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

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

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.

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.

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.

Visual improvement for bad handwriting based on Monte-Carlo method

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

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.

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.

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.

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.

Hybrid dose calculation: a dose calculation algorithm for microbeam radiation therapy

NASA Astrophysics Data System (ADS)

Donzelli, Mattia; Bräuer-Krisch, Elke; Oelfke, Uwe; Wilkens, Jan J.; Bartzsch, Stefan

2018-02-01

Microbeam radiation therapy (MRT) is still a preclinical approach in radiation oncology that uses planar micrometre wide beamlets with extremely high peak doses, separated by a few hundred micrometre wide low dose regions. Abundant preclinical evidence demonstrates that MRT spares normal tissue more effectively than conventional radiation therapy, at equivalent tumour control. In order to launch first clinical trials, accurate and efficient dose calculation methods are an inevitable prerequisite. In this work a hybrid dose calculation approach is presented that is based on a combination of Monte Carlo and kernel based dose calculation. In various examples the performance of the algorithm is compared to purely Monte Carlo and purely kernel based dose calculations. The accuracy of the developed algorithm is comparable to conventional pure Monte Carlo calculations. In particular for inhomogeneous materials the hybrid dose calculation algorithm out-performs purely convolution based dose calculation approaches. It is demonstrated that the hybrid algorithm can efficiently calculate even complicated pencil beam and cross firing beam geometries. The required calculation times are substantially lower than for pure Monte Carlo calculations.

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.

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

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).

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.

Mosaicing of airborne LiDAR bathymetry strips based on Monte Carlo matching

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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

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

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…

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.

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.

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

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.

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.

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.

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

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

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.

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.

Dose calculation accuracy of the Monte Carlo algorithm for CyberKnife compared with other commercially available dose calculation algorithms.

PubMed

Sharma, Subhash; Ott, Joseph; Williams, Jamone; Dickow, Danny

2011-01-01

Monte Carlo dose calculation algorithms have the potential for greater accuracy than traditional model-based algorithms. This enhanced accuracy is particularly evident in regions of lateral scatter disequilibrium, which can develop during treatments incorporating small field sizes and low-density tissue. A heterogeneous slab phantom was used to evaluate the accuracy of several commercially available dose calculation algorithms, including Monte Carlo dose calculation for CyberKnife, Analytical Anisotropic Algorithm and Pencil Beam convolution for the Eclipse planning system, and convolution-superposition for the Xio planning system. The phantom accommodated slabs of varying density; comparisons between planned and measured dose distributions were accomplished with radiochromic film. The Monte Carlo algorithm provided the most accurate comparison between planned and measured dose distributions. In each phantom irradiation, the Monte Carlo predictions resulted in gamma analysis comparisons >97%, using acceptance criteria of 3% dose and 3-mm distance to agreement. In general, the gamma analysis comparisons for the other algorithms were <95%. The Monte Carlo dose calculation algorithm for CyberKnife provides more accurate dose distribution calculations in regions of lateral electron disequilibrium than commercially available model-based algorithms. This is primarily because of the ability of Monte Carlo algorithms to implicitly account for tissue heterogeneities, density scaling functions; and/or effective depth correction factors are not required. Copyright © 2011 American Association of Medical Dosimetrists. Published by Elsevier Inc. All rights reserved.

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.

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)

“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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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 .

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.

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…

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.

Accuracy of tree diameter estimation from terrestrial laser scanning by circle-fitting methods

NASA Astrophysics Data System (ADS)

Koreň, Milan; Mokroš, Martin; Bucha, Tomáš

2017-12-01

This study compares the accuracies of diameter at breast height (DBH) estimations by three initial (minimum bounding box, centroid, and maximum distance) and two refining (Monte Carlo and optimal circle) circle-fitting methods The circle-fitting algorithms were evaluated in multi-scan mode and a simulated single-scan mode on 157 European beech trees (Fagus sylvatica L.). DBH measured by a calliper was used as reference data. Most of the studied circle-fitting algorithms significantly underestimated the mean DBH in both scanning modes. Only the Monte Carlo method in the single-scan mode significantly overestimated the mean DBH. The centroid method proved to be the least suitable and showed significantly different results from the other circle-fitting methods in both scanning modes. In multi-scan mode, the accuracy of the minimum bounding box method was not significantly different from the accuracies of the refining methods The accuracy of the maximum distance method was significantly different from the accuracies of the refining methods in both scanning modes. The accuracy of the Monte Carlo method was significantly different from the accuracy of the optimal circle method in only single-scan mode. The optimal circle method proved to be the most accurate circle-fitting method for DBH estimation from point clouds in both scanning modes.

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.

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.

Selection method of terrain matching area for TERCOM algorithm

NASA Astrophysics Data System (ADS)

Zhang, Qieqie; Zhao, Long

2017-10-01

The performance of terrain aided navigation is closely related to the selection of terrain matching area. The different matching algorithms have different adaptability to terrain. This paper mainly studies the adaptability to terrain of TERCOM algorithm, analyze the relation between terrain feature and terrain characteristic parameters by qualitative and quantitative methods, and then research the relation between matching probability and terrain characteristic parameters by the Monte Carlo method. After that, we propose a selection method of terrain matching area for TERCOM algorithm, and verify the method correctness with real terrain data by simulation experiment. Experimental results show that the matching area obtained by the method in this paper has the good navigation performance and the matching probability of TERCOM algorithm is great than 90%

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.

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.

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.

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.

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.

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.

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

DOE PAGES

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

2017-04-05

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

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.

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

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.

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.

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.

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.

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

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.

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.

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

North Alabama Lightning Mapping Array (LMA): VHF Source Retrieval Algorithm and Error Analyses

NASA Technical Reports Server (NTRS)

Koshak, W. J.; Solakiewicz, R. J.; Blakeslee, R. J.; Goodman, S. J.; Christian, H. J.; Hall, J.; Bailey, J.; Krider, E. P.; Bateman, M. G.; Boccippio, D.

2003-01-01

Two approaches are used to characterize how accurately the North Alabama Lightning Mapping Array (LMA) is able to locate lightning VHF sources in space and in time. The first method uses a Monte Carlo computer simulation to estimate source retrieval errors. The simulation applies a VHF source retrieval algorithm that was recently developed at the NASA Marshall Space Flight Center (MSFC) and that is similar, but not identical to, the standard New Mexico Tech retrieval algorithm. The second method uses a purely theoretical technique (i.e., chi-squared Curvature Matrix Theory) to estimate retrieval errors. Both methods assume that the LMA system has an overall rms timing error of 50 ns, but all other possible errors (e.g., multiple sources per retrieval attempt) are neglected. The detailed spatial distributions of retrieval errors are provided. Given that the two methods are completely independent of one another, it is shown that they provide remarkably similar results. However, for many source locations, the Curvature Matrix Theory produces larger altitude error estimates than the (more realistic) Monte Carlo simulation.

Commissioning and initial acceptance tests for a commercial convolution dose calculation algorithm for radiotherapy treatment planning in comparison with Monte Carlo simulation and measurement

PubMed Central

Moradi, Farhad; Mahdavi, Seyed Rabi; Mostaar, Ahmad; Motamedi, Mohsen

2012-01-01

In this study the commissioning of a dose calculation algorithm in a currently used treatment planning system was performed and the calculation accuracy of two available methods in the treatment planning system i.e., collapsed cone convolution (CCC) and equivalent tissue air ratio (ETAR) was verified in tissue heterogeneities. For this purpose an inhomogeneous phantom (IMRT thorax phantom) was used and dose curves obtained by the TPS (treatment planning system) were compared with experimental measurements and Monte Carlo (MCNP code) simulation. Dose measurements were performed by using EDR2 radiographic films within the phantom. Dose difference (DD) between experimental results and two calculation methods was obtained. Results indicate maximum difference of 12% in the lung and 3% in the bone tissue of the phantom between two methods and the CCC algorithm shows more accurate depth dose curves in tissue heterogeneities. Simulation results show the accurate dose estimation by MCNP4C in soft tissue region of the phantom and also better results than ETAR method in bone and lung tissues. PMID:22973081

Methods for Monte Carlo simulations of biomacromolecules

PubMed Central

Vitalis, Andreas; Pappu, Rohit V.

2010-01-01

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

The Rational Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Clark, Michael

2006-12-01

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

Monte Carlo 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.

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.

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.

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

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.

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

PubMed

Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

2010-05-01

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

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…

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

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

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

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.

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.

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

NASA Astrophysics Data System (ADS)

Chen, Jundong

2018-03-01

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

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

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

NASA Astrophysics Data System (ADS)

Schröder, Markus; Meyer, Hans-Dieter

2017-08-01

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

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.

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.

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.

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.

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

Apparatus and method for tracking a molecule or particle in three dimensions

DOEpatents

Werner, James H [Los Alamos, NM; Goodwin, Peter M [Los Alamos, NM; Lessard, Guillaume [Santa Fe, NM

2009-03-03

An apparatus and method were used to track the movement of fluorescent particles in three dimensions. Control software was used with the apparatus to implement a tracking algorithm for tracking the motion of the individual particles in glycerol/water mixtures. Monte Carlo simulations suggest that the tracking algorithms in combination with the apparatus may be used for tracking the motion of single fluorescent or fluorescently labeled biomolecules in three dimensions.

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.

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.

New Tools to Prepare ACE Cross-section Files for MCNP Analytic Test Problems

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

Brown, Forrest B.

Monte Carlo calculations using one-group cross sections, multigroup cross sections, or simple continuous energy cross sections are often used to: (1) verify production codes against known analytical solutions, (2) verify new methods and algorithms that do not involve detailed collision physics, (3) compare Monte Carlo calculation methods with deterministic methods, and (4) teach fundamentals to students. In this work we describe 2 new tools for preparing the ACE cross-section files to be used by MCNP ® for these analytic test problems, simple_ace.pl and simple_ace_mg.pl.

Monte Carlo methods for multidimensional integration for European option pricing

NASA Astrophysics Data System (ADS)

Todorov, V.; Dimov, I. T.

2016-10-01

In this paper, we illustrate examples of highly accurate Monte Carlo and quasi-Monte Carlo methods for multiple integrals related to the evaluation of European style options. The idea is that the value of the option is formulated in terms of the expectation of some random variable; then the average of independent samples of this random variable is used to estimate the value of the option. First we obtain an integral representation for the value of the option using the risk neutral valuation formula. Then with an appropriations change of the constants we obtain a multidimensional integral over the unit hypercube of the corresponding dimensionality. Then we compare a specific type of lattice rules over one of the best low discrepancy sequence of Sobol for numerical integration. Quasi-Monte Carlo methods are compared with Adaptive and Crude Monte Carlo techniques for solving the problem. The four approaches are completely different thus it is a question of interest to know which one of them outperforms the other for evaluation multidimensional integrals in finance. Some of the advantages and disadvantages of the developed algorithms are discussed.

A 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.

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.

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.

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.

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.

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

Error Analyses of the North Alabama Lightning Mapping Array (LMA)

NASA Technical Reports Server (NTRS)

Koshak, W. J.; Solokiewicz, R. J.; Blakeslee, R. J.; Goodman, S. J.; Christian, H. J.; Hall, J. M.; Bailey, J. C.; Krider, E. P.; Bateman, M. G.; Boccippio, D. J.

2003-01-01

Two approaches are used to characterize how accurately the North Alabama Lightning Mapping Array (LMA) is able to locate lightning VHF sources in space and in time. The first method uses a Monte Carlo computer simulation to estimate source retrieval errors. The simulation applies a VHF source retrieval algorithm that was recently developed at the NASA-MSFC and that is similar, but not identical to, the standard New Mexico Tech retrieval algorithm. The second method uses a purely theoretical technique (i.e., chi-squared Curvature Matrix theory) to estimate retrieval errors. Both methods assume that the LMA system has an overall rms timing error of 50ns, but all other possible errors (e.g., multiple sources per retrieval attempt) are neglected. The detailed spatial distributions of retrieval errors are provided. Given that the two methods are completely independent of one another, it is shown that they provide remarkably similar results, except that the chi-squared theory produces larger altitude error estimates than the (more realistic) Monte Carlo simulation.

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

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

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

Sweezy, Jeremy Ed

2016-01-21

The topic is presented in a series of slides organized as follows: MCATK overview, development strategy, available algorithms, problem modeling (sources, geometry, data, tallies), parallelism, miscellaneous tools/features, example MCATK application, recent areas of research, and summary and future work. MCATK is a C++ component-based Monte Carlo neutron-gamma transport software library with continuous energy neutron and photon transport. Designed to build specialized applications and to provide new functionality in existing general-purpose Monte Carlo codes like MCNP, it reads ACE formatted nuclear data generated by NJOY. The motivation behind MCATK was to reduce costs. MCATK physics involves continuous energy neutron & gammamore » transport with multi-temperature treatment, static eigenvalue (k eff and α) algorithms, time-dependent algorithm, and fission chain algorithms. MCATK geometry includes mesh geometries and solid body geometries. MCATK provides verified, unit-test Monte Carlo components, flexibility in Monte Carlo application development, and numerous tools such as geometry and cross section plotters.« less

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.

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.

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

Slice sampling technique in Bayesian extreme of gold price modelling

NASA Astrophysics Data System (ADS)

Rostami, Mohammad; Adam, Mohd Bakri; Ibrahim, Noor Akma; Yahya, Mohamed Hisham

2013-09-01

In this paper, a simulation study of Bayesian extreme values by using Markov Chain Monte Carlo via slice sampling algorithm is implemented. We compared the accuracy of slice sampling with other methods for a Gumbel model. This study revealed that slice sampling algorithm offers more accurate and closer estimates with less RMSE than other methods . Finally we successfully employed this procedure to estimate the parameters of Malaysia extreme gold price from 2000 to 2011.

Initialization of a fractional order identification algorithm applied for Lithium-ion battery modeling in time domain

NASA Astrophysics Data System (ADS)

Nasser Eddine, Achraf; Huard, Benoît; Gabano, Jean-Denis; Poinot, Thierry

2018-06-01

This paper deals with the initialization of a non linear identification algorithm used to accurately estimate the physical parameters of Lithium-ion battery. A Randles electric equivalent circuit is used to describe the internal impedance of the battery. The diffusion phenomenon related to this modeling is presented using a fractional order method. The battery model is thus reformulated into a transfer function which can be identified through Levenberg-Marquardt algorithm to ensure the algorithm's convergence to the physical parameters. An initialization method is proposed in this paper by taking into account previously acquired information about the static and dynamic system behavior. The method is validated using noisy voltage response, while precision of the final identification results is evaluated using Monte-Carlo method.

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.

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.

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

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.

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

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

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

NASA Technical Reports Server (NTRS)

Thanedar, B. D.

1972-01-01

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

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 .

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.

Harnessing graphical structure in Markov chain Monte Carlo learning

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

Stolorz, P.E.; Chew P.C.

1996-12-31

The Monte Carlo method is recognized as a useful tool in learning and probabilistic inference methods common to many datamining problems. Generalized Hidden Markov Models and Bayes nets are especially popular applications. However, the presence of multiple modes in many relevant integrands and summands often renders the method slow and cumbersome. Recent mean field alternatives designed to speed things up have been inspired by experience gleaned from physics. The current work adopts an approach very similar to this in spirit, but focusses instead upon dynamic programming notions as a basis for producing systematic Monte Carlo improvements. The idea is tomore » approximate a given model by a dynamic programming-style decomposition, which then forms a scaffold upon which to build successively more accurate Monte Carlo approximations. Dynamic programming ideas alone fail to account for non-local structure, while standard Monte Carlo methods essentially ignore all structure. However, suitably-crafted hybrids can successfully exploit the strengths of each method, resulting in algorithms that combine speed with accuracy. The approach relies on the presence of significant {open_quotes}local{close_quotes} information in the problem at hand. This turns out to be a plausible assumption for many important applications. Example calculations are presented, and the overall strengths and weaknesses of the approach are discussed.« less

Multigrid Methods for the Computation of Propagators in Gauge Fields

NASA Astrophysics Data System (ADS)

Kalkreuter, Thomas

Multigrid methods were invented for the solution of discretized partial differential equations in order to overcome the slowness of traditional algorithms by updates on various length scales. In the present work generalizations of multigrid methods for propagators in gauge fields are investigated. Gauge fields are incorporated in algorithms in a covariant way. The kernel C of the restriction operator which averages from one grid to the next coarser grid is defined by projection on the ground-state of a local Hamiltonian. The idea behind this definition is that the appropriate notion of smoothness depends on the dynamics. The ground-state projection choice of C can be used in arbitrary dimension and for arbitrary gauge group. We discuss proper averaging operations for bosons and for staggered fermions. The kernels C can also be used in multigrid Monte Carlo simulations, and for the definition of block spins and blocked gauge fields in Monte Carlo renormalization group studies. Actual numerical computations are performed in four-dimensional SU(2) gauge fields. We prove that our proposals for block spins are “good”, using renormalization group arguments. A central result is that the multigrid method works in arbitrarily disordered gauge fields, in principle. It is proved that computations of propagators in gauge fields without critical slowing down are possible when one uses an ideal interpolation kernel. Unfortunately, the idealized algorithm is not practical, but it was important to answer questions of principle. Practical methods are able to outperform the conjugate gradient algorithm in case of bosons. The case of staggered fermions is harder. Multigrid methods give considerable speed-ups compared to conventional relaxation algorithms, but on lattices up to 184 conjugate gradient is superior.

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.

Performance of quantum Monte Carlo for calculating molecular bond lengths

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

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

2016-03-28

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

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.

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

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

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.

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.

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

Solutions of the two-dimensional Hubbard model: Benchmarks and results from a wide range of numerical algorithms

DOE PAGES

LeBlanc, J. P. F.; Antipov, Andrey E.; Becca, Federico; ...

2015-12-14

Numerical results for ground-state and excited-state properties (energies, double occupancies, and Matsubara-axis self-energies) of the single-orbital Hubbard model on a two-dimensional square lattice are presented, in order to provide an assessment of our ability to compute accurate results in the thermodynamic limit. Many methods are employed, including auxiliary-field quantum Monte Carlo, bare and bold-line diagrammatic Monte Carlo, method of dual fermions, density matrix embedding theory, density matrix renormalization group, dynamical cluster approximation, diffusion Monte Carlo within a fixed-node approximation, unrestricted coupled cluster theory, and multireference projected Hartree-Fock methods. Comparison of results obtained by different methods allows for the identification ofmore » uncertainties and systematic errors. The importance of extrapolation to converged thermodynamic-limit values is emphasized. Furthermore, cases where agreement between different methods is obtained establish benchmark results that may be useful in the validation of new approaches and the improvement of existing methods.« less

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.

Monte Carlo errors with less errors

NASA Astrophysics Data System (ADS)

Wolff, Ulli; Alpha Collaboration

2004-01-01

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

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

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

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.

Monte Carlo: in the beginning and some great expectations

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

Metropolis, N.

1985-01-01

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

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

A sampling algorithm for segregation analysis

PubMed Central

Tier, Bruce; Henshall, John

2001-01-01

Methods for detecting Quantitative Trait Loci (QTL) without markers have generally used iterative peeling algorithms for determining genotype probabilities. These algorithms have considerable shortcomings in complex pedigrees. A Monte Carlo Markov chain (MCMC) method which samples the pedigree of the whole population jointly is described. Simultaneous sampling of the pedigree was achieved by sampling descent graphs using the Metropolis-Hastings algorithm. A descent graph describes the inheritance state of each allele and provides pedigrees guaranteed to be consistent with Mendelian sampling. Sampling descent graphs overcomes most, if not all, of the limitations incurred by iterative peeling algorithms. The algorithm was able to find the QTL in most of the simulated populations. However, when the QTL was not modeled or found then its effect was ascribed to the polygenic component. No QTL were detected when they were not simulated. PMID:11742631

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.

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.

Parallelized Stochastic Cutoff Method for Long-Range Interacting Systems

NASA Astrophysics Data System (ADS)

Endo, Eishin; Toga, Yuta; Sasaki, Munetaka

2015-07-01

We present a method of parallelizing the stochastic cutoff (SCO) method, which is a Monte-Carlo method for long-range interacting systems. After interactions are eliminated by the SCO method, we subdivide a lattice into noninteracting interpenetrating sublattices. This subdivision enables us to parallelize the Monte-Carlo calculation in the SCO method. Such subdivision is found by numerically solving the vertex coloring of a graph created by the SCO method. We use an algorithm proposed by Kuhn and Wattenhofer to solve the vertex coloring by parallel computation. This method was applied to a two-dimensional magnetic dipolar system on an L × L square lattice to examine its parallelization efficiency. The result showed that, in the case of L = 2304, the speed of computation increased about 102 times by parallel computation with 288 processors.

Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning

NASA Astrophysics Data System (ADS)

Ma, C.-M.; Li, J. S.; Deng, J.; Fan, J.

2008-02-01

Accurate dose calculation is essential to advanced stereotactic radiosurgery (SRS) and stereotactic radiotherapy (SRT) especially for treatment planning involving heterogeneous patient anatomy. This paper describes the implementation of a fast Monte Carlo dose calculation algorithm in SRS/SRT treatment planning for the CyberKnife® SRS/SRT system. A superposition Monte Carlo algorithm is developed for this application. Photon mean free paths and interaction types for different materials and energies as well as the tracks of secondary electrons are pre-simulated using the MCSIM system. Photon interaction forcing and splitting are applied to the source photons in the patient calculation and the pre-simulated electron tracks are repeated with proper corrections based on the tissue density and electron stopping powers. Electron energy is deposited along the tracks and accumulated in the simulation geometry. Scattered and bremsstrahlung photons are transported, after applying the Russian roulette technique, in the same way as the primary photons. Dose calculations are compared with full Monte Carlo simulations performed using EGS4/MCSIM and the CyberKnife treatment planning system (TPS) for lung, head & neck and liver treatments. Comparisons with full Monte Carlo simulations show excellent agreement (within 0.5%). More than 10% differences in the target dose are found between Monte Carlo simulations and the CyberKnife TPS for SRS/SRT lung treatment while negligible differences are shown in head and neck and liver for the cases investigated. The calculation time using our superposition Monte Carlo algorithm is reduced up to 62 times (46 times on average for 10 typical clinical cases) compared to full Monte Carlo simulations. SRS/SRT dose distributions calculated by simple dose algorithms may be significantly overestimated for small lung target volumes, which can be improved by accurate Monte Carlo dose calculations.

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.

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.

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.

Automatic crown cover mapping to improve forest inventory

Treesearch

Claude Vidal; Jean-Guy Boureau; Nicolas Robert; Nicolas Py; Josiane Zerubia; Xavier Descombes; Guillaume Perrin

2009-01-01

To automatically analyze near infrared aerial photographs, the French National Institute for Research in Computer Science and Control developed together with the French National Forest Inventory (NFI) a method for automatic crown cover mapping. This method uses a Reverse Jump Monte Carlo Markov Chain algorithm to locate the crowns and describe those using ellipses or...

Effects of Missing Data Methods in Structural Equation Modeling with Nonnormal Longitudinal Data

ERIC Educational Resources Information Center

Shin, Tacksoo; Davison, Mark L.; Long, Jeffrey D.

2009-01-01

The purpose of this study is to investigate the effects of missing data techniques in longitudinal studies under diverse conditions. A Monte Carlo simulation examined the performance of 3 missing data methods in latent growth modeling: listwise deletion (LD), maximum likelihood estimation using the expectation and maximization algorithm with a…

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.

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.

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.

Semi-stochastic full configuration interaction quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

Stochastic, real-space, imaginary-time evaluation of third-order Feynman-Goldstone diagrams

NASA Astrophysics Data System (ADS)

Willow, Soohaeng Yoo; Hirata, So

2014-01-01

A new, alternative set of interpretation rules of Feynman-Goldstone diagrams for many-body perturbation theory is proposed, which translates diagrams into algebraic expressions suitable for direct Monte Carlo integrations. A vertex of a diagram is associated with a Coulomb interaction (rather than a two-electron integral) and an edge with the trace of a Green's function in real space and imaginary time. With these, 12 diagrams of third-order many-body perturbation (MP3) theory are converted into 20-dimensional integrals, which are then evaluated by a Monte Carlo method. It uses redundant walkers for convergence acceleration and a weight function for importance sampling in conjunction with the Metropolis algorithm. The resulting Monte Carlo MP3 method has low-rank polynomial size dependence of the operation cost, a negligible memory cost, and a naturally parallel computational kernel, while reproducing the correct correlation energies of small molecules within a few mEh after 106 Monte Carlo steps.

Data decomposition of Monte Carlo particle transport simulations via tally servers

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

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

An algorithm for decomposing large tally data in Monte Carlo particle transport simulations is developed, analyzed, and implemented in a continuous-energy Monte Carlo code, OpenMC. The algorithm is based on a non-overlapping decomposition of compute nodes into tracking processors and tally servers. The former are used to simulate the movement of particles through the domain while the latter continuously receive and update tally data. A performance model for this approach is developed, suggesting that, for a range of parameters relevant to LWR analysis, the tally server algorithm should perform with minimal overhead on contemporary supercomputers. An implementation of the algorithmmore » in OpenMC is then tested on the Intrepid and Titan supercomputers, supporting the key predictions of the model over a wide range of parameters. We thus conclude that the tally server algorithm is a successful approach to circumventing classical on-node memory constraints en route to unprecedentedly detailed Monte Carlo reactor simulations.« less

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.

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.

Scalable Domain Decomposed Monte Carlo Particle Transport

NASA Astrophysics Data System (ADS)

O'Brien, Matthew Joseph

In this dissertation, we present the parallel algorithms necessary to run domain decomposed Monte Carlo particle transport on large numbers of processors (millions of processors). Previous algorithms were not scalable, and the parallel overhead became more computationally costly than the numerical simulation. The main algorithms we consider are: • Domain decomposition of constructive solid geometry: enables extremely large calculations in which the background geometry is too large to fit in the memory of a single computational node. • Load Balancing: keeps the workload per processor as even as possible so the calculation runs efficiently. • Global Particle Find: if particles are on the wrong processor, globally resolve their locations to the correct processor based on particle coordinate and background domain. • Visualizing constructive solid geometry, sourcing particles, deciding that particle streaming communication is completed and spatial redecomposition. These algorithms are some of the most important parallel algorithms required for domain decomposed Monte Carlo particle transport. We demonstrate that our previous algorithms were not scalable, prove that our new algorithms are scalable, and run some of the algorithms up to 2 million MPI processes on the Sequoia supercomputer.

A Hierarchical Multivariate Bayesian Approach to Ensemble Model output Statistics in Atmospheric Prediction

DTIC Science & Technology

2017-09-01

efficacy of statistical post-processing methods downstream of these dynamical model components with a hierarchical multivariate Bayesian approach to...Bayesian hierarchical modeling, Markov chain Monte Carlo methods , Metropolis algorithm, machine learning, atmospheric prediction 15. NUMBER OF PAGES...scale processes. However, this dissertation explores the efficacy of statistical post-processing methods downstream of these dynamical model components

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.

Scattering properties of electromagnetic waves from metal object in the lower terahertz region

NASA Astrophysics Data System (ADS)

Chen, Gang; Dang, H. X.; Hu, T. Y.; Su, Xiang; Lv, R. C.; Li, Hao; Tan, X. M.; Cui, T. J.

2018-01-01

An efficient hybrid algorithm is proposed to analyze the electromagnetic scattering properties of metal objects in the lower terahertz (THz) frequency. The metal object can be viewed as perfectly electrical conducting object with a slightly rough surface in the lower THz region. Hence the THz scattered field from metal object can be divided into coherent and incoherent parts. The physical optics and truncated-wedge incremental-length diffraction coefficients methods are combined to compute the coherent part; while the small perturbation method is used for the incoherent part. With the MonteCarlo method, the radar cross section of the rough metal surface is computed by the multilevel fast multipole algorithm and the proposed hybrid algorithm, respectively. The numerical results show that the proposed algorithm has good accuracy to simulate the scattering properties rapidly in the lower THz region.

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

Costa, Liborio I., E-mail: liborio78@gmail.com

A new Markov Chain Monte Carlo method for simulating the dynamics of particle systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is associated with minima in the energy landscape, in the proposed method, the state of the system is associated with the set of paths traveled by the atoms and the transition probabilities for an atom to be displaced are proportional to the corresponding velocities. In this way, the number of possible state-to-state transitions is reduced to a discrete set, and a direct link between the Montemore » Carlo time step and true physical time is naturally established. The resulting rejection-free algorithm is validated against event-driven molecular dynamics: the equilibrium and non-equilibrium dynamics of hard disks converge to the exact results with decreasing displacement size.« less

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.

Modeling and Bayesian parameter estimation for shape memory alloy bending actuators

NASA Astrophysics Data System (ADS)

Crews, John H.; Smith, Ralph C.

2012-04-01

In this paper, we employ a homogenized energy model (HEM) for shape memory alloy (SMA) bending actuators. Additionally, we utilize a Bayesian method for quantifying parameter uncertainty. The system consists of a SMA wire attached to a flexible beam. As the actuator is heated, the beam bends, providing endoscopic motion. The model parameters are fit to experimental data using an ordinary least-squares approach. The uncertainty in the fit model parameters is then quantified using Markov Chain Monte Carlo (MCMC) methods. The MCMC algorithm provides bounds on the parameters, which will ultimately be used in robust control algorithms. One purpose of the paper is to test the feasibility of the Random Walk Metropolis algorithm, the MCMC method used here.

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.

Hybrid Monte Carlo approach to the entanglement entropy of interacting fermions

NASA Astrophysics Data System (ADS)

Drut, Joaquín E.; Porter, William J.

2015-09-01

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

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.

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.

Effective emissivities of isothermal blackbody cavities calculated by the Monte Carlo method using the three-component bidirectional reflectance distribution function model.

PubMed

Prokhorov, Alexander

2012-05-01

This paper proposes a three-component bidirectional reflectance distribution function (3C BRDF) model consisting of diffuse, quasi-specular, and glossy components for calculation of effective emissivities of blackbody cavities and then investigates the properties of the new reflection model. The particle swarm optimization method is applied for fitting a 3C BRDF model to measured BRDFs. The model is incorporated into the Monte Carlo ray-tracing algorithm for isothermal cavities. Finally, the paper compares the results obtained using the 3C model and the conventional specular-diffuse model of reflection.

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.

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

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

Many-body calculations of low energy eigenstates in magnetic and periodic systems with self healing diffusion Monte Carlo: steps beyond the fixed-phase

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

Reboredo, Fernando A.

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Reboredo, Hood and Kent, Phys. Rev. B {\\bf 79}, 195117 (2009), Reboredo, {\\it ibid.} {\\bf 80}, 125110 (2009)] is extended to study the ground and excited states of magnetic and periodic systems. A recursive optimization algorithm is derived from the time evolution of the mixed probability density. The mixed probability density is given by an ensemble of electronic configurations (walkers) with complex weight. This complex weigh allows the amplitude of the fix-node wave function to move away from the trial wave function phase. This novel approach is both a generalization of SHDMC andmore » the fixed-phase approximation [Ortiz, Ceperley and Martin Phys Rev. Lett. {\\bf 71}, 2777 (1993)]. When used recursively it improves simultaneously the node and phase. The algorithm is demonstrated to converge to the nearly exact solutions of model systems with periodic boundary conditions or applied magnetic fields. The method is also applied to obtain low energy excitations with magnetic field or periodic boundary conditions. The potential applications of this new method to study periodic, magnetic, and complex Hamiltonians are discussed.« less

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

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

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

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.

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

An improved random walk algorithm for the implicit Monte Carlo method

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

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

In this work, we introduce a modified Implicit Monte Carlo (IMC) Random Walk (RW) algorithm, which increases simulation efficiency for multigroup radiative transfer problems with strongly frequency-dependent opacities. To date, the RW method has only been implemented in “fully-gray” form; that is, the multigroup IMC opacities are group-collapsed over the full frequency domain of the problem to obtain a gray diffusion problem for RW. This formulation works well for problems with large spatial cells and/or opacities that are weakly dependent on frequency; however, the efficiency of the RW method degrades when the spatial cells are thin or the opacities aremore » a strong function of frequency. To address this inefficiency, we introduce a RW frequency group cutoff in each spatial cell, which divides the frequency domain into optically thick and optically thin components. In the modified algorithm, opacities for the RW diffusion problem are obtained by group-collapsing IMC opacities below the frequency group cutoff. Particles with frequencies above the cutoff are transported via standard IMC, while particles below the cutoff are eligible for RW. This greatly increases the total number of RW steps taken per IMC time-step, which in turn improves the efficiency of the simulation. We refer to this new method as Partially-Gray Random Walk (PGRW). We present numerical results for several multigroup radiative transfer problems, which show that the PGRW method is significantly more efficient than standard RW for several problems of interest. In general, PGRW decreases runtimes by a factor of ∼2–4 compared to standard RW, and a factor of ∼3–6 compared to standard IMC. While PGRW is slower than frequency-dependent Discrete Diffusion Monte Carlo (DDMC), it is also easier to adapt to unstructured meshes and can be used in spatial cells where DDMC is not applicable. This suggests that it may be optimal to employ both DDMC and PGRW in a single simulation.« less

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.

The Wang-Landau Sampling Algorithm

NASA Astrophysics Data System (ADS)

Landau, David P.

2003-03-01

Over the past several decades Monte Carlo simulations[1] have evolved into a powerful tool for the study of wide-ranging problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, usually in the canonical ensemble, and enormous improvements have been made in performance through the implementation of novel algorithms. Nonetheless, difficulties arise near phase transitions, either due to critical slowing down near 2nd order transitions or to metastability near 1st order transitions, thus limiting the applicability of the method. We shall describe a new and different Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is estimated, all thermodynamic properties can be calculated at all temperatures. This approach can be extended to multi-dimensional parameter spaces and has already found use in classical models of interacting particles including systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc., as well as for quantum models. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).

System Design under Uncertainty: Evolutionary Optimization of the Gravity Probe-B Spacecraft

NASA Technical Reports Server (NTRS)

Pullen, Samuel P.; Parkinson, Bradford W.

1994-01-01

This paper discusses the application of evolutionary random-search algorithms (Simulated Annealing and Genetic Algorithms) to the problem of spacecraft design under performance uncertainty. Traditionally, spacecraft performance uncertainty has been measured by reliability. Published algorithms for reliability optimization are seldom used in practice because they oversimplify reality. The algorithm developed here uses random-search optimization to allow us to model the problem more realistically. Monte Carlo simulations are used to evaluate the objective function for each trial design solution. These methods have been applied to the Gravity Probe-B (GP-B) spacecraft being developed at Stanford University for launch in 1999, Results of the algorithm developed here for GP-13 are shown, and their implications for design optimization by evolutionary algorithms are discussed.

A quantum–quantum Metropolis algorithm

PubMed Central

Yung, Man-Hong; Aspuru-Guzik, Alán

2012-01-01

The classical Metropolis sampling method is a cornerstone of many statistical modeling applications that range from physics, chemistry, and biology to economics. This method is particularly suitable for sampling the thermal distributions of classical systems. The challenge of extending this method to the simulation of arbitrary quantum systems is that, in general, eigenstates of quantum Hamiltonians cannot be obtained efficiently with a classical computer. However, this challenge can be overcome by quantum computers. Here, we present a quantum algorithm which fully generalizes the classical Metropolis algorithm to the quantum domain. The meaning of quantum generalization is twofold: The proposed algorithm is not only applicable to both classical and quantum systems, but also offers a quantum speedup relative to the classical counterpart. Furthermore, unlike the classical method of quantum Monte Carlo, this quantum algorithm does not suffer from the negative-sign problem associated with fermionic systems. Applications of this algorithm include the study of low-temperature properties of quantum systems, such as the Hubbard model, and preparing the thermal states of sizable molecules to simulate, for example, chemical reactions at an arbitrary temperature. PMID:22215584

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

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

Vega roll and attitude control system algorithms trade-off study

NASA Astrophysics Data System (ADS)

Paulino, N.; Cuciniello, G.; Cruciani, I.; Corraro, F.; Spallotta, D.; Nebula, F.

2013-12-01

This paper describes the trade-off study for the selection of the most suitable algorithms for the Roll and Attitude Control System (RACS) within the FPS-A program, aimed at developing the new Flight Program Software of VEGA Launcher. Two algorithms were analyzed: Switching Lines (SL) and Quaternion Feedback Regulation. Using a development simulation tool that models two critical flight phases (Long Coasting Phase (LCP) and Payload Release (PLR) Phase), both algorithms were assessed with Monte Carlo batch simulations for both of the phases. The statistical outcomes of the results demonstrate a 100 percent success rate for Quaternion Feedback Regulation, and support the choice of this method.

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.

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

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

Monte Carlo tests of the ELIPGRID-PC algorithm

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

Davidson, J.R.

1995-04-01

The standard tool for calculating the probability of detecting pockets of contamination called hot spots has been the ELIPGRID computer code of Singer and Wickman. The ELIPGRID-PC program has recently made this algorithm available for an IBM{reg_sign} PC. However, no known independent validation of the ELIPGRID algorithm exists. This document describes a Monte Carlo simulation-based validation of a modified version of the ELIPGRID-PC code. The modified ELIPGRID-PC code is shown to match Monte Carlo-calculated hot-spot detection probabilities to within {plus_minus}0.5% for 319 out of 320 test cases. The one exception, a very thin elliptical hot spot located within a rectangularmore » sampling grid, differed from the Monte Carlo-calculated probability by about 1%. These results provide confidence in the ability of the modified ELIPGRID-PC code to accurately predict hot-spot detection probabilities within an acceptable range of error.« 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

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.

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

System identification and model reduction using modulating function techniques

NASA Technical Reports Server (NTRS)

Shen, Yan

1993-01-01

Weighted least squares (WLS) and adaptive weighted least squares (AWLS) algorithms are initiated for continuous-time system identification using Fourier type modulating function techniques. Two stochastic signal models are examined using the mean square properties of the stochastic calculus: an equation error signal model with white noise residuals, and a more realistic white measurement noise signal model. The covariance matrices in each model are shown to be banded and sparse, and a joint likelihood cost function is developed which links the real and imaginary parts of the modulated quantities. The superior performance of above algorithms is demonstrated by comparing them with the LS/MFT and popular predicting error method (PEM) through 200 Monte Carlo simulations. A model reduction problem is formulated with the AWLS/MFT algorithm, and comparisons are made via six examples with a variety of model reduction techniques, including the well-known balanced realization method. Here the AWLS/MFT algorithm manifests higher accuracy in almost all cases, and exhibits its unique flexibility and versatility. Armed with this model reduction, the AWLS/MFT algorithm is extended into MIMO transfer function system identification problems. The impact due to the discrepancy in bandwidths and gains among subsystem is explored through five examples. Finally, as a comprehensive application, the stability derivatives of the longitudinal and lateral dynamics of an F-18 aircraft are identified using physical flight data provided by NASA. A pole-constrained SIMO and MIMO AWLS/MFT algorithm is devised and analyzed. Monte Carlo simulations illustrate its high-noise rejecting properties. Utilizing the flight data, comparisons among different MFT algorithms are tabulated and the AWLS is found to be strongly favored in almost all facets.

Application of the three-component bidirectional reflectance distribution function model to Monte Carlo calculation of spectral effective emissivities of nonisothermal blackbody cavities.

PubMed

Prokhorov, Alexander; Prokhorova, Nina I

2012-11-20

We applied the bidirectional reflectance distribution function (BRDF) model consisting of diffuse, quasi-specular, and glossy components to the Monte Carlo modeling of spectral effective emissivities for nonisothermal cavities. A method for extension of a monochromatic three-component (3C) BRDF model to a continuous spectral range is proposed. The initial data for this method are the BRDFs measured in the plane of incidence at a single wavelength and several incidence angles and directional-hemispherical reflectance measured at one incidence angle within a finite spectral range. We proposed the Monte Carlo algorithm for calculation of spectral effective emissivities for nonisothermal cavities whose internal surface is described by the wavelength-dependent 3C BRDF model. The results obtained for a cylindroconical nonisothermal cavity are discussed and compared with results obtained using the conventional specular-diffuse model.

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.

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…

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.

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.

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.

Monte Carlo MP2 on Many Graphical Processing Units.

PubMed

Doran, Alexander E; Hirata, So

2016-10-11

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

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

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.

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

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

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

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.

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

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.

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.

Monte Carlo PDF method for turbulent reacting flow in a jet-stirred reactor

NASA Astrophysics Data System (ADS)

Roekaerts, D.

1992-01-01

A stochastic algorithm for the solution of the modeled scalar probability density function (PDF) transport equation for single-phase turbulent reacting flow is described. Cylindrical symmetry is assumed. The PDF is represented by ensembles of N representative values of the thermochemical variables in each cell of a nonuniform finite-difference grid and operations on these elements representing convection, diffusion, mixing and reaction are derived. A simplified model and solution algorithm which neglects the influence of turbulent fluctuations on mean reaction rates is also described. Both algorithms are applied to a selectivity problem in a real reactor.

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

Higher-order time integration of Coulomb collisions in a plasma using Langevin equations

DOE PAGES

Dimits, A. M.; Cohen, B. I.; Caflisch, R. E.; ...

2013-02-08

The extension of Langevin-equation Monte-Carlo algorithms for Coulomb collisions from the conventional Euler-Maruyama time integration to the next higher order of accuracy, the Milstein scheme, has been developed, implemented, and tested. This extension proceeds via a formulation of the angular scattering directly as stochastic differential equations in the two fixed-frame spherical-coordinate velocity variables. Results from the numerical implementation show the expected improvement [O(Δt) vs. O(Δt 1/2)] in the strong convergence rate both for the speed |v| and angular components of the scattering. An important result is that this improved convergence is achieved for the angular component of the scattering ifmore » and only if the “area-integral” terms in the Milstein scheme are included. The resulting Milstein scheme is of value as a step towards algorithms with both improved accuracy and efficiency. These include both algorithms with improved convergence in the averages (weak convergence) and multi-time-level schemes. The latter have been shown to give a greatly reduced cost for a given overall error level when compared with conventional Monte-Carlo schemes, and their performance is improved considerably when the Milstein algorithm is used for the underlying time advance versus the Euler-Maruyama algorithm. A new method for sampling the area integrals is given which is a simplification of an earlier direct method and which retains high accuracy. Lastly, this method, while being useful in its own right because of its relative simplicity, is also expected to considerably reduce the computational requirements for the direct conditional sampling of the area integrals that is needed for adaptive strong integration.« less

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.

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.

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.

An Introduction to Computational Physics

NASA Astrophysics Data System (ADS)

Pang, Tao

2010-07-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

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…

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

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

Bates, Cameron Russell; Mckigney, Edward Allen

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

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

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.

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).

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.

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.

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.

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

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

PubMed

Berry, K J; Mielke, P W

2000-12-01

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

Adaptive Sequential Monte Carlo for Multiple Changepoint Analysis

DOE PAGES

Heard, Nicholas A.; Turcotte, Melissa J. M.

2016-05-21

Process monitoring and control requires detection of structural changes in a data stream in real time. This paper introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The method is intuitively simple: new changepoints for the latest window of data are proposed by conditioning only on data observed since the most recent estimated changepoint, as these observations carry most of the information about the current state of the process. The proposed method shows improved performance over the current state of the art. Another advantage of the proposed algorithm is that it can be mademore » adaptive, varying the number of particles according to the apparent local complexity of the target changepoint probability distribution. This saves valuable computing time when changes in the changepoint distribution are negligible, and enables re-balancing of the importance weights of existing particles when a significant change in the target distribution is encountered. The plain and adaptive versions of the method are illustrated using the canonical continuous time changepoint problem of inferring the intensity of an inhomogeneous Poisson process, although the method is generally applicable to any changepoint problem. Performance is demonstrated using both conjugate and non-conjugate Bayesian models for the intensity. Lastly, appendices to the article are available online, illustrating the method on other models and applications.« less

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.

Aspects of Strongly Correlated Many-Body Fermi Systems

NASA Astrophysics Data System (ADS)

Porter, William J., III

A, by now, well-known signal-to-noise problem plagues Monte Carlo calculations of quantum-information-theoretic observables in systems of interacting fermions, particularly the Renyi entanglement entropies Sn, even in many cases where the infamous sign problem does not appear. Several methods have been put forward to circumvent this affliction including ensemble-switching techniques using auxiliary partition-function ratios. This dissertation presents an algorithm that modifies the recently proposed free-fermion decomposition in an essential way: we incorporate the entanglement-sensitive correlations directly into the probability measure in a natural way. Implementing this algorithm, we demonstrate that it is compatible with the hybrid Monte Carlo algorithm, the workhorse of the lattice quantum chromodynamics community and an essential tool for studying gauge theories that contain dynamical fermions. By studying a simple one-dimensional Hubbard model, we demonstrate that our method does not exhibit the same debilitating numerical difficulties that naive attempts to study entanglement often encounter. Following that, we illustrate some key probabilistic insights, using intuition derived from the previous method and its successes to construct a simpler, better behaved, and more elegant algorithm. Using this method, in combination with new identities which allow us to avoid seemingly necessary numerical difficulties, the inversion of the restricted one-body density matrices, we compute high order Renyi entropies and perform a thorough comparison to this new algorithm's predecessor using the Hubbard model mentioned before. Finally, we characterize non-perturbatively the Renyi entropies of degree n = 2,3,4, and 5 of three-dimensional, strongly coupled many-fermion systems in the scale-invariant regime of short interaction range and large scattering length, i.e. in the unitary limit using the algorithms detailed herein. We also detail an exact, few-body projective method which we use to characterize the entanglement properties of the two-body sector across a broad range of attractive couplings. In the many-body case, we determine universal scaling properties of this system, and for the two-body case, we compute the entanglement spectrum exactly, successfully characterizing a vast range of entanglement behavior across the BCS-BEC crossover.

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.

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

A method for reducing the largest relative errors in Monte Carlo iterated-fission-source calculations

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

Hunter, J. L.; Sutton, T. M.

2013-07-01

In Monte Carlo iterated-fission-source calculations relative uncertainties on local tallies tend to be larger in lower-power regions and smaller in higher-power regions. Reducing the largest uncertainties to an acceptable level simply by running a larger number of neutron histories is often prohibitively expensive. The uniform fission site method has been developed to yield a more spatially-uniform distribution of relative uncertainties. This is accomplished by biasing the density of fission neutron source sites while not biasing the solution. The method is integrated into the source iteration process, and does not require any auxiliary forward or adjoint calculations. For a given amountmore » of computational effort, the use of the method results in a reduction of the largest uncertainties relative to the standard algorithm. Two variants of the method have been implemented and tested. Both have been shown to be effective. (authors)« less

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.

An Introduction to Computational Physics - 2nd Edition

NASA Astrophysics Data System (ADS)

Pang, Tao

2006-01-01

Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.

A kMC-MD method with generalized move-sets for the simulation of folding of α-helical and β-stranded peptides.

PubMed

Peter, Emanuel K; Pivkin, Igor V; Shea, Joan-Emma

2015-04-14

In Monte-Carlo simulations of protein folding, pathways and folding times depend on the appropriate choice of the Monte-Carlo move or process path. We developed a generalized set of process paths for a hybrid kinetic Monte Carlo-Molecular dynamics algorithm, which makes use of a novel constant time-update and allows formation of α-helical and β-stranded secondary structures. We apply our new algorithm to the folding of 3 different proteins: TrpCage, GB1, and TrpZip4. All three systems are seen to fold within the range of the experimental folding times. For the β-hairpins, we observe that loop formation is the rate-determining process followed by collapse and formation of the native core. Cluster analysis of both peptides reveals that GB1 folds with equal likelihood along a zipper or a hydrophobic collapse mechanism, while TrpZip4 follows primarily a zipper pathway. The difference observed in the folding behavior of the two proteins can be attributed to the different arrangements of their hydrophobic core, strongly packed, and dry in case of TrpZip4, and partially hydrated in the case of GB1.

Monte Carlo Sampling in Fractal Landscapes

NASA Astrophysics Data System (ADS)

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

2013-05-01

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

Acting Irrationally to Improve Performance in Stochastic Worlds

NASA Astrophysics Data System (ADS)

Belavkin, Roman V.

Despite many theories and algorithms for decision-making, after estimating the utility function the choice is usually made by maximising its expected value (the max EU principle). This traditional and 'rational' conclusion of the decision-making process is compared in this paper with several 'irrational' techniques that make choice in Monte-Carlo fashion. The comparison is made by evaluating the performance of simple decision-theoretic agents in stochastic environments. It is shown that not only the random choice strategies can achieve performance comparable to the max EU method, but under certain conditions the Monte-Carlo choice methods perform almost two times better than the max EU. The paper concludes by quoting evidence from recent cognitive modelling works as well as the famous decision-making paradoxes.

Wang-Landau method for calculating Rényi entropies in finite-temperature quantum Monte Carlo simulations.

PubMed

Inglis, Stephen; Melko, Roger G

2013-01-01

We implement a Wang-Landau sampling technique in quantum Monte Carlo (QMC) simulations for the purpose of calculating the Rényi entanglement entropies and associated mutual information. The algorithm converges an estimate for an analog to the density of states for stochastic series expansion QMC, allowing a direct calculation of Rényi entropies without explicit thermodynamic integration. We benchmark results for the mutual information on two-dimensional (2D) isotropic and anisotropic Heisenberg models, a 2D transverse field Ising model, and a three-dimensional Heisenberg model, confirming a critical scaling of the mutual information in cases with a finite-temperature transition. We discuss the benefits and limitations of broad sampling techniques compared to standard importance sampling methods.

Double differential neutron spectra generated by the interaction of a 12 MeV/nucleon 36S beam on a thick natCu target

NASA Astrophysics Data System (ADS)

Trinh, N. D.; Fadil, M.; Lewitowicz, M.; Ledoux, X.; Laurent, B.; Thomas, J.-C.; Clerc, T.; Desmezières, V.; Dupuis, M.; Madeline, A.; Dessay, E.; Grinyer, G. F.; Grinyer, J.; Menard, N.; Porée, F.; Achouri, L.; Delaunay, F.; Parlog, M.

2018-07-01

Double differential neutron spectra (energy, angle) originating from a thick natCu target bombarded by a 12 MeV/nucleon 36S16+ beam were measured by the activation method and the Time-of-flight technique at the Grand Accélérateur National d'Ions Lourds (GANIL). A neutron spectrum unfolding algorithm combining the SAND-II iterative method and Monte-Carlo techniques was developed for the analysis of the activation results that cover a wide range of neutron energies. It was implemented into a graphical user interface program, called GanUnfold. The experimental neutron spectra are compared to Monte-Carlo simulations performed using the PHITS and FLUKA codes.

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.

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

NASA Astrophysics Data System (ADS)

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

2006-06-01

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

Torsional anharmonicity in the conformational thermodynamics of flexible molecules

NASA Astrophysics Data System (ADS)

Miller, Thomas F., III; Clary, David C.

We present an algorithm for calculating the conformational thermodynamics of large, flexible molecules that combines ab initio electronic structure theory calculations with a torsional path integral Monte Carlo (TPIMC) simulation. The new algorithm overcomes the previous limitations of the TPIMC method by including the thermodynamic contributions of non-torsional vibrational modes and by affordably incorporating the ab initio calculation of conformer electronic energies, and it improves the conventional ab initio treatment of conformational thermodynamics by accounting for the anharmonicity of the torsional modes. Using previously published ab initio results and new TPIMC calculations, we apply the algorithm to the conformers of the adrenaline molecule.

Comparing multiple turbulence restoration algorithms performance on noisy anisoplanatic imagery

NASA Astrophysics Data System (ADS)

Rucci, Michael A.; Hardie, Russell C.; Dapore, Alexander J.

2017-05-01

In this paper, we compare the performance of multiple turbulence mitigation algorithms to restore imagery degraded by atmospheric turbulence and camera noise. In order to quantify and compare algorithm performance, imaging scenes were simulated by applying noise and varying levels of turbulence. For the simulation, a Monte-Carlo wave optics approach is used to simulate the spatially and temporally varying turbulence in an image sequence. A Poisson-Gaussian noise mixture model is then used to add noise to the observed turbulence image set. These degraded image sets are processed with three separate restoration algorithms: Lucky Look imaging, bispectral speckle imaging, and a block matching method with restoration filter. These algorithms were chosen because they incorporate different approaches and processing techniques. The results quantitatively show how well the algorithms are able to restore the simulated degraded imagery.

emcee: The MCMC Hammer

NASA Astrophysics Data System (ADS)

Foreman-Mackey, Daniel; Hogg, David W.; Lang, Dustin; Goodman, Jonathan

2013-03-01

We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010). The code is open source and has already been used in several published projects in the astrophysics literature. The algorithm behind emcee has several advantages over traditional MCMC sampling methods and it has excellent performance as measured by the autocorrelation time (or function calls per independent sample). One major advantage of the algorithm is that it requires hand-tuning of only 1 or 2 parameters compared to ˜N2 for a traditional algorithm in an N-dimensional parameter space. In this document, we describe the algorithm and the details of our implementation. Exploiting the parallelism of the ensemble method, emcee permits any user to take advantage of multiple CPU cores without extra effort. The code is available online at http://dan.iel.fm/emcee under the GNU General Public License v2.

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.

An efficient reliability algorithm for locating design point using the combination of importance sampling concepts and response surface method

NASA Astrophysics Data System (ADS)

Shayanfar, Mohsen Ali; Barkhordari, Mohammad Ali; Roudak, Mohammad Amin

2017-06-01

Monte Carlo simulation (MCS) is a useful tool for computation of probability of failure in reliability analysis. However, the large number of required random samples makes it time-consuming. Response surface method (RSM) is another common method in reliability analysis. Although RSM is widely used for its simplicity, it cannot be trusted in highly nonlinear problems due to its linear nature. In this paper, a new efficient algorithm, employing the combination of importance sampling, as a class of MCS, and RSM is proposed. In the proposed algorithm, analysis starts with importance sampling concepts and using a represented two-step updating rule of design point. This part finishes after a small number of samples are generated. Then RSM starts to work using Bucher experimental design, with the last design point and a represented effective length as the center point and radius of Bucher's approach, respectively. Through illustrative numerical examples, simplicity and efficiency of the proposed algorithm and the effectiveness of the represented rules are shown.

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.

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

Radiative transfer calculated from a Markov chain formalism

NASA Technical Reports Server (NTRS)

Esposito, L. W.; House, L. L.

1978-01-01

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

A New Algorithm with Plane Waves and Wavelets for Random Velocity Fields with Many Spatial Scales

NASA Astrophysics Data System (ADS)

Elliott, Frank W.; Majda, Andrew J.

1995-03-01

A new Monte Carlo algorithm for constructing and sampling stationary isotropic Gaussian random fields with power-law energy spectrum, infrared divergence, and fractal self-similar scaling is developed here. The theoretical basis for this algorithm involves the fact that such a random field is well approximated by a superposition of random one-dimensional plane waves involving a fixed finite number of directions. In general each one-dimensional plane wave is the sum of a random shear layer and a random acoustical wave. These one-dimensional random plane waves are then simulated by a wavelet Monte Carlo method for a single space variable developed recently by the authors. The computational results reported in this paper demonstrate remarkable low variance and economical representation of such Gaussian random fields through this new algorithm. In particular, the velocity structure function for an imcorepressible isotropic Gaussian random field in two space dimensions with the Kolmogoroff spectrum can be simulated accurately over 12 decades with only 100 realizations of the algorithm with the scaling exponent accurate to 1.1% and the constant prefactor accurate to 6%; in fact, the exponent of the velocity structure function can be computed over 12 decades within 3.3% with only 10 realizations. Furthermore, only 46,592 active computational elements are utilized in each realization to achieve these results for 12 decades of scaling behavior.

On Some Separated Algorithms for Separable Nonlinear Least Squares Problems.

PubMed

Gan, Min; Chen, C L Philip; Chen, Guang-Yong; Chen, Long

2017-10-03

For a class of nonlinear least squares problems, it is usually very beneficial to separate the variables into a linear and a nonlinear part and take full advantage of reliable linear least squares techniques. Consequently, the original problem is turned into a reduced problem which involves only nonlinear parameters. We consider in this paper four separated algorithms for such problems. The first one is the variable projection (VP) algorithm with full Jacobian matrix of Golub and Pereyra. The second and third ones are VP algorithms with simplified Jacobian matrices proposed by Kaufman and Ruano et al. respectively. The fourth one only uses the gradient of the reduced problem. Monte Carlo experiments are conducted to compare the performance of these four algorithms. From the results of the experiments, we find that: 1) the simplified Jacobian proposed by Ruano et al. is not a good choice for the VP algorithm; moreover, it may render the algorithm hard to converge; 2) the fourth algorithm perform moderately among these four algorithms; 3) the VP algorithm with the full Jacobian matrix perform more stable than that of the VP algorithm with Kuafman's simplified one; and 4) the combination of VP algorithm and Levenberg-Marquardt method is more effective than the combination of VP algorithm and Gauss-Newton method.

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

Akcakaya, Murat; Nehorai, Arye; Sen, Satyabrata

Most existing radar algorithms are developed under the assumption that the environment (clutter) is stationary. However, in practice, the characteristics of the clutter can vary enormously depending on the radar-operational scenarios. If unaccounted for, these nonstationary variabilities may drastically hinder the radar performance. Therefore, to overcome such shortcomings, we develop a data-driven method for target detection in nonstationary environments. In this method, the radar dynamically detects changes in the environment and adapts to these changes by learning the new statistical characteristics of the environment and by intelligibly updating its statistical detection algorithm. Specifically, we employ drift detection algorithms to detectmore » changes in the environment; incremental learning, particularly learning under concept drift algorithms, to learn the new statistical characteristics of the environment from the new radar data that become available in batches over a period of time. The newly learned environment characteristics are then integrated in the detection algorithm. Furthermore, we use Monte Carlo simulations to demonstrate that the developed method provides a significant improvement in the detection performance compared with detection techniques that are not aware of the environmental changes.« less

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

Spin Glass Patch Planting

NASA Technical Reports Server (NTRS)

Wang, Wenlong; Mandra, Salvatore; Katzgraber, Helmut G.

2016-01-01

In this paper, we propose a patch planting method for creating arbitrarily large spin glass instances with known ground states. The scaling of the computational complexity of these instances with various block numbers and sizes is investigated and compared with random instances using population annealing Monte Carlo and the quantum annealing DW2X machine. The method can be useful for benchmarking tests for future generation quantum annealing machines, classical and quantum mechanical optimization algorithms.

Spectral Learning for Supervised Topic Models.

PubMed

Ren, Yong; Wang, Yining; Zhu, Jun

2018-03-01

Supervised topic models simultaneously model the latent topic structure of large collections of documents and a response variable associated with each document. Existing inference methods are based on variational approximation or Monte Carlo sampling, which often suffers from the local minimum defect. Spectral methods have been applied to learn unsupervised topic models, such as latent Dirichlet allocation (LDA), with provable guarantees. This paper investigates the possibility of applying spectral methods to recover the parameters of supervised LDA (sLDA). We first present a two-stage spectral method, which recovers the parameters of LDA followed by a power update method to recover the regression model parameters. Then, we further present a single-phase spectral algorithm to jointly recover the topic distribution matrix as well as the regression weights. Our spectral algorithms are provably correct and computationally efficient. We prove a sample complexity bound for each algorithm and subsequently derive a sufficient condition for the identifiability of sLDA. Thorough experiments on synthetic and real-world datasets verify the theory and demonstrate the practical effectiveness of the spectral algorithms. In fact, our results on a large-scale review rating dataset demonstrate that our single-phase spectral algorithm alone gets comparable or even better performance than state-of-the-art methods, while previous work on spectral methods has rarely reported such promising performance.

Continuous-time quantum Monte Carlo impurity solvers

NASA Astrophysics Data System (ADS)

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

2011-04-01

Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as representations of quantum dots and molecular conductors and play an increasingly important role in the theory of "correlated electron" materials as auxiliary problems whose solution gives the "dynamical mean field" approximation to the self-energy and local correlation functions. Solution method: Quantum impurity models require a method of solution which provides access to both high and low energy scales and is effective for wide classes of physically realistic models. The continuous-time quantum Monte Carlo algorithms for which we present implementations here meet this challenge. Continuous-time quantum impurity methods are based on partition function expansions of quantum impurity models that are stochastically sampled to all orders using diagrammatic quantum Monte Carlo techniques. For a review of quantum impurity models and their applications and of continuous-time quantum Monte Carlo methods for impurity models we refer the reader to [2]. Additional comments: Use of dmft requires citation of this paper. Use of any ALPS program requires citation of the ALPS [1] paper. Running time: 60 s-8 h per iteration.

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

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.

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.

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].

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.

A new method for photon transport in Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Sato, T.; Ogawa, K.

1999-12-01

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

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

A response to Yu et al. "A forward-backward fragment assembling algorithm for the identification of genomic amplification and deletion breakpoints using high-density single nucleotide polymorphism (SNP) array", BMC Bioinformatics 2007, 8: 145.

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

Yu et al. (BMC Bioinformatics 2007,8: 145+) have recently compared the performance of several methods for the detection of genomic amplification and deletion breakpoints using data from high-density single nucleotide polymorphism arrays. One of the methods compared is our non-homogenous Hidden Markov Model approach. Our approach uses Markov Chain Monte Carlo for inference, but Yu et al. ran the sampler for a severely insufficient number of iterations for a Markov Chain Monte Carlo-based method. Moreover, they did not use the appropriate reference level for the non-altered state. We rerun the analysis in Yu et al. using appropriate settings for both the Markov Chain Monte Carlo iterations and the reference level. Additionally, to show how easy it is to obtain answers to additional specific questions, we have added a new analysis targeted specifically to the detection of breakpoints. The reanalysis shows that the performance of our method is comparable to that of the other methods analyzed. In addition, we can provide probabilities of a given spot being a breakpoint, something unique among the methods examined. Markov Chain Monte Carlo methods require using a sufficient number of iterations before they can be assumed to yield samples from the distribution of interest. Running our method with too small a number of iterations cannot be representative of its performance. Moreover, our analysis shows how our original approach can be easily adapted to answer specific additional questions (e.g., identify edges).

A novel data-driven learning method for radar target detection in nonstationary environments

DOE PAGES

Akcakaya, Murat; Nehorai, Arye; Sen, Satyabrata

2016-04-12

Most existing radar algorithms are developed under the assumption that the environment (clutter) is stationary. However, in practice, the characteristics of the clutter can vary enormously depending on the radar-operational scenarios. If unaccounted for, these nonstationary variabilities may drastically hinder the radar performance. Therefore, to overcome such shortcomings, we develop a data-driven method for target detection in nonstationary environments. In this method, the radar dynamically detects changes in the environment and adapts to these changes by learning the new statistical characteristics of the environment and by intelligibly updating its statistical detection algorithm. Specifically, we employ drift detection algorithms to detectmore » changes in the environment; incremental learning, particularly learning under concept drift algorithms, to learn the new statistical characteristics of the environment from the new radar data that become available in batches over a period of time. The newly learned environment characteristics are then integrated in the detection algorithm. Furthermore, we use Monte Carlo simulations to demonstrate that the developed method provides a significant improvement in the detection performance compared with detection techniques that are not aware of the environmental changes.« less

Computational methods for structural load and resistance modeling

NASA Technical Reports Server (NTRS)

Thacker, B. H.; Millwater, H. R.; Harren, S. V.

1991-01-01

An automated capability for computing structural reliability considering uncertainties in both load and resistance variables is presented. The computations are carried out using an automated Advanced Mean Value iteration algorithm (AMV +) with performance functions involving load and resistance variables obtained by both explicit and implicit methods. A complete description of the procedures used is given as well as several illustrative examples, verified by Monte Carlo Analysis. In particular, the computational methods described in the paper are shown to be quite accurate and efficient for a material nonlinear structure considering material damage as a function of several primitive random variables. The results show clearly the effectiveness of the algorithms for computing the reliability of large-scale structural systems with a maximum number of resolutions.

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

Karsh, P. K.; Mukhopadhyay, T.; Dey, S.

2018-03-01

This paper presents the stochastic natural frequency analysis of functionally graded plates by applying artificial neural network (ANN) approach. Latin hypercube sampling is utilised to train the ANN model. The proposed algorithm for stochastic natural frequency analysis of FGM plates is validated and verified with original finite element method and Monte Carlo simulation (MCS). The combined stochastic variation of input parameters such as, elastic modulus, shear modulus, Poisson ratio, and mass density are considered. Power law is applied to distribute the material properties across the thickness. The present ANN model reduces the sample size and computationally found efficient as compared to conventional Monte Carlo simulation.

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.

Simulation of dense amorphous polymers by generating representative atomistic models

NASA Astrophysics Data System (ADS)

Curcó, David; Alemán, Carlos

2003-08-01

A method for generating atomistic models of dense amorphous polymers is presented. The generated models can be used as starting structures of Monte Carlo and molecular dynamics simulations, but also are suitable for the direct evaluation physical properties. The method is organized in a two-step procedure. First, structures are generated using an algorithm that minimizes the torsional strain. After this, an iterative algorithm is applied to relax the nonbonding interactions. In order to check the performance of the method we examined structure-dependent properties for three polymeric systems: polyethyelene (ρ=0.85 g/cm3), poly(L,D-lactic) acid (ρ=1.25 g/cm3), and polyglycolic acid (ρ=1.50 g/cm3). The method successfully generated representative packings for such dense systems using minimum computational resources.

Advancing X-ray scattering metrology using inverse genetic algorithms.

PubMed

Hannon, Adam F; Sunday, Daniel F; Windover, Donald; Kline, R Joseph

2016-01-01

We compare the speed and effectiveness of two genetic optimization algorithms to the results of statistical sampling via a Markov chain Monte Carlo algorithm to find which is the most robust method for determining real space structure in periodic gratings measured using critical dimension small angle X-ray scattering. Both a covariance matrix adaptation evolutionary strategy and differential evolution algorithm are implemented and compared using various objective functions. The algorithms and objective functions are used to minimize differences between diffraction simulations and measured diffraction data. These simulations are parameterized with an electron density model known to roughly correspond to the real space structure of our nanogratings. The study shows that for X-ray scattering data, the covariance matrix adaptation coupled with a mean-absolute error log objective function is the most efficient combination of algorithm and goodness of fit criterion for finding structures with little foreknowledge about the underlying fine scale structure features of the nanograting.

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.

SPOTting model parameters using a ready-made Python package

NASA Astrophysics Data System (ADS)

Houska, Tobias; Kraft, Philipp; Breuer, Lutz

2015-04-01

The selection and parameterization of reliable process descriptions in ecological modelling is driven by several uncertainties. The procedure is highly dependent on various criteria, like the used algorithm, the likelihood function selected and the definition of the prior parameter distributions. A wide variety of tools have been developed in the past decades to optimize parameters. Some of the tools are closed source. Due to this, the choice for a specific parameter estimation method is sometimes more dependent on its availability than the performance. A toolbox with a large set of methods can support users in deciding about the most suitable method. Further, it enables to test and compare different methods. We developed the SPOT (Statistical Parameter Optimization Tool), an open source python package containing a comprehensive set of modules, to analyze and optimize parameters of (environmental) models. SPOT comes along with a selected set of algorithms for parameter optimization and uncertainty analyses (Monte Carlo, MC; Latin Hypercube Sampling, LHS; Maximum Likelihood, MLE; Markov Chain Monte Carlo, MCMC; Scuffled Complex Evolution, SCE-UA; Differential Evolution Markov Chain, DE-MCZ), together with several likelihood functions (Bias, (log-) Nash-Sutcliff model efficiency, Correlation Coefficient, Coefficient of Determination, Covariance, (Decomposed-, Relative-, Root-) Mean Squared Error, Mean Absolute Error, Agreement Index) and prior distributions (Binomial, Chi-Square, Dirichlet, Exponential, Laplace, (log-, multivariate-) Normal, Pareto, Poisson, Cauchy, Uniform, Weibull) to sample from. The model-independent structure makes it suitable to analyze a wide range of applications. We apply all algorithms of the SPOT package in three different case studies. Firstly, we investigate the response of the Rosenbrock function, where the MLE algorithm shows its strengths. Secondly, we study the Griewank function, which has a challenging response surface for optimization methods. Here we see simple algorithms like the MCMC struggling to find the global optimum of the function, while algorithms like SCE-UA and DE-MCZ show their strengths. Thirdly, we apply an uncertainty analysis of a one-dimensional physically based hydrological model build with the Catchment Modelling Framework (CMF). The model is driven by meteorological and groundwater data from a Free Air Carbon Enrichment (FACE) experiment in Linden (Hesse, Germany). Simulation results are evaluated with measured soil moisture data. We search for optimal parameter sets of the van Genuchten-Mualem function and find different equally optimal solutions with some of the algorithms. The case studies reveal that the implemented SPOT methods work sufficiently well. They further show the benefit of having one tool at hand that includes a number of parameter search methods, likelihood functions and a priori parameter distributions within one platform independent package.

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.

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.

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

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

PubMed

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

2016-04-01

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

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

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.

Time-optimal trajectory planning for underactuated spacecraft using a hybrid particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Zhuang, Yufei; Huang, Haibin

2014-02-01

A hybrid algorithm combining particle swarm optimization (PSO) algorithm with the Legendre pseudospectral method (LPM) is proposed for solving time-optimal trajectory planning problem of underactuated spacecrafts. At the beginning phase of the searching process, an initialization generator is constructed by the PSO algorithm due to its strong global searching ability and robustness to random initial values, however, PSO algorithm has a disadvantage that its convergence rate around the global optimum is slow. Then, when the change in fitness function is smaller than a predefined value, the searching algorithm is switched to the LPM to accelerate the searching process. Thus, with the obtained solutions by the PSO algorithm as a set of proper initial guesses, the hybrid algorithm can find a global optimum more quickly and accurately. 200 Monte Carlo simulations results demonstrate that the proposed hybrid PSO-LPM algorithm has greater advantages in terms of global searching capability and convergence rate than both single PSO algorithm and LPM algorithm. Moreover, the PSO-LPM algorithm is also robust to random initial values.

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

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

A unifying theoretical and algorithmic framework for least squares methods of estimation in diffusion tensor imaging.

PubMed

Koay, Cheng Guan; Chang, Lin-Ching; Carew, John D; Pierpaoli, Carlo; Basser, Peter J

2006-09-01

A unifying theoretical and algorithmic framework for diffusion tensor estimation is presented. Theoretical connections among the least squares (LS) methods, (linear least squares (LLS), weighted linear least squares (WLLS), nonlinear least squares (NLS) and their constrained counterparts), are established through their respective objective functions, and higher order derivatives of these objective functions, i.e., Hessian matrices. These theoretical connections provide new insights in designing efficient algorithms for NLS and constrained NLS (CNLS) estimation. Here, we propose novel algorithms of full Newton-type for the NLS and CNLS estimations, which are evaluated with Monte Carlo simulations and compared with the commonly used Levenberg-Marquardt method. The proposed methods have a lower percent of relative error in estimating the trace and lower reduced chi2 value than those of the Levenberg-Marquardt method. These results also demonstrate that the accuracy of an estimate, particularly in a nonlinear estimation problem, is greatly affected by the Hessian matrix. In other words, the accuracy of a nonlinear estimation is algorithm-dependent. Further, this study shows that the noise variance in diffusion weighted signals is orientation dependent when signal-to-noise ratio (SNR) is low (

Chemical application of diffusion quantum Monte Carlo

NASA Technical Reports Server (NTRS)

Reynolds, P. J.; Lester, W. A., Jr.

1984-01-01

The diffusion quantum Monte Carlo (QMC) method gives a stochastic solution to the Schroedinger equation. This approach is receiving increasing attention in chemical applications as a result of its high accuracy. However, reducing statistical uncertainty remains a priority because chemical effects are often obtained as small differences of large numbers. As an example, the single-triplet splitting of the energy of the methylene molecule CH sub 2 is given. The QMC algorithm was implemented on the CYBER 205, first as a direct transcription of the algorithm running on the VAX 11/780, and second by explicitly writing vector code for all loops longer than a crossover length C. The speed of the codes relative to one another as a function of C, and relative to the VAX, are discussed. The computational time dependence obtained versus the number of basis functions is discussed and this is compared with that obtained from traditional quantum chemistry codes and that obtained from traditional computer architectures.

Monte Carlo estimation of total variation distance of Markov chains on large spaces, with application to phylogenetics.

PubMed

Herbei, Radu; Kubatko, Laura

2013-03-26

Markov chains are widely used for modeling in many areas of molecular biology and genetics. As the complexity of such models advances, it becomes increasingly important to assess the rate at which a Markov chain converges to its stationary distribution in order to carry out accurate inference. A common measure of convergence to the stationary distribution is the total variation distance, but this measure can be difficult to compute when the state space of the chain is large. We propose a Monte Carlo method to estimate the total variation distance that can be applied in this situation, and we demonstrate how the method can be efficiently implemented by taking advantage of GPU computing techniques. We apply the method to two Markov chains on the space of phylogenetic trees, and discuss the implications of our findings for the development of algorithms for phylogenetic inference.

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.

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

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.

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

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

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.

A Simple Geometrical Model for Calculation of the Effective Emissivity in Blackbody Cylindrical Cavities

NASA Astrophysics Data System (ADS)

De Lucas, Javier

2015-03-01

A simple geometrical model for calculating the effective emissivity in blackbody cylindrical cavities has been developed. The back ray tracing technique and the Monte Carlo method have been employed, making use of a suitable set of coordinates and auxiliary planes. In these planes, the trajectories of individual photons in the successive reflections between the cavity points are followed in detail. The theoretical model is implemented by using simple numerical tools, programmed in Microsoft Visual Basic for Application and Excel. The algorithm is applied to isothermal and non-isothermal diffuse cylindrical cavities with a lid; however, the basic geometrical structure can be generalized to a cylindro-conical shape and specular reflection. Additionally, the numerical algorithm and the program source code can be used, with minor changes, for determining the distribution of the cavity points, where photon absorption takes place. This distribution could be applied to the study of the influence of thermal gradients on the effective emissivity profiles, for example. Validation is performed by analyzing the convergence of the Monte Carlo method as a function of the number of trials and by comparison with published results of different authors.

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.

Pattern Recognition Control Design

NASA Technical Reports Server (NTRS)

Gambone, Elisabeth A.

2018-01-01

Spacecraft control algorithms must know the expected vehicle response to any command to the available control effectors, such as reaction thrusters or torque devices. Spacecraft control system design approaches have traditionally relied on the estimated vehicle mass properties to determine the desired force and moment, as well as knowledge of the effector performance to efficiently control the spacecraft. A pattern recognition approach was used to investigate the relationship between the control effector commands and spacecraft responses. Instead of supplying the approximated vehicle properties and the thruster performance characteristics, a database of information relating the thruster ring commands and the desired vehicle response was used for closed-loop control. A Monte Carlo simulation data set of the spacecraft dynamic response to effector commands was analyzed to establish the influence a command has on the behavior of the spacecraft. A tool developed at NASA Johnson Space Center to analyze flight dynamics Monte Carlo data sets through pattern recognition methods was used to perform this analysis. Once a comprehensive data set relating spacecraft responses with commands was established, it was used in place of traditional control methods and gains set. This pattern recognition approach was compared with traditional control algorithms to determine the potential benefits and uses.

Benchmark solution for the Spencer-Lewis equation of electron transport theory

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

Ganapol, B.D.

As integrated circuits become smaller, the shielding of these sensitive components against penetrating electrons becomes extremely critical. Monte Carlo methods have traditionally been the method of choice in shielding evaluations primarily because they can incorporate a wide variety of relevant physical processes. Recently, however, as a result of a more accurate numerical representation of the highly forward peaked scattering process, S/sub n/ methods for one-dimensional problems have been shown to be at least as cost-effective in comparison with Monte Carlo methods. With the development of these deterministic methods for electron transport, a need has arisen to assess the accuracy ofmore » proposed numerical algorithms and to ensure their proper coding. It is the purpose of this presentation to develop a benchmark to the Spencer-Lewis equation describing the transport of energetic electrons in solids. The solution will take advantage of the correspondence between the Spencer-Lewis equation and the transport equation describing one-group time-dependent neutron transport.« less

Variational path integral molecular dynamics and hybrid Monte Carlo algorithms using a fourth order propagator with applications to molecular systems

NASA Astrophysics Data System (ADS)

Kamibayashi, Yuki; Miura, Shinichi

2016-08-01

In the present study, variational path integral molecular dynamics and associated hybrid Monte Carlo (HMC) methods have been developed on the basis of a fourth order approximation of a density operator. To reveal various parameter dependence of physical quantities, we analytically solve one dimensional harmonic oscillators by the variational path integral; as a byproduct, we obtain the analytical expression of the discretized density matrix using the fourth order approximation for the oscillators. Then, we apply our methods to realistic systems like a water molecule and a para-hydrogen cluster. In the HMC, we adopt two level description to avoid the time consuming Hessian evaluation. For the systems examined in this paper, the HMC method is found to be about three times more efficient than the molecular dynamics method if appropriate HMC parameters are adopted; the advantage of the HMC method is suggested to be more evident for systems described by many body interaction.

[Benchmark experiment to verify radiation transport calculations for dosimetry in radiation therapy].

PubMed

Renner, Franziska

2016-09-01

Monte Carlo simulations are regarded as the most accurate method of solving complex problems in the field of dosimetry and radiation transport. In (external) radiation therapy they are increasingly used for the calculation of dose distributions during treatment planning. In comparison to other algorithms for the calculation of dose distributions, Monte Carlo methods have the capability of improving the accuracy of dose calculations - especially under complex circumstances (e.g. consideration of inhomogeneities). However, there is a lack of knowledge of how accurate the results of Monte Carlo calculations are on an absolute basis. A practical verification of the calculations can be performed by direct comparison with the results of a benchmark experiment. This work presents such a benchmark experiment and compares its results (with detailed consideration of measurement uncertainty) with the results of Monte Carlo calculations using the well-established Monte Carlo code EGSnrc. The experiment was designed to have parallels to external beam radiation therapy with respect to the type and energy of the radiation, the materials used and the kind of dose measurement. Because the properties of the beam have to be well known in order to compare the results of the experiment and the simulation on an absolute basis, the benchmark experiment was performed using the research electron accelerator of the Physikalisch-Technische Bundesanstalt (PTB), whose beam was accurately characterized in advance. The benchmark experiment and the corresponding Monte Carlo simulations were carried out for two different types of ionization chambers and the results were compared. Considering the uncertainty, which is about 0.7 % for the experimental values and about 1.0 % for the Monte Carlo simulation, the results of the simulation and the experiment coincide. Copyright © 2015. Published by Elsevier GmbH.

Rare Event Simulation in Radiation Transport

NASA Astrophysics Data System (ADS)

Kollman, Craig

This dissertation studies methods for estimating extremely small probabilities by Monte Carlo simulation. Problems in radiation transport typically involve estimating very rare events or the expected value of a random variable which is with overwhelming probability equal to zero. These problems often have high dimensional state spaces and irregular geometries so that analytic solutions are not possible. Monte Carlo simulation must be used to estimate the radiation dosage being transported to a particular location. If the area is well shielded the probability of any one particular particle getting through is very small. Because of the large number of particles involved, even a tiny fraction penetrating the shield may represent an unacceptable level of radiation. It therefore becomes critical to be able to accurately estimate this extremely small probability. Importance sampling is a well known technique for improving the efficiency of rare event calculations. Here, a new set of probabilities is used in the simulation runs. The results are multiplied by the likelihood ratio between the true and simulated probabilities so as to keep our estimator unbiased. The variance of the resulting estimator is very sensitive to which new set of transition probabilities are chosen. It is shown that a zero variance estimator does exist, but that its computation requires exact knowledge of the solution. A simple random walk with an associated killing model for the scatter of neutrons is introduced. Large deviation results for optimal importance sampling in random walks are extended to the case where killing is present. An adaptive "learning" algorithm for implementing importance sampling is given for more general Markov chain models of neutron scatter. For finite state spaces this algorithm is shown to give, with probability one, a sequence of estimates converging exponentially fast to the true solution. In the final chapter, an attempt to generalize this algorithm to a continuous state space is made. This involves partitioning the space into a finite number of cells. There is a tradeoff between additional computation per iteration and variance reduction per iteration that arises in determining the optimal grid size. All versions of this algorithm can be thought of as a compromise between deterministic and Monte Carlo methods, capturing advantages of both techniques.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

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.

Pre-conditioned backward Monte Carlo solutions to radiative transport in planetary atmospheres. Fundamentals: Sampling of propagation directions in polarising media

NASA Astrophysics Data System (ADS)

García Muñoz, A.; Mills, F. P.

2015-01-01

Context. The interpretation of polarised radiation emerging from a planetary atmosphere must rely on solutions to the vector radiative transport equation (VRTE). Monte Carlo integration of the VRTE is a valuable approach for its flexible treatment of complex viewing and/or illumination geometries, and it can intuitively incorporate elaborate physics. Aims: We present a novel pre-conditioned backward Monte Carlo (PBMC) algorithm for solving the VRTE and apply it to planetary atmospheres irradiated from above. As classical BMC methods, our PBMC algorithm builds the solution by simulating the photon trajectories from the detector towards the radiation source, i.e. in the reverse order of the actual photon displacements. Methods: We show that the neglect of polarisation in the sampling of photon propagation directions in classical BMC algorithms leads to unstable and biased solutions for conservative, optically-thick, strongly polarising media such as Rayleigh atmospheres. The numerical difficulty is avoided by pre-conditioning the scattering matrix with information from the scattering matrices of prior (in the BMC integration order) photon collisions. Pre-conditioning introduces a sense of history in the photon polarisation states through the simulated trajectories. Results: The PBMC algorithm is robust, and its accuracy is extensively demonstrated via comparisons with examples drawn from the literature for scattering in diverse media. Since the convergence rate for MC integration is independent of the integral's dimension, the scheme is a valuable option for estimating the disk-integrated signal of stellar radiation reflected from planets. Such a tool is relevant in the prospective investigation of exoplanetary phase curves. We lay out two frameworks for disk integration and, as an application, explore the impact of atmospheric stratification on planetary phase curves for large star-planet-observer phase angles. By construction, backward integration provides a better control than forward integration over the planet region contributing to the solution, and this presents a clear advantage when estimating the disk-integrated signal at moderate and large phase angles. A one-slab, plane-parallel version of the PBMC algorithm is available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (ftp://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/573/A72

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.

Implementation and validation of collapsed cone superposition for radiopharmaceutical dosimetry of photon emitters

NASA Astrophysics Data System (ADS)

Sanchez-Garcia, Manuel; Gardin, Isabelle; Lebtahi, Rachida; Dieudonné, Arnaud

2015-10-01

Two collapsed cone (CC) superposition algorithms have been implemented for radiopharmaceutical dosimetry of photon emitters. The straight CC (SCC) superposition method uses a water energy deposition kernel (EDKw) for each electron, positron and photon components, while the primary and scatter CC (PSCC) superposition method uses different EDKw for primary and once-scattered photons. PSCC was implemented only for photons originating from the nucleus, precluding its application to positron emitters. EDKw are linearly scaled by radiological distance, taking into account tissue density heterogeneities. The implementation was tested on 100, 300 and 600 keV mono-energetic photons and 18F, 99mTc, 131I and 177Lu. The kernels were generated using the Monte Carlo codes MCNP and EGSnrc. The validation was performed on 6 phantoms representing interfaces between soft-tissues, lung and bone. The figures of merit were γ (3%, 3 mm) and γ (5%, 5 mm) criterions corresponding to the computation comparison on 80 absorbed doses (AD) points per phantom between Monte Carlo simulations and CC algorithms. PSCC gave better results than SCC for the lowest photon energy (100 keV). For the 3 isotopes computed with PSCC, the percentage of AD points satisfying the γ (5%, 5 mm) criterion was always over 99%. A still good but worse result was found with SCC, since at least 97% of AD-values verified the γ (5%, 5 mm) criterion, except a value of 57% for the 99mTc with the lung/bone interface. The CC superposition method for radiopharmaceutical dosimetry is a good alternative to Monte Carlo simulations while reducing computation complexity.

Implementation and validation of collapsed cone superposition for radiopharmaceutical dosimetry of photon emitters.

PubMed

Sanchez-Garcia, Manuel; Gardin, Isabelle; Lebtahi, Rachida; Dieudonné, Arnaud

2015-10-21

Two collapsed cone (CC) superposition algorithms have been implemented for radiopharmaceutical dosimetry of photon emitters. The straight CC (SCC) superposition method uses a water energy deposition kernel (EDKw) for each electron, positron and photon components, while the primary and scatter CC (PSCC) superposition method uses different EDKw for primary and once-scattered photons. PSCC was implemented only for photons originating from the nucleus, precluding its application to positron emitters. EDKw are linearly scaled by radiological distance, taking into account tissue density heterogeneities. The implementation was tested on 100, 300 and 600 keV mono-energetic photons and (18)F, (99m)Tc, (131)I and (177)Lu. The kernels were generated using the Monte Carlo codes MCNP and EGSnrc. The validation was performed on 6 phantoms representing interfaces between soft-tissues, lung and bone. The figures of merit were γ (3%, 3 mm) and γ (5%, 5 mm) criterions corresponding to the computation comparison on 80 absorbed doses (AD) points per phantom between Monte Carlo simulations and CC algorithms. PSCC gave better results than SCC for the lowest photon energy (100 keV). For the 3 isotopes computed with PSCC, the percentage of AD points satisfying the γ (5%, 5 mm) criterion was always over 99%. A still good but worse result was found with SCC, since at least 97% of AD-values verified the γ (5%, 5 mm) criterion, except a value of 57% for the (99m)Tc with the lung/bone interface. The CC superposition method for radiopharmaceutical dosimetry is a good alternative to Monte Carlo simulations while reducing computation complexity.

Improved genetic algorithm for the protein folding problem by use of a Cartesian combination operator.

PubMed Central

Rabow, A. A.; Scheraga, H. A.

1996-01-01

We have devised a Cartesian combination operator and coding scheme for improving the performance of genetic algorithms applied to the protein folding problem. The genetic coding consists of the C alpha Cartesian coordinates of the protein chain. The recombination of the genes of the parents is accomplished by: (1) a rigid superposition of one parent chain on the other, to make the relation of Cartesian coordinates meaningful, then, (2) the chains of the children are formed through a linear combination of the coordinates of their parents. The children produced with this Cartesian combination operator scheme have similar topology and retain the long-range contacts of their parents. The new scheme is significantly more efficient than the standard genetic algorithm methods for locating low-energy conformations of proteins. The considerable superiority of genetic algorithms over Monte Carlo optimization methods is also demonstrated. We have also devised a new dynamic programming lattice fitting procedure for use with the Cartesian combination operator method. The procedure finds excellent fits of real-space chains to the lattice while satisfying bond-length, bond-angle, and overlap constraints. PMID:8880904

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

Analysis and optimization of population annealing

NASA Astrophysics Data System (ADS)

Amey, Christopher; Machta, Jonathan

2018-03-01

Population annealing is an easily parallelizable sequential Monte Carlo algorithm that is well suited for simulating the equilibrium properties of systems with rough free-energy landscapes. In this work we seek to understand and improve the performance of population annealing. We derive several useful relations between quantities that describe the performance of population annealing and use these relations to suggest methods to optimize the algorithm. These optimization methods were tested by performing large-scale simulations of the three-dimensional (3D) Edwards-Anderson (Ising) spin glass and measuring several observables. The optimization methods were found to substantially decrease the amount of computational work necessary as compared to previously used, unoptimized versions of population annealing. We also obtain more accurate values of several important observables for the 3D Edwards-Anderson model.

Stochastic series expansion simulation of the t -V model

NASA Astrophysics Data System (ADS)

Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

2016-04-01

We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

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 simplified analytical dose calculation algorithm accounting for tissue heterogeneity for low-energy brachytherapy sources.

PubMed

Mashouf, Shahram; Lechtman, Eli; Beaulieu, Luc; Verhaegen, Frank; Keller, Brian M; Ravi, Ananth; Pignol, Jean-Philippe

2013-09-21

The American Association of Physicists in Medicine Task Group No. 43 (AAPM TG-43) formalism is the standard for seeds brachytherapy dose calculation. But for breast seed implants, Monte Carlo simulations reveal large errors due to tissue heterogeneity. Since TG-43 includes several factors to account for source geometry, anisotropy and strength, we propose an additional correction factor, called the inhomogeneity correction factor (ICF), accounting for tissue heterogeneity for Pd-103 brachytherapy. This correction factor is calculated as a function of the media linear attenuation coefficient and mass energy absorption coefficient, and it is independent of the source internal structure. Ultimately the dose in heterogeneous media can be calculated as a product of dose in water as calculated by TG-43 protocol times the ICF. To validate the ICF methodology, dose absorbed in spherical phantoms with large tissue heterogeneities was compared using the TG-43 formalism corrected for heterogeneity versus Monte Carlo simulations. The agreement between Monte Carlo simulations and the ICF method remained within 5% in soft tissues up to several centimeters from a Pd-103 source. Compared to Monte Carlo, the ICF methods can easily be integrated into a clinical treatment planning system and it does not require the detailed internal structure of the source or the photon phase-space.

Efficient Monte Carlo Methods for Biomolecular Simulations.

NASA Astrophysics Data System (ADS)

Bouzida, Djamal

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

A Probabilistic Framework for Constructing Temporal Relations in Replica Exchange Molecular Trajectories.

PubMed

Chattopadhyay, Aditya; Zheng, Min; Waller, Mark Paul; Priyakumar, U Deva

2018-05-23

Knowledge of the structure and dynamics of biomolecules is essential for elucidating the underlying mechanisms of biological processes. Given the stochastic nature of many biological processes, like protein unfolding, it's almost impossible that two independent simulations will generate the exact same sequence of events, which makes direct analysis of simulations difficult. Statistical models like Markov Chains, transition networks etc. help in shedding some light on the mechanistic nature of such processes by predicting long-time dynamics of these systems from short simulations. However, such methods fall short in analyzing trajectories with partial or no temporal information, for example, replica exchange molecular dynamics or Monte Carlo simulations. In this work we propose a probabilistic algorithm, borrowing concepts from graph theory and machine learning, to extract reactive pathways from molecular trajectories in the absence of temporal data. A suitable vector representation was chosen to represent each frame in the macromolecular trajectory (as a series of interaction and conformational energies) and dimensionality reduction was performed using principal component analysis (PCA). The trajectory was then clustered using a density-based clustering algorithm, where each cluster represents a metastable state on the potential energy surface (PES) of the biomolecule under study. A graph was created with these clusters as nodes with the edges learnt using an iterative expectation maximization algorithm. The most reactive path is conceived as the widest path along this graph. We have tested our method on RNA hairpin unfolding trajectory in aqueous urea solution. Our method makes the understanding of the mechanism of unfolding in RNA hairpin molecule more tractable. As this method doesn't rely on temporal data it can be used to analyze trajectories from Monte Carlo sampling techniques and replica exchange molecular dynamics (REMD).

Reactive Monte Carlo sampling with an ab initio potential

NASA Astrophysics Data System (ADS)

Leiding, Jeff; Coe, Joshua D.

2016-05-01

We present the first application of reactive Monte Carlo in a first-principles context. The algorithm samples in a modified NVT ensemble in which the volume, temperature, and total number of atoms of a given type are held fixed, but molecular composition is allowed to evolve through stochastic variation of chemical connectivity. We discuss general features of the method, as well as techniques needed to enhance the efficiency of Boltzmann sampling. Finally, we compare the results of simulation of NH3 to those of ab initio molecular dynamics (AIMD). We find that there are regions of state space for which RxMC sampling is much more efficient than AIMD due to the "rare-event" character of chemical reactions.

Kinetic Monte Carlo simulations of thermally activated magnetization reversal in dual-layer Exchange Coupled Composite recording media

NASA Astrophysics Data System (ADS)

Plumer, M. L.; Almudallal, A. M.; Mercer, J. I.; Whitehead, J. P.; Fal, T. J.

The kinetic Monte Carlo (KMC) method developed for thermally activated magnetic reversal processes in single-layer recording media has been extended to study dual-layer Exchange Coupled Composition (ECC) media used in current and next generations of disc drives. The attempt frequency is derived from the Langer formalism with the saddle point determined using a variant of Bellman Ford algorithm. Complication (such as stagnation) arising from coupled grains having metastable states are addressed. MH-hysteresis loops are calculated over a wide range of anisotropy ratios, sweep rates and inter-layer coupling parameter. Results are compared with standard micromagnetics at fast sweep rates and experimental results at slow sweep rates.

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.

A partially reflecting random walk on spheres algorithm for electrical impedance tomography

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

Maire, Sylvain, E-mail: maire@univ-tln.fr; Simon, Martin, E-mail: simon@math.uni-mainz.de

2015-12-15

In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance ofmore » the new estimator both theoretically and experimentally. Subsequently, the variance of the new estimator is considerably reduced via a novel control variate conditional sampling technique which yields a highly efficient hybrid forward solver coupling probabilistic and deterministic algorithms.« less

Monte Carlo Simulations of Radiative and Neutrino Transport under Astrophysical Conditions

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics

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

Kube, Susanna; Lasser, Caroline; Weber, Marcus

2009-04-01

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

Mode Shape Estimation Algorithms Under Ambient Conditions: A Comparative Review

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

Dosiek, Luke; Zhou, Ning; Pierre, John W.

Abstract—This paper provides a comparative review of five existing ambient electromechanical mode shape estimation algorithms, i.e., the Transfer Function (TF), Spectral, Frequency Domain Decomposition (FDD), Channel Matching, and Subspace Methods. It is also shown that the TF Method is a general approach to estimating mode shape and that the Spectral, FDD, and Channel Matching Methods are actually special cases of it. Additionally, some of the variations of the Subspace Method are reviewed and the Numerical algorithm for Subspace State Space System IDentification (N4SID) is implemented. The five algorithms are then compared using data simulated from a 17-machine model of themore » Western Electricity Coordinating Council (WECC) under ambient conditions with both low and high damping, as well as during the case where ambient data is disrupted by an oscillatory ringdown. The performance of the algorithms is compared using the statistics from Monte Carlo Simulations and results from measured WECC data, and a discussion of the practical issues surrounding their implementation, including cases where power system probing is an option, is provided. The paper concludes with some recommendations as to the appropriate use of the various techniques. Index Terms—Electromechanical mode shape, small-signal stability, phasor measurement units (PMU), system identification, N4SID, subspace.« less

Monte Carlo Bayesian Inference on a Statistical Model of Sub-gridcolumn Moisture Variability Using High-resolution Cloud Observations . Part II; Sensitivity Tests and Results

NASA Technical Reports Server (NTRS)

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

2013-01-01

Part I presented a Monte Carlo Bayesian method for constraining a complex statistical model of GCM sub-gridcolumn moisture variability using high-resolution MODIS cloud data, thereby permitting large-scale model parameter estimation and cloud data assimilation. This part performs some basic testing of this new approach, verifying that it does indeed significantly reduce mean and standard deviation biases with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud top pressure, and that it also improves the simulated rotational-Ramman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the OMI instrument. Of particular interest, the Monte Carlo method does show skill in the especially difficult case 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 allows finite jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. This paper also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in the cloud observables on cloud vertical structure, beyond cloud top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard (1998) provides some help in this respect, by better honoring inversion structures in the background state.

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.

Sequential Monte Carlo tracking of the marginal artery by multiple cue fusion and random forest regression.

PubMed

Cherry, Kevin M; Peplinski, Brandon; Kim, Lauren; Wang, Shijun; Lu, Le; Zhang, Weidong; Liu, Jianfei; Wei, Zhuoshi; Summers, Ronald M

2015-01-01

Given the potential importance of marginal artery localization in automated registration in computed tomography colonography (CTC), we have devised a semi-automated method of marginal vessel detection employing sequential Monte Carlo tracking (also known as particle filtering tracking) by multiple cue fusion based on intensity, vesselness, organ detection, and minimum spanning tree information for poorly enhanced vessel segments. We then employed a random forest algorithm for intelligent cue fusion and decision making which achieved high sensitivity and robustness. After applying a vessel pruning procedure to the tracking results, we achieved statistically significantly improved precision compared to a baseline Hessian detection method (2.7% versus 75.2%, p<0.001). This method also showed statistically significantly improved recall rate compared to a 2-cue baseline method using fewer vessel cues (30.7% versus 67.7%, p<0.001). These results demonstrate that marginal artery localization on CTC is feasible by combining a discriminative classifier (i.e., random forest) with a sequential Monte Carlo tracking mechanism. In so doing, we present the effective application of an anatomical probability map to vessel pruning as well as a supplementary spatial coordinate system for colonic segmentation and registration when this task has been confounded by colon lumen collapse. Published by Elsevier B.V.

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.

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.

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.

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

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.

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

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

Sansourekidou, P; Allen, C

2015-06-15

Purpose: To evaluate the Raystation v4.51 Electron Monte Carlo algorithm for Varian Trilogy, IX and 2100 series linear accelerators and commission for clinical use. Methods: Seventy two water and forty air scans were acquired with a water tank in the form of profiles and depth doses, as requested by vendor. Data was imported into Rayphysics beam modeling module. Energy spectrum was modeled using seven parameters. Contamination photons were modeled using five parameters. Source phase space was modeled using six parameters. Calculations were performed in clinical version 4.51 and percent depth dose curves and profiles were extracted to be compared tomore » water tank measurements. Sensitivity tests were performed for all parameters. Grid size and particle histories were evaluated per energy for statistical uncertainty performance. Results: Model accuracy for air profiles is poor in the shoulder and penumbra region. However, model accuracy for water scans is acceptable. All energies and cones are within 2%/2mm for 90% of the points evaluated. Source phase space parameters have a cumulative effect. To achieve distributions with satisfactory smoothness level a 0.1cm grid and 3,000,000 particle histories were used for commissioning calculations. Calculation time was approximately 3 hours per energy. Conclusion: Raystation electron Monte Carlo is acceptable for clinical use for the Varian accelerators listed. Results are inferior to Elekta Electron Monte Carlo modeling. Known issues were reported to Raysearch and will be resolved in upcoming releases. Auto-modeling is limited to open cone depth dose curves and needs expansion.« less

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

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

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

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

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

DOE PAGES

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

2017-12-22

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

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

DOE PAGES

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.; ...

2018-04-30

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

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

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

Monte Carlo generator ELRADGEN 2.0 for simulation of radiative events in elastic ep-scattering of polarized particles

NASA Astrophysics Data System (ADS)

Akushevich, I.; Filoti, O. F.; Ilyichev, A.; Shumeiko, N.

2012-07-01

The structure and algorithms of the Monte Carlo generator ELRADGEN 2.0 designed to simulate radiative events in polarized ep-scattering are presented. The full set of analytical expressions for the QED radiative corrections is presented and discussed in detail. Algorithmic improvements implemented to provide faster simulation of hard real photon events are described. Numerical tests show high quality of generation of photonic variables and radiatively corrected cross section. The comparison of the elastic radiative tail simulated within the kinematical conditions of the BLAST experiment at MIT BATES shows a good agreement with experimental data. Catalogue identifier: AELO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AELO_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC license, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 1299 No. of bytes in distributed program, including test data, etc.: 11 348 Distribution format: tar.gz Programming language: FORTRAN 77 Computer: All Operating system: Any RAM: 1 MB Classification: 11.2, 11.4 Nature of problem: Simulation of radiative events in polarized ep-scattering. Solution method: Monte Carlo simulation according to the distributions of the real photon kinematic variables that are calculated by the covariant method of QED radiative correction estimation. The approach provides rather fast and accurate generation. Running time: The simulation of 108 radiative events for itest:=1 takes up to 52 seconds on Pentium(R) Dual-Core 2.00 GHz processor.

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.

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.

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.

An efficient Monte Carlo algorithm for the fast equilibration and atomistic simulation of alkanethiol self-assembled monolayers on a Au(111) substrate.

PubMed

Alexiadis, Orestis; Daoulas, Kostas Ch; Mavrantzas, Vlasis G

2008-01-31

A new Monte Carlo algorithm is presented for the simulation of atomistically detailed alkanethiol self-assembled monolayers (R-SH) on a Au(111) surface. Built on a set of simpler but also more complex (sometimes nonphysical) moves, the new algorithm is capable of efficiently driving all alkanethiol molecules to the Au(111) surface, thereby leading to full surface coverage, irrespective of the initial setup of the system. This circumvents a significant limitation of previous methods in which the simulations typically started from optimally packed structures on the substrate close to thermal equilibrium. Further, by considering an extended ensemble of configurations each one of which corresponds to a different value of the sulfur-sulfur repulsive core potential, sigmass, and by allowing for configurations to swap between systems characterized by different sigmass values, the new algorithm can adequately simulate model R-SH/Au(111) systems for values of sigmass ranging from 4.25 A corresponding to the Hautman-Klein molecular model (J. Chem. Phys. 1989, 91, 4994; 1990, 93, 7483) to 4.97 A corresponding to the Siepmann-McDonald model (Langmuir 1993, 9, 2351), and practically any chain length. Detailed results are presented quantifying the efficiency and robustness of the new method. Representative simulation data for the dependence of the structural and conformational properties of the formed monolayer on the details of the employed molecular model are reported and discussed; an investigation of the variation of molecular organization and ordering on the Au(111) substrate for three CH3-(CH2)n-SH/Au(111) systems with n=9, 15, and 21 is also included.

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.

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.

Physics Computing '92: Proceedings of the 4th International Conference

NASA Astrophysics Data System (ADS)

de Groot, Robert A.; Nadrchal, Jaroslav

1993-04-01

The Table of Contents for the book is as follows: * Preface * INVITED PAPERS * Ab Initio Theoretical Approaches to the Structural, Electronic and Vibrational Properties of Small Clusters and Fullerenes: The State of the Art * Neural Multigrid Methods for Gauge Theories and Other Disordered Systems * Multicanonical Monte Carlo Simulations * On the Use of the Symbolic Language Maple in Physics and Chemistry: Several Examples * Nonequilibrium Phase Transitions in Catalysis and Population Models * Computer Algebra, Symmetry Analysis and Integrability of Nonlinear Evolution Equations * The Path-Integral Quantum Simulation of Hydrogen in Metals * Digital Optical Computing: A New Approach of Systolic Arrays Based on Coherence Modulation of Light and Integrated Optics Technology * Molecular Dynamics Simulations of Granular Materials * Numerical Implementation of a K.A.M. Algorithm * Quasi-Monte Carlo, Quasi-Random Numbers and Quasi-Error Estimates * What Can We Learn from QMC Simulations * Physics of Fluctuating Membranes * Plato, Apollonius, and Klein: Playing with Spheres * Steady States in Nonequilibrium Lattice Systems * CONVODE: A REDUCE Package for Differential Equations * Chaos in Coupled Rotators * Symplectic Numerical Methods for Hamiltonian Problems * Computer Simulations of Surfactant Self Assembly * High-dimensional and Very Large Cellular Automata for Immunological Shape Space * A Review of the Lattice Boltzmann Method * Electronic Structure of Solids in the Self-interaction Corrected Local-spin-density Approximation * Dedicated Computers for Lattice Gauge Theory Simulations * Physics Education: A Survey of Problems and Possible Solutions * Parallel Computing and Electronic-Structure Theory * High Precision Simulation Techniques for Lattice Field Theory * CONTRIBUTED PAPERS * Case Study of Microscale Hydrodynamics Using Molecular Dynamics and Lattice Gas Methods * Computer Modelling of the Structural and Electronic Properties of the Supported Metal Catalysis * Ordered Particle Simulations for Serial and MIMD Parallel Computers * "NOLP" -- Program Package for Laser Plasma Nonlinear Optics * Algorithms to Solve Nonlinear Least Square Problems * Distribution of Hydrogen Atoms in Pd-H Computed by Molecular Dynamics * A Ray Tracing of Optical System for Protein Crystallography Beamline at Storage Ring-SIBERIA-2 * Vibrational Properties of a Pseudobinary Linear Chain with Correlated Substitutional Disorder * Application of the Software Package Mathematica in Generalized Master Equation Method * Linelist: An Interactive Program for Analysing Beam-foil Spectra * GROMACS: A Parallel Computer for Molecular Dynamics Simulations * GROMACS Method of Virial Calculation Using a Single Sum * The Interactive Program for the Solution of the Laplace Equation with the Elimination of Singularities for Boundary Functions * Random-Number Generators: Testing Procedures and Comparison of RNG Algorithms * Micro-TOPIC: A Tokamak Plasma Impurities Code * Rotational Molecular Scattering Calculations * Orthonormal Polynomial Method for Calibrating of Cryogenic Temperature Sensors * Frame-based System Representing Basis of Physics * The Role of Massively Data-parallel Computers in Large Scale Molecular Dynamics Simulations * Short-range Molecular Dynamics on a Network of Processors and Workstations * An Algorithm for Higher-order Perturbation Theory in Radiative Transfer Computations * Hydrostochastics: The Master Equation Formulation of Fluid Dynamics * HPP Lattice Gas on Transputers and Networked Workstations * Study on the Hysteresis Cycle Simulation Using Modeling with Different Functions on Intervals * Refined Pruning Techniques for Feed-forward Neural Networks * Random Walk Simulation of the Motion of Transient Charges in Photoconductors * The Optical Hysteresis in Hydrogenated Amorphous Silicon * Diffusion Monte Carlo Analysis of Modern Interatomic Potentials for He * A Parallel Strategy for Molecular Dynamics Simulations of Polar Liquids on Transputer Arrays * Distribution of Ions Reflected on Rough Surfaces * The Study of Step Density Distribution During Molecular Beam Epitaxy Growth: Monte Carlo Computer Simulation * Towards a Formal Approach to the Construction of Large-scale Scientific Applications Software * Correlated Random Walk and Discrete Modelling of Propagation through Inhomogeneous Media * Teaching Plasma Physics Simulation * A Theoretical Determination of the Au-Ni Phase Diagram * Boson and Fermion Kinetics in One-dimensional Lattices * Computational Physics Course on the Technical University * Symbolic Computations in Simulation Code Development and Femtosecond-pulse Laser-plasma Interaction Studies * Computer Algebra and Integrated Computing Systems in Education of Physical Sciences * Coordinated System of Programs for Undergraduate Physics Instruction * Program Package MIRIAM and Atomic Physics of Extreme Systems * High Energy Physics Simulation on the T_Node * The Chapman-Kolmogorov Equation as Representation of Huygens' Principle and the Monolithic Self-consistent Numerical Modelling of Lasers * Authoring System for Simulation Developments * Molecular Dynamics Study of Ion Charge Effects in the Structure of Ionic Crystals * A Computational Physics Introductory Course * Computer Calculation of Substrate Temperature Field in MBE System * Multimagnetical Simulation of the Ising Model in Two and Three Dimensions * Failure of the CTRW Treatment of the Quasicoherent Excitation Transfer * Implementation of a Parallel Conjugate Gradient Method for Simulation of Elastic Light Scattering * Algorithms for Study of Thin Film Growth * Algorithms and Programs for Physics Teaching in Romanian Technical Universities * Multicanonical Simulation of 1st order Transitions: Interface Tension of the 2D 7-State Potts Model * Two Numerical Methods for the Calculation of Periodic Orbits in Hamiltonian Systems * Chaotic Behavior in a Probabilistic Cellular Automata? * Wave Optics Computing by a Networked-based Vector Wave Automaton * Tensor Manipulation Package in REDUCE * Propagation of Electromagnetic Pulses in Stratified Media * The Simple Molecular Dynamics Model for the Study of Thermalization of the Hot Nucleon Gas * Electron Spin Polarization in PdCo Alloys Calculated by KKR-CPA-LSD Method * Simulation Studies of Microscopic Droplet Spreading * A Vectorizable Algorithm for the Multicolor Successive Overrelaxation Method * Tetragonality of the CuAu I Lattice and Its Relation to Electronic Specific Heat and Spin Susceptibility * Computer Simulation of the Formation of Metallic Aggregates Produced by Chemical Reactions in Aqueous Solution * Scaling in Growth Models with Diffusion: A Monte Carlo Study * The Nucleus as the Mesoscopic System * Neural Network Computation as Dynamic System Simulation * First-principles Theory of Surface Segregation in Binary Alloys * Data Smooth Approximation Algorithm for Estimating the Temperature Dependence of the Ice Nucleation Rate * Genetic Algorithms in Optical Design * Application of 2D-FFT in the Study of Molecular Exchange Processes by NMR * Advanced Mobility Model for Electron Transport in P-Si Inversion Layers * Computer Simulation for Film Surfaces and its Fractal Dimension * Parallel Computation Techniques and the Structure of Catalyst Surfaces * Educational SW to Teach Digital Electronics and the Corresponding Text Book * Primitive Trinomials (Mod 2) Whose Degree is a Mersenne Exponent * Stochastic Modelisation and Parallel Computing * Remarks on the Hybrid Monte Carlo Algorithm for the ∫4 Model * An Experimental Computer Assisted Workbench for Physics Teaching * A Fully Implicit Code to Model Tokamak Plasma Edge Transport * EXPFIT: An Interactive Program for Automatic Beam-foil Decay Curve Analysis * Mapping Technique for Solving General, 1-D Hamiltonian Systems * Freeway Traffic, Cellular Automata, and Some (Self-Organizing) Criticality * Photonuclear Yield Analysis by Dynamic Programming * Incremental Representation of the Simply Connected Planar Curves * Self-convergence in Monte Carlo Methods * Adaptive Mesh Technique for Shock Wave Propagation * Simulation of Supersonic Coronal Streams and Their Interaction with the Solar Wind * The Nature of Chaos in Two Systems of Ordinary Nonlinear Differential Equations * Considerations of a Window-shopper * Interpretation of Data Obtained by RTP 4-Channel Pulsed Radar Reflectometer Using a Multi Layer Perceptron * Statistics of Lattice Bosons for Finite Systems * Fractal Based Image Compression with Affine Transformations * Algorithmic Studies on Simulation Codes for Heavy-ion Reactions * An Energy-Wise Computer Simulation of DNA-Ion-Water Interactions Explains the Abnormal Structure of Poly[d(A)]:Poly[d(T)] * Computer Simulation Study of Kosterlitz-Thouless-Like Transitions * Problem-oriented Software Package GUN-EBT for Computer Simulation of Beam Formation and Transport in Technological Electron-Optical Systems * Parallelization of a Boundary Value Solver and its Application in Nonlinear Dynamics * The Symbolic Classification of Real Four-dimensional Lie Algebras * Short, Singular Pulses Generation by a Dye Laser at Two Wavelengths Simultaneously * Quantum Monte Carlo Simulations of the Apex-Oxygen-Model * Approximation Procedures for the Axial Symmetric Static Einstein-Maxwell-Higgs Theory * Crystallization on a Sphere: Parallel Simulation on a Transputer Network * FAMULUS: A Software Product (also) for Physics Education * MathCAD vs. FAMULUS -- A Brief Comparison * First-principles Dynamics Used to Study Dissociative Chemisorption * A Computer Controlled System for Crystal Growth from Melt * A Time Resolved Spectroscopic Method for Short Pulsed Particle Emission * Green's Function Computation in Radiative Transfer Theory * Random Search Optimization Technique for One-criteria and Multi-criteria Problems * Hartley Transform Applications to Thermal Drift Elimination in Scanning Tunneling Microscopy * Algorithms of Measuring, Processing and Interpretation of Experimental Data Obtained with Scanning Tunneling Microscope * Time-dependent Atom-surface Interactions * Local and Global Minima on Molecular Potential Energy Surfaces: An Example of N3 Radical * Computation of Bifurcation Surfaces * Symbolic Computations in Quantum Mechanics: Energies in Next-to-solvable Systems * A Tool for RTP Reactor and Lamp Field Design * Modelling of Particle Spectra for the Analysis of Solid State Surface * List of Participants

A brief introduction to computer-intensive methods, with a view towards applications in spatial statistics and stereology.

PubMed

Mattfeldt, Torsten

2011-04-01

Computer-intensive methods may be defined as data analytical procedures involving a huge number of highly repetitive computations. We mention resampling methods with replacement (bootstrap methods), resampling methods without replacement (randomization tests) and simulation methods. The resampling methods are based on simple and robust principles and are largely free from distributional assumptions. Bootstrap methods may be used to compute confidence intervals for a scalar model parameter and for summary statistics from replicated planar point patterns, and for significance tests. For some simple models of planar point processes, point patterns can be simulated by elementary Monte Carlo methods. The simulation of models with more complex interaction properties usually requires more advanced computing methods. In this context, we mention simulation of Gibbs processes with Markov chain Monte Carlo methods using the Metropolis-Hastings algorithm. An alternative to simulations on the basis of a parametric model consists of stochastic reconstruction methods. The basic ideas behind the methods are briefly reviewed and illustrated by simple worked examples in order to encourage novices in the field to use computer-intensive methods. © 2010 The Authors Journal of Microscopy © 2010 Royal Microscopical Society.

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

VARSEDIG: an algorithm for morphometric characters selection and statistical validation in morphological taxonomy.

PubMed

Guisande, Cástor; Vari, Richard P; Heine, Jürgen; García-Roselló, Emilio; González-Dacosta, Jacinto; Perez-Schofield, Baltasar J García; González-Vilas, Luis; Pelayo-Villamil, Patricia

2016-09-12

We present and discuss VARSEDIG, an algorithm which identifies the morphometric features that significantly discriminate two taxa and validates the morphological distinctness between them via a Monte-Carlo test. VARSEDIG is freely available as a function of the RWizard application PlotsR (http://www.ipez.es/RWizard) and as R package on CRAN. The variables selected by VARSEDIG with the overlap method were very similar to those selected by logistic regression and discriminant analysis, but overcomes some shortcomings of these methods. VARSEDIG is, therefore, a good alternative by comparison to current classical classification methods for identifying morphometric features that significantly discriminate a taxon and for validating its morphological distinctness from other taxa. As a demonstration of the potential of VARSEDIG for this purpose, we analyze morphological discrimination among some species of the Neotropical freshwater family Characidae.

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…

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

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

Kim, Jeongnim; Reboredo, Fernando A.

The self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem. Phys. {\\bf 136}, 204101 (2012)] and some ideas of the correlation function Monte Carlo approach [D. M. Ceperley and B. Bernu, J. Chem. Phys. {\\bf 89}, 6316 (1988)] are blended to obtain a method for the calculation of thermodynamic properties of many-body systems at low temperatures. In order to allow the evolution in imaginary time to describe the density matrix, we remove the fixed-node restriction using complex antisymmetric trial wave functions. A statistical method is derived for the calculation of finite temperature properties of many-body systemsmore » near the ground state. In the process we also obtain a parallel algorithm that optimizes the many-body basis of a small subspace of the many-body Hilbert space. This small subspace is optimized to have maximum overlap with the one expanded by the lower energy eigenstates of a many-body Hamiltonian. We show in a model system that the Helmholtz free energy is minimized within this subspace as the iteration number increases. We show that the subspace expanded by the small basis systematically converges towards the subspace expanded by the lowest energy eigenstates. Possible applications of this method to calculate the thermodynamic properties of many-body systems near the ground state are discussed. The resulting basis can be also used to accelerate the calculation of the ground or excited states with Quantum Monte Carlo.« less

Infinite variance in fermion quantum Monte Carlo calculations.

PubMed

Shi, Hao; Zhang, Shiwei

2016-03-01

For important classes of many-fermion problems, quantum Monte Carlo (QMC) methods allow exact calculations of ground-state and finite-temperature properties without the sign problem. The list spans condensed matter, nuclear physics, and high-energy physics, including the half-filled repulsive Hubbard model, the spin-balanced atomic Fermi gas, and lattice quantum chromodynamics calculations at zero density with Wilson Fermions, and is growing rapidly as a number of problems have been discovered recently to be free of the sign problem. In these situations, QMC calculations are relied on to provide definitive answers. Their results are instrumental to our ability to understand and compute properties in fundamental models important to multiple subareas in quantum physics. It is shown, however, that the most commonly employed algorithms in such situations have an infinite variance problem. A diverging variance causes the estimated Monte Carlo statistical error bar to be incorrect, which can render the results of the calculation unreliable or meaningless. We discuss how to identify the infinite variance problem. An approach is then proposed to solve the problem. The solution does not require major modifications to standard algorithms, adding a "bridge link" to the imaginary-time path integral. The general idea is applicable to a variety of situations where the infinite variance problem may be present. Illustrative results are presented for the ground state of the Hubbard model at half-filling.

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

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

Lu, Dan; Ricciuto, Daniel; Walker, Anthony

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

DOE PAGES

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; ...

2017-02-22

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Fully accelerating quantum Monte Carlo simulations of real materials on GPU clusters

NASA Astrophysics Data System (ADS)

Esler, Kenneth

2011-03-01

Quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting the properties of matter from fundamental principles, combining very high accuracy with extreme parallel scalability. By solving the many-body Schrödinger equation through a stochastic projection, it achieves greater accuracy than mean-field methods and better scaling with system size than quantum chemical methods, enabling scientific discovery across a broad spectrum of disciplines. In recent years, graphics processing units (GPUs) have provided a high-performance and low-cost new approach to scientific computing, and GPU-based supercomputers are now among the fastest in the world. The multiple forms of parallelism afforded by QMC algorithms make the method an ideal candidate for acceleration in the many-core paradigm. We present the results of porting the QMCPACK code to run on GPU clusters using the NVIDIA CUDA platform. Using mixed precision on GPUs and MPI for intercommunication, we observe typical full-application speedups of approximately 10x to 15x relative to quad-core CPUs alone, while reproducing the double-precision CPU results within statistical error. We discuss the algorithm modifications necessary to achieve good performance on this heterogeneous architecture and present the results of applying our code to molecules and bulk materials. Supported by the U.S. DOE under Contract No. DOE-DE-FG05-08OR23336 and by the NSF under No. 0904572.

SU-E-T-477: An Efficient Dose Correction Algorithm Accounting for Tissue Heterogeneities in LDR Brachytherapy

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

Mashouf, S; Lai, P; Karotki, A

2014-06-01

Purpose: Seed brachytherapy is currently used for adjuvant radiotherapy of early stage prostate and breast cancer patients. The current standard for calculation of dose surrounding the brachytherapy seeds is based on American Association of Physicist in Medicine Task Group No. 43 (TG-43 formalism) which generates the dose in homogeneous water medium. Recently, AAPM Task Group No. 186 emphasized the importance of accounting for tissue heterogeneities. This can be done using Monte Carlo (MC) methods, but it requires knowing the source structure and tissue atomic composition accurately. In this work we describe an efficient analytical dose inhomogeneity correction algorithm implemented usingmore » MIM Symphony treatment planning platform to calculate dose distributions in heterogeneous media. Methods: An Inhomogeneity Correction Factor (ICF) is introduced as the ratio of absorbed dose in tissue to that in water medium. ICF is a function of tissue properties and independent of source structure. The ICF is extracted using CT images and the absorbed dose in tissue can then be calculated by multiplying the dose as calculated by the TG-43 formalism times ICF. To evaluate the methodology, we compared our results with Monte Carlo simulations as well as experiments in phantoms with known density and atomic compositions. Results: The dose distributions obtained through applying ICF to TG-43 protocol agreed very well with those of Monte Carlo simulations as well as experiments in all phantoms. In all cases, the mean relative error was reduced by at least 50% when ICF correction factor was applied to the TG-43 protocol. Conclusion: We have developed a new analytical dose calculation method which enables personalized dose calculations in heterogeneous media. The advantages over stochastic methods are computational efficiency and the ease of integration into clinical setting as detailed source structure and tissue segmentation are not needed. University of Toronto, Natural Sciences and Engineering Research Council of Canada.« 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

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…

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.

3D Space Radiation Transport in a Shielded ICRU Tissue Sphere

NASA Technical Reports Server (NTRS)

Wilson, John W.; Slaba, Tony C.; Badavi, Francis F.; Reddell, Brandon D.; Bahadori, Amir A.

2014-01-01

A computationally efficient 3DHZETRN code capable of simulating High Charge (Z) and Energy (HZE) and light ions (including neutrons) under space-like boundary conditions with enhanced neutron and light ion propagation was recently developed for a simple homogeneous shield object. Monte Carlo benchmarks were used to verify the methodology in slab and spherical geometry, and the 3D corrections were shown to provide significant improvement over the straight-ahead approximation in some cases. In the present report, the new algorithms with well-defined convergence criteria are extended to inhomogeneous media within a shielded tissue slab and a shielded tissue sphere and tested against Monte Carlo simulation to verify the solution methods. The 3D corrections are again found to more accurately describe the neutron and light ion fluence spectra as compared to the straight-ahead approximation. These computationally efficient methods provide a basis for software capable of space shield analysis and optimization.

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.

Continuous-time quantum Monte Carlo calculation of multiorbital vertex asymptotics

NASA Astrophysics Data System (ADS)

Kaufmann, Josef; Gunacker, Patrik; Held, Karsten

2017-07-01

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

Importance Sampling of Word Patterns in DNA and Protein Sequences

PubMed Central

Chan, Hock Peng; Chen, Louis H.Y.

2010-01-01

Abstract Monte Carlo methods can provide accurate p-value estimates of word counting test statistics and are easy to implement. They are especially attractive when an asymptotic theory is absent or when either the search sequence or the word pattern is too short for the application of asymptotic formulae. Naive direct Monte Carlo is undesirable for the estimation of small probabilities because the associated rare events of interest are seldom generated. We propose instead efficient importance sampling algorithms that use controlled insertion of the desired word patterns on randomly generated sequences. The implementation is illustrated on word patterns of biological interest: palindromes and inverted repeats, patterns arising from position-specific weight matrices (PSWMs), and co-occurrences of pairs of motifs. PMID:21128856

Simple formalism for efficient derivatives and multi-determinant expansions in quantum Monte Carlo

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

Filippi, Claudia, E-mail: c.filippi@utwente.nl; Assaraf, Roland, E-mail: assaraf@lct.jussieu.fr; Moroni, Saverio, E-mail: moroni@democritos.it

2016-05-21

We present a simple and general formalism to compute efficiently the derivatives of a multi-determinant Jastrow-Slater wave function, the local energy, the interatomic forces, and similar quantities needed in quantum Monte Carlo. Through a straightforward manipulation of matrices evaluated on the occupied and virtual orbitals, we obtain an efficiency equivalent to algorithmic differentiation in the computation of the interatomic forces and the optimization of the orbital parameters. Furthermore, for a large multi-determinant expansion, the significant computational gain afforded by a recently introduced table method is here extended to the local value of any one-body operator and to its derivatives, inmore » both all-electron and pseudopotential calculations.« less

Micromagnetic measurement for characterization of ferromagnetic materials' microstructural properties

NASA Astrophysics Data System (ADS)

Zhang, Shuo; Shi, Xiaodong; Udpa, Lalita; Deng, Yiming

2018-05-01

Magnetic Barkhausen noise (MBN) is measured in low carbon steels and the relationship between carbon content and parameter extracted from MBN signal has been investigated. The parameter is extracted experimentally by fitting the original profiles with two Gaussian curves. The gap between two peaks (ΔG) of fitted Gaussian curves shows a better linear relationship with carbon contents of samples in the experiment. The result has been validated with simulation by Monte Carlo method. To ensure the sensitivity of measurement, advanced multi-objective optimization algorithm Non-dominant sorting genetic algorithm III (NSGA III) has been used to fulfill the optimization of the magnetic core of sensor.

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.

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)].

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.

Optimal processing for gel electrophoresis images: Applying Monte Carlo Tree Search in GelApp.

PubMed

Nguyen, Phi-Vu; Ghezal, Ali; Hsueh, Ya-Chih; Boudier, Thomas; Gan, Samuel Ken-En; Lee, Hwee Kuan

2016-08-01

In biomedical research, gel band size estimation in electrophoresis analysis is a routine process. To facilitate and automate this process, numerous software have been released, notably the GelApp mobile app. However, the band detection accuracy is limited due to a band detection algorithm that cannot adapt to the variations in input images. To address this, we used the Monte Carlo Tree Search with Upper Confidence Bound (MCTS-UCB) method to efficiently search for optimal image processing pipelines for the band detection task, thereby improving the segmentation algorithm. Incorporating this into GelApp, we report a significant enhancement of gel band detection accuracy by 55.9 ± 2.0% for protein polyacrylamide gels, and 35.9 ± 2.5% for DNA SYBR green agarose gels. This implementation is a proof-of-concept in demonstrating MCTS-UCB as a strategy to optimize general image segmentation. The improved version of GelApp-GelApp 2.0-is freely available on both Google Play Store (for Android platform), and Apple App Store (for iOS platform). © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Monte Carlo Planning Method Estimates Planning Horizons during Interactive Social Exchange.

PubMed

Hula, Andreas; Montague, P Read; Dayan, Peter

2015-06-01

Reciprocating interactions represent a central feature of all human exchanges. They have been the target of various recent experiments, with healthy participants and psychiatric populations engaging as dyads in multi-round exchanges such as a repeated trust task. Behaviour in such exchanges involves complexities related to each agent's preference for equity with their partner, beliefs about the partner's appetite for equity, beliefs about the partner's model of their partner, and so on. Agents may also plan different numbers of steps into the future. Providing a computationally precise account of the behaviour is an essential step towards understanding what underlies choices. A natural framework for this is that of an interactive partially observable Markov decision process (IPOMDP). However, the various complexities make IPOMDPs inordinately computationally challenging. Here, we show how to approximate the solution for the multi-round trust task using a variant of the Monte-Carlo tree search algorithm. We demonstrate that the algorithm is efficient and effective, and therefore can be used to invert observations of behavioural choices. We use generated behaviour to elucidate the richness and sophistication of interactive inference.

Monte Carlo Planning Method Estimates Planning Horizons during Interactive Social Exchange

PubMed Central

Hula, Andreas; Montague, P. Read; Dayan, Peter

2015-01-01

Reciprocating interactions represent a central feature of all human exchanges. They have been the target of various recent experiments, with healthy participants and psychiatric populations engaging as dyads in multi-round exchanges such as a repeated trust task. Behaviour in such exchanges involves complexities related to each agent’s preference for equity with their partner, beliefs about the partner’s appetite for equity, beliefs about the partner’s model of their partner, and so on. Agents may also plan different numbers of steps into the future. Providing a computationally precise account of the behaviour is an essential step towards understanding what underlies choices. A natural framework for this is that of an interactive partially observable Markov decision process (IPOMDP). However, the various complexities make IPOMDPs inordinately computationally challenging. Here, we show how to approximate the solution for the multi-round trust task using a variant of the Monte-Carlo tree search algorithm. We demonstrate that the algorithm is efficient and effective, and therefore can be used to invert observations of behavioural choices. We use generated behaviour to elucidate the richness and sophistication of interactive inference. PMID:26053429

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.

Surmounting the sign problem in nonrelativistic calculations: A case study with mass-imbalanced fermions

NASA Astrophysics Data System (ADS)

Rammelmüller, Lukas; Porter, William J.; Drut, Joaquín E.; Braun, Jens

2017-11-01

The calculation of the ground state and thermodynamics of mass-imbalanced Fermi systems is a challenging many-body problem. Even in one spatial dimension, analytic solutions are limited to special configurations and numerical progress with standard Monte Carlo approaches is hindered by the sign problem. The focus of the present work is on the further development of methods to study imbalanced systems in a fully nonperturbative fashion. We report our calculations of the ground-state energy of mass-imbalanced fermions using two different approaches which are also very popular in the context of the theory of the strong interaction (quantum chromodynamics, QCD): (a) the hybrid Monte Carlo algorithm with imaginary mass imbalance, followed by an analytic continuation to the real axis; and (b) the complex Langevin algorithm. We cover a range of on-site interaction strengths that includes strongly attractive as well as strongly repulsive cases which we verify with nonperturbative renormalization group methods and perturbation theory. Our findings indicate that, for strong repulsive couplings, the energy starts to flatten out, implying interesting consequences for short-range and high-frequency correlation functions. Overall, our results clearly indicate that the complex Langevin approach is very versatile and works very well for imbalanced Fermi gases with both attractive and repulsive interactions.

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

Dosimetric validation of the Acuros XB Advanced Dose Calculation algorithm: fundamental characterization in water

NASA Astrophysics Data System (ADS)

Fogliata, Antonella; Nicolini, Giorgia; Clivio, Alessandro; Vanetti, Eugenio; Mancosu, Pietro; Cozzi, Luca

2011-05-01

This corrigendum intends to clarify some important points that were not clearly or properly addressed in the original paper, and for which the authors apologize. The original description of the first Acuros algorithm is from the developers, published in Physics in Medicine and Biology by Vassiliev et al (2010) in the paper entitled 'Validation of a new grid-based Boltzmann equation solver for dose calculation in radiotherapy with photon beams'. The main equations describing the algorithm reported in our paper, implemented as the 'Acuros XB Advanced Dose Calculation Algorithm' in the Varian Eclipse treatment planning system, were originally described (for the original Acuros algorithm) in the above mentioned paper by Vassiliev et al. The intention of our description in our paper was to give readers an overview of the algorithm, not pretending to have authorship of the algorithm itself (used as implemented in the planning system). Unfortunately our paper was not clear, particularly in not allocating full credit to the work published by Vassiliev et al on the original Acuros algorithm. Moreover, it is important to clarify that we have not adapted any existing algorithm, but have used the Acuros XB implementation in the Eclipse planning system from Varian. In particular, the original text of our paper should have been as follows: On page 1880 the sentence 'A prototype LBTE solver, called Attila (Wareing et al 2001), was also applied to external photon beam dose calculations (Gifford et al 2006, Vassiliev et al 2008, 2010). Acuros XB builds upon many of the methods in Attila, but represents a ground-up rewrite of the solver where the methods were adapted especially for external photon beam dose calculations' should be corrected to 'A prototype LBTE solver, called Attila (Wareing et al 2001), was also applied to external photon beam dose calculations (Gifford et al 2006, Vassiliev et al 2008). A new algorithm called Acuros, developed by the Transpire Inc. group, was built upon many of the methods in Attila, but represents a ground-up rewrite of the solver where the methods were especially adapted for external photon beam dose calculations, and described in Vassiliev et al (2010). Acuros XB is the Varian implementation of the original Acuros algorithm in the Eclipse planning system'. On page 1881, the sentence 'Monte Carlo and explicit LBTE solution, with sufficient refinement, will converge on the same solution. However, both methods produce errors (inaccuracies). In explicit LBTE solution methods, errors are primarily systematic, and result from discretization of the solution variables in space, angle, and energy. In both Monte Carlo and explicit LBTE solvers, a trade-off exists between speed and accuracy: reduced computational time may be achieved when less stringent accuracy criteria are specified, and vice versa' should cite the reference Vassiliev et al (2010). On page 1882, the beginning of the sub-paragraph The radiation transport model should start with 'The following description of the Acuros XB algorithm is as outlined by Vassiliev et al (2010) and reports the main steps of the radiation transport model as implemented in Eclipse'. The authors apologize for this lack of clarity in our published paper, and trust that this corrigendum gives full credit to Vassiliev et al in their earlier paper, with respect to previous work on the Acuros algorithm. However we wish to note that the entire contents of the data and results published in our paper are original and the work of the listed authors. References Gifford K A, Horton J L Jr, Wareing T A, Failla G and Mourtada F 2006 Comparison of a finite-element multigroup discrete-ordinates code with Monte Carlo for radiotherapy calculations Phys. Med. Biol. 51 2253-65 Vassiliev O N, Wareing T A, Davis I M, McGhee J, Barnett D, Horton J L, Gifford K, Failla G, Titt U and Mourtada F 2008 Feasibility of a multigroup deterministic solution method for three-dimensional radiotherapy dose calculations Int. J. Radiat. Oncol. Biol. Phys. 72 220-7 Vassiliev O N, Wareing T A, McGhee J, Failla G, Salehpour M R and Mourtada F 2010 Validation of a new grid based Boltzmann equation solver for dose calculation in radiotherapy with photon beams Phys. Med. Biol. 55 581-98 Wareing T A, McGhee J M, Morel J E and Pautz S D 2001 Discontinuous finite element Sn methods on three-dimensional unstructured grids Nucl. Sci. Eng. 138 256-68

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.

Application of the DMRG in two dimensions: a parallel tempering algorithm

NASA Astrophysics Data System (ADS)

Hu, Shijie; Zhao, Jize; Zhang, Xuefeng; Eggert, Sebastian

The Density Matrix Renormalization Group (DMRG) is known to be a powerful algorithm for treating one-dimensional systems. When the DMRG is applied in two dimensions, however, the convergence becomes much less reliable and typically ''metastable states'' may appear, which are unfortunately quite robust even when keeping a very high number of DMRG states. To overcome this problem we have now successfully developed a parallel tempering DMRG algorithm. Similar to parallel tempering in quantum Monte Carlo, this algorithm allows the systematic switching of DMRG states between different model parameters, which is very efficient for solving convergence problems. Using this method we have figured out the phase diagram of the xxz model on the anisotropic triangular lattice which can be realized by hardcore bosons in optical lattices. SFB Transregio 49 of the Deutsche Forschungsgemeinschaft (DFG) and the Allianz fur Hochleistungsrechnen Rheinland-Pfalz (AHRP).

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.

Optimization Methods in Sherpa

NASA Astrophysics Data System (ADS)

Siemiginowska, Aneta; Nguyen, Dan T.; Doe, Stephen M.; Refsdal, Brian L.

2009-09-01

Forward fitting is a standard technique used to model X-ray data. A statistic, usually assumed weighted chi^2 or Poisson likelihood (e.g. Cash), is minimized in the fitting process to obtain a set of the best model parameters. Astronomical models often have complex forms with many parameters that can be correlated (e.g. an absorbed power law). Minimization is not trivial in such setting, as the statistical parameter space becomes multimodal and finding the global minimum is hard. Standard minimization algorithms can be found in many libraries of scientific functions, but they are usually focused on specific functions. However, Sherpa designed as general fitting and modeling application requires very robust optimization methods that can be applied to variety of astronomical data (X-ray spectra, images, timing, optical data etc.). We developed several optimization algorithms in Sherpa targeting a wide range of minimization problems. Two local minimization methods were built: Levenberg-Marquardt algorithm was obtained from MINPACK subroutine LMDIF and modified to achieve the required robustness; and Nelder-Mead simplex method has been implemented in-house based on variations of the algorithm described in the literature. A global search Monte-Carlo method has been implemented following a differential evolution algorithm presented by Storn and Price (1997). We will present the methods in Sherpa and discuss their usage cases. We will focus on the application to Chandra data showing both 1D and 2D examples. This work is supported by NASA contract NAS8-03060 (CXC).

Enhanced calculation of eigen-stress field and elastic energy in atomistic interdiffusion of alloys

NASA Astrophysics Data System (ADS)

Cecilia, José M.; Hernández-Díaz, A. M.; Castrillo, Pedro; Jiménez-Alonso, J. F.

2017-02-01

The structural evolution of alloys is affected by the elastic energy associated to eigen-stress fields. However, efficient calculations of the elastic energy in evolving geometries are actually a great challenge in promising atomistic simulation techniques such as Kinetic Monte Carlo (KMC) methods. In this paper, we report two complementary algorithms to calculate the eigen-stress field by linear superposition (a.k.a. LSA, Lineal Superposition Algorithm) and the elastic energy modification in atomistic interdiffusion of alloys (the Atom Exchange Elastic Energy Evaluation (AE4) Algorithm). LSA is shown to be appropriated for fast incremental stress calculation in highly nanostructured materials, whereas AE4 provides the required input for KMC and, additionally, it can be used to evaluate the accuracy of the eigen-stress field calculated by LSA. Consequently, they are suitable to be used on-the-fly with KMC. Both algorithms are massively parallel by their definition and thus well-suited for their parallelization on modern Graphics Processing Units (GPUs). Our computational studies confirm that we can obtain significant improvements compared to conventional Finite Element Methods, and the utilization of GPUs opens up new possibilities for the development of these methods in atomistic simulation of materials.

Improved inference in Bayesian segmentation using Monte Carlo sampling: application to hippocampal subfield volumetry.

PubMed

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen

2013-10-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.

Improved Inference in Bayesian Segmentation Using Monte Carlo Sampling: Application to Hippocampal Subfield Volumetry

PubMed Central

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van

2013-01-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521

Multi-level Monte Carlo Methods for Efficient Simulation of Coulomb Collisions

NASA Astrophysics Data System (ADS)

Ricketson, Lee

2013-10-01

We discuss the use of multi-level Monte Carlo (MLMC) schemes--originally introduced by Giles for financial applications--for the efficient simulation of Coulomb collisions in the Fokker-Planck limit. The scheme is based on a Langevin treatment of collisions, and reduces the computational cost of achieving a RMS error scaling as ɛ from O (ɛ-3) --for standard Langevin methods and binary collision algorithms--to the theoretically optimal scaling O (ɛ-2) for the Milstein discretization, and to O (ɛ-2 (logɛ)2) with the simpler Euler-Maruyama discretization. In practice, this speeds up simulation by factors up to 100. We summarize standard MLMC schemes, describe some tricks for achieving the optimal scaling, present results from a test problem, and discuss the method's range of applicability. This work was performed under the auspices of the U.S. DOE by the University of California, Los Angeles, under grant DE-FG02-05ER25710, and by LLNL under contract DE-AC52-07NA27344.

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

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.

An efficient genetic algorithm for maximum coverage deployment in wireless sensor networks.

PubMed

Yoon, Yourim; Kim, Yong-Hyuk

2013-10-01

Sensor networks have a lot of applications such as battlefield surveillance, environmental monitoring, and industrial diagnostics. Coverage is one of the most important performance metrics for sensor networks since it reflects how well a sensor field is monitored. In this paper, we introduce the maximum coverage deployment problem in wireless sensor networks and analyze the properties of the problem and its solution space. Random deployment is the simplest way to deploy sensor nodes but may cause unbalanced deployment and therefore, we need a more intelligent way for sensor deployment. We found that the phenotype space of the problem is a quotient space of the genotype space in a mathematical view. Based on this property, we propose an efficient genetic algorithm using a novel normalization method. A Monte Carlo method is adopted to design an efficient evaluation function, and its computation time is decreased without loss of solution quality using a method that starts from a small number of random samples and gradually increases the number for subsequent generations. The proposed genetic algorithms could be further improved by combining with a well-designed local search. The performance of the proposed genetic algorithm is shown by a comparative experimental study. When compared with random deployment and existing methods, our genetic algorithm was not only about twice faster, but also showed significant performance improvement in quality.

Recombinant Temporal Aberration Detection Algorithms for Enhanced Biosurveillance

PubMed Central

Murphy, Sean Patrick; Burkom, Howard

2008-01-01

Objective Broadly, this research aims to improve the outbreak detection performance and, therefore, the cost effectiveness of automated syndromic surveillance systems by building novel, recombinant temporal aberration detection algorithms from components of previously developed detectors. Methods This study decomposes existing temporal aberration detection algorithms into two sequential stages and investigates the individual impact of each stage on outbreak detection performance. The data forecasting stage (Stage 1) generates predictions of time series values a certain number of time steps in the future based on historical data. The anomaly measure stage (Stage 2) compares features of this prediction to corresponding features of the actual time series to compute a statistical anomaly measure. A Monte Carlo simulation procedure is then used to examine the recombinant algorithms’ ability to detect synthetic aberrations injected into authentic syndromic time series. Results New methods obtained with procedural components of published, sometimes widely used, algorithms were compared to the known methods using authentic datasets with plausible stochastic injected signals. Performance improvements were found for some of the recombinant methods, and these improvements were consistent over a range of data types, outbreak types, and outbreak sizes. For gradual outbreaks, the WEWD MovAvg7+WEWD Z-Score recombinant algorithm performed best; for sudden outbreaks, the HW+WEWD Z-Score performed best. Conclusion This decomposition was found not only to yield valuable insight into the effects of the aberration detection algorithms but also to produce novel combinations of data forecasters and anomaly measures with enhanced detection performance. PMID:17947614

Computer Simulation of Electron Positron Annihilation Processes

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

Chen, y

2003-10-02

With the launching of the Next Linear Collider coming closer and closer, there is a pressing need for physicists to develop a fully-integrated computer simulation of e{sup +}e{sup -} annihilation process at center-of-mass energy of 1TeV. A simulation program acts as the template for future experiments. Either new physics will be discovered, or current theoretical uncertainties will shrink due to more accurate higher-order radiative correction calculations. The existence of an efficient and accurate simulation will help us understand the new data and validate (or veto) some of the theoretical models developed to explain new physics. It should handle well interfacesmore » between different sectors of physics, e.g., interactions happening at parton levels well above the QCD scale which are described by perturbative QCD, and interactions happening at much lower energy scale, which combine partons into hadrons. Also it should achieve competitive speed in real time when the complexity of the simulation increases. This thesis contributes some tools that will be useful for the development of such simulation programs. We begin our study by the development of a new Monte Carlo algorithm intended to perform efficiently in selecting weight-1 events when multiple parameter dimensions are strongly correlated. The algorithm first seeks to model the peaks of the distribution by features, adapting these features to the function using the EM algorithm. The representation of the distribution provided by these features is then improved using the VEGAS algorithm for the Monte Carlo integration. The two strategies mesh neatly into an effective multi-channel adaptive representation. We then present a new algorithm for the simulation of parton shower processes in high energy QCD. We want to find an algorithm which is free of negative weights, produces its output as a set of exclusive events, and whose total rate exactly matches the full Feynman amplitude calculation. Our strategy is to create the whole QCD shower as a tree structure generated by a multiple Poisson process. Working with the whole shower allows us to include correlations between gluon emissions from different sources. QCD destructive interference is controlled by the implementation of ''angular-ordering,'' as in the HERWIG Monte Carlo program. We discuss methods for systematic improvement of the approach to include higher order QCD effects.« less

On recontamination and directional-bias problems in Monte Carlo simulation of PDF turbulence models. [probability density function

NASA Technical Reports Server (NTRS)

Hsu, Andrew T.

1992-01-01

Turbulent combustion can not be simulated adequately by conventional moment closure turbulent models. The probability density function (PDF) method offers an attractive alternative: in a PDF model, the chemical source terms are closed and do not require additional models. Because the number of computational operations grows only linearly in the Monte Carlo scheme, it is chosen over finite differencing schemes. A grid dependent Monte Carlo scheme following J.Y. Chen and W. Kollmann has been studied in the present work. It was found that in order to conserve the mass fractions absolutely, one needs to add further restrictions to the scheme, namely alpha(sub j) + gamma(sub j) = alpha(sub j - 1) + gamma(sub j + 1). A new algorithm was devised that satisfied this restriction in the case of pure diffusion or uniform flow problems. Using examples, it is shown that absolute conservation can be achieved. Although for non-uniform flows absolute conservation seems impossible, the present scheme has reduced the error considerably.

The Multiple-Minima Problem in Protein Folding

NASA Astrophysics Data System (ADS)

Scheraga, Harold A.

1991-10-01

The conformational energy surface of a polypeptide or protein has many local minima, and conventional energy minimization procedures reach only a local minimum (near the starting point of the optimization algorithm) instead of the global minimum (the multiple-minima problem). Several procedures have been developed to surmount this problem, the most promising of which are: (a) build up procedure, (b) optimization of electrostatics, (c) Monte Carlo-plus-energy minimization, (d) electrostatically-driven Monte Carlo, (e) inclusion of distance restraints, (f) adaptive importance-sampling Monte Carlo, (g) relaxation of dimensionality, (h) pattern-recognition, and (i) diffusion equation method. These procedures have been applied to a variety of polypeptide structural problems, and the results of such computations are presented. These include the computation of the structures of open-chain and cyclic peptides, fibrous proteins and globular proteins. Present efforts are being devoted to scaling up these procedures from small polypeptides to proteins, to try to compute the three-dimensional structure of a protein from its amino sequence.

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

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

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

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

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.

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

DOE PAGES

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

2018-04-24

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

Verification of unfold error estimates in the UFO code

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

Fehl, D.L.; Biggs, F.

Spectral unfolding is an inverse mathematical operation which attempts to obtain spectral source information from a set of tabulated response functions and data measurements. Several unfold algorithms have appeared over the past 30 years; among them is the UFO (UnFold Operator) code. In addition to an unfolded spectrum, UFO also estimates the unfold uncertainty (error) induced by running the code in a Monte Carlo fashion with prescribed data distributions (Gaussian deviates). In the problem studied, data were simulated from an arbitrarily chosen blackbody spectrum (10 keV) and a set of overlapping response functions. The data were assumed to have anmore » imprecision of 5% (standard deviation). 100 random data sets were generated. The built-in estimate of unfold uncertainty agreed with the Monte Carlo estimate to within the statistical resolution of this relatively small sample size (95% confidence level). A possible 10% bias between the two methods was unresolved. The Monte Carlo technique is also useful in underdetemined problems, for which the error matrix method does not apply. UFO has been applied to the diagnosis of low energy x rays emitted by Z-Pinch and ion-beam driven hohlraums.« less

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.

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.

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.

Proton radiography and fluoroscopy of lung tumors: A Monte Carlo study using patient-specific 4DCT phantoms

PubMed Central

Han, Bin; Xu, X. George; Chen, George T. Y.

2011-01-01

Purpose: Monte Carlo methods are used to simulate and optimize a time-resolved proton range telescope (TRRT) in localization of intrafractional and interfractional motions of lung tumor and in quantification of proton range variations. Methods: The Monte Carlo N-Particle eXtended (MCNPX) code with a particle tracking feature was employed to evaluate the TRRT performance, especially in visualizing and quantifying proton range variations during respiration. Protons of 230 MeV were tracked one by one as they pass through position detectors, patient 4DCT phantom, and finally scintillator detectors that measured residual ranges. The energy response of the scintillator telescope was investigated. Mass density and elemental composition of tissues were defined for 4DCT data. Results: Proton water equivalent length (WEL) was deduced by a reconstruction algorithm that incorporates linear proton track and lateral spatial discrimination to improve the image quality. 4DCT data for three patients were used to visualize and measure tumor motion and WEL variations. The tumor trajectories extracted from the WEL map were found to be within ∼1 mm agreement with direct 4DCT measurement. Quantitative WEL variation studies showed that the proton radiograph is a good representation of WEL changes from entrance to distal of the target. Conclusions:MCNPX simulation results showed that TRRT can accurately track the motion of the tumor and detect the WEL variations. Image quality was optimized by choosing proton energy, testing parameters of image reconstruction algorithm, and comparing to ground truth 4DCT. The future study will demonstrate the feasibility of using the time resolved proton radiography as an imaging tool for proton treatments of lung tumors. PMID:21626923

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

Complexity of the Quantum Adiabatic Algorithm

NASA Astrophysics Data System (ADS)

Hen, Itay

2013-03-01

The Quantum Adiabatic Algorithm (QAA) has been proposed as a mechanism for efficiently solving optimization problems on a quantum computer. Since adiabatic computation is analog in nature and does not require the design and use of quantum gates, it can be thought of as a simpler and perhaps more profound method for performing quantum computations that might also be easier to implement experimentally. While these features have generated substantial research in QAA, to date there is still a lack of solid evidence that the algorithm can outperform classical optimization algorihms. Here, we discuss several aspects of the quantum adiabatic algorithm: We analyze the efficiency of the algorithm on several ``hard'' (NP) computational problems. Studying the size dependence of the typical minimum energy gap of the Hamiltonians of these problems using quantum Monte Carlo methods, we find that while for most problems the minimum gap decreases exponentially with the size of the problem, indicating that the QAA is not more efficient than existing classical search algorithms, for other problems there is evidence to suggest that the gap may be polynomial near the phase transition. We also discuss applications of the QAA to ``real life'' problems and how they can be implemented on currently available (albeit prototypical) quantum hardware such as ``D-Wave One'', that impose serious restrictions as to which type of problems may be tested. Finally, we discuss different approaches to find improved implementations of the algorithm such as local adiabatic evolution, adaptive methods, local search in Hamiltonian space and others.

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.

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

PubMed Central

Svatos, M.; Zankowski, C.; Bednarz, B.

2016-01-01

Purpose: The future of radiation therapy will require advanced inverse planning solutions to support single-arc, multiple-arc, and “4π” delivery modes, which present unique challenges in finding an optimal treatment plan over a vast search space, while still preserving dosimetric accuracy. The successful clinical implementation of such methods would benefit from Monte Carlo (MC) based dose calculation methods, which can offer improvements in dosimetric accuracy when compared to deterministic methods. The standard method for MC based treatment planning optimization leverages the accuracy of the MC dose calculation and efficiency of well-developed optimization methods, by precalculating the fluence to dose relationship within a patient with MC methods and subsequently optimizing the fluence weights. However, the sequential nature of this implementation is computationally time consuming and memory intensive. Methods to reduce the overhead of the MC precalculation have been explored in the past, demonstrating promising reductions of computational time overhead, but with limited impact on the memory overhead due to the sequential nature of the dose calculation and fluence optimization. The authors propose an entirely new form of “concurrent” Monte Carlo treat plan optimization: a platform which optimizes the fluence during the dose calculation, reduces wasted computation time being spent on beamlets that weakly contribute to the final dose distribution, and requires only a low memory footprint to function. In this initial investigation, the authors explore the key theoretical and practical considerations of optimizing fluence in such a manner. Methods: The authors present a novel derivation and implementation of a gradient descent algorithm that allows for optimization during MC particle transport, based on highly stochastic information generated through particle transport of very few histories. A gradient rescaling and renormalization algorithm, and the concept of momentum from stochastic gradient descent were used to address obstacles unique to performing gradient descent fluence optimization during MC particle transport. The authors have applied their method to two simple geometrical phantoms, and one clinical patient geometry to examine the capability of this platform to generate conformal plans as well as assess its computational scaling and efficiency, respectively. Results: The authors obtain a reduction of at least 50% in total histories transported in their investigation compared to a theoretical unweighted beamlet calculation and subsequent fluence optimization method, and observe a roughly fixed optimization time overhead consisting of ∼10% of the total computation time in all cases. Finally, the authors demonstrate a negligible increase in memory overhead of ∼7–8 MB to allow for optimization of a clinical patient geometry surrounded by 36 beams using their platform. Conclusions: This study demonstrates a fluence optimization approach, which could significantly improve the development of next generation radiation therapy solutions while incurring minimal additional computational overhead. PMID:27277051

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

Minimal model for the secondary structures and conformational conversions in proteins

NASA Astrophysics Data System (ADS)

Imamura, Hideo

Better understanding of protein folding process can provide physical insights on the function of proteins and makes it possible to benefit from genetic information accumulated so far. Protein folding process normally takes place in less than seconds but even seconds are beyond reach of current computational power for simulations on a system of all-atom detail. Hence, to model and explore protein folding process it is crucial to construct a proper model that can adequately describe the physical process and mechanism for the relevant time scale. We discuss the reduced off-lattice model that can express _-helix and ?-hairpin conformations defined solely by a given sequence in order to investigate a protein folding mechanism of conformations such as a ?-hairpin and also to investigate conformational conversions in proteins. The first two chapters introduce and review essential concepts in protein folding modelling physical interaction in proteins, various simple models, and also review computational methods, in particular, the Metropolis Monte Carlo method, its dynamic interpretation and thermodynamic Monte Carlo algorithms. Chapter 3 describes the minimalist model that represents both _-helix and ?-sheet conformations using simple potentials. The native conformation can be specified by the sequence without particular conformational biases to a reference state. In Chapter 4, the model is used to investigate the folding mechanism of ?-hairpins exhaustively using the dynamic Monte Carlo and a thermodynamic Monte Carlo method an effcient combination of the multicanonical Monte Carlo and the weighted histogram analysis method. We show that the major folding pathways and folding rate depend on the location of a hydrophobic. The conformational conversions between _-helix and ?-sheet conformations are examined in Chapter 5 and 6. First, the conformational conversion due to mutation in a non-hydrophobic system and then the conformational conversion due to mutation with a hydrophobic pair at a different position at various temperatures are examined.

Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

NASA Technical Reports Server (NTRS)

Parrish, R. V.; Dieudonne, J. E.; Filippas, T. A.

1971-01-01

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

The finite state projection algorithm for the solution of the chemical master equation.

PubMed

Munsky, Brian; Khammash, Mustafa

2006-01-28

This article introduces the finite state projection (FSP) method for use in the stochastic analysis of chemically reacting systems. One can describe the chemical populations of such systems with probability density vectors that evolve according to a set of linear ordinary differential equations known as the chemical master equation (CME). Unlike Monte Carlo methods such as the stochastic simulation algorithm (SSA) or tau leaping, the FSP directly solves or approximates the solution of the CME. If the CME describes a system that has a finite number of distinct population vectors, the FSP method provides an exact analytical solution. When an infinite or extremely large number of population variations is possible, the state space can be truncated, and the FSP method provides a certificate of accuracy for how closely the truncated space approximation matches the true solution. The proposed FSP algorithm systematically increases the projection space in order to meet prespecified tolerance in the total probability density error. For any system in which a sufficiently accurate FSP exists, the FSP algorithm is shown to converge in a finite number of steps. The FSP is utilized to solve two examples taken from the field of systems biology, and comparisons are made between the FSP, the SSA, and tau leaping algorithms. In both examples, the FSP outperforms the SSA in terms of accuracy as well as computational efficiency. Furthermore, due to very small molecular counts in these particular examples, the FSP also performs far more effectively than tau leaping methods.

A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

DOE PAGES

Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...

2017-02-01

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

Photons Revisited

NASA Astrophysics Data System (ADS)

Batic, Matej; Begalli, Marcia; Han, Min Cheol; Hauf, Steffen; Hoff, Gabriela; Kim, Chan Hyeong; Kim, Han Sung; Grazia Pia, Maria; Saracco, Paolo; Weidenspointner, Georg

2014-06-01

A systematic review of methods and data for the Monte Carlo simulation of photon interactions is in progress: it concerns a wide set of theoretical modeling approaches and data libraries available for this purpose. Models and data libraries are assessed quantitatively with respect to an extensive collection of experimental measurements documented in the literature to determine their accuracy; this evaluation exploits rigorous statistical analysis methods. The computational performance of the associated modeling algorithms is evaluated as well. An overview of the assessment of photon interaction models and results of the experimental validation are presented.

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

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.

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.

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.

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.

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...

Hyper-Parallel Tempering Monte Carlo Method and It's Applications

NASA Astrophysics Data System (ADS)

Yan, Qiliang; de Pablo, Juan

2000-03-01

A new generalized hyper-parallel tempering Monte Carlo molecular simulation method is presented for study of complex fluids. The method is particularly useful for simulation of many-molecule complex systems, where rough energy landscapes and inherently long characteristic relaxation times can pose formidable obstacles to effective sampling of relevant regions of configuration space. The method combines several key elements from expanded ensemble formalisms, parallel-tempering, open ensemble simulations, configurational bias techniques, and histogram reweighting analysis of results. It is found to accelerate significantly the diffusion of a complex system through phase-space. In this presentation, we demonstrate the effectiveness of the new method by implementing it in grand canonical ensembles for a Lennard-Jones fluid, for the restricted primitive model of electrolyte solutions (RPM), and for polymer solutions and blends. Our results indicate that the new algorithm is capable of overcoming the large free energy barriers associated with phase transitions, thereby greatly facilitating the simulation of coexistence properties. It is also shown that the method can be orders of magnitude more efficient than previously available techniques. More importantly, the method is relatively simple and can be incorporated into existing simulation codes with minor efforts.

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.

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.

Fast determination of the spatially distributed photon fluence for light dose evaluation of PDT

NASA Astrophysics Data System (ADS)

Zhao, Kuanxin; Chen, Weiting; Li, Tongxin; Yan, Panpan; Qin, Zhuanping; Zhao, Huijuan

2018-02-01

Photodynamic therapy (PDT) has shown superiorities of noninvasiveness and high-efficiency in the treatment of early-stage skin cancer. Rapid and accurate determination of spatially distributed photon fluence in turbid tissue is essential for the dosimetry evaluation of PDT. It is generally known that photon fluence can be accurately obtained by Monte Carlo (MC) methods, while too much time would be consumed especially for complex light source mode or online real-time dosimetry evaluation of PDT. In this work, a method to rapidly calculate spatially distributed photon fluence in turbid medium is proposed implementing a classical perturbation and iteration theory on mesh Monte Carlo (MMC). In the proposed method, photon fluence can be obtained by superposing a perturbed and iterative solution caused by the defects in turbid medium to an unperturbed solution for the background medium and therefore repetitive MMC simulations can be avoided. To validate the method, a non-melanoma skin cancer model is carried out. The simulation results show the solution of photon fluence can be obtained quickly and correctly by perturbation algorithm.

Accurate acceleration of kinetic Monte Carlo simulations through the modification of rate constants.

PubMed

Chatterjee, Abhijit; Voter, Arthur F

2010-05-21

We present a novel computational algorithm called the accelerated superbasin kinetic Monte Carlo (AS-KMC) method that enables a more efficient study of rare-event dynamics than the standard KMC method while maintaining control over the error. In AS-KMC, the rate constants for processes that are observed many times are lowered during the course of a simulation. As a result, rare processes are observed more frequently than in KMC and the time progresses faster. We first derive error estimates for AS-KMC when the rate constants are modified. These error estimates are next employed to develop a procedure for lowering process rates with control over the maximum error. Finally, numerical calculations are performed to demonstrate that the AS-KMC method captures the correct dynamics, while providing significant CPU savings over KMC in most cases. We show that the AS-KMC method can be employed with any KMC model, even when no time scale separation is present (although in such cases no computational speed-up is observed), without requiring the knowledge of various time scales present in the system.

Direct simulation Monte Carlo modeling of relaxation processes in polyatomic gases

NASA Astrophysics Data System (ADS)

Pfeiffer, M.; Nizenkov, P.; Mirza, A.; Fasoulas, S.

2016-02-01

Relaxation processes of polyatomic molecules are modeled and implemented in an in-house Direct Simulation Monte Carlo code in order to enable the simulation of atmospheric entry maneuvers at Mars and Saturn's Titan. The description of rotational and vibrational relaxation processes is derived from basic quantum-mechanics using a rigid rotator and a simple harmonic oscillator, respectively. Strategies regarding the vibrational relaxation process are investigated, where good agreement for the relaxation time according to the Landau-Teller expression is found for both methods, the established prohibiting double relaxation method and the new proposed multi-mode relaxation. Differences and applications areas of these two methods are discussed. Consequently, two numerical methods used for sampling of energy values from multi-dimensional distribution functions are compared. The proposed random-walk Metropolis algorithm enables the efficient treatment of multiple vibrational modes within a time step with reasonable computational effort. The implemented model is verified and validated by means of simple reservoir simulations and the comparison to experimental measurements of a hypersonic, carbon-dioxide flow around a flat-faced cylinder.

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

Sudhyadhom, A; McGuinness, C; Descovich, M

Purpose: To develop a methodology for validation of a Monte-Carlo dose calculation model for robotic small field SRS/SBRT deliveries. Methods: In a robotic treatment planning system, a Monte-Carlo model was iteratively optimized to match with beam data. A two-part analysis was developed to verify this model. 1) The Monte-Carlo model was validated in a simulated water phantom versus a Ray-Tracing calculation on a single beam collimator-by-collimator calculation. 2) The Monte-Carlo model was validated to be accurate in the most challenging situation, lung, by acquiring in-phantom measurements. A plan was created and delivered in a CIRS lung phantom with film insert.more » Separately, plans were delivered in an in-house created lung phantom with a PinPoint chamber insert within a lung simulating material. For medium to large collimator sizes, a single beam was delivered to the phantom. For small size collimators (10, 12.5, and 15mm), a robotically delivered plan was created to generate a uniform dose field of irradiation over a 2×2cm{sup 2} area. Results: Dose differences in simulated water between Ray-Tracing and Monte-Carlo were all within 1% at dmax and deeper. Maximum dose differences occurred prior to dmax but were all within 3%. Film measurements in a lung phantom show high correspondence of over 95% gamma at the 2%/2mm level for Monte-Carlo. Ion chamber measurements for collimator sizes of 12.5mm and above were within 3% of Monte-Carlo calculated values. Uniform irradiation involving the 10mm collimator resulted in a dose difference of ∼8% for both Monte-Carlo and Ray-Tracing indicating that there may be limitations with the dose calculation. Conclusion: We have developed a methodology to validate a Monte-Carlo model by verifying that it matches in water and, separately, that it corresponds well in lung simulating materials. The Monte-Carlo model and algorithm tested may have more limited accuracy for 10mm fields and smaller.« less

Modeling dust growth in protoplanetary disks: The breakthrough case

NASA Astrophysics Data System (ADS)

Drążkowska, J.; Windmark, F.; Dullemond, C. P.

2014-07-01

Context. Dust coagulation in protoplanetary disks is one of the initial steps toward planet formation. Simple toy models are often not sufficient to cover the complexity of the coagulation process, and a number of numerical approaches are therefore used, among which integration of the Smoluchowski equation and various versions of the Monte Carlo algorithm are the most popular. Aims: Recent progress in understanding the processes involved in dust coagulation have caused a need for benchmarking and comparison of various physical aspects of the coagulation process. In this paper, we directly compare the Smoluchowski and Monte Carlo approaches to show their advantages and disadvantages. Methods: We focus on the mechanism of planetesimal formation via sweep-up growth, which is a new and important aspect of the current planet formation theory. We use realistic test cases that implement a distribution in dust collision velocities. This allows a single collision between two grains to have a wide range of possible outcomes but also requires a very high numerical accuracy. Results: For most coagulation problems, we find a general agreement between the two approaches. However, for the sweep-up growth driven by the "lucky" breakthrough mechanism, the methods exhibit very different resolution dependencies. With too few mass bins, the Smoluchowski algorithm tends to overestimate the growth rate and the probability of breakthrough. The Monte Carlo method is less dependent on the number of particles in the growth timescale aspect but tends to underestimate the breakthrough chance due to its limited dynamic mass range. Conclusions: We find that the Smoluchowski approach, which is generally better for the breakthrough studies, is sensitive to low mass resolutions in the high-mass, low-number tail that is important in this scenario. To study the low number density features, a new modulation function has to be introduced to the interaction probabilities. As the minimum resolution needed for breakthrough studies depends strongly on setup, verification has to be performed on a case by case basis.

Reactive Monte Carlo sampling with an ab initio potential

DOE PAGES

Leiding, Jeff; Coe, Joshua D.

2016-05-04

Here, we present the first application of reactive Monte Carlo in a first-principles context. The algorithm samples in a modified NVT ensemble in which the volume, temperature, and total number of atoms of a given type are held fixed, but molecular composition is allowed to evolve through stochastic variation of chemical connectivity. We also discuss general features of the method, as well as techniques needed to enhance the efficiency of Boltzmann sampling. Finally, we compare the results of simulation of NH 3 to those of ab initio molecular dynamics (AIMD). Furthermore, we find that there are regions of state spacemore » for which RxMC sampling is much more efficient than AIMD due to the “rare-event” character of chemical reactions.« less

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 Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 2: Sensitivity tests and results

PubMed Central

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

2018-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational–Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case 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 allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state. PMID:29618848

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 2: Sensitivity Tests and Results

NASA Technical Reports Server (NTRS)

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

2016-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case 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 allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 2: Sensitivity tests and results.

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case 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 allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

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

Unbiased Sampling of Globular Lattice Proteins in Three Dimensions

NASA Astrophysics Data System (ADS)

Jacobsen, Jesper Lykke

2008-03-01

We present a Monte Carlo method that allows efficient and unbiased sampling of Hamiltonian walks on a cubic lattice. Such walks are self-avoiding and visit each lattice site exactly once. They are often used as simple models of globular proteins, upon adding suitable local interactions. Our algorithm can easily be equipped with such interactions, but we study here mainly the flexible homopolymer case where each conformation is generated with uniform probability. We argue that the algorithm is ergodic and has dynamical exponent z=0. We then use it to study polymers of size up to 643=262144 monomers. Results are presented for the effective interaction between end points, and the interaction with the boundaries of the system.

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

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

Borowik, Piotr, E-mail: pborow@poczta.onet.pl; Thobel, Jean-Luc, E-mail: jean-luc.thobel@iemn.univ-lille1.fr; Adamowicz, Leszek, E-mail: adamo@if.pw.edu.pl

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 propertiesmore » 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.« less

A Quantitative Three-Dimensional Image Analysis Tool for Maximal Acquisition of Spatial Heterogeneity Data.

PubMed

Allenby, Mark C; Misener, Ruth; Panoskaltsis, Nicki; Mantalaris, Athanasios

2017-02-01

Three-dimensional (3D) imaging techniques provide spatial insight into environmental and cellular interactions and are implemented in various fields, including tissue engineering, but have been restricted by limited quantification tools that misrepresent or underutilize the cellular phenomena captured. This study develops image postprocessing algorithms pairing complex Euclidean metrics with Monte Carlo simulations to quantitatively assess cell and microenvironment spatial distributions while utilizing, for the first time, the entire 3D image captured. Although current methods only analyze a central fraction of presented confocal microscopy images, the proposed algorithms can utilize 210% more cells to calculate 3D spatial distributions that can span a 23-fold longer distance. These algorithms seek to leverage the high sample cost of 3D tissue imaging techniques by extracting maximal quantitative data throughout the captured image.