A High-Order Low-Order Algorithm with Exponentially Convergent Monte Carlo for Thermal Radiative Transfer

DOE PAGES

Bolding, Simon R.; Cleveland, Mathew Allen; Morel, Jim E.

2016-10-21

In this paper, we have implemented a new high-order low-order (HOLO) algorithm for solving thermal radiative transfer problems. The low-order (LO) system is based on the spatial and angular moments of the transport equation and a linear-discontinuous finite-element spatial representation, producing equations similar to the standard S 2 equations. The LO solver is fully implicit in time and efficiently resolves the nonlinear temperature dependence at each time step. The high-order (HO) solver utilizes exponentially convergent Monte Carlo (ECMC) to give a globally accurate solution for the angular intensity to a fixed-source pure-absorber transport problem. This global solution is used tomore » compute consistency terms, which require the HO and LO solutions to converge toward the same solution. The use of ECMC allows for the efficient reduction of statistical noise in the Monte Carlo solution, reducing inaccuracies introduced through the LO consistency terms. Finally, we compare results with an implicit Monte Carlo code for one-dimensional gray test problems and demonstrate the efficiency of ECMC over standard Monte Carlo in this HOLO algorithm.« 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

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.

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.

An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems

NASA Technical Reports Server (NTRS)

Chin, T. M.; Turmon, M. J.; Jewell, J. B.; Ghil, M.

2006-01-01

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

Loading relativistic Maxwell distributions in particle simulations

NASA Astrophysics Data System (ADS)

Zenitani, S.

2015-12-01

In order to study energetic plasma phenomena by using particle-in-cell (PIC) and Monte-Carlo simulations, we need to deal with relativistic velocity distributions in these simulations. However, numerical algorithms to deal with relativistic distributions are not well known. In this contribution, we overview basic algorithms to load relativistic Maxwell distributions in PIC and Monte-Carlo simulations. For stationary relativistic Maxwellian, the inverse transform method and the Sobol algorithm are reviewed. To boost particles to obtain relativistic shifted-Maxwellian, two rejection methods are newly proposed in a physically transparent manner. Their acceptance efficiencies are 􏰅50% for generic cases and 100% for symmetric distributions. They can be combined with arbitrary base algorithms.

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.

Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

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

Arampatzis, Giorgos, E-mail: garab@math.uoc.gr; Katsoulakis, Markos A., E-mail: markos@math.umass.edu; Plechac, Petr, E-mail: plechac@math.udel.edu

2012-10-01

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. Rather than focusing on constructing exactly the stochastic trajectories, our approach relies on approximating the evolution of observables, such as density, coverage, correlations and so on. More specifically, we develop a spatial domain decomposition of the Markov operator (generator) that describes the evolution of all observables according to the kinetic Monte Carlo algorithm. This domain decompositionmore » corresponds to a decomposition of the Markov generator into a hierarchy of operators and can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processing Units (GPUs). Based on this operator decomposition, we formulate parallel Fractional step kinetic Monte Carlo algorithms by employing the Trotter Theorem and its randomized variants; these schemes, (a) are partially asynchronous on each fractional step time-window, and (b) are characterized by their communication schedule between processors. The proposed mathematical framework allows us to rigorously justify the numerical and statistical consistency of the proposed algorithms, showing the convergence of our approximating schemes to the original serial KMC. The approach also provides a systematic evaluation of different processor communicating schedules. We carry out a detailed benchmarking of the parallel KMC schemes using available exact solutions, for example, in Ising-type systems and we demonstrate the capabilities of the method to simulate complex spatially distributed reactions at very large scales on GPUs. Finally, we discuss work load balancing between processors and propose a re-balancing scheme based on probabilistic mass transport methods.« less

RNA folding kinetics using Monte Carlo and Gillespie algorithms.

PubMed

Clote, Peter; Bayegan, Amir H

2018-04-01

RNA secondary structure folding kinetics is known to be important for the biological function of certain processes, such as the hok/sok system in E. coli. Although linear algebra provides an exact computational solution of secondary structure folding kinetics with respect to the Turner energy model for tiny ([Formula: see text]20 nt) RNA sequences, the folding kinetics for larger sequences can only be approximated by binning structures into macrostates in a coarse-grained model, or by repeatedly simulating secondary structure folding with either the Monte Carlo algorithm or the Gillespie algorithm. Here we investigate the relation between the Monte Carlo algorithm and the Gillespie algorithm. We prove that asymptotically, the expected time for a K-step trajectory of the Monte Carlo algorithm is equal to [Formula: see text] times that of the Gillespie algorithm, where [Formula: see text] denotes the Boltzmann expected network degree. If the network is regular (i.e. every node has the same degree), then the mean first passage time (MFPT) computed by the Monte Carlo algorithm is equal to MFPT computed by the Gillespie algorithm multiplied by [Formula: see text]; however, this is not true for non-regular networks. In particular, RNA secondary structure folding kinetics, as computed by the Monte Carlo algorithm, is not equal to the folding kinetics, as computed by the Gillespie algorithm, although the mean first passage times are roughly correlated. Simulation software for RNA secondary structure folding according to the Monte Carlo and Gillespie algorithms is publicly available, as is our software to compute the expected degree of the network of secondary structures of a given RNA sequence-see http://bioinformatics.bc.edu/clote/RNAexpNumNbors .

ALGEBRA: ALgorithm for the heterogeneous dosimetry based on GEANT4 for BRAchytherapy.

PubMed

Afsharpour, H; Landry, G; D'Amours, M; Enger, S; Reniers, B; Poon, E; Carrier, J-F; Verhaegen, F; Beaulieu, L

2012-06-07

Task group 43 (TG43)-based dosimetry algorithms are efficient for brachytherapy dose calculation in water. However, human tissues have chemical compositions and densities different than water. Moreover, the mutual shielding effect of seeds on each other (interseed attenuation) is neglected in the TG43-based dosimetry platforms. The scientific community has expressed the need for an accurate dosimetry platform in brachytherapy. The purpose of this paper is to present ALGEBRA, a Monte Carlo platform for dosimetry in brachytherapy which is sufficiently fast and accurate for clinical and research purposes. ALGEBRA is based on the GEANT4 Monte Carlo code and is capable of handling the DICOM RT standard to recreate a virtual model of the treated site. Here, the performance of ALGEBRA is presented for the special case of LDR brachytherapy in permanent prostate and breast seed implants. However, the algorithm is also capable of handling other treatments such as HDR brachytherapy.

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.

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.

A point kernel algorithm for microbeam radiation therapy

NASA Astrophysics Data System (ADS)

Debus, Charlotte; Oelfke, Uwe; Bartzsch, Stefan

2017-11-01

Microbeam radiation therapy (MRT) is a treatment approach in radiation therapy where the treatment field is spatially fractionated into arrays of a few tens of micrometre wide planar beams of unusually high peak doses separated by low dose regions of several hundred micrometre width. In preclinical studies, this treatment approach has proven to spare normal tissue more effectively than conventional radiation therapy, while being equally efficient in tumour control. So far dose calculations in MRT, a prerequisite for future clinical applications are based on Monte Carlo simulations. However, they are computationally expensive, since scoring volumes have to be small. In this article a kernel based dose calculation algorithm is presented that splits the calculation into photon and electron mediated energy transport, and performs the calculation of peak and valley doses in typical MRT treatment fields within a few minutes. Kernels are analytically calculated depending on the energy spectrum and material composition. In various homogeneous materials peak, valley doses and microbeam profiles are calculated and compared to Monte Carlo simulations. For a microbeam exposure of an anthropomorphic head phantom calculated dose values are compared to measurements and Monte Carlo calculations. Except for regions close to material interfaces calculated peak dose values match Monte Carlo results within 4% and valley dose values within 8% deviation. No significant differences are observed between profiles calculated by the kernel algorithm and Monte Carlo simulations. Measurements in the head phantom agree within 4% in the peak and within 10% in the valley region. The presented algorithm is attached to the treatment planning platform VIRTUOS. It was and is used for dose calculations in preclinical and pet-clinical trials at the biomedical beamline ID17 of the European synchrotron radiation facility in Grenoble, France.

Cell-veto Monte Carlo algorithm for long-range systems.

PubMed

Kapfer, Sebastian C; Krauth, Werner

2016-09-01

We present a rigorous efficient event-chain Monte Carlo algorithm for long-range interacting particle systems. Using a cell-veto scheme within the factorized Metropolis algorithm, we compute each single-particle move with a fixed number of operations. For slowly decaying potentials such as Coulomb interactions, screening line charges allow us to take into account periodic boundary conditions. We discuss the performance of the cell-veto Monte Carlo algorithm for general inverse-power-law potentials, and illustrate how it provides a new outlook on one of the prominent bottlenecks in large-scale atomistic Monte Carlo simulations.

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.

Probabilistic analysis algorithm for UA slope software program.

DOT National Transportation Integrated Search

2013-12-01

A reliability-based computational algorithm for using a single row and equally spaced drilled shafts to : stabilize an unstable slope has been developed in this research. The Monte-Carlo simulation (MCS) : technique was used in the previously develop...

Statistical hadronization and microcanonical ensemble

DOE PAGES

Becattini, F.; Ferroni, L.

2004-01-01

We present a Monte Carlo calculation of the microcanonical ensemble of the of the ideal hadron-resonance gas including all known states up to a mass of 1. 8 GeV, taking into account quantum statistics. The computing method is a development of a previous one based on a Metropolis Monte Carlo algorithm, with a the grand-canonical limit of the multi-species multiplicity distribution as proposal matrix. The microcanonical average multiplicities of the various hadron species are found to converge to the canonical ones for moderately low values of the total energy. This algorithm opens the way for event generators based for themore » statistical hadronization model.« less

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079

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.

An improved target velocity sampling algorithm for free gas elastic scattering

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

Romano, Paul K.; Walsh, Jonathan A.

We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238U. Simulations of a light water reactor pin cell problemmore » demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes« less

An improved target velocity sampling algorithm for free gas elastic scattering

DOE PAGES

Romano, Paul K.; Walsh, Jonathan A.

2018-02-03

We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238U. Simulations of a light water reactor pin cell problemmore » demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes« 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.

Using Computer-Based "Experiments" in the Analysis of Chemical Reaction Equilibria

ERIC Educational Resources Information Center

Li, Zhao; Corti, David S.

2018-01-01

The application of the Reaction Monte Carlo (RxMC) algorithm to standard textbook problems in chemical reaction equilibria is discussed. The RxMC method is a molecular simulation algorithm for studying the equilibrium properties of reactive systems, and therefore provides the opportunity to develop computer-based "experiments" for the…

An empirical approach to estimate near-infra-red photon propagation and optically induced drug release in brain tissues

NASA Astrophysics Data System (ADS)

Prabhu Verleker, Akshay; Fang, Qianqian; Choi, Mi-Ran; Clare, Susan; Stantz, Keith M.

2015-03-01

The purpose of this study is to develop an alternate empirical approach to estimate near-infra-red (NIR) photon propagation and quantify optically induced drug release in brain metastasis, without relying on computationally expensive Monte Carlo techniques (gold standard). Targeted drug delivery with optically induced drug release is a noninvasive means to treat cancers and metastasis. This study is part of a larger project to treat brain metastasis by delivering lapatinib-drug-nanocomplexes and activating NIR-induced drug release. The empirical model was developed using a weighted approach to estimate photon scattering in tissues and calibrated using a GPU based 3D Monte Carlo. The empirical model was developed and tested against Monte Carlo in optical brain phantoms for pencil beams (width 1mm) and broad beams (width 10mm). The empirical algorithm was tested against the Monte Carlo for different albedos along with diffusion equation and in simulated brain phantoms resembling white-matter (μs'=8.25mm-1, μa=0.005mm-1) and gray-matter (μs'=2.45mm-1, μa=0.035mm-1) at wavelength 800nm. The goodness of fit between the two models was determined using coefficient of determination (R-squared analysis). Preliminary results show the Empirical algorithm matches Monte Carlo simulated fluence over a wide range of albedo (0.7 to 0.99), while the diffusion equation fails for lower albedo. The photon fluence generated by empirical code matched the Monte Carlo in homogeneous phantoms (R2=0.99). While GPU based Monte Carlo achieved 300X acceleration compared to earlier CPU based models, the empirical code is 700X faster than the Monte Carlo for a typical super-Gaussian laser beam.

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.

The Rational Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Clark, Michael

2006-12-01

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is performed using a rational approximation in place the usual inverse quark matrix kernel is one of these developments. This algorithm has been found to be extremely beneficial in many areas of lattice QCD (chiral fermions, finite temperature, Wilson fermions etc.). We review the algorithm and some of these benefits, and we compare against other recent algorithm developements. We conclude with an update of the Berlin wall plot comparing costs of all popular fermion formulations.

Simulation-Based Model Checking for Nondeterministic Systems and Rare Events

DTIC Science & Technology

2016-03-24

year, we have investigated AO* search and Monte Carlo Tree Search algorithms to complement and enhance CMU’s SMCMDP. 1 Final Report, March 14... tree , so we can use it to find the probability of reachability for a property in PRISM’s Probabilistic LTL. By finding the maximum probability of...savings, particularly when handling very large models. 2.3 Monte Carlo Tree Search The Monte Carlo sampling process in SMCMDP can take a long time to

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.

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.

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.

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.

An Improved Elastic and Nonelastic Neutron Transport Algorithm for Space Radiation

NASA Technical Reports Server (NTRS)

Clowdsley, Martha S.; Wilson, John W.; Heinbockel, John H.; Tripathi, R. K.; Singleterry, Robert C., Jr.; Shinn, Judy L.

2000-01-01

A neutron transport algorithm including both elastic and nonelastic particle interaction processes for use in space radiation protection for arbitrary shield material is developed. The algorithm is based upon a multiple energy grouping and analysis of the straight-ahead Boltzmann equation by using a mean value theorem for integrals. The algorithm is then coupled to the Langley HZETRN code through a bidirectional neutron evaporation source term. Evaluation of the neutron fluence generated by the solar particle event of February 23, 1956, for an aluminum water shield-target configuration is then compared with MCNPX and LAHET Monte Carlo calculations for the same shield-target configuration. With the Monte Carlo calculation as a benchmark, the algorithm developed in this paper showed a great improvement in results over the unmodified HZETRN solution. In addition, a high-energy bidirectional neutron source based on a formula by Ranft showed even further improvement of the fluence results over previous results near the front of the water target where diffusion out the front surface is important. Effects of improved interaction cross sections are modest compared with the addition of the high-energy bidirectional source terms.

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.

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.

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).

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.

Predicting patchy particle crystals: variable box shape simulations and evolutionary algorithms.

PubMed

Bianchi, Emanuela; Doppelbauer, Günther; Filion, Laura; Dijkstra, Marjolein; Kahl, Gerhard

2012-06-07

We consider several patchy particle models that have been proposed in literature and we investigate their candidate crystal structures in a systematic way. We compare two different algorithms for predicting crystal structures: (i) an approach based on Monte Carlo simulations in the isobaric-isothermal ensemble and (ii) an optimization technique based on ideas of evolutionary algorithms. We show that the two methods are equally successful and provide consistent results on crystalline phases of patchy particle systems.

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.

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.

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

An evaluation of solution algorithms and numerical approximation methods for modeling an ion exchange process

NASA Astrophysics Data System (ADS)

Bu, Sunyoung; Huang, Jingfang; Boyer, Treavor H.; Miller, Cass T.

2010-07-01

The focus of this work is on the modeling of an ion exchange process that occurs in drinking water treatment applications. The model formulation consists of a two-scale model in which a set of microscale diffusion equations representing ion exchange resin particles that vary in size and age are coupled through a boundary condition with a macroscopic ordinary differential equation (ODE), which represents the concentration of a species in a well-mixed reactor. We introduce a new age-averaged model (AAM) that averages all ion exchange particle ages for a given size particle to avoid the expensive Monte-Carlo simulation associated with previous modeling applications. We discuss two different numerical schemes to approximate both the original Monte-Carlo algorithm and the new AAM for this two-scale problem. The first scheme is based on the finite element formulation in space coupled with an existing backward difference formula-based ODE solver in time. The second scheme uses an integral equation based Krylov deferred correction (KDC) method and a fast elliptic solver (FES) for the resulting elliptic equations. Numerical results are presented to validate the new AAM algorithm, which is also shown to be more computationally efficient than the original Monte-Carlo algorithm. We also demonstrate that the higher order KDC scheme is more efficient than the traditional finite element solution approach and this advantage becomes increasingly important as the desired accuracy of the solution increases. We also discuss issues of smoothness, which affect the efficiency of the KDC-FES approach, and outline additional algorithmic changes that would further improve the efficiency of these developing methods for a wide range of applications.

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.

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 supplementary MATLAB source code.« less

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.

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.

A derivation and scalable implementation of the synchronous parallel kinetic Monte Carlo method for simulating long-time dynamics

NASA Astrophysics Data System (ADS)

Byun, Hye Suk; El-Naggar, Mohamed Y.; Kalia, Rajiv K.; Nakano, Aiichiro; Vashishta, Priya

2017-10-01

Kinetic Monte Carlo (KMC) simulations are used to study long-time dynamics of a wide variety of systems. Unfortunately, the conventional KMC algorithm is not scalable to larger systems, since its time scale is inversely proportional to the simulated system size. A promising approach to resolving this issue is the synchronous parallel KMC (SPKMC) algorithm, which makes the time scale size-independent. This paper introduces a formal derivation of the SPKMC algorithm based on local transition-state and time-dependent Hartree approximations, as well as its scalable parallel implementation based on a dual linked-list cell method. The resulting algorithm has achieved a weak-scaling parallel efficiency of 0.935 on 1024 Intel Xeon processors for simulating biological electron transfer dynamics in a 4.2 billion-heme system, as well as decent strong-scaling parallel efficiency. The parallel code has been used to simulate a lattice of cytochrome complexes on a bacterial-membrane nanowire, and it is broadly applicable to other problems such as computational synthesis of new materials.

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 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

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

Analysis of estimation algorithms for CDTI and CAS applications

NASA Technical Reports Server (NTRS)

Goka, T.

1985-01-01

Estimation algorithms for Cockpit Display of Traffic Information (CDTI) and Collision Avoidance System (CAS) applications were analyzed and/or developed. The algorithms are based on actual or projected operational and performance characteristics of an Enhanced TCAS II traffic sensor developed by Bendix and the Federal Aviation Administration. Three algorithm areas are examined and discussed. These are horizontal x and y, range and altitude estimation algorithms. Raw estimation errors are quantified using Monte Carlo simulations developed for each application; the raw errors are then used to infer impacts on the CDTI and CAS applications. Applications of smoothing algorithms to CDTI problems are also discussed briefly. Technical conclusions are summarized based on the analysis of simulation results.

Loading relativistic Maxwell distributions in particle simulations

NASA Astrophysics Data System (ADS)

Zenitani, Seiji

2015-04-01

Numerical algorithms to load relativistic Maxwell distributions in particle-in-cell (PIC) and Monte-Carlo simulations are presented. For stationary relativistic Maxwellian, the inverse transform method and the Sobol algorithm are reviewed. To boost particles to obtain relativistic shifted-Maxwellian, two rejection methods are proposed in a physically transparent manner. Their acceptance efficiencies are ≈50 % for generic cases and 100% for symmetric distributions. They can be combined with arbitrary base algorithms.

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.

Recommendations for dose calculations of lung cancer treatment plans treated with stereotactic ablative body radiotherapy (SABR)

NASA Astrophysics Data System (ADS)

Devpura, S.; Siddiqui, M. S.; Chen, D.; Liu, D.; Li, H.; Kumar, S.; Gordon, J.; Ajlouni, M.; Movsas, B.; Chetty, I. J.

2014-03-01

The purpose of this study was to systematically evaluate dose distributions computed with 5 different dose algorithms for patients with lung cancers treated using stereotactic ablative body radiotherapy (SABR). Treatment plans for 133 lung cancer patients, initially computed with a 1D-pencil beam (equivalent-path-length, EPL-1D) algorithm, were recalculated with 4 other algorithms commissioned for treatment planning, including 3-D pencil-beam (EPL-3D), anisotropic analytical algorithm (AAA), collapsed cone convolution superposition (CCC), and Monte Carlo (MC). The plan prescription dose was 48 Gy in 4 fractions normalized to the 95% isodose line. Tumors were classified according to location: peripheral tumors surrounded by lung (lung-island, N=39), peripheral tumors attached to the rib-cage or chest wall (lung-wall, N=44), and centrally-located tumors (lung-central, N=50). Relative to the EPL-1D algorithm, PTV D95 and mean dose values computed with the other 4 algorithms were lowest for "lung-island" tumors with smallest field sizes (3-5 cm). On the other hand, the smallest differences were noted for lung-central tumors treated with largest field widths (7-10 cm). Amongst all locations, dose distribution differences were most strongly correlated with tumor size for lung-island tumors. For most cases, convolution/superposition and MC algorithms were in good agreement. Mean lung dose (MLD) values computed with the EPL-1D algorithm were highly correlated with that of the other algorithms (correlation coefficient =0.99). The MLD values were found to be ~10% lower for small lung-island tumors with the model-based (conv/superposition and MC) vs. the correction-based (pencil-beam) algorithms with the model-based algorithms predicting greater low dose spread within the lungs. This study suggests that pencil beam algorithms should be avoided for lung SABR planning. For the most challenging cases, small tumors surrounded entirely by lung tissue (lung-island type), a Monte-Carlo-based algorithm may be warranted.

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.

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.

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.

Performances of the New Real Time Tsunami Detection Algorithm applied to tide gauges data

NASA Astrophysics Data System (ADS)

Chierici, F.; Embriaco, D.; Morucci, S.

2017-12-01

Real-time tsunami detection algorithms play a key role in any Tsunami Early Warning System. We have developed a new algorithm for tsunami detection (TDA) based on the real-time tide removal and real-time band-pass filtering of seabed pressure time series acquired by Bottom Pressure Recorders. The TDA algorithm greatly increases the tsunami detection probability, shortens the detection delay and enhances detection reliability with respect to the most widely used tsunami detection algorithm, while containing the computational cost. The algorithm is designed to be used also in autonomous early warning systems with a set of input parameters and procedures which can be reconfigured in real time. We have also developed a methodology based on Monte Carlo simulations to test the tsunami detection algorithms. The algorithm performance is estimated by defining and evaluating statistical parameters, namely the detection probability, the detection delay, which are functions of the tsunami amplitude and wavelength, and the occurring rate of false alarms. In this work we present the performance of the TDA algorithm applied to tide gauge data. We have adapted the new tsunami detection algorithm and the Monte Carlo test methodology to tide gauges. Sea level data acquired by coastal tide gauges in different locations and environmental conditions have been used in order to consider real working scenarios in the test. We also present an application of the algorithm to the tsunami event generated by Tohoku earthquake on March 11th 2011, using data recorded by several tide gauges scattered all over the Pacific area.

Event-chain Monte Carlo algorithms for three- and many-particle interactions

NASA Astrophysics Data System (ADS)

Harland, J.; Michel, M.; Kampmann, T. A.; Kierfeld, J.

2017-02-01

We generalize the rejection-free event-chain Monte Carlo algorithm from many-particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between particles and obtain a general set of equations for lifting probabilities, the solution of which guarantees maximal global balance. We validate the resulting three-particle event-chain Monte Carlo algorithms on three different systems by comparison with conventional local Monte Carlo simulations: i) a test system of three particles with a three-particle interaction that depends on the enclosed triangle area; ii) a hard-needle system in two dimensions, where needle interactions constitute three-particle interactions of the needle end points; iii) a semiflexible polymer chain with a bending energy, which constitutes a three-particle interaction of neighboring chain beads. The examples demonstrate that the generalization to many-particle interactions broadens the applicability of event-chain algorithms considerably.

Using the Metropolis Algorithm to Calculate Thermodynamic Quantities: An Undergraduate Computational Experiment

ERIC Educational Resources Information Center

Beddard, Godfrey S.

2011-01-01

Thermodynamic quantities such as the average energy, heat capacity, and entropy are calculated using a Monte Carlo method based on the Metropolis algorithm. This method is illustrated with reference to the harmonic oscillator but is particularly useful when the partition function cannot be evaluated; an example using a one-dimensional spin system…

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.

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

Bolding, Simon R.; Cleveland, Mathew Allen; Morel, Jim E.

In this paper, we have implemented a new high-order low-order (HOLO) algorithm for solving thermal radiative transfer problems. The low-order (LO) system is based on the spatial and angular moments of the transport equation and a linear-discontinuous finite-element spatial representation, producing equations similar to the standard S 2 equations. The LO solver is fully implicit in time and efficiently resolves the nonlinear temperature dependence at each time step. The high-order (HO) solver utilizes exponentially convergent Monte Carlo (ECMC) to give a globally accurate solution for the angular intensity to a fixed-source pure-absorber transport problem. This global solution is used tomore » compute consistency terms, which require the HO and LO solutions to converge toward the same solution. The use of ECMC allows for the efficient reduction of statistical noise in the Monte Carlo solution, reducing inaccuracies introduced through the LO consistency terms. Finally, we compare results with an implicit Monte Carlo code for one-dimensional gray test problems and demonstrate the efficiency of ECMC over standard Monte Carlo in this HOLO algorithm.« less

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.

Tracking control of concentration profiles in a fed-batch bioreactor using a linear algebra methodology.

PubMed

Rómoli, Santiago; Serrano, Mario Emanuel; Ortiz, Oscar Alberto; Vega, Jorge Rubén; Eduardo Scaglia, Gustavo Juan

2015-07-01

Based on a linear algebra approach, this paper aims at developing a novel control law able to track reference profiles that were previously-determined in the literature. A main advantage of the proposed strategy is that the control actions are obtained by solving a system of linear equations. The optimal controller parameters are selected through Monte Carlo Randomized Algorithm in order to minimize a proposed cost index. The controller performance is evaluated through several tests, and compared with other controller reported in the literature. Finally, a Monte Carlo Randomized Algorithm is conducted to assess the performance of the proposed controller. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

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.

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.

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.

Application of genetic algorithms to focal mechanism determination

NASA Astrophysics Data System (ADS)

Kobayashi, Reiji; Nakanishi, Ichiro

1994-04-01

Genetic algorithms are a new class of methods for global optimization. They resemble Monte Carlo techniques, but search for solutions more efficiently than uniform Monte Carlo sampling. In the field of geophysics, genetic algorithms have recently been used to solve some non-linear inverse problems (e.g., earthquake location, waveform inversion, migration velocity estimation). We present an application of genetic algorithms to focal mechanism determination from first-motion polarities of P-waves and apply our method to two recent large events, the Kushiro-oki earthquake of January 15, 1993 and the SW Hokkaido (Japan Sea) earthquake of July 12, 1993. Initial solution and curvature information of the objective function that gradient methods need are not required in our approach. Moreover globally optimal solutions can be efficiently obtained. Calculation of polarities based on double-couple models is the most time-consuming part of the source mechanism determination. The amount of calculations required by the method designed in this study is much less than that of previous grid search methods.

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 drug release, we point out how Monte Carlo heuristics can be integrated in an evolutionary algorithmic approach to infer the mode of MCS best fitting the observed data, and thus the observed release kinetics.•The software implementing the method is written in R language, the free most used language in the bioinformaticians community.

Validation of a track repeating algorithm for intensity modulated proton therapy: clinical cases study

NASA Astrophysics Data System (ADS)

Yepes, Pablo P.; Eley, John G.; Liu, Amy; Mirkovic, Dragan; Randeniya, Sharmalee; Titt, Uwe; Mohan, Radhe

2016-04-01

Monte Carlo (MC) methods are acknowledged as the most accurate technique to calculate dose distributions. However, due its lengthy calculation times, they are difficult to utilize in the clinic or for large retrospective studies. Track-repeating algorithms, based on MC-generated particle track data in water, accelerate dose calculations substantially, while essentially preserving the accuracy of MC. In this study, we present the validation of an efficient dose calculation algorithm for intensity modulated proton therapy, the fast dose calculator (FDC), based on a track-repeating technique. We validated the FDC algorithm for 23 patients, which included 7 brain, 6 head-and-neck, 5 lung, 1 spine, 1 pelvis and 3 prostate cases. For validation, we compared FDC-generated dose distributions with those from a full-fledged Monte Carlo based on GEANT4 (G4). We compared dose-volume-histograms, 3D-gamma-indices and analyzed a series of dosimetric indices. More than 99% of the voxels in the voxelized phantoms describing the patients have a gamma-index smaller than unity for the 2%/2 mm criteria. In addition the difference relative to the prescribed dose between the dosimetric indices calculated with FDC and G4 is less than 1%. FDC reduces the calculation times from 5 ms per proton to around 5 μs.

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

Delving Into Dissipative Quantum Dynamics: From Approximate to Numerically Exact Approaches

NASA Astrophysics Data System (ADS)

Chen, Hsing-Ta

In this thesis, I explore dissipative quantum dynamics of several prototypical model systems via various approaches, ranging from approximate to numerically exact schemes. In particular, in the realm of the approximate I explore the accuracy of Pade-resummed master equations and the fewest switches surface hopping (FSSH) algorithm for the spin-boson model, and non-crossing approximations (NCA) for the Anderson-Holstein model. Next, I develop new and exact Monte Carlo approaches and test them on the spin-boson model. I propose well-defined criteria for assessing the accuracy of Pade-resummed quantum master equations, which correctly demarcate the regions of parameter space where the Pade approximation is reliable. I continue the investigation of spin-boson dynamics by benchmark comparisons of the semiclassical FSSH algorithm to exact dynamics over a wide range of parameters. Despite small deviations from golden-rule scaling in the Marcus regime, standard surface hopping algorithm is found to be accurate over a large portion of parameter space. The inclusion of decoherence corrections via the augmented FSSH algorithm improves the accuracy of dynamical behavior compared to exact simulations, but the effects are generally not dramatic for the cases I consider. Next, I introduce new methods for numerically exact real-time simulation based on real-time diagrammatic Quantum Monte Carlo (dQMC) and the inchworm algorithm. These methods optimally recycle Monte Carlo information from earlier times to greatly suppress the dynamical sign problem. In the context of the spin-boson model, I formulate the inchworm expansion in two distinct ways: the first with respect to an expansion in the system-bath coupling and the second as an expansion in the diabatic coupling. In addition, a cumulant version of the inchworm Monte Carlo method is motivated by the latter expansion, which allows for further suppression of the growth of the sign error. I provide a comprehensive comparison of the performance of the inchworm Monte Carlo algorithms to other exact methodologies as well as a discussion of the relative advantages and disadvantages of each. Finally, I investigate the dynamical interplay between the electron-electron interaction and the electron-phonon coupling within the Anderson-Holstein model via two complementary NCAs: the first is constructed around the weak-coupling limit and the second around the polaron limit. The influence of phonons on spectral and transport properties is explored in equilibrium, for non-equilibrium steady state and for transient dynamics after a quench. I find the two NCAs disagree in nontrivial ways, indicating that more reliable approaches to the problem are needed. The complementary frameworks used here pave the way for numerically exact methods based on inchworm dQMC algorithms capable of treating open systems simultaneously coupled to multiple fermionic and bosonic baths.

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.

Event-chain algorithm for the Heisenberg model: Evidence for z≃1 dynamic scaling.

PubMed

Nishikawa, Yoshihiko; Michel, Manon; Krauth, Werner; Hukushima, Koji

2015-12-01

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation functions of the magnetic susceptibility and the energy indicate a dynamical critical exponent z≈1 at the critical temperature, while that of the magnetization does not measure the performance of the algorithm. We show that the event-chain Monte Carlo algorithm substantially reduces the dynamical critical exponent from the conventional value of z≃2.

A comparative study of history-based versus vectorized Monte Carlo methods in the GPU/CUDA environment for a simple neutron eigenvalue problem

NASA Astrophysics Data System (ADS)

Liu, Tianyu; Du, Xining; Ji, Wei; Xu, X. George; Brown, Forrest B.

2014-06-01

For nuclear reactor analysis such as the neutron eigenvalue calculations, the time consuming Monte Carlo (MC) simulations can be accelerated by using graphics processing units (GPUs). However, traditional MC methods are often history-based, and their performance on GPUs is affected significantly by the thread divergence problem. In this paper we describe the development of a newly designed event-based vectorized MC algorithm for solving the neutron eigenvalue problem. The code was implemented using NVIDIA's Compute Unified Device Architecture (CUDA), and tested on a NVIDIA Tesla M2090 GPU card. We found that although the vectorized MC algorithm greatly reduces the occurrence of thread divergence thus enhancing the warp execution efficiency, the overall simulation speed is roughly ten times slower than the history-based MC code on GPUs. Profiling results suggest that the slow speed is probably due to the memory access latency caused by the large amount of global memory transactions. Possible solutions to improve the code efficiency are discussed.

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.

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.

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.

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 accuracy of the Monte Carlo dose calculation significantly.« less

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

Multi-particle phase space integration with arbitrary set of singularities in CompHEP

NASA Astrophysics Data System (ADS)

Kovalenko, D. N.; Pukhov, A. E.

1997-02-01

We describe an algorithm of multi-particle phase space integration for collision and decay processes realized in CompHEP package version 3.2. In the framework of this algorithm it is possible to regularize an arbitrary set of singularities caused by virtual particle propagators. The algorithm is based on the method of the recursive representation of kinematics and on the multichannel Monte Carlo approach. CompHEP package is available by WWW: http://theory.npi.msu.su/pukhov/comphep.html

A Christoffel function weighted least squares algorithm for collocation approximations

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

Narayan, Akil; Jakeman, John D.; Zhou, Tao

Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less

A Christoffel function weighted least squares algorithm for collocation approximations

DOE PAGES

Narayan, Akil; Jakeman, John D.; Zhou, Tao

2016-11-28

Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less

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.

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.

Successful attack on permutation-parity-machine-based neural cryptography.

PubMed

Seoane, Luís F; Ruttor, Andreas

2012-02-01

An algorithm is presented which implements a probabilistic attack on the key-exchange protocol based on permutation parity machines. Instead of imitating the synchronization of the communicating partners, the strategy consists of a Monte Carlo method to sample the space of possible weights during inner rounds and an analytic approach to convey the extracted information from one outer round to the next one. The results show that the protocol under attack fails to synchronize faster than an eavesdropper using this algorithm.

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.

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

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

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

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…

“Skin-Core-Skin” Structure of Polymer Crystallization Investigated by Multiscale Simulation

PubMed Central

Ruan, Chunlei

2018-01-01

“Skin-core-skin” structure is a typical crystal morphology in injection products. Previous numerical works have rarely focused on crystal evolution; rather, they have mostly been based on the prediction of temperature distribution or crystallization kinetics. The aim of this work was to achieve the “skin-core-skin” structure and investigate the role of external flow and temperature fields on crystal morphology. Therefore, the multiscale algorithm was extended to the simulation of polymer crystallization in a pipe flow. The multiscale algorithm contains two parts: a collocated finite volume method at the macroscopic level and a morphological Monte Carlo method at the microscopic level. The SIMPLE (semi-implicit method for pressure linked equations) algorithm was used to calculate the polymeric model at the macroscopic level, while the Monte Carlo method with stochastic birth-growth process of spherulites and shish-kebabs was used at the microscopic level. Results show that our algorithm is valid to predict “skin-core-skin” structure, and the initial melt temperature and the maximum velocity of melt at the inlet mainly affects the morphology of shish-kebabs. PMID:29659516

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.

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.

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.

Fast 3D dosimetric verifications based on an electronic portal imaging device using a GPU calculation engine.

PubMed

Zhu, Jinhan; Chen, Lixin; Chen, Along; Luo, Guangwen; Deng, Xiaowu; Liu, Xiaowei

2015-04-11

To use a graphic processing unit (GPU) calculation engine to implement a fast 3D pre-treatment dosimetric verification procedure based on an electronic portal imaging device (EPID). The GPU algorithm includes the deconvolution and convolution method for the fluence-map calculations, the collapsed-cone convolution/superposition (CCCS) algorithm for the 3D dose calculations and the 3D gamma evaluation calculations. The results of the GPU-based CCCS algorithm were compared to those of Monte Carlo simulations. The planned and EPID-based reconstructed dose distributions in overridden-to-water phantoms and the original patients were compared for 6 MV and 10 MV photon beams in intensity-modulated radiation therapy (IMRT) treatment plans based on dose differences and gamma analysis. The total single-field dose computation time was less than 8 s, and the gamma evaluation for a 0.1-cm grid resolution was completed in approximately 1 s. The results of the GPU-based CCCS algorithm exhibited good agreement with those of the Monte Carlo simulations. The gamma analysis indicated good agreement between the planned and reconstructed dose distributions for the treatment plans. For the target volume, the differences in the mean dose were less than 1.8%, and the differences in the maximum dose were less than 2.5%. For the critical organs, minor differences were observed between the reconstructed and planned doses. The GPU calculation engine was used to boost the speed of 3D dose and gamma evaluation calculations, thus offering the possibility of true real-time 3D dosimetric verification.

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

Percentage depth dose evaluation in heterogeneous media using thermoluminescent dosimetry

PubMed Central

da Rosa, L.A.R.; Campos, L.T.; Alves, V.G.L.; Batista, D.V.S.; Facure, A.

2010-01-01

The purpose of this study is to investigate the influence of lung heterogeneity inside a soft tissue phantom on percentage depth dose (PDD). PDD curves were obtained experimentally using LiF:Mg,Ti (TLD‐100) thermoluminescent detectors and applying Eclipse treatment planning system algorithms Batho, modified Batho (M‐Batho or BMod), equivalent TAR (E‐TAR or EQTAR), and anisotropic analytical algorithm (AAA) for a 15 MV photon beam and field sizes of 1×1,2×2,5×5, and 10×10cm2. Monte Carlo simulations were performed using the DOSRZnrc user code of EGSnrc. The experimental results agree with Monte Carlo simulations for all irradiation field sizes. Comparisons with Monte Carlo calculations show that the AAA algorithm provides the best simulations of PDD curves for all field sizes investigated. However, even this algorithm cannot accurately predict PDD values in the lung for field sizes of 1×1 and 2×2cm2. An overdosage in the lung of about 40% and 20% is calculated by the AAA algorithm close to the interface soft tissue/lung for 1×1 and 2×2cm2 field sizes, respectively. It was demonstrated that differences of 100% between Monte Carlo results and the algorithms Batho, modified Batho, and equivalent TAR responses may exist inside the lung region for the 1×1cm2 field. PACS number: 87.55.kd

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 optimization algorithms are demonstrated. We investigated the clinical significance of MERT on spinal irradiation, breast boost irradiation, and a head and neck sarcoma cancer site using several parameters to analyze the treatment plans. Finally, we investigated the idea of mixed beam photon and electron treatment planning. Photon optimization treatment planning tools were included within the MERT planning toolkit for the purpose of mixed beam optimization. In conclusion, this thesis work has resulted in the development of an advanced framework for photon and electron Monte Carlo treatment planning studies and the development of an inverse planning system for photon, electron or mixed beam radiotherapy (MBRT). The justification and validation of this work is found within the results of the planning studies, which have demonstrated dosimetric advantages to using MERT or MBRT in comparison to clinical treatment alternatives.

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

Characterisation of mega-voltage electron pencil beam dose distributions: viability of a measurement-based approach.

PubMed

Barnes, M P; Ebert, M A

2008-03-01

The concept of electron pencil-beam dose distributions is central to pencil-beam algorithms used in electron beam radiotherapy treatment planning. The Hogstrom algorithm, which is a common algorithm for electron treatment planning, models large electron field dose distributions by the superposition of a series of pencil beam dose distributions. This means that the accurate characterisation of an electron pencil beam is essential for the accuracy of the dose algorithm. The aim of this study was to evaluate a measurement based approach for obtaining electron pencil-beam dose distributions. The primary incentive for the study was the accurate calculation of dose distributions for narrow fields as traditional electron algorithms are generally inaccurate for such geometries. Kodak X-Omat radiographic film was used in a solid water phantom to measure the dose distribution of circular 12 MeV beams from a Varian 21EX linear accelerator. Measurements were made for beams of diameter, 1.5, 2, 4, 8, 16 and 32 mm. A blocked-field technique was used to subtract photon contamination in the beam. The "error function" derived from Fermi-Eyges Multiple Coulomb Scattering (MCS) theory for corresponding square fields was used to fit resulting dose distributions so that extrapolation down to a pencil beam distribution could be made. The Monte Carlo codes, BEAM and EGSnrc were used to simulate the experimental arrangement. The 8 mm beam dose distribution was also measured with TLD-100 microcubes. Agreement between film, TLD and Monte Carlo simulation results were found to be consistent with the spatial resolution used. The study has shown that it is possible to extrapolate narrow electron beam dose distributions down to a pencil beam dose distribution using the error function. However, due to experimental uncertainties and measurement difficulties, Monte Carlo is recommended as the method of choice for characterising electron pencil-beam dose distributions.

Self-learning Monte Carlo method

DOE PAGES

Liu, Junwei; Qi, Yang; Meng, Zi Yang; ...

2017-01-04

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of a general and efficient update algorithm for large size systems close to the phase transition, for which local updates perform badly. In this Rapid Communication, we propose a general-purpose Monte Carlo method, dubbed self-learning Monte Carlo (SLMC), in which an efficient update algorithm is first learned from the training data generated in trial simulations and then used to speed up the actual simulation. Lastly, we demonstrate the efficiency of SLMC in a spin model at the phasemore » transition point, achieving a 10–20 times speedup.« less

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.

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.

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…

High-Throughput Characterization of Porous Materials Using Graphics Processing Units

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

Kim, Jihan; Martin, Richard L.; Rübel, Oliver

We have developed a high-throughput graphics processing units (GPU) code that can characterize a large database of crystalline porous materials. In our algorithm, the GPU is utilized to accelerate energy grid calculations where the grid values represent interactions (i.e., Lennard-Jones + Coulomb potentials) between gas molecules (i.e., CHmore » $$_{4}$$ and CO$$_{2}$$) and material's framework atoms. Using a parallel flood fill CPU algorithm, inaccessible regions inside the framework structures are identified and blocked based on their energy profiles. Finally, we compute the Henry coefficients and heats of adsorption through statistical Widom insertion Monte Carlo moves in the domain restricted to the accessible space. The code offers significant speedup over a single core CPU code and allows us to characterize a set of porous materials at least an order of magnitude larger than ones considered in earlier studies. For structures selected from such a prescreening algorithm, full adsorption isotherms can be calculated by conducting multiple grand canonical Monte Carlo simulations concurrently within the GPU.« less

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

TH-A-19A-06: Site-Specific Comparison of Analytical and Monte Carlo Based Dose Calculations

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

Schuemann, J; Grassberger, C; Paganetti, H

2014-06-15

Purpose: To investigate the impact of complex patient geometries on the capability of analytical dose calculation algorithms to accurately predict dose distributions and to verify currently used uncertainty margins in proton therapy. Methods: Dose distributions predicted by an analytical pencilbeam algorithm were compared with Monte Carlo simulations (MCS) using TOPAS. 79 complete patient treatment plans were investigated for 7 disease sites (liver, prostate, breast, medulloblastoma spine and whole brain, lung and head and neck). A total of 508 individual passively scattered treatment fields were analyzed for field specific properties. Comparisons based on target coverage indices (EUD, D95, D90 and D50)more » were performed. Range differences were estimated for the distal position of the 90% dose level (R90) and the 50% dose level (R50). Two-dimensional distal dose surfaces were calculated and the root mean square differences (RMSD), average range difference (ARD) and average distal dose degradation (ADD), the distance between the distal position of the 80% and 20% dose levels (R80- R20), were analyzed. Results: We found target coverage indices calculated by TOPAS to generally be around 1–2% lower than predicted by the analytical algorithm. Differences in R90 predicted by TOPAS and the planning system can be larger than currently applied range margins in proton therapy for small regions distal to the target volume. We estimate new site-specific range margins (R90) for analytical dose calculations considering total range uncertainties and uncertainties from dose calculation alone based on the RMSD. Our results demonstrate that a reduction of currently used uncertainty margins is feasible for liver, prostate and whole brain fields even without introducing MC dose calculations. Conclusion: Analytical dose calculation algorithms predict dose distributions within clinical limits for more homogeneous patients sites (liver, prostate, whole brain). However, we recommend treatment plan verification using Monte Carlo simulations for patients with complex geometries.« less

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

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

Performance bounds for matched field processing in subsurface object detection applications

NASA Astrophysics Data System (ADS)

Sahin, Adnan; Miller, Eric L.

1998-09-01

In recent years there has been considerable interest in the use of ground penetrating radar (GPR) for the non-invasive detection and localization of buried objects. In a previous work, we have considered the use of high resolution array processing methods for solving these problems for measurement geometries in which an array of electromagnetic receivers observes the fields scattered by the subsurface targets in response to a plane wave illumination. Our approach uses the MUSIC algorithm in a matched field processing (MFP) scheme to determine both the range and the bearing of the objects. In this paper we derive the Cramer-Rao bounds (CRB) for this MUSIC-based approach analytically. Analysis of the theoretical CRB has shown that there exists an optimum inter-element spacing of array elements for which the CRB is minimum. Furthermore, the optimum inter-element spacing minimizing CRB is smaller than the conventional half wavelength criterion. The theoretical bounds are then verified for two estimators using Monte-Carlo simulations. The first estimator is the MUSIC-based MFP and the second one is the maximum likelihood based MFP. The two approaches differ in the cost functions they optimize. We observe that Monte-Carlo simulated error variances always lie above the values established by CRB. Finally, we evaluate the performance of our MUSIC-based algorithm in the presence of model mismatches. Since the detection algorithm strongly depends on the model used, we have tested the performance of the algorithm when the object radius used in the model is different from the true radius. This analysis reveals that the algorithm is still capable of localizing the objects with a bias depending on the degree of mismatch.

RZA-NLMF algorithm-based adaptive sparse sensing for realizing compressive sensing

NASA Astrophysics Data System (ADS)

Gui, Guan; Xu, Li; Adachi, Fumiyuki

2014-12-01

Nonlinear sparse sensing (NSS) techniques have been adopted for realizing compressive sensing in many applications such as radar imaging. Unlike the NSS, in this paper, we propose an adaptive sparse sensing (ASS) approach using the reweighted zero-attracting normalized least mean fourth (RZA-NLMF) algorithm which depends on several given parameters, i.e., reweighted factor, regularization parameter, and initial step size. First, based on the independent assumption, Cramer-Rao lower bound (CRLB) is derived as for the performance comparisons. In addition, reweighted factor selection method is proposed for achieving robust estimation performance. Finally, to verify the algorithm, Monte Carlo-based computer simulations are given to show that the ASS achieves much better mean square error (MSE) performance than the NSS.

A strategy for quantum algorithm design assisted by machine learning

NASA Astrophysics Data System (ADS)

Bang, Jeongho; Ryu, Junghee; Yoo, Seokwon; Pawłowski, Marcin; Lee, Jinhyoung

2014-07-01

We propose a method for quantum algorithm design assisted by machine learning. The method uses a quantum-classical hybrid simulator, where a ‘quantum student’ is being taught by a ‘classical teacher’. In other words, in our method, the learning system is supposed to evolve into a quantum algorithm for a given problem, assisted by a classical main-feedback system. Our method is applicable for designing quantum oracle-based algorithms. We chose, as a case study, an oracle decision problem, called a Deutsch-Jozsa problem. We showed by using Monte Carlo simulations that our simulator can faithfully learn a quantum algorithm for solving the problem for a given oracle. Remarkably, the learning time is proportional to the square root of the total number of parameters, rather than showing the exponential dependence found in the classical machine learning-based method.

A Monte-Carlo method which is not based on Markov chain algorithm, used to study electrostatic screening of ion potential

NASA Astrophysics Data System (ADS)

Šantić, Branko; Gracin, Davor

2017-12-01

A new simple Monte Carlo method is introduced for the study of electrostatic screening by surrounding ions. The proposed method is not based on the generally used Markov chain method for sample generation. Each sample is pristine and there is no correlation with other samples. As the main novelty, the pairs of ions are gradually added to a sample provided that the energy of each ion is within the boundaries determined by the temperature and the size of ions. The proposed method provides reliable results, as demonstrated by the screening of ion in plasma and in water.

Simulating polarized light scattering in terrestrial snow based on bicontinuous random medium and Monte Carlo ray tracing

NASA Astrophysics Data System (ADS)

Xiong, Chuan; Shi, Jiancheng

2014-01-01

To date, the light scattering models of snow consider very little about the real snow microstructures. The ideal spherical or other single shaped particle assumptions in previous snow light scattering models can cause error in light scattering modeling of snow and further cause errors in remote sensing inversion algorithms. This paper tries to build up a snow polarized reflectance model based on bicontinuous medium, with which the real snow microstructure is considered. The accurate specific surface area of bicontinuous medium can be analytically derived. The polarized Monte Carlo ray tracing technique is applied to the computer generated bicontinuous medium. With proper algorithms, the snow surface albedo, bidirectional reflectance distribution function (BRDF) and polarized BRDF can be simulated. The validation of model predicted spectral albedo and bidirectional reflectance factor (BRF) using experiment data shows good results. The relationship between snow surface albedo and snow specific surface area (SSA) were predicted, and this relationship can be used for future improvement of snow specific surface area (SSA) inversion algorithms. The model predicted polarized reflectance is validated and proved accurate, which can be further applied in polarized remote sensing.

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

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

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.

The energy-dependent electron loss model: backscattering and application to heterogeneous slab media.

PubMed

Lee, Tae Kyu; Sandison, George A

2003-01-21

Electron backscattering has been incorporated into the energy-dependent electron loss (EL) model and the resulting algorithm is applied to predict dose deposition in slab heterogeneous media. This algorithm utilizes a reflection coefficient from the interface that is computed on the basis of Goudsmit-Saunderson theory and an average energy for the backscattered electrons based on Everhart's theory. Predictions of dose deposition in slab heterogeneous media are compared to the Monte Carlo based dose planning method (DPM) and a numerical discrete ordinates method (DOM). The slab media studied comprised water/Pb, water/Al, water/bone, water/bone/water, and water/lung/water, and incident electron beam energies of 10 MeV and 18 MeV. The predicted dose enhancement due to backscattering is accurate to within 3% of dose maximum even for lead as the backscattering medium. Dose discrepancies at large depths beyond the interface were as high as 5% of dose maximum and we speculate that this error may be attributed to the EL model assuming a Gaussian energy distribution for the electrons at depth. The computational cost is low compared to Monte Carlo simulations making the EL model attractive as a fast dose engine for dose optimization algorithms. The predictive power of the algorithm demonstrates that the small angle scattering restriction on the EL model can be overcome while retaining dose calculation accuracy and requiring only one free variable, chi, in the algorithm to be determined in advance of calculation.

The energy-dependent electron loss model: backscattering and application to heterogeneous slab media

NASA Astrophysics Data System (ADS)

Lee, Tae Kyu; Sandison, George A.

2003-01-01

Electron backscattering has been incorporated into the energy-dependent electron loss (EL) model and the resulting algorithm is applied to predict dose deposition in slab heterogeneous media. This algorithm utilizes a reflection coefficient from the interface that is computed on the basis of Goudsmit-Saunderson theory and an average energy for the backscattered electrons based on Everhart's theory. Predictions of dose deposition in slab heterogeneous media are compared to the Monte Carlo based dose planning method (DPM) and a numerical discrete ordinates method (DOM). The slab media studied comprised water/Pb, water/Al, water/bone, water/bone/water, and water/lung/water, and incident electron beam energies of 10 MeV and 18 MeV. The predicted dose enhancement due to backscattering is accurate to within 3% of dose maximum even for lead as the backscattering medium. Dose discrepancies at large depths beyond the interface were as high as 5% of dose maximum and we speculate that this error may be attributed to the EL model assuming a Gaussian energy distribution for the electrons at depth. The computational cost is low compared to Monte Carlo simulations making the EL model attractive as a fast dose engine for dose optimization algorithms. The predictive power of the algorithm demonstrates that the small angle scattering restriction on the EL model can be overcome while retaining dose calculation accuracy and requiring only one free variable, χ, in the algorithm to be determined in advance of calculation.

High order methods for the integration of the Bateman equations and other problems of the form of y‧ = F(y,t)y

NASA Astrophysics Data System (ADS)

Josey, C.; Forget, B.; Smith, K.

2017-12-01

This paper introduces two families of A-stable algorithms for the integration of y‧ = F (y , t) y: the extended predictor-corrector (EPC) and the exponential-linear (EL) methods. The structure of the algorithm families are described, and the method of derivation of the coefficients presented. The new algorithms are then tested on a simple deterministic problem and a Monte Carlo isotopic evolution problem. The EPC family is shown to be only second order for systems of ODEs. However, the EPC-RK45 algorithm had the highest accuracy on the Monte Carlo test, requiring at least a factor of 2 fewer function evaluations to achieve a given accuracy than a second order predictor-corrector method (center extrapolation / center midpoint method) with regards to Gd-157 concentration. Members of the EL family can be derived to at least fourth order. The EL3 and the EL4 algorithms presented are shown to be third and fourth order respectively on the systems of ODE test. In the Monte Carlo test, these methods did not overtake the accuracy of EPC methods before statistical uncertainty dominated the error. The statistical properties of the algorithms were also analyzed during the Monte Carlo problem. The new methods are shown to yield smaller standard deviations on final quantities as compared to the reference predictor-corrector method, by up to a factor of 1.4.

Auxiliary-field-based trial wave functions in quantum Monte Carlo calculations

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

Chang, Chia -Chen; Rubenstein, Brenda M.; Morales, Miguel A.

2016-12-19

Quantum Monte Carlo (QMC) algorithms have long relied on Jastrow factors to incorporate dynamic correlation into trial wave functions. While Jastrow-type wave functions have been widely employed in real-space algorithms, they have seen limited use in second-quantized QMC methods, particularly in projection methods that involve a stochastic evolution of the wave function in imaginary time. Here we propose a scheme for generating Jastrow-type correlated trial wave functions for auxiliary-field QMC methods. The method is based on decoupling the two-body Jastrow into one-body projectors coupled to auxiliary fields, which then operate on a single determinant to produce a multideterminant trial wavemore » function. We demonstrate that intelligent sampling of the most significant determinants in this expansion can produce compact trial wave functions that reduce errors in the calculated energies. Lastly, our technique may be readily generalized to accommodate a wide range of two-body Jastrow factors and applied to a variety of model and chemical systems.« less

An Improved Method of Heterogeneity Compensation for the Convolution / Superposition Algorithm

NASA Astrophysics Data System (ADS)

Jacques, Robert; McNutt, Todd

2014-03-01

Purpose: To improve the accuracy of convolution/superposition (C/S) in heterogeneous material by developing a new algorithm: heterogeneity compensated superposition (HCS). Methods: C/S has proven to be a good estimator of the dose deposited in a homogeneous volume. However, near heterogeneities electron disequilibrium occurs, leading to the faster fall-off and re-buildup of dose. We propose to filter the actual patient density in a position and direction sensitive manner, allowing the dose deposited near interfaces to be increased or decreased relative to C/S. We implemented the effective density function as a multivariate first-order recursive filter and incorporated it into GPU-accelerated, multi-energetic C/S implementation. We compared HCS against C/S using the ICCR 2000 Monte-Carlo accuracy benchmark, 23 similar accuracy benchmarks and 5 patient cases. Results: Multi-energetic HCS increased the dosimetric accuracy for the vast majority of voxels; in many cases near Monte-Carlo results were achieved. We defined the per-voxel error, %|mm, as the minimum of the distance to agreement in mm and the dosimetric percentage error relative to the maximum MC dose. HCS improved the average mean error by 0.79 %|mm for the patient volumes; reducing the average mean error from 1.93 %|mm to 1.14 %|mm. Very low densities (i.e. < 0.1 g / cm3) remained problematic, but may be solvable with a better filter function. Conclusions: HCS improved upon C/S's density scaled heterogeneity correction with a position and direction sensitive density filter. This method significantly improved the accuracy of the GPU based algorithm reaching the accuracy levels of Monte Carlo based methods with performance in a few tenths of seconds per beam. Acknowledgement: Funding for this research was provided by the NSF Cooperative Agreement EEC9731748, Elekta / IMPAC Medical Systems, Inc. and the Johns Hopkins University. James Satterthwaite provided the Monte Carlo benchmark simulations.

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

Li, Y; Liu, B; Liang, B

Purpose: Current CyberKnife treatment planning system (TPS) provided two dose calculation algorithms: Ray-tracing and Monte Carlo. Ray-tracing algorithm is fast, but less accurate, and also can’t handle irregular fields since a multi-leaf collimator system was recently introduced to CyberKnife M6 system. Monte Carlo method has well-known accuracy, but the current version still takes a long time to finish dose calculations. The purpose of this paper is to develop a GPU-based fast C/S dose engine for CyberKnife system to achieve both accuracy and efficiency. Methods: The TERMA distribution from a poly-energetic source was calculated based on beam’s eye view coordinate system,more » which is GPU friendly and has linear complexity. The dose distribution was then computed by inversely collecting the energy depositions from all TERMA points along 192 collapsed-cone directions. EGSnrc user code was used to pre-calculate energy deposition kernels (EDKs) for a series of mono-energy photons The energy spectrum was reconstructed based on measured tissue maximum ratio (TMR) curve, the TERMA averaged cumulative kernels was then calculated. Beam hardening parameters and intensity profiles were optimized based on measurement data from CyberKnife system. Results: The difference between measured and calculated TMR are less than 1% for all collimators except in the build-up regions. The calculated profiles also showed good agreements with the measured doses within 1% except in the penumbra regions. The developed C/S dose engine was also used to evaluate four clinical CyberKnife treatment plans, the results showed a better dose calculation accuracy than Ray-tracing algorithm compared with Monte Carlo method for heterogeneous cases. For the dose calculation time, it takes about several seconds for one beam depends on collimator size and dose calculation grids. Conclusion: A GPU-based C/S dose engine has been developed for CyberKnife system, which was proven to be efficient and accurate for clinical purpose, and can be easily implemented in TPS.« less

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

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.

Multiscale Monte Carlo equilibration: Two-color QCD with two fermion flavors

DOE PAGES

Detmold, William; Endres, Michael G.

2016-12-02

In this study, we demonstrate the applicability of a recently proposed multiscale thermalization algorithm to two-color quantum chromodynamics (QCD) with two mass-degenerate fermion flavors. The algorithm involves refining an ensemble of gauge configurations that had been generated using a renormalization group (RG) matched coarse action, thereby producing a fine ensemble that is close to the thermalized distribution of a target fine action; the refined ensemble is subsequently rethermalized using conventional algorithms. Although the generalization of this algorithm from pure Yang-Mills theory to QCD with dynamical fermions is straightforward, we find that in the latter case, the method is susceptible tomore » numerical instabilities during the initial stages of rethermalization when using the hybrid Monte Carlo algorithm. We find that these instabilities arise from large fermion forces in the evolution, which are attributed to an accumulation of spurious near-zero modes of the Dirac operator. We propose a simple strategy for curing this problem, and demonstrate that rapid thermalization--as probed by a variety of gluonic and fermionic operators--is possible with the use of this solution. Also, we study the sensitivity of rethermalization rates to the RG matching of the coarse and fine actions, and identify effective matching conditions based on a variety of measured scales.« less

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

Implementation of GPU accelerated SPECT reconstruction with Monte Carlo-based scatter correction.

PubMed

Bexelius, Tobias; Sohlberg, Antti

2018-06-01

Statistical SPECT reconstruction can be very time-consuming especially when compensations for collimator and detector response, attenuation, and scatter are included in the reconstruction. This work proposes an accelerated SPECT reconstruction algorithm based on graphics processing unit (GPU) processing. Ordered subset expectation maximization (OSEM) algorithm with CT-based attenuation modelling, depth-dependent Gaussian convolution-based collimator-detector response modelling, and Monte Carlo-based scatter compensation was implemented using OpenCL. The OpenCL implementation was compared against the existing multi-threaded OSEM implementation running on a central processing unit (CPU) in terms of scatter-to-primary ratios, standardized uptake values (SUVs), and processing speed using mathematical phantoms and clinical multi-bed bone SPECT/CT studies. The difference in scatter-to-primary ratios, visual appearance, and SUVs between GPU and CPU implementations was minor. On the other hand, at its best, the GPU implementation was noticed to be 24 times faster than the multi-threaded CPU version on a normal 128 × 128 matrix size 3 bed bone SPECT/CT data set when compensations for collimator and detector response, attenuation, and scatter were included. GPU SPECT reconstructions show great promise as an every day clinical reconstruction tool.

Minimizing the Discrepancy between Simulated and Historical Failures in Turbine Engines: A Simulation-Based Optimization Method (Postprint)

DTIC Science & Technology

2015-01-01

Procedure. The simulated annealing (SA) algorithm is a well-known local search metaheuristic used to address discrete, continuous, and multiobjective...design of experiments (DOE) to tune the parameters of the optimiza- tion algorithm . Section 5 shows the results of the case study. Finally, concluding... metaheuristic . The proposed method is broken down into two phases. Phase I consists of a Monte Carlo simulation to obtain the simulated percentage of failure

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.

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.

Split Orthogonal Group: A Guiding Principle for Sign-Problem-Free Fermionic Simulations

NASA Astrophysics Data System (ADS)

Wang, Lei; Liu, Ye-Hua; Iazzi, Mauro; Troyer, Matthias; Harcos, Gergely

2015-12-01

We present a guiding principle for designing fermionic Hamiltonians and quantum Monte Carlo (QMC) methods that are free from the infamous sign problem by exploiting the Lie groups and Lie algebras that appear naturally in the Monte Carlo weight of fermionic QMC simulations. Specifically, rigorous mathematical constraints on the determinants involving matrices that lie in the split orthogonal group provide a guideline for sign-free simulations of fermionic models on bipartite lattices. This guiding principle not only unifies the recent solutions of the sign problem based on the continuous-time quantum Monte Carlo methods and the Majorana representation, but also suggests new efficient algorithms to simulate physical systems that were previously prohibitive because of the sign problem.

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

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).

Self-Learning Monte Carlo Method

NASA Astrophysics Data System (ADS)

Liu, Junwei; Qi, Yang; Meng, Zi Yang; Fu, Liang

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with strong frustrations, for which local updates perform badly. In this work, we propose a new general-purpose Monte Carlo method, dubbed self-learning Monte Carlo (SLMC), in which an efficient update algorithm is first learned from the training data generated in trial simulations and then used to speed up the actual simulation. We demonstrate the efficiency of SLMC in a spin model at the phase transition point, achieving a 10-20 times speedup. This work is supported by the DOE Office of Basic Energy Sciences, Division of Materials Sciences and Engineering under Award DE-SC0010526.

Identification of moisture content in tobacco plant leaves using outlier sample eliminating algorithms and hyperspectral data.

PubMed

Sun, Jun; Zhou, Xin; Wu, Xiaohong; Zhang, Xiaodong; Li, Qinglin

2016-02-26

Fast identification of moisture content in tobacco plant leaves plays a key role in the tobacco cultivation industry and benefits the management of tobacco plant in the farm. In order to identify moisture content of tobacco plant leaves in a fast and nondestructive way, a method involving Mahalanobis distance coupled with Monte Carlo cross validation(MD-MCCV) was proposed to eliminate outlier sample in this study. The hyperspectral data of 200 tobacco plant leaf samples of 20 moisture gradients were obtained using FieldSpc(®) 3 spectrometer. Savitzky-Golay smoothing(SG), roughness penalty smoothing(RPS), kernel smoothing(KS) and median smoothing(MS) were used to preprocess the raw spectra. In addition, Mahalanobis distance(MD), Monte Carlo cross validation(MCCV) and Mahalanobis distance coupled to Monte Carlo cross validation(MD-MCCV) were applied to select the outlier sample of the raw spectrum and four smoothing preprocessing spectra. Successive projections algorithm (SPA) was used to extract the most influential wavelengths. Multiple Linear Regression (MLR) was applied to build the prediction models based on preprocessed spectra feature in characteristic wavelengths. The results showed that the preferably four prediction model were MD-MCCV-SG (Rp(2) = 0.8401 and RMSEP = 0.1355), MD-MCCV-RPS (Rp(2) = 0.8030 and RMSEP = 0.1274), MD-MCCV-KS (Rp(2) = 0.8117 and RMSEP = 0.1433), MD-MCCV-MS (Rp(2) = 0.9132 and RMSEP = 0.1162). MD-MCCV algorithm performed best among MD algorithm, MCCV algorithm and the method without sample pretreatment algorithm in the eliminating outlier sample from 20 different moisture gradients of tobacco plant leaves and MD-MCCV can be used to eliminate outlier sample in the spectral preprocessing. Copyright © 2016 Elsevier Inc. All rights reserved.

Software for Demonstration of Features of Chain Polymerization Processes

ERIC Educational Resources Information Center

Sosnowski, Stanislaw

2013-01-01

Free software for the demonstration of the features of homo- and copolymerization processes (free radical, controlled radical, and living) is described. The software is based on the Monte Carlo algorithms and offers insight into the kinetics, molecular weight distribution, and microstructure of the macromolecules formed in those processes. It also…

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

Höche, Stefan; Reichelt, Daniel; Siegert, Frank

We present a systematic study of differences between NLL resummation and parton showers. We first construct a Markovian Monte-Carlo algorithm for resummation of additive observables in electron-positron annihilation. Approximations intrinsic to the pure NLL result are then removed, in order to obtain a traditional, momentum and probability conserving parton shower based on the coherent branching formalism. The impact of each approximation is studied, and an overall comparison is made between the parton shower and pure NLL resummation. Differences compared to modern parton-shower algorithms formulated in terms of color dipoles are analyzed.

On estimating the phase of a periodic waveform in additive Gaussian noise, part 3

NASA Technical Reports Server (NTRS)

Rauch, L. L.

1991-01-01

Motivated by advances in signal processing technology that support more complex algorithms, researchers have taken a new look at the problem of estimating the phase and other parameters of a nearly periodic waveform in additive Gaussian noise, based on observation during a given time interval. Parts 1 and 2 are very briefly reviewed. In part 3, the actual performances of some of the highly nonlinear estimation algorithms of parts 1 and 2 are evaluated by numerical simulation using Monte Carlo techniques.

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.

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

SU-F-T-444: Quality Improvement Review of Radiation Therapy Treatment Planning in the Presence of Dental Implants

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

Parenica, H; Ford, J; Mavroidis, P

Purpose: To quantify and compare the effect of metallic dental implants (MDI) on dose distributions calculated using Collapsed Cone Convolution Superposition (CCCS) algorithm or a Monte Carlo algorithm (with and without correcting for the density of the MDI). Methods: Seven previously treated patients to the head and neck region were included in this study. The MDI and the streaking artifacts on the CT images were carefully contoured. For each patient a plan was optimized and calculated using the Pinnacle3 treatment planning system (TPS). For each patient two dose calculations were performed, a) with the densities of the MDI and CTmore » artifacts overridden (12 g/cc and 1 g/cc respectively) and b) without density overrides. The plans were then exported to the Monaco TPS and recalculated using Monte Carlo dose calculation algorithm. The changes in dose to PTVs and surrounding Regions of Interest (ROIs) were examined between all plans. Results: The Monte Carlo dose calculation indicated that PTVs received 6% lower dose than the CCCS algorithm predicted. In some cases, the Monte Carlo algorithm indicated that surrounding ROIs received higher dose (up to a factor of 2). Conclusion: Not properly accounting for dental implants can impact both the high dose regions (PTV) and the low dose regions (OAR). This study implies that if MDI and the artifacts are not appropriately contoured and given the correct density, there is potential significant impact on PTV coverage and OAR maximum doses.« less

Efficient stochastic approaches for sensitivity studies of an Eulerian large-scale air pollution model

NASA Astrophysics Data System (ADS)

Dimov, I.; Georgieva, R.; Todorov, V.; Ostromsky, Tz.

2017-10-01

Reliability of large-scale mathematical models is an important issue when such models are used to support decision makers. Sensitivity analysis of model outputs to variation or natural uncertainties of model inputs is crucial for improving the reliability of mathematical models. A comprehensive experimental study of Monte Carlo algorithms based on Sobol sequences for multidimensional numerical integration has been done. A comparison with Latin hypercube sampling and a particular quasi-Monte Carlo lattice rule based on generalized Fibonacci numbers has been presented. The algorithms have been successfully applied to compute global Sobol sensitivity measures corresponding to the influence of several input parameters (six chemical reactions rates and four different groups of pollutants) on the concentrations of important air pollutants. The concentration values have been generated by the Unified Danish Eulerian Model. The sensitivity study has been done for the areas of several European cities with different geographical locations. The numerical tests show that the stochastic algorithms under consideration are efficient for multidimensional integration and especially for computing small by value sensitivity indices. It is a crucial element since even small indices may be important to be estimated in order to achieve a more accurate distribution of inputs influence and a more reliable interpretation of the mathematical model results.

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.

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.

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.

Testing trivializing maps in the Hybrid Monte Carlo algorithm

PubMed Central

Engel, Georg P.; Schaefer, Stefan

2011-01-01

We test a recent proposal to use approximate trivializing maps in a field theory to speed up Hybrid Monte Carlo simulations. Simulating the CPN−1 model, we find a small improvement with the leading order transformation, which is however compensated by the additional computational overhead. The scaling of the algorithm towards the continuum is not changed. In particular, the effect of the topological modes on the autocorrelation times is studied. PMID:21969733

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

Stochastic evaluation of second-order many-body perturbation energies.

PubMed

Willow, Soohaeng Yoo; Kim, Kwang S; Hirata, So

2012-11-28

With the aid of the Laplace transform, the canonical expression of the second-order many-body perturbation correction to an electronic energy is converted into the sum of two 13-dimensional integrals, the 12-dimensional parts of which are evaluated by Monte Carlo integration. Weight functions are identified that are analytically normalizable, are finite and non-negative everywhere, and share the same singularities as the integrands. They thus generate appropriate distributions of four-electron walkers via the Metropolis algorithm, yielding correlation energies of small molecules within a few mE(h) of the correct values after 10(8) Monte Carlo steps. This algorithm does away with the integral transformation as the hotspot of the usual algorithms, has a far superior size dependence of cost, does not suffer from the sign problem of some quantum Monte Carlo methods, and potentially easily parallelizable and extensible to other more complex electron-correlation theories.

SQERTSS: Dynamic rank based throttling of transition probabilities in kinetic Monte Carlo simulations

DOE PAGES

Danielson, Thomas; Sutton, Jonathan E.; Hin, Céline; ...

2017-06-09

Lattice based Kinetic Monte Carlo (KMC) simulations offer a powerful simulation technique for investigating large reaction networks while retaining spatial configuration information, unlike ordinary differential equations. However, large chemical reaction networks can contain reaction processes with rates spanning multiple orders of magnitude. This can lead to the problem of “KMC stiffness” (similar to stiffness in differential equations), where the computational expense has the potential to be overwhelmed by very short time-steps during KMC simulations, with the simulation spending an inordinate amount of KMC steps / cpu-time simulating fast frivolous processes (FFPs) without progressing the system (reaction network). In order tomore » achieve simulation times that are experimentally relevant or desired for predictions, a dynamic throttling algorithm involving separation of the processes into speed-ranks based on event frequencies has been designed and implemented with the intent of decreasing the probability of FFP events, and increasing the probability of slow process events -- allowing rate limiting events to become more likely to be observed in KMC simulations. This Staggered Quasi-Equilibrium Rank-based Throttling for Steady-state (SQERTSS) algorithm designed for use in achieving and simulating steady-state conditions in KMC simulations. Lastly, as shown in this work, the SQERTSS algorithm also works for transient conditions: the correct configuration space and final state will still be achieved if the required assumptions are not violated, with the caveat that the sizes of the time-steps may be distorted during the transient period.« less

SQERTSS: Dynamic rank based throttling of transition probabilities in kinetic Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Danielson, Thomas; Sutton, Jonathan E.; Hin, Céline; Savara, Aditya

2017-10-01

Lattice based Kinetic Monte Carlo (KMC) simulations offer a powerful simulation technique for investigating large reaction networks while retaining spatial configuration information, unlike ordinary differential equations. However, large chemical reaction networks can contain reaction processes with rates spanning multiple orders of magnitude. This can lead to the problem of "KMC stiffness" (similar to stiffness in differential equations), where the computational expense has the potential to be overwhelmed by very short time-steps during KMC simulations, with the simulation spending an inordinate amount of KMC steps/CPU time simulating fast frivolous processes (FFPs) without progressing the system (reaction network). In order to achieve simulation times that are experimentally relevant or desired for predictions, a dynamic throttling algorithm involving separation of the processes into speed-ranks based on event frequencies has been designed and implemented with the intent of decreasing the probability of FFP events, and increasing the probability of slow process events-allowing rate limiting events to become more likely to be observed in KMC simulations. This Staggered Quasi-Equilibrium Rank-based Throttling for Steady-state (SQERTSS) algorithm is designed for use in achieving and simulating steady-state conditions in KMC simulations. As shown in this work, the SQERTSS algorithm also works for transient conditions: the correct configuration space and final state will still be achieved if the required assumptions are not violated, with the caveat that the sizes of the time-steps may be distorted during the transient period.

On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

NASA Astrophysics Data System (ADS)

Hu, Zixi; Yao, Zhewei; Li, Jinglai

2017-03-01

Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.

Non-Cartesian MRI Reconstruction With Automatic Regularization Via Monte-Carlo SURE

PubMed Central

Weller, Daniel S.; Nielsen, Jon-Fredrik; Fessler, Jeffrey A.

2013-01-01

Magnetic resonance image (MRI) reconstruction from undersampled k-space data requires regularization to reduce noise and aliasing artifacts. Proper application of regularization however requires appropriate selection of associated regularization parameters. In this work, we develop a data-driven regularization parameter adjustment scheme that minimizes an estimate (based on the principle of Stein’s unbiased risk estimate—SURE) of a suitable weighted squared-error measure in k-space. To compute this SURE-type estimate, we propose a Monte-Carlo scheme that extends our previous approach to inverse problems (e.g., MRI reconstruction) involving complex-valued images. Our approach depends only on the output of a given reconstruction algorithm and does not require knowledge of its internal workings, so it is capable of tackling a wide variety of reconstruction algorithms and nonquadratic regularizers including total variation and those based on the ℓ1-norm. Experiments with simulated and real MR data indicate that the proposed approach is capable of providing near mean squared-error (MSE) optimal regularization parameters for single-coil undersampled non-Cartesian MRI reconstruction. PMID:23591478

Annealed Importance Sampling Reversible Jump MCMC algorithms

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

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

It will soon be 20 years since reversible jump Markov chain Monte Carlo (RJ-MCMC) algorithms have been proposed. They have significantly extended the scope of Markov chain Monte Carlo simulation methods, offering the promise to be able to routinely tackle transdimensional sampling problems, as encountered in Bayesian model selection problems for example, in a principled and flexible fashion. Their practical efficient implementation, however, still remains a challenge. A particular difficulty encountered in practice is in the choice of the dimension matching variables (both their nature and their distribution) and the reversible transformations which allow one to define the one-to-one mappingsmore » underpinning the design of these algorithms. Indeed, even seemingly sensible choices can lead to algorithms with very poor performance. The focus of this paper is the development and performance evaluation of a method, annealed importance sampling RJ-MCMC (aisRJ), which addresses this problem by mitigating the sensitivity of RJ-MCMC algorithms to the aforementioned poor design. As we shall see the algorithm can be understood as being an “exact approximation” of an idealized MCMC algorithm that would sample from the model probabilities directly in a model selection set-up. Such an idealized algorithm may have good theoretical convergence properties, but typically cannot be implemented, and our algorithms can approximate the performance of such idealized algorithms to an arbitrary degree while not introducing any bias for any degree of approximation. Our approach combines the dimension matching ideas of RJ-MCMC with annealed importance sampling and its Markov chain Monte Carlo implementation. We illustrate the performance of the algorithm with numerical simulations which indicate that, although the approach may at first appear computationally involved, it is in fact competitive.« less

Analysis of the penumbra enlargement in lung versus the quality index of photon beams: a methodology to check the dose calculation algorithm.

PubMed

Tsiakalos, Miltiadis F; Theodorou, Kiki; Kappas, Constantin; Zefkili, Sofia; Rosenwold, Jean-Claude

2004-04-01

It is well known that considerable underdosage can occur at the edges of a tumor inside the lung because of the degradation of penumbra due to lack of lateral electronic equilibrium. Although present even at smaller energies, this phenomenon is more pronounced for higher energies. Apart from Monte Carlo calculation, most of the existing Treatment Planning Systems (TPSs) cannot deal at all, or with acceptable accuracy, with this effect. A methodology has been developed for assessing the dose calculation algorithms in the lung region where lateral electronic disequilibrium exists, based on the Quality Index (QI) of the incident beam. A phantom, consisting of layers of polystyrene and lung material, has been irradiated using photon beams of 4, 6, 15, and 20 MV. The cross-plane profiles of each beam for 5x5, 10x10, and 25x10 fields have been measured at the middle of the phantom with the use of films. The penumbra (20%-80%) and fringe (50%-90%) enlargement was measured and the ratio of the widths for the lung to that of polystyrene was defined as the Correction Factor (CF). Monte Carlo calculations in the two phantoms have also been performed for energies of 6, 15, and 20 MV. Five commercial TPS's algorithms were tested for their ability to predict the penumbra and fringe enlargement. A linear relationship has been found between the QI of the beams and the CF of the penumbra and fringe enlargement for all the examined fields. Monte Carlo calculations agree very well (less than 1% difference) with the film measurements. The CF values range between 1.1 for 4 MV (QI 0.620) and 2.28 for 20 MV (QI 0.794). Three of the tested TPS's algorithms could not predict any enlargement at all for all energies and all fields and two of them could predict the penumbra enlargement to some extent. The proposed methodology can help any user or developer to check the accuracy of its algorithm for lung cases, based on a simple phantom geometry and the QI of the incident beam. This check is very important especially when higher energies are used, as the inaccuracies in existing algorithms can lead to an incorrect choice of energy for lung treatment and consequently to a failure in tumor control.

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.

Assessment of mean-field microkinetic models for CO methanation on stepped metal surfaces using accelerated kinetic Monte Carlo

NASA Astrophysics Data System (ADS)

Andersen, Mie; Plaisance, Craig P.; Reuter, Karsten

2017-10-01

First-principles screening studies aimed at predicting the catalytic activity of transition metal (TM) catalysts have traditionally been based on mean-field (MF) microkinetic models, which neglect the effect of spatial correlations in the adsorbate layer. Here we critically assess the accuracy of such models for the specific case of CO methanation over stepped metals by comparing to spatially resolved kinetic Monte Carlo (kMC) simulations. We find that the typical low diffusion barriers offered by metal surfaces can be significantly increased at step sites, which results in persisting correlations in the adsorbate layer. As a consequence, MF models may overestimate the catalytic activity of TM catalysts by several orders of magnitude. The potential higher accuracy of kMC models comes at a higher computational cost, which can be especially challenging for surface reactions on metals due to a large disparity in the time scales of different processes. In order to overcome this issue, we implement and test a recently developed algorithm for achieving temporal acceleration of kMC simulations. While the algorithm overall performs quite well, we identify some challenging cases which may lead to a breakdown of acceleration algorithms and discuss possible directions for future algorithm development.

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

Evaluation of Laser Based Alignment Algorithms Under Additive Random and Diffraction Noise

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

McClay, W A; Awwal, A; Wilhelmsen, K

2004-09-30

The purpose of the automatic alignment algorithm at the National Ignition Facility (NIF) is to determine the position of a laser beam based on the position of beam features from video images. The position information obtained is used to command motors and attenuators to adjust the beam lines to the desired position, which facilitates the alignment of all 192 beams. One of the goals of the algorithm development effort is to ascertain the performance, reliability, and uncertainty of the position measurement. This paper describes a method of evaluating the performance of algorithms using Monte Carlo simulation. In particular we showmore » the application of this technique to the LM1{_}LM3 algorithm, which determines the position of a series of two beam light sources. The performance of the algorithm was evaluated for an ensemble of over 900 simulated images with varying image intensities and noise counts, as well as varying diffraction noise amplitude and frequency. The performance of the algorithm on the image data set had a tolerance well beneath the 0.5-pixel system requirement.« less

Experimental Performance of a Genetic Algorithm for Airborne Strategic Conflict Resolution

NASA Technical Reports Server (NTRS)

Karr, David A.; Vivona, Robert A.; Roscoe, David A.; DePascale, Stephen M.; Consiglio, Maria

2009-01-01

The Autonomous Operations Planner, a research prototype flight-deck decision support tool to enable airborne self-separation, uses a pattern-based genetic algorithm to resolve predicted conflicts between the ownship and traffic aircraft. Conflicts are resolved by modifying the active route within the ownship s flight management system according to a predefined set of maneuver pattern templates. The performance of this pattern-based genetic algorithm was evaluated in the context of batch-mode Monte Carlo simulations running over 3600 flight hours of autonomous aircraft in en-route airspace under conditions ranging from typical current traffic densities to several times that level. Encountering over 8900 conflicts during two simulation experiments, the genetic algorithm was able to resolve all but three conflicts, while maintaining a required time of arrival constraint for most aircraft. Actual elapsed running time for the algorithm was consistent with conflict resolution in real time. The paper presents details of the genetic algorithm s design, along with mathematical models of the algorithm s performance and observations regarding the effectiveness of using complimentary maneuver patterns when multiple resolutions by the same aircraft were required.

Experimental Performance of a Genetic Algorithm for Airborne Strategic Conflict Resolution

NASA Technical Reports Server (NTRS)

Karr, David A.; Vivona, Robert A.; Roscoe, David A.; DePascale, Stephen M.; Consiglio, Maria

2009-01-01

The Autonomous Operations Planner, a research prototype flight-deck decision support tool to enable airborne self-separation, uses a pattern-based genetic algorithm to resolve predicted conflicts between the ownship and traffic aircraft. Conflicts are resolved by modifying the active route within the ownship's flight management system according to a predefined set of maneuver pattern templates. The performance of this pattern-based genetic algorithm was evaluated in the context of batch-mode Monte Carlo simulations running over 3600 flight hours of autonomous aircraft in en-route airspace under conditions ranging from typical current traffic densities to several times that level. Encountering over 8900 conflicts during two simulation experiments, the genetic algorithm was able to resolve all but three conflicts, while maintaining a required time of arrival constraint for most aircraft. Actual elapsed running time for the algorithm was consistent with conflict resolution in real time. The paper presents details of the genetic algorithm's design, along with mathematical models of the algorithm's performance and observations regarding the effectiveness of using complimentary maneuver patterns when multiple resolutions by the same aircraft were required.

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.

Inversion of particle-size distribution from angular light-scattering data with genetic algorithms.

PubMed

Ye, M; Wang, S; Lu, Y; Hu, T; Zhu, Z; Xu, Y

1999-04-20

A stochastic inverse technique based on a genetic algorithm (GA) to invert particle-size distribution from angular light-scattering data is developed. This inverse technique is independent of any given a priori information of particle-size distribution. Numerical tests show that this technique can be successfully applied to inverse problems with high stability in the presence of random noise and low susceptibility to the shape of distributions. It has also been shown that the GA-based inverse technique is more efficient in use of computing time than the inverse Monte Carlo method recently developed by Ligon et al. [Appl. Opt. 35, 4297 (1996)].

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.

Dose specification for radiation therapy: dose to water or dose to medium?

NASA Astrophysics Data System (ADS)

Ma, C.-M.; Li, Jinsheng

2011-05-01

The Monte Carlo method enables accurate dose calculation for radiation therapy treatment planning and has been implemented in some commercial treatment planning systems. Unlike conventional dose calculation algorithms that provide patient dose information in terms of dose to water with variable electron density, the Monte Carlo method calculates the energy deposition in different media and expresses dose to a medium. This paper discusses the differences in dose calculated using water with different electron densities and that calculated for different biological media and the clinical issues on dose specification including dose prescription and plan evaluation using dose to water and dose to medium. We will demonstrate that conventional photon dose calculation algorithms compute doses similar to those simulated by Monte Carlo using water with different electron densities, which are close (<4% differences) to doses to media but significantly different (up to 11%) from doses to water converted from doses to media following American Association of Physicists in Medicine (AAPM) Task Group 105 recommendations. Our results suggest that for consistency with previous radiation therapy experience Monte Carlo photon algorithms report dose to medium for radiotherapy dose prescription, treatment plan evaluation and treatment outcome analysis.

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.

Quantifying the effect of air gap, depth, and range shifter thickness on TPS dosimetric accuracy in superficial PBS proton therapy.

PubMed

Shirey, Robert J; Wu, Hsinshun Terry

2018-01-01

This study quantifies the dosimetric accuracy of a commercial treatment planning system as functions of treatment depth, air gap, and range shifter thickness for superficial pencil beam scanning proton therapy treatments. The RayStation 6 pencil beam and Monte Carlo dose engines were each used to calculate the dose distributions for a single treatment plan with varying range shifter air gaps. Central axis dose values extracted from each of the calculated plans were compared to dose values measured with a calibrated PTW Markus chamber at various depths in RW3 solid water. Dose was measured at 12 depths, ranging from the surface to 5 cm, for each of the 18 different air gaps, which ranged from 0.5 to 28 cm. TPS dosimetric accuracy, defined as the ratio of calculated dose relative to the measured dose, was plotted as functions of depth and air gap for the pencil beam and Monte Carlo dose algorithms. The accuracy of the TPS pencil beam dose algorithm was found to be clinically unacceptable at depths shallower than 3 cm with air gaps wider than 10 cm, and increased range shifter thickness only added to the dosimetric inaccuracy of the pencil beam algorithm. Each configuration calculated with Monte Carlo was determined to be clinically acceptable. Further comparisons of the Monte Carlo dose algorithm to the measured spread-out Bragg Peaks of multiple fields used during machine commissioning verified the dosimetric accuracy of Monte Carlo in a variety of beam energies and field sizes. Discrepancies between measured and TPS calculated dose values can mainly be attributed to the ability (or lack thereof) of the TPS pencil beam dose algorithm to properly model secondary proton scatter generated in the range shifter. © 2017 The Authors. Journal of Applied Clinical Medical Physics published by Wiley Periodicals, Inc. on behalf of American Association of Physicists in Medicine.

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 contrasted with the existing simpler back-mapping methods. Our results demonstrate the efficiency and efficacy of our new back-mapping approach, especially for crystalline systems where simple force-field based relaxations have a tendency to get trapped in local minima.

Expectation Maximization Algorithm for Box-Cox Transformation Cure Rate Model and Assessment of Model Misspecification Under Weibull Lifetimes.

PubMed

Pal, Suvra; Balakrishnan, Narayanaswamy

2018-05-01

In this paper, we develop likelihood inference based on the expectation maximization algorithm for the Box-Cox transformation cure rate model assuming the lifetimes to follow a Weibull distribution. A simulation study is carried out to demonstrate the performance of the proposed estimation method. Through Monte Carlo simulations, we also study the effect of model misspecification on the estimate of cure rate. Finally, we analyze a well-known data on melanoma with the model and the inferential method developed here.

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.

Hybrid Microgrid Configuration Optimization with Evolutionary Algorithms

NASA Astrophysics Data System (ADS)

Lopez, Nicolas

This dissertation explores the Renewable Energy Integration Problem, and proposes a Genetic Algorithm embedded with a Monte Carlo simulation to solve large instances of the problem that are impractical to solve via full enumeration. The Renewable Energy Integration Problem is defined as finding the optimum set of components to supply the electric demand to a hybrid microgrid. The components considered are solar panels, wind turbines, diesel generators, electric batteries, connections to the power grid and converters, which can be inverters and/or rectifiers. The methodology developed is explained as well as the combinatorial formulation. In addition, 2 case studies of a single objective optimization version of the problem are presented, in order to minimize cost and to minimize global warming potential (GWP) followed by a multi-objective implementation of the offered methodology, by utilizing a non-sorting Genetic Algorithm embedded with a monte Carlo Simulation. The method is validated by solving a small instance of the problem with known solution via a full enumeration algorithm developed by NREL in their software HOMER. The dissertation concludes that the evolutionary algorithms embedded with Monte Carlo simulation namely modified Genetic Algorithms are an efficient form of solving the problem, by finding approximate solutions in the case of single objective optimization, and by approximating the true Pareto front in the case of multiple objective optimization of the Renewable Energy Integration Problem.

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

Kieselmann, J; Bartzsch, S; Oelfke, U

Purpose: Microbeam Radiation Therapy is a preclinical method in radiation oncology that modulates radiation fields on a micrometre scale. Dose calculation is challenging due to arising dose gradients and therapeutically important dose ranges. Monte Carlo (MC) simulations, often used as gold standard, are computationally expensive and hence too slow for the optimisation of treatment parameters in future clinical applications. On the other hand, conventional kernel based dose calculation leads to inaccurate results close to material interfaces. The purpose of this work is to overcome these inaccuracies while keeping computation times low. Methods: A point kernel superposition algorithm is modified tomore » account for tissue inhomogeneities. Instead of conventional ray tracing approaches, methods from differential geometry are applied and the space around the primary photon interaction is locally warped. The performance of this approach is compared to MC simulations and a simple convolution algorithm (CA) for two different phantoms and photon spectra. Results: While peak doses of all dose calculation methods agreed within less than 4% deviations, the proposed approach surpassed a simple convolution algorithm in accuracy by a factor of up to 3 in the scatter dose. In a treatment geometry similar to possible future clinical situations differences between Monte Carlo and the differential geometry algorithm were less than 3%. At the same time the calculation time did not exceed 15 minutes. Conclusion: With the developed method it was possible to improve the dose calculation based on the CA method with respect to accuracy especially at sharp tissue boundaries. While the calculation is more extensive than for the CA method and depends on field size, the typical calculation time for a 20×20 mm{sup 2} field on a 3.4 GHz and 8 GByte RAM processor remained below 15 minutes. Parallelisation and optimisation of the algorithm could lead to further significant calculation time reductions.« less

SU-F-T-148: Are the Approximations in Analytic Semi-Empirical Dose Calculation Algorithms for Intensity Modulated Proton Therapy for Complex Heterogeneities of Head and Neck Clinically Significant?

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

Yepes, P; UT MD Anderson Cancer Center, Houston, TX; Titt, U

2016-06-15

Purpose: Evaluate the differences in dose distributions between the proton analytic semi-empirical dose calculation algorithm used in the clinic and Monte Carlo calculations for a sample of 50 head-and-neck (H&N) patients and estimate the potential clinical significance of the differences. Methods: A cohort of 50 H&N patients, treated at the University of Texas Cancer Center with Intensity Modulated Proton Therapy (IMPT), were selected for evaluation of clinical significance of approximations in computed dose distributions. H&N site was selected because of the highly inhomogeneous nature of the anatomy. The Fast Dose Calculator (FDC), a fast track-repeating accelerated Monte Carlo algorithm formore » proton therapy, was utilized for the calculation of dose distributions delivered during treatment plans. Because of its short processing time, FDC allows for the processing of large cohorts of patients. FDC has been validated versus GEANT4, a full Monte Carlo system and measurements in water and for inhomogeneous phantoms. A gamma-index analysis, DVHs, EUDs, and TCP and NTCPs computed using published models were utilized to evaluate the differences between the Treatment Plan System (TPS) and FDC. Results: The Monte Carlo results systematically predict lower dose delivered in the target. The observed differences can be as large as 8 Gy, and should have a clinical impact. Gamma analysis also showed significant differences between both approaches, especially for the target volumes. Conclusion: Monte Carlo calculations with fast algorithms is practical and should be considered for the clinic, at least as a treatment plan verification tool.« less

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

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%.

Constant-pressure nested sampling with atomistic dynamics

NASA Astrophysics Data System (ADS)

Baldock, Robert J. N.; Bernstein, Noam; Salerno, K. Michael; Pártay, Lívia B.; Csányi, Gábor

2017-10-01

The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are inefficient for condensed systems with general interactions where single-particle moves cannot be evaluated faster than the energy of the whole system. Here we enhance the method by using all-particle moves: either Galilean Monte Carlo or the total enthalpy Hamiltonian Monte Carlo algorithm, introduced in this paper. We show that these algorithms enable the determination of phase transition temperatures with equivalent accuracy to the previous method at 1 /N of the cost for an N -particle system with general interactions, or at equal cost when single-particle moves can be done in 1 /N of the cost of a full N -particle energy evaluation. We demonstrate this speed-up for the freezing and condensation transitions of the Lennard-Jones system and show the utility of the algorithms by calculating the order-disorder phase transition of a binary Lennard-Jones model alloy, the eutectic of copper-gold, the density anomaly of water, and the condensation and solidification of bead-spring polymers. The nested sampling method with all three algorithms is implemented in the pymatnest software.

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.

An efficient Cellular Potts Model algorithm that forbids cell fragmentation

NASA Astrophysics Data System (ADS)

Durand, Marc; Guesnet, Etienne

2016-11-01

The Cellular Potts Model (CPM) is a lattice based modeling technique which is widely used for simulating cellular patterns such as foams or biological tissues. Despite its realism and generality, the standard Monte Carlo algorithm used in the scientific literature to evolve this model preserves connectivity of cells on a limited range of simulation temperature only. We present a new algorithm in which cell fragmentation is forbidden for all simulation temperatures. This allows to significantly enhance realism of the simulated patterns. It also increases the computational efficiency compared with the standard CPM algorithm even at same simulation temperature, thanks to the time spared in not doing unrealistic moves. Moreover, our algorithm restores the detailed balance equation, ensuring that the long-term stage is independent of the chosen acceptance rate and chosen path in the temperature space.

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.

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.

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.

Stan : A Probabilistic Programming Language

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

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

Stan : A Probabilistic Programming Language

DOE PAGES

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; ...

2017-01-01

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

SU-E-T-397: Evaluation of Planned Dose Distributions by Monte Carlo (0.5%) and Ray Tracing Algorithm for the Spinal Tumors with CyberKnife

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

Cho, H; Brindle, J; Hepel, J

2015-06-15

Purpose: To analyze and evaluate dose distribution between Ray Tracing (RT) and Monte Carlo (MC) algorithms of 0.5% uncertainty on a critical structure of spinal cord and gross target volume and planning target volume. Methods: Twenty four spinal tumor patients were treated with stereotactic body radiotherapy (SBRT) by CyberKnife in 2013 and 2014. The MC algorithm with 0.5% of uncertainty is used to recalculate the dose distribution for the treatment plan of the patients using the same beams, beam directions, and monitor units (MUs). Results: The prescription doses are uniformly larger for MC plans than RT except one case. Upmore » to a factor of 1.19 for 0.25cc threshold volume and 1.14 for 1.2cc threshold volume of dose differences are observed for the spinal cord. Conclusion: The MC recalculated dose distributions are larger than the original MC calculations for the spinal tumor cases. Based on the accuracy of the MC calculations, more radiation dose might be delivered to the tumor targets and spinal cords with the increase prescription dose.« less

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 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.

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.

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 measured data from simulations in OpenMC on a full-core benchmark problem. Finally, a novel algorithm for decomposing large tally data was proposed, analyzed, and implemented/tested in OpenMC. The algorithm relies on disjoint sets of compute processes and tally servers. The analysis showed that for a range of parameters relevant to LWR analysis, the tally server algorithm should perform with minimal overhead. Tests were performed on Intrepid and Titan and demonstrated that the algorithm did indeed perform well over a wide range of parameters. (Copies available exclusively from MIT Libraries, libraries.mit.edu/docs - docs mit.edu)

New approach for absolute fluence distribution calculations in Monte Carlo simulations of light propagation in turbid media

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

Böcklin, Christoph, E-mail: boecklic@ethz.ch; Baumann, Dirk; Fröhlich, Jürg

A novel way to attain three dimensional fluence rate maps from Monte-Carlo simulations of photon propagation is presented in this work. The propagation of light in a turbid medium is described by the radiative transfer equation and formulated in terms of radiance. For many applications, particularly in biomedical optics, the fluence rate is a more useful quantity and directly derived from the radiance by integrating over all directions. Contrary to the usual way which calculates the fluence rate from absorbed photon power, the fluence rate in this work is directly calculated from the photon packet trajectory. The voxel based algorithmmore » works in arbitrary geometries and material distributions. It is shown that the new algorithm is more efficient and also works in materials with a low or even zero absorption coefficient. The capabilities of the new algorithm are demonstrated on a curved layered structure, where a non-scattering, non-absorbing layer is sandwiched between two highly scattering layers.« less

PyRosetta: a script-based interface for implementing molecular modeling algorithms using Rosetta.

PubMed

Chaudhury, Sidhartha; Lyskov, Sergey; Gray, Jeffrey J

2010-03-01

PyRosetta is a stand-alone Python-based implementation of the Rosetta molecular modeling package that allows users to write custom structure prediction and design algorithms using the major Rosetta sampling and scoring functions. PyRosetta contains Python bindings to libraries that define Rosetta functions including those for accessing and manipulating protein structure, calculating energies and running Monte Carlo-based simulations. PyRosetta can be used in two ways: (i) interactively, using iPython and (ii) script-based, using Python scripting. Interactive mode contains a number of help features and is ideal for beginners while script-mode is best suited for algorithm development. PyRosetta has similar computational performance to Rosetta, can be easily scaled up for cluster applications and has been implemented for algorithms demonstrating protein docking, protein folding, loop modeling and design. PyRosetta is a stand-alone package available at http://www.pyrosetta.org under the Rosetta license which is free for academic and non-profit users. A tutorial, user's manual and sample scripts demonstrating usage are also available on the web site.

PyRosetta: a script-based interface for implementing molecular modeling algorithms using Rosetta

PubMed Central

Chaudhury, Sidhartha; Lyskov, Sergey; Gray, Jeffrey J.

2010-01-01

Summary: PyRosetta is a stand-alone Python-based implementation of the Rosetta molecular modeling package that allows users to write custom structure prediction and design algorithms using the major Rosetta sampling and scoring functions. PyRosetta contains Python bindings to libraries that define Rosetta functions including those for accessing and manipulating protein structure, calculating energies and running Monte Carlo-based simulations. PyRosetta can be used in two ways: (i) interactively, using iPython and (ii) script-based, using Python scripting. Interactive mode contains a number of help features and is ideal for beginners while script-mode is best suited for algorithm development. PyRosetta has similar computational performance to Rosetta, can be easily scaled up for cluster applications and has been implemented for algorithms demonstrating protein docking, protein folding, loop modeling and design. Availability: PyRosetta is a stand-alone package available at http://www.pyrosetta.org under the Rosetta license which is free for academic and non-profit users. A tutorial, user's manual and sample scripts demonstrating usage are also available on the web site. Contact: pyrosetta@graylab.jhu.edu PMID:20061306

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.

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.

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.

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.

Analysis and Assessment of Operation Risk for Hybrid AC/DC Power System based on the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Hu, Xiaojing; Li, Qiang; Zhang, Hao; Guo, Ziming; Zhao, Kun; Li, Xinpeng

2018-06-01

Based on the Monte Carlo method, an improved risk assessment method for hybrid AC/DC power system with VSC station considering the operation status of generators, converter stations, AC lines and DC lines is proposed. According to the sequential AC/DC power flow algorithm, node voltage and line active power are solved, and then the operation risk indices of node voltage over-limit and line active power over-limit are calculated. Finally, an improved two-area IEEE RTS-96 system is taken as a case to analyze and assessment its operation risk. The results show that the proposed model and method can intuitively and directly reflect the weak nodes and weak lines of the system, which can provide some reference for the dispatching department.

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.

Technical Note: A direct ray-tracing method to compute integral depth dose in pencil beam proton radiography with a multilayer ionization chamber.

PubMed

Farace, Paolo; Righetto, Roberto; Deffet, Sylvain; Meijers, Arturs; Vander Stappen, Francois

2016-12-01

To introduce a fast ray-tracing algorithm in pencil proton radiography (PR) with a multilayer ionization chamber (MLIC) for in vivo range error mapping. Pencil beam PR was obtained by delivering spots uniformly positioned in a square (45 × 45 mm 2 field-of-view) of 9 × 9 spots capable of crossing the phantoms (210 MeV). The exit beam was collected by a MLIC to sample the integral depth dose (IDD MLIC ). PRs of an electron-density and of a head phantom were acquired by moving the couch to obtain multiple 45 × 45 mm 2 frames. To map the corresponding range errors, the two-dimensional set of IDD MLIC was compared with (i) the integral depth dose computed by the treatment planning system (TPS) by both analytic (IDD TPS ) and Monte Carlo (IDD MC ) algorithms in a volume of water simulating the MLIC at the CT, and (ii) the integral depth dose directly computed by a simple ray-tracing algorithm (IDD direct ) through the same CT data. The exact spatial position of the spot pattern was numerically adjusted testing different in-plane positions and selecting the one that minimized the range differences between IDD direct and IDD MLIC . Range error mapping was feasible by both the TPS and the ray-tracing methods, but very sensitive to even small misalignments. In homogeneous regions, the range errors computed by the direct ray-tracing algorithm matched the results obtained by both the analytic and the Monte Carlo algorithms. In both phantoms, lateral heterogeneities were better modeled by the ray-tracing and the Monte Carlo algorithms than by the analytic TPS computation. Accordingly, when the pencil beam crossed lateral heterogeneities, the range errors mapped by the direct algorithm matched better the Monte Carlo maps than those obtained by the analytic algorithm. Finally, the simplicity of the ray-tracing algorithm allowed to implement a prototype procedure for automated spatial alignment. The ray-tracing algorithm can reliably replace the TPS method in MLIC PR for in vivo range verification and it can be a key component to develop software tools for spatial alignment and correction of CT calibration.

A robust algorithm for automated target recognition using precomputed radar cross sections

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2004-09-01

Passive radar is an emerging technology that offers a number of unique benefits, including covert operation. Many such systems are already capable of detecting and tracking aircraft. The goal of this work is to develop a robust algorithm for adding automated target recognition (ATR) capabilities to existing passive radar systems. In previous papers, we proposed conducting ATR by comparing the precomputed RCS of known targets to that of detected targets. To make the precomputed RCS as accurate as possible, a coordinated flight model is used to estimate aircraft orientation. Once the aircraft's position and orientation are known, it is possible to determine the incident and observed angles on the aircraft, relative to the transmitter and receiver. This makes it possible to extract the appropriate radar cross section (RCS) from our simulated database. This RCS is then scaled to account for propagation losses and the receiver's antenna gain. A Rician likelihood model compares these expected signals from different targets to the received target profile. We have previously employed Monte Carlo runs to gauge the probability of error in the ATR algorithm; however, generation of a statistically significant set of Monte Carlo runs is computationally intensive. As an alternative to Monte Carlo runs, we derive the relative entropy (also known as Kullback-Liebler distance) between two Rician distributions. Since the probability of Type II error in our hypothesis testing problem can be expressed as a function of the relative entropy via Stein's Lemma, this provides us with a computationally efficient method for determining an upper bound on our algorithm's performance. It also provides great insight into the types of classification errors we can expect from our algorithm. This paper compares the numerically approximated probability of Type II error with the results obtained from a set of Monte Carlo runs.

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.

Brain tissue segmentation in MR images based on a hybrid of MRF and social algorithms.

PubMed

Yousefi, Sahar; Azmi, Reza; Zahedi, Morteza

2012-05-01

Effective abnormality detection and diagnosis in Magnetic Resonance Images (MRIs) requires a robust segmentation strategy. Since manual segmentation is a time-consuming task which engages valuable human resources, automatic MRI segmentations received an enormous amount of attention. For this goal, various techniques have been applied. However, Markov Random Field (MRF) based algorithms have produced reasonable results in noisy images compared to other methods. MRF seeks a label field which minimizes an energy function. The traditional minimization method, simulated annealing (SA), uses Monte Carlo simulation to access the minimum solution with heavy computation burden. For this reason, MRFs are rarely used in real time processing environments. This paper proposed a novel method based on MRF and a hybrid of social algorithms that contain an ant colony optimization (ACO) and a Gossiping algorithm which can be used for segmenting single and multispectral MRIs in real time environments. Combining ACO with the Gossiping algorithm helps find the better path using neighborhood information. Therefore, this interaction causes the algorithm to converge to an optimum solution faster. Several experiments on phantom and real images were performed. Results indicate that the proposed algorithm outperforms the traditional MRF and hybrid of MRF-ACO in speed and accuracy. Copyright © 2012 Elsevier B.V. All rights reserved.

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.

Bayesian Estimation of Multidimensional Item Response Models. A Comparison of Analytic and Simulation Algorithms

ERIC Educational Resources Information Center

Martin-Fernandez, Manuel; Revuelta, Javier

2017-01-01

This study compares the performance of two estimation algorithms of new usage, the Metropolis-Hastings Robins-Monro (MHRM) and the Hamiltonian MCMC (HMC), with two consolidated algorithms in the psychometric literature, the marginal likelihood via EM algorithm (MML-EM) and the Markov chain Monte Carlo (MCMC), in the estimation of multidimensional…

Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research.

PubMed

Waller, Niels G

2016-01-01

For a fixed set of standardized regression coefficients and a fixed coefficient of determination (R-squared), an infinite number of predictor correlation matrices will satisfy the implied quadratic form. I call such matrices fungible correlation matrices. In this article, I describe an algorithm for generating positive definite (PD), positive semidefinite (PSD), or indefinite (ID) fungible correlation matrices that have a random or fixed smallest eigenvalue. The underlying equations of this algorithm are reviewed from both algebraic and geometric perspectives. Two simulation studies illustrate that fungible correlation matrices can be profitably used in Monte Carlo research. The first study uses PD fungible correlation matrices to compare penalized regression algorithms. The second study uses ID fungible correlation matrices to compare matrix-smoothing algorithms. R code for generating fungible correlation matrices is presented in the supplemental materials.

Using Stan for Item Response Theory Models

ERIC Educational Resources Information Center

Ames, Allison J.; Au, Chi Hang

2018-01-01

Stan is a flexible probabilistic programming language providing full Bayesian inference through Hamiltonian Monte Carlo algorithms. The benefits of Hamiltonian Monte Carlo include improved efficiency and faster inference, when compared to other MCMC software implementations. Users can interface with Stan through a variety of computing…

Guidance Concept for a Mars Ascent Vehicle First Stage

NASA Technical Reports Server (NTRS)

Queen, Eric M.

2000-01-01

This paper presents a guidance concept for use on the first stage of a Mars Ascent Vehicle (MAV). The guidance is based on a calculus of variations approach similar to that used for the final phase of the Apollo Earth return guidance. A three degree-of-freedom (3DOF) Monte Carlo simulation is used to evaluate performance and robustness of the algorithm.

Sequential Geoacoustic Filtering and Geoacoustic Inversion

DTIC Science & Technology

2015-09-30

and online algorithms. We show here that CS obtains higher resolution than MVDR, even in scenarios, which favor classical high-resolution methods...windows actually performs better than conventional beamforming and MVDR/ MUSIC (see Figs. 1-2). Compressive geoacoustic inversion Geoacoustic...histograms based on 100 Monte Carlo simulations, and c)(CS, exhaustive-search, CBF, MVDR, and MUSIC performance versus SNR. The true source positions

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.

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.

Distribution network design under demand uncertainty using genetic algorithm and Monte Carlo simulation approach: a case study in pharmaceutical industry

NASA Astrophysics Data System (ADS)

Izadi, Arman; Kimiagari, Ali mohammad

2014-01-01

Distribution network design as a strategic decision has long-term effect on tactical and operational supply chain management. In this research, the location-allocation problem is studied under demand uncertainty. The purposes of this study were to specify the optimal number and location of distribution centers and to determine the allocation of customer demands to distribution centers. The main feature of this research is solving the model with unknown demand function which is suitable with the real-world problems. To consider the uncertainty, a set of possible scenarios for customer demands is created based on the Monte Carlo simulation. The coefficient of variation of costs is mentioned as a measure of risk and the most stable structure for firm's distribution network is defined based on the concept of robust optimization. The best structure is identified using genetic algorithms and 14% reduction in total supply chain costs is the outcome. Moreover, it imposes the least cost variation created by fluctuation in customer demands (such as epidemic diseases outbreak in some areas of the country) to the logistical system. It is noteworthy that this research is done in one of the largest pharmaceutical distribution firms in Iran.

Distribution network design under demand uncertainty using genetic algorithm and Monte Carlo simulation approach: a case study in pharmaceutical industry

NASA Astrophysics Data System (ADS)

Izadi, Arman; Kimiagari, Ali Mohammad

2014-05-01

Distribution network design as a strategic decision has long-term effect on tactical and operational supply chain management. In this research, the location-allocation problem is studied under demand uncertainty. The purposes of this study were to specify the optimal number and location of distribution centers and to determine the allocation of customer demands to distribution centers. The main feature of this research is solving the model with unknown demand function which is suitable with the real-world problems. To consider the uncertainty, a set of possible scenarios for customer demands is created based on the Monte Carlo simulation. The coefficient of variation of costs is mentioned as a measure of risk and the most stable structure for firm's distribution network is defined based on the concept of robust optimization. The best structure is identified using genetic algorithms and 14 % reduction in total supply chain costs is the outcome. Moreover, it imposes the least cost variation created by fluctuation in customer demands (such as epidemic diseases outbreak in some areas of the country) to the logistical system. It is noteworthy that this research is done in one of the largest pharmaceutical distribution firms in Iran.

Diffusion-Based Model for Synaptic Molecular Communication Channel.

PubMed

Khan, Tooba; Bilgin, Bilgesu A; Akan, Ozgur B

2017-06-01

Computational methods have been extensively used to understand the underlying dynamics of molecular communication methods employed by nature. One very effective and popular approach is to utilize a Monte Carlo simulation. Although it is very reliable, this method can have a very high computational cost, which in some cases renders the simulation impractical. Therefore, in this paper, for the special case of an excitatory synaptic molecular communication channel, we present a novel mathematical model for the diffusion and binding of neurotransmitters that takes into account the effects of synaptic geometry in 3-D space and re-absorption of neurotransmitters by the transmitting neuron. Based on this model we develop a fast deterministic algorithm, which calculates expected value of the output of this channel, namely, the amplitude of excitatory postsynaptic potential (EPSP), for given synaptic parameters. We validate our algorithm by a Monte Carlo simulation, which shows total agreement between the results of the two methods. Finally, we utilize our model to quantify the effects of variation in synaptic parameters, such as position of release site, receptor density, size of postsynaptic density, diffusion coefficient, uptake probability, and number of neurotransmitters in a vesicle, on maximum number of bound receptors that directly affect the peak amplitude of EPSP.

A backward Monte Carlo method for efficient computation of runaway probabilities in runaway electron simulation

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Del-Castillo-Negrete, Diego

2017-10-01

Kinetic descriptions of RE are usually based on the bounced-averaged Fokker-Planck model that determines the PDFs of RE. Despite of the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches (e.g., continuum and particle-based Monte Carlo (MC)) can be time consuming specially in the computation of asymptotic-type observable including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. Here we present a novel backward MC approach to these problems based on backward stochastic differential equations (BSDEs). The BSDE model can simultaneously describe the PDF of RE and the runaway probabilities by means of the well-known Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than the brute-force MC methods, which can significantly reduce the number of particles required to achieve a prescribed accuracy. Moreover, our algorithm can be parallelized as easy as the direct MC code, which paves the way for conducting large-scale RE simulation. This work is supported by DOE FES and ASCR under the Contract Numbers ERKJ320 and ERAT377.

Analysis of convergence of an evolutionary algorithm with self-adaptation using a stochastic Lyapunov function.

PubMed

Semenov, Mikhail A; Terkel, Dmitri A

2003-01-01

This paper analyses the convergence of evolutionary algorithms using a technique which is based on a stochastic Lyapunov function and developed within the martingale theory. This technique is used to investigate the convergence of a simple evolutionary algorithm with self-adaptation, which contains two types of parameters: fitness parameters, belonging to the domain of the objective function; and control parameters, responsible for the variation of fitness parameters. Although both parameters mutate randomly and independently, they converge to the "optimum" due to the direct (for fitness parameters) and indirect (for control parameters) selection. We show that the convergence velocity of the evolutionary algorithm with self-adaptation is asymptotically exponential, similar to the velocity of the optimal deterministic algorithm on the class of unimodal functions. Although some martingale inequalities have not be proved analytically, they have been numerically validated with 0.999 confidence using Monte-Carlo simulations.

Planetary Crater Detection and Registration Using Marked Point Processes, Multiple Birth and Death Algorithms, and Region-Based Analysis

NASA Technical Reports Server (NTRS)

Solarna, David; Moser, Gabriele; Le Moigne-Stewart, Jacqueline; Serpico, Sebastiano B.

2017-01-01

Because of the large variety of sensors and spacecraft collecting data, planetary science needs to integrate various multi-sensor and multi-temporal images. These multiple data represent a precious asset, as they allow the study of targets spectral responses and of changes in the surface structure; because of their variety, they also require accurate and robust registration. A new crater detection algorithm, used to extract features that will be integrated in an image registration framework, is presented. A marked point process-based method has been developed to model the spatial distribution of elliptical objects (i.e. the craters) and a birth-death Markov chain Monte Carlo method, coupled with a region-based scheme aiming at computational efficiency, is used to find the optimal configuration fitting the image. The extracted features are exploited, together with a newly defined fitness function based on a modified Hausdorff distance, by an image registration algorithm whose architecture has been designed to minimize the computational time.

Reliability-based design optimization of reinforced concrete structures including soil-structure interaction using a discrete gravitational search algorithm and a proposed metamodel

NASA Astrophysics Data System (ADS)

Khatibinia, M.; Salajegheh, E.; Salajegheh, J.; Fadaee, M. J.

2013-10-01

A new discrete gravitational search algorithm (DGSA) and a metamodelling framework are introduced for reliability-based design optimization (RBDO) of reinforced concrete structures. The RBDO of structures with soil-structure interaction (SSI) effects is investigated in accordance with performance-based design. The proposed DGSA is based on the standard gravitational search algorithm (GSA) to optimize the structural cost under deterministic and probabilistic constraints. The Monte-Carlo simulation (MCS) method is considered as the most reliable method for estimating the probabilities of reliability. In order to reduce the computational time of MCS, the proposed metamodelling framework is employed to predict the responses of the SSI system in the RBDO procedure. The metamodel consists of a weighted least squares support vector machine (WLS-SVM) and a wavelet kernel function, which is called WWLS-SVM. Numerical results demonstrate the efficiency and computational advantages of DGSA and the proposed metamodel for RBDO of reinforced concrete structures.

Extended capture range for focus-diverse phase retrieval in segmented aperture systems using geometrical optics.

PubMed

Jurling, Alden S; Fienup, James R

2014-03-01

Extending previous work by Thurman on wavefront sensing for segmented-aperture systems, we developed an algorithm for estimating segment tips and tilts from multiple point spread functions in different defocused planes. We also developed methods for overcoming two common modes for stagnation in nonlinear optimization-based phase retrieval algorithms for segmented systems. We showed that when used together, these methods largely solve the capture range problem in focus-diverse phase retrieval for segmented systems with large tips and tilts. Monte Carlo simulations produced a rate of success better than 98% for the combined approach.

Angle-of-Attack-Modulated Terminal Point Control for Neptune Aerocapture

NASA Technical Reports Server (NTRS)

Queen, Eric M.

2004-01-01

An aerocapture guidance algorithm based on a calculus of variations approach is developed, using angle of attack as the primary control variable. Bank angle is used as a secondary control to alleviate angle of attack extremes and to control inclination. The guidance equations are derived in detail. The controller has very small onboard computational requirements and is robust to atmospheric and aerodynamic dispersions. The algorithm is applied to aerocapture at Neptune. Three versions of the controller are considered with varying angle of attack authority. The three versions of the controller are evaluated using Monte Carlo simulations with expected dispersions.

Discrete Spin Vector Approach for Monte Carlo-based Magnetic Nanoparticle Simulations

NASA Astrophysics Data System (ADS)

Senkov, Alexander; Peralta, Juan; Sahay, Rahul

The study of magnetic nanoparticles has gained significant popularity due to the potential uses in many fields such as modern medicine, electronics, and engineering. To study the magnetic behavior of these particles in depth, it is important to be able to model and simulate their magnetic properties efficiently. Here we utilize the Metropolis-Hastings algorithm with a discrete spin vector model (in contrast to the standard continuous model) to model the magnetic hysteresis of a set of protected pure iron nanoparticles. We compare our simulations with the experimental hysteresis curves and discuss the efficiency of our algorithm.

Momentum conservation and unitarity in parton showers and NLL resummation

DOE PAGES

Höche, Stefan; Reichelt, Daniel; Siegert, Frank

2018-01-23

We present a systematic study of differences between NLL resummation and parton showers. We first construct a Markovian Monte-Carlo algorithm for resummation of additive observables in electron-positron annihilation. Approximations intrinsic to the pure NLL result are then removed, in order to obtain a traditional, momentum and probability conserving parton shower based on the coherent branching formalism. The impact of each approximation is studied, and an overall comparison is made between the parton shower and pure NLL resummation. Differences compared to modern parton-shower algorithms formulated in terms of color dipoles are analyzed.

Accuracy of Reaction Cross Section for Exotic Nuclei in Glauber Model Based on MCMC Diagnostics

NASA Astrophysics Data System (ADS)

Rueter, Keiti; Novikov, Ivan

2017-01-01

Parameters of a nuclear density distribution for an exotic nuclei with halo or skin structures can be determined from the experimentally measured reaction cross-section. In the presented work, to extract parameters such as nuclear size information for a halo and core, we compare experimental data on reaction cross-sections with values obtained using expressions of the Glauber Model. These calculations are performed using a Markov Chain Monte Carlo algorithm. We discuss the accuracy of the Monte Carlo approach and its dependence on k*, the power law turnover point in the discreet power spectrum of the random number sequence and on the lag-1 autocorrelation time of the random number sequence.

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.

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

GPU-accelerated computing for Lagrangian coherent structures of multi-body gravitational regimes

NASA Astrophysics Data System (ADS)

Lin, Mingpei; Xu, Ming; Fu, Xiaoyu

2017-04-01

Based on a well-established theoretical foundation, Lagrangian Coherent Structures (LCSs) have elicited widespread research on the intrinsic structures of dynamical systems in many fields, including the field of astrodynamics. Although the application of LCSs in dynamical problems seems straightforward theoretically, its associated computational cost is prohibitive. We propose a block decomposition algorithm developed on Compute Unified Device Architecture (CUDA) platform for the computation of the LCSs of multi-body gravitational regimes. In order to take advantage of GPU's outstanding computing properties, such as Shared Memory, Constant Memory, and Zero-Copy, the algorithm utilizes a block decomposition strategy to facilitate computation of finite-time Lyapunov exponent (FTLE) fields of arbitrary size and timespan. Simulation results demonstrate that this GPU-based algorithm can satisfy double-precision accuracy requirements and greatly decrease the time needed to calculate final results, increasing speed by approximately 13 times. Additionally, this algorithm can be generalized to various large-scale computing problems, such as particle filters, constellation design, and Monte-Carlo simulation.

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

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.

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

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.

Generalizing the self-healing diffusion Monte Carlo approach to finite temperature: a path for the optimization of low-energy many-body bases.

PubMed

Reboredo, Fernando A; Kim, Jeongnim

2014-02-21

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo, J. Chem. Phys. 136, 204101 (2012)] and some ideas of the correlation function Monte Carlo approach [D. M. Ceperley and B. Bernu, J. Chem. Phys. 89, 6316 (1988)]. In order to allow the evolution in imaginary time to describe the density matrix, we remove the fixed-node restriction using complex antisymmetric guiding wave functions. In the process we obtain a parallel algorithm that optimizes a small subspace of the many-body Hilbert space to provide maximum overlap with the subspace spanned by the lowest-energy eigenstates of a many-body Hamiltonian. We show in a model system that the partition function is progressively maximized within this subspace. We show that the subspace spanned by the small basis systematically converges towards the subspace spanned by the lowest energy eigenstates. Possible applications of this method for calculating the thermodynamic properties of many-body systems near the ground state are discussed. The resulting basis can also be used to accelerate the calculation of the ground or excited states with quantum Monte Carlo.

Generalizing the self-healing diffusion Monte Carlo approach to finite temperature: A path for the optimization of low-energy many-body bases

NASA Astrophysics Data System (ADS)

Reboredo, Fernando A.; Kim, Jeongnim

2014-02-01

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo, J. Chem. Phys. 136, 204101 (2012)] and some ideas of the correlation function Monte Carlo approach [D. M. Ceperley and B. Bernu, J. Chem. Phys. 89, 6316 (1988)]. In order to allow the evolution in imaginary time to describe the density matrix, we remove the fixed-node restriction using complex antisymmetric guiding wave functions. In the process we obtain a parallel algorithm that optimizes a small subspace of the many-body Hilbert space to provide maximum overlap with the subspace spanned by the lowest-energy eigenstates of a many-body Hamiltonian. We show in a model system that the partition function is progressively maximized within this subspace. We show that the subspace spanned by the small basis systematically converges towards the subspace spanned by the lowest energy eigenstates. Possible applications of this method for calculating the thermodynamic properties of many-body systems near the ground state are discussed. The resulting basis can also be used to accelerate the calculation of the ground or excited states with quantum Monte Carlo.

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

DOE PAGES

McDaniel, Tyler; D’Azevedo, Ed F.; Li, Ying Wai; ...

2017-11-07

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is therefore formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with applicationmore » of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. Here this procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi- core CPUs and GPUs.« less

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

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

McDaniel, Tyler; D’Azevedo, Ed F.; Li, Ying Wai

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is therefore formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with applicationmore » of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. Here this procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi- core CPUs and GPUs.« less

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo.

PubMed

McDaniel, T; D'Azevedo, E F; Li, Y W; Wong, K; Kent, P R C

2017-11-07

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.

Delayed Slater determinant update algorithms for high efficiency quantum Monte Carlo

NASA Astrophysics Data System (ADS)

McDaniel, T.; D'Azevedo, E. F.; Li, Y. W.; Wong, K.; Kent, P. R. C.

2017-11-01

Within ab initio Quantum Monte Carlo simulations, the leading numerical cost for large systems is the computation of the values of the Slater determinants in the trial wavefunction. Each Monte Carlo step requires finding the determinant of a dense matrix. This is most commonly iteratively evaluated using a rank-1 Sherman-Morrison updating scheme to avoid repeated explicit calculation of the inverse. The overall computational cost is, therefore, formally cubic in the number of electrons or matrix size. To improve the numerical efficiency of this procedure, we propose a novel multiple rank delayed update scheme. This strategy enables probability evaluation with an application of accepted moves to the matrices delayed until after a predetermined number of moves, K. The accepted events are then applied to the matrices en bloc with enhanced arithmetic intensity and computational efficiency via matrix-matrix operations instead of matrix-vector operations. This procedure does not change the underlying Monte Carlo sampling or its statistical efficiency. For calculations on large systems and algorithms such as diffusion Monte Carlo, where the acceptance ratio is high, order of magnitude improvements in the update time can be obtained on both multi-core central processing units and graphical processing units.

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.

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

Beltran, C; Kamal, H

Purpose: To provide a multicriteria optimization algorithm for intensity modulated radiation therapy using pencil proton beam scanning. Methods: Intensity modulated radiation therapy using pencil proton beam scanning requires efficient optimization algorithms to overcome the uncertainties in the Bragg peaks locations. This work is focused on optimization algorithms that are based on Monte Carlo simulation of the treatment planning and use the weights and the dose volume histogram (DVH) control points to steer toward desired plans. The proton beam treatment planning process based on single objective optimization (representing a weighted sum of multiple objectives) usually leads to time-consuming iterations involving treatmentmore » planning team members. We proved a time efficient multicriteria optimization algorithm that is developed to run on NVIDIA GPU (Graphical Processing Units) cluster. The multicriteria optimization algorithm running time benefits from up-sampling of the CT voxel size of the calculations without loss of fidelity. Results: We will present preliminary results of Multicriteria optimization for intensity modulated proton therapy based on DVH control points. The results will show optimization results of a phantom case and a brain tumor case. Conclusion: The multicriteria optimization of the intensity modulated radiation therapy using pencil proton beam scanning provides a novel tool for treatment planning. Work support by a grant from Varian Inc.« less

Particle identification algorithms for the PANDA Endcap Disc DIRC

NASA Astrophysics Data System (ADS)

Schmidt, M.; Ali, A.; Belias, A.; Dzhygadlo, R.; Gerhardt, A.; Götzen, K.; Kalicy, G.; Krebs, M.; Lehmann, D.; Nerling, F.; Patsyuk, M.; Peters, K.; Schepers, G.; Schmitt, L.; Schwarz, C.; Schwiening, J.; Traxler, M.; Böhm, M.; Eyrich, W.; Lehmann, A.; Pfaffinger, M.; Uhlig, F.; Düren, M.; Etzelmüller, E.; Föhl, K.; Hayrapetyan, A.; Kreutzfeld, K.; Merle, O.; Rieke, J.; Wasem, T.; Achenbach, P.; Cardinali, M.; Hoek, M.; Lauth, W.; Schlimme, S.; Sfienti, C.; Thiel, M.

2017-12-01

The Endcap Disc DIRC has been developed to provide an excellent particle identification for the future PANDA experiment by separating pions and kaons up to a momentum of 4 GeV/c with a separation power of 3 standard deviations in the polar angle region from 5o to 22o. This goal will be achieved using dedicated particle identification algorithms based on likelihood methods and will be applied in an offline analysis and online event filtering. This paper evaluates the resulting PID performance using Monte-Carlo simulations to study basic single track PID as well as the analysis of complex physics channels. The online reconstruction algorithm has been tested with a Virtex4 FGPA card and optimized regarding the resulting constraints.

Remote sensing of oligotrophic waters: model divergence at low chlorophyll concentrations.

PubMed

Mehrtens, Hela; Martin, Thomas

2002-11-20

The performance of the OC2 Sea-viewing Wide Field-of-view Sensor (SeaWiFS) algorithm based on 490- and 555-nm water-leaving radiances at low chlorophyll contents is compared with those of semianalytical models and a Monte Carlo radiative transfer model. We introduce our model, which uses two particle phase functions and scattering coefficient parameterizations to achieve a backscattering ratio that varies with chlorophyll concentration. We discuss the various parameterizations and compare them with existent measurements. The SeaWiFS algorithm could be confirmed within an accuracy of 35% over a chlorophyll range from 0.1 to 1 mg m(-3), whereas for lower chlorophyll concentrations we found a significant overestimation of the OC2 algorithm.

Estimating the size of the solution space of metabolic networks

PubMed Central

Braunstein, Alfredo; Mulet, Roberto; Pagnani, Andrea

2008-01-01

Background Cellular metabolism is one of the most investigated system of biological interactions. While the topological nature of individual reactions and pathways in the network is quite well understood there is still a lack of comprehension regarding the global functional behavior of the system. In the last few years flux-balance analysis (FBA) has been the most successful and widely used technique for studying metabolism at system level. This method strongly relies on the hypothesis that the organism maximizes an objective function. However only under very specific biological conditions (e.g. maximization of biomass for E. coli in reach nutrient medium) the cell seems to obey such optimization law. A more refined analysis not assuming extremization remains an elusive task for large metabolic systems due to algorithmic limitations. Results In this work we propose a novel algorithmic strategy that provides an efficient characterization of the whole set of stable fluxes compatible with the metabolic constraints. Using a technique derived from the fields of statistical physics and information theory we designed a message-passing algorithm to estimate the size of the affine space containing all possible steady-state flux distributions of metabolic networks. The algorithm, based on the well known Bethe approximation, can be used to approximately compute the volume of a non full-dimensional convex polytope in high dimensions. We first compare the accuracy of the predictions with an exact algorithm on small random metabolic networks. We also verify that the predictions of the algorithm match closely those of Monte Carlo based methods in the case of the Red Blood Cell metabolic network. Then we test the effect of gene knock-outs on the size of the solution space in the case of E. coli central metabolism. Finally we analyze the statistical properties of the average fluxes of the reactions in the E. coli metabolic network. Conclusion We propose a novel efficient distributed algorithmic strategy to estimate the size and shape of the affine space of a non full-dimensional convex polytope in high dimensions. The method is shown to obtain, quantitatively and qualitatively compatible results with the ones of standard algorithms (where this comparison is possible) being still efficient on the analysis of large biological systems, where exact deterministic methods experience an explosion in algorithmic time. The algorithm we propose can be considered as an alternative to Monte Carlo sampling methods. PMID:18489757

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

Jakeman, John D.; Narayan, Akil; Zhou, Tao

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

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

Jakeman, John D.; Narayan, Akil; Zhou, Tao

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

DOE PAGES

Jakeman, John D.; Narayan, Akil; Zhou, Tao

2017-06-22

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditionedmore » $$\\ell^1$$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.« less

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 flexibility of the Monte Carlo based RapidArc QA system were demonstrated. Good machine performance and accurate dose distribution delivery of RapidArc plans were observed. The sampling used in the TPS optimization algorithm was found to be adequate.

Dosimetric verification and clinical evaluation of a new commercially available Monte Carlo-based dose algorithm for application in stereotactic body radiation therapy (SBRT) treatment planning

NASA Astrophysics Data System (ADS)

Fragoso, Margarida; Wen, Ning; Kumar, Sanath; Liu, Dezhi; Ryu, Samuel; Movsas, Benjamin; Munther, Ajlouni; Chetty, Indrin J.

2010-08-01

Modern cancer treatment techniques, such as intensity-modulated radiation therapy (IMRT) and stereotactic body radiation therapy (SBRT), have greatly increased the demand for more accurate treatment planning (structure definition, dose calculation, etc) and dose delivery. The ability to use fast and accurate Monte Carlo (MC)-based dose calculations within a commercial treatment planning system (TPS) in the clinical setting is now becoming more of a reality. This study describes the dosimetric verification and initial clinical evaluation of a new commercial MC-based photon beam dose calculation algorithm, within the iPlan v.4.1 TPS (BrainLAB AG, Feldkirchen, Germany). Experimental verification of the MC photon beam model was performed with film and ionization chambers in water phantoms and in heterogeneous solid-water slabs containing bone and lung-equivalent materials for a 6 MV photon beam from a Novalis (BrainLAB) linear accelerator (linac) with a micro-multileaf collimator (m3 MLC). The agreement between calculated and measured dose distributions in the water phantom verification tests was, on average, within 2%/1 mm (high dose/high gradient) and was within ±4%/2 mm in the heterogeneous slab geometries. Example treatment plans in the lung show significant differences between the MC and one-dimensional pencil beam (PB) algorithms within iPlan, especially for small lesions in the lung, where electronic disequilibrium effects are emphasized. Other user-specific features in the iPlan system, such as options to select dose to water or dose to medium, and the mean variance level, have been investigated. Timing results for typical lung treatment plans show the total computation time (including that for processing and I/O) to be less than 10 min for 1-2% mean variance (running on a single PC with 8 Intel Xeon X5355 CPUs, 2.66 GHz). Overall, the iPlan MC algorithm is demonstrated to be an accurate and efficient dose algorithm, incorporating robust tools for MC-based SBRT treatment planning in the routine clinical setting.

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

Quantum-enhanced reinforcement learning for finite-episode games with discrete state spaces

NASA Astrophysics Data System (ADS)

Neukart, Florian; Von Dollen, David; Seidel, Christian; Compostella, Gabriele

2017-12-01

Quantum annealing algorithms belong to the class of metaheuristic tools, applicable for solving binary optimization problems. Hardware implementations of quantum annealing, such as the quantum annealing machines produced by D-Wave Systems, have been subject to multiple analyses in research, with the aim of characterizing the technology's usefulness for optimization and sampling tasks. Here, we present a way to partially embed both Monte Carlo policy iteration for finding an optimal policy on random observations, as well as how to embed n sub-optimal state-value functions for approximating an improved state-value function given a policy for finite horizon games with discrete state spaces on a D-Wave 2000Q quantum processing unit (QPU). We explain how both problems can be expressed as a quadratic unconstrained binary optimization (QUBO) problem, and show that quantum-enhanced Monte Carlo policy evaluation allows for finding equivalent or better state-value functions for a given policy with the same number episodes compared to a purely classical Monte Carlo algorithm. Additionally, we describe a quantum-classical policy learning algorithm. Our first and foremost aim is to explain how to represent and solve parts of these problems with the help of the QPU, and not to prove supremacy over every existing classical policy evaluation algorithm.

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.

Exploration of the association rules mining technique for the signal detection of adverse drug events in spontaneous reporting systems.

PubMed

Wang, Chao; Guo, Xiao-Jing; Xu, Jin-Fang; Wu, Cheng; Sun, Ya-Lin; Ye, Xiao-Fei; Qian, Wei; Ma, Xiu-Qiang; Du, Wen-Min; He, Jia

2012-01-01

The detection of signals of adverse drug events (ADEs) has increased because of the use of data mining algorithms in spontaneous reporting systems (SRSs). However, different data mining algorithms have different traits and conditions for application. The objective of our study was to explore the application of association rule (AR) mining in ADE signal detection and to compare its performance with that of other algorithms. Monte Carlo simulation was applied to generate drug-ADE reports randomly according to the characteristics of SRS datasets. Thousand simulated datasets were mined by AR and other algorithms. On average, 108,337 reports were generated by the Monte Carlo simulation. Based on the predefined criterion that 10% of the drug-ADE combinations were true signals, with RR equaling to 10, 4.9, 1.5, and 1.2, AR detected, on average, 284 suspected associations with a minimum support of 3 and a minimum lift of 1.2. The area under the receiver operating characteristic (ROC) curve of the AR was 0.788, which was equivalent to that shown for other algorithms. Additionally, AR was applied to reports submitted to the Shanghai SRS in 2009. Five hundred seventy combinations were detected using AR from 24,297 SRS reports, and they were compared with recognized ADEs identified by clinical experts and various other sources. AR appears to be an effective method for ADE signal detection, both in simulated and real SRS datasets. The limitations of this method exposed in our study, i.e., a non-uniform thresholds setting and redundant rules, require further research.

Simulated Stochastic Approximation Annealing for Global Optimization with a Square-Root Cooling Schedule

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

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-06-13

Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to have such a long CPU time. This paper proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation Markov chain Monte Carlo, it is shown that themore » new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, e.g., a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors.« less

Design of the algorithm of photons migration in the multilayer skin structure

NASA Astrophysics Data System (ADS)

Bulykina, Anastasiia B.; Ryzhova, Victoria A.; Korotaev, Valery V.; Samokhin, Nikita Y.

2017-06-01

Design of approaches and methods of the oncological diseases diagnostics has special significance. It allows determining any kind of tumors at early stages. The development of optical and laser technologies provided increase of a number of methods allowing making diagnostic studies of oncological diseases. A promising area of biomedical diagnostics is the development of automated nondestructive testing systems for the study of the skin polarizing properties based on backscattered radiation detection. Specification of the examined tissue polarizing properties allows studying of structural properties change influenced by various pathologies. Consequently, measurement and analysis of the polarizing properties of the scattered optical radiation for the development of methods for diagnosis and imaging of skin in vivo appear relevant. The purpose of this research is to design the algorithm of photons migration in the multilayer skin structure. In this research, the algorithm of photons migration in the multilayer skin structure was designed. It is based on the use of the Monte Carlo method. Implemented Monte Carlo method appears as a tracking the paths of photons experiencing random discrete direction changes before they are released from the analyzed area or decrease their intensity to negligible levels. Modeling algorithm consists of the medium and the source characteristics generation, a photon generating considering spatial coordinates of the polar and azimuthal angles, the photon weight reduction calculating due to specular and diffuse reflection, the photon mean free path definition, the photon motion direction angle definition as a result of random scattering with a Henyey-Greenstein phase function, the medium's absorption calculation. Biological tissue is modeled as a homogeneous scattering sheet characterized by absorption, a scattering and anisotropy coefficients.

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.

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.

WARP

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

Bergmann, Ryan M.; Rowland, Kelly L.

2017-04-12

WARP, which can stand for ``Weaving All the Random Particles,'' is a three-dimensional (3D) continuous energy Monte Carlo neutron transport code developed at UC Berkeley to efficiently execute on NVIDIA graphics processing unit (GPU) platforms. WARP accelerates Monte Carlo simulations while preserving the benefits of using the Monte Carlo method, namely, that very few physical and geometrical simplifications are applied. WARP is able to calculate multiplication factors, neutron flux distributions (in both space and energy), and fission source distributions for time-independent neutron transport problems. It can run in both criticality or fixed source modes, but fixed source mode is currentlymore » not robust, optimized, or maintained in the newest version. WARP can transport neutrons in unrestricted arrangements of parallelepipeds, hexagonal prisms, cylinders, and spheres. The goal of developing WARP is to investigate algorithms that can grow into a full-featured, continuous energy, Monte Carlo neutron transport code that is accelerated by running on GPUs. The crux of the effort is to make Monte Carlo calculations faster while producing accurate results. Modern supercomputers are commonly being built with GPU coprocessor cards in their nodes to increase their computational efficiency and performance. GPUs execute efficiently on data-parallel problems, but most CPU codes, including those for Monte Carlo neutral particle transport, are predominantly task-parallel. WARP uses a data-parallel neutron transport algorithm to take advantage of the computing power GPUs offer.« 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.

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.

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.

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.

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.

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.

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.

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.

A new concept of pencil beam dose calculation for 40-200 keV photons using analytical dose kernels.

PubMed

Bartzsch, Stefan; Oelfke, Uwe

2013-11-01

The advent of widespread kV-cone beam computer tomography in image guided radiation therapy and special therapeutic application of keV photons, e.g., in microbeam radiation therapy (MRT) require accurate and fast dose calculations for photon beams with energies between 40 and 200 keV. Multiple photon scattering originating from Compton scattering and the strong dependence of the photoelectric cross section on the atomic number of the interacting tissue render these dose calculations by far more challenging than the ones established for corresponding MeV beams. That is why so far developed analytical models of kV photon dose calculations fail to provide the required accuracy and one has to rely on time consuming Monte Carlo simulation techniques. In this paper, the authors introduce a novel analytical approach for kV photon dose calculations with an accuracy that is almost comparable to the one of Monte Carlo simulations. First, analytical point dose and pencil beam kernels are derived for homogeneous media and compared to Monte Carlo simulations performed with the Geant4 toolkit. The dose contributions are systematically separated into contributions from the relevant orders of multiple photon scattering. Moreover, approximate scaling laws for the extension of the algorithm to inhomogeneous media are derived. The comparison of the analytically derived dose kernels in water showed an excellent agreement with the Monte Carlo method. Calculated values deviate less than 5% from Monte Carlo derived dose values, for doses above 1% of the maximum dose. The analytical structure of the kernels allows adaption to arbitrary materials and photon spectra in the given energy range of 40-200 keV. The presented analytical methods can be employed in a fast treatment planning system for MRT. In convolution based algorithms dose calculation times can be reduced to a few minutes.

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.

Novel hybrid GPU-CPU implementation of parallelized Monte Carlo parametric expectation maximization estimation method for population pharmacokinetic data analysis.

PubMed

Ng, C M

2013-10-01

The development of a population PK/PD model, an essential component for model-based drug development, is both time- and labor-intensive. A graphical-processing unit (GPU) computing technology has been proposed and used to accelerate many scientific computations. The objective of this study was to develop a hybrid GPU-CPU implementation of parallelized Monte Carlo parametric expectation maximization (MCPEM) estimation algorithm for population PK data analysis. A hybrid GPU-CPU implementation of the MCPEM algorithm (MCPEMGPU) and identical algorithm that is designed for the single CPU (MCPEMCPU) were developed using MATLAB in a single computer equipped with dual Xeon 6-Core E5690 CPU and a NVIDIA Tesla C2070 GPU parallel computing card that contained 448 stream processors. Two different PK models with rich/sparse sampling design schemes were used to simulate population data in assessing the performance of MCPEMCPU and MCPEMGPU. Results were analyzed by comparing the parameter estimation and model computation times. Speedup factor was used to assess the relative benefit of parallelized MCPEMGPU over MCPEMCPU in shortening model computation time. The MCPEMGPU consistently achieved shorter computation time than the MCPEMCPU and can offer more than 48-fold speedup using a single GPU card. The novel hybrid GPU-CPU implementation of parallelized MCPEM algorithm developed in this study holds a great promise in serving as the core for the next-generation of modeling software for population PK/PD analysis.

Evaluating 99mTc Auger electrons for targeted tumor radiotherapy by computational methods.

PubMed

Tavares, Adriana Alexandre S; Tavares, João Manuel R S

2010-07-01

Technetium-99m (99mTc) has been widely used as an imaging agent but only recently has been considered for therapeutic applications. This study aims to analyze the potential use of 99mTc Auger electrons for targeted tumor radiotherapy by evaluating the DNA damage and its probability of correct repair and by studying the cellular kinetics, following 99mTc Auger electron irradiation in comparison to iodine-131 (131I) beta minus particles and astatine-211 (211At) alpha particle irradiation. Computational models were used to estimate the yield of DNA damage (fast Monte Carlo damage algorithm), the probability of correct repair (Monte Carlo excision repair algorithm), and cell kinetic effects (virtual cell radiobiology algorithm) after irradiation with the selected particles. The results obtained with the algorithms used suggested that 99mTc CKMMX (all M-shell Coster-Kroning--CK--and super-CK transitions) electrons and Auger MXY (all M-shell Auger transitions) have a therapeutic potential comparable to high linear energy transfer 211At alpha particles and higher than 131I beta minus particles. All the other 99mTc electrons had a therapeutic potential similar to 131I beta minus particles. 99mTc CKMMX electrons and Auger MXY presented a higher probability to induce apoptosis than 131I beta minus particles and a probability similar to 211At alpha particles. Based on the results here, 99mTc CKMMX electrons and Auger MXY are useful electrons for targeted tumor radiotherapy.

Lattice QCD based on OpenCL

NASA Astrophysics Data System (ADS)

Bach, Matthias; Lindenstruth, Volker; Philipsen, Owe; Pinke, Christopher

2013-09-01

We present an OpenCL-based Lattice QCD application using a heatbath algorithm for the pure gauge case and Wilson fermions in the twisted mass formulation. The implementation is platform independent and can be used on AMD or NVIDIA GPUs, as well as on classical CPUs. On the AMD Radeon HD 5870 our double precision ⁄D implementation performs at 60 GFLOPS over a wide range of lattice sizes. The hybrid Monte Carlo presented reaches a speedup of four over the reference code running on a server CPU.

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.

MONTE CARLO SIMULATIONS OF PERIODIC PULSED REACTOR WITH MOVING GEOMETRY PARTS

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

Cao, Yan; Gohar, Yousry

2015-11-01

In a periodic pulsed reactor, the reactor state varies periodically from slightly subcritical to slightly prompt supercritical for producing periodic power pulses. Such periodic state change is accomplished by a periodic movement of specific reactor parts, such as control rods or reflector sections. The analysis of such reactor is difficult to perform with the current reactor physics computer programs. Based on past experience, the utilization of the point kinetics approximations gives considerable errors in predicting the magnitude and the shape of the power pulse if the reactor has significantly different neutron life times in different zones. To accurately simulate themore » dynamics of this type of reactor, a Monte Carlo procedure using the transfer function TRCL/TR of the MCNP/MCNPX computer programs is utilized to model the movable reactor parts. In this paper, two algorithms simulating the geometry part movements during a neutron history tracking have been developed. Several test cases have been developed to evaluate these procedures. The numerical test cases have shown that the developed algorithms can be utilized to simulate the reactor dynamics with movable geometry parts.« less

Macroion solutions in the cell model studied by field theory and Monte Carlo simulations.

PubMed

Lue, Leo; Linse, Per

2011-12-14

Aqueous solutions of charged spherical macroions with variable dielectric permittivity and their associated counterions are examined within the cell model using a field theory and Monte Carlo simulations. The field theory is based on separation of fields into short- and long-wavelength terms, which are subjected to different statistical-mechanical treatments. The simulations were performed by using a new, accurate, and fast algorithm for numerical evaluation of the electrostatic polarization interaction. The field theory provides counterion distributions outside a macroion in good agreement with the simulation results over the full range from weak to strong electrostatic coupling. A low-dielectric macroion leads to a displacement of the counterions away from the macroion. © 2011 American Institute of Physics

A GPU-based large-scale Monte Carlo simulation method for systems with long-range interactions

NASA Astrophysics Data System (ADS)

Liang, Yihao; Xing, Xiangjun; Li, Yaohang

2017-06-01

In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD) architectures, and adopts the sequential updating scheme of Metropolis algorithm. It makes no approximation in the computation of energy, and reaches a remarkable 440-fold speedup, compared with the serial implementation on CPU. We further use this method to simulate primitive model electrolytes, and measure very precisely all ion-ion pair correlation functions at high concentrations. From these data, we extract the renormalized Debye length, renormalized valences of constituent ions, and renormalized dielectric constants. These results demonstrate unequivocally physics beyond the classical Poisson-Boltzmann theory.

An Efficient MCMC Algorithm to Sample Binary Matrices with Fixed Marginals

ERIC Educational Resources Information Center

Verhelst, Norman D.

2008-01-01

Uniform sampling of binary matrices with fixed margins is known as a difficult problem. Two classes of algorithms to sample from a distribution not too different from the uniform are studied in the literature: importance sampling and Markov chain Monte Carlo (MCMC). Existing MCMC algorithms converge slowly, require a long burn-in period and yield…

Complex-based OCT angiography algorithm recovers microvascular information better than amplitude- or phase-based algorithms in phase-stable systems

NASA Astrophysics Data System (ADS)

Xu, Jingjiang; Song, Shaozhen; Li, Yuandong; Wang, Ruikang K.

2018-01-01

Optical coherence tomography angiography (OCTA) is increasingly becoming a popular inspection tool for biomedical imaging applications. By exploring the amplitude, phase and complex information available in OCT signals, numerous algorithms have been proposed that contrast functional vessel networks within microcirculatory tissue beds. However, it is not clear which algorithm delivers optimal imaging performance. Here, we investigate systematically how amplitude and phase information have an impact on the OCTA imaging performance, to establish the relationship of amplitude and phase stability with OCT signal-to-noise ratio (SNR), time interval and particle dynamics. With either repeated A-scan or repeated B-scan imaging protocols, the amplitude noise increases with the increase of OCT SNR; however, the phase noise does the opposite, i.e. it increases with the decrease of OCT SNR. Coupled with experimental measurements, we utilize a simple Monte Carlo (MC) model to simulate the performance of amplitude-, phase- and complex-based algorithms for OCTA imaging, the results of which suggest that complex-based algorithms deliver the best performance when the phase noise is  <  ~40 mrad. We also conduct a series of in vivo vascular imaging in animal models and human retina to verify the findings from the MC model through assessing the OCTA performance metrics of vessel connectivity, image SNR and contrast-to-noise ratio. We show that for all the metrics assessed, the complex-based algorithm delivers better performance than either the amplitude- or phase-based algorithms for both the repeated A-scan and the B-scan imaging protocols, which agrees well with the conclusion drawn from the MC simulations.

Complex-based OCT angiography algorithm recovers microvascular information better than amplitude- or phase-based algorithms in phase-stable systems.

PubMed

Xu, Jingjiang; Song, Shaozhen; Li, Yuandong; Wang, Ruikang K

2017-12-19

Optical coherence tomography angiography (OCTA) is increasingly becoming a popular inspection tool for biomedical imaging applications. By exploring the amplitude, phase and complex information available in OCT signals, numerous algorithms have been proposed that contrast functional vessel networks within microcirculatory tissue beds. However, it is not clear which algorithm delivers optimal imaging performance. Here, we investigate systematically how amplitude and phase information have an impact on the OCTA imaging performance, to establish the relationship of amplitude and phase stability with OCT signal-to-noise ratio (SNR), time interval and particle dynamics. With either repeated A-scan or repeated B-scan imaging protocols, the amplitude noise increases with the increase of OCT SNR; however, the phase noise does the opposite, i.e. it increases with the decrease of OCT SNR. Coupled with experimental measurements, we utilize a simple Monte Carlo (MC) model to simulate the performance of amplitude-, phase- and complex-based algorithms for OCTA imaging, the results of which suggest that complex-based algorithms deliver the best performance when the phase noise is  <  ~40 mrad. We also conduct a series of in vivo vascular imaging in animal models and human retina to verify the findings from the MC model through assessing the OCTA performance metrics of vessel connectivity, image SNR and contrast-to-noise ratio. We show that for all the metrics assessed, the complex-based algorithm delivers better performance than either the amplitude- or phase-based algorithms for both the repeated A-scan and the B-scan imaging protocols, which agrees well with the conclusion drawn from the MC simulations.

Ion Structure Near a Core-Shell Dielectric Nanoparticle

NASA Astrophysics Data System (ADS)

Ma, Manman; Gan, Zecheng; Xu, Zhenli

2017-02-01

A generalized image charge formulation is proposed for the Green's function of a core-shell dielectric nanoparticle for which theoretical and simulation investigations are rarely reported due to the difficulty of resolving the dielectric heterogeneity. Based on the formulation, an efficient and accurate algorithm is developed for calculating electrostatic polarization charges of mobile ions, allowing us to study related physical systems using the Monte Carlo algorithm. The computer simulations show that a fine-tuning of the shell thickness or the ion-interface correlation strength can greatly alter electric double-layer structures and capacitances, owing to the complicated interplay between dielectric boundary effects and ion-interface correlations.

Robust Maneuvering Envelope Estimation Based on Reachability Analysis in an Optimal Control Formulation

NASA Technical Reports Server (NTRS)

Lombaerts, Thomas; Schuet, Stefan R.; Wheeler, Kevin; Acosta, Diana; Kaneshige, John

2013-01-01

This paper discusses an algorithm for estimating the safe maneuvering envelope of damaged aircraft. The algorithm performs a robust reachability analysis through an optimal control formulation while making use of time scale separation and taking into account uncertainties in the aerodynamic derivatives. Starting with an optimal control formulation, the optimization problem can be rewritten as a Hamilton- Jacobi-Bellman equation. This equation can be solved by level set methods. This approach has been applied on an aircraft example involving structural airframe damage. Monte Carlo validation tests have confirmed that this approach is successful in estimating the safe maneuvering envelope for damaged aircraft.

Ising antiferromagnet on the Archimedean lattices.

PubMed

Yu, Unjong

2015-06-01

Geometric frustration effects were studied systematically with the Ising antiferromagnet on the 11 Archimedean lattices using the Monte Carlo methods. The Wang-Landau algorithm for static properties (specific heat and residual entropy) and the Metropolis algorithm for a freezing order parameter were adopted. The exact residual entropy was also found. Based on the degree of frustration and dynamic properties, ground states of them were determined. The Shastry-Sutherland lattice and the trellis lattice are weakly frustrated and have two- and one-dimensional long-range-ordered ground states, respectively. The bounce, maple-leaf, and star lattices have the spin ice phase. The spin liquid phase appears in the triangular and kagome lattices.

Ising antiferromagnet on the Archimedean lattices

NASA Astrophysics Data System (ADS)

Yu, Unjong

2015-06-01

Geometric frustration effects were studied systematically with the Ising antiferromagnet on the 11 Archimedean lattices using the Monte Carlo methods. The Wang-Landau algorithm for static properties (specific heat and residual entropy) and the Metropolis algorithm for a freezing order parameter were adopted. The exact residual entropy was also found. Based on the degree of frustration and dynamic properties, ground states of them were determined. The Shastry-Sutherland lattice and the trellis lattice are weakly frustrated and have two- and one-dimensional long-range-ordered ground states, respectively. The bounce, maple-leaf, and star lattices have the spin ice phase. The spin liquid phase appears in the triangular and kagome lattices.

Aspects of GPU perfomance in algorithms with random memory access

NASA Astrophysics Data System (ADS)

Kashkovsky, Alexander V.; Shershnev, Anton A.; Vashchenkov, Pavel V.

2017-10-01

The numerical code for solving the Boltzmann equation on the hybrid computational cluster using the Direct Simulation Monte Carlo (DSMC) method showed that on Tesla K40 accelerators computational performance drops dramatically with increase of percentage of occupied GPU memory. Testing revealed that memory access time increases tens of times after certain critical percentage of memory is occupied. Moreover, it seems to be the common problem of all NVidia's GPUs arising from its architecture. Few modifications of the numerical algorithm were suggested to overcome this problem. One of them, based on the splitting the memory into "virtual" blocks, resulted in 2.5 times speed up.

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.

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.

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.

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.

Bayesian reconstruction of projection reconstruction NMR (PR-NMR).

PubMed

Yoon, Ji Won

2014-11-01

Projection reconstruction nuclear magnetic resonance (PR-NMR) is a technique for generating multidimensional NMR spectra. A small number of projections from lower-dimensional NMR spectra are used to reconstruct the multidimensional NMR spectra. In our previous work, it was shown that multidimensional NMR spectra are efficiently reconstructed using peak-by-peak based reversible jump Markov chain Monte Carlo (RJMCMC) algorithm. We propose an extended and generalized RJMCMC algorithm replacing a simple linear model with a linear mixed model to reconstruct close NMR spectra into true spectra. This statistical method generates samples in a Bayesian scheme. Our proposed algorithm is tested on a set of six projections derived from the three-dimensional 700 MHz HNCO spectrum of a protein HasA. Copyright © 2014 Elsevier Ltd. All rights reserved.

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.

Genetic Algorithms and Their Application to the Protein Folding Problem

DTIC Science & Technology

1993-12-01

and symbolic methods, random methods such as Monte Carlo simulation and simulated annealing, distance geometry, and molecular dynamics. Many of these...calculated energies with those obtained using the molecular simulation software package called CHARMm. 10 9) Test both the simple and parallel simpie genetic...homology-based, and simplification techniques. 3.21 Molecular Dynamics. Perhaps the most natural approach is to actually simulate the folding process. This

Population-based metaheuristic optimization in neutron optics and shielding design

NASA Astrophysics Data System (ADS)

DiJulio, D. D.; Björgvinsdóttir, H.; Zendler, C.; Bentley, P. M.

2016-11-01

Population-based metaheuristic algorithms are powerful tools in the design of neutron scattering instruments and the use of these types of algorithms for this purpose is becoming more and more commonplace. Today there exists a wide range of algorithms to choose from when designing an instrument and it is not always initially clear which may provide the best performance. Furthermore, due to the nature of these types of algorithms, the final solution found for a specific design scenario cannot always be guaranteed to be the global optimum. Therefore, to explore the potential benefits and differences between the varieties of these algorithms available, when applied to such design scenarios, we have carried out a detailed study of some commonly used algorithms. For this purpose, we have developed a new general optimization software package which combines a number of common metaheuristic algorithms within a single user interface and is designed specifically with neutronic calculations in mind. The algorithms included in the software are implementations of Particle-Swarm Optimization (PSO), Differential Evolution (DE), Artificial Bee Colony (ABC), and a Genetic Algorithm (GA). The software has been used to optimize the design of several problems in neutron optics and shielding, coupled with Monte-Carlo simulations, in order to evaluate the performance of the various algorithms. Generally, the performance of the algorithms depended on the specific scenarios, however it was found that DE provided the best average solutions in all scenarios investigated in this work.

Measurement of high-energy neutron flux above ground utilizing a spallation based multiplicity technique

DOE PAGES

Roecker, Caleb; Bernstein, Adam; Marleau, Peter; ...

2016-11-14

Cosmogenic high-energy neutrons are a ubiquitous, difficult to shield, poorly measured background. Above ground the high-energy neutron energy-dependent flux has been measured, with significantly varying results. Below ground, high-energy neutron fluxes are largely unmeasured. Here we present a reconstruction algorithm to unfold the incident neutron energy-dependent flux measured using the Multiplicity and Recoil Spectrometer (MARS), simulated test cases to verify the algorithm, and provide a new measurement of the above ground high-energy neutron energy-dependent flux with a detailed systematic uncertainty analysis. Uncertainty estimates are provided based upon the measurement statistics, the incident angular distribution, the surrounding environment of the Montemore » Carlo model, and the MARS triggering efficiency. Quantified systematic uncertainty is dominated by the assumed incident neutron angular distribution and surrounding environment of the Monte Carlo model. The energy-dependent neutron flux between 90 MeV and 400 MeV is reported. Between 90 MeV and 250 MeV the MARS results are comparable to previous Bonner sphere measurements. Over the total energy regime measured, the MARS result are located within the span of previous measurements. Lastly, these results demonstrate the feasibility of future below ground measurements with MARS.« less

Measurement of high-energy neutron flux above ground utilizing a spallation based multiplicity technique

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

Roecker, Caleb; Bernstein, Adam; Marleau, Peter

Cosmogenic high-energy neutrons are a ubiquitous, difficult to shield, poorly measured background. Above ground the high-energy neutron energy-dependent flux has been measured, with significantly varying results. Below ground, high-energy neutron fluxes are largely unmeasured. Here we present a reconstruction algorithm to unfold the incident neutron energy-dependent flux measured using the Multiplicity and Recoil Spectrometer (MARS), simulated test cases to verify the algorithm, and provide a new measurement of the above ground high-energy neutron energy-dependent flux with a detailed systematic uncertainty analysis. Uncertainty estimates are provided based upon the measurement statistics, the incident angular distribution, the surrounding environment of the Montemore » Carlo model, and the MARS triggering efficiency. Quantified systematic uncertainty is dominated by the assumed incident neutron angular distribution and surrounding environment of the Monte Carlo model. The energy-dependent neutron flux between 90 MeV and 400 MeV is reported. Between 90 MeV and 250 MeV the MARS results are comparable to previous Bonner sphere measurements. Over the total energy regime measured, the MARS result are located within the span of previous measurements. Lastly, these results demonstrate the feasibility of future below ground measurements with MARS.« less

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

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.

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.

Generalizing the self-healing diffusion Monte Carlo approach to finite temperature: A path for the optimization of low-energy many-body bases

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

Reboredo, Fernando A.; Kim, Jeongnim

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo, J. Chem. Phys. 136, 204101 (2012)] and some ideas of the correlation function Monte Carlo approach [D. M. Ceperley and B. Bernu, J. Chem. Phys. 89, 6316 (1988)]. In order to allow the evolution in imaginary time to describe the density matrix, we remove the fixed-node restriction using complex antisymmetric guiding wave functions. In the process we obtain a parallel algorithm that optimizes a small subspacemore » of the many-body Hilbert space to provide maximum overlap with the subspace spanned by the lowest-energy eigenstates of a many-body Hamiltonian. We show in a model system that the partition function is progressively maximized within this subspace. We show that the subspace spanned by the small basis systematically converges towards the subspace spanned by the lowest energy eigenstates. Possible applications of this method for calculating the thermodynamic properties of many-body systems near the ground state are discussed. The resulting basis can also be used to accelerate the calculation of the ground or excited states with quantum Monte Carlo.« less

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.

Near-Field Source Localization by Using Focusing Technique

NASA Astrophysics Data System (ADS)

He, Hongyang; Wang, Yide; Saillard, Joseph

2008-12-01

We discuss two fast algorithms to localize multiple sources in near field. The symmetry-based method proposed by Zhi and Chia (2007) is first improved by implementing a search-free procedure for the reduction of computation cost. We present then a focusing-based method which does not require symmetric array configuration. By using focusing technique, the near-field signal model is transformed into a model possessing the same structure as in the far-field situation, which allows the bearing estimation with the well-studied far-field methods. With the estimated bearing, the range estimation of each source is consequently obtained by using 1D MUSIC method without parameter pairing. The performance of the improved symmetry-based method and the proposed focusing-based method is compared by Monte Carlo simulations and with Crammer-Rao bound as well. Unlike other near-field algorithms, these two approaches require neither high-computation cost nor high-order statistics.

Selected-node stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Duso, Lorenzo; Zechner, Christoph

2018-04-01

Stochastic simulations of biochemical networks are of vital importance for understanding complex dynamics in cells and tissues. However, existing methods to perform such simulations are associated with computational difficulties and addressing those remains a daunting challenge to the present. Here we introduce the selected-node stochastic simulation algorithm (snSSA), which allows us to exclusively simulate an arbitrary, selected subset of molecular species of a possibly large and complex reaction network. The algorithm is based on an analytical elimination of chemical species, thereby avoiding explicit simulation of the associated chemical events. These species are instead described continuously in terms of statistical moments derived from a stochastic filtering equation, resulting in a substantial speedup when compared to Gillespie's stochastic simulation algorithm (SSA). Moreover, we show that statistics obtained via snSSA profit from a variance reduction, which can significantly lower the number of Monte Carlo samples needed to achieve a certain performance. We demonstrate the algorithm using several biological case studies for which the simulation time could be reduced by orders of magnitude.

Robust transceiver design for reciprocal M × N interference channel based on statistical linearization approximation

NASA Astrophysics Data System (ADS)

Mayvan, Ali D.; Aghaeinia, Hassan; Kazemi, Mohammad

2017-12-01

This paper focuses on robust transceiver design for throughput enhancement on the interference channel (IC), under imperfect channel state information (CSI). In this paper, two algorithms are proposed to improve the throughput of the multi-input multi-output (MIMO) IC. Each transmitter and receiver has, respectively, M and N antennas and IC operates in a time division duplex mode. In the first proposed algorithm, each transceiver adjusts its filter to maximize the expected value of signal-to-interference-plus-noise ratio (SINR). On the other hand, the second algorithm tries to minimize the variances of the SINRs to hedge against the variability due to CSI error. Taylor expansion is exploited to approximate the effect of CSI imperfection on mean and variance. The proposed robust algorithms utilize the reciprocity of wireless networks to optimize the estimated statistical properties in two different working modes. Monte Carlo simulations are employed to investigate sum rate performance of the proposed algorithms and the advantage of incorporating variation minimization into the transceiver design.

General advancing front packing algorithm for the discrete element method

NASA Astrophysics Data System (ADS)

Morfa, Carlos A. Recarey; Pérez Morales, Irvin Pablo; de Farias, Márcio Muniz; de Navarra, Eugenio Oñate Ibañez; Valera, Roberto Roselló; Casañas, Harold Díaz-Guzmán

2018-01-01

A generic formulation of a new method for packing particles is presented. It is based on a constructive advancing front method, and uses Monte Carlo techniques for the generation of particle dimensions. The method can be used to obtain virtual dense packings of particles with several geometrical shapes. It employs continuous, discrete, and empirical statistical distributions in order to generate the dimensions of particles. The packing algorithm is very flexible and allows alternatives for: 1—the direction of the advancing front (inwards or outwards), 2—the selection of the local advancing front, 3—the method for placing a mobile particle in contact with others, and 4—the overlap checks. The algorithm also allows obtaining highly porous media when it is slightly modified. The use of the algorithm to generate real particle packings from grain size distribution curves, in order to carry out engineering applications, is illustrated. Finally, basic applications of the algorithm, which prove its effectiveness in the generation of a large number of particles, are carried out.

Extraction of diffuse correlation spectroscopy flow index by integration of Nth-order linear model with Monte Carlo simulation

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

Shang, Yu; Lin, Yu; Yu, Guoqiang, E-mail: guoqiang.yu@uky.edu

2014-05-12

Conventional semi-infinite solution for extracting blood flow index (BFI) from diffuse correlation spectroscopy (DCS) measurements may cause errors in estimation of BFI (αD{sub B}) in tissues with small volume and large curvature. We proposed an algorithm integrating Nth-order linear model of autocorrelation function with the Monte Carlo simulation of photon migrations in tissue for the extraction of αD{sub B}. The volume and geometry of the measured tissue were incorporated in the Monte Carlo simulation, which overcome the semi-infinite restrictions. The algorithm was tested using computer simulations on four tissue models with varied volumes/geometries and applied on an in vivo strokemore » model of mouse. Computer simulations shows that the high-order (N ≥ 5) linear algorithm was more accurate in extracting αD{sub B} (errors < ±2%) from the noise-free DCS data than the semi-infinite solution (errors: −5.3% to −18.0%) for different tissue models. Although adding random noises to DCS data resulted in αD{sub B} variations, the mean values of errors in extracting αD{sub B} were similar to those reconstructed from the noise-free DCS data. In addition, the errors in extracting the relative changes of αD{sub B} using both linear algorithm and semi-infinite solution were fairly small (errors < ±2.0%) and did not rely on the tissue volume/geometry. The experimental results from the in vivo stroke mice agreed with those in simulations, demonstrating the robustness of the linear algorithm. DCS with the high-order linear algorithm shows the potential for the inter-subject comparison and longitudinal monitoring of absolute BFI in a variety of tissues/organs with different volumes/geometries.« less

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.

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 calculate the dose distribution in lung cancer and can provide a notably effective tool for benchmarking the performance of other dose calculation algorithms within patients.

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.

Report of the AAPM Task Group No. 105: Issues associated with clinical implementation of Monte Carlo-based photon and electron external beam treatment planning.

PubMed

Chetty, Indrin J; Curran, Bruce; Cygler, Joanna E; DeMarco, John J; Ezzell, Gary; Faddegon, Bruce A; Kawrakow, Iwan; Keall, Paul J; Liu, Helen; Ma, C M Charlie; Rogers, D W O; Seuntjens, Jan; Sheikh-Bagheri, Daryoush; Siebers, Jeffrey V

2007-12-01

The Monte Carlo (MC) method has been shown through many research studies to calculate accurate dose distributions for clinical radiotherapy, particularly in heterogeneous patient tissues where the effects of electron transport cannot be accurately handled with conventional, deterministic dose algorithms. Despite its proven accuracy and the potential for improved dose distributions to influence treatment outcomes, the long calculation times previously associated with MC simulation rendered this method impractical for routine clinical treatment planning. However, the development of faster codes optimized for radiotherapy calculations and improvements in computer processor technology have substantially reduced calculation times to, in some instances, within minutes on a single processor. These advances have motivated several major treatment planning system vendors to embark upon the path of MC techniques. Several commercial vendors have already released or are currently in the process of releasing MC algorithms for photon and/or electron beam treatment planning. Consequently, the accessibility and use of MC treatment planning algorithms may well become widespread in the radiotherapy community. With MC simulation, dose is computed stochastically using first principles; this method is therefore quite different from conventional dose algorithms. Issues such as statistical uncertainties, the use of variance reduction techniques, the ability to account for geometric details in the accelerator treatment head simulation, and other features, are all unique components of a MC treatment planning algorithm. Successful implementation by the clinical physicist of such a system will require an understanding of the basic principles of MC techniques. The purpose of this report, while providing education and review on the use of MC simulation in radiotherapy planning, is to set out, for both users and developers, the salient issues associated with clinical implementation and experimental verification of MC dose algorithms. As the MC method is an emerging technology, this report is not meant to be prescriptive. Rather, it is intended as a preliminary report to review the tenets of the MC method and to provide the framework upon which to build a comprehensive program for commissioning and routine quality assurance of MC-based treatment planning systems.

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

Monte Carlo dose calculation using a cell processor based PlayStation 3 system

NASA Astrophysics Data System (ADS)

Chow, James C. L.; Lam, Phil; Jaffray, David A.

2012-02-01

This study investigates the performance of the EGSnrc computer code coupled with a Cell-based hardware in Monte Carlo simulation of radiation dose in radiotherapy. Performance evaluations of two processor-intensive functions namely, HOWNEAR and RANMAR_GET in the EGSnrc code were carried out basing on the 20-80 rule (Pareto principle). The execution speeds of the two functions were measured by the profiler gprof specifying the number of executions and total time spent on the functions. A testing architecture designed for Cell processor was implemented in the evaluation using a PlayStation3 (PS3) system. The evaluation results show that the algorithms examined are readily parallelizable on the Cell platform, provided that an architectural change of the EGSnrc was made. However, as the EGSnrc performance was limited by the PowerPC Processing Element in the PS3, PC coupled with graphics processing units or GPCPU may provide a more viable avenue for acceleration.

Probabilistic Magnetotelluric Inversion with Adaptive Regularisation Using the No-U-Turns Sampler

NASA Astrophysics Data System (ADS)

Conway, Dennis; Simpson, Janelle; Didana, Yohannes; Rugari, Joseph; Heinson, Graham

2018-04-01

We present the first inversion of magnetotelluric (MT) data using a Hamiltonian Monte Carlo algorithm. The inversion of MT data is an underdetermined problem which leads to an ensemble of feasible models for a given dataset. A standard approach in MT inversion is to perform a deterministic search for the single solution which is maximally smooth for a given data-fit threshold. An alternative approach is to use Markov Chain Monte Carlo (MCMC) methods, which have been used in MT inversion to explore the entire solution space and produce a suite of likely models. This approach has the advantage of assigning confidence to resistivity models, leading to better geological interpretations. Recent advances in MCMC techniques include the No-U-Turns Sampler (NUTS), an efficient and rapidly converging method which is based on Hamiltonian Monte Carlo. We have implemented a 1D MT inversion which uses the NUTS algorithm. Our model includes a fixed number of layers of variable thickness and resistivity, as well as probabilistic smoothing constraints which allow sharp and smooth transitions. We present the results of a synthetic study and show the accuracy of the technique, as well as the fast convergence, independence of starting models, and sampling efficiency. Finally, we test our technique on MT data collected from a site in Boulia, Queensland, Australia to show its utility in geological interpretation and ability to provide probabilistic estimates of features such as depth to basement.

Energy modulated electron therapy: Design, implementation, and evaluation of a novel method of treatment planning and delivery

NASA Astrophysics Data System (ADS)

Al-Yahya, Khalid

Energy modulated electron therapy (EMET) is a promising treatment modality that has the fundamental capabilities to enhance the treatment planning and delivery of superficially located targets. Although it offers advantages over x-ray intensity modulated radiation therapy (IMRT), EMET has not been widely implemented to the same level of accuracy, automation, and clinical routine as its x-ray counterpart. This lack of implementation is attributed to the absence of a remotely automated beam shaping system as well as the deficiency in dosimetric accuracy of clinical electron pencil beam algorithms in the presence of beam modifiers and tissue heterogeneities. In this study, we present a novel technique for treatment planning and delivery of EMET. The delivery is achieved using a prototype of an automated "few leaf electron collimator" (FLEC). It consists of four copper leaves driven by stepper motors which are synchronized with the x-ray jaws in order to form a series of collimated rectangular openings or "fieldlets". Based on Monte Carlo studies, the FLEC has been designed to serve as an accessory tool to the current accelerator equipment. The FLEC was constructed and its operation was fully automated and integrated with the accelerator through an in-house assembled control unit. The control unit is a portable computer system accompanied with customized software that delivers EMET plans after acquiring them from the optimization station. EMET plans are produced based on dose volume constraints that employ Monte Carlo pre-generated and patient-specific kernels which are utilized by an in-house developed optimization algorithm. The structure of the optimization software is demonstrated. Using Monte Carlo techniques to calculate dose allows for accurate modeling of the collimation system as well as the patient heterogeneous geometry and take into account their impact on optimization. The Monte Carlo calculations were validated by comparing them against output measurements with an ionization chamber. Comparisons with measurements using nearly energy-independent radiochromic films were performed to confirm the Monte Carlo calculation accuracy for 1-D and 2-D dose distributions. We investigated the clinical significance of EMET on cancer sites that are inherently difficult to plan with IMRT. Several parameters were used to analyze treatment plans where they show that EMET provides significant overall improvements over IMRT.

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

Bayesian inference and decision theory - A framework for decision making in natural resource management

USGS Publications Warehouse

Dorazio, R.M.; Johnson, F.A.

2003-01-01

Bayesian inference and decision theory may be used in the solution of relatively complex problems of natural resource management, owing to recent advances in statistical theory and computing. In particular, Markov chain Monte Carlo algorithms provide a computational framework for fitting models of adequate complexity and for evaluating the expected consequences of alternative management actions. We illustrate these features using an example based on management of waterfowl habitat.

Microstructure engineering of Pt-Al alloy thin films through Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Harris, R. A.; Terblans, J. J.; Swart, H. C.

2014-06-01

A kinetic algorithm, based on the regular solution model, was used in conjunction with the Monte Carlo method to simulate the evolution of a micro-scaled thin film system during exposure to a high temperature environment. Pt-Al thin films were prepared via electron beam physical vapor deposition (EB-PVD) with an atomic concentration ratio of Pt63:Al37. These films were heat treated at an annealing temperature of 400 °C for 16 and 49 minutes. Scanning Auger Microscopy (SAM) (PHI 700) was used to obtain elemental maps while sputtering through the thin films. Simulations were run for the same annealing temperatures and thin-film composition. From these simulations theoretical depth profiles and simulated microstructures were obtained. These were compared to the experimentally measured depth profiles and elemental maps.

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.

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.

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…

Modeling 2D and 3D diffusion.

PubMed

Saxton, Michael J

2007-01-01

Modeling obstructed diffusion is essential to the understanding of diffusion-mediated processes in the crowded cellular environment. Simple Monte Carlo techniques for modeling obstructed random walks are explained and related to Brownian dynamics and more complicated Monte Carlo methods. Random number generation is reviewed in the context of random walk simulations. Programming techniques and event-driven algorithms are discussed as ways to speed simulations.

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.

Simulation and performance of an artificial retina for 40 MHz track reconstruction

DOE PAGES

Abba, A.; Bedeschi, F.; Citterio, M.; ...

2015-03-05

We present the results of a detailed simulation of the artificial retina pattern-recognition algorithm, designed to reconstruct events with hundreds of charged-particle tracks in pixel and silicon detectors at LHCb with LHC crossing frequency of 40 MHz. Performances of the artificial retina algorithm are assessed using the official Monte Carlo samples of the LHCb experiment. We found performances for the retina pattern-recognition algorithm comparable with the full LHCb reconstruction algorithm.

Testing algorithms for critical slowing down

NASA Astrophysics Data System (ADS)

Cossu, Guido; Boyle, Peter; Christ, Norman; Jung, Chulwoo; Jüttner, Andreas; Sanfilippo, Francesco

2018-03-01

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among physical observables thus tackling the critical slowing down towards the continuum limit. We present a comparison of costs of the new algorithms with the standard HMC evolution for pure gauge fields, studying the autocorrelation times for various quantities including the topological charge.

Stochastic Inversion of 2D Magnetotelluric Data

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

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

A new real-time tsunami detection algorithm

NASA Astrophysics Data System (ADS)

Chierici, F.; Embriaco, D.; Pignagnoli, L.

2016-12-01

Real-time tsunami detection algorithms play a key role in any Tsunami Early Warning System. We have developed a new algorithm for tsunami detection based on the real-time tide removal and real-time band-pass filtering of sea-bed pressure recordings. The algorithm greatly increases the tsunami detection probability, shortens the detection delay and enhances detection reliability, at low computational cost. The algorithm is designed to be used also in autonomous early warning systems with a set of input parameters and procedures which can be reconfigured in real time. We have also developed a methodology based on Monte Carlo simulations to test the tsunami detection algorithms. The algorithm performance is estimated by defining and evaluating statistical parameters, namely the detection probability, the detection delay, which are functions of the tsunami amplitude and wavelength, and the occurring rate of false alarms. Pressure data sets acquired by Bottom Pressure Recorders in different locations and environmental conditions have been used in order to consider real working scenarios in the test. We also present an application of the algorithm to the tsunami event which occurred at Haida Gwaii on October 28th, 2012 using data recorded by the Bullseye underwater node of Ocean Networks Canada. The algorithm successfully ran for test purpose in year-long missions onboard the GEOSTAR stand-alone multidisciplinary abyssal observatory, deployed in the Gulf of Cadiz during the EC project NEAREST and on NEMO-SN1 cabled observatory deployed in the Western Ionian Sea, operational node of the European research infrastructure EMSO.

Neutrons in proton pencil beam scanning: parameterization of energy, quality factors and RBE

NASA Astrophysics Data System (ADS)

Schneider, Uwe; Hälg, Roger A.; Baiocco, Giorgio; Lomax, Tony

2016-08-01

The biological effectiveness of neutrons produced during proton therapy in inducing cancer is unknown, but potentially large. In particular, since neutron biological effectiveness is energy dependent, it is necessary to estimate, besides the dose, also the energy spectra, in order to obtain quantities which could be a measure of the biological effectiveness and test current models and new approaches against epidemiological studies on cancer induction after proton therapy. For patients treated with proton pencil beam scanning, this work aims to predict the spatially localized neutron energies, the effective quality factor, the weighting factor according to ICRP, and two RBE values, the first obtained from the saturation corrected dose mean lineal energy and the second from DSB cluster induction. A proton pencil beam was Monte Carlo simulated using GEANT. Based on the simulated neutron spectra for three different proton beam energies a parameterization of energy, quality factors and RBE was calculated. The pencil beam algorithm used for treatment planning at PSI has been extended using the developed parameterizations in order to calculate the spatially localized neutron energy, quality factors and RBE for each treated patient. The parameterization represents the simple quantification of neutron energy in two energy bins and the quality factors and RBE with a satisfying precision up to 85 cm away from the proton pencil beam when compared to the results based on 3D Monte Carlo simulations. The root mean square error of the energy estimate between Monte Carlo simulation based results and the parameterization is 3.9%. For the quality factors and RBE estimates it is smaller than 0.9%. The model was successfully integrated into the PSI treatment planning system. It was found that the parameterizations for neutron energy, quality factors and RBE were independent of proton energy in the investigated energy range of interest for proton therapy. The pencil beam algorithm has been extended using the developed parameterizations in order to calculate the neutron energy, quality factor and RBE.

Neutrons in proton pencil beam scanning: parameterization of energy, quality factors and RBE.

PubMed

Schneider, Uwe; Hälg, Roger A; Baiocco, Giorgio; Lomax, Tony

2016-08-21

The biological effectiveness of neutrons produced during proton therapy in inducing cancer is unknown, but potentially large. In particular, since neutron biological effectiveness is energy dependent, it is necessary to estimate, besides the dose, also the energy spectra, in order to obtain quantities which could be a measure of the biological effectiveness and test current models and new approaches against epidemiological studies on cancer induction after proton therapy. For patients treated with proton pencil beam scanning, this work aims to predict the spatially localized neutron energies, the effective quality factor, the weighting factor according to ICRP, and two RBE values, the first obtained from the saturation corrected dose mean lineal energy and the second from DSB cluster induction. A proton pencil beam was Monte Carlo simulated using GEANT. Based on the simulated neutron spectra for three different proton beam energies a parameterization of energy, quality factors and RBE was calculated. The pencil beam algorithm used for treatment planning at PSI has been extended using the developed parameterizations in order to calculate the spatially localized neutron energy, quality factors and RBE for each treated patient. The parameterization represents the simple quantification of neutron energy in two energy bins and the quality factors and RBE with a satisfying precision up to 85 cm away from the proton pencil beam when compared to the results based on 3D Monte Carlo simulations. The root mean square error of the energy estimate between Monte Carlo simulation based results and the parameterization is 3.9%. For the quality factors and RBE estimates it is smaller than 0.9%. The model was successfully integrated into the PSI treatment planning system. It was found that the parameterizations for neutron energy, quality factors and RBE were independent of proton energy in the investigated energy range of interest for proton therapy. The pencil beam algorithm has been extended using the developed parameterizations in order to calculate the neutron energy, quality factor and RBE.

Improved algorithm for estimating optical properties of food and biological materials using spatially-resolved diffuse reflectance

USDA-ARS?s Scientific Manuscript database

In this research, the inverse algorithm for estimating optical properties of food and biological materials from spatially-resolved diffuse reflectance was optimized in terms of data smoothing, normalization and spatial region of reflectance profile for curve fitting. Monte Carlo simulation was used ...

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 .

Modified Monte Carlo method for study of electron transport in degenerate electron gas in the presence of electron-electron interactions, application to graphene

NASA Astrophysics Data System (ADS)

Borowik, Piotr; Thobel, Jean-Luc; Adamowicz, Leszek

2017-07-01

Standard computational methods used to take account of the Pauli Exclusion Principle into Monte Carlo (MC) simulations of electron transport in semiconductors may give unphysical results in low field regime, where obtained electron distribution function takes values exceeding unity. Modified algorithms were already proposed and allow to correctly account for electron scattering on phonons or impurities. Present paper extends this approach and proposes improved simulation scheme allowing including Pauli exclusion principle for electron-electron (e-e) scattering into MC simulations. Simulations with significantly reduced computational cost recreate correct values of the electron distribution function. Proposed algorithm is applied to study transport properties of degenerate electrons in graphene with e-e interactions. This required adapting the treatment of e-e scattering in the case of linear band dispersion relation. Hence, this part of the simulation algorithm is described in details.

Communication: Calculation of interatomic forces and optimization of molecular geometry with auxiliary-field quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Motta, Mario; Zhang, Shiwei

2018-05-01

We propose an algorithm for accurate, systematic, and scalable computation of interatomic forces within the auxiliary-field quantum Monte Carlo (AFQMC) method. The algorithm relies on the Hellmann-Feynman theorem and incorporates Pulay corrections in the presence of atomic orbital basis sets. We benchmark the method for small molecules by comparing the computed forces with the derivatives of the AFQMC potential energy surface and by direct comparison with other quantum chemistry methods. We then perform geometry optimizations using the steepest descent algorithm in larger molecules. With realistic basis sets, we obtain equilibrium geometries in agreement, within statistical error bars, with experimental values. The increase in computational cost for computing forces in this approach is only a small prefactor over that of calculating the total energy. This paves the way for a general and efficient approach for geometry optimization and molecular dynamics within AFQMC.

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.

Rényi information flow in the Ising model with single-spin dynamics.

PubMed

Deng, Zehui; Wu, Jinshan; Guo, Wenan

2014-12-01

The n-index Rényi mutual information and transfer entropies for the two-dimensional kinetic Ising model with arbitrary single-spin dynamics in the thermodynamic limit are derived as functions of ensemble averages of observables and spin-flip probabilities. Cluster Monte Carlo algorithms with different dynamics from the single-spin dynamics are thus applicable to estimate the transfer entropies. By means of Monte Carlo simulations with the Wolff algorithm, we calculate the information flows in the Ising model with the Metropolis dynamics and the Glauber dynamics, respectively. We find that not only the global Rényi transfer entropy, but also the pairwise Rényi transfer entropy, peaks in the disorder phase.

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.

Improved Monte Carlo Scheme for Efficient Particle Transfer in Heterogeneous Systems in the Grand Canonical Ensemble: Application to Vapor-Liquid Nucleation.

PubMed

Loeffler, Troy D; Sepehri, Aliasghar; Chen, Bin

2015-09-08

Reformulation of existing Monte Carlo algorithms used in the study of grand canonical systems has yielded massive improvements in efficiency. Here we present an energy biasing scheme designed to address targeting issues encountered in particle swap moves using sophisticated algorithms such as the Aggregation-Volume-Bias and Unbonding-Bonding methods. Specifically, this energy biasing scheme allows a particle to be inserted to (or removed from) a region that is more acceptable. As a result, this new method showed a several-fold increase in insertion/removal efficiency in addition to an accelerated rate of convergence for the thermodynamic properties of the system.

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.

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

Assessing the performance of a covert automatic target recognition algorithm

NASA Astrophysics Data System (ADS)

Ehrman, Lisa M.; Lanterman, Aaron D.

2005-05-01

Passive radar systems exploit illuminators of opportunity, such as TV and FM radio, to illuminate potential targets. Doing so allows them to operate covertly and inexpensively. Our research seeks to enhance passive radar systems by adding automatic target recognition (ATR) capabilities. In previous papers we proposed conducting ATR by comparing the radar cross section (RCS) of aircraft detected by a passive radar system to the precomputed RCS of aircraft in the target class. To effectively model the low-frequency setting, the comparison is made via a Rician likelihood model. Monte Carlo simulations indicate that the approach is viable. This paper builds on that work by developing a method for quickly assessing the potential performance of the ATR algorithm without using exhaustive Monte Carlo trials. This method exploits the relation between the probability of error in a binary hypothesis test under the Bayesian framework to the Chernoff information. Since the data are well-modeled as Rician, we begin by deriving a closed-form approximation for the Chernoff information between two Rician densities. This leads to an approximation for the probability of error in the classification algorithm that is a function of the number of available measurements. We conclude with an application that would be particularly cumbersome to accomplish via Monte Carlo trials, but that can be quickly addressed using the Chernoff information approach. This application evaluates the length of time that an aircraft must be tracked before the probability of error in the ATR algorithm drops below a desired threshold.

Counting in Lattices: Combinatorial Problems from Statistical Mechanics.

NASA Astrophysics Data System (ADS)

Randall, Dana Jill

In this thesis we consider two classical combinatorial problems arising in statistical mechanics: counting matchings and self-avoiding walks in lattice graphs. The first problem arises in the study of the thermodynamical properties of monomers and dimers (diatomic molecules) in crystals. Fisher, Kasteleyn and Temperley discovered an elegant technique to exactly count the number of perfect matchings in two dimensional lattices, but it is not applicable for matchings of arbitrary size, or in higher dimensional lattices. We present the first efficient approximation algorithm for computing the number of matchings of any size in any periodic lattice in arbitrary dimension. The algorithm is based on Monte Carlo simulation of a suitable Markov chain and has rigorously derived performance guarantees that do not rely on any assumptions. In addition, we show that these results generalize to counting matchings in any graph which is the Cayley graph of a finite group. The second problem is counting self-avoiding walks in lattices. This problem arises in the study of the thermodynamics of long polymer chains in dilute solution. While there are a number of Monte Carlo algorithms used to count self -avoiding walks in practice, these are heuristic and their correctness relies on unproven conjectures. In contrast, we present an efficient algorithm which relies on a single, widely-believed conjecture that is simpler than preceding assumptions and, more importantly, is one which the algorithm itself can test. Thus our algorithm is reliable, in the sense that it either outputs answers that are guaranteed, with high probability, to be correct, or finds a counterexample to the conjecture. In either case we know we can trust our results and the algorithm is guaranteed to run in polynomial time. This is the first algorithm for counting self-avoiding walks in which the error bounds are rigorously controlled. This work was supported in part by an AT&T graduate fellowship, a University of California dissertation year fellowship and Esprit working group "RAND". Part of this work was done while visiting ICSI and the University of Edinburgh.

Patient-specific CT dosimetry calculation: a feasibility study.

PubMed

Fearon, Thomas; Xie, Huchen; Cheng, Jason Y; Ning, Holly; Zhuge, Ying; Miller, Robert W

2011-11-15

Current estimation of radiation dose from computed tomography (CT) scans on patients has relied on the measurement of Computed Tomography Dose Index (CTDI) in standard cylindrical phantoms, and calculations based on mathematical representations of "standard man". Radiation dose to both adult and pediatric patients from a CT scan has been a concern, as noted in recent reports. The purpose of this study was to investigate the feasibility of adapting a radiation treatment planning system (RTPS) to provide patient-specific CT dosimetry. A radiation treatment planning system was modified to calculate patient-specific CT dose distributions, which can be represented by dose at specific points within an organ of interest, as well as organ dose-volumes (after image segmentation) for a GE Light Speed Ultra Plus CT scanner. The RTPS calculation algorithm is based on a semi-empirical, measured correction-based algorithm, which has been well established in the radiotherapy community. Digital representations of the physical phantoms (virtual phantom) were acquired with the GE CT scanner in axial mode. Thermoluminescent dosimeter (TLDs) measurements in pediatric anthropomorphic phantoms were utilized to validate the dose at specific points within organs of interest relative to RTPS calculations and Monte Carlo simulations of the same virtual phantoms (digital representation). Congruence of the calculated and measured point doses for the same physical anthropomorphic phantom geometry was used to verify the feasibility of the method. The RTPS algorithm can be extended to calculate the organ dose by calculating a dose distribution point-by-point for a designated volume. Electron Gamma Shower (EGSnrc) codes for radiation transport calculations developed by National Research Council of Canada (NRCC) were utilized to perform the Monte Carlo (MC) simulation. In general, the RTPS and MC dose calculations are within 10% of the TLD measurements for the infant and child chest scans. With respect to the dose comparisons for the head, the RTPS dose calculations are slightly higher (10%-20%) than the TLD measurements, while the MC results were within 10% of the TLD measurements. The advantage of the algebraic dose calculation engine of the RTPS is a substantially reduced computation time (minutes vs. days) relative to Monte Carlo calculations, as well as providing patient-specific dose estimation. It also provides the basis for a more elaborate reporting of dosimetric results, such as patient specific organ dose volumes after image segmentation.

Improved adaptive genetic algorithm with sparsity constraint applied to thermal neutron CT reconstruction of two-phase flow

NASA Astrophysics Data System (ADS)

Yan, Mingfei; Hu, Huasi; Otake, Yoshie; Taketani, Atsushi; Wakabayashi, Yasuo; Yanagimachi, Shinzo; Wang, Sheng; Pan, Ziheng; Hu, Guang

2018-05-01

Thermal neutron computer tomography (CT) is a useful tool for visualizing two-phase flow due to its high imaging contrast and strong penetrability of neutrons for tube walls constructed with metallic material. A novel approach for two-phase flow CT reconstruction based on an improved adaptive genetic algorithm with sparsity constraint (IAGA-SC) is proposed in this paper. In the algorithm, the neighborhood mutation operator is used to ensure the continuity of the reconstructed object. The adaptive crossover probability P c and mutation probability P m are improved to help the adaptive genetic algorithm (AGA) achieve the global optimum. The reconstructed results for projection data, obtained from Monte Carlo simulation, indicate that the comprehensive performance of the IAGA-SC algorithm exceeds the adaptive steepest descent-projection onto convex sets (ASD-POCS) algorithm in restoring typical and complex flow regimes. It especially shows great advantages in restoring the simply connected flow regimes and the shape of object. In addition, the CT experiment for two-phase flow phantoms was conducted on the accelerator-driven neutron source to verify the performance of the developed IAGA-SC algorithm.

Continuous energy adjoint transport for photons in PHITS

NASA Astrophysics Data System (ADS)

Malins, Alex; Machida, Masahiko; Niita, Koji

2017-09-01

Adjoint Monte Carlo can be an effcient algorithm for solving photon transport problems where the size of the tally is relatively small compared to the source. Such problems are typical in environmental radioactivity calculations, where natural or fallout radionuclides spread over a large area contribute to the air dose rate at a particular location. Moreover photon transport with continuous energy representation is vital for accurately calculating radiation protection quantities. Here we describe the incorporation of an adjoint Monte Carlo capability for continuous energy photon transport into the Particle and Heavy Ion Transport code System (PHITS). An adjoint cross section library for photon interactions was developed based on the JENDL- 4.0 library, by adding cross sections for adjoint incoherent scattering and pair production. PHITS reads in the library and implements the adjoint transport algorithm by Hoogenboom. Adjoint pseudo-photons are spawned within the forward tally volume and transported through space. Currently pseudo-photons can undergo coherent and incoherent scattering within the PHITS adjoint function. Photoelectric absorption is treated implicitly. The calculation result is recovered from the pseudo-photon flux calculated over the true source volume. A new adjoint tally function facilitates this conversion. This paper gives an overview of the new function and discusses potential future developments.

Enhancing Data Assimilation by Evolutionary Particle Filter and Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Moradkhani, H.; Abbaszadeh, P.; Yan, H.

2016-12-01

Particle Filters (PFs) have received increasing attention by the researchers from different disciplines in hydro-geosciences as an effective method to improve model predictions in nonlinear and non-Gaussian dynamical systems. The implication of dual state and parameter estimation by means of data assimilation in hydrology and geoscience has evolved since 2005 from SIR-PF to PF-MCMC and now to the most effective and robust framework through evolutionary PF approach based on Genetic Algorithm (GA) and Markov Chain Monte Carlo (MCMC), the so-called EPF-MCMC. In this framework, the posterior distribution undergoes an evolutionary process to update an ensemble of prior states that more closely resemble realistic posterior probability distribution. The premise of this approach is that the particles move to optimal position using the GA optimization coupled with MCMC increasing the number of effective particles, hence the particle degeneracy is avoided while the particle diversity is improved. The proposed algorithm is applied on a conceptual and highly nonlinear hydrologic model and the effectiveness, robustness and reliability of the method in jointly estimating the states and parameters and also reducing the uncertainty is demonstrated for few river basins across the United States.

3D quantitative photoacoustic image reconstruction using Monte Carlo method and linearization

NASA Astrophysics Data System (ADS)

Okawa, Shinpei; Hirasawa, Takeshi; Tsujita, Kazuhiro; Kushibiki, Toshihiro; Ishihara, Miya

2018-02-01

To quantify the functional and structural information of peripheral blood vessels for diagnoses of diseases which affects peripheral blood vessels such as diabetes and peripheral vascular disease, a 3D quantitative photoacoustic tomography (QPAT) reconstructing the optical properties such as the absorption coefficient reflecting microvascular structures and hemoglobin concentration and oxygenation saturation is studied. QPAT image reconstruction algorithms based on radiative transfer equation (RTE) and photon diffusion equation (PDE) have been proposed. However, it is not easy to use RTE in the clinical practice because of the huge computational load and long calculation time. On the other hand, it is always considered problematic to use PDE, because it does not approximate RTE well near the illuminating position. In this study, we developed the 3D QPAT image reconstruction using Monte Carlo (MC) method which approximates RTE better than PDE to reconstruct the optical properties in the region near the illuminating surface. To reduce the calculation time, we applied linearization. The QPAT image reconstruction algorithm with MC method and linearization was examined in numerical simulations and phantom experiment by use of a scanning system with a single probe consisting of P(VDF-TrFE) piezo electric film and optical fiber.

Non-adiabatic molecular dynamics by accelerated semiclassical Monte Carlo

DOE PAGES

White, Alexander J.; Gorshkov, Vyacheslav N.; Tretiak, Sergei; ...

2015-07-07

Non-adiabatic dynamics, where systems non-radiatively transition between electronic states, plays a crucial role in many photo-physical processes, such as fluorescence, phosphorescence, and photoisomerization. Methods for the simulation of non-adiabatic dynamics are typically either numerically impractical, highly complex, or based on approximations which can result in failure for even simple systems. Recently, the Semiclassical Monte Carlo (SCMC) approach was developed in an attempt to combine the accuracy of rigorous semiclassical methods with the efficiency and simplicity of widely used surface hopping methods. However, while SCMC was found to be more efficient than other semiclassical methods, it is not yet as efficientmore » as is needed to be used for large molecular systems. Here, we have developed two new methods: the accelerated-SCMC and the accelerated-SCMC with re-Gaussianization, which reduce the cost of the SCMC algorithm up to two orders of magnitude for certain systems. In many cases shown here, the new procedures are nearly as efficient as the commonly used surface hopping schemes, with little to no loss of accuracy. This implies that these modified SCMC algorithms will be of practical numerical solutions for simulating non-adiabatic dynamics in realistic molecular systems.« less

Sediment classification using neural networks: An example from the site-U1344A of IODP Expedition 323 in the Bering Sea

NASA Astrophysics Data System (ADS)

Ojha, Maheswar; Maiti, Saumen

2016-03-01

A novel approach based on the concept of Bayesian neural network (BNN) has been implemented for classifying sediment boundaries using downhole log data obtained during Integrated Ocean Drilling Program (IODP) Expedition 323 in the Bering Sea slope region. The Bayesian framework in conjunction with Markov Chain Monte Carlo (MCMC)/hybrid Monte Carlo (HMC) learning paradigm has been applied to constrain the lithology boundaries using density, density porosity, gamma ray, sonic P-wave velocity and electrical resistivity at the Hole U1344A. We have demonstrated the effectiveness of our supervised classification methodology by comparing our findings with a conventional neural network and a Bayesian neural network optimized by scaled conjugate gradient method (SCG), and tested the robustness of the algorithm in the presence of red noise in the data. The Bayesian results based on the HMC algorithm (BNN.HMC) resolve detailed finer structures at certain depths in addition to main lithology such as silty clay, diatom clayey silt and sandy silt. Our method also recovers the lithology information from a depth ranging between 615 and 655 m Wireline log Matched depth below Sea Floor of no core recovery zone. Our analyses demonstrate that the BNN based approach renders robust means for the classification of complex lithology successions at the Hole U1344A, which could be very useful for other studies and understanding the oceanic crustal inhomogeneity and structural discontinuities.

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.

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.

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry.

PubMed

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2010-11-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000-15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert's visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition.

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry

PubMed Central

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2011-01-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000–15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert’s visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition. PMID:21544266

Polynomial complexity despite the fermionic sign

NASA Astrophysics Data System (ADS)

Rossi, R.; Prokof'ev, N.; Svistunov, B.; Van Houcke, K.; Werner, F.

2017-04-01

It is commonly believed that in unbiased quantum Monte Carlo approaches to fermionic many-body problems, the infamous sign problem generically implies prohibitively large computational times for obtaining thermodynamic-limit quantities. We point out that for convergent Feynman diagrammatic series evaluated with a recently introduced Monte Carlo algorithm (see Rossi R., arXiv:1612.05184), the computational time increases only polynomially with the inverse error on thermodynamic-limit quantities.

SU-F-SPS-11: The Dosimetric Comparison of Truebeam 2.0 and Cyberknife M6 Treatment Plans for Brain SRS Treatment

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

Mabhouti, H; Sanli, E; Cebe, M

Purpose: Brain stereotactic radiosurgery involves the use of precisely directed, single session radiation to create a desired radiobiologic response within the brain target with acceptable minimal effects on surrounding structures or tissues. In this study, the dosimetric comparison of Truebeam 2.0 and Cyberknife M6 treatment plans were made. Methods: For Truebeam 2.0 machine, treatment planning were done using 2 full arc VMAT technique with 6 FFF beam on the CT scan of Randophantom simulating the treatment of sterotactic treatments for one brain metastasis. The dose distribution were calculated using Eclipse treatment planning system with Acuros XB algorithm. The treatment planningmore » of the same target were also done for Cyberknife M6 machine with Multiplan treatment planning system using Monte Carlo algorithm. Using the same film batch, the net OD to dose calibration curve was obtained using both machine by delivering 0- 800 cGy. Films were scanned 48 hours after irradiation using an Epson 1000XL flatbed scanner. Dose distribution were measured using EBT3 film dosimeter. The measured and calculated doses were compared. Results: The dose distribution in the target and 2 cm beyond the target edge were calculated on TPSs and measured using EBT3 film. For cyberknife plans, the gamma analysis passing rates between measured and calculated dose distributions were 99.2% and 96.7% for target and peripheral region of target respectively. For Truebeam plans, the gamma analysis passing rates were 99.1% and 95.5% for target and peripheral region of target respectively. Conclusion: Although, target dose distribution calculated accurately by Acuros XB and Monte Carlo algorithms, Monte carlo calculation algorithm predicts dose distribution around the peripheral region of target more accurately than Acuros algorithm.« less

Track-before-detect labeled multi-bernoulli particle filter with label switching

NASA Astrophysics Data System (ADS)

Garcia-Fernandez, Angel F.

2016-10-01

This paper presents a multitarget tracking particle filter (PF) for general track-before-detect measurement models. The PF is presented in the random finite set framework and uses a labelled multi-Bernoulli approximation. We also present a label switching improvement algorithm based on Markov chain Monte Carlo that is expected to increase filter performance if targets get in close proximity for a sufficiently long time. The PF is tested in two challenging numerical examples.

Reconstruction for proton computed tomography by tracing proton trajectories: A Monte Carlo study

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

Li Tianfang; Liang Zhengrong; Singanallur, Jayalakshmi V.

Proton computed tomography (pCT) has been explored in the past decades because of its unique imaging characteristics, low radiation dose, and its possible use for treatment planning and on-line target localization in proton therapy. However, reconstruction of pCT images is challenging because the proton path within the object to be imaged is statistically affected by multiple Coulomb scattering. In this paper, we employ GEANT4-based Monte Carlo simulations of the two-dimensional pCT reconstruction of an elliptical phantom to investigate the possible use of the algebraic reconstruction technique (ART) with three different path-estimation methods for pCT reconstruction. The first method assumes amore » straight-line path (SLP) connecting the proton entry and exit positions, the second method adapts the most-likely path (MLP) theoretically determined for a uniform medium, and the third method employs a cubic spline path (CSP). The ART reconstructions showed progressive improvement of spatial resolution when going from the SLP [2 line pairs (lp) cm{sup -1}] to the curved CSP and MLP path estimates (5 lp cm{sup -1}). The MLP-based ART algorithm had the fastest convergence and smallest residual error of all three estimates. This work demonstrates the advantage of tracking curved proton paths in conjunction with the ART algorithm and curved path estimates.« less

A New LES/PDF Method for Computational Modeling of Turbulent Reacting Flows

NASA Astrophysics Data System (ADS)

Turkeri, Hasret; Muradoglu, Metin; Pope, Stephen B.

2013-11-01

A new LES/PDF method is developed for computational modeling of turbulent reacting flows. The open source package, OpenFOAM, is adopted as the LES solver and combined with the particle-based Monte Carlo method to solve the LES/PDF model equations. The dynamic Smagorinsky model is employed to account for the subgrid-scale motions. The LES solver is first validated for the Sandia Flame D using a steady flamelet method in which the chemical compositions, density and temperature fields are parameterized by the mean mixture fraction and its variance. In this approach, the modeled transport equations for the mean mixture fraction and the square of the mixture fraction are solved and the variance is then computed from its definition. The results are found to be in a good agreement with the experimental data. Then the LES solver is combined with the particle-based Monte Carlo algorithm to form a complete solver for the LES/PDF model equations. The in situ adaptive tabulation (ISAT) algorithm is incorporated into the LES/PDF method for efficient implementation of detailed chemical kinetics. The LES/PDF method is also applied to the Sandia Flame D using the GRI-Mech 3.0 chemical mechanism and the results are compared with the experimental data and the earlier PDF simulations. The Scientific and Technical Research Council of Turkey (TUBITAK), Grant No. 111M067.

ecode - Electron Transport Algorithm Testing v. 1.0

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

Franke, Brian C.; Olson, Aaron J.; Bruss, Donald Eugene

2016-10-05

ecode is a Monte Carlo code used for testing algorithms related to electron transport. The code can read basic physics parameters, such as energy-dependent stopping powers and screening parameters. The code permits simple planar geometries of slabs or cubes. Parallelization consists of domain replication, with work distributed at the start of the calculation and statistical results gathered at the end of the calculation. Some basic routines (such as input parsing, random number generation, and statistics processing) are shared with the Integrated Tiger Series codes. A variety of algorithms for uncertainty propagation are incorporated based on the stochastic collocation and stochasticmore » Galerkin methods. These permit uncertainty only in the total and angular scattering cross sections. The code contains algorithms for simulating stochastic mixtures of two materials. The physics is approximate, ranging from mono-energetic and isotropic scattering to screened Rutherford angular scattering and Rutherford energy-loss scattering (simple electron transport models). No production of secondary particles is implemented, and no photon physics is implemented.« less

Effective optimization using sample persistence: A case study on quantum annealers and various Monte Carlo optimization methods

NASA Astrophysics Data System (ADS)

Karimi, Hamed; Rosenberg, Gili; Katzgraber, Helmut G.

2017-10-01

We present and apply a general-purpose, multistart algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to values that have a high probability of being optimal. The resulting problems are smaller and less connected, and samplers tend to give better low-energy samples for these problems. The algorithm is trivially parallelizable since each start in the multistart algorithm is independent, and could be applied to any heuristic solver that can be run multiple times to give a sample. We present results for several classes of hard problems solved using simulated annealing, path-integral quantum Monte Carlo, parallel tempering with isoenergetic cluster moves, and a quantum annealer, and show that the success metrics and the scaling are improved substantially. When combined with this algorithm, the quantum annealer's scaling was substantially improved for native Chimera graph problems. In addition, with this algorithm the scaling of the time to solution of the quantum annealer is comparable to the Hamze-de Freitas-Selby algorithm on the weak-strong cluster problems introduced by Boixo et al. Parallel tempering with isoenergetic cluster moves was able to consistently solve three-dimensional spin glass problems with 8000 variables when combined with our method, whereas without our method it could not solve any.

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.

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.

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.

Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions

DTIC Science & Technology

2012-03-22

with performance profiles, Math. Program., 91 (2002), pp. 201–213. [6] P. DRINEAS, R. KANNAN, AND M. W. MAHONEY , Fast Monte Carlo algorithms for matrices...computing invariant subspaces of non-Hermitian matri- ces, Numer. Math., 25 ( 1975 /76), pp. 123–136. [25] , Matrix algorithms Vol. II: Eigensystems

Measuring the self-similarity exponent in Lévy stable processes of financial time series

NASA Astrophysics Data System (ADS)

Fernández-Martínez, M.; Sánchez-Granero, M. A.; Trinidad Segovia, J. E.

2013-11-01

Geometric method-based procedures, which will be called GM algorithms herein, were introduced in [M.A. Sánchez Granero, J.E. Trinidad Segovia, J. García Pérez, Some comments on Hurst exponent and the long memory processes on capital markets, Phys. A 387 (2008) 5543-5551], to efficiently calculate the self-similarity exponent of a time series. In that paper, the authors showed empirically that these algorithms, based on a geometrical approach, are more accurate than the classical algorithms, especially with short length time series. The authors checked that GM algorithms are good when working with (fractional) Brownian motions. Moreover, in [J.E. Trinidad Segovia, M. Fernández-Martínez, M.A. Sánchez-Granero, A note on geometric method-based procedures to calculate the Hurst exponent, Phys. A 391 (2012) 2209-2214], a mathematical background for the validity of such procedures to estimate the self-similarity index of any random process with stationary and self-affine increments was provided. In particular, they proved theoretically that GM algorithms are also valid to explore long-memory in (fractional) Lévy stable motions. In this paper, we prove empirically by Monte Carlo simulation that GM algorithms are able to calculate accurately the self-similarity index in Lévy stable motions and find empirical evidence that they are more precise than the absolute value exponent (denoted by AVE onwards) and the multifractal detrended fluctuation analysis (MF-DFA) algorithms, especially with a short length time series. We also compare them with the generalized Hurst exponent (GHE) algorithm and conclude that both GM2 and GHE algorithms are the most accurate to study financial series. In addition to that, we provide empirical evidence, based on the accuracy of GM algorithms to estimate the self-similarity index in Lévy motions, that the evolution of the stocks of some international market indices, such as U.S. Small Cap and Nasdaq100, cannot be modelized by means of a Brownian motion.

Frequency Management for Electromagnetic Continuous Wave Conductivity Meters

PubMed Central

Mazurek, Przemyslaw; Putynkowski, Grzegorz

2016-01-01

Ground conductivity meters use electromagnetic fields for the mapping of geological variations, like the determination of water amount, depending on ground layers, which is important for the state analysis of embankments. The VLF band is contaminated by numerous natural and artificial electromagnetic interference signals. Prior to the determination of ground conductivity, the meter’s working frequency is not possible, due to the variable frequency of the interferences. Frequency management based on the analysis of the selected band using track-before-detect (TBD) algorithms, which allows dynamical frequency changes of the conductivity of the meter transmitting part, is proposed in the paper. Naive maximum value search, spatio-temporal TBD (ST-TBD), Viterbi TBD and a new algorithm that uses combined ST-TBD and Viterbi TBD are compared. Monte Carlo tests are provided for the numerical analysis of the properties for a single interference signal in the considered band, and a new approach based on combined ST-TBD and Viterbi algorithms shows the best performance. The considered algorithms process spectrogram data for the selected band, so DFT (Discrete Fourier Transform) could be applied for the computation of the spectrogram. Real–time properties, related to the latency, are discussed also, and it is shown that TBD algorithms are feasible for real applications. PMID:27070608

Frequency Management for Electromagnetic Continuous Wave Conductivity Meters.

PubMed

Mazurek, Przemyslaw; Putynkowski, Grzegorz

2016-04-07

Ground conductivity meters use electromagnetic fields for the mapping of geological variations, like the determination of water amount, depending on ground layers, which is important for the state analysis of embankments. The VLF band is contaminated by numerous natural and artificial electromagnetic interference signals. Prior to the determination of ground conductivity, the meter's working frequency is not possible, due to the variable frequency of the interferences. Frequency management based on the analysis of the selected band using track-before-detect (TBD) algorithms, which allows dynamical frequency changes of the conductivity of the meter transmitting part, is proposed in the paper. Naive maximum value search, spatio-temporal TBD (ST-TBD), Viterbi TBD and a new algorithm that uses combined ST-TBD and Viterbi TBD are compared. Monte Carlo tests are provided for the numerical analysis of the properties for a single interference signal in the considered band, and a new approach based on combined ST-TBD and Viterbi algorithms shows the best performance. The considered algorithms process spectrogram data for the selected band, so DFT (Discrete Fourier Transform) could be applied for the computation of the spectrogram. Real-time properties, related to the latency, are discussed also, and it is shown that TBD algorithms are feasible for real applications.

Excavator Design Validation

NASA Technical Reports Server (NTRS)

Pholsiri, Chalongrath; English, James; Seberino, Charles; Lim, Yi-Je

2010-01-01

The Excavator Design Validation tool verifies excavator designs by automatically generating control systems and modeling their performance in an accurate simulation of their expected environment. Part of this software design includes interfacing with human operations that can be included in simulation-based studies and validation. This is essential for assessing productivity, versatility, and reliability. This software combines automatic control system generation from CAD (computer-aided design) models, rapid validation of complex mechanism designs, and detailed models of the environment including soil, dust, temperature, remote supervision, and communication latency to create a system of high value. Unique algorithms have been created for controlling and simulating complex robotic mechanisms automatically from just a CAD description. These algorithms are implemented as a commercial cross-platform C++ software toolkit that is configurable using the Extensible Markup Language (XML). The algorithms work with virtually any mobile robotic mechanisms using module descriptions that adhere to the XML standard. In addition, high-fidelity, real-time physics-based simulation algorithms have also been developed that include models of internal forces and the forces produced when a mechanism interacts with the outside world. This capability is combined with an innovative organization for simulation algorithms, new regolith simulation methods, and a unique control and study architecture to make powerful tools with the potential to transform the way NASA verifies and compares excavator designs. Energid's Actin software has been leveraged for this design validation. The architecture includes parametric and Monte Carlo studies tailored for validation of excavator designs and their control by remote human operators. It also includes the ability to interface with third-party software and human-input devices. Two types of simulation models have been adapted: high-fidelity discrete element models and fast analytical models. By using the first to establish parameters for the second, a system has been created that can be executed in real time, or faster than real time, on a desktop PC. This allows Monte Carlo simulations to be performed on a computer platform available to all researchers, and it allows human interaction to be included in a real-time simulation process. Metrics on excavator performance are established that work with the simulation architecture. Both static and dynamic metrics are included.

Unsupervised Unmixing of Hyperspectral Images Accounting for Endmember Variability.

PubMed

Halimi, Abderrahim; Dobigeon, Nicolas; Tourneret, Jean-Yves

2015-12-01

This paper presents an unsupervised Bayesian algorithm for hyperspectral image unmixing, accounting for endmember variability. The pixels are modeled by a linear combination of endmembers weighted by their corresponding abundances. However, the endmembers are assumed random to consider their variability in the image. An additive noise is also considered in the proposed model, generalizing the normal compositional model. The proposed algorithm exploits the whole image to benefit from both spectral and spatial information. It estimates both the mean and the covariance matrix of each endmember in the image. This allows the behavior of each material to be analyzed and its variability to be quantified in the scene. A spatial segmentation is also obtained based on the estimated abundances. In order to estimate the parameters associated with the proposed Bayesian model, we propose to use a Hamiltonian Monte Carlo algorithm. The performance of the resulting unmixing strategy is evaluated through simulations conducted on both synthetic and real data.

MOlecular MAterials Property Prediction Package (MOMAP) 1.0: a software package for predicting the luminescent properties and mobility of organic functional materials

NASA Astrophysics Data System (ADS)

Niu, Yingli; Li, Wenqiang; Peng, Qian; Geng, Hua; Yi, Yuanping; Wang, Linjun; Nan, Guangjun; Wang, Dong; Shuai, Zhigang

2018-04-01

MOlecular MAterials Property Prediction Package (MOMAP) is a software toolkit for molecular materials property prediction. It focuses on luminescent properties and charge mobility properties. This article contains a brief descriptive introduction of key features, theoretical models and algorithms of the software, together with examples that illustrate the performance. First, we present the theoretical models and algorithms for molecular luminescent properties calculation, which includes the excited-state radiative/non-radiative decay rate constant and the optical spectra. Then, a multi-scale simulation approach and its algorithm for the molecular charge mobility are described. This approach is based on hopping model and combines with Kinetic Monte Carlo and molecular dynamics simulations, and it is especially applicable for describing a large category of organic semiconductors, whose inter-molecular electronic coupling is much smaller than intra-molecular charge reorganisation energy.

Hybrid real-code ant colony optimisation for constrained mechanical design

NASA Astrophysics Data System (ADS)

Pholdee, Nantiwat; Bureerat, Sujin

2016-01-01

This paper proposes a hybrid meta-heuristic based on integrating a local search simplex downhill (SDH) method into the search procedure of real-code ant colony optimisation (ACOR). This hybridisation leads to five hybrid algorithms where a Monte Carlo technique, a Latin hypercube sampling technique (LHS) and a translational propagation Latin hypercube design (TPLHD) algorithm are used to generate an initial population. Also, two numerical schemes for selecting an initial simplex are investigated. The original ACOR and its hybrid versions along with a variety of established meta-heuristics are implemented to solve 17 constrained test problems where a fuzzy set theory penalty function technique is used to handle design constraints. The comparative results show that the hybrid algorithms are the top performers. Using the TPLHD technique gives better results than the other sampling techniques. The hybrid optimisers are a powerful design tool for constrained mechanical design problems.

A Bootstrap Metropolis-Hastings Algorithm for Bayesian Analysis of Big Data.

PubMed

Liang, Faming; Kim, Jinsu; Song, Qifan

2016-01-01

Markov chain Monte Carlo (MCMC) methods have proven to be a very powerful tool for analyzing data of complex structures. However, their computer-intensive nature, which typically require a large number of iterations and a complete scan of the full dataset for each iteration, precludes their use for big data analysis. In this paper, we propose the so-called bootstrap Metropolis-Hastings (BMH) algorithm, which provides a general framework for how to tame powerful MCMC methods to be used for big data analysis; that is to replace the full data log-likelihood by a Monte Carlo average of the log-likelihoods that are calculated in parallel from multiple bootstrap samples. The BMH algorithm possesses an embarrassingly parallel structure and avoids repeated scans of the full dataset in iterations, and is thus feasible for big data problems. Compared to the popular divide-and-combine method, BMH can be generally more efficient as it can asymptotically integrate the whole data information into a single simulation run. The BMH algorithm is very flexible. Like the Metropolis-Hastings algorithm, it can serve as a basic building block for developing advanced MCMC algorithms that are feasible for big data problems. This is illustrated in the paper by the tempering BMH algorithm, which can be viewed as a combination of parallel tempering and the BMH algorithm. BMH can also be used for model selection and optimization by combining with reversible jump MCMC and simulated annealing, respectively.

A Bootstrap Metropolis–Hastings Algorithm for Bayesian Analysis of Big Data

PubMed Central

Kim, Jinsu; Song, Qifan

2016-01-01

Markov chain Monte Carlo (MCMC) methods have proven to be a very powerful tool for analyzing data of complex structures. However, their computer-intensive nature, which typically require a large number of iterations and a complete scan of the full dataset for each iteration, precludes their use for big data analysis. In this paper, we propose the so-called bootstrap Metropolis-Hastings (BMH) algorithm, which provides a general framework for how to tame powerful MCMC methods to be used for big data analysis; that is to replace the full data log-likelihood by a Monte Carlo average of the log-likelihoods that are calculated in parallel from multiple bootstrap samples. The BMH algorithm possesses an embarrassingly parallel structure and avoids repeated scans of the full dataset in iterations, and is thus feasible for big data problems. Compared to the popular divide-and-combine method, BMH can be generally more efficient as it can asymptotically integrate the whole data information into a single simulation run. The BMH algorithm is very flexible. Like the Metropolis-Hastings algorithm, it can serve as a basic building block for developing advanced MCMC algorithms that are feasible for big data problems. This is illustrated in the paper by the tempering BMH algorithm, which can be viewed as a combination of parallel tempering and the BMH algorithm. BMH can also be used for model selection and optimization by combining with reversible jump MCMC and simulated annealing, respectively. PMID:29033469

Fast online Monte Carlo-based IMRT planning for the MRI linear accelerator

NASA Astrophysics Data System (ADS)

Bol, G. H.; Hissoiny, S.; Lagendijk, J. J. W.; Raaymakers, B. W.

2012-03-01

The MRI accelerator, a combination of a 6 MV linear accelerator with a 1.5 T MRI, facilitates continuous patient anatomy updates regarding translations, rotations and deformations of targets and organs at risk. Accounting for these demands high speed, online intensity-modulated radiotherapy (IMRT) re-optimization. In this paper, a fast IMRT optimization system is described which combines a GPU-based Monte Carlo dose calculation engine for online beamlet generation and a fast inverse dose optimization algorithm. Tightly conformal IMRT plans are generated for four phantom cases and two clinical cases (cervix and kidney) in the presence of the magnetic fields of 0 and 1.5 T. We show that for the presented cases the beamlet generation and optimization routines are fast enough for online IMRT planning. Furthermore, there is no influence of the magnetic field on plan quality and complexity, and equal optimization constraints at 0 and 1.5 T lead to almost identical dose distributions.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method.

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

NASA Astrophysics Data System (ADS)

Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric

2017-12-01

This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 1: Method

NASA Technical Reports Server (NTRS)

Norris, Peter M.; Da Silva, Arlindo M.

2016-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method

PubMed Central

Norris, Peter M.; da Silva, Arlindo M.

2018-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC. PMID:29618847

Algorithm for repairing the damaged images of grain structures obtained from the cellular automata and measurement of grain size

NASA Astrophysics Data System (ADS)

Ramírez-López, A.; Romero-Romo, M. A.; Muñoz-Negron, D.; López-Ramírez, S.; Escarela-Pérez, R.; Duran-Valencia, C.

2012-10-01

Computational models are developed to create grain structures using mathematical algorithms based on the chaos theory such as cellular automaton, geometrical models, fractals, and stochastic methods. Because of the chaotic nature of grain structures, some of the most popular routines are based on the Monte Carlo method, statistical distributions, and random walk methods, which can be easily programmed and included in nested loops. Nevertheless, grain structures are not well defined as the results of computational errors and numerical inconsistencies on mathematical methods. Due to the finite definition of numbers or the numerical restrictions during the simulation of solidification, damaged images appear on the screen. These images must be repaired to obtain a good measurement of grain geometrical properties. Some mathematical algorithms were developed to repair, measure, and characterize grain structures obtained from cellular automata in the present work. An appropriate measurement of grain size and the corrected identification of interfaces and length are very important topics in materials science because they are the representation and validation of mathematical models with real samples. As a result, the developed algorithms are tested and proved to be appropriate and efficient to eliminate the errors and characterize the grain structures.

TH-E-BRE-07: Development of Dose Calculation Error Predictors for a Widely Implemented Clinical Algorithm

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

Egan, A; Laub, W

2014-06-15

Purpose: Several shortcomings of the current implementation of the analytic anisotropic algorithm (AAA) may lead to dose calculation errors in highly modulated treatments delivered to highly heterogeneous geometries. Here we introduce a set of dosimetric error predictors that can be applied to a clinical treatment plan and patient geometry in order to identify high risk plans. Once a problematic plan is identified, the treatment can be recalculated with more accurate algorithm in order to better assess its viability. Methods: Here we focus on three distinct sources dosimetric error in the AAA algorithm. First, due to a combination of discrepancies inmore » smallfield beam modeling as well as volume averaging effects, dose calculated through small MLC apertures can be underestimated, while that behind small MLC blocks can overestimated. Second, due the rectilinear scaling of the Monte Carlo generated pencil beam kernel, energy is not properly transported through heterogeneities near, but not impeding, the central axis of the beamlet. And third, AAA overestimates dose in regions very low density (< 0.2 g/cm{sup 3}). We have developed an algorithm to detect the location and magnitude of each scenario within the patient geometry, namely the field-size index (FSI), the heterogeneous scatter index (HSI), and the lowdensity index (LDI) respectively. Results: Error indices successfully identify deviations between AAA and Monte Carlo dose distributions in simple phantom geometries. Algorithms are currently implemented in the MATLAB computing environment and are able to run on a typical RapidArc head and neck geometry in less than an hour. Conclusion: Because these error indices successfully identify each type of error in contrived cases, with sufficient benchmarking, this method can be developed into a clinical tool that may be able to help estimate AAA dose calculation errors and when it might be advisable to use Monte Carlo calculations.« less

Monte Carlo algorithms for Brownian phylogenetic models.

PubMed

Horvilleur, Benjamin; Lartillot, Nicolas

2014-11-01

Brownian models have been introduced in phylogenetics for describing variation in substitution rates through time, with applications to molecular dating or to the comparative analysis of variation in substitution patterns among lineages. Thus far, however, the Monte Carlo implementations of these models have relied on crude approximations, in which the Brownian process is sampled only at the internal nodes of the phylogeny or at the midpoints along each branch, and the unknown trajectory between these sampled points is summarized by simple branchwise average substitution rates. A more accurate Monte Carlo approach is introduced, explicitly sampling a fine-grained discretization of the trajectory of the (potentially multivariate) Brownian process along the phylogeny. Generic Monte Carlo resampling algorithms are proposed for updating the Brownian paths along and across branches. Specific computational strategies are developed for efficient integration of the finite-time substitution probabilities across branches induced by the Brownian trajectory. The mixing properties and the computational complexity of the resulting Markov chain Monte Carlo sampler scale reasonably with the discretization level, allowing practical applications with up to a few hundred discretization points along the entire depth of the tree. The method can be generalized to other Markovian stochastic processes, making it possible to implement a wide range of time-dependent substitution models with well-controlled computational precision. The program is freely available at www.phylobayes.org. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Comparison of statistical sampling methods with ScannerBit, the GAMBIT scanning module

NASA Astrophysics Data System (ADS)

Martinez, Gregory D.; McKay, James; Farmer, Ben; Scott, Pat; Roebber, Elinore; Putze, Antje; Conrad, Jan

2017-11-01

We introduce ScannerBit, the statistics and sampling module of the public, open-source global fitting framework GAMBIT. ScannerBit provides a standardised interface to different sampling algorithms, enabling the use and comparison of multiple computational methods for inferring profile likelihoods, Bayesian posteriors, and other statistical quantities. The current version offers random, grid, raster, nested sampling, differential evolution, Markov Chain Monte Carlo (MCMC) and ensemble Monte Carlo samplers. We also announce the release of a new standalone differential evolution sampler, Diver, and describe its design, usage and interface to ScannerBit. We subject Diver and three other samplers (the nested sampler MultiNest, the MCMC GreAT, and the native ScannerBit implementation of the ensemble Monte Carlo algorithm T-Walk) to a battery of statistical tests. For this we use a realistic physical likelihood function, based on the scalar singlet model of dark matter. We examine the performance of each sampler as a function of its adjustable settings, and the dimensionality of the sampling problem. We evaluate performance on four metrics: optimality of the best fit found, completeness in exploring the best-fit region, number of likelihood evaluations, and total runtime. For Bayesian posterior estimation at high resolution, T-Walk provides the most accurate and timely mapping of the full parameter space. For profile likelihood analysis in less than about ten dimensions, we find that Diver and MultiNest score similarly in terms of best fit and speed, outperforming GreAT and T-Walk; in ten or more dimensions, Diver substantially outperforms the other three samplers on all metrics.

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.

NVIDIA OptiX ray-tracing engine as a new tool for modelling medical imaging systems

NASA Astrophysics Data System (ADS)

Pietrzak, Jakub; Kacperski, Krzysztof; Cieślar, Marek

2015-03-01

The most accurate technique to model the X- and gamma radiation path through a numerically defined object is the Monte Carlo simulation which follows single photons according to their interaction probabilities. A simplified and much faster approach, which just integrates total interaction probabilities along selected paths, is known as ray tracing. Both techniques are used in medical imaging for simulating real imaging systems and as projectors required in iterative tomographic reconstruction algorithms. These approaches are ready for massive parallel implementation e.g. on Graphics Processing Units (GPU), which can greatly accelerate the computation time at a relatively low cost. In this paper we describe the application of the NVIDIA OptiX ray-tracing engine, popular in professional graphics and rendering applications, as a new powerful tool for X- and gamma ray-tracing in medical imaging. It allows the implementation of a variety of physical interactions of rays with pixel-, mesh- or nurbs-based objects, and recording any required quantities, like path integrals, interaction sites, deposited energies, and others. Using the OptiX engine we have implemented a code for rapid Monte Carlo simulations of Single Photon Emission Computed Tomography (SPECT) imaging, as well as the ray-tracing projector, which can be used in reconstruction algorithms. The engine generates efficient, scalable and optimized GPU code, ready to run on multi GPU heterogeneous systems. We have compared the results our simulations with the GATE package. With the OptiX engine the computation time of a Monte Carlo simulation can be reduced from days to minutes.

Use of the FLUKA Monte Carlo code for 3D patient-specific dosimetry on PET-CT and SPECT-CT images*

PubMed Central

Botta, F; Mairani, A; Hobbs, R F; Vergara Gil, A; Pacilio, M; Parodi, K; Cremonesi, M; Coca Pérez, M A; Di Dia, A; Ferrari, M; Guerriero, F; Battistoni, G; Pedroli, G; Paganelli, G; Torres Aroche, L A; Sgouros, G

2014-01-01

Patient-specific absorbed dose calculation for nuclear medicine therapy is a topic of increasing interest. 3D dosimetry at the voxel level is one of the major improvements for the development of more accurate calculation techniques, as compared to the standard dosimetry at the organ level. This study aims to use the FLUKA Monte Carlo code to perform patient-specific 3D dosimetry through direct Monte Carlo simulation on PET-CT and SPECT-CT images. To this aim, dedicated routines were developed in the FLUKA environment. Two sets of simulations were performed on model and phantom images. Firstly, the correct handling of PET and SPECT images was tested under the assumption of homogeneous water medium by comparing FLUKA results with those obtained with the voxel kernel convolution method and with other Monte Carlo-based tools developed to the same purpose (the EGS-based 3D-RD software and the MCNP5-based MCID). Afterwards, the correct integration of the PET/SPECT and CT information was tested, performing direct simulations on PET/CT images for both homogeneous (water) and non-homogeneous (water with air, lung and bone inserts) phantoms. Comparison was performed with the other Monte Carlo tools performing direct simulation as well. The absorbed dose maps were compared at the voxel level. In the case of homogeneous water, by simulating 108 primary particles a 2% average difference with respect to the kernel convolution method was achieved; such difference was lower than the statistical uncertainty affecting the FLUKA results. The agreement with the other tools was within 3–4%, partially ascribable to the differences among the simulation algorithms. Including the CT-based density map, the average difference was always within 4% irrespective of the medium (water, air, bone), except for a maximum 6% value when comparing FLUKA and 3D-RD in air. The results confirmed that the routines were properly developed, opening the way for the use of FLUKA for patient-specific, image-based dosimetry in nuclear medicine. PMID:24200697

International Conference on Artificial Immune Systems (1st) ICARIS 2002, held on 9, 10, and 11 September 2002

DTIC Science & Technology

2002-03-07

Michalewicz, Eds., Evolutionary Computation 1: Basic Algorithms and Operators, Institute of Physics, Bristol (UK), 2000. [3] David A. Van Veldhuizen ...2000. [4] Carlos A. Coello Coello, David A. Van Veldhuizen , and Gary B. Lamont, Evolutionary Algorithms for Solving Multi-Objective Problems, Kluwer...Academic Publishers, 233 Spring St., New York, NY 10013, 2002. [5] David A. Van Veldhuizen , Multiobjective Evolution- ary Algorithms: Classifications

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.

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.

Improvement of Simulation Method in Validation of Software of the Coordinate Measuring Systems

NASA Astrophysics Data System (ADS)

Nieciąg, Halina

2015-10-01

Software is used in order to accomplish various tasks at each stage of the functioning of modern measuring systems. Before metrological confirmation of measuring equipment, the system has to be validated. This paper discusses the method for conducting validation studies of a fragment of software to calculate the values of measurands. Due to the number and nature of the variables affecting the coordinate measurement results and the complex character and multi-dimensionality of measurands, the study used the Monte Carlo method of numerical simulation. The article presents an attempt of possible improvement of results obtained by classic Monte Carlo tools. The algorithm LHS (Latin Hypercube Sampling) was implemented as alternative to the simple sampling schema of classic algorithm.

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.

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.

Logic circuits based on molecular spider systems.

PubMed

Mo, Dandan; Lakin, Matthew R; Stefanovic, Darko

2016-08-01

Spatial locality brings the advantages of computation speed-up and sequence reuse to molecular computing. In particular, molecular walkers that undergo localized reactions are of interest for implementing logic computations at the nanoscale. We use molecular spider walkers to implement logic circuits. We develop an extended multi-spider model with a dynamic environment wherein signal transmission is triggered via localized reactions, and use this model to implement three basic gates (AND, OR, NOT) and a cascading mechanism. We develop an algorithm to automatically generate the layout of the circuit. We use a kinetic Monte Carlo algorithm to simulate circuit computations, and we analyze circuit complexity: our design scales linearly with formula size and has a logarithmic time complexity. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Poster - Thurs Eve-23: Effect of lung density and geometry variation on inhomogeneity correction algorithms: A Monte Carlo dosimetry evaluation.

PubMed

Chow, J; Leung, M; Van Dyk, J

2008-07-01

This study provides new information on the evaluation of the lung dose calculation algorithms as a function of the relative electron density of lung, ρ e,lung . Doses calculated using the collapsed cone convolution (CCC) and adaptive convolution (AC) algorithm in lung with the Pinnacle 3 system were compared to those calculated using the Monte Carlo (MC) simulation (EGSnrc-based code). Three groups of lung phantoms, namely, "Slab", "Column" and "Cube" with different ρ e,lung (0.05-0.7), positions, volumes and shapes of lung in water were used. 6 and 18MV photon beams with 4×4 and 10×10cm 2 field sizes produced by a Varian 21EX Linac were used in the MC dose calculations. Results show that the CCC algorithm agrees well with AC to within ±1% for doses calculated in the lung phantoms, indicating that the AC, with 3-4 times less computing time required than CCC, is a good substitute for the CCC method. Comparing the CCC and AC with MC, dose deviations are found when ρ e,lung are ⩽0.1-0.3. The degree of deviation depends on the photon beam energy and field size, and is relatively large when high-energy photon beams with small field are used. For the penumbra widths (20%-80%), the CCC and AC agree well with MC for the "Slab" and "Cube" phantoms with the lung volumes at the central beam axis (CAX). However, deviations >2mm occur in the "Column" phantoms, with two lung volumes separated by a water column along the CAX, using the 18MV (4×4cm 2 ) photon beams with ρ e,lung ⩽0.1. © 2008 American Association of Physicists in Medicine.

The development of a novel knowledge-based weaning algorithm using pulmonary parameters: a simulation study.

PubMed

Guler, Hasan; Kilic, Ugur

2018-03-01

Weaning is important for patients and clinicians who have to determine correct weaning time so that patients do not become addicted to the ventilator. There are already some predictors developed, such as the rapid shallow breathing index (RSBI), the pressure time index (PTI), and Jabour weaning index. Many important dimensions of weaning are sometimes ignored by these predictors. This is an attempt to develop a knowledge-based weaning process via fuzzy logic that eliminates the disadvantages of the present predictors. Sixteen vital parameters listed in published literature have been used to determine the weaning decisions in the developed system. Since there are considered to be too many individual parameters in it, related parameters were grouped together to determine acid-base balance, adequate oxygenation, adequate pulmonary function, hemodynamic stability, and the psychological status of the patients. To test the performance of the developed algorithm, 20 clinical scenarios were generated using Monte Carlo simulations and the Gaussian distribution method. The developed knowledge-based algorithm and RSBI predictor were applied to the generated scenarios. Finally, a clinician evaluated each clinical scenario independently. The Student's t test was used to show the statistical differences between the developed weaning algorithm, RSBI, and the clinician's evaluation. According to the results obtained, there were no statistical differences between the proposed methods and the clinician evaluations.

Synergies from using higher order symplectic decompositions both for ordinary differential equations and quantum Monte Carlo methods

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

Matuttis, Hans-Georg; Wang, Xiaoxing

Decomposition methods of the Suzuki-Trotter type of various orders have been derived in different fields. Applying them both to classical ordinary differential equations (ODEs) and quantum systems allows to judge their effectiveness and gives new insights for many body quantum mechanics where reference data are scarce. Further, based on data for 6 × 6 system we conclude that sampling with sign (minus-sign problem) is probably detrimental to the accuracy of fermionic simulations with determinant algorithms.

On the Correlation Between the Self-Organized Island Pattern and Substrate Elastic Anisotropy

DTIC Science & Technology

2007-04-01

eters would be most useful to experimentalists. The kinetic Monte Carlo KMC has been proposed re- cently to study QD island self-organization by many...time ti. 21,25 Based on a proposed coupled KMC , the authors simu- lated the island ordering and narrow size distribution in two dimensions and further...100, 013527 2006pattern has not been studied so far within the coupled KMC algorithm where the long-range strain energy field is in- cluded

Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.; Corianò, Claudio; Srikant, Marakani

2004-03-01

The pricing of options, warrants and other derivative securities is one of the great success of financial economics. These financial products can be modeled and simulated using quantum mechanical instruments based on a Hamiltonian formulation. We show here some applications of these methods for various potentials, which we have simulated via lattice Langevin and Monte Carlo algorithms, to the pricing of options. We focus on barrier or path dependent options, showing in some detail the computational strategies involved.

A Markov Chain-based quantitative study of angular distribution of photons through turbid slabs via isotropic light scattering

NASA Astrophysics Data System (ADS)

Li, Xuesong; Northrop, William F.

2016-04-01

This paper describes a quantitative approach to approximate multiple scattering through an isotropic turbid slab based on Markov Chain theorem. There is an increasing need to utilize multiple scattering for optical diagnostic purposes; however, existing methods are either inaccurate or computationally expensive. Here, we develop a novel Markov Chain approximation approach to solve multiple scattering angular distribution (AD) that can accurately calculate AD while significantly reducing computational cost compared to Monte Carlo simulation. We expect this work to stimulate ongoing multiple scattering research and deterministic reconstruction algorithm development with AD measurements.

Stochastic modelling of turbulent combustion for design optimization of gas turbine combustors

NASA Astrophysics Data System (ADS)

Mehanna Ismail, Mohammed Ali

The present work covers the development and the implementation of an efficient algorithm for the design optimization of gas turbine combustors. The purpose is to explore the possibilities and indicate constructive suggestions for optimization techniques as alternative methods for designing gas turbine combustors. The algorithm is general to the extent that no constraints are imposed on the combustion phenomena or on the combustor configuration. The optimization problem is broken down into two elementary problems: the first is the optimum search algorithm, and the second is the turbulent combustion model used to determine the combustor performance parameters. These performance parameters constitute the objective and physical constraints in the optimization problem formulation. The examination of both turbulent combustion phenomena and the gas turbine design process suggests that the turbulent combustion model represents a crucial part of the optimization algorithm. The basic requirements needed for a turbulent combustion model to be successfully used in a practical optimization algorithm are discussed. In principle, the combustion model should comply with the conflicting requirements of high fidelity, robustness and computational efficiency. To that end, the problem of turbulent combustion is discussed and the current state of the art of turbulent combustion modelling is reviewed. According to this review, turbulent combustion models based on the composition PDF transport equation are found to be good candidates for application in the present context. However, these models are computationally expensive. To overcome this difficulty, two different models based on the composition PDF transport equation were developed: an improved Lagrangian Monte Carlo composition PDF algorithm and the generalized stochastic reactor model. Improvements in the Lagrangian Monte Carlo composition PDF model performance and its computational efficiency were achieved through the implementation of time splitting, variable stochastic fluid particle mass control, and a second order time accurate (predictor-corrector) scheme used for solving the stochastic differential equations governing the particles evolution. The model compared well against experimental data found in the literature for two different configurations: bluff body and swirl stabilized combustors. The generalized stochastic reactor is a newly developed model. This model relies on the generalization of the concept of the classical stochastic reactor theory in the sense that it accounts for both finite micro- and macro-mixing processes. (Abstract shortened by UMI.)

LEGEND, a LEO-to-GEO Environment Debris Model

NASA Technical Reports Server (NTRS)

Liou, Jer Chyi; Hall, Doyle T.

2013-01-01

LEGEND (LEO-to-GEO Environment Debris model) is a three-dimensional orbital debris evolutionary model that is capable of simulating the historical and future debris populations in the near-Earth environment. The historical component in LEGEND adopts a deterministic approach to mimic the known historical populations. Launched rocket bodies, spacecraft, and mission-related debris (rings, bolts, etc.) are added to the simulated environment. Known historical breakup events are reproduced, and fragments down to 1 mm in size are created. The LEGEND future projection component adopts a Monte Carlo approach and uses an innovative pair-wise collision probability evaluation algorithm to simulate the future breakups and the growth of the debris populations. This algorithm is based on a new "random sampling in time" approach that preserves characteristics of the traditional approach and captures the rapidly changing nature of the orbital debris environment. LEGEND is a Fortran 90-based numerical simulation program. It operates in a UNIX/Linux environment.

CAST: a new program package for the accurate characterization of large and flexible molecular systems.

PubMed

Grebner, Christoph; Becker, Johannes; Weber, Daniel; Bellinger, Daniel; Tafipolski, Maxim; Brückner, Charlotte; Engels, Bernd

2014-09-15

The presented program package, Conformational Analysis and Search Tool (CAST) allows the accurate treatment of large and flexible (macro) molecular systems. For the determination of thermally accessible minima CAST offers the newly developed TabuSearch algorithm, but algorithms such as Monte Carlo (MC), MC with minimization, and molecular dynamics are implemented as well. For the determination of reaction paths, CAST provides the PathOpt, the Nudge Elastic band, and the umbrella sampling approach. Access to free energies is possible through the free energy perturbation approach. Along with a number of standard force fields, a newly developed symmetry-adapted perturbation theory-based force field is included. Semiempirical computations are possible through DFTB+ and MOPAC interfaces. For calculations based on density functional theory, a Message Passing Interface (MPI) interface to the Graphics Processing Unit (GPU)-accelerated TeraChem program is available. The program is available on request. Copyright © 2014 Wiley Periodicals, Inc.

Comparison of normal tissue dose calculation methods for epidemiological studies of radiotherapy patients.

PubMed

Mille, Matthew M; Jung, Jae Won; Lee, Choonik; Kuzmin, Gleb A; Lee, Choonsik

2018-06-01

Radiation dosimetry is an essential input for epidemiological studies of radiotherapy patients aimed at quantifying the dose-response relationship of late-term morbidity and mortality. Individualised organ dose must be estimated for all tissues of interest located in-field, near-field, or out-of-field. Whereas conventional measurement approaches are limited to points in water or anthropomorphic phantoms, computational approaches using patient images or human phantoms offer greater flexibility and can provide more detailed three-dimensional dose information. In the current study, we systematically compared four different dose calculation algorithms so that dosimetrists and epidemiologists can better understand the advantages and limitations of the various approaches at their disposal. The four dose calculations algorithms considered were as follows: the (1) Analytical Anisotropic Algorithm (AAA) and (2) Acuros XB algorithm (Acuros XB), as implemented in the Eclipse treatment planning system (TPS); (3) a Monte Carlo radiation transport code, EGSnrc; and (4) an accelerated Monte Carlo code, the x-ray Voxel Monte Carlo (XVMC). The four algorithms were compared in terms of their accuracy and appropriateness in the context of dose reconstruction for epidemiological investigations. Accuracy in peripheral dose was evaluated first by benchmarking the calculated dose profiles against measurements in a homogeneous water phantom. Additional simulations in a heterogeneous cylinder phantom evaluated the performance of the algorithms in the presence of tissue heterogeneity. In general, we found that the algorithms contained within the commercial TPS (AAA and Acuros XB) were fast and accurate in-field or near-field, but not acceptable out-of-field. Therefore, the TPS is best suited for epidemiological studies involving large cohorts and where the organs of interest are located in-field or partially in-field. The EGSnrc and XVMC codes showed excellent agreement with measurements both in-field and out-of-field. The EGSnrc code was the most accurate dosimetry approach, but was too slow to be used for large-scale epidemiological cohorts. The XVMC code showed similar accuracy to EGSnrc, but was significantly faster, and thus epidemiological applications seem feasible, especially when the organs of interest reside far away from the field edge.

Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers

DOE PAGES

Goodman, Jonathan; Lin, Kevin K.; Morzfeld, Matthias

2015-07-06

Implicit samplers are algorithms for producing independent, weighted samples from multivariate probability distributions. These are often applied in Bayesian data assimilation algorithms. We use Laplace asymptotic expansions to analyze two implicit samplers in the small noise regime. Our analysis suggests a symmetrization of the algorithms that leads to improved implicit sampling schemes at a relatively small additional cost. Here, computational experiments confirm the theory and show that symmetrization is effective for small noise sampling problems.

High performance transcription factor-DNA docking with GPU computing

PubMed Central

2012-01-01

Background Protein-DNA docking is a very challenging problem in structural bioinformatics and has important implications in a number of applications, such as structure-based prediction of transcription factor binding sites and rational drug design. Protein-DNA docking is very computational demanding due to the high cost of energy calculation and the statistical nature of conformational sampling algorithms. More importantly, experiments show that the docking quality depends on the coverage of the conformational sampling space. It is therefore desirable to accelerate the computation of the docking algorithm, not only to reduce computing time, but also to improve docking quality. Methods In an attempt to accelerate the sampling process and to improve the docking performance, we developed a graphics processing unit (GPU)-based protein-DNA docking algorithm. The algorithm employs a potential-based energy function to describe the binding affinity of a protein-DNA pair, and integrates Monte-Carlo simulation and a simulated annealing method to search through the conformational space. Algorithmic techniques were developed to improve the computation efficiency and scalability on GPU-based high performance computing systems. Results The effectiveness of our approach is tested on a non-redundant set of 75 TF-DNA complexes and a newly developed TF-DNA docking benchmark. We demonstrated that the GPU-based docking algorithm can significantly accelerate the simulation process and thereby improving the chance of finding near-native TF-DNA complex structures. This study also suggests that further improvement in protein-DNA docking research would require efforts from two integral aspects: improvement in computation efficiency and energy function design. Conclusions We present a high performance computing approach for improving the prediction accuracy of protein-DNA docking. The GPU-based docking algorithm accelerates the search of the conformational space and thus increases the chance of finding more near-native structures. To the best of our knowledge, this is the first ad hoc effort of applying GPU or GPU clusters to the protein-DNA docking problem. PMID:22759575

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.

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

Optical dosimetry probes to validate Monte Carlo and empirical-method-based NIR dose planning in the brain.

PubMed

Verleker, Akshay Prabhu; Shaffer, Michael; Fang, Qianqian; Choi, Mi-Ran; Clare, Susan; Stantz, Keith M

2016-12-01

A three-dimensional photon dosimetry in tissues is critical in designing optical therapeutic protocols to trigger light-activated drug release. The objective of this study is to investigate the feasibility of a Monte Carlo-based optical therapy planning software by developing dosimetry tools to characterize and cross-validate the local photon fluence in brain tissue, as part of a long-term strategy to quantify the effects of photoactivated drug release in brain tumors. An existing GPU-based 3D Monte Carlo (MC) code was modified to simulate near-infrared photon transport with differing laser beam profiles within phantoms of skull bone (B), white matter (WM), and gray matter (GM). A novel titanium-based optical dosimetry probe with isotropic acceptance was used to validate the local photon fluence, and an empirical model of photon transport was developed to significantly decrease execution time for clinical application. Comparisons between the MC and the dosimetry probe measurements were on an average 11.27%, 13.25%, and 11.81% along the illumination beam axis, and 9.4%, 12.06%, 8.91% perpendicular to the beam axis for WM, GM, and B phantoms, respectively. For a heterogeneous head phantom, the measured % errors were 17.71% and 18.04% along and perpendicular to beam axis. The empirical algorithm was validated by probe measurements and matched the MC results (R²0.99), with average % error of 10.1%, 45.2%, and 22.1% relative to probe measurements, and 22.6%, 35.8%, and 21.9% relative to the MC, for WM, GM, and B phantoms, respectively. The simulation time for the empirical model was 6 s versus 8 h for the GPU-based Monte Carlo for a head phantom simulation. These tools provide the capability to develop and optimize treatment plans for optimal release of pharmaceuticals in the treatment of cancer. Future work will test and validate these novel delivery and release mechanisms in vivo.

Non-destructive in-situ method and apparatus for determining radionuclide depth in media

DOEpatents

Xu, X. George; Naessens, Edward P.

2003-01-01

A non-destructive method and apparatus which is based on in-situ gamma spectroscopy is used to determine the depth of radiological contamination in media such as concrete. An algorithm, Gamma Penetration Depth Unfolding Algorithm (GPDUA), uses point kernel techniques to predict the depth of contamination based on the results of uncollided peak information from the in-situ gamma spectroscopy. The invention is better, faster, safer, and/cheaper than the current practice in decontamination and decommissioning of facilities that are slow, rough and unsafe. The invention uses a priori knowledge of the contaminant source distribution. The applicable radiological contaminants of interest are any isotopes that emit two or more gamma rays per disintegration or isotopes that emit a single gamma ray but have gamma-emitting progeny in secular equilibrium with its parent (e.g., .sup.60 Co, .sup.235 U, and .sup.137 Cs to name a few). The predicted depths from the GPDUA algorithm using Monte Carlo N-Particle Transport Code (MCNP) simulations and laboratory experiments using .sup.60 Co have consistently produced predicted depths within 20% of the actual or known depth.

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

Serin, E.; Codel, G.; Mabhouti, H.

Purpose: In small field geometries, the electronic equilibrium can be lost, making it challenging for the dose-calculation algorithm to accurately predict the dose, especially in the presence of tissue heterogeneities. In this study, dosimetric accuracy of Monte Carlo (MC) advanced dose calculation and sequential algorithms of Multiplan treatment planning system were investigated for small radiation fields incident on homogeneous and heterogeneous geometries. Methods: Small open fields of fixed cones of Cyberknife M6 unit 100 to 500 mm2 were used for this study. The fields were incident on in house phantom containing lung, air, and bone inhomogeneities and also homogeneous phantom.more » Using the same film batch, the net OD to dose calibration curve was obtained using CK with the 60 mm fixed cone by delivering 0- 800 cGy. Films were scanned 48 hours after irradiation using an Epson 1000XL flatbed scanner. The dosimetric accuracy of MC and sequential algorithms in the presence of the inhomogeneities was compared against EBT3 film dosimetry Results: Open field tests in a homogeneous phantom showed good agreement between two algorithms and film measurement For MC algorithm, the minimum gamma analysis passing rates between measured and calculated dose distributions were 99.7% and 98.3% for homogeneous and inhomogeneous fields in the case of lung and bone respectively. For sequential algorithm, the minimum gamma analysis passing rates were 98.9% and 92.5% for for homogeneous and inhomogeneous fields respectively for used all cone sizes. In the case of the air heterogeneity, the differences were larger for both calculation algorithms. Overall, when compared to measurement, the MC had better agreement than sequential algorithm. Conclusion: The Monte Carlo calculation algorithm in the Multiplan treatment planning system is an improvement over the existing sequential algorithm. Dose discrepancies were observed for in the presence of air inhomogeneities.« less

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

Fixed node diffusion Monte Carlo using a genetic algorithm: a study of the CO-(4)He(N) complex, N = 1…10.

PubMed

Ramilowski, Jordan A; Farrelly, David

2012-06-14

The diffusion Monte Carlo (DMC) method is a widely used algorithm for computing both ground and excited states of many-particle systems; for states without nodes the algorithm is numerically exact. In the presence of nodes approximations must be introduced, for example, the fixed-node approximation. Recently we have developed a genetic algorithm (GA) based approach which allows the computation of nodal surfaces on-the-fly [Ramilowski and Farrelly, Phys. Chem. Chem. Phys., 2010, 12, 12450]. Here GA-DMC is applied to the computation of rovibrational states of CO-(4)He(N) complexes with N≤ 10. These complexes have been the subject of recent high resolution microwave and millimeter-wave studies which traced the onset of microscopic superfluidity in a doped (4)He droplet, one atom at a time, up to N = 10 [Surin et al., Phys. Rev. Lett., 2008, 101, 233401; Raston et al., Phys. Chem. Chem. Phys., 2010, 12, 8260]. The frequencies of the a-type (microwave) series, which correlate with end-over-end rotation in the CO-(4)He dimer, decrease from N = 1 to 3 and then smoothly increase. This signifies the transition from a molecular complex to a quantum solvated system. The frequencies of the b-type (millimeter-wave) series, which evolves from free rotation of the rigid CO molecule, initially increase from N = 0 to N∼ 6 before starting to decrease with increasing N. An interesting feature of the b-type series, originally observed in the high resolution infra-red (IR) experiments of Tang and McKellar [J. Chem. Phys., 2003, 119, 754] is that, for N = 7, two lines are observed. The GA-DMC algorithm is found to be in good agreement with experimental results and possibly detects the small (∼0.7 cm(-1)) splitting in the b-series line at N = 7. Advantages and disadvantages of GA-DMC are discussed.

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

Pile-up correction by Genetic Algorithm and Artificial Neural Network

NASA Astrophysics Data System (ADS)

Kafaee, M.; Saramad, S.

2009-08-01

Pile-up distortion is a common problem for high counting rates radiation spectroscopy in many fields such as industrial, nuclear and medical applications. It is possible to reduce pulse pile-up using hardware-based pile-up rejections. However, this phenomenon may not be eliminated completely by this approach and the spectrum distortion caused by pile-up rejection can be increased as well. In addition, inaccurate correction or rejection of pile-up artifacts in applications such as energy dispersive X-ray (EDX) spectrometers can lead to losses of counts, will give poor quantitative results and even false element identification. Therefore, it is highly desirable to use software-based models to predict and correct any recognized pile-up signals in data acquisition systems. The present paper describes two new intelligent approaches for pile-up correction; the Genetic Algorithm (GA) and Artificial Neural Networks (ANNs). The validation and testing results of these new methods have been compared, which shows excellent agreement with the measured data with 60Co source and NaI detector. The Monte Carlo simulation of these new intelligent algorithms also shows their advantages over hardware-based pulse pile-up rejection methods.

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

NASA Astrophysics Data System (ADS)

Boudreau, C.; Heath, E.; Seuntjens, J.; Ballivy, O.; Parker, W.

2005-03-01

The PEREGRINE Monte Carlo dose-calculation system (North American Scientific, Cranberry Township, PA) is the first commercially available Monte Carlo dose-calculation code intended specifically for intensity modulated radiotherapy (IMRT) treatment planning and quality assurance. In order to assess the impact of Monte Carlo based dose calculations for IMRT clinical cases, dose distributions for 11 head and neck patients were evaluated using both PEREGRINE and the CORVUS (North American Scientific, Cranberry Township, PA) finite size pencil beam (FSPB) algorithm with equivalent path-length (EPL) inhomogeneity correction. For the target volumes, PEREGRINE calculations predict, on average, a less than 2% difference in the calculated mean and maximum doses to the gross tumour volume (GTV) and clinical target volume (CTV). An average 16% ± 4% and 12% ± 2% reduction in the volume covered by the prescription isodose line was observed for the GTV and CTV, respectively. Overall, no significant differences were noted in the doses to the mandible and spinal cord. For the parotid glands, PEREGRINE predicted a 6% ± 1% increase in the volume of tissue receiving a dose greater than 25 Gy and an increase of 4% ± 1% in the mean dose. Similar results were noted for the brainstem where PEREGRINE predicted a 6% ± 2% increase in the mean dose. The observed differences between the PEREGRINE and CORVUS calculated dose distributions are attributed to secondary electron fluence perturbations, which are not modelled by the EPL correction, issues of organ outlining, particularly in the vicinity of air cavities, and differences in dose reporting (dose to water versus dose to tissue type).

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.

Estimating source parameters from deformation data, with an application to the March 1997 earthquake swarm off the Izu Peninsula, Japan

NASA Astrophysics Data System (ADS)

Cervelli, P.; Murray, M. H.; Segall, P.; Aoki, Y.; Kato, T.

2001-06-01

We have applied two Monte Carlo optimization techniques, simulated annealing and random cost, to the inversion of deformation data for fault and magma chamber geometry. These techniques involve an element of randomness that permits them to escape local minima and ultimately converge to the global minimum of misfit space. We have tested the Monte Carlo algorithms on two synthetic data sets. We have also compared them to one another in terms of their efficiency and reliability. We have applied the bootstrap method to estimate confidence intervals for the source parameters, including the correlations inherent in the data. Additionally, we present methods that use the information from the bootstrapping procedure to visualize the correlations between the different model parameters. We have applied these techniques to GPS, tilt, and leveling data from the March 1997 earthquake swarm off of the Izu Peninsula, Japan. Using the two Monte Carlo algorithms, we have inferred two sources, a dike and a fault, that fit the deformation data and the patterns of seismicity and that are consistent with the regional stress field.

DNA motif alignment by evolving a population of Markov chains.

PubMed

Bi, Chengpeng

2009-01-30

Deciphering cis-regulatory elements or de novo motif-finding in genomes still remains elusive although much algorithmic effort has been expended. The Markov chain Monte Carlo (MCMC) method such as Gibbs motif samplers has been widely employed to solve the de novo motif-finding problem through sequence local alignment. Nonetheless, the MCMC-based motif samplers still suffer from local maxima like EM. Therefore, as a prerequisite for finding good local alignments, these motif algorithms are often independently run a multitude of times, but without information exchange between different chains. Hence it would be worth a new algorithm design enabling such information exchange. This paper presents a novel motif-finding algorithm by evolving a population of Markov chains with information exchange (PMC), each of which is initialized as a random alignment and run by the Metropolis-Hastings sampler (MHS). It is progressively updated through a series of local alignments stochastically sampled. Explicitly, the PMC motif algorithm performs stochastic sampling as specified by a population-based proposal distribution rather than individual ones, and adaptively evolves the population as a whole towards a global maximum. The alignment information exchange is accomplished by taking advantage of the pooled motif site distributions. A distinct method for running multiple independent Markov chains (IMC) without information exchange, or dubbed as the IMC motif algorithm, is also devised to compare with its PMC counterpart. Experimental studies demonstrate that the performance could be improved if pooled information were used to run a population of motif samplers. The new PMC algorithm was able to improve the convergence and outperformed other popular algorithms tested using simulated and biological motif sequences.

Sparsity constrained split feasibility for dose-volume constraints in inverse planning of intensity-modulated photon or proton therapy

NASA Astrophysics Data System (ADS)

Penfold, Scott; Zalas, Rafał; Casiraghi, Margherita; Brooke, Mark; Censor, Yair; Schulte, Reinhard

2017-05-01

A split feasibility formulation for the inverse problem of intensity-modulated radiation therapy treatment planning with dose-volume constraints included in the planning algorithm is presented. It involves a new type of sparsity constraint that enables the inclusion of a percentage-violation constraint in the model problem and its handling by continuous (as opposed to integer) methods. We propose an iterative algorithmic framework for solving such a problem by applying the feasibility-seeking CQ-algorithm of Byrne combined with the automatic relaxation method that uses cyclic projections. Detailed implementation instructions are furnished. Functionality of the algorithm was demonstrated through the creation of an intensity-modulated proton therapy plan for a simple 2D C-shaped geometry and also for a realistic base-of-skull chordoma treatment site. Monte Carlo simulations of proton pencil beams of varying energy were conducted to obtain dose distributions for the 2D test case. A research release of the Pinnacle 3 proton treatment planning system was used to extract pencil beam doses for a clinical base-of-skull chordoma case. In both cases the beamlet doses were calculated to satisfy dose-volume constraints according to our new algorithm. Examination of the dose-volume histograms following inverse planning with our algorithm demonstrated that it performed as intended. The application of our proposed algorithm to dose-volume constraint inverse planning was successfully demonstrated. Comparison with optimized dose distributions from the research release of the Pinnacle 3 treatment planning system showed the algorithm could achieve equivalent or superior results.

A Modified Differential Coherent Bit Synchronization Algorithm for BeiDou Weak Signals with Large Frequency Deviation.

PubMed

Han, Zhifeng; Liu, Jianye; Li, Rongbing; Zeng, Qinghua; Wang, Yi

2017-07-04

BeiDou system navigation messages are modulated with a secondary NH (Neumann-Hoffman) code of 1 kbps, where frequent bit transitions limit the coherent integration time to 1 millisecond. Therefore, a bit synchronization algorithm is necessary to obtain bit edges and NH code phases. In order to realize bit synchronization for BeiDou weak signals with large frequency deviation, a bit synchronization algorithm based on differential coherent and maximum likelihood is proposed. Firstly, a differential coherent approach is used to remove the effect of frequency deviation, and the differential delay time is set to be a multiple of bit cycle to remove the influence of NH code. Secondly, the maximum likelihood function detection is used to improve the detection probability of weak signals. Finally, Monte Carlo simulations are conducted to analyze the detection performance of the proposed algorithm compared with a traditional algorithm under the CN0s of 20~40 dB-Hz and different frequency deviations. The results show that the proposed algorithm outperforms the traditional method with a frequency deviation of 50 Hz. This algorithm can remove the effect of BeiDou NH code effectively and weaken the influence of frequency deviation. To confirm the feasibility of the proposed algorithm, real data tests are conducted. The proposed algorithm is suitable for BeiDou weak signal bit synchronization with large frequency deviation.

Estimating the uncertainty of calculated out-of-field organ dose from a commercial treatment planning system.

PubMed

Wang, Lilie; Ding, George X

2018-06-12

Therapeutic radiation to cancer patients is accompanied by unintended radiation to organs outside the treatment field. It is known that the model-based dose algorithm has limitation in calculating the out-of-field doses. This study evaluated the out-of-field dose calculated by the Varian Eclipse treatment planning system (v.11 with AAA algorithm) in realistic treatment plans with the goal of estimating the uncertainties of calculated organ doses. Photon beam phase-space files for TrueBeam linear accelerator were provided by Varian. These were used as incident sources in EGSnrc Monte Carlo simulations of radiation transport through the downstream jaws and MLC. Dynamic movements of the MLC leaves were fully modeled based on treatment plans using IMRT or VMAT techniques. The Monte Carlo calculated out-of-field doses were then compared with those calculated by Eclipse. The dose comparisons were performed for different beam energies and treatment sites, including head-and-neck, lung, and pelvis. For 6 MV (FF/FFF), 10 MV (FF/FFF), and 15 MV (FF) beams, Eclipse underestimated out-of-field local doses by 30%-50% compared with Monte Carlo calculations when the local dose was <1% of prescribed dose. The accuracy of out-of-field dose calculations using Eclipse is improved when collimator jaws were set at the smallest possible aperture for MLC openings. The Eclipse system consistently underestimates out-of-field dose by a factor of 2 for all beam energies studied at the local dose level of less than 1% of prescribed dose. These findings are useful in providing information on the uncertainties of out-of-field organ doses calculated by Eclipse treatment planning system. © 2018 The Authors. Journal of Applied Clinical Medical Physics published by Wiley Periodicals, Inc. on behalf of American Association of Physicists in Medicine.

Parallelization and implementation of approximate root isolation for nonlinear system by Monte Carlo

NASA Astrophysics Data System (ADS)

Khosravi, Ebrahim

1998-12-01

This dissertation solves a fundamental problem of isolating the real roots of nonlinear systems of equations by Monte-Carlo that were published by Bush Jones. This algorithm requires only function values and can be applied readily to complicated systems of transcendental functions. The implementation of this sequential algorithm provides scientists with the means to utilize function analysis in mathematics or other fields of science. The algorithm, however, is so computationally intensive that the system is limited to a very small set of variables, and this will make it unfeasible for large systems of equations. Also a computational technique was needed for investigating a metrology of preventing the algorithm structure from converging to the same root along different paths of computation. The research provides techniques for improving the efficiency and correctness of the algorithm. The sequential algorithm for this technique was corrected and a parallel algorithm is presented. This parallel method has been formally analyzed and is compared with other known methods of root isolation. The effectiveness, efficiency, enhanced overall performance of the parallel processing of the program in comparison to sequential processing is discussed. The message passing model was used for this parallel processing, and it is presented and implemented on Intel/860 MIMD architecture. The parallel processing proposed in this research has been implemented in an ongoing high energy physics experiment: this algorithm has been used to track neutrinoes in a super K detector. This experiment is located in Japan, and data can be processed on-line or off-line locally or remotely.

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

Rodríguez-Cantano, Rocío; Pérez de Tudela, Ricardo; Bartolomei, Massimiliano

Coronene-doped helium clusters have been studied by means of classical and quantum mechanical (QM) methods using a recently developed He–C{sub 24}H{sub 12} global potential based on the use of optimized atom-bond improved Lennard-Jones functions. Equilibrium energies and geometries at global and local minima for systems with up to 69 He atoms were calculated by means of an evolutive algorithm and a basin-hopping approach and compared with results from path integral Monte Carlo (PIMC) calculations at 2 K. A detailed analysis performed for the smallest sizes shows that the precise localization of the He atoms forming the first solvation layer overmore » the molecular substrate is affected by differences between relative potential minima. The comparison of the PIMC results with the predictions from the classical approaches and with diffusion Monte Carlo results allows to examine the importance of both the QM and thermal effects.« less

SPAMCART: a code for smoothed particle Monte Carlo radiative transfer

NASA Astrophysics Data System (ADS)

Lomax, O.; Whitworth, A. P.

2016-10-01

We present a code for generating synthetic spectral energy distributions and intensity maps from smoothed particle hydrodynamics simulation snapshots. The code is based on the Lucy Monte Carlo radiative transfer method, I.e. it follows discrete luminosity packets as they propagate through a density field, and then uses their trajectories to compute the radiative equilibrium temperature of the ambient dust. The sources can be extended and/or embedded, and discrete and/or diffuse. The density is not mapped on to a grid, and therefore the calculation is performed at exactly the same resolution as the hydrodynamics. We present two example calculations using this method. First, we demonstrate that the code strictly adheres to Kirchhoff's law of radiation. Secondly, we present synthetic intensity maps and spectra of an embedded protostellar multiple system. The algorithm uses data structures that are already constructed for other purposes in modern particle codes. It is therefore relatively simple to implement.

Decoding the non-stationary neuron spike trains by dual Monte Carlo point process estimation in motor Brain Machine Interfaces.

PubMed

Liao, Yuxi; Li, Hongbao; Zhang, Qiaosheng; Fan, Gong; Wang, Yiwen; Zheng, Xiaoxiang

2014-01-01

Decoding algorithm in motor Brain Machine Interfaces translates the neural signals to movement parameters. They usually assume the connection between the neural firings and movements to be stationary, which is not true according to the recent studies that observe the time-varying neuron tuning property. This property results from the neural plasticity and motor learning etc., which leads to the degeneration of the decoding performance when the model is fixed. To track the non-stationary neuron tuning during decoding, we propose a dual model approach based on Monte Carlo point process filtering method that enables the estimation also on the dynamic tuning parameters. When applied on both simulated neural signal and in vivo BMI data, the proposed adaptive method performs better than the one with static tuning parameters, which raises a promising way to design a long-term-performing model for Brain Machine Interfaces decoder.

NMR diffusion simulation based on conditional random walk.

PubMed

Gudbjartsson, H; Patz, S

1995-01-01

The authors introduce here a new, very fast, simulation method for free diffusion in a linear magnetic field gradient, which is an extension of the conventional Monte Carlo (MC) method or the convolution method described by Wong et al. (in 12th SMRM, New York, 1993, p.10). In earlier NMR-diffusion simulation methods, such as the finite difference method (FD), the Monte Carlo method, and the deterministic convolution method, the outcome of the calculations depends on the simulation time step. In the authors' method, however, the results are independent of the time step, although, in the convolution method the step size has to be adequate for spins to diffuse to adjacent grid points. By always selecting the largest possible time step the computation time can therefore be reduced. Finally the authors point out that in simple geometric configurations their simulation algorithm can be used to reduce computation time in the simulation of restricted diffusion.

New method of computing the contributions of graphs without lepton loops to the electron anomalous magnetic moment in QED

NASA Astrophysics Data System (ADS)

Volkov, Sergey

2017-11-01

This paper presents a new method of numerical computation of the mass-independent QED contributions to the electron anomalous magnetic moment which arise from Feynman graphs without closed electron loops. The method is based on a forestlike subtraction formula that removes all ultraviolet and infrared divergences in each Feynman graph before integration in Feynman-parametric space. The integration is performed by an importance sampling Monte-Carlo algorithm with the probability density function that is constructed for each Feynman graph individually. The method is fully automated at any order of the perturbation series. The results of applying the method to 2-loop, 3-loop, 4-loop Feynman graphs, and to some individual 5-loop graphs are presented, as well as the comparison of this method with other ones with respect to Monte Carlo convergence speed.

Understanding Quantum Tunneling through Quantum Monte Carlo Simulations.

PubMed

Isakov, Sergei V; Mazzola, Guglielmo; Smelyanskiy, Vadim N; Jiang, Zhang; Boixo, Sergio; Neven, Hartmut; Troyer, Matthias

2016-10-28

The tunneling between the two ground states of an Ising ferromagnet is a typical example of many-body tunneling processes between two local minima, as they occur during quantum annealing. Performing quantum Monte Carlo (QMC) simulations we find that the QMC tunneling rate displays the same scaling with system size, as the rate of incoherent tunneling. The scaling in both cases is O(Δ^{2}), where Δ is the tunneling splitting (or equivalently the minimum spectral gap). An important consequence is that QMC simulations can be used to predict the performance of a quantum annealer for tunneling through a barrier. Furthermore, by using open instead of periodic boundary conditions in imaginary time, equivalent to a projector QMC algorithm, we obtain a quadratic speedup for QMC simulations, and achieve linear scaling in Δ. We provide a physical understanding of these results and their range of applicability based on an instanton picture.

Low-Temperature Crystal Structures of the Hard Core Square Shoulder Model.

PubMed

Gabriëlse, Alexander; Löwen, Hartmut; Smallenburg, Frank

2017-11-07

In many cases, the stability of complex structures in colloidal systems is enhanced by a competition between different length scales. Inspired by recent experiments on nanoparticles coated with polymers, we use Monte Carlo simulations to explore the types of crystal structures that can form in a simple hard-core square shoulder model that explicitly incorporates two favored distances between the particles. To this end, we combine Monte Carlo-based crystal structure finding algorithms with free energies obtained using a mean-field cell theory approach, and draw phase diagrams for two different values of the square shoulder width as a function of the density and temperature. Moreover, we map out the zero-temperature phase diagram for a broad range of shoulder widths. Our results show the stability of a rich variety of crystal phases, such as body-centered orthogonal (BCO) lattices not previously considered for the square shoulder model.

Analysis of dense-medium light scattering with applications to corneal tissue: experiments and Monte Carlo simulations.

PubMed

Kim, K B; Shanyfelt, L M; Hahn, D W

2006-01-01

Dense-medium scattering is explored in the context of providing a quantitative measurement of turbidity, with specific application to corneal haze. A multiple-wavelength scattering technique is proposed to make use of two-color scattering response ratios, thereby providing a means for data normalization. A combination of measurements and simulations are reported to assess this technique, including light-scattering experiments for a range of polystyrene suspensions. Monte Carlo (MC) simulations were performed using a multiple-scattering algorithm based on full Mie scattering theory. The simulations were in excellent agreement with the polystyrene suspension experiments, thereby validating the MC model. The MC model was then used to simulate multiwavelength scattering in a corneal tissue model. Overall, the proposed multiwavelength scattering technique appears to be a feasible approach to quantify dense-medium scattering such as the manifestation of corneal haze, although more complex modeling of keratocyte scattering, and animal studies, are necessary.

Accurate condensed history Monte Carlo simulation of electron transport. II. Application to ion chamber response simulations.

PubMed

Kawrakow, I

2000-03-01

In this report the condensed history Monte Carlo simulation of electron transport and its application to the calculation of ion chamber response is discussed. It is shown that the strong step-size dependencies and lack of convergence to the correct answer previously observed are the combined effect of the following artifacts caused by the EGS4/PRESTA implementation of the condensed history technique: dose underprediction due to PRESTA'S pathlength correction and lateral correlation algorithm; dose overprediction due to the boundary crossing algorithm; dose overprediction due to the breakdown of the fictitious cross section method for sampling distances between discrete interaction and the inaccurate evaluation of energy-dependent quantities. These artifacts are now understood quantitatively and analytical expressions for their effect are given.

Parameters estimation for reactive transport: A way to test the validity of a reactive model

NASA Astrophysics Data System (ADS)

Aggarwal, Mohit; Cheikh Anta Ndiaye, Mame; Carrayrou, Jérôme

The chemical parameters used in reactive transport models are not known accurately due to the complexity and the heterogeneous conditions of a real domain. We will present an efficient algorithm in order to estimate the chemical parameters using Monte-Carlo method. Monte-Carlo methods are very robust for the optimisation of the highly non-linear mathematical model describing reactive transport. Reactive transport of tributyltin (TBT) through natural quartz sand at seven different pHs is taken as the test case. Our algorithm will be used to estimate the chemical parameters of the sorption of TBT onto the natural quartz sand. By testing and comparing three models of surface complexation, we show that the proposed adsorption model cannot explain the experimental data.

Entropy-based adaptive attitude estimation

NASA Astrophysics Data System (ADS)

Kiani, Maryam; Barzegar, Aylin; Pourtakdoust, Seid H.

2018-03-01

Gaussian approximation filters have increasingly been developed to enhance the accuracy of attitude estimation in space missions. The effective employment of these algorithms demands accurate knowledge of system dynamics and measurement models, as well as their noise characteristics, which are usually unavailable or unreliable. An innovation-based adaptive filtering approach has been adopted as a solution to this problem; however, it exhibits two major challenges, namely appropriate window size selection and guaranteed assurance of positive definiteness for the estimated noise covariance matrices. The current work presents two novel techniques based on relative entropy and confidence level concepts in order to address the abovementioned drawbacks. The proposed adaptation techniques are applied to two nonlinear state estimation algorithms of the extended Kalman filter and cubature Kalman filter for attitude estimation of a low earth orbit satellite equipped with three-axis magnetometers and Sun sensors. The effectiveness of the proposed adaptation scheme is demonstrated by means of comprehensive sensitivity analysis on the system and environmental parameters by using extensive independent Monte Carlo simulations.

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

NASA Astrophysics Data System (ADS)

Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

A compression algorithm for the combination of PDF sets.

PubMed

Carrazza, Stefano; Latorre, José I; Rojo, Juan; Watt, Graeme

The current PDF4LHC recommendation to estimate uncertainties due to parton distribution functions (PDFs) in theoretical predictions for LHC processes involves the combination of separate predictions computed using PDF sets from different groups, each of which comprises a relatively large number of either Hessian eigenvectors or Monte Carlo (MC) replicas. While many fixed-order and parton shower programs allow the evaluation of PDF uncertainties for a single PDF set at no additional CPU cost, this feature is not universal, and, moreover, the a posteriori combination of the predictions using at least three different PDF sets is still required. In this work, we present a strategy for the statistical combination of individual PDF sets, based on the MC representation of Hessian sets, followed by a compression algorithm for the reduction of the number of MC replicas. We illustrate our strategy with the combination and compression of the recent NNPDF3.0, CT14 and MMHT14 NNLO PDF sets. The resulting compressed Monte Carlo PDF sets are validated at the level of parton luminosities and LHC inclusive cross sections and differential distributions. We determine that around 100 replicas provide an adequate representation of the probability distribution for the original combined PDF set, suitable for general applications to LHC phenomenology.

Effect of inhomogeneity in a patient's body on the accuracy of the pencil beam algorithm in comparison to Monte Carlo

NASA Astrophysics Data System (ADS)

Yamashita, T.; Akagi, T.; Aso, T.; Kimura, A.; Sasaki, T.

2012-11-01

The pencil beam algorithm (PBA) is reasonably accurate and fast. It is, therefore, the primary method used in routine clinical treatment planning for proton radiotherapy; still, it needs to be validated for use in highly inhomogeneous regions. In our investigation of the effect of patient inhomogeneity, PBA was compared with Monte Carlo (MC). A software framework was developed for the MC simulation of radiotherapy based on Geant4. Anatomical sites selected for the comparison were the head/neck, liver, lung and pelvis region. The dose distributions calculated by the two methods in selected examples were compared, as well as a dose volume histogram (DVH) derived from the dose distributions. The comparison of the off-center ratio (OCR) at the iso-center showed good agreement between the PBA and MC, while discrepancies were seen around the distal fall-off regions. While MC showed a fine structure on the OCR in the distal fall-off region, the PBA showed smoother distribution. The fine structures in MC calculation appeared downstream of very low-density regions. Comparison of DVHs showed that most of the target volumes were similarly covered, while some OARs located around the distal region received a higher dose when calculated by MC than the PBA.

Parallel Fokker–Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers

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

Küchlin, Stephan, E-mail: kuechlin@ifd.mavt.ethz.ch; Jenny, Patrick

2017-01-01

A major challenge for the conventional Direct Simulation Monte Carlo (DSMC) technique lies in the fact that its computational cost becomes prohibitive in the near continuum regime, where the Knudsen number (Kn)—characterizing the degree of rarefaction—becomes small. In contrast, the Fokker–Planck (FP) based particle Monte Carlo scheme allows for computationally efficient simulations of rarefied gas flows in the low and intermediate Kn regime. The Fokker–Planck collision operator—instead of performing binary collisions employed by the DSMC method—integrates continuous stochastic processes for the phase space evolution in time. This allows for time step and grid cell sizes larger than the respective collisionalmore » scales required by DSMC. Dynamically switching between the FP and the DSMC collision operators in each computational cell is the basis of the combined FP-DSMC method, which has been proven successful in simulating flows covering the whole Kn range. Until recently, this algorithm had only been applied to two-dimensional test cases. In this contribution, we present the first general purpose implementation of the combined FP-DSMC method. Utilizing both shared- and distributed-memory parallelization, this implementation provides the capability for simulations involving many particles and complex geometries by exploiting state of the art computer cluster technologies.« less

A Monte Carlo comparison of the recovery of winds near upwind and downwind from the SASS-1 model function by means of the sum of squares algorithm and a maximum likelihood estimator

NASA Technical Reports Server (NTRS)

Pierson, W. J., Jr.

1984-01-01

Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.

Deconvolution of continuous paleomagnetic data from pass-through magnetometer: A new algorithm to restore geomagnetic and environmental information based on realistic optimization

NASA Astrophysics Data System (ADS)

Oda, Hirokuni; Xuan, Chuang

2014-10-01

development of pass-through superconducting rock magnetometers (SRM) has greatly promoted collection of paleomagnetic data from continuous long-core samples. The output of pass-through measurement is smoothed and distorted due to convolution of magnetization with the magnetometer sensor response. Although several studies could restore high-resolution paleomagnetic signal through deconvolution of pass-through measurement, difficulties in accurately measuring the magnetometer sensor response have hindered the application of deconvolution. We acquired reliable sensor response of an SRM at the Oregon State University based on repeated measurements of a precisely fabricated magnetic point source. In addition, we present an improved deconvolution algorithm based on Akaike's Bayesian Information Criterion (ABIC) minimization, incorporating new parameters to account for errors in sample measurement position and length. The new algorithm was tested using synthetic data constructed by convolving "true" paleomagnetic signal containing an "excursion" with the sensor response. Realistic noise was added to the synthetic measurement using Monte Carlo method based on measurement noise distribution acquired from 200 repeated measurements of a u-channel sample. Deconvolution of 1000 synthetic measurements with realistic noise closely resembles the "true" magnetization, and successfully restored fine-scale magnetization variations including the "excursion." Our analyses show that inaccuracy in sample measurement position and length significantly affects deconvolution estimation, and can be resolved using the new deconvolution algorithm. Optimized deconvolution of 20 repeated measurements of a u-channel sample yielded highly consistent deconvolution results and estimates of error in sample measurement position and length, demonstrating the reliability of the new deconvolution algorithm for real pass-through measurements.

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 Probabilistic Cell Tracking Algorithm

NASA Astrophysics Data System (ADS)

Steinacker, Reinhold; Mayer, Dieter; Leiding, Tina; Lexer, Annemarie; Umdasch, Sarah

2013-04-01

The research described below was carried out during the EU-Project Lolight - development of a low cost, novel and accurate lightning mapping and thunderstorm (supercell) tracking system. The Project aims to develop a small-scale tracking method to determine and nowcast characteristic trajectories and velocities of convective cells and cell complexes. The results of the algorithm will provide a higher accuracy than current locating systems distributed on a coarse scale. Input data for the developed algorithm are two temporally separated lightning density fields. Additionally a Monte Carlo method minimizing a cost function is utilizied which leads to a probabilistic forecast for the movement of thunderstorm cells. In the first step the correlation coefficients between the first and the second density field are computed. Hence, the first field is shifted by all shifting vectors which are physically allowed. The maximum length of each vector is determined by the maximum possible speed of thunderstorm cells and the difference in time for both density fields. To eliminate ambiguities in determination of directions and velocities, the so called Random Walker of the Monte Carlo process is used. Using this method a grid point is selected at random. Moreover, one vector out of all predefined shifting vectors is suggested - also at random but with a probability that is related to the correlation coefficient. If this exchange of shifting vectors reduces the cost function, the new direction and velocity are accepted. Otherwise it is discarded. This process is repeated until the change of cost functions falls below a defined threshold. The Monte Carlo run gives information about the percentage of accepted shifting vectors for all grid points. In the course of the forecast, amplifications of cell density are permitted. For this purpose, intensity changes between the investigated areas of both density fields are taken into account. Knowing the direction and speed of thunderstorm cells is important for nowcasting. Therefore, the presented method is based on IC discharges which account for most lightning discharges and occur minutes before the first CG discharge. The cell tracking algorithm will be used as part of the integrated LoLight system. The research leading to these results has received funding from the European Union's Seventh Framework Programme managed by REA-Research Executive Agency http://ec.europa.eu/research/rea ([FP7/2007-2013] [FP7/2007-2011]) under grant agreement n° [262200].

State estimation of stochastic non-linear hybrid dynamic system using an interacting multiple model algorithm.

PubMed

Elenchezhiyan, M; Prakash, J

2015-09-01

In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Cross hole GPR traveltime inversion using a fast and accurate neural network as a forward model

NASA Astrophysics Data System (ADS)

Mejer Hansen, Thomas

2017-04-01

Probabilistic formulated inverse problems can be solved using Monte Carlo based sampling methods. In principle both advanced prior information, such as based on geostatistics, and complex non-linear forward physical models can be considered. However, in practice these methods can 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 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 travel time inversion of cross hole ground-penetrating radar (GPR) data. An accurate forward model, based on 2D full-waveform modeling followed by automatic travel time picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the full forward model, and considerably faster, and more accurate, than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of the types of inverse problems that can be solved using non-linear Monte Carlo sampling techniques.

Temporal parallelization of edge plasma simulations using the parareal algorithm and the SOLPS code

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

Samaddar, Debasmita; Coster, D. P.; Bonnin, X.

We show that numerical modelling of edge plasma physics may be successfully parallelized in time. The parareal algorithm has been employed for this purpose and the SOLPS code package coupling the B2.5 finite-volume fluid plasma solver with the kinetic Monte-Carlo neutral code Eirene has been used as a test bed. The complex dynamics of the plasma and neutrals in the scrape-off layer (SOL) region makes this a unique application. It is demonstrated that a significant computational gain (more than an order of magnitude) may be obtained with this technique. The use of the IPS framework for event-based parareal implementation optimizesmore » resource utilization and has been shown to significantly contribute to the computational gain.« less

Temporal parallelization of edge plasma simulations using the parareal algorithm and the SOLPS code

DOE PAGES

Samaddar, Debasmita; Coster, D. P.; Bonnin, X.; ...

2017-07-31

We show that numerical modelling of edge plasma physics may be successfully parallelized in time. The parareal algorithm has been employed for this purpose and the SOLPS code package coupling the B2.5 finite-volume fluid plasma solver with the kinetic Monte-Carlo neutral code Eirene has been used as a test bed. The complex dynamics of the plasma and neutrals in the scrape-off layer (SOL) region makes this a unique application. It is demonstrated that a significant computational gain (more than an order of magnitude) may be obtained with this technique. The use of the IPS framework for event-based parareal implementation optimizesmore » resource utilization and has been shown to significantly contribute to the computational gain.« less

Patient‐specific CT dosimetry calculation: a feasibility study

PubMed Central

Xie, Huchen; Cheng, Jason Y.; Ning, Holly; Zhuge, Ying; Miller, Robert W.

2011-01-01

Current estimation of radiation dose from computed tomography (CT) scans on patients has relied on the measurement of Computed Tomography Dose Index (CTDI) in standard cylindrical phantoms, and calculations based on mathematical representations of “standard man”. Radiation dose to both adult and pediatric patients from a CT scan has been a concern, as noted in recent reports. The purpose of this study was to investigate the feasibility of adapting a radiation treatment planning system (RTPS) to provide patient‐specific CT dosimetry. A radiation treatment planning system was modified to calculate patient‐specific CT dose distributions, which can be represented by dose at specific points within an organ of interest, as well as organ dose‐volumes (after image segmentation) for a GE Light Speed Ultra Plus CT scanner. The RTPS calculation algorithm is based on a semi‐empirical, measured correction‐based algorithm, which has been well established in the radiotherapy community. Digital representations of the physical phantoms (virtual phantom) were acquired with the GE CT scanner in axial mode. Thermoluminescent dosimeter (TLDs) measurements in pediatric anthropomorphic phantoms were utilized to validate the dose at specific points within organs of interest relative to RTPS calculations and Monte Carlo simulations of the same virtual phantoms (digital representation). Congruence of the calculated and measured point doses for the same physical anthropomorphic phantom geometry was used to verify the feasibility of the method. The RTPS algorithm can be extended to calculate the organ dose by calculating a dose distribution point‐by‐point for a designated volume. Electron Gamma Shower (EGSnrc) codes for radiation transport calculations developed by National Research Council of Canada (NRCC) were utilized to perform the Monte Carlo (MC) simulation. In general, the RTPS and MC dose calculations are within 10% of the TLD measurements for the infant and child chest scans. With respect to the dose comparisons for the head, the RTPS dose calculations are slightly higher (10%–20%) than the TLD measurements, while the MC results were within 10% of the TLD measurements. The advantage of the algebraic dose calculation engine of the RTPS is a substantially reduced computation time (minutes vs. days) relative to Monte Carlo calculations, as well as providing patient‐specific dose estimation. It also provides the basis for a more elaborate reporting of dosimetric results, such as patient specific organ dose volumes after image segmentation. PACS numbers: 87.55.D‐, 87.57.Q‐, 87.53.Bn, 87.55.K‐ PMID:22089016

A case study of view-factor rectification procedures for diffuse-gray radiation enclosure computations

NASA Technical Reports Server (NTRS)

Taylor, Robert P.; Luck, Rogelio

1995-01-01

The view factors which are used in diffuse-gray radiation enclosure calculations are often computed by approximate numerical integrations. These approximately calculated view factors will usually not satisfy the important physical constraints of reciprocity and closure. In this paper several view-factor rectification algorithms are reviewed and a rectification algorithm based on a least-squares numerical filtering scheme is proposed with both weighted and unweighted classes. A Monte-Carlo investigation is undertaken to study the propagation of view-factor and surface-area uncertainties into the heat transfer results of the diffuse-gray enclosure calculations. It is found that the weighted least-squares algorithm is vastly superior to the other rectification schemes for the reduction of the heat-flux sensitivities to view-factor uncertainties. In a sample problem, which has proven to be very sensitive to uncertainties in view factor, the heat transfer calculations with weighted least-squares rectified view factors are very good with an original view-factor matrix computed to only one-digit accuracy. All of the algorithms had roughly equivalent effects on the reduction in sensitivity to area uncertainty in this case study.

An Improved Neutron Transport Algorithm for Space Radiation

NASA Technical Reports Server (NTRS)

Heinbockel, John H.; Clowdsley, Martha S.; Wilson, John W.

2000-01-01

A low-energy neutron transport algorithm for use in space radiation protection is developed. The algorithm is based upon a multigroup analysis of the straight-ahead Boltzmann equation by using a mean value theorem for integrals. This analysis is accomplished by solving a realistic but simplified neutron transport test problem. The test problem is analyzed by using numerical and analytical procedures to obtain an accurate solution within specified error bounds. Results from the test problem are then used for determining mean values associated with rescattering terms that are associated with a multigroup solution of the straight-ahead Boltzmann equation. The algorithm is then coupled to the Langley HZETRN code through the evaporation source term. Evaluation of the neutron fluence generated by the solar particle event of February 23, 1956, for a water and an aluminum-water shield-target configuration is then compared with LAHET and MCNPX Monte Carlo code calculations for the same shield-target configuration. The algorithm developed showed a great improvement in results over the unmodified HZETRN solution. In addition, a two-directional solution of the evaporation source showed even further improvement of the fluence near the front of the water target where diffusion from the front surface is important.

A Hybrid Monte Carlo importance sampling of rare events in Turbulence and in Turbulent Models

NASA Astrophysics Data System (ADS)

Margazoglou, Georgios; Biferale, Luca; Grauer, Rainer; Jansen, Karl; Mesterhazy, David; Rosenow, Tillmann; Tripiccione, Raffaele

2017-11-01

Extreme and rare events is a challenging topic in the field of turbulence. Trying to investigate those instances through the use of traditional numerical tools turns to be a notorious task, as they fail to systematically sample the fluctuations around them. On the other hand, we propose that an importance sampling Monte Carlo method can selectively highlight extreme events in remote areas of the phase space and induce their occurrence. We present a brand new computational approach, based on the path integral formulation of stochastic dynamics, and employ an accelerated Hybrid Monte Carlo (HMC) algorithm for this purpose. Through the paradigm of stochastic one-dimensional Burgers' equation, subjected to a random noise that is white-in-time and power-law correlated in Fourier space, we will prove our concept and benchmark our results with standard CFD methods. Furthermore, we will present our first results of constrained sampling around saddle-point instanton configurations (optimal fluctuations). The research leading to these results has received funding from the EU Horizon 2020 research and innovation programme under Grant Agreement No. 642069, and from the EU Seventh Framework Programme (FP7/2007-2013) under ERC Grant Agreement No. 339032.

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

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.

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

Closed Loop Guidance Trade Study for Space Launch System Block-1B Vehicle

NASA Technical Reports Server (NTRS)

Von der Porten, Paul; Ahmad, Naeem; Hawkins, Matt

2018-01-01

NASA is currently building the Space Launch System (SLS) Block-1 launch vehicle for the Exploration Mission 1 (EM-1) test flight. The design of the next evolution of SLS, Block-1B, is well underway. The Block-1B vehicle is more capable overall than Block-1; however, the relatively low thrust-to-weight ratio of the Exploration Upper Stage (EUS) presents a challenge to the Powered Explicit Guidance (PEG) algorithm used by Block-1. To handle the long burn durations (on the order of 1000 seconds) of EUS missions, two algorithms were examined. An alternative algorithm, OPGUID, was introduced, while modifications were made to PEG. A trade study was conducted to select the guidance algorithm for future SLS vehicles. The chosen algorithm needs to support a wide variety of mission operations: ascent burns to LEO, apogee raise burns, trans-lunar injection burns, hyperbolic Earth departure burns, and contingency disposal burns using the Reaction Control System (RCS). Additionally, the algorithm must be able to respond to a single engine failure scenario. Each algorithm was scored based on pre-selected criteria, including insertion accuracy, algorithmic complexity and robustness, extensibility for potential future missions, and flight heritage. Monte Carlo analysis was used to select the final algorithm. This paper covers the design criteria, approach, and results of this trade study, showing impacts and considerations when adapting launch vehicle guidance algorithms to a broader breadth of in-space operations.

Finding the Missing Physics: Simulating Polydisperse Polymer Melts

NASA Astrophysics Data System (ADS)

Rorrer, Nichoals; Dorgan, John

2014-03-01

A Monte Carlo algorithm has been developed to model polydisperse polymer melts. For the first time, this enables the specification of a predetermined molecular weight distribution for lattice based simulations. It is demonstrated how to map an arbitrary probability distributions onto a discrete number of chains residing on an fcc lattice. The resulting algorithm is able to simulate a wide variety of behaviors for polydisperse systems including confinement effects, shear flow, and parabolic flow. The dynamic version of the algorithm accurately captures Rouse dynamics for short polymer chains, and reptation-like dynamics for longer chain lengths.1 When polydispersity is introduced, smaller Rouse times and broadened the transition between different scaling regimes are observed. Rouse times also decrease under confinement for both polydisperse and monodisperse systems and chain length dependent migration effects are observed. The steady-state version of the algorithm enables the simulation of flow and when polydisperse systems are subject to parabolic (Poiseulle) flow, a migration phenomenon based on chain length is again present. These and other phenomena highlight the importance of including polydispersity in obtaining physically realistic simulations of polymeric melts. 1. Dorgan, J.R.; Rorrer, N.A.; Maupin, C.M., Macromolecules 2012, 45(21), 8833-8840. Work funded by the Fluid Dynamics program of the National Science Foundation under grant CBET-1067707.

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.

Transformation Model Choice in Nonlinear Regression Analysis of Fluorescence-based Serial Dilution Assays

PubMed Central

Fong, Youyi; Yu, Xuesong

2016-01-01

Many modern serial dilution assays are based on fluorescence intensity (FI) readouts. We study optimal transformation model choice for fitting five parameter logistic curves (5PL) to FI-based serial dilution assay data. We first develop a generalized least squares-pseudolikelihood type algorithm for fitting heteroscedastic logistic models. Next we show that the 5PL and log 5PL functions can approximate each other well. We then compare four 5PL models with different choices of log transformation and variance modeling through a Monte Carlo study and real data. Our findings are that the optimal choice depends on the intended use of the fitted curves. PMID:27642502

Algorithms for adaptive stochastic control for a class of linear systems

NASA Technical Reports Server (NTRS)

Toda, M.; Patel, R. V.

1977-01-01

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

The Development of WARP - A Framework for Continuous Energy Monte Carlo Neutron Transport in General 3D Geometries on GPUs

NASA Astrophysics Data System (ADS)

Bergmann, Ryan

Graphics processing units, or GPUs, have gradually increased in computational power from the small, job-specific boards of the early 1990s to the programmable powerhouses of today. Compared to more common central processing units, or CPUs, GPUs have a higher aggregate memory bandwidth, much higher floating-point operations per second (FLOPS), and lower energy consumption per FLOP. Because one of the main obstacles in exascale computing is power consumption, many new supercomputing platforms are gaining much of their computational capacity by incorporating GPUs into their compute nodes. Since CPU-optimized parallel algorithms are not directly portable to GPU architectures (or at least not without losing substantial performance), transport codes need to be rewritten to execute efficiently on GPUs. Unless this is done, reactor simulations cannot take full advantage of these new supercomputers. WARP, which can stand for ``Weaving All the Random Particles,'' is a three-dimensional (3D) continuous energy Monte Carlo neutron transport code developed in this work as to efficiently implement a continuous energy Monte Carlo neutron transport algorithm on a GPU. WARP accelerates Monte Carlo simulations while preserving the benefits of using the Monte Carlo Method, namely, very few physical and geometrical simplifications. WARP is able to calculate multiplication factors, flux tallies, and fission source distributions for time-independent problems, and can run in both criticality or fixed source modes. WARP can transport neutrons in unrestricted arrangements of parallelepipeds, hexagonal prisms, cylinders, and spheres. WARP uses an event-based algorithm, but with some important differences. Moving data is expensive, so WARP uses a remapping vector of pointer/index pairs to direct GPU threads to the data they need to access. The remapping vector is sorted by reaction type after every transport iteration using a high-efficiency parallel radix sort, which serves to keep the reaction types as contiguous as possible and removes completed histories from the transport cycle. The sort reduces the amount of divergence in GPU ``thread blocks,'' keeps the SIMD units as full as possible, and eliminates using memory bandwidth to check if a neutron in the batch has been terminated or not. Using a remapping vector means the data access pattern is irregular, but this is mitigated by using large batch sizes where the GPU can effectively eliminate the high cost of irregular global memory access. WARP modifies the standard unionized energy grid implementation to reduce memory traffic. Instead of storing a matrix of pointers indexed by reaction type and energy, WARP stores three matrices. The first contains cross section values, the second contains pointers to angular distributions, and a third contains pointers to energy distributions. This linked list type of layout increases memory usage, but lowers the number of data loads that are needed to determine a reaction by eliminating a pointer load to find a cross section value. Optimized, high-performance GPU code libraries are also used by WARP wherever possible. The CUDA performance primitives (CUDPP) library is used to perform the parallel reductions, sorts and sums, the CURAND library is used to seed the linear congruential random number generators, and the OptiX ray tracing framework is used for geometry representation. OptiX is a highly-optimized library developed by NVIDIA that automatically builds hierarchical acceleration structures around user-input geometry so only surfaces along a ray line need to be queried in ray tracing. WARP also performs material and cell number queries with OptiX by using a point-in-polygon like algorithm. WARP has shown that GPUs are an effective platform for performing Monte Carlo neutron transport with continuous energy cross sections. Currently, WARP is the most detailed and feature-rich program in existence for performing continuous energy Monte Carlo neutron transport in general 3D geometries on GPUs, but compared to production codes like Serpent and MCNP, WARP has limited capabilities. Despite WARP's lack of features, its novel algorithm implementations show that high performance can be achieved on a GPU despite the inherently divergent program flow and sparse data access patterns. WARP is not ready for everyday nuclear reactor calculations, but is a good platform for further development of GPU-accelerated Monte Carlo neutron transport. In it's current state, it may be a useful tool for multiplication factor searches, i.e. determining reactivity coefficients by perturbing material densities or temperatures, since these types of calculations typically do not require many flux tallies. (Abstract shortened by UMI.)

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Entropic stabilization of isolated beta-sheets.

PubMed

Dugourd, Philippe; Antoine, Rodolphe; Breaux, Gary; Broyer, Michel; Jarrold, Martin F

2005-04-06

Temperature-dependent electric deflection measurements have been performed for a series of unsolvated alanine-based peptides (Ac-WA(n)-NH(2), where Ac = acetyl, W = tryptophan, A = alanine, and n = 3, 5, 10, 13, and 15). The measurements are interpreted using Monte Carlo simulations performed with a parallel tempering algorithm. Despite alanine's high helix propensity in solution, the results suggest that unsolvated Ac-WA(n)-NH(2) peptides with n > 10 adopt beta-sheet conformations at room temperature. Previous studies have shown that protonated alanine-based peptides adopt helical or globular conformations in the gas phase, depending on the location of the charge. Thus, the charge more than anything else controls the structure.

Digital and optical shape representation and pattern recognition; Proceedings of the Meeting, Orlando, FL, Apr. 4-6, 1988

NASA Technical Reports Server (NTRS)

Juday, Richard D. (Editor)

1988-01-01

The present conference discusses topics in pattern-recognition correlator architectures, digital stereo systems, geometric image transformations and their applications, topics in pattern recognition, filter algorithms, object detection and classification, shape representation techniques, and model-based object recognition methods. Attention is given to edge-enhancement preprocessing using liquid crystal TVs, massively-parallel optical data base management, three-dimensional sensing with polar exponential sensor arrays, the optical processing of imaging spectrometer data, hybrid associative memories and metric data models, the representation of shape primitives in neural networks, and the Monte Carlo estimation of moment invariants for pattern recognition.

Optical properties of an industrial fire observed with a ground based N2-Raman lidar over the Paris area

NASA Astrophysics Data System (ADS)

Shang, Xiaoxia; Chazette, Patrick; Totems, Julien

2018-04-01

This paper presents the first, to our knowledge, lidar measurement of an industrial fire plume, which covered the north of the Paris area on 17th April 2015. The fire started in a textile warehouse and rapidly spread by emitting large quantities of aerosols into the low troposphere. A ground based N2-Raman lidar performed continuous measurements during this event. Vertical profiles of the aerosol extinction coefficient, depolarization and lidar ratio are derived. A Monte Carlo algorithm was used to assess the uncertainties on the optical parameters, and to evaluate lidar inversion methods.

Integrated consensus-based frameworks for unmanned vehicle routing and targeting assignment

NASA Astrophysics Data System (ADS)

Barnawi, Waleed T.

Unmanned aerial vehicles (UAVs) are increasingly deployed in complex and dynamic environments to perform multiple tasks cooperatively with other UAVs that contribute to overarching mission effectiveness. Studies by the Department of Defense (DoD) indicate future operations may include anti-access/area-denial (A2AD) environments which limit human teleoperator decision-making and control. This research addresses the problem of decentralized vehicle re-routing and task reassignments through consensus-based UAV decision-making. An Integrated Consensus-Based Framework (ICF) is formulated as a solution to the combined single task assignment problem and vehicle routing problem. The multiple assignment and vehicle routing problem is solved with the Integrated Consensus-Based Bundle Framework (ICBF). The frameworks are hierarchically decomposed into two levels. The bottom layer utilizes the renowned Dijkstra's Algorithm. The top layer addresses task assignment with two methods. The single assignment approach is called the Caravan Auction Algorithm (CarA) Algorithm. This technique extends the Consensus-Based Auction Algorithm (CBAA) to provide awareness for task completion by agents and adopt abandoned tasks. The multiple assignment approach called the Caravan Auction Bundle Algorithm (CarAB) extends the Consensus-Based Bundle Algorithm (CBBA) by providing awareness for lost resources, prioritizing remaining tasks, and adopting abandoned tasks. Research questions are investigated regarding the novelty and performance of the proposed frameworks. Conclusions regarding the research questions will be provided through hypothesis testing. Monte Carlo simulations will provide evidence to support conclusions regarding the research hypotheses for the proposed frameworks. The approach provided in this research addresses current and future military operations for unmanned aerial vehicles. However, the general framework implied by the proposed research is adaptable to any unmanned vehicle. Civil applications that involve missions where human observability would be limited could benefit from the independent UAV task assignment, such as exploration and fire surveillance are also notable uses for this approach.

Efficiency enhancement of optimized Latin hypercube sampling strategies: Application to Monte Carlo uncertainty analysis and meta-modeling

NASA Astrophysics Data System (ADS)

Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad; Janssen, Hans

2015-02-01

The majority of literature regarding optimized Latin hypercube sampling (OLHS) is devoted to increasing the efficiency of these sampling strategies through the development of new algorithms based on the combination of innovative space-filling criteria and specialized optimization schemes. However, little attention has been given to the impact of the initial design that is fed into the optimization algorithm, on the efficiency of OLHS strategies. Previous studies, as well as codes developed for OLHS, have relied on one of the following two approaches for the selection of the initial design in OLHS: (1) the use of random points in the hypercube intervals (random LHS), and (2) the use of midpoints in the hypercube intervals (midpoint LHS). Both approaches have been extensively used, but no attempt has been previously made to compare the efficiency and robustness of their resulting sample designs. In this study we compare the two approaches and show that the space-filling characteristics of OLHS designs are sensitive to the initial design that is fed into the optimization algorithm. It is also illustrated that the space-filling characteristics of OLHS designs based on midpoint LHS are significantly better those based on random LHS. The two approaches are compared by incorporating their resulting sample designs in Monte Carlo simulation (MCS) for uncertainty propagation analysis, and then, by employing the sample designs in the selection of the training set for constructing non-intrusive polynomial chaos expansion (NIPCE) meta-models which subsequently replace the original full model in MCSs. The analysis is based on two case studies involving numerical simulation of density dependent flow and solute transport in porous media within the context of seawater intrusion in coastal aquifers. We show that the use of midpoint LHS as the initial design increases the efficiency and robustness of the resulting MCSs and NIPCE meta-models. The study also illustrates that this relative improvement decreases with increasing number of sample points and input parameter dimensions. Since the computational time and efforts for generating the sample designs in the two approaches are identical, the use of midpoint LHS as the initial design in OLHS is thus recommended.

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 full advantage of parallel computer architectures. In case of a large number of data, a master/slave appoach can be used, where the master CPU samples the parameter space and the slave CPUs compute forward solutions.

CYBER 200 Applications Seminar

NASA Technical Reports Server (NTRS)

Gary, J. P. (Compiler)

1984-01-01

Applications suited for the CYBER 200 digital computer are discussed. Various areas of application including meteorology, algorithms, fluid dynamics, monte carlo methods, petroleum, electronic circuit simulation, biochemistry, lattice gauge theory, economics and ray tracing are discussed.

Reference hypernetted chain theory for ferrofluid bilayer: Distribution functions compared with Monte Carlo

NASA Astrophysics Data System (ADS)

Polyakov, Evgeny A.; Vorontsov-Velyaminov, Pavel N.

2014-08-01

Properties of ferrofluid bilayer (modeled as a system of two planar layers separated by a distance h and each layer carrying a soft sphere dipolar liquid) are calculated in the framework of inhomogeneous Ornstein-Zernike equations with reference hypernetted chain closure (RHNC). The bridge functions are taken from a soft sphere (1/r12) reference system in the pressure-consistent closure approximation. In order to make the RHNC problem tractable, the angular dependence of the correlation functions is expanded into special orthogonal polynomials according to Lado. The resulting equations are solved using the Newton-GRMES algorithm as implemented in the public-domain solver NITSOL. Orientational densities and pair distribution functions of dipoles are compared with Monte Carlo simulation results. A numerical algorithm for the Fourier-Hankel transform of any positive integer order on a uniform grid is presented.

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.

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.

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.

Robotic fish tracking method based on suboptimal interval Kalman filter

NASA Astrophysics Data System (ADS)

Tong, Xiaohong; Tang, Chao

2017-11-01

Autonomous Underwater Vehicle (AUV) research focused on tracking and positioning, precise guidance and return to dock and other fields. The robotic fish of AUV has become a hot application in intelligent education, civil and military etc. In nonlinear tracking analysis of robotic fish, which was found that the interval Kalman filter algorithm contains all possible filter results, but the range is wide, relatively conservative, and the interval data vector is uncertain before implementation. This paper proposes a ptimization algorithm of suboptimal interval Kalman filter. Suboptimal interval Kalman filter scheme used the interval inverse matrix with its worst inverse instead, is more approximate nonlinear state equation and measurement equation than the standard interval Kalman filter, increases the accuracy of the nominal dynamic system model, improves the speed and precision of tracking system. Monte-Carlo simulation results show that the optimal trajectory of sub optimal interval Kalman filter algorithm is better than that of the interval Kalman filter method and the standard method of the filter.

Algorithm Summary and Evaluation: Automatic Implementation of Ringdown Analysis for Electromechanical Mode Identification from Phasor Measurements

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

Zhou, Ning; Huang, Zhenyu; Tuffner, Francis K.

2010-02-28

Small signal stability problems are one of the major threats to grid stability and reliability. Prony analysis has been successfully applied on ringdown data to monitor electromechanical modes of a power system using phasor measurement unit (PMU) data. To facilitate an on-line application of mode estimation, this paper develops a recursive algorithm for implementing Prony analysis and proposed an oscillation detection method to detect ringdown data in real time. By automatically detecting ringdown data, the proposed method helps guarantee that Prony analysis is applied properly and timely on the ringdown data. Thus, the mode estimation results can be performed reliablymore » and timely. The proposed method is tested using Monte Carlo simulations based on a 17-machine model and is shown to be able to properly identify the oscillation data for on-line application of Prony analysis. In addition, the proposed method is applied to field measurement data from WECC to show the performance of the proposed algorithm.« less

Fast numerics for the spin orbit equation with realistic tidal dissipation and constant eccentricity

NASA Astrophysics Data System (ADS)

Bartuccelli, Michele; Deane, Jonathan; Gentile, Guido

2017-08-01

We present an algorithm for the rapid numerical integration of a time-periodic ODE with a small dissipation term that is C^1 in the velocity. Such an ODE arises as a model of spin-orbit coupling in a star/planet system, and the motivation for devising a fast algorithm for its solution comes from the desire to estimate probability of capture in various solutions, via Monte Carlo simulation: the integration times are very long, since we are interested in phenomena occurring on timescales of the order of 10^6-10^7 years. The proposed algorithm is based on the high-order Euler method which was described in Bartuccelli et al. (Celest Mech Dyn Astron 121(3):233-260, 2015), and it requires computer algebra to set up the code for its implementation. The payoff is an overall increase in speed by a factor of about 7.5 compared to standard numerical methods. Means for accelerating the purely numerical computation are also discussed.

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

Wollaber, Allan Benton; Park, HyeongKae; Lowrie, Robert Byron

Recent efforts at Los Alamos National Laboratory to develop a moment-based, scale-bridging [or high-order (HO)–low-order (LO)] algorithm for solving large varieties of the transport (kinetic) systems have shown promising results. A part of our ongoing effort is incorporating this methodology into the framework of the Eulerian Applications Project to achieve algorithmic acceleration of radiationhydrodynamics simulations in production software. By starting from the thermal radiative transfer equations with a simple material-motion correction, we derive a discretely consistent energy balance equation (LO equation). We demonstrate that the corresponding LO system for the Monte Carlo HO solver is closely related to the originalmore » LO system without material-motion corrections. We test the implementation on a radiative shock problem and show consistency between the energy densities and temperatures in the HO and LO solutions as well as agreement with the semianalytic solution. We also test the approach on a more challenging two-dimensional problem and demonstrate accuracy enhancements and algorithmic speedups. This paper extends a recent conference paper by including multigroup effects.« less