH; Majid, KHAN; M, KAMRAN; R, KHAN; Zhengmao, SHENG

2017-12-01

For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient, Monte Carlo (MC) techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem. Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices.

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.

A highly optimized vectorized code for Monte Carlo simulations of SU(3) lattice gauge theories

NASA Technical Reports Server (NTRS)

Barkai, D.; Moriarty, K. J. M.; Rebbi, C.

1984-01-01

New methods are introduced for improving the performance of the vectorized Monte Carlo SU(3) lattice gauge theory algorithm using the CDC CYBER 205. Structure, algorithm and programming considerations are discussed. The performance achieved for a 16(4) lattice on a 2-pipe system may be phrased in terms of the link update time or overall MFLOPS rates. For 32-bit arithmetic, it is 36.3 microsecond/link for 8 hits per iteration (40.9 microsecond for 10 hits) or 101.5 MFLOPS.

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

An NCME Instructional Module on Estimating Item Response Theory Models Using Markov Chain Monte Carlo Methods

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…

Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Dufek, Jan

2014-06-01

This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.

Tolerance allocation for an electronic system using neural network/Monte Carlo approach

NASA Astrophysics Data System (ADS)

Al-Mohammed, Mohammed; Esteve, Daniel; Boucher, Jaque

2001-12-01

The intense global competition to produce quality products at a low cost has led many industrial nations to consider tolerances as a key factor to bring about cost as well as to remain competitive. In actually, Tolerance allocation stays widely applied on the Mechanic System. It is known that to study the tolerances in an electronic domain, Monte-Carlo method well be used. But the later method spends a long time. This paper reviews several methods (Worst-case, Statistical Method, Least Cost Allocation by Optimization methods) that can be used for treating the tolerancing problem for an Electronic System and explains their advantages and their limitations. Then, it proposes an efficient method based on the Neural Networks associated with Monte-Carlo method as basis data. The network is trained using the Error Back Propagation Algorithm to predict the individual part tolerances, minimizing the total cost of the system by a method of optimization. This proposed approach has been applied on Small-Signal Amplifier Circuit as an example. This method can be easily extended to a complex system of n-components.

Accelerated Monte Carlo Simulation for Safety Analysis of the Advanced Airspace Concept

NASA Technical Reports Server (NTRS)

Thipphavong, David

2010-01-01

Safe separation of aircraft is a primary objective of any air traffic control system. An accelerated Monte Carlo approach was developed to assess the level of safety provided by a proposed next-generation air traffic control system. It combines features of fault tree and standard Monte Carlo methods. It runs more than one order of magnitude faster than the standard Monte Carlo method while providing risk estimates that only differ by about 10%. It also preserves component-level model fidelity that is difficult to maintain using the standard fault tree method. This balance of speed and fidelity allows sensitivity analysis to be completed in days instead of weeks or months with the standard Monte Carlo method. Results indicate that risk estimates are sensitive to transponder, pilot visual avoidance, and conflict detection failure probabilities.

Monte Carlo simulations of medical imaging modalities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Estes, G.P.

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 computermore » 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.« less

Radiative transfer and spectroscopic databases: A line-sampling Monte Carlo approach

NASA Astrophysics Data System (ADS)

Galtier, Mathieu; Blanco, Stéphane; Dauchet, Jérémi; El Hafi, Mouna; Eymet, Vincent; Fournier, Richard; Roger, Maxime; Spiesser, Christophe; Terrée, Guillaume

2016-03-01

Dealing with molecular-state transitions for radiative transfer purposes involves two successive steps that both reach the complexity level at which physicists start thinking about statistical approaches: (1) constructing line-shaped absorption spectra as the result of very numerous state-transitions, (2) integrating over optical-path domains. For the first time, we show here how these steps can be addressed simultaneously using the null-collision concept. This opens the door to the design of Monte Carlo codes directly estimating radiative transfer observables from spectroscopic databases. The intermediate step of producing accurate high-resolution absorption spectra is no longer required. A Monte Carlo algorithm is proposed and applied to six one-dimensional test cases. It allows the computation of spectrally integrated intensities (over 25 cm-1 bands or the full IR range) in a few seconds, regardless of the retained database and line model. But free parameters need to be selected and they impact the convergence. A first possible selection is provided in full detail. We observe that this selection is highly satisfactory for quite distinct atmospheric and combustion configurations, but a more systematic exploration is still in progress.

A Monte Carlo model for 3D grain evolution during welding

NASA Astrophysics Data System (ADS)

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-09-01

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bézier curves, which allow for the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. The model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.

A Monte Carlo model for 3D grain evolution during welding

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bezier curves, which allow formore » the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. Furthermore, the model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.« less

A Monte Carlo model for 3D grain evolution during welding

DOE PAGES

Rodgers, Theron M.; Mitchell, John A.; Tikare, Veena

2017-08-04

Welding is one of the most wide-spread processes used in metal joining. However, there are currently no open-source software implementations for the simulation of microstructural evolution during a weld pass. Here we describe a Potts Monte Carlo based model implemented in the SPPARKS kinetic Monte Carlo computational framework. The model simulates melting, solidification and solid-state microstructural evolution of material in the fusion and heat-affected zones of a weld. The model does not simulate thermal behavior, but rather utilizes user input parameters to specify weld pool and heat-affect zone properties. Weld pool shapes are specified by Bezier curves, which allow formore » the specification of a wide range of pool shapes. Pool shapes can range from narrow and deep to wide and shallow representing different fluid flow conditions within the pool. Surrounding temperature gradients are calculated with the aide of a closest point projection algorithm. Furthermore, the model also allows simulation of pulsed power welding through time-dependent variation of the weld pool size. Example simulation results and comparisons with laboratory weld observations demonstrate microstructural variation with weld speed, pool shape, and pulsed-power.« less

Path integral Monte Carlo and the electron gas

NASA Astrophysics Data System (ADS)

Brown, Ethan W.

Path integral Monte Carlo is a proven method for accurately simulating quantum mechanical systems at finite-temperature. By stochastically sampling Feynman's path integral representation of the quantum many-body density matrix, path integral Monte Carlo includes non-perturbative effects like thermal fluctuations and particle correlations in a natural way. Over the past 30 years, path integral Monte Carlo has been successfully employed to study the low density electron gas, high-pressure hydrogen, and superfluid helium. For systems where the role of Fermi statistics is important, however, traditional path integral Monte Carlo simulations have an exponentially decreasing efficiency with decreased temperature and increased system size. In this thesis, we work towards improving this efficiency, both through approximate and exact methods, as specifically applied to the homogeneous electron gas. We begin with a brief overview of the current state of atomic simulations at finite-temperature before we delve into a pedagogical review of the path integral Monte Carlo method. We then spend some time discussing the one major issue preventing exact simulation of Fermi systems, the sign problem. Afterwards, we introduce a way to circumvent the sign problem in PIMC simulations through a fixed-node constraint. We then apply this method to the homogeneous electron gas at a large swatch of densities and temperatures in order to map out the warm-dense matter regime. The electron gas can be a representative model for a host of real systems, from simple medals to stellar interiors. However, its most common use is as input into density functional theory. To this end, we aim to build an accurate representation of the electron gas from the ground state to the classical limit and examine its use in finite-temperature density functional formulations. The latter half of this thesis focuses on possible routes beyond the fixed-node approximation. As a first step, we utilize the variational

Improved cache performance in Monte Carlo transport calculations using energy banding

NASA Astrophysics Data System (ADS)

Siegel, A.; Smith, K.; Felker, K.; Romano, P.; Forget, B.; Beckman, P.

2014-04-01

We present an energy banding algorithm for Monte Carlo (MC) neutral particle transport simulations which depend on large cross section lookup tables. In MC codes, read-only cross section data tables are accessed frequently, exhibit poor locality, and are typically too much large to fit in fast memory. Thus, performance is often limited by long latencies to RAM, or by off-node communication latencies when the data footprint is very large and must be decomposed on a distributed memory machine. The proposed energy banding algorithm allows maximal temporal reuse of data in band sizes that can flexibly accommodate different architectural features. The energy banding algorithm is general and has a number of benefits compared to the traditional approach. In the present analysis we explore its potential to achieve improvements in time-to-solution on modern cache-based architectures.

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.

TU-F-CAMPUS-T-05: A Cloud-Based Monte Carlo Dose Calculation for Electron Cutout Factors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mitchell, T; Bush, K

Purpose: For electron cutouts of smaller sizes, it is necessary to verify electron cutout factors due to perturbations in electron scattering. Often, this requires a physical measurement using a small ion chamber, diode, or film. The purpose of this study is to develop a fast Monte Carlo based dose calculation framework that requires only a smart phone photograph of the cutout and specification of the SSD and energy to determine the electron cutout factor, with the ultimate goal of making this cloud-based calculation widely available to the medical physics community. Methods: The algorithm uses a pattern recognition technique to identifymore » the corners of the cutout in the photograph as shown in Figure 1. It then corrects for variations in perspective, scaling, and translation of the photograph introduced by the user’s positioning of the camera. Blob detection is used to identify the portions of the cutout which comprise the aperture and the portions which are cutout material. This information is then used define physical densities of the voxels used in the Monte Carlo dose calculation algorithm as shown in Figure 2, and select a particle source from a pre-computed library of phase-spaces scored above the cutout. The electron cutout factor is obtained by taking a ratio of the maximum dose delivered with the cutout in place to the dose delivered under calibration/reference conditions. Results: The algorithm has been shown to successfully identify all necessary features of the electron cutout to perform the calculation. Subsequent testing will be performed to compare the Monte Carlo results with a physical measurement. Conclusion: A simple, cloud-based method of calculating electron cutout factors could eliminate the need for physical measurements and substantially reduce the time required to properly assure accurate dose delivery.« less

PRELIMINARY COUPLING OF THE MONTE CARLO CODE OPENMC AND THE MULTIPHYSICS OBJECT-ORIENTED SIMULATION ENVIRONMENT (MOOSE) FOR ANALYZING DOPPLER FEEDBACK IN MONTE CARLO SIMULATIONS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Matthew Ellis; Derek Gaston; Benoit Forget

In recent years the use of Monte Carlo methods for modeling reactors has become feasible due to the increasing availability of massively parallel computer systems. One of the primary challenges yet to be fully resolved, however, is the efficient and accurate inclusion of multiphysics feedback in Monte Carlo simulations. The research in this paper presents a preliminary coupling of the open source Monte Carlo code OpenMC with the open source Multiphysics Object-Oriented Simulation Environment (MOOSE). The coupling of OpenMC and MOOSE will be used to investigate efficient and accurate numerical methods needed to include multiphysics feedback in Monte Carlo codes.more » An investigation into the sensitivity of Doppler feedback to fuel temperature approximations using a two dimensional 17x17 PWR fuel assembly is presented in this paper. The results show a functioning multiphysics coupling between OpenMC and MOOSE. The coupling utilizes Functional Expansion Tallies to accurately and efficiently transfer pin power distributions tallied in OpenMC to unstructured finite element meshes used in MOOSE. The two dimensional PWR fuel assembly case also demonstrates that for a simplified model the pin-by-pin doppler feedback can be adequately replicated by scaling a representative pin based on pin relative powers.« less

Ground state of excitonic molecules by the Green's-function Monte Carlo method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lee, M.A.; Vashishta, P.; Kalia, R.K.

1983-12-26

The ground-state energy of excitonic molecules is evaluated as a function of the ratio of electron and hole masses, sigma, with use of the Green's-function Monte Carlo method. For all sigma, the Green's-function Monte Carlo energies are significantly lower than the variational estimates and in favorable agreement with experiments. In excitonic rydbergs, the binding energy of the positronium molecule (sigma = 1) is predicted to be -0.06 and for sigma<<1, the Green's-function Monte Carlo energies agree with the ''exact'' limiting behavior, E = -2.346+0.764sigma.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

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.

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)

Reactive Monte Carlo sampling with an ab initio potential

NASA Astrophysics Data System (ADS)

Leiding, Jeff; Coe, Joshua D.

2016-05-01

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 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). We find that there are regions of state space for which RxMC sampling is much more efficient than AIMD due to the "rare-event" character of chemical reactions.

Searching for efficient Markov chain Monte Carlo proposal kernels

PubMed Central

Yang, Ziheng; Rodríguez, Carlos E.

2013-01-01

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. PMID:24218600

Correlated uncertainties in Monte Carlo reaction rate calculations

NASA Astrophysics Data System (ADS)

Longland, Richard

2017-07-01

Context. Monte Carlo methods have enabled nuclear reaction rates from uncertain inputs to be presented in a statistically meaningful manner. However, these uncertainties are currently computed assuming no correlations between the physical quantities that enter those calculations. This is not always an appropriate assumption. Astrophysically important reactions are often dominated by resonances, whose properties are normalized to a well-known reference resonance. This insight provides a basis from which to develop a flexible framework for including correlations in Monte Carlo reaction rate calculations. Aims: The aim of this work is to develop and test a method for including correlations in Monte Carlo reaction rate calculations when the input has been normalized to a common reference. Methods: A mathematical framework is developed for including correlations between input parameters in Monte Carlo reaction rate calculations. The magnitude of those correlations is calculated from the uncertainties typically reported in experimental papers, where full correlation information is not available. The method is applied to four illustrative examples: a fictional 3-resonance reaction, 27Al(p, γ)28Si, 23Na(p, α)20Ne, and 23Na(α, p)26Mg. Results: Reaction rates at low temperatures that are dominated by a few isolated resonances are found to minimally impacted by correlation effects. However, reaction rates determined from many overlapping resonances can be significantly affected. Uncertainties in the 23Na(α, p)26Mg reaction, for example, increase by up to a factor of 5. This highlights the need to take correlation effects into account in reaction rate calculations, and provides insight into which cases are expected to be most affected by them. The impact of correlation effects on nucleosynthesis is also investigated.

Crystal-structure prediction via the Floppy-Box Monte Carlo algorithm: Method and application to hard (non)convex particles

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.

A Monte Carlo simulation study of associated liquid crystals

NASA Astrophysics Data System (ADS)

Berardi, R.; Fehervari, M.; Zannoni, C.

We have performed a Monte Carlo simulation study of a system of ellipsoidal particles with donor-acceptor sites modelling complementary hydrogen-bonding groups in real molecules. We have considered elongated Gay-Berne particles with terminal interaction sites allowing particles to associate and form dimers. The changes in the phase transitions and in the molecular organization and the interplay between orientational ordering and dimer formation are discussed. Particle flip and dimer moves have been used to increase the convergency rate of the Monte Carlo (MC) Markov chain.

Collective translational and rotational Monte Carlo cluster move for general pairwise interaction

NASA Astrophysics Data System (ADS)

Růžička, Štěpán; Allen, Michael P.

2014-09-01

Virtual move Monte Carlo is a cluster algorithm which was originally developed for strongly attractive colloidal, molecular, or atomistic systems in order to both approximate the collective dynamics and avoid sampling of unphysical kinetic traps. In this paper, we present the algorithm in the form, which selects the moving cluster through a wider class of virtual states and which is applicable to general pairwise interactions, including hard-core repulsion. The newly proposed way of selecting the cluster increases the acceptance probability by up to several orders of magnitude, especially for rotational moves. The results have their applications in simulations of systems interacting via anisotropic potentials both to enhance the sampling of the phase space and to approximate the dynamics.

Computational characterization of HPGe detectors usable for a wide variety of source geometries by using Monte Carlo simulation and a multi-objective evolutionary algorithm

NASA Astrophysics Data System (ADS)

Guerra, J. G.; Rubiano, J. G.; Winter, G.; Guerra, A. G.; Alonso, H.; Arnedo, M. A.; Tejera, A.; Martel, P.; Bolivar, J. P.

2017-06-01

In this work, we have developed a computational methodology for characterizing HPGe detectors by implementing in parallel a multi-objective evolutionary algorithm, together with a Monte Carlo simulation code. The evolutionary algorithm is used for searching the geometrical parameters of a model of detector by minimizing the differences between the efficiencies calculated by Monte Carlo simulation and two reference sets of Full Energy Peak Efficiencies (FEPEs) corresponding to two given sample geometries, a beaker of small diameter laid over the detector window and a beaker of large capacity which wrap the detector. This methodology is a generalization of a previously published work, which was limited to beakers placed over the window of the detector with a diameter equal or smaller than the crystal diameter, so that the crystal mount cap (which surround the lateral surface of the crystal), was not considered in the detector model. The generalization has been accomplished not only by including such a mount cap in the model, but also using multi-objective optimization instead of mono-objective, with the aim of building a model sufficiently accurate for a wider variety of beakers commonly used for the measurement of environmental samples by gamma spectrometry, like for instance, Marinellis, Petris, or any other beaker with a diameter larger than the crystal diameter, for which part of the detected radiation have to pass through the mount cap. The proposed methodology has been applied to an HPGe XtRa detector, providing a model of detector which has been successfully verificated for different source-detector geometries and materials and experimentally validated using CRMs.

Monte Carlo Simulation of THz Multipliers

NASA Technical Reports Server (NTRS)

East, J.; Blakey, P.

1997-01-01

Schottky Barrier diode frequency multipliers are critical components in submillimeter and Thz space based earth observation systems. As the operating frequency of these multipliers has increased, the agreement between design predictions and experimental results has become poorer. The multiplier design is usually based on a nonlinear model using a form of harmonic balance and a model for the Schottky barrier diode. Conventional voltage dependent lumped element models do a poor job of predicting THz frequency performance. This paper will describe a large signal Monte Carlo simulation of Schottky barrier multipliers. The simulation is a time dependent particle field Monte Carlo simulation with ohmic and Schottky barrier boundary conditions included that has been combined with a fixed point solution for the nonlinear circuit interaction. The results in the paper will point out some important time constants in varactor operation and will describe the effects of current saturation and nonlinear resistances on multiplier operation.

Accelerated Monte Carlo Methods for Coulomb Collisions

NASA Astrophysics Data System (ADS)

Rosin, Mark; Ricketson, Lee; Dimits, Andris; Caflisch, Russel; Cohen, Bruce

2014-03-01

We present a new highly efficient multi-level Monte Carlo (MLMC) simulation algorithm for Coulomb collisions in a plasma. The scheme, initially developed and used successfully for applications in financial mathematics, is applied here to kinetic plasmas for the first time. The method is based on a Langevin treatment of the Landau-Fokker-Planck equation and has a rich history derived from the works of Einstein and Chandrasekhar. The MLMC scheme successfully reduces the computational cost of achieving an RMS error ɛ in the numerical solution to collisional plasma problems from (ɛ-3) - for the standard state-of-the-art Langevin and binary collision algorithms - to a theoretically optimal (ɛ-2) scaling, when used in conjunction with an underlying Milstein discretization to the Langevin equation. In the test case presented here, the method accelerates simulations by factors of up to 100. We summarize the scheme, present some tricks for improving its efficiency yet further, and discuss the method's range of applicability. Work performed for US DOE by LLNL under contract DE-AC52- 07NA27344 and by UCLA under grant DE-FG02-05ER25710.

Ex Post Facto Monte Carlo Variance Reduction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Booth, Thomas E.

The variance in Monte Carlo particle transport calculations is often dominated by a few particles whose importance increases manyfold on a single transport step. This paper describes a novel variance reduction method that uses a large importance change as a trigger to resample the offending transport step. That is, the method is employed only after (ex post facto) a random walk attempts a transport step that would otherwise introduce a large variance in the calculation.Improvements in two Monte Carlo transport calculations are demonstrated empirically using an ex post facto method. First, the method is shown to reduce the variance inmore » a penetration problem with a cross-section window. Second, the method empirically appears to modify a point detector estimator from an infinite variance estimator to a finite variance estimator.« less

Monte Carlo simulation of a noisy quantum channel with memory.

PubMed

Akhalwaya, Ismail; Moodley, Mervlyn; Petruccione, Francesco

2015-10-01

The classical capacity of quantum channels is well understood for channels with uncorrelated noise. For the case of correlated noise, however, there are still open questions. We calculate the classical capacity of a forgetful channel constructed by Markov switching between two depolarizing channels. Techniques have previously been applied to approximate the output entropy of this channel and thus its capacity. In this paper, we use a Metropolis-Hastings Monte Carlo approach to numerically calculate the entropy. The algorithm is implemented in parallel and its performance is studied and optimized. The effects of memory on the capacity are explored and previous results are confirmed to higher precision.

Monte Carlo simulation of proton track structure in biological matter

DOE PAGES

Quinto, Michele A.; Monti, Juan M.; Weck, Philippe F.; ...

2017-05-25

Here, understanding the radiation-induced effects at the cellular and subcellular levels remains crucial for predicting the evolution of irradiated biological matter. In this context, Monte Carlo track-structure simulations have rapidly emerged among the most suitable and powerful tools. However, most existing Monte Carlo track-structure codes rely heavily on the use of semi-empirical cross sections as well as water as a surrogate for biological matter. In the current work, we report on the up-to-date version of our homemade Monte Carlo code TILDA-V – devoted to the modeling of the slowing-down of 10 keV–100 MeV protons in both water and DNA –more » where the main collisional processes are described by means of an extensive set of ab initio differential and total cross sections.« less

Monte Carlo simulation of proton track structure in biological matter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quinto, Michele A.; Monti, Juan M.; Weck, Philippe F.

Here, understanding the radiation-induced effects at the cellular and subcellular levels remains crucial for predicting the evolution of irradiated biological matter. In this context, Monte Carlo track-structure simulations have rapidly emerged among the most suitable and powerful tools. However, most existing Monte Carlo track-structure codes rely heavily on the use of semi-empirical cross sections as well as water as a surrogate for biological matter. In the current work, we report on the up-to-date version of our homemade Monte Carlo code TILDA-V – devoted to the modeling of the slowing-down of 10 keV–100 MeV protons in both water and DNA –more » where the main collisional processes are described by means of an extensive set of ab initio differential and total cross sections.« less

Four decades of implicit Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wollaber, Allan B.

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

Four decades of implicit Monte Carlo

DOE PAGES

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

Concurrent Monte Carlo transport and fluence optimization with fluence adjusting scalable transport Monte Carlo

PubMed Central

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

Markov Chain Monte Carlo from Lagrangian Dynamics.

PubMed

Lan, Shiwei; Stathopoulos, Vasileios; Shahbaba, Babak; Girolami, Mark

2015-04-01

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.

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.

Adaptive time-stepping Monte Carlo integration of Coulomb collisions

NASA Astrophysics Data System (ADS)

Särkimäki, K.; Hirvijoki, E.; Terävä, J.

2018-01-01

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-Jüttner statistics. The implementation is based on the Beliaev-Budker collision integral which allows both the test particle and the background plasma to be relativistic. The integration method supports adaptive time stepping, which is shown to greatly improve the computational efficiency. The Monte Carlo method is implemented for both the three-dimensional particle momentum space and the five-dimensional guiding center phase space. Detailed description is provided for both the physics and implementation of the operator. The focus is in adaptive integration of stochastic differential equations, which is an overlooked aspect among existing Monte Carlo implementations of Coulomb collision operators. We verify that our operator converges to known analytical results and demonstrate that careless implementation of the adaptive time step can lead to severely erroneous results. The operator is provided as a self-contained Fortran 95 module and can be included into existing orbit-following tools that trace either the full Larmor motion or the guiding center dynamics. The adaptive time-stepping algorithm is expected to be useful in situations where the collision frequencies vary greatly over the course of a simulation. Examples include the slowing-down of fusion products or other fast ions, and the Dreicer generation of runaway electrons as well as the generation of fast ions or electrons with ion or electron cyclotron resonance heating.

A fast Monte Carlo EM algorithm for estimation in latent class model analysis with an application to assess diagnostic accuracy for cervical neoplasia in women with AGC

PubMed Central

Kang, Le; Carter, Randy; Darcy, Kathleen; Kauderer, James; Liao, Shu-Yuan

2013-01-01

In this article we use a latent class model (LCM) with prevalence modeled as a function of covariates to assess diagnostic test accuracy in situations where the true disease status is not observed, but observations on three or more conditionally independent diagnostic tests are available. A fast Monte Carlo EM (MCEM) algorithm with binary (disease) diagnostic data is implemented to estimate parameters of interest; namely, sensitivity, specificity, and prevalence of the disease as a function of covariates. To obtain standard errors for confidence interval construction of estimated parameters, the missing information principle is applied to adjust information matrix estimates. We compare the adjusted information matrix based standard error estimates with the bootstrap standard error estimates both obtained using the fast MCEM algorithm through an extensive Monte Carlo study. Simulation demonstrates that the adjusted information matrix approach estimates the standard error similarly with the bootstrap methods under certain scenarios. The bootstrap percentile intervals have satisfactory coverage probabilities. We then apply the LCM analysis to a real data set of 122 subjects from a Gynecologic Oncology Group (GOG) study of significant cervical lesion (S-CL) diagnosis in women with atypical glandular cells of undetermined significance (AGC) to compare the diagnostic accuracy of a histology-based evaluation, a CA-IX biomarker-based test and a human papillomavirus (HPV) DNA test. PMID:24163493

Efficient kinetic Monte Carlo method for reaction-diffusion problems with spatially varying annihilation rates

NASA Astrophysics Data System (ADS)

Schwarz, Karsten; Rieger, Heiko

2013-03-01

We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like Green's function reaction dynamics and first-passage time methods, our algorithm avoids small diffusive hops by propagating sufficiently distant particles in large hops to the boundaries of protective domains. Since for spatially varying annihilation or transformation rates the single particle diffusion propagator is not known analytically, we present an algorithm that generates efficiently either particle displacements or annihilations with the correct statistics, as we prove rigorously. The numerical efficiency of the algorithm is demonstrated with an illustrative example.

Teaching Ionic Solvation Structure with a Monte Carlo Liquid Simulation Program

ERIC Educational Resources Information Center

Serrano, Agostinho; Santos, Flavia M. T.; Greca, Ileana M.

2004-01-01

The use of molecular dynamics and Monte Carlo methods has provided efficient means to stimulate the behavior of molecular liquids and solutions. A Monte Carlo simulation program is used to compute the structure of liquid water and of water as a solvent to Na(super +), Cl(super -), and Ar on a personal computer to show that it is easily feasible to…

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

Chandler, William P.; Hartmann-Siantar, Christine L.; Rathkopf, James A.

1999-01-01

The actual radiation dose absorbed in the body is calculated using three-dimensional Monte Carlo transport. Neutrons, protons, deuterons, tritons, helium-3, alpha particles, photons, electrons, and positrons are transported in a completely coupled manner, using this Monte Carlo All-Particle Method (MCAPM). The major elements of the invention include: computer hardware, user description of the patient, description of the radiation source, physical databases, Monte Carlo transport, and output of dose distributions. This facilitated the estimation of dose distributions on a Cartesian grid for neutrons, photons, electrons, positrons, and heavy charged-particles incident on any biological target, with resolutions ranging from microns to centimeters. Calculations can be extended to estimate dose distributions on general-geometry (non-Cartesian) grids for biological and/or non-biological media.

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

Chandler, W.P.; Hartmann-Siantar, C.L.; Rathkopf, J.A.

1999-02-09

The actual radiation dose absorbed in the body is calculated using three-dimensional Monte Carlo transport. Neutrons, protons, deuterons, tritons, helium-3, alpha particles, photons, electrons, and positrons are transported in a completely coupled manner, using this Monte Carlo All-Particle Method (MCAPM). The major elements of the invention include: computer hardware, user description of the patient, description of the radiation source, physical databases, Monte Carlo transport, and output of dose distributions. This facilitated the estimation of dose distributions on a Cartesian grid for neutrons, photons, electrons, positrons, and heavy charged-particles incident on any biological target, with resolutions ranging from microns to centimeters. Calculations can be extended to estimate dose distributions on general-geometry (non-Cartesian) grids for biological and/or non-biological media. 57 figs.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

Applying Quantum Monte Carlo to the Electronic Structure Problem

NASA Astrophysics Data System (ADS)

Powell, Andrew D.; Dawes, Richard

2016-06-01

Two distinct types of Quantum Monte Carlo (QMC) calculations are applied to electronic structure problems such as calculating potential energy curves and producing benchmark values for reaction barriers. First, Variational and Diffusion Monte Carlo (VMC and DMC) methods using a trial wavefunction subject to the fixed node approximation were tested using the CASINO code.[1] Next, Full Configuration Interaction Quantum Monte Carlo (FCIQMC), along with its initiator extension (i-FCIQMC) were tested using the NECI code.[2] FCIQMC seeks the FCI energy for a specific basis set. At a reduced cost, the efficient i-FCIQMC method can be applied to systems in which the standard FCIQMC approach proves to be too costly. Since all of these methods are statistical approaches, uncertainties (error-bars) are introduced for each calculated energy. This study tests the performance of the methods relative to traditional quantum chemistry for some benchmark systems. References: [1] R. J. Needs et al., J. Phys.: Condensed Matter 22, 023201 (2010). [2] G. H. Booth et al., J. Chem. Phys. 131, 054106 (2009).

A New Monte Carlo Method for Estimating Marginal Likelihoods.

PubMed

Wang, Yu-Bo; Chen, Ming-Hui; Kuo, Lynn; Lewis, Paul O

2018-06-01

Evaluating the marginal likelihood in Bayesian analysis is essential for model selection. Estimators based on a single Markov chain Monte Carlo sample from the posterior distribution include the harmonic mean estimator and the inflated density ratio estimator. We propose a new class of Monte Carlo estimators based on this single Markov chain Monte Carlo sample. This class can be thought of as a generalization of the harmonic mean and inflated density ratio estimators using a partition weighted kernel (likelihood times prior). We show that our estimator is consistent and has better theoretical properties than the harmonic mean and inflated density ratio estimators. In addition, we provide guidelines on choosing optimal weights. Simulation studies were conducted to examine the empirical performance of the proposed estimator. We further demonstrate the desirable features of the proposed estimator with two real data sets: one is from a prostate cancer study using an ordinal probit regression model with latent variables; the other is for the power prior construction from two Eastern Cooperative Oncology Group phase III clinical trials using the cure rate survival model with similar objectives.

A new method for photon transport in Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Sato, T.; Ogawa, K.

1999-12-01

Monte Carlo methods are used to evaluate data methods such as scatter and attenuation compensation in single photon emission CT (SPECT), treatment planning in radiation therapy, and in many industrial applications. In Monte Carlo simulation, photon transport requires calculating the distance from the location of the emitted photon to the nearest boundary of each uniform attenuating medium along its path of travel, and comparing this distance with the length of its path generated at emission. Here, the authors propose a new method that omits the calculation of the location of the exit point of the photon from each voxel and of the distance between the exit point and the original position. The method only checks the medium of each voxel along the photon's path. If the medium differs from that in the voxel from which the photon was emitted, the authors calculate the location of the entry point in the voxel, and the length of the path is compared with the mean free path length generated by a random number. Simulations using the MCAT phantom show that the ratios of the calculation time were 1.0 for the voxel-based method, and 0.51 for the proposed method with a 256/spl times/256/spl times/256 matrix image, thereby confirming the effectiveness of the algorithm.

GPU-accelerated Monte Carlo convolution/superposition implementation for dose calculation.

PubMed

Zhou, Bo; Yu, Cedric X; Chen, Danny Z; Hu, X Sharon

2010-11-01

Dose calculation is a key component in radiation treatment planning systems. Its performance and accuracy are crucial to the quality of treatment plans as emerging advanced radiation therapy technologies are exerting ever tighter constraints on dose calculation. A common practice is to choose either a deterministic method such as the convolution/superposition (CS) method for speed or a Monte Carlo (MC) method for accuracy. The goal of this work is to boost the performance of a hybrid Monte Carlo convolution/superposition (MCCS) method by devising a graphics processing unit (GPU) implementation so as to make the method practical for day-to-day usage. Although the MCCS algorithm combines the merits of MC fluence generation and CS fluence transport, it is still not fast enough to be used as a day-to-day planning tool. To alleviate the speed issue of MC algorithms, the authors adopted MCCS as their target method and implemented a GPU-based version. In order to fully utilize the GPU computing power, the MCCS algorithm is modified to match the GPU hardware architecture. The performance of the authors' GPU-based implementation on an Nvidia GTX260 card is compared to a multithreaded software implementation on a quad-core system. A speedup in the range of 6.7-11.4x is observed for the clinical cases used. The less than 2% statistical fluctuation also indicates that the accuracy of the authors' GPU-based implementation is in good agreement with the results from the quad-core CPU implementation. This work shows that GPU is a feasible and cost-efficient solution compared to other alternatives such as using cluster machines or field-programmable gate arrays for satisfying the increasing demands on computation speed and accuracy of dose calculation. But there are also inherent limitations of using GPU for accelerating MC-type applications, which are also analyzed in detail in this article.

A clinical study of lung cancer dose calculation accuracy with Monte Carlo simulation.

PubMed

Zhao, Yanqun; Qi, Guohai; Yin, Gang; Wang, Xianliang; Wang, Pei; Li, Jian; Xiao, Mingyong; Li, Jie; Kang, Shengwei; Liao, Xiongfei

2014-12-16

The accuracy of dose calculation is crucial to the quality of treatment planning and, consequently, to the dose delivered to patients undergoing radiation therapy. Current general calculation algorithms such as Pencil Beam Convolution (PBC) and Collapsed Cone Convolution (CCC) have shortcomings in regard to severe inhomogeneities, particularly in those regions where charged particle equilibrium does not hold. The aim of this study was to evaluate the accuracy of the PBC and CCC algorithms in lung cancer radiotherapy using Monte Carlo (MC) technology. Four treatment plans were designed using Oncentra Masterplan TPS for each patient. Two intensity-modulated radiation therapy (IMRT) plans were developed using the PBC and CCC algorithms, and two three-dimensional conformal therapy (3DCRT) plans were developed using the PBC and CCC algorithms. The DICOM-RT files of the treatment plans were exported to the Monte Carlo system to recalculate. The dose distributions of GTV, PTV and ipsilateral lung calculated by the TPS and MC were compared. For 3DCRT and IMRT plans, the mean dose differences for GTV between the CCC and MC increased with decreasing of the GTV volume. For IMRT, the mean dose differences were found to be higher than that of 3DCRT. The CCC algorithm overestimated the GTV mean dose by approximately 3% for IMRT. For 3DCRT plans, when the volume of the GTV was greater than 100 cm(3), the mean doses calculated by CCC and MC almost have no difference. PBC shows large deviations from the MC algorithm. For the dose to the ipsilateral lung, the CCC algorithm overestimated the dose to the entire lung, and the PBC algorithm overestimated V20 but underestimated V5; the difference in V10 was not statistically significant. PBC substantially overestimates the dose to the tumour, but the CCC is similar to the MC simulation. It is recommended that the treatment plans for lung cancer be developed using an advanced dose calculation algorithm other than PBC. MC can accurately

Reactive Monte Carlo sampling with an ab initio potential

DOE PAGES

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 NH 3 to those of ab initio molecular dynamics (AIMD). Furthermore, we find that there are regions of state spacemore » for which RxMC sampling is much more efficient than AIMD due to the “rare-event” character of chemical reactions.« less

Monte Carlo method for calculating the radiation skyshine produced by electron accelerators

NASA Astrophysics Data System (ADS)

Kong, Chaocheng; Li, Quanfeng; Chen, Huaibi; Du, Taibin; Cheng, Cheng; Tang, Chuanxiang; Zhu, Li; Zhang, Hui; Pei, Zhigang; Ming, Shenjin

2005-06-01

Using the MCNP4C Monte Carlo code, the X-ray skyshine produced by 9 MeV, 15 MeV and 21 MeV electron linear accelerators were calculated respectively with a new two-step method combined with the split and roulette variance reduction technique. Results of the Monte Carlo simulation, the empirical formulas used for skyshine calculation and the dose measurements were analyzed and compared. In conclusion, the skyshine dose measurements agreed reasonably with the results computed by the Monte Carlo method, but deviated from computational results given by empirical formulas. The effect on skyshine dose caused by different structures of accelerator head is also discussed in this paper.

[Accuracy Check of Monte Carlo Simulation in Particle Therapy Using Gel Dosimeters].

PubMed

Furuta, Takuya

2017-01-01

Gel dosimeters are a three-dimensional imaging tool for dose distribution induced by radiations. They can be used for accuracy check of Monte Carlo simulation in particle therapy. An application was reviewed in this article. An inhomogeneous biological sample placing a gel dosimeter behind it was irradiated by carbon beam. The recorded dose distribution in the gel dosimeter reflected the inhomogeneity of the biological sample. Monte Carlo simulation was conducted by reconstructing the biological sample from its CT image. The accuracy of the particle transport by Monte Carlo simulation was checked by comparing the dose distribution in the gel dosimeter between simulation and experiment.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

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.

CloudMC: a cloud computing application for Monte Carlo simulation.

PubMed

Miras, H; Jiménez, R; Miras, C; Gomà, C

2013-04-21

This work presents CloudMC, a cloud computing application-developed in Windows Azure®, the platform of the Microsoft® cloud-for the parallelization of Monte Carlo simulations in a dynamic virtual cluster. CloudMC is a web application designed to be independent of the Monte Carlo code in which the simulations are based-the simulations just need to be of the form: input files → executable → output files. To study the performance of CloudMC in Windows Azure®, Monte Carlo simulations with penelope were performed on different instance (virtual machine) sizes, and for different number of instances. The instance size was found to have no effect on the simulation runtime. It was also found that the decrease in time with the number of instances followed Amdahl's law, with a slight deviation due to the increase in the fraction of non-parallelizable time with increasing number of instances. A simulation that would have required 30 h of CPU on a single instance was completed in 48.6 min when executed on 64 instances in parallel (speedup of 37 ×). Furthermore, the use of cloud computing for parallel computing offers some advantages over conventional clusters: high accessibility, scalability and pay per usage. Therefore, it is strongly believed that cloud computing will play an important role in making Monte Carlo dose calculation a reality in future clinical practice.

Development of a Monte Carlo Simulation for APD-Based PET Detectors Using a Continuous Scintillating Crystal

NASA Astrophysics Data System (ADS)

Clowes, P.; Mccallum, S.; Welch, A.

2006-10-01

We are currently developing a multilayer avalanche photodiode (APD)-based detector for use in positron emission tomography (PET), which utilizes thin continuous crystals. In this paper, we developed a Monte Carlo-based simulation to aid in the design of such detectors. We measured the performance of a detector comprising a single thin continuous crystal (3.1 mm times 9.5 mm times 9.5 mm) of lutetium yttrium ortho-silicate (LYSO) and an APD array (4times4) elements; each element 1.6 mm2 and on a 2.3 mm pitch. We showed that a spatial resolution of better than 2.12 mm is achievable throughout the crystal provided that we adopt a Statistics Based Positioning (SBP) Algorithm. We then used Monte Carlo simulation to model the behavior of the detector. The accuracy of the Monte Carlo simulation was verified by comparing measured and simulated parent datasets (PDS) for the SBP algorithm. These datasets consisted of data for point sources at 49 positions uniformly distributed over the detector area. We also calculated the noise in the detector circuit and verified this value by measurement. The noise value was included in the simulation. We show that the performance of the simulation closely matches the measured performance. The simulations were extended to investigate the effect of different noise levels on positioning accuracy. This paper showed that if modest improvements could be made in the circuit noise then positioning accuracy would be greatly improved. In summary, we have developed a model that can be used to simulate the performance of a variety of APD-based continuous crystal PET detectors

Perturbative two- and three-loop coefficients from large β Monte Carlo

NASA Astrophysics Data System (ADS)

Lepage, G. P.; Mackenzie, P. B.; Shakespeare, N. H.; Trottier, H. D.

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large β on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z3 tunneling.

Full Configuration Interaction Quantum Monte Carlo and Diffusion Monte Carlo: A Comparative Study of the 3D Homogeneous Electron Gas

NASA Astrophysics Data System (ADS)

Shepherd, James J.; López Ríos, Pablo; Needs, Richard J.; Drummond, Neil D.; Mohr, Jennifer A.-F.; Booth, George H.; Grüneis, Andreas; Kresse, Georg; Alavi, Ali

2013-03-01

Full configuration interaction quantum Monte Carlo1 (FCIQMC) and its initiator adaptation2 allow for exact solutions to the Schrödinger equation to be obtained within a finite-basis wavefunction ansatz. In this talk, we explore an application of FCIQMC to the homogeneous electron gas (HEG). In particular we use these exact finite-basis energies to compare with approximate quantum chemical calculations from the VASP code3. After removing the basis set incompleteness error by extrapolation4,5, we compare our energies with state-of-the-art diffusion Monte Carlo calculations from the CASINO package6. Using a combined approach of the two quantum Monte Carlo methods, we present the highest-accuracy thermodynamic (infinite-particle) limit energies for the HEG achieved to date. 1 G. H. Booth, A. Thom, and A. Alavi, J. Chem. Phys. 131, 054106 (2009). 2 D. Cleland, G. H. Booth, and A. Alavi, J. Chem. Phys. 132, 041103 (2010). 3 www.vasp.at (2012). 4 J. J. Shepherd, A. Grüneis, G. H. Booth, G. Kresse, and A. Alavi, Phys. Rev. B. 86, 035111 (2012). 5 J. J. Shepherd, G. H. Booth, and A. Alavi, J. Chem. Phys. 136, 244101 (2012). 6 R. Needs, M. Towler, N. Drummond, and P. L. Ríos, J. Phys.: Condensed Matter 22, 023201 (2010).

LMC: Logarithmantic Monte Carlo

NASA Astrophysics Data System (ADS)

Mantz, Adam B.

2017-06-01

LMC is a Markov Chain Monte Carlo engine in Python that implements adaptive Metropolis-Hastings and slice sampling, as well as the affine-invariant method of Goodman & Weare, in a flexible framework. It can be used for simple problems, but the main use case is problems where expensive likelihood evaluations are provided by less flexible third-party software, which benefit from parallelization across many nodes at the sampling level. The parallel/adaptive methods use communication through MPI, or alternatively by writing/reading files, and mostly follow the approaches pioneered by CosmoMC (ascl:1106.025).

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.

Metallic lithium by quantum Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sugiyama, G.; Zerah, G.; Alder, B.J.

Lithium was chosen as the simplest known metal for the first application of quantum Monte Carlo methods in order to evaluate the accuracy of conventional one-electron band theories. Lithium has been extensively studied using such techniques. Band theory calculations have certain limitations in general and specifically in their application to lithium. Results depend on such factors as charge shape approximations (muffin tins), pseudopotentials (a special problem for lithium where the lack of rho core states requires a strong pseudopotential), and the form and parameters chosen for the exchange potential. The calculations are all one-electron methods in which the correlation effectsmore » are included in an ad hoc manner. This approximation may be particularly poor in the high compression regime, where the core states become delocalized. Furthermore, band theory provides only self-consistent results rather than strict limits on the energies. The quantum Monte Carlo method is a totally different technique using a many-body rather than a mean field approach which yields an upper bound on the energies. 18 refs., 4 figs., 1 tab.« less

Continuous-time quantum Monte Carlo calculation of multiorbital vertex asymptotics

NASA Astrophysics Data System (ADS)

Kaufmann, Josef; Gunacker, Patrik; Held, Karsten

2017-07-01

We derive the equations for calculating the high-frequency asymptotics of the local two-particle vertex function for a multiorbital impurity model. These relate the asymptotics for a general local interaction to equal-time two-particle Green's functions, which we sample using continuous-time quantum Monte Carlo simulations with a worm algorithm. As specific examples we study the single-orbital Hubbard model and the three t2 g orbitals of SrVO3 within dynamical mean-field theory (DMFT). We demonstrate how the knowledge of the high-frequency asymptotics reduces the statistical uncertainties of the vertex and further eliminates finite-box-size effects. The proposed method benefits the calculation of nonlocal susceptibilities in DMFT and diagrammatic extensions of DMFT.

Radiotherapy Monte Carlo simulation using cloud computing technology.

PubMed

Poole, C M; Cornelius, I; Trapp, J V; Langton, C M

2012-12-01

Cloud computing allows for vast computational resources to be leveraged quickly and easily in bursts as and when required. Here we describe a technique that allows for Monte Carlo radiotherapy dose calculations to be performed using GEANT4 and executed in the cloud, with relative simulation cost and completion time evaluated as a function of machine count. As expected, simulation completion time decreases as 1/n for n parallel machines, and relative simulation cost is found to be optimal where n is a factor of the total simulation time in hours. Using the technique, we demonstrate the potential usefulness of cloud computing as a solution for rapid Monte Carlo simulation for radiotherapy dose calculation without the need for dedicated local computer hardware as a proof of principal.

Monte Carlo modelling the dosimetric effects of electrode material on diamond detectors.

PubMed

Baluti, Florentina; Deloar, Hossain M; Lansley, Stuart P; Meyer, Juergen

2015-03-01

Diamond detectors for radiation dosimetry were modelled using the EGSnrc Monte Carlo code to investigate the influence of electrode material and detector orientation on the absorbed dose. The small dimensions of the electrode/diamond/electrode detector structure required very thin voxels and the use of non-standard DOSXYZnrc Monte Carlo model parameters. The interface phenomena was investigated by simulating a 6 MV beam and detectors with different electrode materials, namely Al, Ag, Cu and Au, with thickens of 0.1 µm for the electrodes and 0.1 mm for the diamond, in both perpendicular and parallel detector orientation with regards to the incident beam. The smallest perturbations were observed for the parallel detector orientation and Al electrodes (Z = 13). In summary, EGSnrc Monte Carlo code is well suited for modelling small detector geometries. The Monte Carlo model developed is a useful tool to investigate the dosimetric effects caused by different electrode materials. To minimise perturbations cause by the detector electrodes, it is recommended that the electrodes should be made from a low-atomic number material and placed parallel to the beam direction.

Perturbative two- and three-loop coefficients from large b Monte Carlo

DOE Office of Scientific and Technical Information (OSTI.GOV)

G.P. Lepage; P.B. Mackenzie; N.H. Shakespeare

1999-10-18

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large {beta} on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent agreement with perturbation theory through second order. New results for third order coefficients are reported. Twisted boundary conditions are used to eliminate zero modes and to suppress Z{sub 3} tunneling.

MCMC-ODPR: primer design optimization using Markov Chain Monte Carlo sampling.

PubMed

Kitchen, James L; Moore, Jonathan D; Palmer, Sarah A; Allaby, Robin G

2012-11-05

Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR) algorithm. After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base.

MCMC-ODPR: Primer design optimization using Markov Chain Monte Carlo sampling

PubMed Central

2012-01-01

Background Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR) algorithm. Results After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. Conclusions MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base. PMID:23126469

Monte Carlo investigation of transient acoustic fields in partially or completely bounded medium. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Thanedar, B. D.

1972-01-01

A simple repetitive calculation was used to investigate what happens to the field in terms of the signal paths of disturbances originating from the energy source. The computation allowed the field to be reconstructed as a function of space and time on a statistical basis. The suggested Monte Carlo method is in response to the need for a numerical method to supplement analytical methods of solution which are only valid when the boundaries have simple shapes, rather than for a medium that is bounded. For the analysis, a suitable model was created from which was developed an algorithm for the estimation of acoustic pressure variations in the region under investigation. The validity of the technique was demonstrated by analysis of simple physical models with the aid of a digital computer. The Monte Carlo method is applicable to a medium which is homogeneous and is enclosed by either rectangular or curved boundaries.

Auxiliary field diffusion Monte Carlo calculations of light and medium-mass nuclei with local chiral interactions

NASA Astrophysics Data System (ADS)

Lonardoni, D.; Gandolfi, S.; Lynn, J. E.; Petrie, C.; Carlson, J.; Schmidt, K. E.; Schwenk, A.

2018-04-01

Quantum Monte Carlo methods have recently been employed to study properties of nuclei and infinite matter using local chiral effective-field-theory interactions. In this work, we present a detailed description of the auxiliary field diffusion Monte Carlo algorithm for nuclei in combination with local chiral two- and three-nucleon interactions up to next-to-next-to-leading order. We show results for the binding energy, charge radius, charge form factor, and Coulomb sum rule in nuclei with 3 ≤A ≤16 . Particular attention is devoted to the effect of different operator structures in the three-body force for different cutoffs. The outcomes suggest that local chiral interactions fit to few-body observables give a very good description of the ground-state properties of nuclei up to 16O, with the exception of one fit for the softer cutoff which predicts overbinding in larger nuclei.

Monte Carlo simulation methodology for the reliabilty of aircraft structures under damage tolerance considerations

NASA Astrophysics Data System (ADS)

Rambalakos, Andreas

Current federal aviation regulations in the United States and around the world mandate the need for aircraft structures to meet damage tolerance requirements through out the service life. These requirements imply that the damaged aircraft structure must maintain adequate residual strength in order to sustain its integrity that is accomplished by a continuous inspection program. The multifold objective of this research is to develop a methodology based on a direct Monte Carlo simulation process and to assess the reliability of aircraft structures. Initially, the structure is modeled as a parallel system with active redundancy comprised of elements with uncorrelated (statistically independent) strengths and subjected to an equal load distribution. Closed form expressions for the system capacity cumulative distribution function (CDF) are developed by expanding the current expression for the capacity CDF of a parallel system comprised by three elements to a parallel system comprised with up to six elements. These newly developed expressions will be used to check the accuracy of the implementation of a Monte Carlo simulation algorithm to determine the probability of failure of a parallel system comprised of an arbitrary number of statistically independent elements. The second objective of this work is to compute the probability of failure of a fuselage skin lap joint under static load conditions through a Monte Carlo simulation scheme by utilizing the residual strength of the fasteners subjected to various initial load distributions and then subjected to a new unequal load distribution resulting from subsequent fastener sequential failures. The final and main objective of this thesis is to present a methodology for computing the resulting gradual deterioration of the reliability of an aircraft structural component by employing a direct Monte Carlo simulation approach. The uncertainties associated with the time to crack initiation, the probability of crack detection, the

MCNP (Monte Carlo Neutron Photon) capabilities for nuclear well logging calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Forster, R.A.; Little, R.C.; Briesmeister, J.F.

The Los Alamos Radiation Transport Code System (LARTCS) consists of state-of-the-art Monte Carlo and discrete ordinates transport codes and data libraries. The general-purpose continuous-energy Monte Carlo code MCNP (Monte Carlo Neutron Photon), part of the LARTCS, provides a computational predictive capability for many applications of interest to the nuclear well logging community. The generalized three-dimensional geometry of MCNP is well suited for borehole-tool models. SABRINA, another component of the LARTCS, is a graphics code that can be used to interactively create a complex MCNP geometry. Users can define many source and tally characteristics with standard MCNP features. The time-dependent capabilitymore » of the code is essential when modeling pulsed sources. Problems with neutrons, photons, and electrons as either single particle or coupled particles can be calculated with MCNP. The physics of neutron and photon transport and interactions is modeled in detail using the latest available cross-section data. A rich collections of variance reduction features can greatly increase the efficiency of a calculation. MCNP is written in FORTRAN 77 and has been run on variety of computer systems from scientific workstations to supercomputers. The next production version of MCNP will include features such as continuous-energy electron transport and a multitasking option. Areas of ongoing research of interest to the well logging community include angle biasing, adaptive Monte Carlo, improved discrete ordinates capabilities, and discrete ordinates/Monte Carlo hybrid development. Los Alamos has requested approval by the Department of Energy to create a Radiation Transport Computational Facility under their User Facility Program to increase external interactions with industry, universities, and other government organizations. 21 refs.« less

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Analysis

NASA Technical Reports Server (NTRS)

Hanson, J. M.; Beard, B. B.

2010-01-01

This Technical Publication (TP) is meant to address a number of topics related to the application of Monte Carlo simulation to launch vehicle design and requirements analysis. Although the focus is on a launch vehicle application, the methods may be applied to other complex systems as well. The TP is organized so that all the important topics are covered in the main text, and detailed derivations are in the appendices. The TP first introduces Monte Carlo simulation and the major topics to be discussed, including discussion of the input distributions for Monte Carlo runs, testing the simulation, how many runs are necessary for verification of requirements, what to do if results are desired for events that happen only rarely, and postprocessing, including analyzing any failed runs, examples of useful output products, and statistical information for generating desired results from the output data. Topics in the appendices include some tables for requirements verification, derivation of the number of runs required and generation of output probabilistic data with consumer risk included, derivation of launch vehicle models to include possible variations of assembled vehicles, minimization of a consumable to achieve a two-dimensional statistical result, recontact probability during staging, ensuring duplicated Monte Carlo random variations, and importance sampling.

Reconstruction of 2D PET data with Monte Carlo generated system matrix for generalized natural pixels

NASA Astrophysics Data System (ADS)

Vandenberghe, Stefaan; Staelens, Steven; Byrne, Charles L.; Soares, Edward J.; Lemahieu, Ignace; Glick, Stephen J.

2006-06-01

In discrete detector PET, natural pixels are image basis functions calculated from the response of detector pairs. By using reconstruction with natural pixel basis functions, the discretization of the object into a predefined grid can be avoided. Here, we propose to use generalized natural pixel reconstruction. Using this approach, the basis functions are not the detector sensitivity functions as in the natural pixel case but uniform parallel strips. The backprojection of the strip coefficients results in the reconstructed image. This paper proposes an easy and efficient way to generate the matrix M directly by Monte Carlo simulation. Elements of the generalized natural pixel system matrix are formed by calculating the intersection of a parallel strip with the detector sensitivity function. These generalized natural pixels are easier to use than conventional natural pixels because the final step from solution to a square pixel representation is done by simple backprojection. Due to rotational symmetry in the PET scanner, the matrix M is block circulant and only the first blockrow needs to be stored. Data were generated using a fast Monte Carlo simulator using ray tracing. The proposed method was compared to a listmode MLEM algorithm, which used ray tracing for doing forward and backprojection. Comparison of the algorithms with different phantoms showed that an improved resolution can be obtained using generalized natural pixel reconstruction with accurate system modelling. In addition, it was noted that for the same resolution a lower noise level is present in this reconstruction. A numerical observer study showed the proposed method exhibited increased performance as compared to a standard listmode EM algorithm. In another study, more realistic data were generated using the GATE Monte Carlo simulator. For these data, a more uniform contrast recovery and a better contrast-to-noise performance were observed. It was observed that major improvements in contrast

Hybrid-optimization strategy for the communication of large-scale Kinetic Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Wu, Baodong; Li, Shigang; Zhang, Yunquan; Nie, Ningming

2017-02-01

The parallel Kinetic Monte Carlo (KMC) algorithm based on domain decomposition has been widely used in large-scale physical simulations. However, the communication overhead of the parallel KMC algorithm is critical, and severely degrades the overall performance and scalability. In this paper, we present a hybrid optimization strategy to reduce the communication overhead for the parallel KMC simulations. We first propose a communication aggregation algorithm to reduce the total number of messages and eliminate the communication redundancy. Then, we utilize the shared memory to reduce the memory copy overhead of the intra-node communication. Finally, we optimize the communication scheduling using the neighborhood collective operations. We demonstrate the scalability and high performance of our hybrid optimization strategy by both theoretical and experimental analysis. Results show that the optimized KMC algorithm exhibits better performance and scalability than the well-known open-source library-SPPARKS. On 32-node Xeon E5-2680 cluster (total 640 cores), the optimized algorithm reduces the communication time by 24.8% compared with SPPARKS.

Bold Diagrammatic Monte Carlo for Fermionic and Fermionized Systems

NASA Astrophysics Data System (ADS)

Svistunov, Boris

2013-03-01

In three different fermionic cases--repulsive Hubbard model, resonant fermions, and fermionized spins-1/2 (on triangular lattice)--we observe the phenomenon of sign blessing: Feynman diagrammatic series features finite convergence radius despite factorial growth of the number of diagrams with diagram order. Bold diagrammatic Monte Carlo technique allows us to sample millions of skeleton Feynman diagrams. With the universal fermionization trick we can fermionize essentially any (bosonic, spin, mixed, etc.) lattice system. The combination of fermionization and Bold diagrammatic Monte Carlo yields a universal first-principle approach to strongly correlated lattice systems, provided the sign blessing is a generic fermionic phenomenon. Supported by NSF and DARPA

A calibrated Monte Carlo approach to quantify the impacts of misorientation and different driving forces on texture development

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liangzhe Zhang; Anthony D. Rollett; Timothy Bartel

2012-02-01

A calibrated Monte Carlo (cMC) approach, which quantifies grain boundary kinetics within a generic setting, is presented. The influence of misorientation is captured by adding a scaling coefficient in the spin flipping probability equation, while the contribution of different driving forces is weighted using a partition function. The calibration process relies on the established parametric links between Monte Carlo (MC) and sharp-interface models. The cMC algorithm quantifies microstructural evolution under complex thermomechanical environments and remedies some of the difficulties associated with conventional MC models. After validation, the cMC approach is applied to quantify the texture development of polycrystalline materials withmore » influences of misorientation and inhomogeneous bulk energy across grain boundaries. The results are in good agreement with theory and experiments.« less

A Monte Carlo method for the simulation of coagulation and nucleation based on weighted particles and the concepts of stochastic resolution and merging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kotalczyk, G., E-mail: Gregor.Kotalczyk@uni-due.de; Kruis, F.E.

Monte Carlo simulations based on weighted simulation particles can solve a variety of population balance problems and allow thus to formulate a solution-framework for many chemical engineering processes. This study presents a novel concept for the calculation of coagulation rates of weighted Monte Carlo particles by introducing a family of transformations to non-weighted Monte Carlo particles. The tuning of the accuracy (named ‘stochastic resolution’ in this paper) of those transformations allows the construction of a constant-number coagulation scheme. Furthermore, a parallel algorithm for the inclusion of newly formed Monte Carlo particles due to nucleation is presented in the scope ofmore » a constant-number scheme: the low-weight merging. This technique is found to create significantly less statistical simulation noise than the conventional technique (named ‘random removal’ in this paper). Both concepts are combined into a single GPU-based simulation method which is validated by comparison with the discrete-sectional simulation technique. Two test models describing a constant-rate nucleation coupled to a simultaneous coagulation in 1) the free-molecular regime or 2) the continuum regime are simulated for this purpose.« less

Markov Chain Monte Carlo Used in Parameter Inference of Magnetic Resonance Spectra

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hock, Kiel; Earle, Keith

2016-02-06

In this paper, we use Boltzmann statistics and the maximum likelihood distribution derived from Bayes’ Theorem to infer parameter values for a Pake Doublet Spectrum, a lineshape of historical significance and contemporary relevance for determining distances between interacting magnetic dipoles. A Metropolis Hastings Markov Chain Monte Carlo algorithm is implemented and designed to find the optimum parameter set and to estimate parameter uncertainties. In conclusion, the posterior distribution allows us to define a metric on parameter space that induces a geometry with negative curvature that affects the parameter uncertainty estimates, particularly for spectra with low signal to noise.

WE-AB-204-11: Development of a Nuclear Medicine Dosimetry Module for the GPU-Based Monte Carlo Code ARCHER

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, T; Lin, H; Xu, X

Purpose: To develop a nuclear medicine dosimetry module for the GPU-based Monte Carlo code ARCHER. Methods: We have developed a nuclear medicine dosimetry module for the fast Monte Carlo code ARCHER. The coupled electron-photon Monte Carlo transport kernel included in ARCHER is built upon the Dose Planning Method code (DPM). The developed module manages the radioactive decay simulation by consecutively tracking several types of radiation on a per disintegration basis using the statistical sampling method. Optimization techniques such as persistent threads and prefetching are studied and implemented. The developed module is verified against the VIDA code, which is based onmore » Geant4 toolkit and has previously been verified against OLINDA/EXM. A voxelized geometry is used in the preliminary test: a sphere made of ICRP soft tissue is surrounded by a box filled with water. Uniform activity distribution of I-131 is assumed in the sphere. Results: The self-absorption dose factors (mGy/MBqs) of the sphere with varying diameters are calculated by ARCHER and VIDA respectively. ARCHER’s result is in agreement with VIDA’s that are obtained from a previous publication. VIDA takes hours of CPU time to finish the computation, while it takes ARCHER 4.31 seconds for the 12.4-cm uniform activity sphere case. For a fairer CPU-GPU comparison, more effort will be made to eliminate the algorithmic differences. Conclusion: The coupled electron-photon Monte Carlo code ARCHER has been extended to radioactive decay simulation for nuclear medicine dosimetry. The developed code exhibits good performance in our preliminary test. The GPU-based Monte Carlo code is developed with grant support from the National Institute of Biomedical Imaging and Bioengineering through an R01 grant (R01EB015478)« less

Efficient Monte Carlo sampling of inverse problems using a neural network-based forward—applied to GPR crosshole traveltime inversion

NASA Astrophysics Data System (ADS)

Hansen, T. M.; Cordua, K. S.

2017-12-01

Probabilistically formulated inverse problems can be solved using Monte Carlo-based sampling methods. In principle, both advanced prior information, based on for example, complex geostatistical models and non-linear forward models can be considered using such methods. However, Monte Carlo methods may be associated with huge computational costs that, in practice, limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical forward response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival traveltime inversion of crosshole ground penetrating radar data. An accurate forward model, based on 2-D full-waveform modeling followed by automatic traveltime picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the accurate and computationally expensive forward model, and also considerably faster and more accurate (i.e. with better resolution), than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of non-linear and non-Gaussian inverse problems that have to be solved using Monte Carlo sampling techniques.

RECORDS: improved Reporting of montE CarlO RaDiation transport Studies: Report of the AAPM Research Committee Task Group 268.

PubMed

Sechopoulos, Ioannis; Rogers, D W O; Bazalova-Carter, Magdalena; Bolch, Wesley E; Heath, Emily C; McNitt-Gray, Michael F; Sempau, Josep; Williamson, Jeffrey F

2018-01-01

Studies involving Monte Carlo simulations are common in both diagnostic and therapy medical physics research, as well as other fields of basic and applied science. As with all experimental studies, the conditions and parameters used for Monte Carlo simulations impact their scope, validity, limitations, and generalizability. Unfortunately, many published peer-reviewed articles involving Monte Carlo simulations do not provide the level of detail needed for the reader to be able to properly assess the quality of the simulations. The American Association of Physicists in Medicine Task Group #268 developed guidelines to improve reporting of Monte Carlo studies in medical physics research. By following these guidelines, manuscripts submitted for peer-review will include a level of relevant detail that will increase the transparency, the ability to reproduce results, and the overall scientific value of these studies. The guidelines include a checklist of the items that should be included in the Methods, Results, and Discussion sections of manuscripts submitted for peer-review. These guidelines do not attempt to replace the journal reviewer, but rather to be a tool during the writing and review process. Given the varied nature of Monte Carlo studies, it is up to the authors and the reviewers to use this checklist appropriately, being conscious of how the different items apply to each particular scenario. It is envisioned that this list will be useful both for authors and for reviewers, to help ensure the adequate description of Monte Carlo studies in the medical physics literature. © 2017 American Association of Physicists in Medicine.

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

DOE PAGES

Moral, Pierre Del; Jasra, Ajay; Law, Kody J. H.; ...

2017-08-24

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less

Feature aided Monte Carlo probabilistic data association filter for ballistic missile tracking

NASA Astrophysics Data System (ADS)

Ozdemir, Onur; Niu, Ruixin; Varshney, Pramod K.; Drozd, Andrew L.; Loe, Richard

2011-05-01

The problem of ballistic missile tracking in the presence of clutter is investigated. Probabilistic data association filter (PDAF) is utilized as the basic filtering algorithm. We propose to use sequential Monte Carlo methods, i.e., particle filters, aided with amplitude information (AI) in order to improve the tracking performance of a single target in clutter when severe nonlinearities exist in the system. We call this approach "Monte Carlo probabilistic data association filter with amplitude information (MCPDAF-AI)." Furthermore, we formulate a realistic problem in the sense that we use simulated radar cross section (RCS) data for a missile warhead and a cylinder chaff using Lucernhammer1, a state of the art electromagnetic signature prediction software, to model target and clutter amplitude returns as additional amplitude features which help to improve data association and tracking performance. A performance comparison is carried out between the extended Kalman filter (EKF) and the particle filter under various scenarios using single and multiple sensors. The results show that, when only one sensor is used, the MCPDAF performs significantly better than the EKF in terms of tracking accuracy under severe nonlinear conditions for ballistic missile tracking applications. However, when the number of sensors is increased, even under severe nonlinear conditions, the EKF performs as well as the MCPDAF.

A Lattice Kinetic Monte Carlo Solver for First-Principles Microkinetic Trend Studies

DOE PAGES

Hoffmann, Max J.; Bligaard, Thomas

2018-01-22

Here, mean-field microkinetic models in combination with Brønsted–Evans–Polanyi like scaling relations have proven highly successful in identifying catalyst materials with good or promising reactivity and selectivity. Analysis of the microkinetic model by means of lattice kinetic Monte Carlo promises a faithful description of a range of atomistic features involving short-range ordering of species in the vicinity of an active site. In this paper, we use the “fruit fly” example reaction of CO oxidation on fcc(111) transition and coinage metals to motivate and develop a lattice kinetic Monte Carlo solver suitable for the numerically challenging case of vastly disparate rate constants.more » As a result, we show that for the case of infinitely fast diffusion and absence of adsorbate-adsorbate interaction it is, in fact, possible to match the prediction of the mean-field-theory method and the lattice kinetic Monte Carlo method. As a corollary, we conclude that lattice kinetic Monte Carlo simulations of surface chemical reactions are most likely to provide additional insight over mean-field simulations if diffusion limitations or adsorbate–adsorbate interactions have a significant influence on the mixing of the adsorbates.« less

A Lattice Kinetic Monte Carlo Solver for First-Principles Microkinetic Trend Studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hoffmann, Max J.; Bligaard, Thomas

Here, mean-field microkinetic models in combination with Brønsted–Evans–Polanyi like scaling relations have proven highly successful in identifying catalyst materials with good or promising reactivity and selectivity. Analysis of the microkinetic model by means of lattice kinetic Monte Carlo promises a faithful description of a range of atomistic features involving short-range ordering of species in the vicinity of an active site. In this paper, we use the “fruit fly” example reaction of CO oxidation on fcc(111) transition and coinage metals to motivate and develop a lattice kinetic Monte Carlo solver suitable for the numerically challenging case of vastly disparate rate constants.more » As a result, we show that for the case of infinitely fast diffusion and absence of adsorbate-adsorbate interaction it is, in fact, possible to match the prediction of the mean-field-theory method and the lattice kinetic Monte Carlo method. As a corollary, we conclude that lattice kinetic Monte Carlo simulations of surface chemical reactions are most likely to provide additional insight over mean-field simulations if diffusion limitations or adsorbate–adsorbate interactions have a significant influence on the mixing of the adsorbates.« less

ME(SSY)**2: Monte Carlo Code for Star Cluster Simulations

NASA Astrophysics Data System (ADS)

Freitag, Marc Dewi

2013-02-01

ME(SSY)**2 stands for “Monte-carlo Experiments with Spherically SYmmetric Stellar SYstems." This code simulates the long term evolution of spherical clusters of stars; it was devised specifically to treat dense galactic nuclei. It is based on the pioneering Monte Carlo scheme proposed by Hénon in the 70's and includes all relevant physical ingredients (2-body relaxation, stellar mass spectrum, collisions, tidal disruption, ldots). It is basically a Monte Carlo resolution of the Fokker-Planck equation. It can cope with any stellar mass spectrum or velocity distribution. Being a particle-based method, it also allows one to take stellar collisions into account in a very realistic way. This unique code, featuring most important physical processes, allows million particle simulations, spanning a Hubble time, in a few CPU days on standard personal computers and provides a wealth of data only rivalized by N-body simulations. The current version of the software requires the use of routines from the "Numerical Recipes in Fortran 77" (http://www.nrbook.com/a/bookfpdf.php).

Chemical accuracy from quantum Monte Carlo for the benzene dimer.

PubMed

Azadi, Sam; Cohen, R E

2015-09-14

We report an accurate study of interactions between benzene molecules using variational quantum Monte Carlo (VMC) and diffusion quantum Monte Carlo (DMC) methods. We compare these results with density functional theory using different van der Waals functionals. In our quantum Monte Carlo (QMC) calculations, we use accurate correlated trial wave functions including three-body Jastrow factors and backflow transformations. We consider two benzene molecules in the parallel displaced geometry, and find that by highly optimizing the wave function and introducing more dynamical correlation into the wave function, we compute the weak chemical binding energy between aromatic rings accurately. We find optimal VMC and DMC binding energies of -2.3(4) and -2.7(3) kcal/mol, respectively. The best estimate of the coupled-cluster theory through perturbative triplets/complete basis set limit is -2.65(2) kcal/mol [Miliordos et al., J. Phys. Chem. A 118, 7568 (2014)]. Our results indicate that QMC methods give chemical accuracy for weakly bound van der Waals molecular interactions, comparable to results from the best quantum chemistry methods.

The integration of improved Monte Carlo compton scattering algorithms into the Integrated TIGER Series.

DOE Office of Scientific and Technical Information (OSTI.GOV)

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 Comptonmore » 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.« less

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.

Auxiliary field diffusion Monte Carlo calculations of light and medium-mass nuclei with local chiral interactions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lonardoni, D.; Gandolfi, S.; Lynn, J. E.

Quantum Monte Carlo methods have recently been employed to study properties of nuclei and infinite matter using local chiral effective-field-theory interactions. In this paper, we present a detailed description of the auxiliary field diffusion Monte Carlo algorithm for nuclei in combination with local chiral two- and three-nucleon interactions up to next-to-next-to-leading order. We show results for the binding energy, charge radius, charge form factor, and Coulomb sum rule in nuclei withmore » $$3{\\le}A{\\le}16$$. Particular attention is devoted to the effect of different operator structures in the three-body force for different cutoffs. Finally, the outcomes suggest that local chiral interactions fit to few-body observables give a very good description of the ground-state properties of nuclei up to $$^{16}\\mathrm{O}$$, with the exception of one fit for the softer cutoff which predicts overbinding in larger nuclei.« less

Auxiliary field diffusion Monte Carlo calculations of light and medium-mass nuclei with local chiral interactions

DOE PAGES

Lonardoni, D.; Gandolfi, S.; Lynn, J. E.; ...

2018-04-24

Quantum Monte Carlo methods have recently been employed to study properties of nuclei and infinite matter using local chiral effective-field-theory interactions. In this paper, we present a detailed description of the auxiliary field diffusion Monte Carlo algorithm for nuclei in combination with local chiral two- and three-nucleon interactions up to next-to-next-to-leading order. We show results for the binding energy, charge radius, charge form factor, and Coulomb sum rule in nuclei withmore » $$3{\\le}A{\\le}16$$. Particular attention is devoted to the effect of different operator structures in the three-body force for different cutoffs. Finally, the outcomes suggest that local chiral interactions fit to few-body observables give a very good description of the ground-state properties of nuclei up to $$^{16}\\mathrm{O}$$, with the exception of one fit for the softer cutoff which predicts overbinding in larger nuclei.« less

Validation of the Monte Carlo simulator GATE for indium-111 imaging.

PubMed

Assié, K; Gardin, I; Véra, P; Buvat, I

2005-07-07

Monte Carlo simulations are useful for optimizing and assessing single photon emission computed tomography (SPECT) protocols, especially when aiming at measuring quantitative parameters from SPECT images. Before Monte Carlo simulated data can be trusted, the simulation model must be validated. The purpose of this work was to validate the use of GATE, a new Monte Carlo simulation platform based on GEANT4, for modelling indium-111 SPECT data, the quantification of which is of foremost importance for dosimetric studies. To that end, acquisitions of (111)In line sources in air and in water and of a cylindrical phantom were performed, together with the corresponding simulations. The simulation model included Monte Carlo modelling of the camera collimator and of a back-compartment accounting for photomultiplier tubes and associated electronics. Energy spectra, spatial resolution, sensitivity values, images and count profiles obtained for experimental and simulated data were compared. An excellent agreement was found between experimental and simulated energy spectra. For source-to-collimator distances varying from 0 to 20 cm, simulated and experimental spatial resolution differed by less than 2% in air, while the simulated sensitivity values were within 4% of the experimental values. The simulation of the cylindrical phantom closely reproduced the experimental data. These results suggest that GATE enables accurate simulation of (111)In SPECT acquisitions.

Self-evolving atomistic kinetic Monte Carlo simulations of defects in materials

DOE PAGES

Xu, Haixuan; Beland, Laurent K.; Stoller, Roger E.; ...

2015-01-29

The recent development of on-the-fly atomistic kinetic Monte Carlo methods has led to an increased amount attention on the methods and their corresponding capabilities and applications. In this review, the framework and current status of Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC) are discussed. SEAKMC particularly focuses on defect interaction and evolution with atomistic details without assuming potential defect migration/interaction mechanisms and energies. The strength and limitation of using an active volume, the key concept introduced in SEAKMC, are discussed. Potential criteria for characterizing an active volume are discussed and the influence of active volume size on saddle point energies ismore » illustrated. A procedure starting with a small active volume followed by larger active volumes was found to possess higher efficiency. Applications of SEAKMC, ranging from point defect diffusion, to complex interstitial cluster evolution, to helium interaction with tungsten surfaces, are summarized. A comparison of SEAKMC with molecular dynamics and conventional object kinetic Monte Carlo is demonstrated. Overall, SEAKMC is found to be complimentary to conventional molecular dynamics, especially when the harmonic approximation of transition state theory is accurate. However it is capable of reaching longer time scales than molecular dynamics and it can be used to systematically increase the accuracy of other methods such as object kinetic Monte Carlo. Furthermore, the challenges and potential development directions are also outlined.« less

Present Status and Extensions of the Monte Carlo Performance Benchmark

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Petrovic, Bojan; Martin, William R.

2014-06-01

The NEA Monte Carlo Performance benchmark started in 2011 aiming to monitor over the years the abilities to perform a full-size Monte Carlo reactor core calculation with a detailed power production for each fuel pin with axial distribution. This paper gives an overview of the contributed results thus far. It shows that reaching a statistical accuracy of 1 % for most of the small fuel zones requires about 100 billion neutron histories. The efficiency of parallel execution of Monte Carlo codes on a large number of processor cores shows clear limitations for computer clusters with common type computer nodes. However, using true supercomputers the speedup of parallel calculations is increasing up to large numbers of processor cores. More experience is needed from calculations on true supercomputers using large numbers of processors in order to predict if the requested calculations can be done in a short time. As the specifications of the reactor geometry for this benchmark test are well suited for further investigations of full-core Monte Carlo calculations and a need is felt for testing other issues than its computational performance, proposals are presented for extending the benchmark to a suite of benchmark problems for evaluating fission source convergence for a system with a high dominance ratio, for coupling with thermal-hydraulics calculations to evaluate the use of different temperatures and coolant densities and to study the correctness and effectiveness of burnup calculations. Moreover, other contemporary proposals for a full-core calculation with realistic geometry and material composition will be discussed.

Monte Carlo calculations of k{sub Q}, the beam quality conversion factor

DOE Office of Scientific and Technical Information (OSTI.GOV)

Muir, B. R.; Rogers, D. W. O.

2010-11-15

Purpose: To use EGSnrc Monte Carlo simulations to directly calculate beam quality conversion factors, k{sub Q}, for 32 cylindrical ionization chambers over a range of beam qualities and to quantify the effect of systematic uncertainties on Monte Carlo calculations of k{sub Q}. These factors are required to use the TG-51 or TRS-398 clinical dosimetry protocols for calibrating external radiotherapy beams. Methods: Ionization chambers are modeled either from blueprints or manufacturers' user's manuals. The dose-to-air in the chamber is calculated using the EGSnrc user-code egs{sub c}hamber using 11 different tabulated clinical photon spectra for the incident beams. The dose to amore » small volume of water is also calculated in the absence of the chamber at the midpoint of the chamber on its central axis. Using a simple equation, k{sub Q} is calculated from these quantities under the assumption that W/e is constant with energy and compared to TG-51 protocol and measured values. Results: Polynomial fits to the Monte Carlo calculated k{sub Q} factors as a function of beam quality expressed as %dd(10){sub x} and TPR{sub 10}{sup 20} are given for each ionization chamber. Differences are explained between Monte Carlo calculated values and values from the TG-51 protocol or calculated using the computer program used for TG-51 calculations. Systematic uncertainties in calculated k{sub Q} values are analyzed and amount to a maximum of one standard deviation uncertainty of 0.99% if one assumes that photon cross-section uncertainties are uncorrelated and 0.63% if they are assumed correlated. The largest components of the uncertainty are the constancy of W/e and the uncertainty in the cross-section for photons in water. Conclusions: It is now possible to calculate k{sub Q} directly using Monte Carlo simulations. Monte Carlo calculations for most ionization chambers give results which are comparable to TG-51 values. Discrepancies can be explained using individual Monte Carlo

Monte Carlo simulations in radiotherapy dosimetry.

PubMed

Andreo, Pedro

2018-06-27

The use of the Monte Carlo (MC) method in radiotherapy dosimetry has increased almost exponentially in the last decades. Its widespread use in the field has converted this computer simulation technique in a common tool for reference and treatment planning dosimetry calculations. This work reviews the different MC calculations made on dosimetric quantities, like stopping-power ratios and perturbation correction factors required for reference ionization chamber dosimetry, as well as the fully realistic MC simulations currently available on clinical accelerators, detectors and patient treatment planning. Issues are raised that include the necessity for consistency in the data throughout the entire dosimetry chain in reference dosimetry, and how Bragg-Gray theory breaks down for small photon fields. Both aspects are less critical for MC treatment planning applications, but there are important constraints like tissue characterization and its patient-to-patient variability, which together with the conversion between dose-to-water and dose-to-tissue, are analysed in detail. Although these constraints are common to all methods and algorithms used in different types of treatment planning systems, they make uncertainties involved in MC treatment planning to still remain "uncertain".

Modifying the Monte Carlo Quiz to Increase Student Motivation, Participation, and Content Retention

ERIC Educational Resources Information Center

Simonson, Shawn R.

2017-01-01

Fernald developed the Monte Carlo Quiz format to enhance retention, encourage students to prepare for class, read with intention, and organize information in psychology classes. This author modified the Monte Carlo Quiz, combined it with the Minute Paper, and applied it to various courses. Students write quiz questions as part of the Minute Paper…

High-Precision Monte Carlo Simulation of the Ising Models on the Penrose Lattice and the Dual Penrose Lattice

NASA Astrophysics Data System (ADS)

Komura, Yukihiro; Okabe, Yutaka

2016-04-01

We study the Ising models on the Penrose lattice and the dual Penrose lattice by means of the high-precision Monte Carlo simulation. Simulating systems up to the total system size N = 20633239, we estimate the critical temperatures on those lattices with high accuracy. For high-speed calculation, we use the generalized method of the single-GPU-based computation for the Swendsen-Wang multi-cluster algorithm of Monte Carlo simulation. As a result, we estimate the critical temperature on the Penrose lattice as Tc/J = 2.39781 ± 0.00005 and that of the dual Penrose lattice as Tc*/J = 2.14987 ± 0.00005. Moreover, we definitely confirm the duality relation between the critical temperatures on the dual pair of quasilattices with a high degree of accuracy, sinh (2J/Tc)sinh (2J/Tc*) = 1.00000 ± 0.00004.

A Monte Carlo simulation study for the gamma-ray/neutron dual-particle imager using rotational modulation collimator (RMC).

PubMed

Kim, Hyun Suk; Choi, Hong Yeop; Lee, Gyemin; Ye, Sung-Joon; Smith, Martin B; Kim, Geehyun

2018-03-01

The aim of this work is to develop a gamma-ray/neutron dual-particle imager, based on rotational modulation collimators (RMCs) and pulse shape discrimination (PSD)-capable scintillators, for possible applications for radioactivity monitoring as well as nuclear security and safeguards. A Monte Carlo simulation study was performed to design an RMC system for the dual-particle imaging, and modulation patterns were obtained for gamma-ray and neutron sources in various configurations. We applied an image reconstruction algorithm utilizing the maximum-likelihood expectation-maximization method based on the analytical modeling of source-detector configurations, to the Monte Carlo simulation results. Both gamma-ray and neutron source distributions were reconstructed and evaluated in terms of signal-to-noise ratio, showing the viability of developing an RMC-based gamma-ray/neutron dual-particle imager using PSD-capable scintillators.

The Linked Neighbour List (LNL) method for fast off-lattice Monte Carlo simulations of fluids

NASA Astrophysics Data System (ADS)

Mazzeo, M. D.; Ricci, M.; Zannoni, C.

2010-03-01

We present a new algorithm, called linked neighbour list (LNL), useful to substantially speed up off-lattice Monte Carlo simulations of fluids by avoiding the computation of the molecular energy before every attempted move. We introduce a few variants of the LNL method targeted to minimise memory footprint or augment memory coherence and cache utilisation. Additionally, we present a few algorithms which drastically accelerate neighbour finding. We test our methods on the simulation of a dense off-lattice Gay-Berne fluid subjected to periodic boundary conditions observing a speedup factor of about 2.5 with respect to a well-coded implementation based on a conventional link-cell. We provide several implementation details of the different key data structures and algorithms used in this work.

Miming the cancer-immune system competition by kinetic Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Bianca, Carlo; Lemarchand, Annie

2016-10-01

In order to mimic the interactions between cancer and the immune system at cell scale, we propose a minimal model of cell interactions that is similar to a chemical mechanism including autocatalytic steps. The cells are supposed to bear a quantity called activity that may increase during the interactions. The fluctuations of cell activity are controlled by a so-called thermostat. We develop a kinetic Monte Carlo algorithm to simulate the cell interactions and thermalization of cell activity. The model is able to reproduce the well-known behavior of tumors treated by immunotherapy: the first apparent elimination of the tumor by the immune system is followed by a long equilibrium period and the final escape of cancer from immunosurveillance.

Numerical heating in Particle-In-Cell simulations with Monte Carlo binary collisions

NASA Astrophysics Data System (ADS)

Alves, E. Paulo; Mori, Warren; Fiuza, Frederico

2017-10-01

The binary Monte Carlo collision (BMCC) algorithm is a robust and popular method to include Coulomb collision effects in Particle-in-Cell (PIC) simulations of plasmas. While a number of works have focused on extending the validity of the model to different physical regimes of temperature and density, little attention has been given to the fundamental coupling between PIC and BMCC algorithms. Here, we show that the coupling between PIC and BMCC algorithms can give rise to (nonphysical) numerical heating of the system, that can be far greater than that observed when these algorithms operate independently. This deleterious numerical heating effect can significantly impact the evolution of the simulated system particularly for long simulation times. In this work, we describe the source of this numerical heating, and derive scaling laws for the numerical heating rates based on the numerical parameters of PIC-BMCC simulations. We compare our theoretical scalings with PIC-BMCC numerical experiments, and discuss strategies to minimize this parasitic effect. This work is supported by DOE FES under FWP 100237 and 100182.

CONTINUOUS-ENERGY MONTE CARLO METHODS FOR CALCULATING GENERALIZED RESPONSE SENSITIVITIES USING TSUNAMI-3D

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, Christopher M; Rearden, Bradley T

2014-01-01

This work introduces a new approach for calculating sensitivity coefficients for generalized neutronic responses to nuclear data uncertainties using continuous-energy Monte Carlo methods. The approach presented in this paper, known as the GEAR-MC method, allows for the calculation of generalized sensitivity coefficients for multiple responses in a single Monte Carlo calculation with no nuclear data perturbations or knowledge of nuclear covariance data. The theory behind the GEAR-MC method is presented here, and proof of principle is demonstrated by using the GEAR-MC method to calculate sensitivity coefficients for responses in several 3D, continuous-energy Monte Carlo applications.

Frequency-resolved Monte Carlo.

PubMed

López Carreño, Juan Camilo; Del Valle, Elena; Laussy, Fabrice P

2018-05-03

We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of frequency-resolved photon correlations, extending the range of applications based on correlations of photons of prescribed energy, in particular those of a photon-counting character. We apply the technique to autocorrelations of photon streams from a two-level system under coherent and incoherent pumping, including the Mollow triplet regime where we demonstrate the direct manifestation of leapfrog processes in producing an increased rate of two-photon emission events.

Monte Carlo simulation of energy-dispersive x-ray fluorescence and applications

NASA Astrophysics Data System (ADS)

Li, Fusheng

Four key components with regards to Monte Carlo Library Least Squares (MCLLS) have been developed by the author. These include: a comprehensive and accurate Monte Carlo simulation code - CEARXRF5 with Differential Operators (DO) and coincidence sampling, Detector Response Function (DRF), an integrated Monte Carlo - Library Least-Squares (MCLLS) Graphical User Interface (GUI) visualization System (MCLLSPro) and a new reproducible and flexible benchmark experiment setup. All these developments or upgrades enable the MCLLS approach to be a useful and powerful tool for a tremendous variety of elemental analysis applications. CEARXRF, a comprehensive and accurate Monte Carlo code for simulating the total and individual library spectral responses of all elements, has been recently upgraded to version 5 by the author. The new version has several key improvements: input file format fully compatible with MCNP5, a new efficient general geometry tracking code, versatile source definitions, various variance reduction techniques (e.g. weight window mesh and splitting, stratifying sampling, etc.), a new cross section data storage and accessing method which improves the simulation speed by a factor of four and new cross section data, upgraded differential operators (DO) calculation capability, and also an updated coincidence sampling scheme which including K-L and L-L coincidence X-Rays, while keeping all the capabilities of the previous version. The new Differential Operators method is powerful for measurement sensitivity study and system optimization. For our Monte Carlo EDXRF elemental analysis system, it becomes an important technique for quantifying the matrix effect in near real time when combined with the MCLLS approach. An integrated visualization GUI system has been developed by the author to perform elemental analysis using iterated Library Least-Squares method for various samples when an initial guess is provided. This software was built on the Borland C++ Builder

SABRINA - An interactive geometry modeler for MCNP (Monte Carlo Neutron Photon)

DOE Office of Scientific and Technical Information (OSTI.GOV)

West, J.T.; Murphy, J.

SABRINA is an interactive three-dimensional geometry modeler developed to produce complicated models for the Los Alamos Monte Carlo Neutron Photon program MCNP. SABRINA produces line drawings and color-shaded drawings for a wide variety of interactive graphics terminals. It is used as a geometry preprocessor in model development and as a Monte Carlo particle-track postprocessor in the visualization of complicated particle transport problem. SABRINA is written in Fortran 77 and is based on the Los Alamos Common Graphics System, CGS. 5 refs., 2 figs.

Monte Carlo closure for moment-based transport schemes in general relativistic radiation hydrodynamic simulations

NASA Astrophysics Data System (ADS)

Foucart, Francois

2018-04-01

General relativistic radiation hydrodynamic simulations are necessary to accurately model a number of astrophysical systems involving black holes and neutron stars. Photon transport plays a crucial role in radiatively dominated accretion discs, while neutrino transport is critical to core-collapse supernovae and to the modelling of electromagnetic transients and nucleosynthesis in neutron star mergers. However, evolving the full Boltzmann equations of radiative transport is extremely expensive. Here, we describe the implementation in the general relativistic SPEC code of a cheaper radiation hydrodynamic method that theoretically converges to a solution of Boltzmann's equation in the limit of infinite numerical resources. The algorithm is based on a grey two-moment scheme, in which we evolve the energy density and momentum density of the radiation. Two-moment schemes require a closure that fills in missing information about the energy spectrum and higher order moments of the radiation. Instead of the approximate analytical closure currently used in core-collapse and merger simulations, we complement the two-moment scheme with a low-accuracy Monte Carlo evolution. The Monte Carlo results can provide any or all of the missing information in the evolution of the moments, as desired by the user. As a first test of our methods, we study a set of idealized problems demonstrating that our algorithm performs significantly better than existing analytical closures. We also discuss the current limitations of our method, in particular open questions regarding the stability of the fully coupled scheme.

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

EPA Science Inventory

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

Monte-Carlo Tree Search in Settlers of Catan

NASA Astrophysics Data System (ADS)

Szita, István; Chaslot, Guillaume; Spronck, Pieter

Games are considered important benchmark opportunities for artificial intelligence research. Modern strategic board games can typically be played by three or more people, which makes them suitable test beds for investigating multi-player strategic decision making. Monte-Carlo Tree Search (MCTS) is a recently published family of algorithms that achieved successful results with classical, two-player, perfect-information games such as Go. In this paper we apply MCTS to the multi-player, non-deterministic board game Settlers of Catan. We implemented an agent that is able to play against computer-controlled and human players. We show that MCTS can be adapted successfully to multi-agent environments, and present two approaches of providing the agent with a limited amount of domain knowledge. Our results show that the agent has a considerable playing strength when compared to game implementation with existing heuristics. So, we may conclude that MCTS is a suitable tool for achieving a strong Settlers of Catan player.

Monte Carlo Modeling of the Initial Radiation Emitted by a Nuclear Device in the National Capital Region

DTIC Science & Technology

2013-07-01

also simulated in the models. Data was derived from calculations using the three-dimensional Monte Carlo radiation transport code MCNP (Monte Carlo N...32  B.  MCNP PHYSICS OPTIONS ......................................................................................... 33  C.  HAZUS...input deck’) for the MCNP , Monte Carlo N-Particle, radiation transport code. MCNP is a general-purpose code designed to simulate neutron, photon

New approach based on tetrahedral-mesh geometry for accurate 4D Monte Carlo patient-dose calculation

NASA Astrophysics Data System (ADS)

Han, Min Cheol; Yeom, Yeon Soo; Kim, Chan Hyeong; Kim, Seonghoon; Sohn, Jason W.

2015-02-01

In the present study, to achieve accurate 4D Monte Carlo dose calculation in radiation therapy, we devised a new approach that combines (1) modeling of the patient body using tetrahedral-mesh geometry based on the patient’s 4D CT data, (2) continuous movement/deformation of the tetrahedral patient model by interpolation of deformation vector fields acquired through deformable image registration, and (3) direct transportation of radiation particles during the movement and deformation of the tetrahedral patient model. The results of our feasibility study show that it is certainly possible to construct 4D patient models (= phantoms) with sufficient accuracy using the tetrahedral-mesh geometry and to directly transport radiation particles during continuous movement and deformation of the tetrahedral patient model. This new approach not only produces more accurate dose distribution in the patient but also replaces the current practice of using multiple 3D voxel phantoms and combining multiple dose distributions after Monte Carlo simulations. For routine clinical application of our new approach, the use of fast automatic segmentation algorithms is a must. In order to achieve, simultaneously, both dose accuracy and computation speed, the number of tetrahedrons for the lungs should be optimized. Although the current computation speed of our new 4D Monte Carlo simulation approach is slow (i.e. ~40 times slower than that of the conventional dose accumulation approach), this problem is resolvable by developing, in Geant4, a dedicated navigation class optimized for particle transportation in tetrahedral-mesh geometry.

Monte Carlo Methods in Materials Science Based on FLUKA and ROOT

NASA Technical Reports Server (NTRS)

Pinsky, Lawrence; Wilson, Thomas; Empl, Anton; Andersen, Victor

2003-01-01

A comprehensive understanding of mitigation measures for space radiation protection necessarily involves the relevant fields of nuclear physics and particle transport modeling. One method of modeling the interaction of radiation traversing matter is Monte Carlo analysis, a subject that has been evolving since the very advent of nuclear reactors and particle accelerators in experimental physics. Countermeasures for radiation protection from neutrons near nuclear reactors, for example, were an early application and Monte Carlo methods were quickly adapted to this general field of investigation. The project discussed here is concerned with taking the latest tools and technology in Monte Carlo analysis and adapting them to space applications such as radiation shielding design for spacecraft, as well as investigating how next-generation Monte Carlos can complement the existing analytical methods currently used by NASA. We have chosen to employ the Monte Carlo program known as FLUKA (A legacy acronym based on the German for FLUctuating KAscade) used to simulate all of the particle transport, and the CERN developed graphical-interface object-oriented analysis software called ROOT. One aspect of space radiation analysis for which the Monte Carlo s are particularly suited is the study of secondary radiation produced as albedoes in the vicinity of the structural geometry involved. This broad goal of simulating space radiation transport through the relevant materials employing the FLUKA code necessarily requires the addition of the capability to simulate all heavy-ion interactions from 10 MeV/A up to the highest conceivable energies. For all energies above 3 GeV/A the Dual Parton Model (DPM) is currently used, although the possible improvement of the DPMJET event generator for energies 3-30 GeV/A is being considered. One of the major tasks still facing us is the provision for heavy ion interactions below 3 GeV/A. The ROOT interface is being developed in conjunction with the

Variational Approach to Monte Carlo Renormalization Group

NASA Astrophysics Data System (ADS)

Wu, Yantao; Car, Roberto

2017-12-01

We present a Monte Carlo method for computing the renormalized coupling constants and the critical exponents within renormalization theory. The scheme, which derives from a variational principle, overcomes critical slowing down, by means of a bias potential that renders the coarse grained variables uncorrelated. The two-dimensional Ising model is used to illustrate the method.

IMRT head and neck treatment planning with a commercially available Monte Carlo based planning system