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.
Fission matrix-based Monte Carlo criticality analysis of fuel storage pools
DOE Office of Scientific and Technical Information (OSTI.GOV)
Farlotti, M.; Ecole Polytechnique, Palaiseau, F 91128; Larsen, E. W.
2013-07-01
Standard Monte Carlo transport procedures experience difficulties in solving criticality problems in fuel storage pools. Because of the strong neutron absorption between fuel assemblies, source convergence can be very slow, leading to incorrect estimates of the eigenvalue and the eigenfunction. This study examines an alternative fission matrix-based Monte Carlo transport method that takes advantage of the geometry of a storage pool to overcome this difficulty. The method uses Monte Carlo transport to build (essentially) a fission matrix, which is then used to calculate the criticality and the critical flux. This method was tested using a test code on a simplemore » problem containing 8 assemblies in a square pool. The standard Monte Carlo method gave the expected eigenfunction in 5 cases out of 10, while the fission matrix method gave the expected eigenfunction in all 10 cases. In addition, the fission matrix method provides an estimate of the error in the eigenvalue and the eigenfunction, and it allows the user to control this error by running an adequate number of cycles. Because of these advantages, the fission matrix method yields a higher confidence in the results than standard Monte Carlo. We also discuss potential improvements of the method, including the potential for variance reduction techniques. (authors)« less
Surface entropy of liquids via a direct Monte Carlo approach - Application to liquid Si
NASA Technical Reports Server (NTRS)
Wang, Z. Q.; Stroud, D.
1990-01-01
Two methods are presented for a direct Monte Carlo evaluation of the surface entropy S(s) of a liquid interacting by specified, volume-independent potentials. The first method is based on an application of the approach of Ferrenberg and Swendsen (1988, 1989) to Monte Carlo simulations at two different temperatures; it gives much more reliable results for S(s) in liquid Si than previous calculations based on numerical differentiation. The second method expresses the surface entropy directly as a canonical average at fixed temperature.
Deng, Yong; Luo, Zhaoyang; Jiang, Xu; Xie, Wenhao; Luo, Qingming
2015-07-01
We propose a method based on a decoupled fluorescence Monte Carlo model for constructing fluorescence Jacobians to enable accurate quantification of fluorescence targets within turbid media. The effectiveness of the proposed method is validated using two cylindrical phantoms enclosing fluorescent targets within homogeneous and heterogeneous background media. The results demonstrate that our method can recover relative concentrations of the fluorescent targets with higher accuracy than the perturbation fluorescence Monte Carlo method. This suggests that our method is suitable for quantitative fluorescence diffuse optical tomography, especially for in vivo imaging of fluorophore targets for diagnosis of different diseases and abnormalities.
MR Imaging Based Treatment Planning for Radiotherapy of Prostate Cancer
2007-02-01
developed practical methods for heterogeneity correction for MRI - based dose calculations (Chen et al 2007). 6) We will use existing Monte Carlo ... Monte Carlo verification of IMRT dose distributions from a commercial treatment planning optimization system, Phys. Med. Biol., 45:2483-95 (2000) Ma...accuracy and consistency for MR based IMRT treatment planning for prostate cancer. A short paper entitled “ Monte Carlo dose verification of MR image based
Radial-based tail methods for Monte Carlo simulations of cylindrical interfaces
NASA Astrophysics Data System (ADS)
Goujon, Florent; Bêche, Bruno; Malfreyt, Patrice; Ghoufi, Aziz
2018-03-01
In this work, we implement for the first time the radial-based tail methods for Monte Carlo simulations of cylindrical interfaces. The efficiency of this method is then evaluated through the calculation of surface tension and coexisting properties. We show that the inclusion of tail corrections during the course of the Monte Carlo simulation impacts the coexisting and the interfacial properties. We establish that the long range corrections to the surface tension are the same order of magnitude as those obtained from planar interface. We show that the slab-based tail method does not amend the localization of the Gibbs equimolar dividing surface. Additionally, a non-monotonic behavior of surface tension is exhibited as a function of the radius of the equimolar dividing surface.
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.
The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sellier, J.M., E-mail: jeanmichel.sellier@parallel.bas.bg; Dimov, I.
2014-09-15
The aim of ab-initio approaches is the simulation of many-body quantum systems from the first principles of quantum mechanics. These methods are traditionally based on the many-body Schrödinger equation which represents an incredible mathematical challenge. In this paper, we introduce the many-body Wigner Monte Carlo method in the context of distinguishable particles and in the absence of spin-dependent effects. Despite these restrictions, the method has several advantages. First of all, the Wigner formalism is intuitive, as it is based on the concept of a quasi-distribution function. Secondly, the Monte Carlo numerical approach allows scalability on parallel machines that is practicallymore » unachievable by means of other techniques based on finite difference or finite element methods. Finally, this method allows time-dependent ab-initio simulations of strongly correlated quantum systems. In order to validate our many-body Wigner Monte Carlo method, as a case study we simulate a relatively simple system consisting of two particles in several different situations. We first start from two non-interacting free Gaussian wave packets. We, then, proceed with the inclusion of an external potential barrier, and we conclude by simulating two entangled (i.e. correlated) particles. The results show how, in the case of negligible spin-dependent effects, the many-body Wigner Monte Carlo method provides an efficient and reliable tool to study the time-dependent evolution of quantum systems composed of distinguishable particles.« less
Study of multi-dimensional radiative energy transfer in molecular gases
NASA Technical Reports Server (NTRS)
Liu, Jiwen; Tiwari, S. N.
1993-01-01
The Monte Carlo method (MCM) is applied to analyze radiative heat transfer in nongray gases. The nongray model employed is based on the statistical arrow band model with an exponential-tailed inverse intensity distribution. Consideration of spectral correlation results in some distinguishing features of the Monte Carlo formulations. Validation of the Monte Carlo formulations has been conducted by comparing results of this method with other solutions. Extension of a one-dimensional problem to a multi-dimensional problem requires some special treatments in the Monte Carlo analysis. Use of different assumptions results in different sets of Monte Carlo formulations. The nongray narrow band formulations provide the most accurate results.
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
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.
NASA Astrophysics Data System (ADS)
Le Foll, S.; André, F.; Delmas, A.; Bouilly, J. M.; Aspa, Y.
2012-06-01
A backward Monte Carlo method for modelling the spectral directional emittance of fibrous media has been developed. It uses Mie theory to calculate the radiative properties of single fibres, modelled as infinite cylinders, and the complex refractive index is computed by a Drude-Lorenz model for the dielectric function. The absorption and scattering coefficient are homogenised over several fibres, but the scattering phase function of a single one is used to determine the scattering direction of energy inside the medium. Sensitivity analysis based on several Monte Carlo results has been performed to estimate coefficients for a Multi-Linear Model (MLM) specifically developed for inverse analysis of experimental data. This model concurs with the Monte Carlo method and is highly computationally efficient. In contrast, the surface emissivity model, which assumes an opaque medium, shows poor agreement with the reference Monte Carlo calculations.
Physical Principle for Generation of Randomness
NASA Technical Reports Server (NTRS)
Zak, Michail
2009-01-01
A physical principle (more precisely, a principle that incorporates mathematical models used in physics) has been conceived as the basis of a method of generating randomness in Monte Carlo simulations. The principle eliminates the need for conventional random-number generators. The Monte Carlo simulation method is among the most powerful computational methods for solving high-dimensional problems in physics, chemistry, economics, and information processing. The Monte Carlo simulation method is especially effective for solving problems in which computational complexity increases exponentially with dimensionality. The main advantage of the Monte Carlo simulation method over other methods is that the demand on computational resources becomes independent of dimensionality. As augmented by the present principle, the Monte Carlo simulation method becomes an even more powerful computational method that is especially useful for solving problems associated with dynamics of fluids, planning, scheduling, and combinatorial optimization. The present principle is based on coupling of dynamical equations with the corresponding Liouville equation. The randomness is generated by non-Lipschitz instability of dynamics triggered and controlled by feedback from the Liouville equation. (In non-Lipschitz dynamics, the derivatives of solutions of the dynamical equations are not required to be bounded.)
Fixed forced detection for fast SPECT Monte-Carlo simulation
NASA Astrophysics Data System (ADS)
Cajgfinger, T.; Rit, S.; Létang, J. M.; Halty, A.; Sarrut, D.
2018-03-01
Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.
Fixed forced detection for fast SPECT Monte-Carlo simulation.
Cajgfinger, T; Rit, S; Létang, J M; Halty, A; Sarrut, D
2018-03-02
Monte-Carlo simulations of SPECT images are notoriously slow to converge due to the large ratio between the number of photons emitted and detected in the collimator. This work proposes a method to accelerate the simulations based on fixed forced detection (FFD) combined with an analytical response of the detector. FFD is based on a Monte-Carlo simulation but forces the detection of a photon in each detector pixel weighted by the probability of emission (or scattering) and transmission to this pixel. The method was evaluated with numerical phantoms and on patient images. We obtained differences with analog Monte Carlo lower than the statistical uncertainty. The overall computing time gain can reach up to five orders of magnitude. Source code and examples are available in the Gate V8.0 release.
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.
Accuracy of Monte Carlo simulations compared to in-vivo MDCT dosimetry
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bostani, Maryam, E-mail: mbostani@mednet.ucla.edu; McMillan, Kyle; Cagnon, Chris H.
Purpose: The purpose of this study was to assess the accuracy of a Monte Carlo simulation-based method for estimating radiation dose from multidetector computed tomography (MDCT) by comparing simulated doses in ten patients to in-vivo dose measurements. Methods: MD Anderson Cancer Center Institutional Review Board approved the acquisition of in-vivo rectal dose measurements in a pilot study of ten patients undergoing virtual colonoscopy. The dose measurements were obtained by affixing TLD capsules to the inner lumen of rectal catheters. Voxelized patient models were generated from the MDCT images of the ten patients, and the dose to the TLD for allmore » exposures was estimated using Monte Carlo based simulations. The Monte Carlo simulation results were compared to the in-vivo dose measurements to determine accuracy. Results: The calculated mean percent difference between TLD measurements and Monte Carlo simulations was −4.9% with standard deviation of 8.7% and a range of −22.7% to 5.7%. Conclusions: The results of this study demonstrate very good agreement between simulated and measured doses in-vivo. Taken together with previous validation efforts, this work demonstrates that the Monte Carlo simulation methods can provide accurate estimates of radiation dose in patients undergoing CT examinations.« less
NASA Astrophysics Data System (ADS)
Chiavassa, S.; Aubineau-Lanièce, I.; Bitar, A.; Lisbona, A.; Barbet, J.; Franck, D.; Jourdain, J. R.; Bardiès, M.
2006-02-01
Dosimetric studies are necessary for all patients treated with targeted radiotherapy. In order to attain the precision required, we have developed Oedipe, a dosimetric tool based on the MCNPX Monte Carlo code. The anatomy of each patient is considered in the form of a voxel-based geometry created using computed tomography (CT) images or magnetic resonance imaging (MRI). Oedipe enables dosimetry studies to be carried out at the voxel scale. Validation of the results obtained by comparison with existing methods is complex because there are multiple sources of variation: calculation methods (different Monte Carlo codes, point kernel), patient representations (model or specific) and geometry definitions (mathematical or voxel-based). In this paper, we validate Oedipe by taking each of these parameters into account independently. Monte Carlo methodology requires long calculation times, particularly in the case of voxel-based geometries, and this is one of the limits of personalized dosimetric methods. However, our results show that the use of voxel-based geometry as opposed to a mathematically defined geometry decreases the calculation time two-fold, due to an optimization of the MCNPX2.5e code. It is therefore possible to envisage the use of Oedipe for personalized dosimetry in the clinical context of targeted radiotherapy.
Multi-fidelity methods for uncertainty quantification in transport problems
NASA Astrophysics Data System (ADS)
Tartakovsky, G.; Yang, X.; Tartakovsky, A. M.; Barajas-Solano, D. A.; Scheibe, T. D.; Dai, H.; Chen, X.
2016-12-01
We compare several multi-fidelity approaches for uncertainty quantification in flow and transport simulations that have a lower computational cost than the standard Monte Carlo method. The cost reduction is achieved by combining a small number of high-resolution (high-fidelity) simulations with a large number of low-resolution (low-fidelity) simulations. We propose a new method, a re-scaled Multi Level Monte Carlo (rMLMC) method. The rMLMC is based on the idea that the statistics of quantities of interest depends on scale/resolution. We compare rMLMC with existing multi-fidelity methods such as Multi Level Monte Carlo (MLMC) and reduced basis methods and discuss advantages of each approach.
Recommender engine for continuous-time quantum Monte Carlo methods
NASA Astrophysics Data System (ADS)
Huang, Li; Yang, Yi-feng; Wang, Lei
2017-03-01
Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Çatlı, Serap, E-mail: serapcatli@hotmail.com; Tanır, Güneş
2013-10-01
The present study aimed to investigate the effects of titanium, titanium alloy, and stainless steel hip prostheses on dose distribution based on the Monte Carlo simulation method, as well as the accuracy of the Eclipse treatment planning system (TPS) at 6 and 18 MV photon energies. In the present study the pencil beam convolution (PBC) method implemented in the Eclipse TPS was compared to the Monte Carlo method and ionization chamber measurements. The present findings show that if high-Z material is used in prosthesis, large dose changes can occur due to scattering. The variance in dose observed in the presentmore » study was dependent on material type, density, and atomic number, as well as photon energy; as photon energy increased back scattering decreased. The dose perturbation effect of hip prostheses was significant and could not be predicted accurately by the PBC method for hip prostheses. The findings show that for accurate dose calculation the Monte Carlo-based TPS should be used in patients with hip prostheses.« less
Towards predicting the encoding capability of MR fingerprinting sequences.
Sommer, K; Amthor, T; Doneva, M; Koken, P; Meineke, J; Börnert, P
2017-09-01
Sequence optimization and appropriate sequence selection is still an unmet need in magnetic resonance fingerprinting (MRF). The main challenge in MRF sequence design is the lack of an appropriate measure of the sequence's encoding capability. To find such a measure, three different candidates for judging the encoding capability have been investigated: local and global dot-product-based measures judging dictionary entry similarity as well as a Monte Carlo method that evaluates the noise propagation properties of an MRF sequence. Consistency of these measures for different sequence lengths as well as the capability to predict actual sequence performance in both phantom and in vivo measurements was analyzed. While the dot-product-based measures yielded inconsistent results for different sequence lengths, the Monte Carlo method was in a good agreement with phantom experiments. In particular, the Monte Carlo method could accurately predict the performance of different flip angle patterns in actual measurements. The proposed Monte Carlo method provides an appropriate measure of MRF sequence encoding capability and may be used for sequence optimization. Copyright © 2017 Elsevier Inc. All rights reserved.
Variance reduction for Fokker–Planck based particle Monte Carlo schemes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gorji, M. Hossein, E-mail: gorjih@ifd.mavt.ethz.ch; Andric, Nemanja; Jenny, Patrick
Recently, Fokker–Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1–3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker–Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker–Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied.more » Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Giuseppe Palmiotti
In this work, the implementation of a collision history-based approach to sensitivity/perturbation calculations in the Monte Carlo code SERPENT is discussed. The proposed methods allow the calculation of the eects of nuclear data perturbation on several response functions: the eective multiplication factor, reaction rate ratios and bilinear ratios (e.g., eective kinetics parameters). SERPENT results are compared to ERANOS and TSUNAMI Generalized Perturbation Theory calculations for two fast metallic systems and for a PWR pin-cell benchmark. New methods for the calculation of sensitivities to angular scattering distributions are also presented, which adopts fully continuous (in energy and angle) Monte Carlo estimators.
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 method for radiological characterization based on fluence conversion coefficients
NASA Astrophysics Data System (ADS)
Froeschl, Robert
2018-06-01
Radiological characterization of components in accelerator environments is often required to ensure adequate radiation protection during maintenance, transport and handling as well as for the selection of the proper disposal pathway. The relevant quantities are typical the weighted sums of specific activities with radionuclide-specific weighting coefficients. Traditional methods based on Monte Carlo simulations are radionuclide creation-event based or the particle fluences in the regions of interest are scored and then off-line weighted with radionuclide production cross sections. The presented method bases the radiological characterization on a set of fluence conversion coefficients. For a given irradiation profile and cool-down time, radionuclide production cross-sections, material composition and radionuclide-specific weighting coefficients, a set of particle type and energy dependent fluence conversion coefficients is computed. These fluence conversion coefficients can then be used in a Monte Carlo transport code to perform on-line weighting to directly obtain the desired radiological characterization, either by using built-in multiplier features such as in the PHITS code or by writing a dedicated user routine such as for the FLUKA code. The presented method has been validated against the standard event-based methods directly available in Monte Carlo transport codes.
Accuracy of Monte Carlo simulations compared to in-vivo MDCT dosimetry.
Bostani, Maryam; Mueller, Jonathon W; McMillan, Kyle; Cody, Dianna D; Cagnon, Chris H; DeMarco, John J; McNitt-Gray, Michael F
2015-02-01
The purpose of this study was to assess the accuracy of a Monte Carlo simulation-based method for estimating radiation dose from multidetector computed tomography (MDCT) by comparing simulated doses in ten patients to in-vivo dose measurements. MD Anderson Cancer Center Institutional Review Board approved the acquisition of in-vivo rectal dose measurements in a pilot study of ten patients undergoing virtual colonoscopy. The dose measurements were obtained by affixing TLD capsules to the inner lumen of rectal catheters. Voxelized patient models were generated from the MDCT images of the ten patients, and the dose to the TLD for all exposures was estimated using Monte Carlo based simulations. The Monte Carlo simulation results were compared to the in-vivo dose measurements to determine accuracy. The calculated mean percent difference between TLD measurements and Monte Carlo simulations was -4.9% with standard deviation of 8.7% and a range of -22.7% to 5.7%. The results of this study demonstrate very good agreement between simulated and measured doses in-vivo. Taken together with previous validation efforts, this work demonstrates that the Monte Carlo simulation methods can provide accurate estimates of radiation dose in patients undergoing CT examinations.
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
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.
Kumada, H; Saito, K; Nakamura, T; Sakae, T; Sakurai, H; Matsumura, A; Ono, K
2011-12-01
Treatment planning for boron neutron capture therapy generally utilizes Monte-Carlo methods for calculation of the dose distribution. The new treatment planning system JCDS-FX employs the multi-purpose Monte-Carlo code PHITS to calculate the dose distribution. JCDS-FX allows to build a precise voxel model consisting of pixel based voxel cells in the scale of 0.4×0.4×2.0 mm(3) voxel in order to perform high-accuracy dose estimation, e.g. for the purpose of calculating the dose distribution in a human body. However, the miniaturization of the voxel size increases calculation time considerably. The aim of this study is to investigate sophisticated modeling methods which can perform Monte-Carlo calculations for human geometry efficiently. Thus, we devised a new voxel modeling method "Multistep Lattice-Voxel method," which can configure a voxel model that combines different voxel sizes by utilizing the lattice function over and over. To verify the performance of the calculation with the modeling method, several calculations for human geometry were carried out. The results demonstrated that the Multistep Lattice-Voxel method enabled the precise voxel model to reduce calculation time substantially while keeping the high-accuracy of dose estimation. Copyright © 2011 Elsevier Ltd. All rights reserved.
Chen, Jin; Venugopal, Vivek; Intes, Xavier
2011-01-01
Time-resolved fluorescence optical tomography allows 3-dimensional localization of multiple fluorophores based on lifetime contrast while providing a unique data set for improved resolution. However, to employ the full fluorescence time measurements, a light propagation model that accurately simulates weakly diffused and multiple scattered photons is required. In this article, we derive a computationally efficient Monte Carlo based method to compute time-gated fluorescence Jacobians for the simultaneous imaging of two fluorophores with lifetime contrast. The Monte Carlo based formulation is validated on a synthetic murine model simulating the uptake in the kidneys of two distinct fluorophores with lifetime contrast. Experimentally, the method is validated using capillaries filled with 2.5nmol of ICG and IRDye™800CW respectively embedded in a diffuse media mimicking the average optical properties of mice. Combining multiple time gates in one inverse problem allows the simultaneous reconstruction of multiple fluorophores with increased resolution and minimal crosstalk using the proposed formulation. PMID:21483610
NOTE: Monte Carlo evaluation of kerma in an HDR brachytherapy bunker
NASA Astrophysics Data System (ADS)
Pérez-Calatayud, J.; Granero, D.; Ballester, F.; Casal, E.; Crispin, V.; Puchades, V.; León, A.; Verdú, G.
2004-12-01
In recent years, the use of high dose rate (HDR) after-loader machines has greatly increased due to the shift from traditional Cs-137/Ir-192 low dose rate (LDR) to HDR brachytherapy. The method used to calculate the required concrete and, where appropriate, lead shielding in the door is based on analytical methods provided by documents published by the ICRP, the IAEA and the NCRP. The purpose of this study is to perform a more realistic kerma evaluation at the entrance maze door of an HDR bunker using the Monte Carlo code GEANT4. The Monte Carlo results were validated experimentally. The spectrum at the maze entrance door, obtained with Monte Carlo, has an average energy of about 110 keV, maintaining a similar value along the length of the maze. The comparison of results from the aforementioned values with the Monte Carlo ones shows that results obtained using the albedo coefficient from the ICRP document more closely match those given by the Monte Carlo method, although the maximum value given by MC calculations is 30% greater.
Geodesic Monte Carlo on Embedded Manifolds
Byrne, Simon; Girolami, Mark
2013-01-01
Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024
Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.
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.
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.
NASA Astrophysics Data System (ADS)
He, Wei; Williard, Nicholas; Osterman, Michael; Pecht, Michael
A new method for state of health (SOH) and remaining useful life (RUL) estimations for lithium-ion batteries using Dempster-Shafer theory (DST) and the Bayesian Monte Carlo (BMC) method is proposed. In this work, an empirical model based on the physical degradation behavior of lithium-ion batteries is developed. Model parameters are initialized by combining sets of training data based on DST. BMC is then used to update the model parameters and predict the RUL based on available data through battery capacity monitoring. As more data become available, the accuracy of the model in predicting RUL improves. Two case studies demonstrating this approach are presented.
NASA Astrophysics Data System (ADS)
Zoller, Christian; Hohmann, Ansgar; Ertl, Thomas; Kienle, Alwin
2017-07-01
The Monte Carlo method is often referred as the gold standard to calculate the light propagation in turbid media [1]. Especially for complex shaped geometries where no analytical solutions are available the Monte Carlo method becomes very important [1, 2]. In this work a Monte Carlo software is presented, to simulate the light propagation in complex shaped geometries. To improve the simulation time the code is based on OpenCL such that graphics cards can be used as well as other computing devices. Within the software an illumination concept is presented to realize easily all kinds of light sources, like spatial frequency domain (SFD), optical fibers or Gaussian beam profiles. Moreover different objects, which are not connected to each other, can be considered simultaneously, without any additional preprocessing. This Monte Carlo software can be used for many applications. In this work the transmission spectrum of a tooth and the color reconstruction of a virtual object are shown, using results from the Monte Carlo software.
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.
Monte Carlo Simulations of Microchannel Plate Based, Fast-Gated X-Ray Imagers
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wu., M., Kruschwitz, C.
2011-02-01
This is a chapter in a book titled Applications of Monte Carlo Method in Science and Engineering Edited by: Shaul Mordechai ISBN 978-953-307-691-1, Hard cover, 950 pages Publisher: InTech Publication date: February 2011
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
Off-diagonal expansion quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Albash, Tameem; Wagenbreth, Gene; Hen, Itay
2017-12-01
We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.
Jiang, Yi-fan; Chen, Chang-shui; Liu, Xiao-mei; Liu, Rong-ting; Liu, Song-hao
2015-04-01
To explore the characteristics of light propagation along the Pericardium Meridian and its surrounding areas at human wrist by using optical experiment and Monte Carlo method. An experiment was carried out to obtain the distribution of diffuse light on Pericardium Meridian line and its surrounding areas at the wrist, and then a simplified model based on the anatomical structure was proposed to simulate the light transportation within the same area by using Monte Carlo method. The experimental results showed strong accordance with the Monte Carlo simulation that the light propagation along the Pericardium Meridian had an advantage over its surrounding areas at the wrist. The advantage of light transport along Pericardium Merdian line was related to components and structure of tissue, also the anatomical structure of the area that the Pericardium Meridian line runs.
Optimised Iteration in Coupled Monte Carlo - Thermal-Hydraulics Calculations
NASA Astrophysics Data System (ADS)
Hoogenboom, J. Eduard; Dufek, Jan
2014-06-01
This paper describes an optimised iteration scheme for the number of neutron histories and the relaxation factor in successive iterations of coupled Monte Carlo and thermal-hydraulic reactor calculations based on the stochastic iteration method. The scheme results in an increasing number of neutron histories for the Monte Carlo calculation in successive iteration steps and a decreasing relaxation factor for the spatial power distribution to be used as input to the thermal-hydraulics calculation. The theoretical basis is discussed in detail and practical consequences of the scheme are shown, among which a nearly linear increase per iteration of the number of cycles in the Monte Carlo calculation. The scheme is demonstrated for a full PWR type fuel assembly. Results are shown for the axial power distribution during several iteration steps. A few alternative iteration method are also tested and it is concluded that the presented iteration method is near optimal.
Off-diagonal expansion quantum Monte Carlo.
Albash, Tameem; Wagenbreth, Gene; Hen, Itay
2017-12-01
We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.
Shielding analyses of an AB-BNCT facility using Monte Carlo simulations and simplified methods
NASA Astrophysics Data System (ADS)
Lai, Bo-Lun; Sheu, Rong-Jiun
2017-09-01
Accurate Monte Carlo simulations and simplified methods were used to investigate the shielding requirements of a hypothetical accelerator-based boron neutron capture therapy (AB-BNCT) facility that included an accelerator room and a patient treatment room. The epithermal neutron beam for BNCT purpose was generated by coupling a neutron production target with a specially designed beam shaping assembly (BSA), which was embedded in the partition wall between the two rooms. Neutrons were produced from a beryllium target bombarded by 1-mA 30-MeV protons. The MCNP6-generated surface sources around all the exterior surfaces of the BSA were established to facilitate repeated Monte Carlo shielding calculations. In addition, three simplified models based on a point-source line-of-sight approximation were developed and their predictions were compared with the reference Monte Carlo results. The comparison determined which model resulted in better dose estimation, forming the basis of future design activities for the first ABBNCT facility in Taiwan.
NASA Astrophysics Data System (ADS)
Duan, Lian; Makita, Shuichi; Yamanari, Masahiro; Lim, Yiheng; Yasuno, Yoshiaki
2011-08-01
A Monte-Carlo-based phase retardation estimator is developed to correct the systematic error in phase retardation measurement by polarization sensitive optical coherence tomography (PS-OCT). Recent research has revealed that the phase retardation measured by PS-OCT has a distribution that is neither symmetric nor centered at the true value. Hence, a standard mean estimator gives us erroneous estimations of phase retardation, and it degrades the performance of PS-OCT for quantitative assessment. In this paper, the noise property in phase retardation is investigated in detail by Monte-Carlo simulation and experiments. A distribution transform function is designed to eliminate the systematic error by using the result of the Monte-Carlo simulation. This distribution transformation is followed by a mean estimator. This process provides a significantly better estimation of phase retardation than a standard mean estimator. This method is validated both by numerical simulations and experiments. The application of this method to in vitro and in vivo biological samples is also demonstrated.
Thomas B. Lynch; Jeffrey H. Gove
2014-01-01
The typical "double counting" application of the mirage method of boundary correction cannot be applied to sampling systems such as critical height sampling (CHS) that are based on a Monte Carlo sample of a tree (or debris) attribute because the critical height (or other random attribute) sampled from a mirage point is generally not equal to the critical...
Lognormal Approximations of Fault Tree Uncertainty Distributions.
El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P
2018-01-26
Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.
Monte Carlo calculation of dynamical properties of the two-dimensional Hubbard model
NASA Technical Reports Server (NTRS)
White, S. R.; Scalapino, D. J.; Sugar, R. L.; Bickers, N. E.
1989-01-01
A new method is introduced for analytically continuing imaginary-time data from quantum Monte Carlo calculations to the real-frequency axis. The method is based on a least-squares-fitting procedure with constraints of positivity and smoothness on the real-frequency quantities. Results are shown for the single-particle spectral-weight function and density of states for the half-filled, two-dimensional Hubbard model.
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.
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.
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.
Initial Assessment of a Rapid Method of Calculating CEV Environmental Heating
NASA Technical Reports Server (NTRS)
Pickney, John T.; Milliken, Andrew H.
2010-01-01
An innovative method for rapidly calculating spacecraft environmental absorbed heats in planetary orbit is described. The method employs reading a database of pre-calculated orbital absorbed heats and adjusting those heats for desired orbit parameters. The approach differs from traditional Monte Carlo methods that are orbit based with a planet centered coordinate system. The database is based on a spacecraft centered coordinated system where the range of all possible sun and planet look angles are evaluated. In an example case 37,044 orbit configurations were analyzed for average orbital heats on selected spacecraft surfaces. Calculation time was under 2 minutes while a comparable Monte Carlo evaluation would have taken an estimated 26 hours
Monte Carlo based statistical power analysis for mediation models: methods and software.
Zhang, Zhiyong
2014-12-01
The existing literature on statistical power analysis for mediation models often assumes data normality and is based on a less powerful Sobel test instead of the more powerful bootstrap test. This study proposes to estimate statistical power to detect mediation effects on the basis of the bootstrap method through Monte Carlo simulation. Nonnormal data with excessive skewness and kurtosis are allowed in the proposed method. A free R package called bmem is developed to conduct the power analysis discussed in this study. Four examples, including a simple mediation model, a multiple-mediator model with a latent mediator, a multiple-group mediation model, and a longitudinal mediation model, are provided to illustrate the proposed method.
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.
Binocular optical axis parallelism detection precision analysis based on Monte Carlo method
NASA Astrophysics Data System (ADS)
Ying, Jiaju; Liu, Bingqi
2018-02-01
According to the working principle of the binocular photoelectric instrument optical axis parallelism digital calibration instrument, and in view of all components of the instrument, the various factors affect the system precision is analyzed, and then precision analysis model is established. Based on the error distribution, Monte Carlo method is used to analyze the relationship between the comprehensive error and the change of the center coordinate of the circle target image. The method can further guide the error distribution, optimize control the factors which have greater influence on the comprehensive error, and improve the measurement accuracy of the optical axis parallelism digital calibration instrument.
Efficient approach to the free energy of crystals via Monte Carlo simulations
NASA Astrophysics Data System (ADS)
Navascués, G.; Velasco, E.
2015-08-01
We present a general approach to compute the absolute free energy of a system of particles with constrained center of mass based on the Monte Carlo thermodynamic coupling integral method. The version of the Frenkel-Ladd approach [J. Chem. Phys. 81, 3188 (1984)], 10.1063/1.448024, which uses a harmonic coupling potential, is recovered. Also, we propose a different choice, based on one-particle square-well coupling potentials, which is much simpler, more accurate, and free from some of the difficulties of the Frenkel-Ladd method. We apply our approach to hard spheres and compare with the standard harmonic method.
Comparison of deterministic and stochastic methods for time-dependent Wigner simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shao, Sihong, E-mail: sihong@math.pku.edu.cn; Sellier, Jean Michel, E-mail: jeanmichel.sellier@parallel.bas.bg
2015-11-01
Recently a Monte Carlo method based on signed particles for time-dependent simulations of the Wigner equation has been proposed. While it has been thoroughly validated against physical benchmarks, no technical study about its numerical accuracy has been performed. To this end, this paper presents the first step towards the construction of firm mathematical foundations for the signed particle Wigner Monte Carlo method. An initial investigation is performed by means of comparisons with a cell average spectral element method, which is a highly accurate deterministic method and utilized to provide reference solutions. Several different numerical tests involving the time-dependent evolution ofmore » a quantum wave-packet are performed and discussed in deep details. In particular, this allows us to depict a set of crucial criteria for the signed particle Wigner Monte Carlo method to achieve a satisfactory accuracy.« less
Remarks on a financial inverse problem by means of Monte Carlo Methods
NASA Astrophysics Data System (ADS)
Cuomo, Salvatore; Di Somma, Vittorio; Sica, Federica
2017-10-01
Estimating the price of a barrier option is a typical inverse problem. In this paper we present a numerical and statistical framework for a market with risk-free interest rate and a risk asset, described by a Geometric Brownian Motion (GBM). After approximating the risk asset with a numerical method, we find the final option price by following an approach based on sequential Monte Carlo methods. All theoretical results are applied to the case of an option whose underlying is a real stock.
Schaefer, C; Jansen, A P J
2013-02-07
We have developed a method to couple kinetic Monte Carlo simulations of surface reactions at a molecular scale to transport equations at a macroscopic scale. This method is applicable to steady state reactors. We use a finite difference upwinding scheme and a gap-tooth scheme to efficiently use a limited amount of kinetic Monte Carlo simulations. In general the stochastic kinetic Monte Carlo results do not obey mass conservation so that unphysical accumulation of mass could occur in the reactor. We have developed a method to perform mass balance corrections that is based on a stoichiometry matrix and a least-squares problem that is reduced to a non-singular set of linear equations that is applicable to any surface catalyzed reaction. The implementation of these methods is validated by comparing numerical results of a reactor simulation with a unimolecular reaction to an analytical solution. Furthermore, the method is applied to two reaction mechanisms. The first is the ZGB model for CO oxidation in which inevitable poisoning of the catalyst limits the performance of the reactor. The second is a model for the oxidation of NO on a Pt(111) surface, which becomes active due to lateral interaction at high coverages of oxygen. This reaction model is based on ab initio density functional theory calculations from literature.
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.
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.
The anesthetic action of some polyhalogenated ethers-Monte Carlo method based QSAR study.
Golubović, Mlađan; Lazarević, Milan; Zlatanović, Dragan; Krtinić, Dane; Stoičkov, Viktor; Mladenović, Bojan; Milić, Dragan J; Sokolović, Dušan; Veselinović, Aleksandar M
2018-04-13
Up to this date, there has been an ongoing debate about the mode of action of general anesthetics, which have postulated many biological sites as targets for their action. However, postoperative nausea and vomiting are common problems in which inhalational agents may have a role in their development. When a mode of action is unknown, QSAR modelling is essential in drug development. To investigate the aspects of their anesthetic, QSAR models based on the Monte Carlo method were developed for a set of polyhalogenated ethers. Until now, their anesthetic action has not been completely defined, although some hypotheses have been suggested. Therefore, a QSAR model should be developed on molecular fragments that contribute to anesthetic action. QSAR models were built on the basis of optimal molecular descriptors based on the SMILES notation and local graph invariants, whereas the Monte Carlo optimization method with three random splits into the training and test set was applied for model development. Different methods, including novel Index of ideality correlation, were applied for the determination of the robustness of the model and its predictive potential. The Monte Carlo optimization process was capable of being an efficient in silico tool for building up a robust model of good statistical quality. Molecular fragments which have both positive and negative influence on anesthetic action were determined. The presented study can be useful in the search for novel anesthetics. Copyright © 2018 Elsevier Ltd. All rights reserved.
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.
Conditional Monte Carlo randomization tests for regression models.
Parhat, Parwen; Rosenberger, William F; Diao, Guoqing
2014-08-15
We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.
A Monte Carlo Approach for Adaptive Testing with Content Constraints
ERIC Educational Resources Information Center
Belov, Dmitry I.; Armstrong, Ronald D.; Weissman, Alexander
2008-01-01
This article presents a new algorithm for computerized adaptive testing (CAT) when content constraints are present. The algorithm is based on shadow CAT methodology to meet content constraints but applies Monte Carlo methods and provides the following advantages over shadow CAT: (a) lower maximum item exposure rates, (b) higher utilization of the…
NASA Astrophysics Data System (ADS)
Ren, Lixia; He, Li; Lu, Hongwei; Chen, Yizhong
2016-08-01
A new Monte Carlo-based interval transformation analysis (MCITA) is used in this study for multi-criteria decision analysis (MCDA) of naphthalene-contaminated groundwater management strategies. The analysis can be conducted when input data such as total cost, contaminant concentration and health risk are represented as intervals. Compared to traditional MCDA methods, MCITA-MCDA has the advantages of (1) dealing with inexactness of input data represented as intervals, (2) mitigating computational time due to the introduction of Monte Carlo sampling method, (3) identifying the most desirable management strategies under data uncertainty. A real-world case study is employed to demonstrate the performance of this method. A set of inexact management alternatives are considered in each duration on the basis of four criteria. Results indicated that the most desirable management strategy lied in action 15 for the 5-year, action 8 for the 10-year, action 12 for the 15-year, and action 2 for the 20-year management.
NASA Astrophysics Data System (ADS)
Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.
2011-12-01
Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently than traditional MCMC.
Automated variance reduction for MCNP using deterministic methods.
Sweezy, J; Brown, F; Booth, T; Chiaramonte, J; Preeg, B
2005-01-01
In order to reduce the user's time and the computer time needed to solve deep penetration problems, an automated variance reduction capability has been developed for the MCNP Monte Carlo transport code. This new variance reduction capability developed for MCNP5 employs the PARTISN multigroup discrete ordinates code to generate mesh-based weight windows. The technique of using deterministic methods to generate importance maps has been widely used to increase the efficiency of deep penetration Monte Carlo calculations. The application of this method in MCNP uses the existing mesh-based weight window feature to translate the MCNP geometry into geometry suitable for PARTISN. The adjoint flux, which is calculated with PARTISN, is used to generate mesh-based weight windows for MCNP. Additionally, the MCNP source energy spectrum can be biased based on the adjoint energy spectrum at the source location. This method can also use angle-dependent weight windows.
Generating moment matching scenarios using optimization techniques
Mehrotra, Sanjay; Papp, Dávid
2013-05-16
An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem thatmore » is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Here, empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems.« less
NASA Astrophysics Data System (ADS)
Beck, Joakim; Dia, Ben Mansour; Espath, Luis F. R.; Long, Quan; Tempone, Raúl
2018-06-01
In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of samples is small. These drawbacks can be avoided by using an importance sampling approach. We present a computationally efficient method for optimal Bayesian experimental design that introduces importance sampling based on the Laplace method to the inner loop. We derive the optimal values for the method parameters in which the average computational cost is minimized according to the desired error tolerance. We use three numerical examples to demonstrate the computational efficiency of our method compared with the classical double-loop Monte Carlo, and a more recent single-loop Monte Carlo method that uses the Laplace method as an approximation of the return value of the inner loop. The first example is a scalar problem that is linear in the uncertain parameter. The second example is a nonlinear scalar problem. The third example deals with the optimal sensor placement for an electrical impedance tomography experiment to recover the fiber orientation in laminate composites.
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.
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).
Impact of reconstruction parameters on quantitative I-131 SPECT
NASA Astrophysics Data System (ADS)
van Gils, C. A. J.; Beijst, C.; van Rooij, R.; de Jong, H. W. A. M.
2016-07-01
Radioiodine therapy using I-131 is widely used for treatment of thyroid disease or neuroendocrine tumors. Monitoring treatment by accurate dosimetry requires quantitative imaging. The high energy photons however render quantitative SPECT reconstruction challenging, potentially requiring accurate correction for scatter and collimator effects. The goal of this work is to assess the effectiveness of various correction methods on these effects using phantom studies. A SPECT/CT acquisition of the NEMA IEC body phantom was performed. Images were reconstructed using the following parameters: (1) without scatter correction, (2) with triple energy window (TEW) scatter correction and (3) with Monte Carlo-based scatter correction. For modelling the collimator-detector response (CDR), both (a) geometric Gaussian CDRs as well as (b) Monte Carlo simulated CDRs were compared. Quantitative accuracy, contrast to noise ratios and recovery coefficients were calculated, as well as the background variability and the residual count error in the lung insert. The Monte Carlo scatter corrected reconstruction method was shown to be intrinsically quantitative, requiring no experimentally acquired calibration factor. It resulted in a more accurate quantification of the background compartment activity density compared with TEW or no scatter correction. The quantification error relative to a dose calibrator derived measurement was found to be <1%,-26% and 33%, respectively. The adverse effects of partial volume were significantly smaller with the Monte Carlo simulated CDR correction compared with geometric Gaussian or no CDR modelling. Scatter correction showed a small effect on quantification of small volumes. When using a weighting factor, TEW correction was comparable to Monte Carlo reconstruction in all measured parameters, although this approach is clinically impractical since this factor may be patient dependent. Monte Carlo based scatter correction including accurately simulated CDR modelling is the most robust and reliable method to reconstruct accurate quantitative iodine-131 SPECT images.
NASA Astrophysics Data System (ADS)
Dieudonne, Cyril; Dumonteil, Eric; Malvagi, Fausto; M'Backé Diop, Cheikh
2014-06-01
For several years, Monte Carlo burnup/depletion codes have appeared, which couple Monte Carlo codes to simulate the neutron transport to deterministic methods, which handle the medium depletion due to the neutron flux. Solving Boltzmann and Bateman equations in such a way allows to track fine 3-dimensional effects and to get rid of multi-group hypotheses done by deterministic solvers. The counterpart is the prohibitive calculation time due to the Monte Carlo solver called at each time step. In this paper we present a methodology to avoid the repetitive and time-expensive Monte Carlo simulations, and to replace them by perturbation calculations: indeed the different burnup steps may be seen as perturbations of the isotopic concentration of an initial Monte Carlo simulation. In a first time we will present this method, and provide details on the perturbative technique used, namely the correlated sampling. In a second time the implementation of this method in the TRIPOLI-4® code will be discussed, as well as the precise calculation scheme a meme to bring important speed-up of the depletion calculation. Finally, this technique will be used to calculate the depletion of a REP-like assembly, studied at beginning of its cycle. After having validated the method with a reference calculation we will show that it can speed-up by nearly an order of magnitude standard Monte-Carlo depletion codes.
NASA Astrophysics Data System (ADS)
Einstein, Gnanatheepam; Udayakumar, Kanniyappan; Aruna, Prakasarao; Ganesan, Singaravelu
2017-03-01
Fluorescence of Protein has been widely used in diagnostic oncology for characterizing cellular metabolism. However, the intensity of fluorescence emission is affected due to the absorbers and scatterers in tissue, which may lead to error in estimating exact protein content in tissue. Extraction of intrinsic fluorescence from measured fluorescence has been achieved by different methods. Among them, Monte Carlo based method yields the highest accuracy for extracting intrinsic fluorescence. In this work, we have attempted to generate a lookup table for Monte Carlo simulation of fluorescence emission by protein. Furthermore, we fitted the generated lookup table using an empirical relation. The empirical relation between measured and intrinsic fluorescence is validated using tissue phantom experiments. The proposed relation can be used for estimating intrinsic fluorescence of protein for real-time diagnostic applications and thereby improving the clinical interpretation of fluorescence spectroscopic data.
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
Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media
NASA Astrophysics Data System (ADS)
Fichtner, A.; Simutė, S.
2017-12-01
We present a probabilistic seismic source inversion method that properly accounts for 3D heterogeneous Earth structure and provides full uncertainty information on the timing, location and mechanism of the event. Our method rests on two essential elements: (1) reciprocity and spectral-element simulations in complex media, and (2) Hamiltonian Monte Carlo sampling that requires only a small amount of test models. Using spectral-element simulations of 3D, visco-elastic, anisotropic wave propagation, we precompute a data base of the strain tensor in time and space by placing sources at the positions of receivers. Exploiting reciprocity, this receiver-side strain data base can be used to promptly compute synthetic seismograms at the receiver locations for any hypothetical source within the volume of interest. The rapid solution of the forward problem enables a Bayesian solution of the inverse problem. For this, we developed a variant of Hamiltonian Monte Carlo (HMC) sampling. Taking advantage of easily computable derivatives, HMC converges to the posterior probability density with orders of magnitude less samples than derivative-free Monte Carlo methods. (Exact numbers depend on observational errors and the quality of the prior). We apply our method to the Japanese Islands region where we previously constrained 3D structure of the crust and upper mantle using full-waveform inversion with a minimum period of around 15 s.
(U) Introduction to Monte Carlo Methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hungerford, Aimee L.
2017-03-20
Monte Carlo methods are very valuable for representing solutions to particle transport problems. Here we describe a “cook book” approach to handling the terms in a transport equation using Monte Carlo methods. Focus is on the mechanics of a numerical Monte Carlo code, rather than the mathematical foundations of the method.
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.
Two proposed convergence criteria for Monte Carlo solutions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Forster, R.A.; Pederson, S.P.; Booth, T.E.
1992-01-01
The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such asmore » statistical error reduction proportional to 1/[radical]N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf).« less
Wiklund, Kristin; Olivera, Gustavo H; Brahme, Anders; Lind, Bengt K
2008-07-01
To speed up dose calculation, an analytical pencil-beam method has been developed to calculate the mean radial dose distributions due to secondary electrons that are set in motion by light ions in water. For comparison, radial dose profiles calculated using a Monte Carlo technique have also been determined. An accurate comparison of the resulting radial dose profiles of the Bragg peak for (1)H(+), (4)He(2+) and (6)Li(3+) ions has been performed. The double differential cross sections for secondary electron production were calculated using the continuous distorted wave-eikonal initial state method (CDW-EIS). For the secondary electrons that are generated, the radial dose distribution for the analytical case is based on the generalized Gaussian pencil-beam method and the central axis depth-dose distributions are calculated using the Monte Carlo code PENELOPE. In the Monte Carlo case, the PENELOPE code was used to calculate the whole radial dose profile based on CDW data. The present pencil-beam and Monte Carlo calculations agree well at all radii. A radial dose profile that is shallower at small radii and steeper at large radii than the conventional 1/r(2) is clearly seen with both the Monte Carlo and pencil-beam methods. As expected, since the projectile velocities are the same, the dose profiles of Bragg-peak ions of 0.5 MeV (1)H(+), 2 MeV (4)He(2+) and 3 MeV (6)Li(3+) are almost the same, with about 30% more delta electrons in the sub keV range from (4)He(2+)and (6)Li(3+) compared to (1)H(+). A similar behavior is also seen for 1 MeV (1)H(+), 4 MeV (4)He(2+) and 6 MeV (6)Li(3+), all classically expected to have the same secondary electron cross sections. The results are promising and indicate a fast and accurate way of calculating the mean radial dose profile.
Propagating probability distributions of stand variables using sequential Monte Carlo methods
Jeffrey H. Gove
2009-01-01
A general probabilistic approach to stand yield estimation is developed based on sequential Monte Carlo filters, also known as particle filters. The essential steps in the development of the sampling importance resampling (SIR) particle filter are presented. The SIR filter is then applied to simulated and observed data showing how the 'predictor - corrector'...
A Monte Carlo method using octree structure in photon and electron transport
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ogawa, K.; Maeda, S.
Most of the early Monte Carlo calculations in medical physics were used to calculate absorbed dose distributions, and detector responses and efficiencies. Recently, data acquisition in Single Photon Emission CT (SPECT) has been simulated by a Monte Carlo method to evaluate scatter photons generated in a human body and a collimator. Monte Carlo simulations in SPECT data acquisition are generally based on the transport of photons only because the photons being simulated are low energy, and therefore the bremsstrahlung productions by the electrons generated are negligible. Since the transport calculation of photons without electrons is much simpler than that withmore » electrons, it is possible to accomplish the high-speed simulation in a simple object with one medium. Here, object description is important in performing the photon and/or electron transport using a Monte Carlo method efficiently. The authors propose a new description method using an octree representation of an object. Thus even if the boundaries of each medium are represented accurately, high-speed calculation of photon transport can be accomplished because the number of voxels is much fewer than that of the voxel-based approach which represents an object by a union of the voxels of the same size. This Monte Carlo code using the octree representation of an object first establishes the simulation geometry by reading octree string, which is produced by forming an octree structure from a set of serial sections for the object before the simulation; then it transports photons in the geometry. Using the code, if the user just prepares a set of serial sections for the object in which he or she wants to simulate photon trajectories, he or she can perform the simulation automatically using the suboptimal geometry simplified by the octree representation without forming the optimal geometry by handwriting.« less
Mosaicing of airborne LiDAR bathymetry strips based on Monte Carlo matching
NASA Astrophysics Data System (ADS)
Yang, Fanlin; Su, Dianpeng; Zhang, Kai; Ma, Yue; Wang, Mingwei; Yang, Anxiu
2017-09-01
This study proposes a new methodology for mosaicing airborne light detection and ranging (LiDAR) bathymetry (ALB) data based on Monte Carlo matching. Various errors occur in ALB data due to imperfect system integration and other interference factors. To account for these errors, a Monte Carlo matching algorithm based on a nonlinear least-squares adjustment model is proposed. First, the raw data of strip overlap areas were filtered according to their relative drift of depths. Second, a Monte Carlo model and nonlinear least-squares adjustment model were combined to obtain seven transformation parameters. Then, the multibeam bathymetric data were used to correct the initial strip during strip mosaicing. Finally, to evaluate the proposed method, the experimental results were compared with the results of the Iterative Closest Points (ICP) and three-dimensional Normal Distributions Transform (3D-NDT) algorithms. The results demonstrate that the algorithm proposed in this study is more robust and effective. When the quality of the raw data is poor, the Monte Carlo matching algorithm can still achieve centimeter-level accuracy for overlapping areas, which meets the accuracy of bathymetry required by IHO Standards for Hydrographic Surveys Special Publication No.44.
How Monte Carlo heuristics aid to identify the physical processes of drug release kinetics.
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.
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.
Large-cell Monte Carlo renormalization of irreversible growth processes
NASA Technical Reports Server (NTRS)
Nakanishi, H.; Family, F.
1985-01-01
Monte Carlo sampling is applied to a recently formulated direct-cell renormalization method for irreversible, disorderly growth processes. Large-cell Monte Carlo renormalization is carried out for various nonequilibrium problems based on the formulation dealing with relative probabilities. Specifically, the method is demonstrated by application to the 'true' self-avoiding walk and the Eden model of growing animals for d = 2, 3, and 4 and to the invasion percolation problem for d = 2 and 3. The results are asymptotically in agreement with expectations; however, unexpected complications arise, suggesting the possibility of crossovers, and in any case, demonstrating the danger of using small cells alone, because of the very slow convergence as the cell size b is extrapolated to infinity. The difficulty of applying the present method to the diffusion-limited-aggregation model, is commented on.
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.
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.
Monte Carlo Simulations and Generation of the SPI Response
NASA Technical Reports Server (NTRS)
Sturner, S. J.; Shrader, C. R.; Weidenspointner, G.; Teegarden, B. J.; Attie, D.; Diehl, R.; Ferguson, C.; Jean, P.; vonKienlin, A.
2003-01-01
In this paper we discuss the methods developed for the production of the INTEGRAL/SPI instrument response. The response files were produced using a suite of Monte Carlo simulation software developed at NASA/GSFC based on the GEANT-3 package available from CERN. The production of the INTEGRAL/SPI instrument response also required the development of a detailed computer mass model for SPI. We discuss our extensive investigations into methods to reduce both the computation time and storage requirements for the SPI response. We also discuss corrections to the simulated response based on our comparison of ground and inflight calibration data with MGEANT simulation.
Monte Carlo Simulations and Generation of the SPI Response
NASA Technical Reports Server (NTRS)
Sturner, S. J.; Shrader, C. R.; Weidenspointner, G.; Teegarden, B. J.; Attie, D.; Cordier, B.; Diehl, R.; Ferguson, C.; Jean, P.; vonKienlin, A.
2003-01-01
In this paper we discuss the methods developed for the production of the INTEGRAL/SPI instrument response. The response files were produced using a suite of Monte Carlo simulation software developed at NASA/GSFC based on the GEANT-3 package available from CERN. The production of the INTEGRAL/SPI instrument response also required the development of a detailed computer mass model for SPI. We discuss ow extensive investigations into methods to reduce both the computation time and storage requirements for the SPI response. We also discuss corrections to the simulated response based on our comparison of ground and infiight Calibration data with MGEANT simulations.
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.
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.
Wang, L; Lovelock, M; Chui, C S
1999-12-01
To further validate the Monte Carlo dose-calculation method [Med. Phys. 25, 867-878 (1998)] developed at the Memorial Sloan-Kettering Cancer Center, we have performed experimental verification in various inhomogeneous phantoms. The phantom geometries included simple layered slabs, a simulated bone column, a simulated missing-tissue hemisphere, and an anthropomorphic head geometry (Alderson Rando Phantom). The densities of the inhomogeneity range from 0.14 to 1.86 g/cm3, simulating both clinically relevant lunglike and bonelike materials. The data are reported as central axis depth doses, dose profiles, dose values at points of interest, such as points at the interface of two different media and in the "nasopharynx" region of the Rando head. The dosimeters used in the measurement included dosimetry film, TLD chips, and rods. The measured data were compared to that of Monte Carlo calculations for the same geometrical configurations. In the case of the Rando head phantom, a CT scan of the phantom was used to define the calculation geometry and to locate the points of interest. The agreement between the calculation and measurement is generally within 2.5%. This work validates the accuracy of the Monte Carlo method. While Monte Carlo, at present, is still too slow for routine treatment planning, it can be used as a benchmark against which other dose calculation methods can be compared.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Harding, Lawrence B.; Georgievskii, Yuri; Klippenstein, Stephen J.
Full dimensional analytic potential energy surfaces based on CCSD(T)/cc-pVTZ calculations have been determined for 48 small combustion related molecules. The analytic surfaces have been used in Diffusion Monte Carlo calculations of the anharmonic, zero point energies. Here, the resulting anharmonicity corrections are compared to vibrational perturbation theory results based both on the same level of electronic structure theory and on lower level electronic structure methods (B3LYP and MP2).
Harding, Lawrence B; Georgievskii, Yuri; Klippenstein, Stephen J
2017-06-08
Full-dimensional analytic potential energy surfaces based on CCSD(T)/cc-pVTZ calculations have been determined for 48 small combustion-related molecules. The analytic surfaces have been used in Diffusion Monte Carlo calculations of the anharmonic zero-point energies. The resulting anharmonicity corrections are compared to vibrational perturbation theory results based both on the same level of electronic structure theory and on lower-level electronic structure methods (B3LYP and MP2).
Harding, Lawrence B.; Georgievskii, Yuri; Klippenstein, Stephen J.
2017-05-17
Full dimensional analytic potential energy surfaces based on CCSD(T)/cc-pVTZ calculations have been determined for 48 small combustion related molecules. The analytic surfaces have been used in Diffusion Monte Carlo calculations of the anharmonic, zero point energies. Here, the resulting anharmonicity corrections are compared to vibrational perturbation theory results based both on the same level of electronic structure theory and on lower level electronic structure methods (B3LYP and MP2).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Piao, J; PLA 302 Hospital, Beijing; Xu, S
2016-06-15
Purpose: This study will use Monte Carlo to simulate the Cyberknife system, and intend to develop the third-party tool to evaluate the dose verification of specific patient plans in TPS. Methods: By simulating the treatment head using the BEAMnrc and DOSXYZnrc software, the comparison between the calculated and measured data will be done to determine the beam parameters. The dose distribution calculated in the Raytracing, Monte Carlo algorithms of TPS (Multiplan Ver4.0.2) and in-house Monte Carlo simulation method for 30 patient plans, which included 10 head, lung and liver cases in each, were analyzed. The γ analysis with the combinedmore » 3mm/3% criteria would be introduced to quantitatively evaluate the difference of the accuracy between three algorithms. Results: More than 90% of the global error points were less than 2% for the comparison of the PDD and OAR curves after determining the mean energy and FWHM.The relative ideal Monte Carlo beam model had been established. Based on the quantitative evaluation of dose accuracy for three algorithms, the results of γ analysis shows that the passing rates (84.88±9.67% for head,98.83±1.05% for liver,98.26±1.87% for lung) of PTV in 30 plans between Monte Carlo simulation and TPS Monte Carlo algorithms were good. And the passing rates (95.93±3.12%,99.84±0.33% in each) of PTV in head and liver plans between Monte Carlo simulation and TPS Ray-tracing algorithms were also good. But the difference of DVHs in lung plans between Monte Carlo simulation and Ray-tracing algorithms was obvious, and the passing rate (51.263±38.964%) of γ criteria was not good. It is feasible that Monte Carlo simulation was used for verifying the dose distribution of patient plans. Conclusion: Monte Carlo simulation algorithm developed in the CyberKnife system of this study can be used as a reference tool for the third-party tool, which plays an important role in dose verification of patient plans. This work was supported in part by the grant from Chinese Natural Science Foundation (Grant No. 11275105). Thanks for the support from Accuray Corp.« less
A Wigner Monte Carlo approach to density functional theory
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sellier, J.M., E-mail: jeanmichel.sellier@gmail.com; Dimov, I.
2014-08-01
In order to simulate quantum N-body systems, stationary and time-dependent density functional theories rely on the capacity of calculating the single-electron wave-functions of a system from which one obtains the total electron density (Kohn–Sham systems). In this paper, we introduce the use of the Wigner Monte Carlo method in ab-initio calculations. This approach allows time-dependent simulations of chemical systems in the presence of reflective and absorbing boundary conditions. It also enables an intuitive comprehension of chemical systems in terms of the Wigner formalism based on the concept of phase-space. Finally, being based on a Monte Carlo method, it scales verymore » well on parallel machines paving the way towards the time-dependent simulation of very complex molecules. A validation is performed by studying the electron distribution of three different systems, a Lithium atom, a Boron atom and a hydrogenic molecule. For the sake of simplicity, we start from initial conditions not too far from equilibrium and show that the systems reach a stationary regime, as expected (despite no restriction is imposed in the choice of the initial conditions). We also show a good agreement with the standard density functional theory for the hydrogenic molecule. These results demonstrate that the combination of the Wigner Monte Carlo method and Kohn–Sham systems provides a reliable computational tool which could, eventually, be applied to more sophisticated problems.« 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.
Boda, Dezső; Gillespie, Dirk
2012-03-13
We propose a procedure to compute the steady-state transport of charged particles based on the Nernst-Planck (NP) equation of electrodiffusion. To close the NP equation and to establish a relation between the concentration and electrochemical potential profiles, we introduce the Local Equilibrium Monte Carlo (LEMC) method. In this method, Grand Canonical Monte Carlo simulations are performed using the electrochemical potential specified for the distinct volume elements. An iteration procedure that self-consistently solves the NP and flux continuity equations with LEMC is shown to converge quickly. This NP+LEMC technique can be used in systems with diffusion of charged or uncharged particles in complex three-dimensional geometries, including systems with low concentrations and small applied voltages that are difficult for other particle simulation techniques.
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.
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.
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
Mi, Jin-Rui; Ma, Xiang; Zhang, Ya-Juan; Wang, Yi; Wen, Ya-Dong; Zhao, Long-Lian; Li, Jun-Hui; Zhang, Lu-Da
2011-04-01
The present paper builds a model based on Monte Carlo method in the projection of the blending tobacco. This model is made up of two parts: the projecting points of tobacco materials, whose coordinates are calculated by means of the PPF (projection based on principal component and Fisher criterion) projection method for the tobacco near-infrared spectrum; and the point of tobacco blend, which is produced by linear additive to the projecting point coordinates of tobacco materials. In order to analyze the projection points deviation from initial state levels, Monte Carlo method is introduced to simulate the differences and changes of raw material projection. The results indicate that there are two major factors affecting the relative deviation: the highest proportion of tobacco materials in the blend, which is too high to make the deviation under control; and the quantity of materials, which is so small to control the deviation. The conclusion is close to the principle of actual formulating designing, particularly, the more in the quantity while the lower in proportion of each. Finally the paper figures out the upper limit of the proportions in the different quantity of materials by theory. It also has important reference value for other agricultural products blend.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lloyd, S. A. M.; Ansbacher, W.; Department of Physics and Astronomy, University of Victoria, Victoria, British Columbia V8W 3P6
2013-01-15
Purpose: Acuros external beam (Acuros XB) is a novel dose calculation algorithm implemented through the ECLIPSE treatment planning system. The algorithm finds a deterministic solution to the linear Boltzmann transport equation, the same equation commonly solved stochastically by Monte Carlo methods. This work is an evaluation of Acuros XB, by comparison with Monte Carlo, for dose calculation applications involving high-density materials. Existing non-Monte Carlo clinical dose calculation algorithms, such as the analytic anisotropic algorithm (AAA), do not accurately model dose perturbations due to increased electron scatter within high-density volumes. Methods: Acuros XB, AAA, and EGSnrc based Monte Carlo are usedmore » to calculate dose distributions from 18 MV and 6 MV photon beams delivered to a cubic water phantom containing a rectangular high density (4.0-8.0 g/cm{sup 3}) volume at its center. The algorithms are also used to recalculate a clinical prostate treatment plan involving a unilateral hip prosthesis, originally evaluated using AAA. These results are compared graphically and numerically using gamma-index analysis. Radio-chromic film measurements are presented to augment Monte Carlo and Acuros XB dose perturbation data. Results: Using a 2% and 1 mm gamma-analysis, between 91.3% and 96.8% of Acuros XB dose voxels containing greater than 50% the normalized dose were in agreement with Monte Carlo data for virtual phantoms involving 18 MV and 6 MV photons, stainless steel and titanium alloy implants and for on-axis and oblique field delivery. A similar gamma-analysis of AAA against Monte Carlo data showed between 80.8% and 87.3% agreement. Comparing Acuros XB and AAA evaluations of a clinical prostate patient plan involving a unilateral hip prosthesis, Acuros XB showed good overall agreement with Monte Carlo while AAA underestimated dose on the upstream medial surface of the prosthesis due to electron scatter from the high-density material. Film measurements support the dose perturbations demonstrated by Monte Carlo and Acuros XB data. Conclusions: Acuros XB is shown to perform as well as Monte Carlo methods and better than existing clinical algorithms for dose calculations involving high-density volumes.« less
Hunt, J G; Watchman, C J; Bolch, W E
2007-01-01
Absorbed fraction (AF) calculations to the human skeletal tissues due to alpha particles are of interest to the internal dosimetry of occupationally exposed workers and members of the public. The transport of alpha particles through the skeletal tissue is complicated by the detailed and complex microscopic histology of the skeleton. In this study, both Monte Carlo and chord-based techniques were applied to the transport of alpha particles through 3-D microCT images of the skeletal microstructure of trabecular spongiosa. The Monte Carlo program used was 'Visual Monte Carlo--VMC'. VMC simulates the emission of the alpha particles and their subsequent energy deposition track. The second method applied to alpha transport is the chord-based technique, which randomly generates chord lengths across bone trabeculae and the marrow cavities via alternate and uniform sampling of their cumulative density functions. This paper compares the AF of energy to two radiosensitive skeletal tissues, active marrow and shallow active marrow, obtained with these two techniques.
Adaptive time-stepping Monte Carlo integration of Coulomb collisions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sarkimaki, Konsta; Hirvijoki, E.; Terava, J.
Here, we report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell–Jüttner statistics. The implementation is based on the Beliaev–Budker collision integral which allows both the test particle and the background plasma to be relativistic. The integration method supports adaptive time stepping, which is shown to greatly improve the computational efficiency. The Monte Carlo method is implemented for both the three-dimensional particle momentum space and the five-dimensional guiding center phase space.
Adaptive time-stepping Monte Carlo integration of Coulomb collisions
Sarkimaki, Konsta; Hirvijoki, E.; Terava, J.
2017-10-12
Here, we report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell–Jüttner statistics. The implementation is based on the Beliaev–Budker collision integral which allows both the test particle and the background plasma to be relativistic. The integration method supports adaptive time stepping, which is shown to greatly improve the computational efficiency. The Monte Carlo method is implemented for both the three-dimensional particle momentum space and the five-dimensional guiding center phase space.
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.
Fast and accurate quantum molecular dynamics of dense plasmas across temperature regimes
Sjostrom, Travis; Daligault, Jerome
2014-10-10
Here, we develop and implement a new quantum molecular dynamics approximation that allows fast and accurate simulations of dense plasmas from cold to hot conditions. The method is based on a carefully designed orbital-free implementation of density functional theory. The results for hydrogen and aluminum are in very good agreement with Kohn-Sham (orbital-based) density functional theory and path integral Monte Carlo calculations for microscopic features such as the electron density as well as the equation of state. The present approach does not scale with temperature and hence extends to higher temperatures than is accessible in the Kohn-Sham method and lowermore » temperatures than is accessible by path integral Monte Carlo calculations, while being significantly less computationally expensive than either of those two methods.« less
Molecular Monte Carlo Simulations Using Graphics Processing Units: To Waste Recycle or Not?
Kim, Jihan; Rodgers, Jocelyn M; Athènes, Manuel; Smit, Berend
2011-10-11
In the waste recycling Monte Carlo (WRMC) algorithm, (1) multiple trial states may be simultaneously generated and utilized during Monte Carlo moves to improve the statistical accuracy of the simulations, suggesting that such an algorithm may be well posed for implementation in parallel on graphics processing units (GPUs). In this paper, we implement two waste recycling Monte Carlo algorithms in CUDA (Compute Unified Device Architecture) using uniformly distributed random trial states and trial states based on displacement random-walk steps, and we test the methods on a methane-zeolite MFI framework system to evaluate their utility. We discuss the specific implementation details of the waste recycling GPU algorithm and compare the methods to other parallel algorithms optimized for the framework system. We analyze the relationship between the statistical accuracy of our simulations and the CUDA block size to determine the efficient allocation of the GPU hardware resources. We make comparisons between the GPU and the serial CPU Monte Carlo implementations to assess speedup over conventional microprocessors. Finally, we apply our optimized GPU algorithms to the important problem of determining free energy landscapes, in this case for molecular motion through the zeolite LTA.
Radiative interactions in multi-dimensional chemically reacting flows using Monte Carlo simulations
NASA Technical Reports Server (NTRS)
Liu, Jiwen; Tiwari, Surendra N.
1994-01-01
The Monte Carlo method (MCM) is applied to analyze radiative heat transfer in nongray gases. The nongray model employed is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. The amount and transfer of the emitted radiative energy in a finite volume element within a medium are considered in an exact manner. The spectral correlation between transmittances of two different segments of the same path in a medium makes the statistical relationship different from the conventional relationship, which only provides the non-correlated results for nongray methods is discussed. Validation of the Monte Carlo formulations is conducted by comparing results of this method of other solutions. In order to further establish the validity of the MCM, a relatively simple problem of radiative interactions in laminar parallel plate flows is considered. One-dimensional correlated Monte Carlo formulations are applied to investigate radiative heat transfer. The nongray Monte Carlo solutions are also obtained for the same problem and they also essentially match the available analytical solutions. the exact correlated and non-correlated Monte Carlo formulations are very complicated for multi-dimensional systems. However, by introducing the assumption of an infinitesimal volume element, the approximate correlated and non-correlated formulations are obtained which are much simpler than the exact formulations. Consideration of different problems and comparison of different solutions reveal that the approximate and exact correlated solutions agree very well, and so do the approximate and exact non-correlated solutions. However, the two non-correlated solutions have no physical meaning because they significantly differ from the correlated solutions. An accurate prediction of radiative heat transfer in any nongray and multi-dimensional system is possible by using the approximate correlated formulations. Radiative interactions are investigated in chemically reacting compressible flows of premixed hydrogen and air in an expanding nozzle. The governing equations are based on the fully elliptic Navier-Stokes equations. Chemical reaction mechanisms were described by a finite rate chemistry model. The correlated Monte Carlo method developed earlier was employed to simulate multi-dimensional radiative heat transfer. Results obtained demonstrate that radiative effects on the flowfield are minimal but radiative effects on the wall heat transfer are significant. Extensive parametric studies are conducted to investigate the effects of equivalence ratio, wall temperature, inlet flow temperature, and nozzle size on the radiative and conductive wall fluxes.
Monte Carlo Methods in Materials Science Based on FLUKA and ROOT
NASA Technical Reports Server (NTRS)
Pinsky, Lawrence; Wilson, Thomas; Empl, Anton; Andersen, Victor
2003-01-01
A comprehensive understanding of mitigation measures for space radiation protection necessarily involves the relevant fields of nuclear physics and particle transport modeling. One method of modeling the interaction of radiation traversing matter is Monte Carlo analysis, a subject that has been evolving since the very advent of nuclear reactors and particle accelerators in experimental physics. Countermeasures for radiation protection from neutrons near nuclear reactors, for example, were an early application and Monte Carlo methods were quickly adapted to this general field of investigation. The project discussed here is concerned with taking the latest tools and technology in Monte Carlo analysis and adapting them to space applications such as radiation shielding design for spacecraft, as well as investigating how next-generation Monte Carlos can complement the existing analytical methods currently used by NASA. We have chosen to employ the Monte Carlo program known as FLUKA (A legacy acronym based on the German for FLUctuating KAscade) used to simulate all of the particle transport, and the CERN developed graphical-interface object-oriented analysis software called ROOT. One aspect of space radiation analysis for which the Monte Carlo s are particularly suited is the study of secondary radiation produced as albedoes in the vicinity of the structural geometry involved. This broad goal of simulating space radiation transport through the relevant materials employing the FLUKA code necessarily requires the addition of the capability to simulate all heavy-ion interactions from 10 MeV/A up to the highest conceivable energies. For all energies above 3 GeV/A the Dual Parton Model (DPM) is currently used, although the possible improvement of the DPMJET event generator for energies 3-30 GeV/A is being considered. One of the major tasks still facing us is the provision for heavy ion interactions below 3 GeV/A. The ROOT interface is being developed in conjunction with the CERN ALICE (A Large Ion Collisions Experiment) software team through an adaptation of their existing AliROOT (ALICE Using ROOT) architecture. In order to check our progress against actual data, we have chosen to simulate the ATIC14 (Advanced Thin Ionization Calorimeter) cosmic-ray astrophysics balloon payload as well as neutron fluences in the Mir spacecraft. This paper contains a summary of status of this project, and a roadmap to its successful completion.
Computer Simulation as an Aid for Management of an Information System.
ERIC Educational Resources Information Center
Simmonds, W. H.; And Others
The aim of this study was to develop methods, based upon computer simulation, of designing information systems and illustrate the use of these methods by application to an information service. The method developed is based upon Monte Carlo and discrete event simulation techniques and is described in an earlier report - Sira report R412 Organizing…
ME(SSY)**2: Monte Carlo Code for Star Cluster Simulations
NASA Astrophysics Data System (ADS)
Freitag, Marc Dewi
2013-02-01
ME(SSY)**2 stands for “Monte-carlo Experiments with Spherically SYmmetric Stellar SYstems." This code simulates the long term evolution of spherical clusters of stars; it was devised specifically to treat dense galactic nuclei. It is based on the pioneering Monte Carlo scheme proposed by Hénon in the 70's and includes all relevant physical ingredients (2-body relaxation, stellar mass spectrum, collisions, tidal disruption, ldots). It is basically a Monte Carlo resolution of the Fokker-Planck equation. It can cope with any stellar mass spectrum or velocity distribution. Being a particle-based method, it also allows one to take stellar collisions into account in a very realistic way. This unique code, featuring most important physical processes, allows million particle simulations, spanning a Hubble time, in a few CPU days on standard personal computers and provides a wealth of data only rivalized by N-body simulations. The current version of the software requires the use of routines from the "Numerical Recipes in Fortran 77" (http://www.nrbook.com/a/bookfpdf.php).
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.
Bayesian inference based on dual generalized order statistics from the exponentiated Weibull model
NASA Astrophysics Data System (ADS)
Al Sobhi, Mashail M.
2015-02-01
Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.
Calculation of out-of-field dose distribution in carbon-ion radiotherapy by Monte Carlo simulation.
Yonai, Shunsuke; Matsufuji, Naruhiro; Namba, Masao
2012-08-01
Recent radiotherapy technologies including carbon-ion radiotherapy can improve the dose concentration in the target volume, thereby not only reducing side effects in organs at risk but also the secondary cancer risk within or near the irradiation field. However, secondary cancer risk in the low-dose region is considered to be non-negligible, especially for younger patients. To achieve a dose estimation of the whole body of each patient receiving carbon-ion radiotherapy, which is essential for risk assessment and epidemiological studies, Monte Carlo simulation plays an important role because the treatment planning system can provide dose distribution only in∕near the irradiation field and the measured data are limited. However, validation of Monte Carlo simulations is necessary. The primary purpose of this study was to establish a calculation method using the Monte Carlo code to estimate the dose and quality factor in the body and to validate the proposed method by comparison with experimental data. Furthermore, we show the distributions of dose equivalent in a phantom and identify the partial contribution of each radiation type. We proposed a calculation method based on a Monte Carlo simulation using the PHITS code to estimate absorbed dose, dose equivalent, and dose-averaged quality factor by using the Q(L)-L relationship based on the ICRP 60 recommendation. The values obtained by this method in modeling the passive beam line at the Heavy-Ion Medical Accelerator in Chiba were compared with our previously measured data. It was shown that our calculation model can estimate the measured value within a factor of 2, which included not only the uncertainty of this calculation method but also those regarding the assumptions of the geometrical modeling and the PHITS code. Also, we showed the differences in the doses and the partial contributions of each radiation type between passive and active carbon-ion beams using this calculation method. These results indicated that it is essentially important to include the dose by secondary neutrons in the assessment of the secondary cancer risk of patients receiving carbon-ion radiotherapy with active as well as passive beams. We established a calculation method with a Monte Carlo simulation to estimate the distribution of dose equivalent in the body as a first step toward routine risk assessment and an epidemiological study of carbon-ion radiotherapy at NIRS. This method has the advantage of being verifiable by the measurement.
Discrete Diffusion Monte Carlo for Electron Thermal Transport
NASA Astrophysics Data System (ADS)
Chenhall, Jeffrey; Cao, Duc; Wollaeger, Ryan; Moses, Gregory
2014-10-01
The iSNB (implicit Schurtz Nicolai Busquet electron thermal transport method of Cao et al. is adapted to a Discrete Diffusion Monte Carlo (DDMC) solution method for eventual inclusion in a hybrid IMC-DDMC (Implicit Monte Carlo) method. The hybrid method will combine the efficiency of a diffusion method in short mean free path regions with the accuracy of a transport method in long mean free path regions. The Monte Carlo nature of the approach allows the algorithm to be massively parallelized. Work to date on the iSNB-DDMC method will be presented. This work was supported by Sandia National Laboratory - Albuquerque.
A Machine Learning Method for the Prediction of Receptor Activation in the Simulation of Synapses
Montes, Jesus; Gomez, Elena; Merchán-Pérez, Angel; DeFelipe, Javier; Peña, Jose-Maria
2013-01-01
Chemical synaptic transmission involves the release of a neurotransmitter that diffuses in the extracellular space and interacts with specific receptors located on the postsynaptic membrane. Computer simulation approaches provide fundamental tools for exploring various aspects of the synaptic transmission under different conditions. In particular, Monte Carlo methods can track the stochastic movements of neurotransmitter molecules and their interactions with other discrete molecules, the receptors. However, these methods are computationally expensive, even when used with simplified models, preventing their use in large-scale and multi-scale simulations of complex neuronal systems that may involve large numbers of synaptic connections. We have developed a machine-learning based method that can accurately predict relevant aspects of the behavior of synapses, such as the percentage of open synaptic receptors as a function of time since the release of the neurotransmitter, with considerably lower computational cost compared with the conventional Monte Carlo alternative. The method is designed to learn patterns and general principles from a corpus of previously generated Monte Carlo simulations of synapses covering a wide range of structural and functional characteristics. These patterns are later used as a predictive model of the behavior of synapses under different conditions without the need for additional computationally expensive Monte Carlo simulations. This is performed in five stages: data sampling, fold creation, machine learning, validation and curve fitting. The resulting procedure is accurate, automatic, and it is general enough to predict synapse behavior under experimental conditions that are different to the ones it has been trained on. Since our method efficiently reproduces the results that can be obtained with Monte Carlo simulations at a considerably lower computational cost, it is suitable for the simulation of high numbers of synapses and it is therefore an excellent tool for multi-scale simulations. PMID:23894367
Monte Carlo simulation: Its status and future
DOE Office of Scientific and Technical Information (OSTI.GOV)
Murtha, J.A.
1997-04-01
Monte Carlo simulation is a statistics-based analysis tool that yields probability-vs.-value relationships for key parameters, including oil and gas reserves, capital exposure, and various economic yardsticks, such as net present value (NPV) and return on investment (ROI). Monte Carlo simulation is a part of risk analysis and is sometimes performed in conjunction with or as an alternative to decision [tree] analysis. The objectives are (1) to define Monte Carlo simulation in a more general context of risk and decision analysis; (2) to provide some specific applications, which can be interrelated; (3) to respond to some of the criticisms; (4) tomore » offer some cautions about abuses of the method and recommend how to avoid the pitfalls; and (5) to predict what the future has in store.« less
Kohno, R; Hotta, K; Nishioka, S; Matsubara, K; Tansho, R; Suzuki, T
2011-11-21
We implemented the simplified Monte Carlo (SMC) method on graphics processing unit (GPU) architecture under the computer-unified device architecture platform developed by NVIDIA. The GPU-based SMC was clinically applied for four patients with head and neck, lung, or prostate cancer. The results were compared to those obtained by a traditional CPU-based SMC with respect to the computation time and discrepancy. In the CPU- and GPU-based SMC calculations, the estimated mean statistical errors of the calculated doses in the planning target volume region were within 0.5% rms. The dose distributions calculated by the GPU- and CPU-based SMCs were similar, within statistical errors. The GPU-based SMC showed 12.30-16.00 times faster performance than the CPU-based SMC. The computation time per beam arrangement using the GPU-based SMC for the clinical cases ranged 9-67 s. The results demonstrate the successful application of the GPU-based SMC to a clinical proton treatment planning.
Wei, Wei; Larrey-Lassalle, Pyrène; Faure, Thierry; Dumoulin, Nicolas; Roux, Philippe; Mathias, Jean-Denis
2016-03-01
Comparative decision making process is widely used to identify which option (system, product, service, etc.) has smaller environmental footprints and for providing recommendations that help stakeholders take future decisions. However, the uncertainty problem complicates the comparison and the decision making. Probability-based decision support in LCA is a way to help stakeholders in their decision-making process. It calculates the decision confidence probability which expresses the probability of a option to have a smaller environmental impact than the one of another option. Here we apply the reliability theory to approximate the decision confidence probability. We compare the traditional Monte Carlo method with a reliability method called FORM method. The Monte Carlo method needs high computational time to calculate the decision confidence probability. The FORM method enables us to approximate the decision confidence probability with fewer simulations than the Monte Carlo method by approximating the response surface. Moreover, the FORM method calculates the associated importance factors that correspond to a sensitivity analysis in relation to the probability. The importance factors allow stakeholders to determine which factors influence their decision. Our results clearly show that the reliability method provides additional useful information to stakeholders as well as it reduces the computational time.
Kinetic Monte Carlo Method for Rule-based Modeling of Biochemical Networks
Yang, Jin; Monine, Michael I.; Faeder, James R.; Hlavacek, William S.
2009-01-01
We present a kinetic Monte Carlo method for simulating chemical transformations specified by reaction rules, which can be viewed as generators of chemical reactions, or equivalently, definitions of reaction classes. A rule identifies the molecular components involved in a transformation, how these components change, conditions that affect whether a transformation occurs, and a rate law. The computational cost of the method, unlike conventional simulation approaches, is independent of the number of possible reactions, which need not be specified in advance or explicitly generated in a simulation. To demonstrate the method, we apply it to study the kinetics of multivalent ligand-receptor interactions. We expect the method will be useful for studying cellular signaling systems and other physical systems involving aggregation phenomena. PMID:18851068
A Monte Carlo simulation based inverse propagation method for stochastic model updating
NASA Astrophysics Data System (ADS)
Bao, Nuo; Wang, Chunjie
2015-08-01
This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Matthew Ellis; Derek Gaston; Benoit Forget
In recent years the use of Monte Carlo methods for modeling reactors has become feasible due to the increasing availability of massively parallel computer systems. One of the primary challenges yet to be fully resolved, however, is the efficient and accurate inclusion of multiphysics feedback in Monte Carlo simulations. The research in this paper presents a preliminary coupling of the open source Monte Carlo code OpenMC with the open source Multiphysics Object-Oriented Simulation Environment (MOOSE). The coupling of OpenMC and MOOSE will be used to investigate efficient and accurate numerical methods needed to include multiphysics feedback in Monte Carlo codes.more » An investigation into the sensitivity of Doppler feedback to fuel temperature approximations using a two dimensional 17x17 PWR fuel assembly is presented in this paper. The results show a functioning multiphysics coupling between OpenMC and MOOSE. The coupling utilizes Functional Expansion Tallies to accurately and efficiently transfer pin power distributions tallied in OpenMC to unstructured finite element meshes used in MOOSE. The two dimensional PWR fuel assembly case also demonstrates that for a simplified model the pin-by-pin doppler feedback can be adequately replicated by scaling a representative pin based on pin relative powers.« less
Quasi-Monte Carlo Methods Applied to Tau-Leaping in Stochastic Biological Systems.
Beentjes, Casper H L; Baker, Ruth E
2018-05-25
Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random number input stream in a simulation procedure by a low-discrepancy number input stream, variance reductions of several orders have been observed in financial applications. Analysis of stochastic effects in well-mixed chemical reaction networks often relies on sample path simulation using Monte Carlo methods, even though these methods suffer from typical slow [Formula: see text] convergence rates as a function of the number of sample paths N. This paper investigates the combination of (randomised) quasi-Monte Carlo methods with an efficient sample path simulation procedure, namely [Formula: see text]-leaping. We show that this combination is often more effective than traditional Monte Carlo simulation in terms of the decay of statistical errors. The observed convergence rate behaviour is, however, non-trivial due to the discrete nature of the models of chemical reactions. We explain how this affects the performance of quasi-Monte Carlo methods by looking at a test problem in standard quadrature.
NASA Astrophysics Data System (ADS)
Palenčár, Rudolf; Sopkuliak, Peter; Palenčár, Jakub; Ďuriš, Stanislav; Suroviak, Emil; Halaj, Martin
2017-06-01
Evaluation of uncertainties of the temperature measurement by standard platinum resistance thermometer calibrated at the defining fixed points according to ITS-90 is a problem that can be solved in different ways. The paper presents a procedure based on the propagation of distributions using the Monte Carlo method. The procedure employs generation of pseudo-random numbers for the input variables of resistances at the defining fixed points, supposing the multivariate Gaussian distribution for input quantities. This allows taking into account the correlations among resistances at the defining fixed points. Assumption of Gaussian probability density function is acceptable, with respect to the several sources of uncertainties of resistances. In the case of uncorrelated resistances at the defining fixed points, the method is applicable to any probability density function. Validation of the law of propagation of uncertainty using the Monte Carlo method is presented on the example of specific data for 25 Ω standard platinum resistance thermometer in the temperature range from 0 to 660 °C. Using this example, we demonstrate suitability of the method by validation of its results.
COMPARISON OF MONTE CARLO METHODS FOR NONLINEAR RADIATION TRANSPORT
DOE Office of Scientific and Technical Information (OSTI.GOV)
W. R. MARTIN; F. B. BROWN
2001-03-01
Five Monte Carlo methods for solving the nonlinear thermal radiation transport equations are compared. The methods include the well-known Implicit Monte Carlo method (IMC) developed by Fleck and Cummings, an alternative to IMC developed by Carter and Forest, an ''exact'' method recently developed by Ahrens and Larsen, and two methods recently proposed by Martin and Brown. The five Monte Carlo methods are developed and applied to the radiation transport equation in a medium assuming local thermodynamic equilibrium. Conservation of energy is derived and used to define appropriate material energy update equations for each of the methods. Details of the Montemore » Carlo implementation are presented, both for the random walk simulation and the material energy update. Simulation results for all five methods are obtained for two infinite medium test problems and a 1-D test problem, all of which have analytical solutions. Conclusions regarding the relative merits of the various schemes are presented.« less
Hey, Jody; Nielsen, Rasmus
2007-01-01
In 1988, Felsenstein described a framework for assessing the likelihood of a genetic data set in which all of the possible genealogical histories of the data are considered, each in proportion to their probability. Although not analytically solvable, several approaches, including Markov chain Monte Carlo methods, have been developed to find approximate solutions. Here, we describe an approach in which Markov chain Monte Carlo simulations are used to integrate over the space of genealogies, whereas other parameters are integrated out analytically. The result is an approximation to the full joint posterior density of the model parameters. For many purposes, this function can be treated as a likelihood, thereby permitting likelihood-based analyses, including likelihood ratio tests of nested models. Several examples, including an application to the divergence of chimpanzee subspecies, are provided. PMID:17301231
NASA Astrophysics Data System (ADS)
Graham, Eleanor; Cuore Collaboration
2017-09-01
The CUORE experiment is a large-scale bolometric detector seeking to observe the never-before-seen process of neutrinoless double beta decay. Predictions for CUORE's sensitivity to neutrinoless double beta decay allow for an understanding of the half-life ranges that the detector can probe, and also to evaluate the relative importance of different detector parameters. Currently, CUORE uses a Bayesian analysis based in BAT, which uses Metropolis-Hastings Markov Chain Monte Carlo, for its sensitivity studies. My work evaluates the viability and potential improvements of switching the Bayesian analysis to Hamiltonian Monte Carlo, realized through the program Stan and its Morpho interface. I demonstrate that the BAT study can be successfully recreated in Stan, and perform a detailed comparison between the results and computation times of the two methods.
Bayes factors for the linear ballistic accumulator model of decision-making.
Evans, Nathan J; Brown, Scott D
2018-04-01
Evidence accumulation models of decision-making have led to advances in several different areas of psychology. These models provide a way to integrate response time and accuracy data, and to describe performance in terms of latent cognitive processes. Testing important psychological hypotheses using cognitive models requires a method to make inferences about different versions of the models which assume different parameters to cause observed effects. The task of model-based inference using noisy data is difficult, and has proven especially problematic with current model selection methods based on parameter estimation. We provide a method for computing Bayes factors through Monte-Carlo integration for the linear ballistic accumulator (LBA; Brown and Heathcote, 2008), a widely used evidence accumulation model. Bayes factors are used frequently for inference with simpler statistical models, and they do not require parameter estimation. In order to overcome the computational burden of estimating Bayes factors via brute force integration, we exploit general purpose graphical processing units; we provide free code for this. This approach allows estimation of Bayes factors via Monte-Carlo integration within a practical time frame. We demonstrate the method using both simulated and real data. We investigate the stability of the Monte-Carlo approximation, and the LBA's inferential properties, in simulation studies.
Satake, S; Park, J-K; Sugama, H; Kanno, R
2011-07-29
Neoclassical toroidal viscosities (NTVs) in tokamaks are investigated using a δf Monte Carlo simulation, and are successfully verified with a combined analytic theory over a wide range of collisionality. A Monte Carlo simulation has been required in the study of NTV since the complexities in guiding-center orbits of particles and their collisions cannot be fully investigated by any means of analytic theories alone. Results yielded the details of the complex NTV dependency on particle precessions and collisions, which were predicted roughly in a combined analytic theory. Both numerical and analytic methods can be utilized and extended based on these successful verifications.
Advanced Computational Methods for Monte Carlo Calculations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brown, Forrest B.
This course is intended for graduate students who already have a basic understanding of Monte Carlo methods. It focuses on advanced topics that may be needed for thesis research, for developing new state-of-the-art methods, or for working with modern production Monte Carlo codes.
Kinetic Monte Carlo Simulation of Cation Diffusion in Low-K Ceramics
NASA Technical Reports Server (NTRS)
Good, Brian
2013-01-01
Low thermal conductivity (low-K) ceramic materials are of interest to the aerospace community for use as the thermal barrier component of coating systems for turbine engine components. In particular, zirconia-based materials exhibit both low thermal conductivity and structural stability at high temperature, making them suitable for such applications. Because creep is one of the potential failure modes, and because diffusion is a mechanism by which creep takes place, we have performed computer simulations of cation diffusion in a variety of zirconia-based low-K materials. The kinetic Monte Carlo simulation method is an alternative to the more widely known molecular dynamics (MD) method. It is designed to study "infrequent-event" processes, such as diffusion, for which MD simulation can be highly inefficient. We describe the results of kinetic Monte Carlo computer simulations of cation diffusion in several zirconia-based materials, specifically, zirconia doped with Y, Gd, Nb and Yb. Diffusion paths are identified, and migration energy barriers are obtained from density functional calculations and from the literature. We present results on the temperature dependence of the diffusivity, and on the effects of the presence of oxygen vacancies in cation diffusion barrier complexes as well.
NOTE: Acceleration of Monte Carlo-based scatter compensation for cardiac SPECT
NASA Astrophysics Data System (ADS)
Sohlberg, A.; Watabe, H.; Iida, H.
2008-07-01
Single proton emission computed tomography (SPECT) images are degraded by photon scatter making scatter compensation essential for accurate reconstruction. Reconstruction-based scatter compensation with Monte Carlo (MC) modelling of scatter shows promise for accurate scatter correction, but it is normally hampered by long computation times. The aim of this work was to accelerate the MC-based scatter compensation using coarse grid and intermittent scatter modelling. The acceleration methods were compared to un-accelerated implementation using MC-simulated projection data of the mathematical cardiac torso (MCAT) phantom modelling 99mTc uptake and clinical myocardial perfusion studies. The results showed that when combined the acceleration methods reduced the reconstruction time for 10 ordered subset expectation maximization (OS-EM) iterations from 56 to 11 min without a significant reduction in image quality indicating that the coarse grid and intermittent scatter modelling are suitable for MC-based scatter compensation in cardiac SPECT.
Vectorized Monte Carlo methods for reactor lattice analysis
NASA Technical Reports Server (NTRS)
Brown, F. B.
1984-01-01
Some of the new computational methods and equivalent mathematical representations of physics models used in the MCV code, a vectorized continuous-enery Monte Carlo code for use on the CYBER-205 computer are discussed. While the principal application of MCV is the neutronics analysis of repeating reactor lattices, the new methods used in MCV should be generally useful for vectorizing Monte Carlo for other applications. For background, a brief overview of the vector processing features of the CYBER-205 is included, followed by a discussion of the fundamentals of Monte Carlo vectorization. The physics models used in the MCV vectorized Monte Carlo code are then summarized. The new methods used in scattering analysis are presented along with details of several key, highly specialized computational routines. Finally, speedups relative to CDC-7600 scalar Monte Carlo are discussed.
External Aiding Methods for IMU-Based Navigation
2016-11-26
Carlo simulation and particle filtering . This approach allows for the utilization of highly complex systems in a black box configuration with minimal...alternative method, which has the advantage of being less computationally demanding, is to use a Kalman filtering -based approach. The particular...Kalman filtering -based approach used here is known as linear covariance analysis. In linear covariance analysis, the nonlinear systems describing the
Effective description of a 3D object for photon transportation in Monte Carlo simulation
NASA Astrophysics Data System (ADS)
Suganuma, R.; Ogawa, K.
2000-06-01
Photon transport simulation by means of the Monte Carlo method is an indispensable technique for examining scatter and absorption correction methods in SPECT and PET. The authors have developed a method for object description with maximum size regions (maximum rectangular regions: MRRs) to speed up photon transport simulation, and compared the computation time with that for conventional object description methods, a voxel-based (VB) method and an octree method, in the simulations of two kinds of phantoms. The simulation results showed that the computation time with the proposed method became about 50% of that with the VD method and about 70% of that with the octree method for a high resolution MCAT phantom. Here, details of the expansion of the MRR method to three dimensions are given. Moreover, the effectiveness of the proposed method was compared with the VB and octree methods.
Subtle Monte Carlo Updates in Dense Molecular Systems.
Bottaro, Sandro; Boomsma, Wouter; E Johansson, Kristoffer; Andreetta, Christian; Hamelryck, Thomas; Ferkinghoff-Borg, Jesper
2012-02-14
Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce a kinetic algorithm, CRISP, that greatly enhances the sampling efficiency in all-atom MC simulations of dense systems. The algorithm is based on an exact analytical solution to the classic chain-closure problem, making it possible to express the interdependencies among degrees of freedom in the molecule as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions.
The Monte Carlo Method. Popular Lectures in Mathematics.
ERIC Educational Resources Information Center
Sobol', I. M.
The Monte Carlo Method is a method of approximately solving mathematical and physical problems by the simulation of random quantities. The principal goal of this booklet is to suggest to specialists in all areas that they will encounter problems which can be solved by the Monte Carlo Method. Part I of the booklet discusses the simulation of random…
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
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).
TH-E-18A-01: Developments in Monte Carlo Methods for Medical Imaging
DOE Office of Scientific and Technical Information (OSTI.GOV)
Badal, A; Zbijewski, W; Bolch, W
Monte Carlo simulation methods are widely used in medical physics research and are starting to be implemented in clinical applications such as radiation therapy planning systems. Monte Carlo simulations offer the capability to accurately estimate quantities of interest that are challenging to measure experimentally while taking into account the realistic anatomy of an individual patient. Traditionally, practical application of Monte Carlo simulation codes in diagnostic imaging was limited by the need for large computational resources or long execution times. However, recent advancements in high-performance computing hardware, combined with a new generation of Monte Carlo simulation algorithms and novel postprocessing methods,more » are allowing for the computation of relevant imaging parameters of interest such as patient organ doses and scatter-to-primaryratios in radiographic projections in just a few seconds using affordable computational resources. Programmable Graphics Processing Units (GPUs), for example, provide a convenient, affordable platform for parallelized Monte Carlo executions that yield simulation times on the order of 10{sup 7} xray/ s. Even with GPU acceleration, however, Monte Carlo simulation times can be prohibitive for routine clinical practice. To reduce simulation times further, variance reduction techniques can be used to alter the probabilistic models underlying the x-ray tracking process, resulting in lower variance in the results without biasing the estimates. Other complementary strategies for further reductions in computation time are denoising of the Monte Carlo estimates and estimating (scoring) the quantity of interest at a sparse set of sampling locations (e.g. at a small number of detector pixels in a scatter simulation) followed by interpolation. Beyond reduction of the computational resources required for performing Monte Carlo simulations in medical imaging, the use of accurate representations of patient anatomy is crucial to the virtual generation of medical images and accurate estimation of radiation dose and other imaging parameters. For this, detailed computational phantoms of the patient anatomy must be utilized and implemented within the radiation transport code. Computational phantoms presently come in one of three format types, and in one of four morphometric categories. Format types include stylized (mathematical equation-based), voxel (segmented CT/MR images), and hybrid (NURBS and polygon mesh surfaces). Morphometric categories include reference (small library of phantoms by age at 50th height/weight percentile), patient-dependent (larger library of phantoms at various combinations of height/weight percentiles), patient-sculpted (phantoms altered to match the patient's unique outer body contour), and finally, patient-specific (an exact representation of the patient with respect to both body contour and internal anatomy). The existence and availability of these phantoms represents a very important advance for the simulation of realistic medical imaging applications using Monte Carlo methods. New Monte Carlo simulation codes need to be thoroughly validated before they can be used to perform novel research. Ideally, the validation process would involve comparison of results with those of an experimental measurement, but accurate replication of experimental conditions can be very challenging. It is very common to validate new Monte Carlo simulations by replicating previously published simulation results of similar experiments. This process, however, is commonly problematic due to the lack of sufficient information in the published reports of previous work so as to be able to replicate the simulation in detail. To aid in this process, the AAPM Task Group 195 prepared a report in which six different imaging research experiments commonly performed using Monte Carlo simulations are described and their results provided. The simulation conditions of all six cases are provided in full detail, with all necessary data on material composition, source, geometry, scoring and other parameters provided. The results of these simulations when performed with the four most common publicly available Monte Carlo packages are also provided in tabular form. The Task Group 195 Report will be useful for researchers needing to validate their Monte Carlo work, and for trainees needing to learn Monte Carlo simulation methods. In this symposium we will review the recent advancements in highperformance computing hardware enabling the reduction in computational resources needed for Monte Carlo simulations in medical imaging. We will review variance reduction techniques commonly applied in Monte Carlo simulations of medical imaging systems and present implementation strategies for efficient combination of these techniques with GPU acceleration. Trade-offs involved in Monte Carlo acceleration by means of denoising and “sparse sampling” will be discussed. A method for rapid scatter correction in cone-beam CT (<5 min/scan) will be presented as an illustration of the simulation speeds achievable with optimized Monte Carlo simulations. We will also discuss the development, availability, and capability of the various combinations of computational phantoms for Monte Carlo simulation of medical imaging systems. Finally, we will review some examples of experimental validation of Monte Carlo simulations and will present the AAPM Task Group 195 Report. Learning Objectives: Describe the advances in hardware available for performing Monte Carlo simulations in high performance computing environments. Explain variance reduction, denoising and sparse sampling techniques available for reduction of computational time needed for Monte Carlo simulations of medical imaging. List and compare the computational anthropomorphic phantoms currently available for more accurate assessment of medical imaging parameters in Monte Carlo simulations. Describe experimental methods used for validation of Monte Carlo simulations in medical imaging. Describe the AAPM Task Group 195 Report and its use for validation and teaching of Monte Carlo simulations in medical imaging.« less
Calculations of dose distributions using a neural network model
NASA Astrophysics Data System (ADS)
Mathieu, R.; Martin, E.; Gschwind, R.; Makovicka, L.; Contassot-Vivier, S.; Bahi, J.
2005-03-01
The main goal of external beam radiotherapy is the treatment of tumours, while sparing, as much as possible, surrounding healthy tissues. In order to master and optimize the dose distribution within the patient, dosimetric planning has to be carried out. Thus, for determining the most accurate dose distribution during treatment planning, a compromise must be found between the precision and the speed of calculation. Current techniques, using analytic methods, models and databases, are rapid but lack precision. Enhanced precision can be achieved by using calculation codes based, for example, on Monte Carlo methods. However, in spite of all efforts to optimize speed (methods and computer improvements), Monte Carlo based methods remain painfully slow. A newer way to handle all of these problems is to use a new approach in dosimetric calculation by employing neural networks. Neural networks (Wu and Zhu 2000 Phys. Med. Biol. 45 913-22) provide the advantages of those various approaches while avoiding their main inconveniences, i.e., time-consumption calculations. This permits us to obtain quick and accurate results during clinical treatment planning. Currently, results obtained for a single depth-dose calculation using a Monte Carlo based code (such as BEAM (Rogers et al 2003 NRCC Report PIRS-0509(A) rev G)) require hours of computing. By contrast, the practical use of neural networks (Mathieu et al 2003 Proceedings Journées Scientifiques Francophones, SFRP) provides almost instant results and quite low errors (less than 2%) for a two-dimensional dosimetric map.
Calculations of dose distributions using a neural network model.
Mathieu, R; Martin, E; Gschwind, R; Makovicka, L; Contassot-Vivier, S; Bahi, J
2005-03-07
The main goal of external beam radiotherapy is the treatment of tumours, while sparing, as much as possible, surrounding healthy tissues. In order to master and optimize the dose distribution within the patient, dosimetric planning has to be carried out. Thus, for determining the most accurate dose distribution during treatment planning, a compromise must be found between the precision and the speed of calculation. Current techniques, using analytic methods, models and databases, are rapid but lack precision. Enhanced precision can be achieved by using calculation codes based, for example, on Monte Carlo methods. However, in spite of all efforts to optimize speed (methods and computer improvements), Monte Carlo based methods remain painfully slow. A newer way to handle all of these problems is to use a new approach in dosimetric calculation by employing neural networks. Neural networks (Wu and Zhu 2000 Phys. Med. Biol. 45 913-22) provide the advantages of those various approaches while avoiding their main inconveniences, i.e., time-consumption calculations. This permits us to obtain quick and accurate results during clinical treatment planning. Currently, results obtained for a single depth-dose calculation using a Monte Carlo based code (such as BEAM (Rogers et al 2003 NRCC Report PIRS-0509(A) rev G)) require hours of computing. By contrast, the practical use of neural networks (Mathieu et al 2003 Proceedings Journees Scientifiques Francophones, SFRP) provides almost instant results and quite low errors (less than 2%) for a two-dimensional dosimetric map.
NASA Astrophysics Data System (ADS)
Crevillén-García, D.; Power, H.
2017-08-01
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.
Crevillén-García, D; Power, H
2017-08-01
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.
Power, H.
2017-01-01
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen–Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error. PMID:28878974
NASA Astrophysics Data System (ADS)
Kanjilal, Oindrila; Manohar, C. S.
2017-07-01
The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.
Quantum Monte Carlo methods for nuclear physics
Carlson, J.; Gandolfi, S.; Pederiva, F.; ...
2015-09-09
Quantum Monte Carlo methods have proved valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments, and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. The nuclear interactions and currents are reviewed along with a description of the continuum quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit,more » and three-body interactions. A variety of results are presented, including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. Low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars are also described. Furthermore, a coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.« less
Quantum Monte Carlo methods for nuclear physics
Carlson, Joseph A.; Gandolfi, Stefano; Pederiva, Francesco; ...
2014-10-19
Quantum Monte Carlo methods have proved very valuable to study the structure and reactions of light nuclei and nucleonic matter starting from realistic nuclear interactions and currents. These ab-initio calculations reproduce many low-lying states, moments and transitions in light nuclei, and simultaneously predict many properties of light nuclei and neutron matter over a rather wide range of energy and momenta. We review the nuclear interactions and currents, and describe the continuum Quantum Monte Carlo methods used in nuclear physics. These methods are similar to those used in condensed matter and electronic structure but naturally include spin-isospin, tensor, spin-orbit, and three-bodymore » interactions. We present a variety of results including the low-lying spectra of light nuclei, nuclear form factors, and transition matrix elements. We also describe low-energy scattering techniques, studies of the electroweak response of nuclei relevant in electron and neutrino scattering, and the properties of dense nucleonic matter as found in neutron stars. A coherent picture of nuclear structure and dynamics emerges based upon rather simple but realistic interactions and currents.« less
Recent advances and future prospects for Monte Carlo
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brown, Forrest B
2010-01-01
The history of Monte Carlo methods is closely linked to that of computers: The first known Monte Carlo program was written in 1947 for the ENIAC; a pre-release of the first Fortran compiler was used for Monte Carlo In 1957; Monte Carlo codes were adapted to vector computers in the 1980s, clusters and parallel computers in the 1990s, and teraflop systems in the 2000s. Recent advances include hierarchical parallelism, combining threaded calculations on multicore processors with message-passing among different nodes. With the advances In computmg, Monte Carlo codes have evolved with new capabilities and new ways of use. Production codesmore » such as MCNP, MVP, MONK, TRIPOLI and SCALE are now 20-30 years old (or more) and are very rich in advanced featUres. The former 'method of last resort' has now become the first choice for many applications. Calculations are now routinely performed on office computers, not just on supercomputers. Current research and development efforts are investigating the use of Monte Carlo methods on FPGAs. GPUs, and many-core processors. Other far-reaching research is exploring ways to adapt Monte Carlo methods to future exaflop systems that may have 1M or more concurrent computational processes.« less
Path-integral Monte Carlo method for Rényi entanglement entropies.
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.
NASA Astrophysics Data System (ADS)
Bouachraoui, Rachid; El Hachimi, Abdel Ghafour; Ziat, Younes; Bahmad, Lahoucine; Tahiri, Najim
2018-06-01
Electronic and magnetic properties of hexagonal Iron (II) Sulfide (hexagonal FeS) have been investigated by combining the Density functional theory (DFT) and Monte Carlo simulations (MCS). This compound is constituted by magnetic hexagonal lattice occupied by Fe2+ with spin state (S = 2). Based on ab initio method, we calculated the exchange coupling JFe-Fe between two magnetic atoms Fe-Fe in different directions. Also phase transitions, magnetic stability and magnetizations have been investigated in the framework of Monte Carlo simulations. Within this method, a second phase transition is observed at the Néel temperature TN = 450 K. This finding in good agreement with the reported data in the literature. The effect of the applied different parameters showed how can these parameters affect the critical temperature of this system. Moreover, we studied the density of states and found that the hexagonal FeS will be a promoting material for spintronic applications.
NASA Astrophysics Data System (ADS)
Sboev, A. G.; Ilyashenko, A. S.; Vetrova, O. A.
1997-02-01
The method of bucking evaluation, realized in the MOnte Carlo code MCS, is described. This method was applied for calculational analysis of well known light water experiments TRX-1 and TRX-2. The analysis of this comparison shows, that there is no coincidence between Monte Carlo calculations, obtained by different ways: the MCS calculations with given experimental bucklings; the MCS calculations with given bucklings evaluated on base of full core MCS direct simulations; the full core MCNP and MCS direct simulations; the MCNP and MCS calculations, where the results of cell calculations are corrected by the coefficients taking into the account the leakage from the core. Also the buckling values evaluated by full core MCS calculations have differed from experimental ones, especially in the case of TRX-1, when this difference has corresponded to 0.5 percent increase of Keff value.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Müller, Florian, E-mail: florian.mueller@sam.math.ethz.ch; Jenny, Patrick, E-mail: jenny@ifd.mavt.ethz.ch; Meyer, Daniel W., E-mail: meyerda@ethz.ch
2013-10-01
Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared tomore » MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.« less
NASA Astrophysics Data System (ADS)
Brdar, S.; Seifert, A.
2018-01-01
We present a novel Monte-Carlo ice microphysics model, McSnow, to simulate the evolution of ice particles due to deposition, aggregation, riming, and sedimentation. The model is an application and extension of the super-droplet method of Shima et al. (2009) to the more complex problem of rimed ice particles and aggregates. For each individual super-particle, the ice mass, rime mass, rime volume, and the number of monomers are predicted establishing a four-dimensional particle-size distribution. The sensitivity of the model to various assumptions is discussed based on box model and one-dimensional simulations. We show that the Monte-Carlo method provides a feasible approach to tackle this high-dimensional problem. The largest uncertainty seems to be related to the treatment of the riming processes. This calls for additional field and laboratory measurements of partially rimed snowflakes.
Simulation of radiation damping in rings, using stepwise ray-tracing methods
Meot, F.
2015-06-26
The ray-tracing code Zgoubi computes particle trajectories in arbitrary magnetic and/or electric field maps or analytical field models. It includes a built-in fitting procedure, spin tracking many Monte Carlo processes. The accuracy of the integration method makes it an efficient tool for multi-turn tracking in periodic machines. Energy loss by synchrotron radiation, based on Monte Carlo techniques, had been introduced in Zgoubi in the early 2000s for studies regarding the linear collider beam delivery system. However, only recently has this Monte Carlo tool been used for systematic beam dynamics and spin diffusion studies in rings, including eRHIC electron-ion collider projectmore » at the Brookhaven National Laboratory. Some beam dynamics aspects of this recent use of Zgoubi capabilities, including considerations of accuracy as well as further benchmarking in the presence of synchrotron radiation in rings, are reported here.« less
The difference between LSMC and replicating portfolio in insurance liability modeling.
Pelsser, Antoon; Schweizer, Janina
2016-01-01
Solvency II requires insurers to calculate the 1-year value at risk of their balance sheet. This involves the valuation of the balance sheet in 1 year's time. As for insurance liabilities, closed-form solutions to their value are generally not available, insurers turn to estimation procedures. While pure Monte Carlo simulation set-ups are theoretically sound, they are often infeasible in practice. Therefore, approximation methods are exploited. Among these, least squares Monte Carlo (LSMC) and portfolio replication are prominent and widely applied in practice. In this paper, we show that, while both are variants of regression-based Monte Carlo methods, they differ in one significant aspect. While the replicating portfolio approach only contains an approximation error, which converges to zero in the limit, in LSMC a projection error is additionally present, which cannot be eliminated. It is revealed that the replicating portfolio technique enjoys numerous advantages and is therefore an attractive model choice.
ERIC Educational Resources Information Center
Fish, Laurel J.; Halcoussis, Dennis; Phillips, G. Michael
2017-01-01
The Monte Carlo method and related multiple imputation methods are traditionally used in math, physics and science to estimate and analyze data and are now becoming standard tools in analyzing business and financial problems. However, few sources explain the application of the Monte Carlo method for individuals and business professionals who are…
NASA Astrophysics Data System (ADS)
Galdin, Sylvie; Dollfus, Philippe; Hesto, Patrice
1994-03-01
A theoretical study of a Si/Si1-xGex/Si heterojunction bipolar transistor using Monte Carlo simulations is reported. The geometry and composition of the emitter-base junction are optimized using one-dimensional simulations with a view to improving electron transport in the base. It is proposed to introduce a thin Si-P spacer layer, between the Si-N emitter and the SiGe-P base, which allows launching hot electrons into the base despite the lack of natural conduction-band discontinuity between Si and strain SiGe. The high-frequency behavior of the complete transistor is then studied using 2D modeling. A method of microwave analysis using small signal Monte Carlo simulations that consists of expanding the terminal currents in Fourier series is presented. A cutoff frequency fT of 68 GHz has been extracted. Finally, the occurrence of a parasitic electron barrier at the collector-base junction is responsible for the fT fall-off at high collector current density. This parasitic barrier is lowered through the influence of the collector potential.
NMR diffusion simulation based on conditional random walk.
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.
A New Monte Carlo Method for Estimating Marginal Likelihoods.
Wang, Yu-Bo; Chen, Ming-Hui; Kuo, Lynn; Lewis, Paul O
2018-06-01
Evaluating the marginal likelihood in Bayesian analysis is essential for model selection. Estimators based on a single Markov chain Monte Carlo sample from the posterior distribution include the harmonic mean estimator and the inflated density ratio estimator. We propose a new class of Monte Carlo estimators based on this single Markov chain Monte Carlo sample. This class can be thought of as a generalization of the harmonic mean and inflated density ratio estimators using a partition weighted kernel (likelihood times prior). We show that our estimator is consistent and has better theoretical properties than the harmonic mean and inflated density ratio estimators. In addition, we provide guidelines on choosing optimal weights. Simulation studies were conducted to examine the empirical performance of the proposed estimator. We further demonstrate the desirable features of the proposed estimator with two real data sets: one is from a prostate cancer study using an ordinal probit regression model with latent variables; the other is for the power prior construction from two Eastern Cooperative Oncology Group phase III clinical trials using the cure rate survival model with similar objectives.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Perfetti, Christopher M; Rearden, Bradley T
2014-01-01
This work introduces a new approach for calculating sensitivity coefficients for generalized neutronic responses to nuclear data uncertainties using continuous-energy Monte Carlo methods. The approach presented in this paper, known as the GEAR-MC method, allows for the calculation of generalized sensitivity coefficients for multiple responses in a single Monte Carlo calculation with no nuclear data perturbations or knowledge of nuclear covariance data. The theory behind the GEAR-MC method is presented here, and proof of principle is demonstrated by using the GEAR-MC method to calculate sensitivity coefficients for responses in several 3D, continuous-energy Monte Carlo applications.
The Simulation of the Recharging Method Based on Solar Radiation for an Implantable Biosensor.
Li, Yun; Song, Yong; Kong, Xianyue; Li, Maoyuan; Zhao, Yufei; Hao, Qun; Gao, Tianxin
2016-09-10
A method of recharging implantable biosensors based on solar radiation is proposed. Firstly, the models of the proposed method are developed. Secondly, the recharging processes based on solar radiation are simulated using Monte Carlo (MC) method and the energy distributions of sunlight within the different layers of human skin have been achieved and discussed. Finally, the simulation results are verified experimentally, which indicates that the proposed method will contribute to achieve a low-cost, convenient and safe method for recharging implantable biosensors.
The Simulation of the Recharging Method Based on Solar Radiation for an Implantable Biosensor
Li, Yun; Song, Yong; Kong, Xianyue; Li, Maoyuan; Zhao, Yufei; Hao, Qun; Gao, Tianxin
2016-01-01
A method of recharging implantable biosensors based on solar radiation is proposed. Firstly, the models of the proposed method are developed. Secondly, the recharging processes based on solar radiation are simulated using Monte Carlo (MC) method and the energy distributions of sunlight within the different layers of human skin have been achieved and discussed. Finally, the simulation results are verified experimentally, which indicates that the proposed method will contribute to achieve a low-cost, convenient and safe method for recharging implantable biosensors. PMID:27626422
Bayesian statistics and Monte Carlo methods
NASA Astrophysics Data System (ADS)
Koch, K. R.
2018-03-01
The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.
Generating Nonnormal Multivariate Data Using Copulas: Applications to SEM.
Mair, Patrick; Satorra, Albert; Bentler, Peter M
2012-07-01
This article develops a procedure based on copulas to simulate multivariate nonnormal data that satisfy a prespecified variance-covariance matrix. The covariance matrix used can comply with a specific moment structure form (e.g., a factor analysis or a general structural equation model). Thus, the method is particularly useful for Monte Carlo evaluation of structural equation models within the context of nonnormal data. The new procedure for nonnormal data simulation is theoretically described and also implemented in the widely used R environment. The quality of the method is assessed by Monte Carlo simulations. A 1-sample test on the observed covariance matrix based on the copula methodology is proposed. This new test for evaluating the quality of a simulation is defined through a particular structural model specification and is robust against normality violations.
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.
Improvement of Accuracy for Background Noise Estimation Method Based on TPE-AE
NASA Astrophysics Data System (ADS)
Itai, Akitoshi; Yasukawa, Hiroshi
This paper proposes a method of a background noise estimation based on the tensor product expansion with a median and a Monte carlo simulation. We have shown that a tensor product expansion with absolute error method is effective to estimate a background noise, however, a background noise might not be estimated by using conventional method properly. In this paper, it is shown that the estimate accuracy can be improved by using proposed methods.
Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems
NASA Astrophysics Data System (ADS)
Suwa, Hidemaro
2013-03-01
We have developed novel Monte Carlo methods for precisely calculating quantum spin-boson models and investigated the critical phenomena of the spin-Peierls systems. Three significant methods are presented. The first is a new optimization algorithm of the Markov chain transition kernel based on the geometric weight allocation. This algorithm, for the first time, satisfies the total balance generally without imposing the detailed balance and always minimizes the average rejection rate, being better than the Metropolis algorithm. The second is the extension of the worm (directed-loop) algorithm to non-conserved particles, which cannot be treated efficiently by the conventional methods. The third is the combination with the level spectroscopy. Proposing a new gap estimator, we are successful in eliminating the systematic error of the conventional moment method. Then we have elucidated the phase diagram and the universality class of the one-dimensional XXZ spin-Peierls system. The criticality is totally consistent with the J1 -J2 model, an effective model in the antiadiabatic limit. Through this research, we have succeeded in investigating the critical phenomena of the effectively frustrated quantum spin system by the quantum Monte Carlo method without the negative sign. JSPS Postdoctoral Fellow for Research Abroad
Monte Carlo Perturbation Theory Estimates of Sensitivities to System Dimensions
Burke, Timothy P.; Kiedrowski, Brian C.
2017-12-11
Here, Monte Carlo methods are developed using adjoint-based perturbation theory and the differential operator method to compute the sensitivities of the k-eigenvalue, linear functions of the flux (reaction rates), and bilinear functions of the forward and adjoint flux (kinetics parameters) to system dimensions for uniform expansions or contractions. The calculation of sensitivities to system dimensions requires computing scattering and fission sources at material interfaces using collisions occurring at the interface—which is a set of events with infinitesimal probability. Kernel density estimators are used to estimate the source at interfaces using collisions occurring near the interface. The methods for computing sensitivitiesmore » of linear and bilinear ratios are derived using the differential operator method and adjoint-based perturbation theory and are shown to be equivalent to methods previously developed using a collision history–based approach. The methods for determining sensitivities to system dimensions are tested on a series of fast, intermediate, and thermal critical benchmarks as well as a pressurized water reactor benchmark problem with iterated fission probability used for adjoint-weighting. The estimators are shown to agree within 5% and 3σ of reference solutions obtained using direct perturbations with central differences for the majority of test problems.« less
Vexler, Albert; Tanajian, Hovig; Hutson, Alan D
In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.
2008-05-15
We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less
NASA Astrophysics Data System (ADS)
Selb, Juliette; Ogden, Tyler M.; Dubb, Jay; Fang, Qianqian; Boas, David A.
2013-03-01
Time-domain near-infrared spectroscopy (TD-NIRS) offers the ability to measure the absolute baseline optical properties of a tissue. Specifically, for brain imaging, the robust assessment of cerebral blood volume and oxygenation based on measurement of cerebral hemoglobin concentrations is essential for reliable cross-sectional and longitudinal studies. In adult heads, these baseline measurements are complicated by the presence of thick extra-cerebral tissue (scalp, skull, CSF). A simple semi-infinite homogeneous model of the head has proven to have limited use because of the large errors it introduces in the recovered brain absorption. Analytical solutions for layered media have shown improved performance on Monte-Carlo simulated data and layered phantom experiments, but their validity on real adult head data has never been demonstrated. With the advance of fast Monte Carlo approaches based on GPU computation, numerical methods to solve the radiative transfer equation become viable alternatives to analytical solutions of the diffusion equation. Monte Carlo approaches provide the additional advantage to be adaptable to any geometry, in particular more realistic head models. The goals of the present study were twofold: (1) to implement a fast and flexible Monte Carlo-based fitting routine to retrieve the brain optical properties; (2) to characterize the performances of this fitting method on realistic adult head data. We generated time-resolved data at various locations over the head, and fitted them with different models of light propagation: the homogeneous analytical model, and Monte Carlo simulations for three head models: a two-layer slab, the true subject's anatomy, and that of a generic atlas head. We found that the homogeneous model introduced a median 20 to 25% error on the recovered brain absorption, with large variations over the range of true optical properties. The two-layer slab model only improved moderately the results over the homogeneous one. On the other hand, using a generic atlas head registered to the subject's head surface decreased the error by a factor of 2. When the information is available, using the true subject anatomy offers the best performance.
Use of the FLUKA Monte Carlo code for 3D patient-specific dosimetry on PET-CT and SPECT-CT images*
Botta, F; Mairani, A; Hobbs, R F; Vergara Gil, A; Pacilio, M; Parodi, K; Cremonesi, M; Coca Pérez, M A; Di Dia, A; Ferrari, M; Guerriero, F; Battistoni, G; Pedroli, G; Paganelli, G; Torres Aroche, L A; Sgouros, G
2014-01-01
Patient-specific absorbed dose calculation for nuclear medicine therapy is a topic of increasing interest. 3D dosimetry at the voxel level is one of the major improvements for the development of more accurate calculation techniques, as compared to the standard dosimetry at the organ level. This study aims to use the FLUKA Monte Carlo code to perform patient-specific 3D dosimetry through direct Monte Carlo simulation on PET-CT and SPECT-CT images. To this aim, dedicated routines were developed in the FLUKA environment. Two sets of simulations were performed on model and phantom images. Firstly, the correct handling of PET and SPECT images was tested under the assumption of homogeneous water medium by comparing FLUKA results with those obtained with the voxel kernel convolution method and with other Monte Carlo-based tools developed to the same purpose (the EGS-based 3D-RD software and the MCNP5-based MCID). Afterwards, the correct integration of the PET/SPECT and CT information was tested, performing direct simulations on PET/CT images for both homogeneous (water) and non-homogeneous (water with air, lung and bone inserts) phantoms. Comparison was performed with the other Monte Carlo tools performing direct simulation as well. The absorbed dose maps were compared at the voxel level. In the case of homogeneous water, by simulating 108 primary particles a 2% average difference with respect to the kernel convolution method was achieved; such difference was lower than the statistical uncertainty affecting the FLUKA results. The agreement with the other tools was within 3–4%, partially ascribable to the differences among the simulation algorithms. Including the CT-based density map, the average difference was always within 4% irrespective of the medium (water, air, bone), except for a maximum 6% value when comparing FLUKA and 3D-RD in air. The results confirmed that the routines were properly developed, opening the way for the use of FLUKA for patient-specific, image-based dosimetry in nuclear medicine. PMID:24200697
Paixão, Lucas; Oliveira, Bruno Beraldo; Viloria, Carolina; de Oliveira, Marcio Alves; Teixeira, Maria Helena Araújo; Nogueira, Maria do Socorro
2015-01-01
Objective Derive filtered tungsten X-ray spectra used in digital mammography systems by means of Monte Carlo simulations. Materials and Methods Filtered spectra for rhodium filter were obtained for tube potentials between 26 and 32 kV. The half-value layer (HVL) of simulated filtered spectra were compared with those obtained experimentally with a solid state detector Unfors model 8202031-H Xi R/F & MAM Detector Platinum and 8201023-C Xi Base unit Platinum Plus w mAs in a Hologic Selenia Dimensions system using a direct radiography mode. Results Calculated HVL values showed good agreement as compared with those obtained experimentally. The greatest relative difference between the Monte Carlo calculated HVL values and experimental HVL values was 4%. Conclusion The results show that the filtered tungsten anode X-ray spectra and the EGSnrc Monte Carlo code can be used for mean glandular dose determination in mammography. PMID:26811553
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.
Zhang, Weihong; Howell, Steven C; Wright, David W; Heindel, Andrew; Qiu, Xiangyun; Chen, Jianhan; Curtis, Joseph E
2017-05-01
We describe a general method to use Monte Carlo simulation followed by torsion-angle molecular dynamics simulations to create ensembles of structures to model a wide variety of soft-matter biological systems. Our particular emphasis is focused on modeling low-resolution small-angle scattering and reflectivity structural data. We provide examples of this method applied to HIV-1 Gag protein and derived fragment proteins, TraI protein, linear B-DNA, a nucleosome core particle, and a glycosylated monoclonal antibody. This procedure will enable a large community of researchers to model low-resolution experimental data with greater accuracy by using robust physics based simulation and sampling methods which are a significant improvement over traditional methods used to interpret such data. Published by Elsevier Inc.
Guo, Changning; Doub, William H; Kauffman, John F
2010-08-01
Monte Carlo simulations were applied to investigate the propagation of uncertainty in both input variables and response measurements on model prediction for nasal spray product performance design of experiment (DOE) models in the first part of this study, with an initial assumption that the models perfectly represent the relationship between input variables and the measured responses. In this article, we discard the initial assumption, and extended the Monte Carlo simulation study to examine the influence of both input variable variation and product performance measurement variation on the uncertainty in DOE model coefficients. The Monte Carlo simulations presented in this article illustrate the importance of careful error propagation during product performance modeling. Our results show that the error estimates based on Monte Carlo simulation result in smaller model coefficient standard deviations than those from regression methods. This suggests that the estimated standard deviations from regression may overestimate the uncertainties in the model coefficients. Monte Carlo simulations provide a simple software solution to understand the propagation of uncertainty in complex DOE models so that design space can be specified with statistically meaningful confidence levels. (c) 2010 Wiley-Liss, Inc. and the American Pharmacists Association
NASA Astrophysics Data System (ADS)
Gugsa, Solomon A.; Davies, Angela
2005-08-01
Characterizing an aspheric micro lens is critical for understanding the performance and providing feedback to the manufacturing. We describe a method to find the best-fit conic of an aspheric micro lens using a least squares minimization and Monte Carlo analysis. Our analysis is based on scanning white light interferometry measurements, and we compare the standard rapid technique where a single measurement is taken of the apex of the lens to the more time-consuming stitching technique where more surface area is measured. Both are corrected for tip/tilt based on a planar fit to the substrate. Four major parameters and their uncertainties are estimated from the measurement and a chi-square minimization is carried out to determine the best-fit conic constant. The four parameters are the base radius of curvature, the aperture of the lens, the lens center, and the sag of the lens. A probability distribution is chosen for each of the four parameters based on the measurement uncertainties and a Monte Carlo process is used to iterate the minimization process. Eleven measurements were taken and data is also chosen randomly from the group during the Monte Carlo simulation to capture the measurement repeatability. A distribution of best-fit conic constants results, where the mean is a good estimate of the best-fit conic and the distribution width represents the combined measurement uncertainty. We also compare the Monte Carlo process for the stitched data and the not stitched data. Our analysis allows us to analyze the residual surface error in terms of Zernike polynomials and determine uncertainty estimates for each coefficient.
Maximum-entropy reconstruction method for moment-based solution of the Boltzmann equation
NASA Astrophysics Data System (ADS)
Summy, Dustin; Pullin, Dale
2013-11-01
We describe a method for a moment-based solution of the Boltzmann equation. This starts with moment equations for a 10 + 9 N , N = 0 , 1 , 2 . . . -moment representation. The partial-differential equations (PDEs) for these moments are unclosed, containing both higher-order moments and molecular-collision terms. These are evaluated using a maximum-entropy construction of the velocity distribution function f (c , x , t) , using the known moments, within a finite-box domain of single-particle-velocity (c) space. Use of a finite-domain alleviates known problems (Junk and Unterreiter, Continuum Mech. Thermodyn., 2002) concerning existence and uniqueness of the reconstruction. Unclosed moments are evaluated with quadrature while collision terms are calculated using a Monte-Carlo method. This allows integration of the moment PDEs in time. Illustrative examples will include zero-space- dimensional relaxation of f (c , t) from a Mott-Smith-like initial condition toward equilibrium and one-space dimensional, finite Knudsen number, planar Couette flow. Comparison with results using the direct-simulation Monte-Carlo method will be presented.
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
Monte Carlo method for photon heating using temperature-dependent optical properties.
Slade, Adam Broadbent; Aguilar, Guillermo
2015-02-01
The Monte Carlo method for photon transport is often used to predict the volumetric heating that an optical source will induce inside a tissue or material. This method relies on constant (with respect to temperature) optical properties, specifically the coefficients of scattering and absorption. In reality, optical coefficients are typically temperature-dependent, leading to error in simulation results. The purpose of this study is to develop a method that can incorporate variable properties and accurately simulate systems where the temperature will greatly vary, such as in the case of laser-thawing of frozen tissues. A numerical simulation was developed that utilizes the Monte Carlo method for photon transport to simulate the thermal response of a system that allows temperature-dependent optical and thermal properties. This was done by combining traditional Monte Carlo photon transport with a heat transfer simulation to provide a feedback loop that selects local properties based on current temperatures, for each moment in time. Additionally, photon steps are segmented to accurately obtain path lengths within a homogenous (but not isothermal) material. Validation of the simulation was done using comparisons to established Monte Carlo simulations using constant properties, and a comparison to the Beer-Lambert law for temperature-variable properties. The simulation is able to accurately predict the thermal response of a system whose properties can vary with temperature. The difference in results between variable-property and constant property methods for the representative system of laser-heated silicon can become larger than 100K. This simulation will return more accurate results of optical irradiation absorption in a material which undergoes a large change in temperature. This increased accuracy in simulated results leads to better thermal predictions in living tissues and can provide enhanced planning and improved experimental and procedural outcomes. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.
Random Numbers and Monte Carlo Methods
NASA Astrophysics Data System (ADS)
Scherer, Philipp O. J.
Many-body problems often involve the calculation of integrals of very high dimension which cannot be treated by standard methods. For the calculation of thermodynamic averages Monte Carlo methods are very useful which sample the integration volume at randomly chosen points. After summarizing some basic statistics, we discuss algorithms for the generation of pseudo-random numbers with given probability distribution which are essential for all Monte Carlo methods. We show how the efficiency of Monte Carlo integration can be improved by sampling preferentially the important configurations. Finally the famous Metropolis algorithm is applied to classical many-particle systems. Computer experiments visualize the central limit theorem and apply the Metropolis method to the traveling salesman problem.
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.
Thermal transport in nanocrystalline Si and SiGe by ab initio based Monte Carlo simulation.
Yang, Lina; Minnich, Austin J
2017-03-14
Nanocrystalline thermoelectric materials based on Si have long been of interest because Si is earth-abundant, inexpensive, and non-toxic. However, a poor understanding of phonon grain boundary scattering and its effect on thermal conductivity has impeded efforts to improve the thermoelectric figure of merit. Here, we report an ab-initio based computational study of thermal transport in nanocrystalline Si-based materials using a variance-reduced Monte Carlo method with the full phonon dispersion and intrinsic lifetimes from first-principles as input. By fitting the transmission profile of grain boundaries, we obtain excellent agreement with experimental thermal conductivity of nanocrystalline Si [Wang et al. Nano Letters 11, 2206 (2011)]. Based on these calculations, we examine phonon transport in nanocrystalline SiGe alloys with ab-initio electron-phonon scattering rates. Our calculations show that low energy phonons still transport substantial amounts of heat in these materials, despite scattering by electron-phonon interactions, due to the high transmission of phonons at grain boundaries, and thus improvements in ZT are still possible by disrupting these modes. This work demonstrates the important insights into phonon transport that can be obtained using ab-initio based Monte Carlo simulations in complex nanostructured materials.
Thermal transport in nanocrystalline Si and SiGe by ab initio based Monte Carlo simulation
Yang, Lina; Minnich, Austin J.
2017-01-01
Nanocrystalline thermoelectric materials based on Si have long been of interest because Si is earth-abundant, inexpensive, and non-toxic. However, a poor understanding of phonon grain boundary scattering and its effect on thermal conductivity has impeded efforts to improve the thermoelectric figure of merit. Here, we report an ab-initio based computational study of thermal transport in nanocrystalline Si-based materials using a variance-reduced Monte Carlo method with the full phonon dispersion and intrinsic lifetimes from first-principles as input. By fitting the transmission profile of grain boundaries, we obtain excellent agreement with experimental thermal conductivity of nanocrystalline Si [Wang et al. Nano Letters 11, 2206 (2011)]. Based on these calculations, we examine phonon transport in nanocrystalline SiGe alloys with ab-initio electron-phonon scattering rates. Our calculations show that low energy phonons still transport substantial amounts of heat in these materials, despite scattering by electron-phonon interactions, due to the high transmission of phonons at grain boundaries, and thus improvements in ZT are still possible by disrupting these modes. This work demonstrates the important insights into phonon transport that can be obtained using ab-initio based Monte Carlo simulations in complex nanostructured materials. PMID:28290484
Liu, Y; Zheng, Y
2012-06-01
Accurate determination of proton dosimetric effect for tissue heterogeneity is critical in proton therapy. Proton beams have finite range and consequently tissue heterogeneity plays a more critical role in proton therapy. The purpose of this study is to investigate the tissue heterogeneity effect in proton dosimetry based on anatomical-based Monte Carlo simulation using animal tissues. Animal tissues including a pig head and beef bulk were used in this study. Both pig head and beef were scanned using a GE CT scanner with 1.25 mm slice thickness. A treatment plan was created, using the CMS XiO treatment planning system (TPS) with a single proton spread-out-Bragg-peak beam (SOBP). Radiochromic films were placed at the distal falloff region. Image guidance was used to align the phantom before proton beams were delivered according to the treatment plan. The same two CT sets were converted to Monte Carlo simulation model. The Monte Carlo simulated dose calculations with/without tissue omposition were compared to TPS calculations and measurements. Based on the preliminary comparison, at the center of SOBP plane, the Monte Carlo simulation dose without tissue composition agreed generally well with TPS calculation. In the distal falloff region, the dose difference was large, and about 2 mm isodose line shift was observed with the consideration of tissue composition. The detailed comparison of dose distributions between Monte Carlo simulation, TPS calculations and measurements is underway. Accurate proton dose calculations are challenging in proton treatment planning for heterogeneous tissues. Tissue heterogeneity and tissue composition may lead to isodose line shifts up to a few millimeters in the distal falloff region. By simulating detailed particle transport and energy deposition, Monte Carlo simulations provide a verification method in proton dose calculation where inhomogeneous tissues are present. © 2012 American Association of Physicists in Medicine.
Monte Carlo verification of radiotherapy treatments with CloudMC.
Miras, Hector; Jiménez, Rubén; Perales, Álvaro; Terrón, José Antonio; Bertolet, Alejandro; Ortiz, Antonio; Macías, José
2018-06-27
A new implementation has been made on CloudMC, a cloud-based platform presented in a previous work, in order to provide services for radiotherapy treatment verification by means of Monte Carlo in a fast, easy and economical way. A description of the architecture of the application and the new developments implemented is presented together with the results of the tests carried out to validate its performance. CloudMC has been developed over Microsoft Azure cloud. It is based on a map/reduce implementation for Monte Carlo calculations distribution over a dynamic cluster of virtual machines in order to reduce calculation time. CloudMC has been updated with new methods to read and process the information related to radiotherapy treatment verification: CT image set, treatment plan, structures and dose distribution files in DICOM format. Some tests have been designed in order to determine, for the different tasks, the most suitable type of virtual machines from those available in Azure. Finally, the performance of Monte Carlo verification in CloudMC is studied through three real cases that involve different treatment techniques, linac models and Monte Carlo codes. Considering computational and economic factors, D1_v2 and G1 virtual machines were selected as the default type for the Worker Roles and the Reducer Role respectively. Calculation times up to 33 min and costs of 16 € were achieved for the verification cases presented when a statistical uncertainty below 2% (2σ) was required. The costs were reduced to 3-6 € when uncertainty requirements are relaxed to 4%. Advantages like high computational power, scalability, easy access and pay-per-usage model, make Monte Carlo cloud-based solutions, like the one presented in this work, an important step forward to solve the long-lived problem of truly introducing the Monte Carlo algorithms in the daily routine of the radiotherapy planning process.
Accelerated Monte Carlo Simulation for Safety Analysis of the Advanced Airspace Concept
NASA Technical Reports Server (NTRS)
Thipphavong, David
2010-01-01
Safe separation of aircraft is a primary objective of any air traffic control system. An accelerated Monte Carlo approach was developed to assess the level of safety provided by a proposed next-generation air traffic control system. It combines features of fault tree and standard Monte Carlo methods. It runs more than one order of magnitude faster than the standard Monte Carlo method while providing risk estimates that only differ by about 10%. It also preserves component-level model fidelity that is difficult to maintain using the standard fault tree method. This balance of speed and fidelity allows sensitivity analysis to be completed in days instead of weeks or months with the standard Monte Carlo method. Results indicate that risk estimates are sensitive to transponder, pilot visual avoidance, and conflict detection failure probabilities.
Statistical hadronization and microcanonical ensemble
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
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.
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.
Nanoshells for photothermal therapy: a Monte-Carlo based numerical study of their design tolerance
Grosges, Thomas; Barchiesi, Dominique; Kessentini, Sameh; Gréhan, Gérard; de la Chapelle, Marc Lamy
2011-01-01
The optimization of the coated metallic nanoparticles and nanoshells is a current challenge for biological applications, especially for cancer photothermal therapy, considering both the continuous improvement of their fabrication and the increasing requirement of efficiency. The efficiency of the coupling between illumination with such nanostructures for burning purposes depends unevenly on their geometrical parameters (radius, thickness of the shell) and material parameters (permittivities which depend on the illumination wavelength). Through a Monte-Carlo method, we propose a numerical study of such nanodevice, to evaluate tolerances (or uncertainty) on these parameters, given a threshold of efficiency, to facilitate the design of nanoparticles. The results could help to focus on the relevant parameters of the engineering process for which the absorbed energy is the most dependant. The Monte-Carlo method confirms that the best burning efficiency are obtained for hollow nanospheres and exhibit the sensitivity of the absorbed electromagnetic energy as a function of each parameter. The proposed method is general and could be applied in design and development of new embedded coated nanomaterials used in biomedicine applications. PMID:21698021
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.
Monte Carlo simulation of non-invasive glucose measurement based on FMCW LIDAR
NASA Astrophysics Data System (ADS)
Xiong, Bing; Wei, Wenxiong; Liu, Nan; He, Jian-Jun
2010-11-01
Continuous non-invasive glucose monitoring is a powerful tool for the treatment and management of diabetes. A glucose measurement method, with the potential advantage of miniaturizability with no moving parts, based on the frequency modulated continuous wave (FMCW) LIDAR technology is proposed and investigated. The system mainly consists of an integrated near-infrared tunable semiconductor laser and a detector, using heterodyne technology to convert the signal from time-domain to frequency-domain. To investigate the feasibility of the method, Monte Carlo simulations have been performed on tissue phantoms with optical parameters similar to those of human interstitial fluid. The simulation showed that the sensitivity of the FMCW LIDAR system to glucose concentration can reach 0.2mM. Our analysis suggests that the FMCW LIDAR technique has good potential for noninvasive blood glucose monitoring.
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.
Structure and electronic properties of azadirachtin.
de Castro, Elton A S; de Oliveira, Daniel A B; Farias, Sergio A S; Gargano, Ricardo; Martins, João B L
2014-02-01
We performed a combined DFT and Monte Carlo (13)C NMR chemical-shift study of azadirachtin A, a triterpenoid that acts as a natural insect antifeedant. A conformational search using a Monte Carlo technique based on the RM1 semiempirical method was carried out in order to establish its preferred structure. The B3LYP/6-311++G(d,p), wB97XD/6-311++G(d,p), M06/6-311++G(d,p), M06-2X/6-311++G(d,p), and CAM-B3LYP/6-311++G(d,p) levels of theory were used to predict NMR chemical shifts. A Monte Carlo population-weighted average spectrum was produced based on the predicted Boltzmann contributions. In general, good agreement between experimental and theoretical data was obtained using both methods, and the (13)C NMR chemical shifts were predicted highly accurately. The geometry was optimized at the semiempirical level and used to calculate the NMR chemical shifts at the DFT level, and these shifts showed only minor deviations from those obtained following structural optimization at the DFT level, and incurred a much lower computational cost. The theoretical ultraviolet spectrum showed a maximum absorption peak that was mainly contributed by the tiglate group.
Hybrid Monte Carlo/deterministic methods for radiation shielding problems
NASA Astrophysics Data System (ADS)
Becker, Troy L.
For the past few decades, the most common type of deep-penetration (shielding) problem simulated using Monte Carlo methods has been the source-detector problem, in which a response is calculated at a single location in space. Traditionally, the nonanalog Monte Carlo methods used to solve these problems have required significant user input to generate and sufficiently optimize the biasing parameters necessary to obtain a statistically reliable solution. It has been demonstrated that this laborious task can be replaced by automated processes that rely on a deterministic adjoint solution to set the biasing parameters---the so-called hybrid methods. The increase in computational power over recent years has also led to interest in obtaining the solution in a region of space much larger than a point detector. In this thesis, we propose two methods for solving problems ranging from source-detector problems to more global calculations---weight windows and the Transform approach. These techniques employ sonic of the same biasing elements that have been used previously; however, the fundamental difference is that here the biasing techniques are used as elements of a comprehensive tool set to distribute Monte Carlo particles in a user-specified way. The weight window achieves the user-specified Monte Carlo particle distribution by imposing a particular weight window on the system, without altering the particle physics. The Transform approach introduces a transform into the neutron transport equation, which results in a complete modification of the particle physics to produce the user-specified Monte Carlo distribution. These methods are tested in a three-dimensional multigroup Monte Carlo code. For a basic shielding problem and a more realistic one, these methods adequately solved source-detector problems and more global calculations. Furthermore, they confirmed that theoretical Monte Carlo particle distributions correspond to the simulated ones, implying that these methods can be used to achieve user-specified Monte Carlo distributions. Overall, the Transform approach performed more efficiently than the weight window methods, but it performed much more efficiently for source-detector problems than for global problems.
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.
Implementation of the direct S ( α , β ) method in the KENO Monte Carlo code
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hart, Shane W. D.; Maldonado, G. Ivan
The Monte Carlo code KENO contains thermal scattering data for a wide variety of thermal moderators. These data are processed from Evaluated Nuclear Data Files (ENDF) by AMPX and stored as double differential probability distribution functions. The method examined in this study uses S(α,β) probability distribution functions derived from the ENDF data files directly instead of being converted to double differential cross sections. This allows the size of the cross section data on the disk to be reduced substantially amount. KENO has also been updated to allow interpolation in temperature on these data so that problems can be run atmore » any temperature. Results are shown for several simplified problems for a variety of moderators. In addition, benchmark models based on the KRITZ reactor in Sweden were run, and the results are compared with the previous versions of KENO without the direct S(α,β) method. Results from the direct S(α,β) method compare favorably with the original results obtained using the double differential cross sections. Finally, sampling the data increases the run-time of the Monte Carlo calculation, but memory usage is decreased substantially.« less
Implementation of the direct S ( α , β ) method in the KENO Monte Carlo code
Hart, Shane W. D.; Maldonado, G. Ivan
2016-11-25
The Monte Carlo code KENO contains thermal scattering data for a wide variety of thermal moderators. These data are processed from Evaluated Nuclear Data Files (ENDF) by AMPX and stored as double differential probability distribution functions. The method examined in this study uses S(α,β) probability distribution functions derived from the ENDF data files directly instead of being converted to double differential cross sections. This allows the size of the cross section data on the disk to be reduced substantially amount. KENO has also been updated to allow interpolation in temperature on these data so that problems can be run atmore » any temperature. Results are shown for several simplified problems for a variety of moderators. In addition, benchmark models based on the KRITZ reactor in Sweden were run, and the results are compared with the previous versions of KENO without the direct S(α,β) method. Results from the direct S(α,β) method compare favorably with the original results obtained using the double differential cross sections. Finally, sampling the data increases the run-time of the Monte Carlo calculation, but memory usage is decreased substantially.« less
An off-lattice, self-learning kinetic Monte Carlo method using local environments.
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.
Quantum Gibbs ensemble Monte Carlo
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fantoni, Riccardo, E-mail: rfantoni@ts.infn.it; Moroni, Saverio, E-mail: moroni@democritos.it
We present a path integral Monte Carlo method which is the full quantum analogue of the Gibbs ensemble Monte Carlo method of Panagiotopoulos to study the gas-liquid coexistence line of a classical fluid. Unlike previous extensions of Gibbs ensemble Monte Carlo to include quantum effects, our scheme is viable even for systems with strong quantum delocalization in the degenerate regime of temperature. This is demonstrated by an illustrative application to the gas-superfluid transition of {sup 4}He in two dimensions.
Low-Density Nozzle Flow by the Direct Simulation Monte Carlo and Continuum Methods
NASA Technical Reports Server (NTRS)
Chung, Chang-Hong; Kim, Sku C.; Stubbs, Robert M.; Dewitt, Kenneth J.
1994-01-01
Two different approaches, the direct simulation Monte Carlo (DSMC) method based on molecular gasdynamics, and a finite-volume approximation of the Navier-Stokes equations, which are based on continuum gasdynamics, are employed in the analysis of a low-density gas flow in a small converging-diverging nozzle. The fluid experiences various kinds of flow regimes including continuum, slip, transition, and free-molecular. Results from the two numerical methods are compared with Rothe's experimental data, in which density and rotational temperature variations along the centerline and at various locations inside a low-density nozzle were measured by the electron-beam fluorescence technique. The continuum approach showed good agreement with the experimental data as far as density is concerned. The results from the DSMC method showed good agreement with the experimental data, both in the density and the rotational temperature. It is also shown that the simulation parameters, such as the gas/surface interaction model, the energy exchange model between rotational and translational modes, and the viscosity-temperature exponent, have substantial effects on the results of the DSMC method.
Cohen, D; Stamnes, S; Tanikawa, T; Sommersten, E R; Stamnes, J J; Lotsberg, J K; Stamnes, K
2013-04-22
A comparison is presented of two different methods for polarized radiative transfer in coupled media consisting of two adjacent slabs with different refractive indices, each slab being a stratified medium with no change in optical properties except in the direction of stratification. One of the methods is based on solving the integro-differential radiative transfer equation for the two coupled slabs using the discrete ordinate approximation. The other method is based on probabilistic and statistical concepts and simulates the propagation of polarized light using the Monte Carlo approach. The emphasis is on non-Rayleigh scattering for particles in the Mie regime. Comparisons with benchmark results available for a slab with constant refractive index show that both methods reproduce these benchmark results when the refractive index is set to be the same in the two slabs. Computed results for test cases with coupling (different refractive indices in the two slabs) show that the two methods produce essentially identical results for identical input in terms of absorption and scattering coefficients and scattering phase matrices.
Biotic indices have been used ot assess biological condition by dividing index scores into condition categories. Historically the number of categories has been based on professional judgement. Alternatively, statistical methods such as power analysis can be used to determine the ...
DOE Office of Scientific and Technical Information (OSTI.GOV)
Badal, Andreu; Badano, Aldo
Purpose: It is a known fact that Monte Carlo simulations of radiation transport are computationally intensive and may require long computing times. The authors introduce a new paradigm for the acceleration of Monte Carlo simulations: The use of a graphics processing unit (GPU) as the main computing device instead of a central processing unit (CPU). Methods: A GPU-based Monte Carlo code that simulates photon transport in a voxelized geometry with the accurate physics models from PENELOPE has been developed using the CUDA programming model (NVIDIA Corporation, Santa Clara, CA). Results: An outline of the new code and a sample x-raymore » imaging simulation with an anthropomorphic phantom are presented. A remarkable 27-fold speed up factor was obtained using a GPU compared to a single core CPU. Conclusions: The reported results show that GPUs are currently a good alternative to CPUs for the simulation of radiation transport. Since the performance of GPUs is currently increasing at a faster pace than that of CPUs, the advantages of GPU-based software are likely to be more pronounced in the future.« less
The Role of Scale and Model Bias in ADAPT's Photospheric Eatimation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Godinez Vazquez, Humberto C.; Hickmann, Kyle Scott; Arge, Charles Nicholas
2015-05-20
The Air Force Assimilative Photospheric flux Transport model (ADAPT), is a magnetic flux propagation based on Worden-Harvey (WH) model. ADAPT would be used to provide a global photospheric map of the Earth. A data assimilation method based on the Ensemble Kalman Filter (EnKF), a method of Monte Carlo approximation tied with Kalman filtering, is used in calculating the ADAPT models.
NASA Technical Reports Server (NTRS)
Gastellu-Etchegorry, Jean-Philippe; Yin, Tiangang; Lauret, Nicolas; Grau, Eloi; Rubio, Jeremy; Cook, Bruce D.; Morton, Douglas C.; Sun, Guoqing
2016-01-01
Light Detection And Ranging (LiDAR) provides unique data on the 3-D structure of atmosphere constituents and the Earth's surface. Simulating LiDAR returns for different laser technologies and Earth scenes is fundamental for evaluating and interpreting signal and noise in LiDAR data. Different types of models are capable of simulating LiDAR waveforms of Earth surfaces. Semi-empirical and geometric models can be imprecise because they rely on simplified simulations of Earth surfaces and light interaction mechanisms. On the other hand, Monte Carlo ray tracing (MCRT) models are potentially accurate but require long computational time. Here, we present a new LiDAR waveform simulation tool that is based on the introduction of a quasi-Monte Carlo ray tracing approach in the Discrete Anisotropic Radiative Transfer (DART) model. Two new approaches, the so-called "box method" and "Ray Carlo method", are implemented to provide robust and accurate simulations of LiDAR waveforms for any landscape, atmosphere and LiDAR sensor configuration (view direction, footprint size, pulse characteristics, etc.). The box method accelerates the selection of the scattering direction of a photon in the presence of scatterers with non-invertible phase function. The Ray Carlo method brings traditional ray-tracking into MCRT simulation, which makes computational time independent of LiDAR field of view (FOV) and reception solid angle. Both methods are fast enough for simulating multi-pulse acquisition. Sensitivity studies with various landscapes and atmosphere constituents are presented, and the simulated LiDAR signals compare favorably with their associated reflectance images and Laser Vegetation Imaging Sensor (LVIS) waveforms. The LiDAR module is fully integrated into DART, enabling more detailed simulations of LiDAR sensitivity to specific scene elements (e.g., atmospheric aerosols, leaf area, branches, or topography) and sensor configuration for airborne or satellite LiDAR sensors.
Monte Carlo approaches to sampling forested tracts with lines or points
Harry T. Valentine; Jeffrey H. Gove; Timothy G. Gregoire
2001-01-01
Several line- and point-based sampling methods can be employed to estimate the aggregate dimensions of trees standing on a forested tract or pieces of coarse woody debris lying on the forest floor. Line methods include line intersect sampling, horizontal line sampling, and transect relascope sampling; point methods include variable- and fixed-radius plot sampling, and...
Standard Error Estimation of 3PL IRT True Score Equating with an MCMC Method
ERIC Educational Resources Information Center
Liu, Yuming; Schulz, E. Matthew; Yu, Lei
2008-01-01
A Markov chain Monte Carlo (MCMC) method and a bootstrap method were compared in the estimation of standard errors of item response theory (IRT) true score equating. Three test form relationships were examined: parallel, tau-equivalent, and congeneric. Data were simulated based on Reading Comprehension and Vocabulary tests of the Iowa Tests of…
Monte Carlo simulation for kinetic chemotaxis model: An application to the traveling population wave
NASA Astrophysics Data System (ADS)
Yasuda, Shugo
2017-02-01
A Monte Carlo simulation of chemotactic bacteria is developed on the basis of the kinetic model and is applied to a one-dimensional traveling population wave in a microchannel. In this simulation, the Monte Carlo method, which calculates the run-and-tumble motions of bacteria, is coupled with a finite volume method to calculate the macroscopic transport of the chemical cues in the environment. The simulation method can successfully reproduce the traveling population wave of bacteria that was observed experimentally and reveal the microscopic dynamics of bacterium coupled with the macroscopic transports of the chemical cues and bacteria population density. The results obtained by the Monte Carlo method are also compared with the asymptotic solution derived from the kinetic chemotaxis equation in the continuum limit, where the Knudsen number, which is defined by the ratio of the mean free path of bacterium to the characteristic length of the system, vanishes. The validity of the Monte Carlo method in the asymptotic behaviors for small Knudsen numbers is numerically verified.
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.
A Monte Carlo technique for signal level detection in implanted intracranial pressure monitoring.
Avent, R K; Charlton, J D; Nagle, H T; Johnson, R N
1987-01-01
Statistical monitoring techniques like CUSUM, Trigg's tracking signal and EMP filtering have a major advantage over more recent techniques, such as Kalman filtering, because of their inherent simplicity. In many biomedical applications, such as electronic implantable devices, these simpler techniques have greater utility because of the reduced requirements on power, logic complexity and sampling speed. The determination of signal means using some of the earlier techniques are reviewed in this paper, and a new Monte Carlo based method with greater capability to sparsely sample a waveform and obtain an accurate mean value is presented. This technique may find widespread use as a trend detection method when reduced power consumption is a requirement.
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.
NASA Astrophysics Data System (ADS)
Noh, Seong Jin; Tachikawa, Yasuto; Shiiba, Michiharu; Kim, Sunmin
Applications of data assimilation techniques have been widely used to improve upon the predictability of hydrologic modeling. Among various data assimilation techniques, sequential Monte Carlo (SMC) filters, known as "particle filters" provide the capability to handle non-linear and non-Gaussian state-space models. This paper proposes a dual state-parameter updating scheme (DUS) based on SMC methods to estimate both state and parameter variables of a hydrologic model. We introduce a kernel smoothing method for the robust estimation of uncertain model parameters in the DUS. The applicability of the dual updating scheme is illustrated using the implementation of the storage function model on a middle-sized Japanese catchment. We also compare performance results of DUS combined with various SMC methods, such as SIR, ASIR and RPF.
On the simulation of indistinguishable fermions in the many-body Wigner formalism
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sellier, J.M., E-mail: jeanmichel.sellier@gmail.com; Dimov, I.
2015-01-01
The simulation of quantum systems consisting of interacting, indistinguishable fermions is an incredible mathematical problem which poses formidable numerical challenges. Many sophisticated methods addressing this problem are available which are based on the many-body Schrödinger formalism. Recently a Monte Carlo technique for the resolution of the many-body Wigner equation has been introduced and successfully applied to the simulation of distinguishable, spinless particles. This numerical approach presents several advantages over other methods. Indeed, it is based on an intuitive formalism in which quantum systems are described in terms of a quasi-distribution function, and highly scalable due to its Monte Carlo nature.more » In this work, we extend the many-body Wigner Monte Carlo method to the simulation of indistinguishable fermions. To this end, we first show how fermions are incorporated into the Wigner formalism. Then we demonstrate that the Pauli exclusion principle is intrinsic to the formalism. As a matter of fact, a numerical simulation of two strongly interacting fermions (electrons) is performed which clearly shows the appearance of a Fermi (or exchange–correlation) hole in the phase-space, a clear signature of the presence of the Pauli principle. To conclude, we simulate 4, 8 and 16 non-interacting fermions, isolated in a closed box, and show that, as the number of fermions increases, we gradually recover the Fermi–Dirac statistics, a clear proof of the reliability of our proposed method for the treatment of indistinguishable particles.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Balsa Terzic, Gabriele Bassi
In this paper we discuss representations of charge particle densities in particle-in-cell (PIC) simulations, analyze the sources and profiles of the intrinsic numerical noise, and present efficient methods for their removal. We devise two alternative estimation methods for charged particle distribution which represent significant improvement over the Monte Carlo cosine expansion used in the 2d code of Bassi, designed to simulate coherent synchrotron radiation (CSR) in charged particle beams. The improvement is achieved by employing an alternative beam density estimation to the Monte Carlo cosine expansion. The representation is first binned onto a finite grid, after which two grid-based methodsmore » are employed to approximate particle distributions: (i) truncated fast cosine transform (TFCT); and (ii) thresholded wavelet transform (TWT). We demonstrate that these alternative methods represent a staggering upgrade over the original Monte Carlo cosine expansion in terms of efficiency, while the TWT approximation also provides an appreciable improvement in accuracy. The improvement in accuracy comes from a judicious removal of the numerical noise enabled by the wavelet formulation. The TWT method is then integrated into Bassi's CSR code, and benchmarked against the original version. We show that the new density estimation method provides a superior performance in terms of efficiency and spatial resolution, thus enabling high-fidelity simulations of CSR effects, including microbunching instability.« less
NASA Astrophysics Data System (ADS)
Norris, P. M.; da Silva, A. M., Jr.
2016-12-01
Norris and da Silva recently published a method 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 (CDA). The gridcolumn model includes assumed-PDF intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used are 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. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. The new approach not only significantly reduces mean and standard deviation biases with respect to the assimilated observables, but also improves the simulated rotational-Ramman scattering cloud optical centroid pressure against independent (non-assimilated) retrievals from the OMI instrument. One obvious difficulty for the method, and other CDA methods, is the lack of information content in passive cloud observables on cloud vertical structure, beyond cloud-top and thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard is helpful, better honoring inversion structures in the background state.
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.
Retif, Paul; Reinhard, Aurélie; Paquot, Héna; Jouan-Hureaux, Valérie; Chateau, Alicia; Sancey, Lucie; Barberi-Heyob, Muriel; Pinel, Sophie; Bastogne, Thierry
2016-01-01
This article addresses the in silico–in vitro prediction issue of organometallic nanoparticles (NPs)-based radiosensitization enhancement. The goal was to carry out computational experiments to quickly identify efficient nanostructures and then to preferentially select the most promising ones for the subsequent in vivo studies. To this aim, this interdisciplinary article introduces a new theoretical Monte Carlo computational ranking method and tests it using 3 different organometallic NPs in terms of size and composition. While the ranking predicted in a classical theoretical scenario did not fit the reference results at all, in contrast, we showed for the first time how our accelerated in silico virtual screening method, based on basic in vitro experimental data (which takes into account the NPs cell biodistribution), was able to predict a relevant ranking in accordance with in vitro clonogenic efficiency. This corroborates the pertinence of such a prior ranking method that could speed up the preclinical development of NPs in radiation therapy. PMID:27920524
Song, Sangha; Elgezua, Inko; Kobayashi, Yo; Fujie, Masakatsu G
2013-01-01
In biomedical, Monte-carlo simulation is commonly used for simulation of light diffusion in tissue. But, most of previous studies did not consider a radial beam LED as light source. Therefore, we considered characteristics of a radial beam LED and applied them on MC simulation as light source. In this paper, we consider 3 characteristics of radial beam LED. The first is an initial launch area of photons. The second is an incident angle of a photon at an initial photon launching area. The third is the refraction effect according to contact area between LED and a turbid medium. For the verification of the MC simulation, we compared simulation and experimental results. The average of the correlation coefficient between simulation and experimental results is 0.9954. Through this study, we show an effective method to simulate light diffusion on tissue with characteristics for radial beam LED based on MC simulation.
Retif, Paul; Reinhard, Aurélie; Paquot, Héna; Jouan-Hureaux, Valérie; Chateau, Alicia; Sancey, Lucie; Barberi-Heyob, Muriel; Pinel, Sophie; Bastogne, Thierry
This article addresses the in silico-in vitro prediction issue of organometallic nanoparticles (NPs)-based radiosensitization enhancement. The goal was to carry out computational experiments to quickly identify efficient nanostructures and then to preferentially select the most promising ones for the subsequent in vivo studies. To this aim, this interdisciplinary article introduces a new theoretical Monte Carlo computational ranking method and tests it using 3 different organometallic NPs in terms of size and composition. While the ranking predicted in a classical theoretical scenario did not fit the reference results at all, in contrast, we showed for the first time how our accelerated in silico virtual screening method, based on basic in vitro experimental data (which takes into account the NPs cell biodistribution), was able to predict a relevant ranking in accordance with in vitro clonogenic efficiency. This corroborates the pertinence of such a prior ranking method that could speed up the preclinical development of NPs in radiation therapy.
Hybrid Monte Carlo-Diffusion Method For Light Propagation in Tissue With a Low-Scattering Region
NASA Astrophysics Data System (ADS)
Hayashi, Toshiyuki; Kashio, Yoshihiko; Okada, Eiji
2003-06-01
The heterogeneity of the tissues in a head, especially the low-scattering cerebrospinal fluid (CSF) layer surrounding the brain has previously been shown to strongly affect light propagation in the brain. The radiosity-diffusion method, in which the light propagation in the CSF layer is assumed to obey the radiosity theory, has been employed to predict the light propagation in head models. Although the CSF layer is assumed to be a nonscattering region in the radiosity-diffusion method, fine arachnoid trabeculae cause faint scattering in the CSF layer in real heads. A novel approach, the hybrid Monte Carlo-diffusion method, is proposed to calculate the head models, including the low-scattering region in which the light propagation does not obey neither the diffusion approximation nor the radiosity theory. The light propagation in the high-scattering region is calculated by means of the diffusion approximation solved by the finite-element method and that in the low-scattering region is predicted by the Monte Carlo method. The intensity and mean time of flight of the detected light for the head model with a low-scattering CSF layer calculated by the hybrid method agreed well with those by the Monte Carlo method, whereas the results calculated by means of the diffusion approximation included considerable error caused by the effect of the CSF layer. In the hybrid method, the time-consuming Monte Carlo calculation is employed only for the thin CSF layer, and hence, the computation time of the hybrid method is dramatically shorter than that of the Monte Carlo method.
Hybrid Monte Carlo-diffusion method for light propagation in tissue with a low-scattering region.
Hayashi, Toshiyuki; Kashio, Yoshihiko; Okada, Eiji
2003-06-01
The heterogeneity of the tissues in a head, especially the low-scattering cerebrospinal fluid (CSF) layer surrounding the brain has previously been shown to strongly affect light propagation in the brain. The radiosity-diffusion method, in which the light propagation in the CSF layer is assumed to obey the radiosity theory, has been employed to predict the light propagation in head models. Although the CSF layer is assumed to be a nonscattering region in the radiosity-diffusion method, fine arachnoid trabeculae cause faint scattering in the CSF layer in real heads. A novel approach, the hybrid Monte Carlo-diffusion method, is proposed to calculate the head models, including the low-scattering region in which the light propagation does not obey neither the diffusion approximation nor the radiosity theory. The light propagation in the high-scattering region is calculated by means of the diffusion approximation solved by the finite-element method and that in the low-scattering region is predicted by the Monte Carlo method. The intensity and mean time of flight of the detected light for the head model with a low-scattering CSF layer calculated by the hybrid method agreed well with those by the Monte Carlo method, whereas the results calculated by means of the diffusion approximation included considerable error caused by the effect of the CSF layer. In the hybrid method, the time-consuming Monte Carlo calculation is employed only for the thin CSF layer, and hence, the computation time of the hybrid method is dramatically shorter than that of the Monte Carlo method.
Quan, Guotao; Gong, Hui; Deng, Yong; Fu, Jianwei; Luo, Qingming
2011-02-01
High-speed fluorescence molecular tomography (FMT) reconstruction for 3-D heterogeneous media is still one of the most challenging problems in diffusive optical fluorescence imaging. In this paper, we propose a fast FMT reconstruction method that is based on Monte Carlo (MC) simulation and accelerated by a cluster of graphics processing units (GPUs). Based on the Message Passing Interface standard, we modified the MC code for fast FMT reconstruction, and different Green's functions representing the flux distribution in media are calculated simultaneously by different GPUs in the cluster. A load-balancing method was also developed to increase the computational efficiency. By applying the Fréchet derivative, a Jacobian matrix is formed to reconstruct the distribution of the fluorochromes using the calculated Green's functions. Phantom experiments have shown that only 10 min are required to get reconstruction results with a cluster of 6 GPUs, rather than 6 h with a cluster of multiple dual opteron CPU nodes. Because of the advantages of high accuracy and suitability for 3-D heterogeneity media with refractive-index-unmatched boundaries from the MC simulation, the GPU cluster-accelerated method provides a reliable approach to high-speed reconstruction for FMT imaging.
First Monte Carlo analysis of fragmentation functions from single-inclusive e + e - annihilation
Sato, Nobuo; Ethier, J. J.; Melnitchouk, W.; ...
2016-12-02
Here, we perform the first iterative Monte Carlo (IMC) analysis of fragmentation functions constrained by all available data from single-inclusive $e^+ e^-$ annihilation into pions and kaons. The IMC method eliminates potential bias in traditional analyses based on single fits introduced by fixing parameters not well contrained by the data, and provides a statistically rigorous determination of uncertainties. Our analysis reveals specific features of fragmentation functions using the new IMC methodology and those obtained from previous analyses, especially for light quarks and for strange quark fragmentation to kaons.
NASA Technical Reports Server (NTRS)
Liu, J.; Tiwari, Surendra N.
1994-01-01
The two-dimensional spatially elliptic Navier-Stokes equations have been used to investigate the radiative interactions in chemically reacting compressible flows of premixed hydrogen and air in an expanding nozzle. The radiative heat transfer term in the energy equation is simulated using the Monte Carlo method (MCM). The nongray model employed is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. The spectral correlation has been considered in the Monte Carlo formulations. Results obtained demonstrate that the effect of radiation on the flow field is minimal but its effect on the wall heat transfer is significant. Extensive parametric studies are conducted to investigate the effects of equivalence ratio, wall temperature, inlet flow temperature, and the nozzle size on the radiative and conductive wall fluxes.
Monte-Carlo-based uncertainty propagation with hierarchical models—a case study in dynamic torque
NASA Astrophysics Data System (ADS)
Klaus, Leonard; Eichstädt, Sascha
2018-04-01
For a dynamic calibration, a torque transducer is described by a mechanical model, and the corresponding model parameters are to be identified from measurement data. A measuring device for the primary calibration of dynamic torque, and a corresponding model-based calibration approach, have recently been developed at PTB. The complete mechanical model of the calibration set-up is very complex, and involves several calibration steps—making a straightforward implementation of a Monte Carlo uncertainty evaluation tedious. With this in mind, we here propose to separate the complete model into sub-models, with each sub-model being treated with individual experiments and analysis. The uncertainty evaluation for the overall model then has to combine the information from the sub-models in line with Supplement 2 of the Guide to the Expression of Uncertainty in Measurement. In this contribution, we demonstrate how to carry this out using the Monte Carlo method. The uncertainty evaluation involves various input quantities of different origin and the solution of a numerical optimisation problem.
Monte-Carlo background simulations of present and future detectors in x-ray astronomy
NASA Astrophysics Data System (ADS)
Tenzer, C.; Kendziorra, E.; Santangelo, A.
2008-07-01
Reaching a low-level and well understood internal instrumental background is crucial for the scientific performance of an X-ray detector and, therefore, a main objective of the instrument designers. Monte-Carlo simulations of the physics processes and interactions taking place in a space-based X-ray detector as a result of its orbital environment can be applied to explain the measured background of existing missions. They are thus an excellent tool to predict and optimize the background of future observatories. Weak points of a design and the main sources of the background can be identified and methods to reduce them can be implemented and studied within the simulations. Using the Geant4 Monte-Carlo toolkit, we have created a simulation environment for space-based detectors and we present results of such background simulations for XMM-Newton's EPIC pn-CCD camera. The environment is also currently used to estimate and optimize the background of the future instruments Simbol-X and eRosita.
Monte Carlo based approach to the LS-NaI 4πβ-γ anticoincidence extrapolation and uncertainty
Fitzgerald, R.
2016-01-01
The 4πβ-γ anticoincidence method is used for the primary standardization of β−, β+, electron capture (EC), α, and mixed-mode radionuclides. Efficiency extrapolation using one or more γ ray coincidence gates is typically carried out by a low-order polynomial fit. The approach presented here is to use a Geant4-based Monte Carlo simulation of the detector system to analyze the efficiency extrapolation. New code was developed to account for detector resolution, direct γ ray interaction with the PMT, and implementation of experimental β-decay shape factors. The simulation was tuned to 57Co and 60Co data, then tested with 99mTc data, and used in measurements of 18F, 129I, and 124I. The analysis method described here offers a more realistic activity value and uncertainty than those indicated from a least-squares fit alone. PMID:27358944
Monte Carlo Simulation for Perusal and Practice.
ERIC Educational Resources Information Center
Brooks, Gordon P.; Barcikowski, Robert S.; Robey, Randall R.
The meaningful investigation of many problems in statistics can be solved through Monte Carlo methods. Monte Carlo studies can help solve problems that are mathematically intractable through the analysis of random samples from populations whose characteristics are known to the researcher. Using Monte Carlo simulation, the values of a statistic are…
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.
NASA Astrophysics Data System (ADS)
Fensin, Michael Lorne
Monte Carlo-linked depletion methods have gained recent interest due to the ability to more accurately model complex 3-dimesional geometries and better track the evolution of temporal nuclide inventory by simulating the actual physical process utilizing continuous energy coefficients. The integration of CINDER90 into the MCNPX Monte Carlo radiation transport code provides a high-fidelity completely self-contained Monte-Carlo-linked depletion capability in a well established, widely accepted Monte Carlo radiation transport code that is compatible with most nuclear criticality (KCODE) particle tracking features in MCNPX. MCNPX depletion tracks all necessary reaction rates and follows as many isotopes as cross section data permits in order to achieve a highly accurate temporal nuclide inventory solution. This work chronicles relevant nuclear history, surveys current methodologies of depletion theory, details the methodology in applied MCNPX and provides benchmark results for three independent OECD/NEA benchmarks. Relevant nuclear history, from the Oklo reactor two billion years ago to the current major United States nuclear fuel cycle development programs, is addressed in order to supply the motivation for the development of this technology. A survey of current reaction rate and temporal nuclide inventory techniques is then provided to offer justification for the depletion strategy applied within MCNPX. The MCNPX depletion strategy is then dissected and each code feature is detailed chronicling the methodology development from the original linking of MONTEBURNS and MCNP to the most recent public release of the integrated capability (MCNPX 2.6.F). Calculation results of the OECD/NEA Phase IB benchmark, H. B. Robinson benchmark and OECD/NEA Phase IVB are then provided. The acceptable results of these calculations offer sufficient confidence in the predictive capability of the MCNPX depletion method. This capability sets up a significant foundation, in a well established and supported radiation transport code, for further development of a Monte Carlo-linked depletion methodology which is essential to the future development of advanced reactor technologies that exceed the limitations of current deterministic based methods.
A stochastic hybrid systems based framework for modeling dependent failure processes
Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying
2017-01-01
In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313
A stochastic hybrid systems based framework for modeling dependent failure processes.
Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying
2017-01-01
In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.
Better Than Counting: Density Profiles from Force Sampling
NASA Astrophysics Data System (ADS)
de las Heras, Daniel; Schmidt, Matthias
2018-05-01
Calculating one-body density profiles in equilibrium via particle-based simulation methods involves counting of events of particle occurrences at (histogram-resolved) space points. Here, we investigate an alternative method based on a histogram of the local force density. Via an exact sum rule, the density profile is obtained with a simple spatial integration. The method circumvents the inherent ideal gas fluctuations. We have tested the method in Monte Carlo, Brownian dynamics, and molecular dynamics simulations. The results carry a statistical uncertainty smaller than that of the standard counting method, reducing therefore the computation time.
Dosimetric quality control of Eclipse treatment planning system using pelvic digital test object
NASA Astrophysics Data System (ADS)
Benhdech, Yassine; Beaumont, Stéphane; Guédon, Jeanpierre; Crespin, Sylvain
2011-03-01
Last year, we demonstrated the feasibility of a new method to perform dosimetric quality control of Treatment Planning Systems in radiotherapy, this method is based on Monte-Carlo simulations and uses anatomical Digital Test Objects (DTOs). The pelvic DTO was used in order to assess this new method on an ECLIPSE VARIAN Treatment Planning System. Large dose variations were observed particularly in air and bone equivalent material. In this current work, we discuss the results of the previous paper and provide an explanation for observed dose differences, the VARIAN Eclipse (Anisotropic Analytical) algorithm was investigated. Monte Carlo simulations (MC) were performed with a PENELOPE code version 2003. To increase efficiency of MC simulations, we have used our parallelized version based on the standard MPI (Message Passing Interface). The parallel code has been run on a 32- processor SGI cluster. The study was carried out using pelvic DTOs and was performed for low- and high-energy photon beams (6 and 18MV) on 2100CD VARIAN linear accelerator. A square field (10x10 cm2) was used. Assuming the MC data as reference, χ index analyze was carried out. For this study, a distance to agreement (DTA) was set to 7mm while the dose difference was set to 5% as recommended in the TRS-430 and TG-53 (on the beam axis in 3-D inhomogeneities). When using Monte Carlo PENELOPE, the absorbed dose is computed to the medium, however the TPS computes dose to water. We have used the method described by Siebers et al. based on Bragg-Gray cavity theory to convert MC simulated dose to medium to dose to water. Results show a strong consistency between ECLIPSE and MC calculations on the beam axis.
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fallahpoor, M; Abbasi, M; Sen, A
Purpose: Patient-specific 3-dimensional (3D) internal dosimetry in targeted radionuclide therapy is essential for efficient treatment. Two major steps to achieve reliable results are: 1) generating quantitative 3D images of radionuclide distribution and attenuation coefficients and 2) using a reliable method for dose calculation based on activity and attenuation map. In this research, internal dosimetry for 153-Samarium (153-Sm) was done by SPECT-CT images coupled GATE Monte Carlo package for internal dosimetry. Methods: A 50 years old woman with bone metastases from breast cancer was prescribed 153-Sm treatment (Gamma: 103keV and beta: 0.81MeV). A SPECT/CT scan was performed with the Siemens Simbia-Tmore » scanner. SPECT and CT images were registered using default registration software. SPECT quantification was achieved by compensating for all image degrading factors including body attenuation, Compton scattering and collimator-detector response (CDR). Triple energy window method was used to estimate and eliminate the scattered photons. Iterative ordered-subsets expectation maximization (OSEM) with correction for attenuation and distance-dependent CDR was used for image reconstruction. Bilinear energy mapping is used to convert Hounsfield units in CT image to attenuation map. Organ borders were defined by the itk-SNAP toolkit segmentation on CT image. GATE was then used for internal dose calculation. The Specific Absorbed Fractions (SAFs) and S-values were reported as MIRD schema. Results: The results showed that the largest SAFs and S-values are in osseous organs as expected. S-value for lung is the highest after spine that can be important in 153-Sm therapy. Conclusion: We presented the utility of SPECT-CT images and Monte Carlo for patient-specific dosimetry as a reliable and accurate method. It has several advantages over template-based methods or simplified dose estimation methods. With advent of high speed computers, Monte Carlo can be used for treatment planning on a day to day basis.« less
An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory
Yen, Chung-Cheng; Guymon, Gary L.
1990-01-01
An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.
An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory
NASA Astrophysics Data System (ADS)
Yen, Chung-Cheng; Guymon, Gary L.
1990-07-01
An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Giantsoudi, D; Schuemann, J; Dowdell, S
Purpose: For proton radiation therapy, Monte Carlo simulation (MCS) methods are recognized as the gold-standard dose calculation approach. Although previously unrealistic due to limitations in available computing power, GPU-based applications allow MCS of proton treatment fields to be performed in routine clinical use, on time scales comparable to that of conventional pencil-beam algorithms. This study focuses on validating the results of our GPU-based code (gPMC) versus fully implemented proton therapy based MCS code (TOPAS) for clinical patient cases. Methods: Two treatment sites were selected to provide clinical cases for this study: head-and-neck cases due to anatomical geometrical complexity (air cavitiesmore » and density heterogeneities), making dose calculation very challenging, and prostate cases due to higher proton energies used and close proximity of the treatment target to sensitive organs at risk. Both gPMC and TOPAS methods were used to calculate 3-dimensional dose distributions for all patients in this study. Comparisons were performed based on target coverage indices (mean dose, V90 and D90) and gamma index distributions for 2% of the prescription dose and 2mm. Results: For seven out of eight studied cases, mean target dose, V90 and D90 differed less than 2% between TOPAS and gPMC dose distributions. Gamma index analysis for all prostate patients resulted in passing rate of more than 99% of voxels in the target. Four out of five head-neck-cases showed passing rate of gamma index for the target of more than 99%, the fifth having a gamma index passing rate of 93%. Conclusion: Our current work showed excellent agreement between our GPU-based MCS code and fully implemented proton therapy based MC code for a group of dosimetrically challenging patient cases.« less
Exact stochastic unraveling of an optical coherence dynamics by cumulant expansion
NASA Astrophysics Data System (ADS)
Olšina, Jan; Kramer, Tobias; Kreisbeck, Christoph; Mančal, Tomáš
2014-10-01
A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space with respect to the coupling between the excited states of the molecule. The trajectories are weighted by a complex decoherence factor based on the second-order cumulant expansion of the environmental evolution. The method can be used with an arbitrary environment characterized by a general correlation function and arbitrary coupling strength. It is formally exact for harmonic environments, and it can be used with arbitrary temperature. Time evolution of an optically excited Frenkel exciton dimer representing a molecular exciton interacting with a charge transfer state is calculated by the proposed method. We calculate the evolution of the optical coherence elements of the density matrix and linear absorption spectrum, and compare them with the predictions of standard simulation methods.
Monte Carlo method for calculating the radiation skyshine produced by electron accelerators
NASA Astrophysics Data System (ADS)
Kong, Chaocheng; Li, Quanfeng; Chen, Huaibi; Du, Taibin; Cheng, Cheng; Tang, Chuanxiang; Zhu, Li; Zhang, Hui; Pei, Zhigang; Ming, Shenjin
2005-06-01
Using the MCNP4C Monte Carlo code, the X-ray skyshine produced by 9 MeV, 15 MeV and 21 MeV electron linear accelerators were calculated respectively with a new two-step method combined with the split and roulette variance reduction technique. Results of the Monte Carlo simulation, the empirical formulas used for skyshine calculation and the dose measurements were analyzed and compared. In conclusion, the skyshine dose measurements agreed reasonably with the results computed by the Monte Carlo method, but deviated from computational results given by empirical formulas. The effect on skyshine dose caused by different structures of accelerator head is also discussed in this paper.
Response Matrix Monte Carlo for electron transport
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ballinger, C.T.; Nielsen, D.E. Jr.; Rathkopf, J.A.
1990-11-01
A Response Matrix Monte Carol (RMMC) method has been developed for solving electron transport problems. This method was born of the need to have a reliable, computationally efficient transport method for low energy electrons (below a few hundred keV) in all materials. Today, condensed history methods are used which reduce the computation time by modeling the combined effect of many collisions but fail at low energy because of the assumptions required to characterize the electron scattering. Analog Monte Carlo simulations are prohibitively expensive since electrons undergo coulombic scattering with little state change after a collision. The RMMC method attempts tomore » combine the accuracy of an analog Monte Carlo simulation with the speed of the condensed history methods. The combined effect of many collisions is modeled, like condensed history, except it is precalculated via an analog Monte Carol simulation. This avoids the scattering kernel assumptions associated with condensed history methods. Results show good agreement between the RMMC method and analog Monte Carlo. 11 refs., 7 figs., 1 tabs.« less
GPU-accelerated Monte Carlo convolution/superposition implementation for dose calculation.
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.
SU-E-J-60: Efficient Monte Carlo Dose Calculation On CPU-GPU Heterogeneous Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Xiao, K; Chen, D. Z; Hu, X. S
Purpose: It is well-known that the performance of GPU-based Monte Carlo dose calculation implementations is bounded by memory bandwidth. One major cause of this bottleneck is the random memory writing patterns in dose deposition, which leads to several memory efficiency issues on GPU such as un-coalesced writing and atomic operations. We propose a new method to alleviate such issues on CPU-GPU heterogeneous systems, which achieves overall performance improvement for Monte Carlo dose calculation. Methods: Dose deposition is to accumulate dose into the voxels of a dose volume along the trajectories of radiation rays. Our idea is to partition this proceduremore » into the following three steps, which are fine-tuned for CPU or GPU: (1) each GPU thread writes dose results with location information to a buffer on GPU memory, which achieves fully-coalesced and atomic-free memory transactions; (2) the dose results in the buffer are transferred to CPU memory; (3) the dose volume is constructed from the dose buffer on CPU. We organize the processing of all radiation rays into streams. Since the steps within a stream use different hardware resources (i.e., GPU, DMA, CPU), we can overlap the execution of these steps for different streams by pipelining. Results: We evaluated our method using a Monte Carlo Convolution Superposition (MCCS) program and tested our implementation for various clinical cases on a heterogeneous system containing an Intel i7 quad-core CPU and an NVIDIA TITAN GPU. Comparing with a straightforward MCCS implementation on the same system (using both CPU and GPU for radiation ray tracing), our method gained 2-5X speedup without losing dose calculation accuracy. Conclusion: The results show that our new method improves the effective memory bandwidth and overall performance for MCCS on the CPU-GPU systems. Our proposed method can also be applied to accelerate other Monte Carlo dose calculation approaches. This research was supported in part by NSF under Grants CCF-1217906, and also in part by a research contract from the Sandia National Laboratories.« less
Improved Monte Carlo Renormalization Group Method
DOE R&D Accomplishments Database
Gupta, R.; Wilson, K. G.; Umrigar, C.
1985-01-01
An extensive program to analyze critical systems using an Improved Monte Carlo Renormalization Group Method (IMCRG) being undertaken at LANL and Cornell is described. Here we first briefly review the method and then list some of the topics being investigated.
Structural reliability analysis under evidence theory using the active learning kriging model
NASA Astrophysics Data System (ADS)
Yang, Xufeng; Liu, Yongshou; Ma, Panke
2017-11-01
Structural reliability analysis under evidence theory is investigated. It is rigorously proved that a surrogate model providing only correct sign prediction of the performance function can meet the accuracy requirement of evidence-theory-based reliability analysis. Accordingly, a method based on the active learning kriging model which only correctly predicts the sign of the performance function is proposed. Interval Monte Carlo simulation and a modified optimization method based on Karush-Kuhn-Tucker conditions are introduced to make the method more efficient in estimating the bounds of failure probability based on the kriging model. Four examples are investigated to demonstrate the efficiency and accuracy of the proposed method.
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wagner, John C; Peplow, Douglas E.; Mosher, Scott W
2014-01-01
This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is an extension of the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for more than a decade to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development ofmore » an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain more uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented and demonstrated within the MAVRIC sequence of SCALE and the ADVANTG/MCNP framework. Application of the method to representative, real-world problems, including calculation of dose rate and energy dependent flux throughout the problem space, dose rates in specific areas, and energy spectra at multiple detectors, is presented and discussed. Results of the FW-CADIS method and other recently developed global variance reduction approaches are also compared, and the FW-CADIS method outperformed the other methods in all cases considered.« less
Fast GPU-based Monte Carlo simulations for LDR prostate brachytherapy.
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.
Theory of melting at high pressures: Amending density functional theory with quantum Monte Carlo
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shulenburger, L.; Desjarlais, M. P.; Mattsson, T. R.
We present an improved first-principles description of melting under pressure based on thermodynamic integration comparing Density Functional Theory (DFT) and quantum Monte Carlo (QMC) treatments of the system. The method is applied to address the longstanding discrepancy between density functional theory (DFT) calculations and diamond anvil cell (DAC) experiments on the melting curve of xenon, a noble gas solid where van der Waals binding is challenging for traditional DFT methods. The calculations show excellent agreement with data below 20 GPa and that the high-pressure melt curve is well described by a Lindemann behavior up to at least 80 GPa, amore » finding in stark contrast to DAC data.« less
Kinetics versus thermodynamics in materials modeling: The case of the di-vacancy in iron
NASA Astrophysics Data System (ADS)
Djurabekova, F.; Malerba, L.; Pasianot, R. C.; Olsson, P.; Nordlund, K.
2010-07-01
Monte Carlo models are widely used for the study of microstructural and microchemical evolution of materials under irradiation. However, they often link explicitly the relevant activation energies to the energy difference between local equilibrium states. We provide a simple example (di-vacancy migration in iron) in which a rigorous activation energy calculation, by means of both empirical interatomic potentials and density functional theory methods, clearly shows that such a link is not granted, revealing a migration mechanism that a thermodynamics-linked activation energy model cannot predict. Such a mechanism is, however, fully consistent with thermodynamics. This example emphasizes the importance of basing Monte Carlo methods on models where the activation energies are rigorously calculated, rather than deduced from widespread heuristic equations.
Theory of melting at high pressures: Amending density functional theory with quantum Monte Carlo
Shulenburger, L.; Desjarlais, M. P.; Mattsson, T. R.
2014-10-01
We present an improved first-principles description of melting under pressure based on thermodynamic integration comparing Density Functional Theory (DFT) and quantum Monte Carlo (QMC) treatments of the system. The method is applied to address the longstanding discrepancy between density functional theory (DFT) calculations and diamond anvil cell (DAC) experiments on the melting curve of xenon, a noble gas solid where van der Waals binding is challenging for traditional DFT methods. The calculations show excellent agreement with data below 20 GPa and that the high-pressure melt curve is well described by a Lindemann behavior up to at least 80 GPa, amore » finding in stark contrast to DAC data.« less
Using Computer-Based "Experiments" in the Analysis of Chemical Reaction Equilibria
ERIC Educational Resources Information Center
Li, Zhao; Corti, David S.
2018-01-01
The application of the Reaction Monte Carlo (RxMC) algorithm to standard textbook problems in chemical reaction equilibria is discussed. The RxMC method is a molecular simulation algorithm for studying the equilibrium properties of reactive systems, and therefore provides the opportunity to develop computer-based "experiments" for the…
An improved target velocity sampling algorithm for free gas elastic scattering
DOE Office of Scientific and Technical Information (OSTI.GOV)
Romano, Paul K.; Walsh, Jonathan A.
We present an improved algorithm for sampling the target velocity when simulating elastic scattering in a Monte Carlo neutron transport code that correctly accounts for the energy dependence of the scattering cross section. The algorithm samples the relative velocity directly, thereby avoiding a potentially inefficient rejection step based on the ratio of cross sections. Here, we have shown that this algorithm requires only one rejection step, whereas other methods of similar accuracy require two rejection steps. The method was verified against stochastic and deterministic reference results for upscattering percentages in 238U. Simulations of a light water reactor pin cell problemmore » demonstrate that using this algorithm results in a 3% or less penalty in performance when compared with an approximate method that is used in most production Monte Carlo codes« less
An improved target velocity sampling algorithm for free gas elastic scattering
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
Creation of problem-dependent Doppler-broadened cross sections in the KENO Monte Carlo code
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hart, Shane W. D.; Celik, Cihangir; Maldonado, G. Ivan
2015-11-06
In this paper, we introduce a quick method for improving the accuracy of Monte Carlo simulations by generating one- and two-dimensional cross sections at a user-defined temperature before performing transport calculations. A finite difference method is used to Doppler-broaden cross sections to the desired temperature, and unit-base interpolation is done to generate the probability distributions for double differential two-dimensional thermal moderator cross sections at any arbitrarily user-defined temperature. The accuracy of these methods is tested using a variety of contrived problems. In addition, various benchmarks at elevated temperatures are modeled, and results are compared with benchmark results. Lastly, the problem-dependentmore » cross sections are observed to produce eigenvalue estimates that are closer to the benchmark results than those without the problem-dependent cross sections.« less
Design optimisation of a TOF-based collimated camera prototype for online hadrontherapy monitoring
NASA Astrophysics Data System (ADS)
Pinto, M.; Dauvergne, D.; Freud, N.; Krimmer, J.; Letang, J. M.; Ray, C.; Roellinghoff, F.; Testa, E.
2014-12-01
Hadrontherapy is an innovative radiation therapy modality for which one of the main key advantages is the target conformality allowed by the physical properties of ion species. However, in order to maximise the exploitation of its potentialities, online monitoring is required in order to assert the treatment quality, namely monitoring devices relying on the detection of secondary radiations. Herein is presented a method based on Monte Carlo simulations to optimise a multi-slit collimated camera employing time-of-flight selection of prompt-gamma rays to be used in a clinical scenario. In addition, an analytical tool is developed based on the Monte Carlo data to predict the expected precision for a given geometrical configuration. Such a method follows the clinical workflow requirements to simultaneously have a solution that is relatively accurate and fast. Two different camera designs are proposed, considering different endpoints based on the trade-off between camera detection efficiency and spatial resolution to be used in a proton therapy treatment with active dose delivery and assuming a homogeneous target.
NASA Astrophysics Data System (ADS)
Dabiri, Mohammad Taghi; Sadough, Seyed Mohammad Sajad
2018-04-01
In the free-space optical (FSO) links, atmospheric turbulence lead to scintillation in the received signal. Due to its ease of implementation, intensity modulation with direct detection (IM/DD) based on ON-OFF keying (OOK) is a popular signaling scheme in these systems. Over turbulence channel, to detect OOK symbols in a blind way, i.e., without sending pilot symbols, an expectation-maximization (EM)-based detection method was recently proposed in the literature related to free-space optical (FSO) communication. However, the performance of EM-based detection methods severely depends on the length of the observation interval (Ls). To choose the optimum values of Ls at target bit error rates (BER)s of FSO communications which are commonly lower than 10-9, Monte-Carlo simulations would be very cumbersome and require a very long processing time. To facilitate performance evaluation, in this letter we derive the analytic expressions for BER and outage probability. Numerical results validate the accuracy of our derived analytic expressions. Our results may serve to evaluate the optimum value for Ls without resorting to time-consuming Monte-Carlo simulations.
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.
NASA Astrophysics Data System (ADS)
Umezawa, Naoto; Tsuneyuki, Shinji; Ohno, Takahisa; Shiraishi, Kenji; Chikyow, Toyohiro
2005-03-01
The transcorrelated (TC) method is a useful approach to optimize the Jastrow-Slater-type many-body wave function FD. The basic idea of the TC method [1] is based on the similarity transformation of a many-body Hamiltonian H with respect to the Jastrow factor F: HTC=frac1F H F in order to incorporate the correlation effect into HTC. Both the F and D are optimized by minimizing the variance ^2=|Hrm TCD - E D |^2 d^3N x. The optimization for F is implemented by the variational Monte Carlo calculation, and D is determined by the TC self-consistent-field equation for the one-body wave functions φμ(x), which is derived from the functional derivative of ^2 with respect to φmu(x). In this talk, we will present the results given by the transcorrelated variational Monte Carlo (TC-VMC) method for the ground state [2] and the excited states of atoms [3]. [1]S. F. Boys and N. C. Handy, Proc. Roy. Soc. A, 309, 209; 310, 43; 310, 63; 311, 309 (1969). [2]N. Umezawa and S. Tsuneyuki, J. Chem. Phys. 119, 10015 (2003). [3]N. Umezawa and S. Tsuneyuki, J. Chem. Phys. 121, 7070 (2004).
Applications of Monte Carlo method to nonlinear regression of rheological data
NASA Astrophysics Data System (ADS)
Kim, Sangmo; Lee, Junghaeng; Kim, Sihyun; Cho, Kwang Soo
2018-02-01
In rheological study, it is often to determine the parameters of rheological models from experimental data. Since both rheological data and values of the parameters vary in logarithmic scale and the number of the parameters is quite large, conventional method of nonlinear regression such as Levenberg-Marquardt (LM) method is usually ineffective. The gradient-based method such as LM is apt to be caught in local minima which give unphysical values of the parameters whenever the initial guess of the parameters is far from the global optimum. Although this problem could be solved by simulated annealing (SA), the Monte Carlo (MC) method needs adjustable parameter which could be determined in ad hoc manner. We suggest a simplified version of SA, a kind of MC methods which results in effective values of the parameters of most complicated rheological models such as the Carreau-Yasuda model of steady shear viscosity, discrete relaxation spectrum and zero-shear viscosity as a function of concentration and molecular weight.
NUEN-618 Class Project: Actually Implicit Monte Carlo
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vega, R. M.; Brunner, T. A.
2017-12-14
This research describes a new method for the solution of the thermal radiative transfer (TRT) equations that is implicit in time which will be called Actually Implicit Monte Carlo (AIMC). This section aims to introduce the TRT equations, as well as the current workhorse method which is known as Implicit Monte Carlo (IMC). As the name of the method proposed here indicates, IMC is a misnomer in that it is only semi-implicit, which will be shown in this section as well.
Numerical integration of detector response functions via Monte Carlo simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kelly, Keegan John; O'Donnell, John M.; Gomez, Jaime A.
Calculations of detector response functions are complicated because they include the intricacies of signal creation from the detector itself as well as a complex interplay between the detector, the particle-emitting target, and the entire experimental environment. As such, these functions are typically only accessible through time-consuming Monte Carlo simulations. Furthermore, the output of thousands of Monte Carlo simulations can be necessary in order to extract a physics result from a single experiment. Here we describe a method to obtain a full description of the detector response function using Monte Carlo simulations. We also show that a response function calculated inmore » this way can be used to create Monte Carlo simulation output spectra a factor of ~1000× faster than running a new Monte Carlo simulation. A detailed discussion of the proper treatment of uncertainties when using this and other similar methods is provided as well. Here, this method is demonstrated and tested using simulated data from the Chi-Nu experiment, which measures prompt fission neutron spectra at the Los Alamos Neutron Science Center.« less
Numerical integration of detector response functions via Monte Carlo simulations
NASA Astrophysics Data System (ADS)
Kelly, K. J.; O'Donnell, J. M.; Gomez, J. A.; Taddeucci, T. N.; Devlin, M.; Haight, R. C.; White, M. C.; Mosby, S. M.; Neudecker, D.; Buckner, M. Q.; Wu, C. Y.; Lee, H. Y.
2017-09-01
Calculations of detector response functions are complicated because they include the intricacies of signal creation from the detector itself as well as a complex interplay between the detector, the particle-emitting target, and the entire experimental environment. As such, these functions are typically only accessible through time-consuming Monte Carlo simulations. Furthermore, the output of thousands of Monte Carlo simulations can be necessary in order to extract a physics result from a single experiment. Here we describe a method to obtain a full description of the detector response function using Monte Carlo simulations. We also show that a response function calculated in this way can be used to create Monte Carlo simulation output spectra a factor of ∼ 1000 × faster than running a new Monte Carlo simulation. A detailed discussion of the proper treatment of uncertainties when using this and other similar methods is provided as well. This method is demonstrated and tested using simulated data from the Chi-Nu experiment, which measures prompt fission neutron spectra at the Los Alamos Neutron Science Center.
Numerical integration of detector response functions via Monte Carlo simulations
Kelly, Keegan John; O'Donnell, John M.; Gomez, Jaime A.; ...
2017-06-13
Calculations of detector response functions are complicated because they include the intricacies of signal creation from the detector itself as well as a complex interplay between the detector, the particle-emitting target, and the entire experimental environment. As such, these functions are typically only accessible through time-consuming Monte Carlo simulations. Furthermore, the output of thousands of Monte Carlo simulations can be necessary in order to extract a physics result from a single experiment. Here we describe a method to obtain a full description of the detector response function using Monte Carlo simulations. We also show that a response function calculated inmore » this way can be used to create Monte Carlo simulation output spectra a factor of ~1000× faster than running a new Monte Carlo simulation. A detailed discussion of the proper treatment of uncertainties when using this and other similar methods is provided as well. Here, this method is demonstrated and tested using simulated data from the Chi-Nu experiment, which measures prompt fission neutron spectra at the Los Alamos Neutron Science Center.« less
Monte Carlo replica-exchange based ensemble docking of protein conformations.
Zhang, Zhe; Ehmann, Uwe; Zacharias, Martin
2017-05-01
A replica-exchange Monte Carlo (REMC) ensemble docking approach has been developed that allows efficient exploration of protein-protein docking geometries. In addition to Monte Carlo steps in translation and orientation of binding partners, possible conformational changes upon binding are included based on Monte Carlo selection of protein conformations stored as ordered pregenerated conformational ensembles. The conformational ensembles of each binding partner protein were generated by three different approaches starting from the unbound partner protein structure with a range spanning a root mean square deviation of 1-2.5 Å with respect to the unbound structure. Because MC sampling is performed to select appropriate partner conformations on the fly the approach is not limited by the number of conformations in the ensemble compared to ensemble docking of each conformer pair in ensemble cross docking. Although only a fraction of generated conformers was in closer agreement with the bound structure the REMC ensemble docking approach achieved improved docking results compared to REMC docking with only the unbound partner structures or using docking energy minimization methods. The approach has significant potential for further improvement in combination with more realistic structural ensembles and better docking scoring functions. Proteins 2017; 85:924-937. © 2016 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.
Investigation of radiative interaction in laminar flows using Monte Carlo simulation
NASA Technical Reports Server (NTRS)
Liu, Jiwen; Tiwari, S. N.
1993-01-01
The Monte Carlo method (MCM) is employed to study the radiative interactions in fully developed laminar flow between two parallel plates. Taking advantage of the characteristics of easy mathematical treatment of the MCM, a general numerical procedure is developed for nongray radiative interaction. The nongray model is based on the statistical narrow band model with an exponential-tailed inverse intensity distribution. To validate the Monte Carlo simulation for nongray radiation problems, the results of radiative dissipation from the MCM are compared with two available solutions for a given temperature profile between two plates. After this validation, the MCM is employed to solve the present physical problem and results for the bulk temperature are compared with available solutions. In general, good agreement is noted and reasons for some discrepancies in certain ranges of parameters are explained.
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.
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.
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…
Ground state of excitonic molecules by the Green's-function Monte Carlo method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lee, M.A.; Vashishta, P.; Kalia, R.K.
1983-12-26
The ground-state energy of excitonic molecules is evaluated as a function of the ratio of electron and hole masses, sigma, with use of the Green's-function Monte Carlo method. For all sigma, the Green's-function Monte Carlo energies are significantly lower than the variational estimates and in favorable agreement with experiments. In excitonic rydbergs, the binding energy of the positronium molecule (sigma = 1) is predicted to be -0.06 and for sigma<<1, the Green's-function Monte Carlo energies agree with the ''exact'' limiting behavior, E = -2.346+0.764sigma.
Frequency-resolved Monte Carlo.
López Carreño, Juan Camilo; Del Valle, Elena; Laussy, Fabrice P
2018-05-03
We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of frequency-resolved photon correlations, extending the range of applications based on correlations of photons of prescribed energy, in particular those of a photon-counting character. We apply the technique to autocorrelations of photon streams from a two-level system under coherent and incoherent pumping, including the Mollow triplet regime where we demonstrate the direct manifestation of leapfrog processes in producing an increased rate of two-photon emission events.
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.
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
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.
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.
Neokosmidis, Ioannis; Kamalakis, Thomas; Chipouras, Aristides; Sphicopoulos, Thomas
2005-01-01
The performance of high-powered wavelength-division multiplexed (WDM) optical networks can be severely degraded by four-wave-mixing- (FWM-) induced distortion. The multicanonical Monte Carlo method (MCMC) is used to calculate the probability-density function (PDF) of the decision variable of a receiver, limited by FWM noise. Compared with the conventional Monte Carlo method previously used to estimate this PDF, the MCMC method is much faster and can accurately estimate smaller error probabilities. The method takes into account the correlation between the components of the FWM noise, unlike the Gaussian model, which is shown not to provide accurate results.
ERIC Educational Resources Information Center
Myers, Nicholas D.; Ahn, Soyeon; Jin, Ying
2011-01-01
Monte Carlo methods can be used in data analytic situations (e.g., validity studies) to make decisions about sample size and to estimate power. The purpose of using Monte Carlo methods in a validity study is to improve the methodological approach within a study where the primary focus is on construct validity issues and not on advancing…
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
Restricted random search method based on taboo search in the multiple minima problem
NASA Astrophysics Data System (ADS)
Hong, Seung Do; Jhon, Mu Shik
1997-03-01
The restricted random search method is proposed as a simple Monte Carlo sampling method to search minima fast in the multiple minima problem. This method is based on taboo search applied recently to continuous test functions. The concept of the taboo region instead of the taboo list is used and therefore the sampling of a region near an old configuration is restricted in this method. This method is applied to 2-dimensional test functions and the argon clusters. This method is found to be a practical and efficient method to search near-global configurations of test functions and the argon clusters.
A technique for generating phase-space-based Monte Carlo beamlets in radiotherapy applications.
Bush, K; Popescu, I A; Zavgorodni, S
2008-09-21
As radiotherapy treatment planning moves toward Monte Carlo (MC) based dose calculation methods, the MC beamlet is becoming an increasingly common optimization entity. At present, methods used to produce MC beamlets have utilized a particle source model (PSM) approach. In this work we outline the implementation of a phase-space-based approach to MC beamlet generation that is expected to provide greater accuracy in beamlet dose distributions. In this approach a standard BEAMnrc phase space is sorted and divided into beamlets with particles labeled using the inheritable particle history variable. This is achieved with the use of an efficient sorting algorithm, capable of sorting a phase space of any size into the required number of beamlets in only two passes. Sorting a phase space of five million particles can be achieved in less than 8 s on a single-core 2.2 GHz CPU. The beamlets can then be transported separately into a patient CT dataset, producing separate dose distributions (doselets). Methods for doselet normalization and conversion of dose to absolute units of Gy for use in intensity modulated radiation therapy (IMRT) plan optimization are also described.
New closed-form approximation for skin chromophore mapping.
Välisuo, Petri; Kaartinen, Ilkka; Tuchin, Valery; Alander, Jarmo
2011-04-01
The concentrations of blood and melanin in skin can be estimated based on the reflectance of light. Many models for this estimation have been built, such as Monte Carlo simulation, diffusion models, and the differential modified Beer-Lambert law. The optimization-based methods are too slow for chromophore mapping of high-resolution spectral images, and the differential modified Beer-Lambert is not often accurate enough. Optimal coefficients for the differential Beer-Lambert model are calculated by differentiating the diffusion model, optimized to the normal skin spectrum. The derivatives are then used in predicting the difference in chromophore concentrations from the difference in absorption spectra. The accuracy of the method is tested both computationally and experimentally using a Monte Carlo multilayer simulation model, and the data are measured from the palm of a hand during an Allen's test, which modulates the blood content of skin. The correlations of the given and predicted blood, melanin, and oxygen saturation levels are correspondingly r = 0.94, r = 0.99, and r = 0.73. The prediction of the concentrations for all pixels in a 1-megapixel image would take ∼ 20 min, which is orders of magnitude faster than the methods based on optimization during the prediction.
NASA Astrophysics Data System (ADS)
Wang, Dong; Tse, Peter W.
2015-05-01
Slurry pumps are commonly used in oil-sand mining for pumping mixtures of abrasive liquids and solids. These operations cause constant wear of slurry pump impellers, which results in the breakdown of the slurry pumps. This paper develops a prognostic method for estimating remaining useful life of slurry pump impellers. First, a moving-average wear degradation index is proposed to assess the performance degradation of the slurry pump impeller. Secondly, the state space model of the proposed health index is constructed. A general sequential Monte Carlo method is employed to derive the parameters of the state space model. The remaining useful life of the slurry pump impeller is estimated by extrapolating the established state space model to a specified alert threshold. Data collected from an industrial oil sand pump were used to validate the developed method. The results show that the accuracy of the developed method improves as more data become available.
NASA Technical Reports Server (NTRS)
Gaebler, John A.; Tolson, Robert H.
2010-01-01
In the study of entry, descent, and landing, Monte Carlo sampling methods are often employed to study the uncertainty in the designed trajectory. The large number of uncertain inputs and outputs, coupled with complicated non-linear models, can make interpretation of the results difficult. Three methods that provide statistical insights are applied to an entry, descent, and landing simulation. The advantages and disadvantages of each method are discussed in terms of the insights gained versus the computational cost. The first method investigated was failure domain bounding which aims to reduce the computational cost of assessing the failure probability. Next a variance-based sensitivity analysis was studied for the ability to identify which input variable uncertainty has the greatest impact on the uncertainty of an output. Finally, probabilistic sensitivity analysis is used to calculate certain sensitivities at a reduced computational cost. These methods produce valuable information that identifies critical mission parameters and needs for new technology, but generally at a significant computational cost.
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.
Calculating Potential Energy Curves with Quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Powell, Andrew D.; Dawes, Richard
2014-06-01
Quantum Monte Carlo (QMC) is a computational technique that can be applied to the electronic Schrödinger equation for molecules. QMC methods such as Variational Monte Carlo (VMC) and Diffusion Monte Carlo (DMC) have demonstrated the capability of capturing large fractions of the correlation energy, thus suggesting their possible use for high-accuracy quantum chemistry calculations. QMC methods scale particularly well with respect to parallelization making them an attractive consideration in anticipation of next-generation computing architectures which will involve massive parallelization with millions of cores. Due to the statistical nature of the approach, in contrast to standard quantum chemistry methods, uncertainties (error-bars) are associated with each calculated energy. This study focuses on the cost, feasibility and practical application of calculating potential energy curves for small molecules with QMC methods. Trial wave functions were constructed with the multi-configurational self-consistent field (MCSCF) method from GAMESS-US.[1] The CASINO Monte Carlo quantum chemistry package [2] was used for all of the DMC calculations. An overview of our progress in this direction will be given. References: M. W. Schmidt et al. J. Comput. Chem. 14, 1347 (1993). R. J. Needs et al. J. Phys.: Condensed Matter 22, 023201 (2010).
Research on characteristics of forward scattering light based on Monte Carlo simulation
NASA Astrophysics Data System (ADS)
Ding, Kun; Jin, Wei-qi
2008-03-01
In ocean inspection, laser system has the advantages of high precision, high efficiency and being enacted on the temperature or salinity of seawater. It has been developed greatly in recent years. But it is not yet a mature inspection technique because of the complicacy of oceanic channel and water-scattering. There are many problems to be resolved. In this paper, the work principle and of general developing situation of ocean lidar techniques are introduced first. The author points out that the intense scattering and absorbing acting on light by water is the bottleneck to limit the development of ocean lidar. The Monet Carlo method is adopted finally to be a basal way of study in this paper after discussing several method of studying the light transmitting in seawater. Based on the theory of photon transmitted in the seawater and the particularity of underwater target detecting, we have studied the characters of laser scattering on underwater target surface and spatial and temporal characters of forward scattering. Starting from the particularity of underwater target detecting, a new model to describe the characters of laser scattering is presented. Based on this model, we developed the fast arithmetic, which enhanced the computation speed greatly and the precision was also assured. It made detecting real-time realizable. Basing on the Monte Carlo simulation and starting from the theory of photon transmitted in the seawater, we studied how the parameters of water quality and other systemic parameters affect the light forward scattering through seawater at spatial and temporal region and provided the theoretical sustentation of enhancing the SNR and operational distance.
Cross hole GPR traveltime inversion using a fast and accurate neural network as a forward model
NASA Astrophysics Data System (ADS)
Mejer Hansen, Thomas
2017-04-01
Probabilistic formulated inverse problems can be solved using Monte Carlo based sampling methods. In principle both advanced prior information, such as based on geostatistics, and complex non-linear forward physical models can be considered. However, in practice these methods can be associated with huge computational costs that in practice limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error, that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival travel time inversion of cross hole ground-penetrating radar (GPR) data. An accurate forward model, based on 2D full-waveform modeling followed by automatic travel time picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the full forward model, and considerably faster, and more accurate, than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of the types of inverse problems that can be solved using non-linear Monte Carlo sampling techniques.
Assessment of Person Fit Using Resampling-Based Approaches
ERIC Educational Resources Information Center
Sinharay, Sandip
2016-01-01
De la Torre and Deng suggested a resampling-based approach for person-fit assessment (PFA). The approach involves the use of the [math equation unavailable] statistic, a corrected expected a posteriori estimate of the examinee ability, and the Monte Carlo (MC) resampling method. The Type I error rate of the approach was closer to the nominal level…
Wang, Lei; Troyer, Matthias
2014-09-12
We present a new algorithm for calculating the Renyi entanglement entropy of interacting fermions using the continuous-time quantum Monte Carlo method. The algorithm only samples the interaction correction of the entanglement entropy, which by design ensures the efficient calculation of weakly interacting systems. Combined with Monte Carlo reweighting, the algorithm also performs well for systems with strong interactions. We demonstrate the potential of this method by studying the quantum entanglement signatures of the charge-density-wave transition of interacting fermions on a square lattice.
Comparing the landcapes of common retroviral insertion sites across tumor models
NASA Astrophysics Data System (ADS)
Weishaupt, Holger; Čančer, Matko; Engström, Cristopher; Silvestrov, Sergei; Swartling, Fredrik J.
2017-01-01
Retroviral tagging represents an important technique, which allows researchers to screen for candidate cancer genes. The technique is based on the integration of retroviral sequences into the genome of a host organism, which might then lead to the artificial inhibition or expression of proximal genetic elements. The identification of potential cancer genes in this framework involves the detection of genomic regions (common insertion sites; CIS) which contain a number of such viral integration sites that is greater than expected by chance. During the last two decades, a number of different methods have been discussed for the identification of such loci and the respective techniques have been applied to a variety of different retroviruses and/or tumor models. We have previously established a retrovirus driven brain tumor model and reported the CISs which were found based on a Monte Carlo statistics derived detection paradigm. In this study, we consider a recently proposed alternative graph theory based method for identifying CISs and compare the resulting CIS landscape in our brain tumor dataset to those obtained when using the Monte Carlo approach. Finally, we also employ the graph-based method to compare the CIS landscape in our brain tumor model with those of other published retroviral tumor models.
Peter, Silvia; Modregger, Peter; Fix, Michael K.; Volken, Werner; Frei, Daniel; Manser, Peter; Stampanoni, Marco
2014-01-01
Phase-sensitive X-ray imaging shows a high sensitivity towards electron density variations, making it well suited for imaging of soft tissue matter. However, there are still open questions about the details of the image formation process. Here, a framework for numerical simulations of phase-sensitive X-ray imaging is presented, which takes both particle- and wave-like properties of X-rays into consideration. A split approach is presented where we combine a Monte Carlo method (MC) based sample part with a wave optics simulation based propagation part, leading to a framework that takes both particle- and wave-like properties into account. The framework can be adapted to different phase-sensitive imaging methods and has been validated through comparisons with experiments for grating interferometry and propagation-based imaging. The validation of the framework shows that the combination of wave optics and MC has been successfully implemented and yields good agreement between measurements and simulations. This demonstrates that the physical processes relevant for developing a deeper understanding of scattering in the context of phase-sensitive imaging are modelled in a sufficiently accurate manner. The framework can be used for the simulation of phase-sensitive X-ray imaging, for instance for the simulation of grating interferometry or propagation-based imaging. PMID:24763652
Fast CPU-based Monte Carlo simulation for radiotherapy dose calculation.
Ziegenhein, Peter; Pirner, Sven; Ph Kamerling, Cornelis; Oelfke, Uwe
2015-08-07
Monte-Carlo (MC) simulations are considered to be the most accurate method for calculating dose distributions in radiotherapy. Its clinical application, however, still is limited by the long runtimes conventional implementations of MC algorithms require to deliver sufficiently accurate results on high resolution imaging data. In order to overcome this obstacle we developed the software-package PhiMC, which is capable of computing precise dose distributions in a sub-minute time-frame by leveraging the potential of modern many- and multi-core CPU-based computers. PhiMC is based on the well verified dose planning method (DPM). We could demonstrate that PhiMC delivers dose distributions which are in excellent agreement to DPM. The multi-core implementation of PhiMC scales well between different computer architectures and achieves a speed-up of up to 37[Formula: see text] compared to the original DPM code executed on a modern system. Furthermore, we could show that our CPU-based implementation on a modern workstation is between 1.25[Formula: see text] and 1.95[Formula: see text] faster than a well-known GPU implementation of the same simulation method on a NVIDIA Tesla C2050. Since CPUs work on several hundreds of GB RAM the typical GPU memory limitation does not apply for our implementation and high resolution clinical plans can be calculated.
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
Gray: a ray tracing-based Monte Carlo simulator for PET
NASA Astrophysics Data System (ADS)
Freese, David L.; Olcott, Peter D.; Buss, Samuel R.; Levin, Craig S.
2018-05-01
Monte Carlo simulation software plays a critical role in PET system design. Performing complex, repeated Monte Carlo simulations can be computationally prohibitive, as even a single simulation can require a large amount of time and a computing cluster to complete. Here we introduce Gray, a Monte Carlo simulation software for PET systems. Gray exploits ray tracing methods used in the computer graphics community to greatly accelerate simulations of PET systems with complex geometries. We demonstrate the implementation of models for positron range, annihilation acolinearity, photoelectric absorption, Compton scatter, and Rayleigh scatter. For validation, we simulate the GATE PET benchmark, and compare energy, distribution of hits, coincidences, and run time. We show a speedup using Gray, compared to GATE for the same simulation, while demonstrating nearly identical results. We additionally simulate the Siemens Biograph mCT system with both the NEMA NU-2 scatter phantom and sensitivity phantom. We estimate the total sensitivity within % when accounting for differences in peak NECR. We also estimate the peak NECR to be kcps, or within % of published experimental data. The activity concentration of the peak is also estimated within 1.3%.
NASA Astrophysics Data System (ADS)
Victor, Rodolfo A.; Prodanović, Maša.; Torres-Verdín, Carlos
2017-12-01
We develop a new Monte Carlo-based inversion method for estimating electron density and effective atomic number from 3-D dual-energy computed tomography (CT) core scans. The method accounts for uncertainties in X-ray attenuation coefficients resulting from the polychromatic nature of X-ray beam sources of medical and industrial scanners, in addition to delivering uncertainty estimates of inversion products. Estimation of electron density and effective atomic number from CT core scans enables direct deterministic or statistical correlations with salient rock properties for improved petrophysical evaluation; this condition is specifically important in media such as vuggy carbonates where CT resolution better captures core heterogeneity that dominates fluid flow properties. Verification tests of the inversion method performed on a set of highly heterogeneous carbonate cores yield very good agreement with in situ borehole measurements of density and photoelectric factor.
Time Domain Estimation of Arterial Parameters using the Windkessel Model and the Monte Carlo Method
NASA Astrophysics Data System (ADS)
Gostuski, Vladimir; Pastore, Ignacio; Rodriguez Palacios, Gaspar; Vaca Diez, Gustavo; Moscoso-Vasquez, H. Marcela; Risk, Marcelo
2016-04-01
Numerous parameter estimation techniques exist for characterizing the arterial system using electrical circuit analogs. However, they are often limited by their requirements and usually high computational burdain. Therefore, a new method for estimating arterial parameters based on Monte Carlo simulation is proposed. A three element Windkessel model was used to represent the arterial system. The approach was to reduce the error between the calculated and physiological aortic pressure by randomly generating arterial parameter values, while keeping constant the arterial resistance. This last value was obtained for each subject using the arterial flow, and was a necessary consideration in order to obtain a unique set of values for the arterial compliance and peripheral resistance. The estimation technique was applied to in vivo data containing steady beats in mongrel dogs, and it reliably estimated Windkessel arterial parameters. Further, this method appears to be computationally efficient for on-line time-domain estimation of these parameters.
Zhang, Zhe; Schindler, Christina E. M.; Lange, Oliver F.; Zacharias, Martin
2015-01-01
The high-resolution refinement of docked protein-protein complexes can provide valuable structural and mechanistic insight into protein complex formation complementing experiment. Monte Carlo (MC) based approaches are frequently applied to sample putative interaction geometries of proteins including also possible conformational changes of the binding partners. In order to explore efficiency improvements of the MC sampling, several enhanced sampling techniques, including temperature or Hamiltonian replica exchange and well-tempered ensemble approaches, have been combined with the MC method and were evaluated on 20 protein complexes using unbound partner structures. The well-tempered ensemble method combined with a 2-dimensional temperature and Hamiltonian replica exchange scheme (WTE-H-REMC) was identified as the most efficient search strategy. Comparison with prolonged MC searches indicates that the WTE-H-REMC approach requires approximately 5 times fewer MC steps to identify near native docking geometries compared to conventional MC searches. PMID:26053419
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.
Comparison of Methods for Estimating Low Flow Characteristics of Streams
Tasker, Gary D.
1987-01-01
Four methods for estimating the 7-day, 10-year and 7-day, 20-year low flows for streams are compared by the bootstrap method. The bootstrap method is a Monte Carlo technique in which random samples are drawn from an unspecified sampling distribution defined from observed data. The nonparametric nature of the bootstrap makes it suitable for comparing methods based on a flow series for which the true distribution is unknown. Results show that the two methods based on hypothetical distribution (Log-Pearson III and Weibull) had lower mean square errors than did the G. E. P. Box-D. R. Cox transformation method or the Log-W. C. Boughton method which is based on a fit of plotting positions.
Monte Carlo charged-particle tracking and energy deposition on a Lagrangian mesh.
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.
Spectroscopic characterization of low dose rate brachytherapy sources
NASA Astrophysics Data System (ADS)
Beach, Stephen M.
The low dose rate (LDR) brachytherapy seeds employed in permanent radioactive-source implant treatments usually use one of two radionuclides, 125I or 103Pd. The theoretically expected source spectroscopic output from these sources can be obtained via Monte Carlo calculation based upon seed dimensions and materials as well as the bare-source photon emissions for that specific radionuclide. However the discrepancies resulting from inconsistent manufacturing of sources in comparison to each other within model groups and simplified Monte Carlo calculational geometries ultimately result in undesirably large uncertainties in the Monte Carlo calculated values. This dissertation describes experimentally attained spectroscopic outputs of the clinically used brachytherapy sources in air and in liquid water. Such knowledge can then be applied to characterize these sources by a more fundamental and metro logically-pure classification, that of energy-based dosimetry. The spectroscopic results contained within this dissertation can be utilized in the verification and benchmarking of Monte Carlo calculational models of these brachytherapy sources. This body of work was undertaken to establish a usable spectroscopy system and analysis methods for the meaningful study of LDR brachytherapy seeds. The development of a correction algorithm and the analysis of the resultant spectroscopic measurements are presented. The characterization of the spectrometer and the subsequent deconvolution of the measured spectrum to obtain the true spectrum free of any perturbations caused by the spectrometer itself is an important contribution of this work. The approach of spectroscopic deconvolution that was applied in this work is derived in detail and it is applied to the physical measurements. In addition, the spectroscopically based analogs to the LDR dosimetry parameters that are currently employed are detailed, as well as the development of the theory and measurement methods to arrive at these analogs. Several dosimetrically-relevant water-equivalent plastics were also investigated for their transmission properties within a liquid water environment, as well as in air. The framework for the accurate spectrometry of LDR sources is established as a result of this dissertation work. In addition to the measurement and analysis methods, this work presents the basic measured spectroscopic characteristics of each LDR seed currently in use in the clinic today.
Study of the Transition Flow Regime using Monte Carlo Methods
NASA Technical Reports Server (NTRS)
Hassan, H. A.
1999-01-01
This NASA Cooperative Agreement presents a study of the Transition Flow Regime Using Monte Carlo Methods. The topics included in this final report are: 1) New Direct Simulation Monte Carlo (DSMC) procedures; 2) The DS3W and DS2A Programs; 3) Papers presented; 4) Miscellaneous Applications and Program Modifications; 5) Solution of Transitional Wake Flows at Mach 10; and 6) Turbulence Modeling of Shock-Dominated Fows with a k-Enstrophy Formulation.
Mousseau, Normand; Béland, Laurent Karim; Brommer, Peter; ...
2014-12-24
The properties of materials, even at the atomic level, evolve on macroscopic time scales. Following this evolution through simulation has been a challenge for many years. For lattice-based activated diffusion, kinetic Monte Carlo has turned out to be an almost perfect solution. Various accelerated molecular dynamical schemes, for their part, have allowed the study on long time scale of relatively simple systems. There is still a desire and need, however, for methods able to handle complex materials such as alloys and disordered systems. In this paper, we review the kinetic Activation–Relaxation Technique (k-ART), one of a handful of off-lattice kineticmore » Monte Carlo methods, with on-the-fly cataloging, that have been proposed in the last few years.« less
Petit and grand ensemble Monte Carlo calculations of the thermodynamics of the lattice gas
DOE Office of Scientific and Technical Information (OSTI.GOV)
Murch, G.E.; Thorn, R.J.
1978-11-01
A direct Monte Carlo method for estimating the chemical potential in the petit canonical ensemble was applied to the simple cubic Ising-like lattice gas. The method is based on a simple relationship between the chemical potential and the potential energy distribution in a lattice gas at equilibrium as derived independently by Widom, and Jackson and Klein. Results are presented here for the chemical potential at various compositions and temperatures above and below the zero field ferromagnetic and antiferromagnetic critical points. The same lattice gas model was reconstructed in the form of a restricted grand canonical ensemble and results at severalmore » temperatures were compared with those from the petit canonical ensemble. The agreement was excellent in these cases.« less
Application analysis of Monte Carlo to estimate the capacity of geothermal resources in Lawu Mount
DOE Office of Scientific and Technical Information (OSTI.GOV)
Supriyadi, E-mail: supriyadi-uno@yahoo.co.nz; Srigutomo, Wahyu; Munandar, Arif
2014-03-24
Monte Carlo analysis has been applied in calculation of geothermal resource capacity based on volumetric method issued by Standar Nasional Indonesia (SNI). A deterministic formula is converted into a stochastic formula to take into account the nature of uncertainties in input parameters. The method yields a range of potential power probability stored beneath Lawu Mount geothermal area. For 10,000 iterations, the capacity of geothermal resources is in the range of 139.30-218.24 MWe with the most likely value is 177.77 MWe. The risk of resource capacity above 196.19 MWe is less than 10%. The power density of the prospect area coveringmore » 17 km{sup 2} is 9.41 MWe/km{sup 2} with probability 80%.« less
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
Simulation of Nuclear Reactor Kinetics by the Monte Carlo Method
NASA Astrophysics Data System (ADS)
Gomin, E. A.; Davidenko, V. D.; Zinchenko, A. S.; Kharchenko, I. K.
2017-12-01
The KIR computer code intended for calculations of nuclear reactor kinetics using the Monte Carlo method is described. The algorithm implemented in the code is described in detail. Some results of test calculations are given.
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.
Quantum speedup of Monte Carlo methods.
Montanaro, Ashley
2015-09-08
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.
Quantum speedup of Monte Carlo methods
Montanaro, Ashley
2015-01-01
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079
Deterministic theory of Monte Carlo variance
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ueki, T.; Larsen, E.W.
1996-12-31
The theoretical estimation of variance in Monte Carlo transport simulations, particularly those using variance reduction techniques, is a substantially unsolved problem. In this paper, the authors describe a theory that predicts the variance in a variance reduction method proposed by Dwivedi. Dwivedi`s method combines the exponential transform with angular biasing. The key element of this theory is a new modified transport problem, containing the Monte Carlo weight w as an extra independent variable, which simulates Dwivedi`s Monte Carlo scheme. The (deterministic) solution of this modified transport problem yields an expression for the variance. The authors give computational results that validatemore » this theory.« less
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Graf, Peter A.; Stewart, Gordon; Lackner, Matthew
Long-term fatigue loads for floating offshore wind turbines are hard to estimate because they require the evaluation of the integral of a highly nonlinear function over a wide variety of wind and wave conditions. Current design standards involve scanning over a uniform rectangular grid of metocean inputs (e.g., wind speed and direction and wave height and period), which becomes intractable in high dimensions as the number of required evaluations grows exponentially with dimension. Monte Carlo integration offers a potentially efficient alternative because it has theoretical convergence proportional to the inverse of the square root of the number of samples, whichmore » is independent of dimension. In this paper, we first report on the integration of the aeroelastic code FAST into NREL's systems engineering tool, WISDEM, and the development of a high-throughput pipeline capable of sampling from arbitrary distributions, running FAST on a large scale, and postprocessing the results into estimates of fatigue loads. Second, we use this tool to run a variety of studies aimed at comparing grid-based and Monte Carlo-based approaches with calculating long-term fatigue loads. We observe that for more than a few dimensions, the Monte Carlo approach can represent a large improvement in computational efficiency, but that as nonlinearity increases, the effectiveness of Monte Carlo is correspondingly reduced. The present work sets the stage for future research focusing on using advanced statistical methods for analysis of wind turbine fatigue as well as extreme loads.« less
Verification and Validation of Monte Carlo N-Particle 6 for Computing Gamma Protection Factors
2015-03-26
methods for evaluating RPFs, which it used for the subsequent 30 years. These approaches included computational modeling, radioisotopes , and a high...1.2.1. Past Methods of Experimental Evaluation ........................................................ 2 1.2.2. Modeling Efforts...Other Considerations ......................................................................................... 14 2.4. Monte Carlo Methods
Diffusion-Based Model for Synaptic Molecular Communication Channel.
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.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Grimes, Joshua, E-mail: grimes.joshua@mayo.edu; Celler, Anna
2014-09-15
Purpose: The authors’ objective was to compare internal dose estimates obtained using the Organ Level Dose Assessment with Exponential Modeling (OLINDA/EXM) software, the voxel S value technique, and Monte Carlo simulation. Monte Carlo dose estimates were used as the reference standard to assess the impact of patient-specific anatomy on the final dose estimate. Methods: Six patients injected with{sup 99m}Tc-hydrazinonicotinamide-Tyr{sup 3}-octreotide were included in this study. A hybrid planar/SPECT imaging protocol was used to estimate {sup 99m}Tc time-integrated activity coefficients (TIACs) for kidneys, liver, spleen, and tumors. Additionally, TIACs were predicted for {sup 131}I, {sup 177}Lu, and {sup 90}Y assuming themore » same biological half-lives as the {sup 99m}Tc labeled tracer. The TIACs were used as input for OLINDA/EXM for organ-level dose calculation and voxel level dosimetry was performed using the voxel S value method and Monte Carlo simulation. Dose estimates for {sup 99m}Tc, {sup 131}I, {sup 177}Lu, and {sup 90}Y distributions were evaluated by comparing (i) organ-level S values corresponding to each method, (ii) total tumor and organ doses, (iii) differences in right and left kidney doses, and (iv) voxelized dose distributions calculated by Monte Carlo and the voxel S value technique. Results: The S values for all investigated radionuclides used by OLINDA/EXM and the corresponding patient-specific S values calculated by Monte Carlo agreed within 2.3% on average for self-irradiation, and differed by as much as 105% for cross-organ irradiation. Total organ doses calculated by OLINDA/EXM and the voxel S value technique agreed with Monte Carlo results within approximately ±7%. Differences between right and left kidney doses determined by Monte Carlo were as high as 73%. Comparison of the Monte Carlo and voxel S value dose distributions showed that each method produced similar dose volume histograms with a minimum dose covering 90% of the volume (D90) agreeing within ±3%, on average. Conclusions: Several aspects of OLINDA/EXM dose calculation were compared with patient-specific dose estimates obtained using Monte Carlo. Differences in patient anatomy led to large differences in cross-organ doses. However, total organ doses were still in good agreement since most of the deposited dose is due to self-irradiation. Comparison of voxelized doses calculated by Monte Carlo and the voxel S value technique showed that the 3D dose distributions produced by the respective methods are nearly identical.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Silva-Rodríguez, Jesús, E-mail: jesus.silva.rodriguez@sergas.es; Aguiar, Pablo, E-mail: pablo.aguiar.fernandez@sergas.es; Servicio de Medicina Nuclear, Complexo Hospitalario Universidade de Santiago de Compostela
Purpose: Current procedure guidelines for whole body [18F]fluoro-2-deoxy-D-glucose (FDG)-positron emission tomography (PET) state that studies with visible dose extravasations should be rejected for quantification protocols. Our work is focused on the development and validation of methods for estimating extravasated doses in order to correct standard uptake value (SUV) values for this effect in clinical routine. Methods: One thousand three hundred sixty-seven consecutive whole body FDG-PET studies were visually inspected looking for extravasation cases. Two methods for estimating the extravasated dose were proposed and validated in different scenarios using Monte Carlo simulations. All visible extravasations were retrospectively evaluated using a manualmore » ROI based method. In addition, the 50 patients with higher extravasated doses were also evaluated using a threshold-based method. Results: Simulation studies showed that the proposed methods for estimating extravasated doses allow us to compensate the impact of extravasations on SUV values with an error below 5%. The quantitative evaluation of patient studies revealed that paravenous injection is a relatively frequent effect (18%) with a small fraction of patients presenting considerable extravasations ranging from 1% to a maximum of 22% of the injected dose. A criterion based on the extravasated volume and maximum concentration was established in order to identify this fraction of patients that might be corrected for paravenous injection effect. Conclusions: The authors propose the use of a manual ROI based method for estimating the effectively administered FDG dose and then correct SUV quantification in those patients fulfilling the proposed criterion.« less
Multiple-time-stepping generalized hybrid Monte Carlo methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Escribano, Bruno, E-mail: bescribano@bcamath.org; Akhmatskaya, Elena; IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao
2015-01-01
Performance of the generalized shadow hybrid Monte Carlo (GSHMC) method [1], which proved to be superior in sampling efficiency over its predecessors [2–4], molecular dynamics and hybrid Monte Carlo, can be further improved by combining it with multi-time-stepping (MTS) and mollification of slow forces. We demonstrate that the comparatively simple modifications of the method not only lead to better performance of GSHMC itself but also allow for beating the best performed methods, which use the similar force splitting schemes. In addition we show that the same ideas can be successfully applied to the conventional generalized hybrid Monte Carlo method (GHMC).more » The resulting methods, MTS-GHMC and MTS-GSHMC, provide accurate reproduction of thermodynamic and dynamical properties, exact temperature control during simulation and computational robustness and efficiency. MTS-GHMC uses a generalized momentum update to achieve weak stochastic stabilization to the molecular dynamics (MD) integrator. MTS-GSHMC adds the use of a shadow (modified) Hamiltonian to filter the MD trajectories in the HMC scheme. We introduce a new shadow Hamiltonian formulation adapted to force-splitting methods. The use of such Hamiltonians improves the acceptance rate of trajectories and has a strong impact on the sampling efficiency of the method. Both methods were implemented in the open-source MD package ProtoMol and were tested on a water and a protein systems. Results were compared to those obtained using a Langevin Molly (LM) method [5] on the same systems. The test results demonstrate the superiority of the new methods over LM in terms of stability, accuracy and sampling efficiency. This suggests that putting the MTS approach in the framework of hybrid Monte Carlo and using the natural stochasticity offered by the generalized hybrid Monte Carlo lead to improving stability of MTS and allow for achieving larger step sizes in the simulation of complex systems.« less
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.
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.
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.
NASA Astrophysics Data System (ADS)
Nishidate, Izumi; Wiswadarma, Aditya; Hase, Yota; Tanaka, Noriyuki; Maeda, Takaaki; Niizeki, Kyuichi; Aizu, Yoshihisa
2011-08-01
In order to visualize melanin and blood concentrations and oxygen saturation in human skin tissue, a simple imaging technique based on multispectral diffuse reflectance images acquired at six wavelengths (500, 520, 540, 560, 580 and 600nm) was developed. The technique utilizes multiple regression analysis aided by Monte Carlo simulation for diffuse reflectance spectra. Using the absorbance spectrum as a response variable and the extinction coefficients of melanin, oxygenated hemoglobin, and deoxygenated hemoglobin as predictor variables, multiple regression analysis provides regression coefficients. Concentrations of melanin and total blood are then determined from the regression coefficients using conversion vectors that are deduced numerically in advance, while oxygen saturation is obtained directly from the regression coefficients. Experiments with a tissue-like agar gel phantom validated the method. In vivo experiments with human skin of the human hand during upper limb occlusion and of the inner forearm exposed to UV irradiation demonstrated the ability of the method to evaluate physiological reactions of human skin tissue.
Proposal of a method for evaluating tsunami risk using response-surface methodology
NASA Astrophysics Data System (ADS)
Fukutani, Y.
2017-12-01
Information on probabilistic tsunami inundation hazards is needed to define and evaluate tsunami risk. Several methods for calculating these hazards have been proposed (e.g. Løvholt et al. (2012), Thio (2012), Fukutani et al. (2014), Goda et al. (2015)). However, these methods are inefficient, and their calculation cost is high, since they require multiple tsunami numerical simulations, therefore lacking versatility. In this study, we proposed a simpler method for tsunami risk evaluation using response-surface methodology. Kotani et al. (2016) proposed an evaluation method for the probabilistic distribution of tsunami wave-height using a response-surface methodology. We expanded their study and developed a probabilistic distribution of tsunami inundation depth. We set the depth (x1) and the slip (x2) of an earthquake fault as explanatory variables and tsunami inundation depth (y) as an object variable. Subsequently, tsunami risk could be evaluated by conducting a Monte Carlo simulation, assuming that the generation probability of an earthquake follows a Poisson distribution, the probability distribution of tsunami inundation depth follows the distribution derived from a response-surface, and the damage probability of a target follows a log normal distribution. We applied the proposed method to a wood building located on the coast of Tokyo Bay. We implemented a regression analysis based on the results of 25 tsunami numerical calculations and developed a response-surface, which was defined as y=ax1+bx2+c (a:0.2615, b:3.1763, c=-1.1802). We assumed proper probabilistic distribution for earthquake generation, inundation height, and vulnerability. Based on these probabilistic distributions, we conducted Monte Carlo simulations of 1,000,000 years. We clarified that the expected damage probability of the studied wood building is 22.5%, assuming that an earthquake occurs. The proposed method is therefore a useful and simple way to evaluate tsunami risk using a response-surface and Monte Carlo simulation without conducting multiple tsunami numerical simulations.
Dynamic response analysis of structure under time-variant interval process model
NASA Astrophysics Data System (ADS)
Xia, Baizhan; Qin, Yuan; Yu, Dejie; Jiang, Chao
2016-10-01
Due to the aggressiveness of the environmental factor, the variation of the dynamic load, the degeneration of the material property and the wear of the machine surface, parameters related with the structure are distinctly time-variant. Typical model for time-variant uncertainties is the random process model which is constructed on the basis of a large number of samples. In this work, we propose a time-variant interval process model which can be effectively used to deal with time-variant uncertainties with limit information. And then two methods are presented for the dynamic response analysis of the structure under the time-variant interval process model. The first one is the direct Monte Carlo method (DMCM) whose computational burden is relative high. The second one is the Monte Carlo method based on the Chebyshev polynomial expansion (MCM-CPE) whose computational efficiency is high. In MCM-CPE, the dynamic response of the structure is approximated by the Chebyshev polynomials which can be efficiently calculated, and then the variational range of the dynamic response is estimated according to the samples yielded by the Monte Carlo method. To solve the dependency phenomenon of the interval operation, the affine arithmetic is integrated into the Chebyshev polynomial expansion. The computational effectiveness and efficiency of MCM-CPE is verified by two numerical examples, including a spring-mass-damper system and a shell structure.
NASA Astrophysics Data System (ADS)
Nelson, Adam
Multi-group scattering moment matrices are critical to the solution of the multi-group form of the neutron transport equation, as they are responsible for describing the change in direction and energy of neutrons. These matrices, however, are difficult to correctly calculate from the measured nuclear data with both deterministic and stochastic methods. Calculating these parameters when using deterministic methods requires a set of assumptions which do not hold true in all conditions. These quantities can be calculated accurately with stochastic methods, however doing so is computationally expensive due to the poor efficiency of tallying scattering moment matrices. This work presents an improved method of obtaining multi-group scattering moment matrices from a Monte Carlo neutron transport code. This improved method of tallying the scattering moment matrices is based on recognizing that all of the outgoing particle information is known a priori and can be taken advantage of to increase the tallying efficiency (therefore reducing the uncertainty) of the stochastically integrated tallies. In this scheme, the complete outgoing probability distribution is tallied, supplying every one of the scattering moment matrices elements with its share of data. In addition to reducing the uncertainty, this method allows for the use of a track-length estimation process potentially offering even further improvement to the tallying efficiency. Unfortunately, to produce the needed distributions, the probability functions themselves must undergo an integration over the outgoing energy and scattering angle dimensions. This integration is too costly to perform during the Monte Carlo simulation itself and therefore must be performed in advance by way of a pre-processing code. The new method increases the information obtained from tally events and therefore has a significantly higher efficiency than the currently used techniques. The improved method has been implemented in a code system containing a new pre-processor code, NDPP, and a Monte Carlo neutron transport code, OpenMC. This method is then tested in a pin cell problem and a larger problem designed to accentuate the importance of scattering moment matrices. These tests show that accuracy was retained while the figure-of-merit for generating scattering moment matrices and fission energy spectra was significantly improved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in
The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the secondmore » explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.« less
Optimization of the Monte Carlo code for modeling of photon migration in tissue.
Zołek, Norbert S; Liebert, Adam; Maniewski, Roman
2006-10-01
The Monte Carlo method is frequently used to simulate light transport in turbid media because of its simplicity and flexibility, allowing to analyze complicated geometrical structures. Monte Carlo simulations are, however, time consuming because of the necessity to track the paths of individual photons. The time consuming computation is mainly associated with the calculation of the logarithmic and trigonometric functions as well as the generation of pseudo-random numbers. In this paper, the Monte Carlo algorithm was developed and optimized, by approximation of the logarithmic and trigonometric functions. The approximations were based on polynomial and rational functions, and the errors of these approximations are less than 1% of the values of the original functions. The proposed algorithm was verified by simulations of the time-resolved reflectance at several source-detector separations. The results of the calculation using the approximated algorithm were compared with those of the Monte Carlo simulations obtained with an exact computation of the logarithm and trigonometric functions as well as with the solution of the diffusion equation. The errors of the moments of the simulated distributions of times of flight of photons (total number of photons, mean time of flight and variance) are less than 2% for a range of optical properties, typical of living tissues. The proposed approximated algorithm allows to speed up the Monte Carlo simulations by a factor of 4. The developed code can be used on parallel machines, allowing for further acceleration.
NASA Astrophysics Data System (ADS)
Caporali, E.; Chiarello, V.; Galeati, G.
2014-12-01
Peak discharges estimates for a given return period are of primary importance in engineering practice for risk assessment and hydraulic structure design. Different statistical methods are chosen here for the assessment of flood frequency curve: one indirect technique based on the extreme rainfall event analysis, the Peak Over Threshold (POT) model and the Annual Maxima approach as direct techniques using river discharge data. In the framework of the indirect method, a Monte Carlo simulation approach is adopted to determine a derived frequency distribution of peak runoff using a probabilistic formulation of the SCS-CN method as stochastic rainfall-runoff model. A Monte Carlo simulation is used to generate a sample of different runoff events from different stochastic combination of rainfall depth, storm duration, and initial loss inputs. The distribution of the rainfall storm events is assumed to follow the GP law whose parameters are estimated through GEV's parameters of annual maximum data. The evaluation of the initial abstraction ratio is investigated since it is one of the most questionable assumption in the SCS-CN model and plays a key role in river basin characterized by high-permeability soils, mainly governed by infiltration excess mechanism. In order to take into account the uncertainty of the model parameters, this modified approach, that is able to revise and re-evaluate the original value of the initial abstraction ratio, is implemented. In the POT model the choice of the threshold has been an essential issue, mainly based on a compromise between bias and variance. The Generalized Extreme Value (GEV) distribution fitted to the annual maxima discharges is therefore compared with the Pareto distributed peaks to check the suitability of the frequency of occurrence representation. The methodology is applied to a large dam in the Serchio river basin, located in the Tuscany Region. The application has shown as Monte Carlo simulation technique can be a useful tool to provide more robust estimation of the results obtained by direct statistical methods.
Multiscale Mathematics for Biomass Conversion to Renewable Hydrogen
DOE Office of Scientific and Technical Information (OSTI.GOV)
Katsoulakis, Markos
2014-08-09
Our two key accomplishments in the first three years were towards the development of, (1) a mathematically rigorous and at the same time computationally flexible framework for parallelization of Kinetic Monte Carlo methods, and its implementation on GPUs, and (2) spatial multilevel coarse-graining methods for Monte Carlo sampling and molecular simulation. A common underlying theme in both these lines of our work is the development of numerical methods which are at the same time both computationally efficient and reliable, the latter in the sense that they provide controlled-error approximations for coarse observables of the simulated molecular systems. Finally, our keymore » accomplishment in the last year of the grant is that we started developing (3) pathwise information theory-based and goal-oriented sensitivity analysis and parameter identification methods for complex high-dimensional dynamics and in particular of nonequilibrium extended (high-dimensional) systems. We discuss these three research directions in some detail below, along with the related publications.« less
Particle Methods for Simulating Atomic Radiation in Hypersonic Reentry Flows
NASA Astrophysics Data System (ADS)
Ozawa, T.; Wang, A.; Levin, D. A.; Modest, M.
2008-12-01
With a fast reentry speed, the Stardust vehicle generates a strong shock region ahead of its blunt body with a temperature above 60,000 K. These extreme Mach number flows are sufficiently energetic to initiate gas ionization processes and thermal and chemical ablation processes. The nonequilibrium gaseous radiation from the shock layer is so strong that it affects the flowfield macroparameter distributions. In this work, we present the first loosely coupled direct simulation Monte Carlo (DSMC) simulations with the particle-based photon Monte Carlo (p-PMC) method to simulate high-Mach number reentry flows in the near-continuum flow regime. To efficiently capture the highly nonequilibrium effects, emission and absorption cross section databases using the Nonequilibrium Air Radiation (NEQAIR) were generated, and atomic nitrogen and oxygen radiative transport was calculated by the p-PMC method. The radiation energy change calculated by the p-PMC method has been coupled in the DSMC calculations, and the atomic radiation was found to modify the flow field and heat flux at the wall.
Least squares polynomial chaos expansion: A review of sampling strategies
NASA Astrophysics Data System (ADS)
Hadigol, Mohammad; Doostan, Alireza
2018-04-01
As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling methods, such as Monte Carlo, Latin hypercube, quasi-Monte Carlo, optimal design of experiments (ODE), Gaussian quadratures, as well as more recent techniques, such as coherence-optimal and randomized quadratures are discussed. We also propose a hybrid sampling method, dubbed alphabetic-coherence-optimal, that employs the so-called alphabetic optimality criteria used in the context of ODE in conjunction with coherence-optimal samples. A comparison between the empirical performance of the selected sampling methods applied to three numerical examples, including high-order PCE's, high-dimensional problems, and low oversampling ratios, is presented to provide a road map for practitioners seeking the most suitable sampling technique for a problem at hand. We observed that the alphabetic-coherence-optimal technique outperforms other sampling methods, specially when high-order ODE are employed and/or the oversampling ratio is low.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Haugen, Carl C.; Forget, Benoit; Smith, Kord S.
Most high performance computing systems being deployed currently and envisioned for the future are based on making use of heavy parallelism across many computational nodes and many concurrent cores. These types of heavily parallel systems often have relatively little memory per core but large amounts of computing capability. This places a significant constraint on how data storage is handled in many Monte Carlo codes. This is made even more significant in fully coupled multiphysics simulations, which requires simulations of many physical phenomena be carried out concurrently on individual processing nodes, which further reduces the amount of memory available for storagemore » of Monte Carlo data. As such, there has been a move towards on-the-fly nuclear data generation to reduce memory requirements associated with interpolation between pre-generated large nuclear data tables for a selection of system temperatures. Methods have been previously developed and implemented in MIT’s OpenMC Monte Carlo code for both the resolved resonance regime and the unresolved resonance regime, but are currently absent for the thermal energy regime. While there are many components involved in generating a thermal neutron scattering cross section on-the-fly, this work will focus on a proposed method for determining the energy and direction of a neutron after a thermal incoherent inelastic scattering event. This work proposes a rejection sampling based method using the thermal scattering kernel to determine the correct outgoing energy and angle. The goal of this project is to be able to treat the full S (a, ß) kernel for graphite, to assist in high fidelity simulations of the TREAT reactor at Idaho National Laboratory. The method is, however, sufficiently general to be applicable in other thermal scattering materials, and can be initially validated with the continuous analytic free gas model.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zheng, Y; Singh, H; Islam, M
2014-06-01
Purpose: Output dependence on field size for uniform scanning beams, and the accuracy of treatment planning system (TPS) calculation are not well studied. The purpose of this work is to investigate the dependence of output on field size for uniform scanning beams and compare it among TPS calculation, measurements and Monte Carlo simulations. Methods: Field size dependence was studied using various field sizes between 2.5 cm diameter to 10 cm diameter. The field size factor was studied for a number of proton range and modulation combinations based on output at the center of spread out Bragg peak normalized to amore » 10 cm diameter field. Three methods were used and compared in this study: 1) TPS calculation, 2) ionization chamber measurement, and 3) Monte Carlos simulation. The XiO TPS (Electa, St. Louis) was used to calculate the output factor using a pencil beam algorithm; a pinpoint ionization chamber was used for measurements; and the Fluka code was used for Monte Carlo simulations. Results: The field size factor varied with proton beam parameters, such as range, modulation, and calibration depth, and could decrease over 10% from a 10 cm to 3 cm diameter field for a large range proton beam. The XiO TPS predicted the field size factor relatively well at large field size, but could differ from measurements by 5% or more for small field and large range beams. Monte Carlo simulations predicted the field size factor within 1.5% of measurements. Conclusion: Output factor can vary largely with field size, and needs to be accounted for accurate proton beam delivery. This is especially important for small field beams such as in stereotactic proton therapy, where the field size dependence is large and TPS calculation is inaccurate. Measurements or Monte Carlo simulations are recommended for output determination for such cases.« less
Measurement Uncertainty of Dew-Point Temperature in a Two-Pressure Humidity Generator
NASA Astrophysics Data System (ADS)
Martins, L. Lages; Ribeiro, A. Silva; Alves e Sousa, J.; Forbes, Alistair B.
2012-09-01
This article describes the measurement uncertainty evaluation of the dew-point temperature when using a two-pressure humidity generator as a reference standard. The estimation of the dew-point temperature involves the solution of a non-linear equation for which iterative solution techniques, such as the Newton-Raphson method, are required. Previous studies have already been carried out using the GUM method and the Monte Carlo method but have not discussed the impact of the approximate numerical method used to provide the temperature estimation. One of the aims of this article is to take this approximation into account. Following the guidelines presented in the GUM Supplement 1, two alternative approaches can be developed: the forward measurement uncertainty propagation by the Monte Carlo method when using the Newton-Raphson numerical procedure; and the inverse measurement uncertainty propagation by Bayesian inference, based on prior available information regarding the usual dispersion of values obtained by the calibration process. The measurement uncertainties obtained using these two methods can be compared with previous results. Other relevant issues concerning this research are the broad application to measurements that require hygrometric conditions obtained from two-pressure humidity generators and, also, the ability to provide a solution that can be applied to similar iterative models. The research also studied the factors influencing both the use of the Monte Carlo method (such as the seed value and the convergence parameter) and the inverse uncertainty propagation using Bayesian inference (such as the pre-assigned tolerance, prior estimate, and standard deviation) in terms of their accuracy and adequacy.
ERIC Educational Resources Information Center
Houser, Larry L.
1981-01-01
Monte Carlo methods are used to simulate activities in baseball such as a team's "hot streak" and a hitter's "batting slump." Student participation in such simulations is viewed as a useful method of giving pupils a better understanding of the probability concepts involved. (MP)
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
An Approach in Radiation Therapy Treatment Planning: A Fast, GPU-Based Monte Carlo Method.
Karbalaee, Mojtaba; Shahbazi-Gahrouei, Daryoush; Tavakoli, Mohammad B
2017-01-01
An accurate and fast radiation dose calculation is essential for successful radiation radiotherapy. The aim of this study was to implement a new graphic processing unit (GPU) based radiation therapy treatment planning for accurate and fast dose calculation in radiotherapy centers. A program was written for parallel running based on GPU. The code validation was performed by EGSnrc/DOSXYZnrc. Moreover, a semi-automatic, rotary, asymmetric phantom was designed and produced using a bone, the lung, and the soft tissue equivalent materials. All measurements were performed using a Mapcheck dosimeter. The accuracy of the code was validated using the experimental data, which was obtained from the anthropomorphic phantom as the gold standard. The findings showed that, compared with those of DOSXYZnrc in the virtual phantom and for most of the voxels (>95%), <3% dose-difference or 3 mm distance-to-agreement (DTA) was found. Moreover, considering the anthropomorphic phantom, compared to the Mapcheck dose measurements, <5% dose-difference or 5 mm DTA was observed. Fast calculation speed and high accuracy of GPU-based Monte Carlo method in dose calculation may be useful in routine radiation therapy centers as the core and main component of a treatment planning verification system.
NASA Astrophysics Data System (ADS)
Griffin, Patrick; Rochman, Dimitri; Koning, Arjan
2017-09-01
A rigorous treatment of the uncertainty in the underlying nuclear data on silicon displacement damage metrics is presented. The uncertainty in the cross sections and recoil atom spectra are propagated into the energy-dependent uncertainty contribution in the silicon displacement kerma and damage energy using a Total Monte Carlo treatment. An energy-dependent covariance matrix is used to characterize the resulting uncertainty. A strong correlation between different reaction channels is observed in the high energy neutron contributions to the displacement damage metrics which supports the necessity of using a Monte Carlo based method to address the nonlinear nature of the uncertainty propagation.
Optimization of fiber-optic evanescent wave spectroscopy: a Monte Carlo approach.
Mann, M P; Mark, S; Raichlin, Y; Katzir, A; Mordechai, S
2009-09-01
The absorbance of the evanescent waves of infrared radiation transmitted through an optical fiber depends on the geometry of the fiber in addition to the wavelength of the electromagnetic radiation. The signal can thus be enhanced by flattening the midsection of the fiber. While the dependence of the absorbance on the thickness of the midsection has already been studied and experimented upon, we demonstrate that similar results are obtained using Monte Carlo methods based simply on geometrical optics, given the dimensions of the fiber and the power distribution of the fired rays. The optimization can be extended to fibers with more complex geometries of the sensor.
Asselineau, Charles-Alexis; Zapata, Jose; Pye, John
2015-06-01
A stochastic optimisation method adapted to illumination and radiative heat transfer problems involving Monte-Carlo ray-tracing is presented. A solar receiver shape optimisation case study illustrates the advantages of the method and its potential: efficient receivers are identified using a moderate computational cost.
Samardžić, Selena; Milošević, Miodrag; Todorović, Nataša; Lakatoš, Robert
2018-04-04
The development of new methods and improvements of existing methods for the specific activity determination of 90 Sr and other distinct beta emitters has been of considerable interest. The reason for this interest is that the notably small number of methods that are able to meet all the set criteria, such as reliability of the results, measurement uncertainty and time, and minimum production of radioactive waste, as well as applicability to various samples with reference to their nature, geometry and composition. In this paper, two methods for rapid 90 Sr activity determination based on Monte Carlo simulations are used, one for a Si semiconductor detector for beta spectrometric measurements and the other for the Geiger-Muller (GM) ionization probe. To improve the reliability of the measurement results, samples with high and low strontium activity solutions were prepared in the form of dry residues. The results of the proposed methodology were verified with a standard method using a liquid scintillation counter, and notably good agreements are achieved. Copyright © 2018 Elsevier Ltd. All rights reserved.
Characterizing a proton beam scanning system for Monte Carlo dose calculation in patients
NASA Astrophysics Data System (ADS)
Grassberger, C.; Lomax, Anthony; Paganetti, H.
2015-01-01
The presented work has two goals. First, to demonstrate the feasibility of accurately characterizing a proton radiation field at treatment head exit for Monte Carlo dose calculation of active scanning patient treatments. Second, to show that this characterization can be done based on measured depth dose curves and spot size alone, without consideration of the exact treatment head delivery system. This is demonstrated through calibration of a Monte Carlo code to the specific beam lines of two institutions, Massachusetts General Hospital (MGH) and Paul Scherrer Institute (PSI). Comparison of simulations modeling the full treatment head at MGH to ones employing a parameterized phase space of protons at treatment head exit reveals the adequacy of the method for patient simulations. The secondary particle production in the treatment head is typically below 0.2% of primary fluence, except for low-energy electrons (<0.6 MeV for 230 MeV protons), whose contribution to skin dose is negligible. However, there is significant difference between the two methods in the low-dose penumbra, making full treatment head simulations necessary to study out-of-field effects such as secondary cancer induction. To calibrate the Monte Carlo code to measurements in a water phantom, we use an analytical Bragg peak model to extract the range-dependent energy spread at the two institutions, as this quantity is usually not available through measurements. Comparison of the measured with the simulated depth dose curves demonstrates agreement within 0.5 mm over the entire energy range. Subsequently, we simulate three patient treatments with varying anatomical complexity (liver, head and neck and lung) to give an example how this approach can be employed to investigate site-specific discrepancies between treatment planning system and Monte Carlo simulations.
Characterizing a Proton Beam Scanning System for Monte Carlo Dose Calculation in Patients
Grassberger, C; Lomax, Tony; Paganetti, H
2015-01-01
The presented work has two goals. First, to demonstrate the feasibility of accurately characterizing a proton radiation field at treatment head exit for Monte Carlo dose calculation of active scanning patient treatments. Second, to show that this characterization can be done based on measured depth dose curves and spot size alone, without consideration of the exact treatment head delivery system. This is demonstrated through calibration of a Monte Carlo code to the specific beam lines of two institutions, Massachusetts General Hospital (MGH) and Paul Scherrer Institute (PSI). Comparison of simulations modeling the full treatment head at MGH to ones employing a parameterized phase space of protons at treatment head exit reveals the adequacy of the method for patient simulations. The secondary particle production in the treatment head is typically below 0.2% of primary fluence, except for low–energy electrons (<0.6MeV for 230MeV protons), whose contribution to skin dose is negligible. However, there is significant difference between the two methods in the low-dose penumbra, making full treatment head simulations necessary to study out-of field effects such as secondary cancer induction. To calibrate the Monte Carlo code to measurements in a water phantom, we use an analytical Bragg peak model to extract the range-dependent energy spread at the two institutions, as this quantity is usually not available through measurements. Comparison of the measured with the simulated depth dose curves demonstrates agreement within 0.5mm over the entire energy range. Subsequently, we simulate three patient treatments with varying anatomical complexity (liver, head and neck and lung) to give an example how this approach can be employed to investigate site-specific discrepancies between treatment planning system and Monte Carlo simulations. PMID:25549079
Self-learning Monte Carlo method
Liu, Junwei; Qi, Yang; Meng, Zi Yang; ...
2017-01-04
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of a general and efficient update algorithm for large size systems close to the phase transition, for which local updates perform badly. In this Rapid Communication, we propose a general-purpose Monte Carlo method, dubbed self-learning Monte Carlo (SLMC), in which an efficient update algorithm is first learned from the training data generated in trial simulations and then used to speed up the actual simulation. Lastly, we demonstrate the efficiency of SLMC in a spin model at the phasemore » transition point, achieving a 10–20 times speedup.« less
Silva-Rodríguez, Jesús; Aguiar, Pablo; Sánchez, Manuel; Mosquera, Javier; Luna-Vega, Víctor; Cortés, Julia; Garrido, Miguel; Pombar, Miguel; Ruibal, Alvaro
2014-05-01
Current procedure guidelines for whole body [18F]fluoro-2-deoxy-D-glucose (FDG)-positron emission tomography (PET) state that studies with visible dose extravasations should be rejected for quantification protocols. Our work is focused on the development and validation of methods for estimating extravasated doses in order to correct standard uptake value (SUV) values for this effect in clinical routine. One thousand three hundred sixty-seven consecutive whole body FDG-PET studies were visually inspected looking for extravasation cases. Two methods for estimating the extravasated dose were proposed and validated in different scenarios using Monte Carlo simulations. All visible extravasations were retrospectively evaluated using a manual ROI based method. In addition, the 50 patients with higher extravasated doses were also evaluated using a threshold-based method. Simulation studies showed that the proposed methods for estimating extravasated doses allow us to compensate the impact of extravasations on SUV values with an error below 5%. The quantitative evaluation of patient studies revealed that paravenous injection is a relatively frequent effect (18%) with a small fraction of patients presenting considerable extravasations ranging from 1% to a maximum of 22% of the injected dose. A criterion based on the extravasated volume and maximum concentration was established in order to identify this fraction of patients that might be corrected for paravenous injection effect. The authors propose the use of a manual ROI based method for estimating the effectively administered FDG dose and then correct SUV quantification in those patients fulfilling the proposed criterion.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Davidenko, V. D., E-mail: Davidenko-VD@nrcki.ru; Zinchenko, A. S., E-mail: zin-sn@mail.ru; Harchenko, I. K.
2016-12-15
Integral equations for the shape functions in the adiabatic, quasi-static, and improved quasi-static approximations are presented. The approach to solving these equations by the Monte Carlo method is described.
Evaluation of power system security and development of transmission pricing method
NASA Astrophysics Data System (ADS)
Kim, Hyungchul
The electric power utility industry is presently undergoing a change towards the deregulated environment. This has resulted in unbundling of generation, transmission and distribution services. The introduction of competition into unbundled electricity services may lead system operation closer to its security boundaries resulting in smaller operating safety margins. The competitive environment is expected to lead to lower price rates for customers and higher efficiency for power suppliers in the long run. Under this deregulated environment, security assessment and pricing of transmission services have become important issues in power systems. This dissertation provides new methods for power system security assessment and transmission pricing. In power system security assessment, the following issues are discussed (1) The description of probabilistic methods for power system security assessment; (2) The computation time of simulation methods; (3) on-line security assessment for operation. A probabilistic method using Monte-Carlo simulation is proposed for power system security assessment. This method takes into account dynamic and static effects corresponding to contingencies. Two different Kohonen networks, Self-Organizing Maps and Learning Vector Quantization, are employed to speed up the probabilistic method. The combination of Kohonen networks and Monte-Carlo simulation can reduce computation time in comparison with straight Monte-Carlo simulation. A technique for security assessment employing Bayes classifier is also proposed. This method can be useful for system operators to make security decisions during on-line power system operation. This dissertation also suggests an approach for allocating transmission transaction costs based on reliability benefits in transmission services. The proposed method shows the transmission transaction cost of reliability benefits when transmission line capacities are considered. The ratio between allocation by transmission line capacity-use and allocation by reliability benefits is computed using the probability of system failure.
ERIC Educational Resources Information Center
St-Onge, Christina; Valois, Pierre; Abdous, Belkacem; Germain, Stephane
2009-01-01
To date, there have been no studies comparing parametric and nonparametric Item Characteristic Curve (ICC) estimation methods on the effectiveness of Person-Fit Statistics (PFS). The primary aim of this study was to determine if the use of ICCs estimated by nonparametric methods would increase the accuracy of item response theory-based PFS for…
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.
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.
Thomas B. Lynch; Rodney E. Will; Rider Reynolds
2013-01-01
Preliminary results are given for development of an eastern redcedar (Juniperus virginiana) cubic-volume equation based on measurements of redcedar sample tree stem volume using dendrometry with Monte Carlo integration. Monte Carlo integration techniques can be used to provide unbiased estimates of stem cubic-foot volume based on upper stem diameter...
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
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, T; Lin, H; Xu, X
Purpose: (1) To perform phase space (PS) based source modeling for Tomotherapy and Varian TrueBeam 6 MV Linacs, (2) to examine the accuracy and performance of the ARCHER Monte Carlo code on a heterogeneous computing platform with Many Integrated Core coprocessors (MIC, aka Xeon Phi) and GPUs, and (3) to explore the software micro-optimization methods. Methods: The patient-specific source of Tomotherapy and Varian TrueBeam Linacs was modeled using the PS approach. For the helical Tomotherapy case, the PS data were calculated in our previous study (Su et al. 2014 41(7) Medical Physics). For the single-view Varian TrueBeam case, we analyticallymore » derived them from the raw patient-independent PS data in IAEA’s database, partial geometry information of the jaw and MLC as well as the fluence map. The phantom was generated from DICOM images. The Monte Carlo simulation was performed by ARCHER-MIC and GPU codes, which were benchmarked against a modified parallel DPM code. Software micro-optimization was systematically conducted, and was focused on SIMD vectorization of tight for-loops and data prefetch, with the ultimate goal of increasing 512-bit register utilization and reducing memory access latency. Results: Dose calculation was performed for two clinical cases, a Tomotherapy-based prostate cancer treatment and a TrueBeam-based left breast treatment. ARCHER was verified against the DPM code. The statistical uncertainty of the dose to the PTV was less than 1%. Using double-precision, the total wall time of the multithreaded CPU code on a X5650 CPU was 339 seconds for the Tomotherapy case and 131 seconds for the TrueBeam, while on 3 5110P MICs it was reduced to 79 and 59 seconds, respectively. The single-precision GPU code on a K40 GPU took 45 seconds for the Tomotherapy dose calculation. Conclusion: We have extended ARCHER, the MIC and GPU-based Monte Carlo dose engine to Tomotherapy and Truebeam dose calculations.« less
NASA Astrophysics Data System (ADS)
Granade, Christopher; Wiebe, Nathan
2017-08-01
A major challenge facing existing sequential Monte Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results with equivalent probability. We address this problem here by proposing a form of particle filtering that clusters the particles that comprise the sequential Monte Carlo approximation to the posterior before applying a resampler. Through a new graphical approach to thinking about such models, we are able to devise an artificial-intelligence based strategy that automatically learns the shape and number of the clusters in the support of the posterior. We demonstrate the power of our approach by applying it to randomized gap estimation and a form of low circuit-depth phase estimation where existing methods from the physics literature either exhibit much worse performance or even fail completely.
NASA Astrophysics Data System (ADS)
Lin, Hui; Liu, Tianyu; Su, Lin; Bednarz, Bryan; Caracappa, Peter; Xu, X. George
2017-09-01
Monte Carlo (MC) simulation is well recognized as the most accurate method for radiation dose calculations. For radiotherapy applications, accurate modelling of the source term, i.e. the clinical linear accelerator is critical to the simulation. The purpose of this paper is to perform source modelling and examine the accuracy and performance of the models on Intel Many Integrated Core coprocessors (aka Xeon Phi) and Nvidia GPU using ARCHER and explore the potential optimization methods. Phase Space-based source modelling for has been implemented. Good agreements were found in a tomotherapy prostate patient case and a TrueBeam breast case. From the aspect of performance, the whole simulation for prostate plan and breast plan cost about 173s and 73s with 1% statistical error.
Grimbergen, T W; van Dijk, E; de Vries, W
1998-11-01
A new method is described for the determination of x-ray quality dependent correction factors for free-air ionization chambers. The method is based on weighting correction factors for mono-energetic photons, which are calculated using the Monte Carlo method, with measured air kerma spectra. With this method, correction factors for electron loss, scatter inside the chamber and transmission through the diaphragm and front wall have been calculated for the NMi free-air chamber for medium-energy x-rays for a wide range of x-ray qualities in use at NMi. The newly obtained correction factors were compared with the values in use at present, which are based on interpolation of experimental data for a specific set of x-ray qualities. For x-ray qualities which are similar to this specific set, the agreement between the correction factors determined with the new method and those based on the experimental data is better than 0.1%, except for heavily filtered x-rays generated at 250 kV. For x-ray qualities dissimilar to the specific set, differences up to 0.4% exist, which can be explained by uncertainties in the interpolation procedure of the experimental data. Since the new method does not depend on experimental data for a specific set of x-ray qualities, the new method allows for a more flexible use of the free-air chamber as a primary standard for air kerma for any x-ray quality in the medium-energy x-ray range.
Stabilizing canonical-ensemble calculations in the auxiliary-field Monte Carlo method
NASA Astrophysics Data System (ADS)
Gilbreth, C. N.; Alhassid, Y.
2015-03-01
Quantum Monte Carlo methods are powerful techniques for studying strongly interacting Fermi systems. However, implementing these methods on computers with finite-precision arithmetic requires careful attention to numerical stability. In the auxiliary-field Monte Carlo (AFMC) method, low-temperature or large-model-space calculations require numerically stabilized matrix multiplication. When adapting methods used in the grand-canonical ensemble to the canonical ensemble of fixed particle number, the numerical stabilization increases the number of required floating-point operations for computing observables by a factor of the size of the single-particle model space, and thus can greatly limit the systems that can be studied. We describe an improved method for stabilizing canonical-ensemble calculations in AFMC that exhibits better scaling, and present numerical tests that demonstrate the accuracy and improved performance of the method.
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.
Automatic variance reduction for Monte Carlo simulations via the local importance function transform
DOE Office of Scientific and Technical Information (OSTI.GOV)
Turner, S.A.
1996-02-01
The author derives a transformed transport problem that can be solved theoretically by analog Monte Carlo with zero variance. However, the Monte Carlo simulation of this transformed problem cannot be implemented in practice, so he develops a method for approximating it. The approximation to the zero variance method consists of replacing the continuous adjoint transport solution in the transformed transport problem by a piecewise continuous approximation containing local biasing parameters obtained from a deterministic calculation. He uses the transport and collision processes of the transformed problem to bias distance-to-collision and selection of post-collision energy groups and trajectories in a traditionalmore » Monte Carlo simulation of ``real`` particles. He refers to the resulting variance reduction method as the Local Importance Function Transform (LIFI) method. He demonstrates the efficiency of the LIFT method for several 3-D, linearly anisotropic scattering, one-group, and multigroup problems. In these problems the LIFT method is shown to be more efficient than the AVATAR scheme, which is one of the best variance reduction techniques currently available in a state-of-the-art Monte Carlo code. For most of the problems considered, the LIFT method produces higher figures of merit than AVATAR, even when the LIFT method is used as a ``black box``. There are some problems that cause trouble for most variance reduction techniques, and the LIFT method is no exception. For example, the author demonstrates that problems with voids, or low density regions, can cause a reduction in the efficiency of the LIFT method. However, the LIFT method still performs better than survival biasing and AVATAR in these difficult cases.« less
NASA Astrophysics Data System (ADS)
Qian, Lin-Feng; Shi, Guo-Dong; Huang, Yong; Xing, Yu-Ming
2017-10-01
In vector radiative transfer, backward ray tracing is seldom used. We present a backward and forward Monte Carlo method to simulate vector radiative transfer in a two-dimensional graded index medium, which is new and different from the conventional Monte Carlo method. The backward and forward Monte Carlo method involves dividing the ray tracing into two processes backward tracing and forward tracing. In multidimensional graded index media, the trajectory of a ray is usually a three-dimensional curve. During the transport of a polarization ellipse, the curved ray trajectory will induce geometrical effects and cause Stokes parameters to continuously change. The solution processes for a non-scattering medium and an anisotropic scattering medium are analysed. We also analyse some parameters that influence the Stokes vector in two-dimensional graded index media. The research shows that the Q component of the Stokes vector cannot be ignored. However, the U and V components of the Stokes vector are very small.
Applying Quantum Monte Carlo to the Electronic Structure Problem
NASA Astrophysics Data System (ADS)
Powell, Andrew D.; Dawes, Richard
2016-06-01
Two distinct types of Quantum Monte Carlo (QMC) calculations are applied to electronic structure problems such as calculating potential energy curves and producing benchmark values for reaction barriers. First, Variational and Diffusion Monte Carlo (VMC and DMC) methods using a trial wavefunction subject to the fixed node approximation were tested using the CASINO code.[1] Next, Full Configuration Interaction Quantum Monte Carlo (FCIQMC), along with its initiator extension (i-FCIQMC) were tested using the NECI code.[2] FCIQMC seeks the FCI energy for a specific basis set. At a reduced cost, the efficient i-FCIQMC method can be applied to systems in which the standard FCIQMC approach proves to be too costly. Since all of these methods are statistical approaches, uncertainties (error-bars) are introduced for each calculated energy. This study tests the performance of the methods relative to traditional quantum chemistry for some benchmark systems. References: [1] R. J. Needs et al., J. Phys.: Condensed Matter 22, 023201 (2010). [2] G. H. Booth et al., J. Chem. Phys. 131, 054106 (2009).
Dynamic Monte Carlo description of thermal desorption processes
NASA Astrophysics Data System (ADS)
Weinketz, Sieghard
1994-07-01
The applicability of the dynamic Monte Carlo method of Fichthorn and Weinberg, in which the time evolution of a system is described in terms of the absolute number of different microscopic possible events and their associated transition rates, is discussed for the case of thermal desorption simulations. It is shown that the definition of the time increment at each successful event leads naturally to the macroscopic differential equation of desorption, in the case of simple first- and second-order processes in which the only possible events are desorption and diffusion. This equivalence is numerically demonstrated for a second-order case. In the sequence, the equivalence of this method with the Monte Carlo method of Sales and Zgrablich for more complex desorption processes, allowing for lateral interactions between adsorbates, is shown, even though the dynamic Monte Carlo method does not bear their limitation of a rapid surface diffusion condition, thus being able to describe a more complex ``kinetics'' of surface reactive processes, and therefore be applied to a wider class of phenomena, such as surface catalysis.
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.
Lee, Min Sun; Kim, Joong Hyun; Paeng, Jin Chul; Kang, Keon Wook; Jeong, Jae Min; Lee, Dong Soo; Lee, Jae Sung
2017-12-14
Personalized dosimetry with high accuracy is becoming more important because of the growing interests in personalized medicine and targeted radionuclide therapy. Voxel-based dosimetry using dose point kernel or voxel S-value (VSV) convolution is available. However, these approaches do not consider medium heterogeneity. Here, we propose a new method for whole-body voxel-based personalized dosimetry for heterogeneous media with non-uniform activity distributions, which is referred to as the multiple VSV approach. Methods: The multiple numbers (N) of VSVs for media with different densities covering the whole-body density ranges were used instead of using only a single VSV for water. The VSVs were pre-calculated using GATE Monte Carlo simulation; those were convoluted with the time-integrated activity to generate density-specific dose maps. Computed tomography-based segmentation was conducted to generate binary maps for each density region. The final dose map was acquired by the summation of N segmented density-specific dose maps. We tested several sets of VSVs with different densities: N = 1 (single water VSV), 4, 6, 8, 10, and 20. To validate the proposed method, phantom and patient studies were conducted and compared with direct Monte Carlo, which was considered the ground truth. Finally, patient dosimetry (10 subjects) was conducted using the multiple VSV approach and compared with the single VSV and organ-based dosimetry approaches. Errors at the voxel- and organ-levels were reported for eight organs. Results: In the phantom and patient studies, the multiple VSV approach showed significant improvements regarding voxel-level errors, especially for the lung and bone regions. As N increased, voxel-level errors decreased, although some overestimations were observed at lung boundaries. In the case of multiple VSVs ( N = 8), we achieved voxel-level errors of 2.06%. In the dosimetry study, our proposed method showed much improved results compared to the single VSV and organ-based dosimetry. Errors at the organ-level were -6.71%, 2.17%, and 227.46% for the single VSV, multiple VSV, and organ-based dosimetry, respectively. Conclusion: The multiple VSV approach for heterogeneous media with non-uniform activity distributions offers fast personalized dosimetry at whole-body level, yielding results comparable to those of the direct Monte Carlo approach. Copyright © 2017 by the Society of Nuclear Medicine and Molecular Imaging, Inc.
Inferential Procedures for Correlation Coefficients Corrected for Attenuation.
ERIC Educational Resources Information Center
Hakstian, A. Ralph; And Others
1988-01-01
A model and computation procedure based on classical test score theory are presented for determination of a correlation coefficient corrected for attenuation due to unreliability. Delta and Monte Carlo method applications are discussed. A power analysis revealed no serious loss in efficiency resulting from correction for attentuation. (TJH)
Multiple point statistical simulation using uncertain (soft) conditional data
NASA Astrophysics Data System (ADS)
Hansen, Thomas Mejer; Vu, Le Thanh; Mosegaard, Klaus; Cordua, Knud Skou
2018-05-01
Geostatistical simulation methods have been used to quantify spatial variability of reservoir models since the 80s. In the last two decades, state of the art simulation methods have changed from being based on covariance-based 2-point statistics to multiple-point statistics (MPS), that allow simulation of more realistic Earth-structures. In addition, increasing amounts of geo-information (geophysical, geological, etc.) from multiple sources are being collected. This pose the problem of integration of these different sources of information, such that decisions related to reservoir models can be taken on an as informed base as possible. In principle, though difficult in practice, this can be achieved using computationally expensive Monte Carlo methods. Here we investigate the use of sequential simulation based MPS simulation methods conditional to uncertain (soft) data, as a computational efficient alternative. First, it is demonstrated that current implementations of sequential simulation based on MPS (e.g. SNESIM, ENESIM and Direct Sampling) do not account properly for uncertain conditional information, due to a combination of using only co-located information, and a random simulation path. Then, we suggest two approaches that better account for the available uncertain information. The first make use of a preferential simulation path, where more informed model parameters are visited preferentially to less informed ones. The second approach involves using non co-located uncertain information. For different types of available data, these approaches are demonstrated to produce simulation results similar to those obtained by the general Monte Carlo based approach. These methods allow MPS simulation to condition properly to uncertain (soft) data, and hence provides a computationally attractive approach for integration of information about a reservoir model.
A Monte Carlo Evaluation of Estimated Parameters of Five Shrinkage Estimate Formuli.
ERIC Educational Resources Information Center
Newman, Isadore; And Others
A Monte Carlo study was conducted to estimate the efficiency of and the relationship between five equations and the use of cross validation as methods for estimating shrinkage in multiple correlations. Two of the methods were intended to estimate shrinkage to population values and the other methods were intended to estimate shrinkage from sample…
Cornelius, Iwan; Guatelli, Susanna; Fournier, Pauline; Crosbie, Jeffrey C; Sanchez Del Rio, Manuel; Bräuer-Krisch, Elke; Rosenfeld, Anatoly; Lerch, Michael
2014-05-01
Microbeam radiation therapy (MRT) is a synchrotron-based radiotherapy modality that uses high-intensity beams of spatially fractionated radiation to treat tumours. The rapid evolution of MRT towards clinical trials demands accurate treatment planning systems (TPS), as well as independent tools for the verification of TPS calculated dose distributions in order to ensure patient safety and treatment efficacy. Monte Carlo computer simulation represents the most accurate method of dose calculation in patient geometries and is best suited for the purpose of TPS verification. A Monte Carlo model of the ID17 biomedical beamline at the European Synchrotron Radiation Facility has been developed, including recent modifications, using the Geant4 Monte Carlo toolkit interfaced with the SHADOW X-ray optics and ray-tracing libraries. The code was benchmarked by simulating dose profiles in water-equivalent phantoms subject to irradiation by broad-beam (without spatial fractionation) and microbeam (with spatial fractionation) fields, and comparing against those calculated with a previous model of the beamline developed using the PENELOPE code. Validation against additional experimental dose profiles in water-equivalent phantoms subject to broad-beam irradiation was also performed. Good agreement between codes was observed, with the exception of out-of-field doses and toward the field edge for larger field sizes. Microbeam results showed good agreement between both codes and experimental results within uncertainties. Results of the experimental validation showed agreement for different beamline configurations. The asymmetry in the out-of-field dose profiles due to polarization effects was also investigated, yielding important information for the treatment planning process in MRT. This work represents an important step in the development of a Monte Carlo-based independent verification tool for treatment planning in MRT.
Design Optimization Method for Composite Components Based on Moment Reliability-Sensitivity Criteria
NASA Astrophysics Data System (ADS)
Sun, Zhigang; Wang, Changxi; Niu, Xuming; Song, Yingdong
2017-08-01
In this paper, a Reliability-Sensitivity Based Design Optimization (RSBDO) methodology for the design of the ceramic matrix composites (CMCs) components has been proposed. A practical and efficient method for reliability analysis and sensitivity analysis of complex components with arbitrary distribution parameters are investigated by using the perturbation method, the respond surface method, the Edgeworth series and the sensitivity analysis approach. The RSBDO methodology is then established by incorporating sensitivity calculation model into RBDO methodology. Finally, the proposed RSBDO methodology is applied to the design of the CMCs components. By comparing with Monte Carlo simulation, the numerical results demonstrate that the proposed methodology provides an accurate, convergent and computationally efficient method for reliability-analysis based finite element modeling engineering practice.
Geometry and Dynamics for Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark
2018-03-01
Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.
NASA Astrophysics Data System (ADS)
Bieda, Bogusław; Grzesik, Katarzyna
2017-11-01
The study proposes an stochastic approach based on Monte Carlo (MC) simulation for life cycle assessment (LCA) method limited to life cycle inventory (LCI) study for rare earth elements (REEs) recovery from the secondary materials processes production applied to the New Krankberg Mine in Sweden. The MC method is recognizes as an important tool in science and can be considered the most effective quantification approach for uncertainties. The use of stochastic approach helps to characterize the uncertainties better than deterministic method. Uncertainty of data can be expressed through a definition of probability distribution of that data (e.g. through standard deviation or variance). The data used in this study are obtained from: (i) site-specific measured or calculated data, (ii) values based on literature, (iii) the ecoinvent process "rare earth concentrate, 70% REO, from bastnäsite, at beneficiation". Environmental emissions (e.g, particulates, uranium-238, thorium-232), energy and REE (La, Ce, Nd, Pr, Sm, Dy, Eu, Tb, Y, Sc, Yb, Lu, Tm, Y, Gd) have been inventoried. The study is based on a reference case for the year 2016. The combination of MC analysis with sensitivity analysis is the best solution for quantified the uncertainty in the LCI/LCA. The reliability of LCA results may be uncertain, to a certain degree, but this uncertainty can be noticed with the help of MC method.
On the use of Bayesian Monte-Carlo in evaluation of nuclear data
NASA Astrophysics Data System (ADS)
De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles
2017-09-01
As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the framework of finding global minimum if several local minimums exist. Application to resolved resonance, unresolved resonance and continuum evaluation as well as multigroup cross section data assimilation will be presented.
NASA Astrophysics Data System (ADS)
Li, Xiang
2016-10-01
Blood glucose monitoring is of great importance for controlling diabetes procedure and preventing the complications. At present, the clinical blood glucose concentration measurement is invasive and could be replaced by noninvasive spectroscopy analytical techniques. Among various parameters of optical fiber probe used in spectrum measuring, the measurement distance is the key one. The Monte Carlo technique is a flexible method for simulating light propagation in tissue. The simulation is based on the random walks that photons make as they travel through tissue, which are chosen by statistically sampling the probability distributions for step size and angular deflection per scattering event. The traditional method for determine the optimal distance between transmitting fiber and detector is using Monte Carlo simulation to find out the point where most photons come out. But there is a problem. In the epidermal layer there is no artery, vein or capillary vessel. Thus, when photons propagate and interactive with tissue in epidermal layer, no information is given to the photons. A new criterion is proposed to determine the optimal distance, which is named effective path length in this paper. The path length of each photons travelling in dermis is recorded when running Monte-Carlo simulation, which is the effective path length defined above. The sum of effective path length of every photon at each point is calculated. The detector should be place on the point which has most effective path length. Then the optimal measuring distance between transmitting fiber and detector is determined.
NASA Astrophysics Data System (ADS)
Lárraga-Gutiérrez, José Manuel
2015-08-01
Recently, Alfonso et al proposed a new formalism for the dosimetry of small and non-standard fields. The proposed new formalism is strongly based on the calculation of detector-specific beam correction factors by Monte Carlo simulation methods, which accounts for the difference in the response of the detector between the small and the machine specific reference field. The correct calculation of the detector-specific beam correction factors demands an accurate knowledge of the linear accelerator, detector geometry and composition materials. The present work shows that the field factors in water may be determined experimentally using the daisy chain correction method down to a field size of 1 cm × 1 cm for a specific set of detectors. The detectors studied were: three mini-ionization chambers (PTW-31014, PTW-31006, IBA-CC01), three silicon-based diodes (PTW-60018, IBA-SFD and IBA-PFD) and one synthetic diamond detector (PTW-60019). Monte Carlo simulations and experimental measurements were performed for a 6 MV photon beam at 10 cm depth in water with a source-to-axis distance of 100 cm. The results show that the differences between the experimental and Monte Carlo calculated field factors are less than 0.5%—with the exception of the IBA-PFD—for field sizes between 1.5 cm × 1.5 cm and 5 cm × 5 cm. For the 1 cm × 1 cm field size, the differences are within 2%. By using the daisy chain correction method, it is possible to determine measured field factors in water. The results suggest that the daisy chain correction method is not suitable for measurements performed with the IBA-PFD detector. The latter is due to the presence of tungsten powder in the detector encapsulation material. The use of Monte Carlo calculated k{{Q\\text{clin}},{{Q}\\text{msr}}}{{f\\text{clin}},{{f}\\text{msr}}} is encouraged for field sizes less than or equal to 1 cm × 1 cm for the dosimeters used in this work.
NASA Astrophysics Data System (ADS)
Besemer, Abigail E.
Targeted radionuclide therapy is emerging as an attractive treatment option for a broad spectrum of tumor types because it has the potential to simultaneously eradicate both the primary tumor site as well as the metastatic disease throughout the body. Patient-specific absorbed dose calculations for radionuclide therapies are important for reducing the risk of normal tissue complications and optimizing tumor response. However, the only FDA approved software for internal dosimetry calculates doses based on the MIRD methodology which estimates mean organ doses using activity-to-dose scaling factors tabulated from standard phantom geometries. Despite the improved dosimetric accuracy afforded by direct Monte Carlo dosimetry methods these methods are not widely used in routine clinical practice because of the complexity of implementation, lack of relevant standard protocols, and longer dose calculation times. The main goal of this work was to develop a Monte Carlo internal dosimetry platform in order to (1) calculate patient-specific voxelized dose distributions in a clinically feasible time frame, (2) examine and quantify the dosimetric impact of various parameters and methodologies used in 3D internal dosimetry methods, and (3) develop a multi-criteria treatment planning optimization framework for multi-radiopharmaceutical combination therapies. This platform utilizes serial PET/CT or SPECT/CT images to calculate voxelized 3D internal dose distributions with the Monte Carlo code Geant4. Dosimetry can be computed for any diagnostic or therapeutic radiopharmaceutical and for both pre-clinical and clinical applications. In this work, the platform's dosimetry calculations were successfully validated against previously published reference doses values calculated in standard phantoms for a variety of radionuclides, over a wide range of photon and electron energies, and for many different organs and tumor sizes. Retrospective dosimetry was also calculated for various pre-clinical and clinical patients and large dosimetric differences resulted when using conventional organ-level methods and the patient-specific voxelized methods described in this work. The dosimetric impact of various steps in the 3D voxelized dosimetry process were evaluated including quantitative imaging acquisition, image coregistration, voxel resampling, ROI contouring, CT-based material segmentation, and pharmacokinetic fitting. Finally, a multi-objective treatment planning optimization framework was developed for multi-radiopharmaceutical combination therapies.
Stochastic generation of hourly rainstorm events in Johor
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nojumuddin, Nur Syereena; Yusof, Fadhilah; Yusop, Zulkifli
2015-02-03
Engineers and researchers in water-related studies are often faced with the problem of having insufficient and long rainfall record. Practical and effective methods must be developed to generate unavailable data from limited available data. Therefore, this paper presents a Monte-Carlo based stochastic hourly rainfall generation model to complement the unavailable data. The Monte Carlo simulation used in this study is based on the best fit of storm characteristics. Hence, by using the Maximum Likelihood Estimation (MLE) and Anderson Darling goodness-of-fit test, lognormal appeared to be the best rainfall distribution. Therefore, the Monte Carlo simulation based on lognormal distribution was usedmore » in the study. The proposed model was verified by comparing the statistical moments of rainstorm characteristics from the combination of the observed rainstorm events under 10 years and simulated rainstorm events under 30 years of rainfall records with those under the entire 40 years of observed rainfall data based on the hourly rainfall data at the station J1 in Johor over the period of 1972–2011. The absolute percentage error of the duration-depth, duration-inter-event time and depth-inter-event time will be used as the accuracy test. The results showed the first four product-moments of the observed rainstorm characteristics were close with the simulated rainstorm characteristics. The proposed model can be used as a basis to derive rainfall intensity-duration frequency in Johor.« less
Probabilistic power flow using improved Monte Carlo simulation method with correlated wind sources
NASA Astrophysics Data System (ADS)
Bie, Pei; Zhang, Buhan; Li, Hang; Deng, Weisi; Wu, Jiasi
2017-01-01
Probabilistic Power Flow (PPF) is a very useful tool for power system steady-state analysis. However, the correlation among different random injection power (like wind power) brings great difficulties to calculate PPF. Monte Carlo simulation (MCS) and analytical methods are two commonly used methods to solve PPF. MCS has high accuracy but is very time consuming. Analytical method like cumulants method (CM) has high computing efficiency but the cumulants calculating is not convenient when wind power output does not obey any typical distribution, especially when correlated wind sources are considered. In this paper, an Improved Monte Carlo simulation method (IMCS) is proposed. The joint empirical distribution is applied to model different wind power output. This method combines the advantages of both MCS and analytical method. It not only has high computing efficiency, but also can provide solutions with enough accuracy, which is very suitable for on-line analysis.
NASA Technical Reports Server (NTRS)
Deepak, A.; Fluellen, A.
1978-01-01
An efficient numerical method of multiple quadratures, the Conroy method, is applied to the problem of computing multiple scattering contributions in the radiative transfer through realistic planetary atmospheres. A brief error analysis of the method is given and comparisons are drawn with the more familiar Monte Carlo method. Both methods are stochastic problem-solving models of a physical or mathematical process and utilize the sampling scheme for points distributed over a definite region. In the Monte Carlo scheme the sample points are distributed randomly over the integration region. In the Conroy method, the sample points are distributed systematically, such that the point distribution forms a unique, closed, symmetrical pattern which effectively fills the region of the multidimensional integration. The methods are illustrated by two simple examples: one, of multidimensional integration involving two independent variables, and the other, of computing the second order scattering contribution to the sky radiance.
NASA Astrophysics Data System (ADS)
Lysak, Y. V.; Klimanov, V. A.; Narkevich, B. Ya
2017-01-01
One of the most difficult problems of modern radionuclide therapy (RNT) is control of the absorbed dose in pathological volume. This research presents new approach based on estimation of radiopharmaceutical (RP) accumulated activity value in tumor volume, based on planar scintigraphic images of the patient and calculated radiation transport using Monte Carlo method, including absorption and scattering in biological tissues of the patient, and elements of gamma camera itself. In our research, to obtain the data, we performed modeling scintigraphy of the vial with administered to the patient activity of RP in gamma camera, the vial was placed at the certain distance from the collimator, and the similar study was performed in identical geometry, with the same values of activity of radiopharmaceuticals in the pathological target in the body of the patient. For correct calculation results, adapted Fisher-Snyder human phantom was simulated in MCNP program. In the context of our technique, calculations were performed for different sizes of pathological targets and various tumors deeps inside patient’s body, using radiopharmaceuticals based on a mixed β-γ-radiating (131I, 177Lu), and clear β- emitting (89Sr, 90Y) therapeutic radionuclides. Presented method can be used for adequate implementing in clinical practice estimation of absorbed doses in the regions of interest on the basis of planar scintigraphy of the patient with sufficient accuracy.
Convolution-based estimation of organ dose in tube current modulated CT
NASA Astrophysics Data System (ADS)
Tian, Xiaoyu; Segars, W. Paul; Dixon, Robert L.; Samei, Ehsan
2016-05-01
Estimating organ dose for clinical patients requires accurate modeling of the patient anatomy and the dose field of the CT exam. The modeling of patient anatomy can be achieved using a library of representative computational phantoms (Samei et al 2014 Pediatr. Radiol. 44 460-7). The modeling of the dose field can be challenging for CT exams performed with a tube current modulation (TCM) technique. The purpose of this work was to effectively model the dose field for TCM exams using a convolution-based method. A framework was further proposed for prospective and retrospective organ dose estimation in clinical practice. The study included 60 adult patients (age range: 18-70 years, weight range: 60-180 kg). Patient-specific computational phantoms were generated based on patient CT image datasets. A previously validated Monte Carlo simulation program was used to model a clinical CT scanner (SOMATOM Definition Flash, Siemens Healthcare, Forchheim, Germany). A practical strategy was developed to achieve real-time organ dose estimation for a given clinical patient. CTDIvol-normalized organ dose coefficients ({{h}\\text{Organ}} ) under constant tube current were estimated and modeled as a function of patient size. Each clinical patient in the library was optimally matched to another computational phantom to obtain a representation of organ location/distribution. The patient organ distribution was convolved with a dose distribution profile to generate {{≤ft(\\text{CTD}{{\\text{I}}\\text{vol}}\\right)}\\text{organ, \\text{convolution}}} values that quantified the regional dose field for each organ. The organ dose was estimated by multiplying {{≤ft(\\text{CTD}{{\\text{I}}\\text{vol}}\\right)}\\text{organ, \\text{convolution}}} with the organ dose coefficients ({{h}\\text{Organ}} ). To validate the accuracy of this dose estimation technique, the organ dose of the original clinical patient was estimated using Monte Carlo program with TCM profiles explicitly modeled. The discrepancy between the estimated organ dose and dose simulated using TCM Monte Carlo program was quantified. We further compared the convolution-based organ dose estimation method with two other strategies with different approaches of quantifying the irradiation field. The proposed convolution-based estimation method showed good accuracy with the organ dose simulated using the TCM Monte Carlo simulation. The average percentage error (normalized by CTDIvol) was generally within 10% across all organs and modulation profiles, except for organs located in the pelvic and shoulder regions. This study developed an improved method that accurately quantifies the irradiation field under TCM scans. The results suggested that organ dose could be estimated in real-time both prospectively (with the localizer information only) and retrospectively (with acquired CT data).
Gray: a ray tracing-based Monte Carlo simulator for PET.
Freese, David L; Olcott, Peter D; Buss, Samuel R; Levin, Craig S
2018-05-21
Monte Carlo simulation software plays a critical role in PET system design. Performing complex, repeated Monte Carlo simulations can be computationally prohibitive, as even a single simulation can require a large amount of time and a computing cluster to complete. Here we introduce Gray, a Monte Carlo simulation software for PET systems. Gray exploits ray tracing methods used in the computer graphics community to greatly accelerate simulations of PET systems with complex geometries. We demonstrate the implementation of models for positron range, annihilation acolinearity, photoelectric absorption, Compton scatter, and Rayleigh scatter. For validation, we simulate the GATE PET benchmark, and compare energy, distribution of hits, coincidences, and run time. We show a [Formula: see text] speedup using Gray, compared to GATE for the same simulation, while demonstrating nearly identical results. We additionally simulate the Siemens Biograph mCT system with both the NEMA NU-2 scatter phantom and sensitivity phantom. We estimate the total sensitivity within [Formula: see text]% when accounting for differences in peak NECR. We also estimate the peak NECR to be [Formula: see text] kcps, or within [Formula: see text]% of published experimental data. The activity concentration of the peak is also estimated within 1.3%.
Ex Post Facto Monte Carlo Variance Reduction
DOE Office of Scientific and Technical Information (OSTI.GOV)
Booth, Thomas E.
The variance in Monte Carlo particle transport calculations is often dominated by a few particles whose importance increases manyfold on a single transport step. This paper describes a novel variance reduction method that uses a large importance change as a trigger to resample the offending transport step. That is, the method is employed only after (ex post facto) a random walk attempts a transport step that would otherwise introduce a large variance in the calculation.Improvements in two Monte Carlo transport calculations are demonstrated empirically using an ex post facto method. First, the method is shown to reduce the variance inmore » a penetration problem with a cross-section window. Second, the method empirically appears to modify a point detector estimator from an infinite variance estimator to a finite variance estimator.« less
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.
NASA Astrophysics Data System (ADS)
Maisonny, R.; Ribière, M.; Toury, M.; Plewa, J. M.; Caron, M.; Auriel, G.; d'Almeida, T.
2016-12-01
The performance of a 1 MV pulsed high-power linear transformer driver accelerator were extensively investigated based on a numerical approach which utilizes both electromagnetic and Monte Carlo simulations. Particle-in-cell calculations were employed to examine the beam dynamics throughout the magnetically insulated transmission line which governs the coupling between the generator and the electron diode. Based on the information provided by the study of the beam dynamics, and using Monte Carlo methods, the main properties of the resulting x radiation were predicted. Good agreement was found between these simulations and experimental results. This work provides a detailed understanding of mechanisms affecting the performances of this type of high current, high-voltage pulsed accelerator, which are very promising for a growing number of applications.
NASA Astrophysics Data System (ADS)
Gelß, Patrick; Matera, Sebastian; Schütte, Christof
2016-06-01
In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.
Molecular dynamics and Monte Carlo simulations for protein-ligand binding and inhibitor design.
Cole, Daniel J; Tirado-Rives, Julian; Jorgensen, William L
2015-05-01
Non-nucleoside inhibitors of HIV reverse transcriptase are an important component of treatment against HIV infection. Novel inhibitors are sought that increase potency against variants that contain the Tyr181Cys mutation. Molecular dynamics based free energy perturbation simulations have been run to study factors that contribute to protein-ligand binding, and the results are compared with those from previous Monte Carlo based simulations and activity data. Predictions of protein-ligand binding modes are very consistent for the two simulation methods; the accord is attributed to the use of an enhanced sampling protocol. The Tyr181Cys binding pocket supports large, hydrophobic substituents, which is in good agreement with experiment. Although some discrepancies exist between the results of the two simulation methods and experiment, free energy perturbation simulations can be used to rapidly test small molecules for gains in binding affinity. Free energy perturbation methods show promise in providing fast, reliable and accurate data that can be used to complement experiment in lead optimization projects. This article is part of a Special Issue entitled "Recent developments of molecular dynamics". Copyright © 2014 Elsevier B.V. All rights reserved.
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros; Jasra, Ajay; Law, Kody; ...
2016-08-24
Here, we study the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods and leading to a discretisation bias, with the step-size level h L. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretisation levelsmore » $${\\infty}$$ >h 0>h 1 ...>h L. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence of probability distributions. A sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. In conclusion, it is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context.« less
Wang, Junqiang; Wang, Yu; Zhu, Gang; Chen, Xiangqian; Zhao, Xiangrui; Qiao, Huiting; Fan, Yubo
2018-06-01
Spatial positioning accuracy is a key issue in a computer-assisted orthopaedic surgery (CAOS) system. Since intraoperative fluoroscopic images are one of the most important input data to the CAOS system, the quality of these images should have a significant influence on the accuracy of the CAOS system. But the regularities and mechanism of the influence of the quality of intraoperative images on the accuracy of a CAOS system have yet to be studied. Two typical spatial positioning methods - a C-arm calibration-based method and a bi-planar positioning method - are used to study the influence of different image quality parameters, such as resolution, distortion, contrast and signal-to-noise ratio, on positioning accuracy. The error propagation rules of image error in different spatial positioning methods are analyzed by the Monte Carlo method. Correlation analysis showed that resolution and distortion had a significant influence on spatial positioning accuracy. In addition the C-arm calibration-based method was more sensitive to image distortion, while the bi-planar positioning method was more susceptible to image resolution. The image contrast and signal-to-noise ratio have no significant influence on the spatial positioning accuracy. The result of Monte Carlo analysis proved that generally the bi-planar positioning method was more sensitive to image quality than the C-arm calibration-based method. The quality of intraoperative fluoroscopic images is a key issue in the spatial positioning accuracy of a CAOS system. Although the 2 typical positioning methods have very similar mathematical principles, they showed different sensitivities to different image quality parameters. The result of this research may help to create a realistic standard for intraoperative fluoroscopic images for CAOS systems. Copyright © 2018 John Wiley & Sons, Ltd.
Three-dimensional Monte Carlo calculation of atmospheric thermal heating rates
NASA Astrophysics Data System (ADS)
Klinger, Carolin; Mayer, Bernhard
2014-09-01
We present a fast Monte Carlo method for thermal heating and cooling rates in three-dimensional atmospheres. These heating/cooling rates are relevant particularly in broken cloud fields. We compare forward and backward photon tracing methods and present new variance reduction methods to speed up the calculations. For this application it turns out that backward tracing is in most cases superior to forward tracing. Since heating rates may be either calculated as the difference between emitted and absorbed power per volume or alternatively from the divergence of the net flux, both approaches have been tested. We found that the absorption/emission method is superior (with respect to computational time for a given uncertainty) if the optical thickness of the grid box under consideration is smaller than about 5 while the net flux divergence may be considerably faster for larger optical thickness. In particular, we describe the following three backward tracing methods: the first and most simple method (EMABS) is based on a random emission of photons in the grid box of interest and a simple backward tracing. Since only those photons which cross the grid box boundaries contribute to the heating rate, this approach behaves poorly for large optical thicknesses which are common in the thermal spectral range. For this reason, the second method (EMABS_OPT) uses a variance reduction technique to improve the distribution of the photons in a way that more photons are started close to the grid box edges and thus contribute to the result which reduces the uncertainty. The third method (DENET) uses the flux divergence approach where - in backward Monte Carlo - all photons contribute to the result, but in particular for small optical thickness the noise becomes large. The three methods have been implemented in MYSTIC (Monte Carlo code for the phYSically correct Tracing of photons In Cloudy atmospheres). All methods are shown to agree within the photon noise with each other and with a discrete ordinate code for a one-dimensional case. Finally a hybrid method is built using a combination of EMABS_OPT and DENET, and application examples are shown. It should be noted that for this application, only little improvement is gained by EMABS_OPT compared to EMABS.
A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification
NASA Astrophysics Data System (ADS)
Wu, Keyi; Li, Jinglai
2016-09-01
In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter y. The performance parameter y is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of y. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithms, to compute the PDF of interest. Moreover, we develop an adaptive algorithm to construct local Gaussian process surrogates to further accelerate the MMC iterations. With numerical examples we demonstrate that the proposed method can achieve several orders of magnitudes of speedup over the standard Monte Carlo methods.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lee, B; Georgia Institute of Technology, Atlanta, GA; Wang, C
Purpose: To correlate the damage produced by particles of different types and qualities to cell survival on the basis of nanodosimetric analysis and advanced DNA structures in the cell nucleus. Methods: A Monte Carlo code was developed to simulate subnuclear DNA chromatin fibers (CFs) of 30nm utilizing a mean-free-path approach common to radiation transport. The cell nucleus was modeled as a spherical region containing 6000 chromatin-dense domains (CDs) of 400nm diameter, with additional CFs modeled in a sparser interchromatin region. The Geant4-DNA code was utilized to produce a particle track database representing various particles at different energies and dose quantities.more » These tracks were used to stochastically position the DNA structures based on their mean free path to interaction with CFs. Excitation and ionization events intersecting CFs were analyzed using the DBSCAN clustering algorithm for assessment of the likelihood of producing DSBs. Simulated DSBs were then assessed based on their proximity to one another for a probability of inducing cell death. Results: Variations in energy deposition to chromatin fibers match expectations based on differences in particle track structure. The quality of damage to CFs based on different particle types indicate more severe damage by high-LET radiation than low-LET radiation of identical particles. In addition, the model indicates more severe damage by protons than of alpha particles of same LET, which is consistent with differences in their track structure. Cell survival curves have been produced showing the L-Q behavior of sparsely ionizing radiation. Conclusion: Initial results indicate the feasibility of producing cell survival curves based on the Monte Carlo cell nucleus method. Accurate correlation between simulated DNA damage to cell survival on the basis of nanodosimetric analysis can provide insight into the biological responses to various radiation types. Current efforts are directed at producing cell survival curves for high-LET radiation.« less
Calculation of Formation and Decay of Heavy Compound Nuclei
NASA Astrophysics Data System (ADS)
Cherepanov, E. A.
2001-04-01
The report describes a method for calculating fusion and decay probabilities in reactions leading to the production of transfermium elements. The competition between quasi-fission and fussion is described on the basis of the Dinuclear System Concept (DNSC). The both competition between fusion and quasi-fission and statistical decay of heavy highly fissionable excited compound nuclei is described in an approach based on the Monte-Carlo method.
Genetic Algorithms and Their Application to the Protein Folding Problem
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
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.
Equilibrium Molecular Thermodynamics from Kirkwood Sampling
2015-01-01
We present two methods for barrierless equilibrium sampling of molecular systems based on the recently proposed Kirkwood method (J. Chem. Phys.2009, 130, 134102). Kirkwood sampling employs low-order correlations among internal coordinates of a molecule for random (or non-Markovian) sampling of the high dimensional conformational space. This is a geometrical sampling method independent of the potential energy surface. The first method is a variant of biased Monte Carlo, where Kirkwood sampling is used for generating trial Monte Carlo moves. Using this method, equilibrium distributions corresponding to different temperatures and potential energy functions can be generated from a given set of low-order correlations. Since Kirkwood samples are generated independently, this method is ideally suited for massively parallel distributed computing. The second approach is a variant of reservoir replica exchange, where Kirkwood sampling is used to construct a reservoir of conformations, which exchanges conformations with the replicas performing equilibrium sampling corresponding to different thermodynamic states. Coupling with the Kirkwood reservoir enhances sampling by facilitating global jumps in the conformational space. The efficiency of both methods depends on the overlap of the Kirkwood distribution with the target equilibrium distribution. We present proof-of-concept results for a model nine-atom linear molecule and alanine dipeptide. PMID:25915525
NASA Astrophysics Data System (ADS)
Terzić, Balša; Bassi, Gabriele
2011-07-01
In this paper we discuss representations of charge particle densities in particle-in-cell simulations, analyze the sources and profiles of the intrinsic numerical noise, and present efficient methods for their removal. We devise two alternative estimation methods for charged particle distribution which represent significant improvement over the Monte Carlo cosine expansion used in the 2D code of Bassi et al. [G. Bassi, J. A. Ellison, K. Heinemann, and R. Warnock, Phys. Rev. ST Accel. Beams 12, 080704 (2009); PRABFM1098-440210.1103/PhysRevSTAB.12.080704G. Bassi and B. Terzić, in Proceedings of the 23rd Particle Accelerator Conference, Vancouver, Canada, 2009 (IEEE, Piscataway, NJ, 2009), TH5PFP043], designed to simulate coherent synchrotron radiation (CSR) in charged particle beams. The improvement is achieved by employing an alternative beam density estimation to the Monte Carlo cosine expansion. The representation is first binned onto a finite grid, after which two grid-based methods are employed to approximate particle distributions: (i) truncated fast cosine transform; and (ii) thresholded wavelet transform (TWT). We demonstrate that these alternative methods represent a staggering upgrade over the original Monte Carlo cosine expansion in terms of efficiency, while the TWT approximation also provides an appreciable improvement in accuracy. The improvement in accuracy comes from a judicious removal of the numerical noise enabled by the wavelet formulation. The TWT method is then integrated into the CSR code [G. Bassi, J. A. Ellison, K. Heinemann, and R. Warnock, Phys. Rev. ST Accel. Beams 12, 080704 (2009)PRABFM1098-440210.1103/PhysRevSTAB.12.080704], and benchmarked against the original version. We show that the new density estimation method provides a superior performance in terms of efficiency and spatial resolution, thus enabling high-fidelity simulations of CSR effects, including microbunching instability.
Markov Chain Monte Carlo: an introduction for epidemiologists
Hamra, Ghassan; MacLehose, Richard; Richardson, David
2013-01-01
Markov Chain Monte Carlo (MCMC) methods are increasingly popular among epidemiologists. The reason for this may in part be that MCMC offers an appealing approach to handling some difficult types of analyses. Additionally, MCMC methods are those most commonly used for Bayesian analysis. However, epidemiologists are still largely unfamiliar with MCMC. They may lack familiarity either with he implementation of MCMC or with interpretation of the resultant output. As with tutorials outlining the calculus behind maximum likelihood in previous decades, a simple description of the machinery of MCMC is needed. We provide an introduction to conducting analyses with MCMC, and show that, given the same data and under certain model specifications, the results of an MCMC simulation match those of methods based on standard maximum-likelihood estimation (MLE). In addition, we highlight examples of instances in which MCMC approaches to data analysis provide a clear advantage over MLE. We hope that this brief tutorial will encourage epidemiologists to consider MCMC approaches as part of their analytic tool-kit. PMID:23569196
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.
Mondal, Nagendra Nath
2009-01-01
This study presents Monte Carlo Simulation (MCS) results of detection efficiencies, spatial resolutions and resolving powers of a time-of-flight (TOF) PET detector systems. Cerium activated Lutetium Oxyorthosilicate (Lu2SiO5: Ce in short LSO), Barium Fluoride (BaF2) and BriLanCe 380 (Cerium doped Lanthanum tri-Bromide, in short LaBr3) scintillation crystals are studied in view of their good time and energy resolutions and shorter decay times. The results of MCS based on GEANT show that spatial resolution, detection efficiency and resolving power of LSO are better than those of BaF2 and LaBr3, although it possesses inferior time and energy resolutions. Instead of the conventional position reconstruction method, newly established image reconstruction (talked about in the previous work) method is applied to produce high-tech images. Validation is a momentous step to ensure that this imaging method fulfills all purposes of motivation discussed by reconstructing images of two tumors in a brain phantom. PMID:20098551
NASA Astrophysics Data System (ADS)
Trinci, G.; Massari, R.; Scandellari, M.; Boccalini, S.; Costantini, S.; Di Sero, R.; Basso, A.; Sala, R.; Scopinaro, F.; Soluri, A.
2010-09-01
The aim of this work is to show a new scintigraphic device able to change automatically the length of its collimator in order to adapt the spatial resolution value to gamma source distance. This patented technique replaces the need for collimator change that standard gamma cameras still feature. Monte Carlo simulations represent the best tool in searching new technological solutions for such an innovative collimation structure. They also provide a valid analysis on response of gamma cameras performances as well as on advantages and limits of this new solution. Specifically, Monte Carlo simulations are realized with GEANT4 (GEometry ANd Tracking) framework and the specific simulation object is a collimation method based on separate blocks that can be brought closer and farther, in order to reach and maintain specific spatial resolution values for all source-detector distances. To verify the accuracy and the faithfulness of these simulations, we have realized experimental measurements with identical setup and conditions. This confirms the power of the simulation as an extremely useful tool, especially where new technological solutions need to be studied, tested and analyzed before their practical realization. The final aim of this new collimation system is the improvement of the SPECT techniques, with the real control of the spatial resolution value during tomographic acquisitions. This principle did allow us to simulate a tomographic acquisition of two capillaries of radioactive solution, in order to verify the possibility to clearly distinguish them.
Deterministic absorbed dose estimation in computed tomography using a discrete ordinates method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Norris, Edward T.; Liu, Xin, E-mail: xinliu@mst.edu; Hsieh, Jiang
Purpose: Organ dose estimation for a patient undergoing computed tomography (CT) scanning is very important. Although Monte Carlo methods are considered gold-standard in patient dose estimation, the computation time required is formidable for routine clinical calculations. Here, the authors instigate a deterministic method for estimating an absorbed dose more efficiently. Methods: Compared with current Monte Carlo methods, a more efficient approach to estimating the absorbed dose is to solve the linear Boltzmann equation numerically. In this study, an axial CT scan was modeled with a software package, Denovo, which solved the linear Boltzmann equation using the discrete ordinates method. Themore » CT scanning configuration included 16 x-ray source positions, beam collimators, flat filters, and bowtie filters. The phantom was the standard 32 cm CT dose index (CTDI) phantom. Four different Denovo simulations were performed with different simulation parameters, including the number of quadrature sets and the order of Legendre polynomial expansions. A Monte Carlo simulation was also performed for benchmarking the Denovo simulations. A quantitative comparison was made of the simulation results obtained by the Denovo and the Monte Carlo methods. Results: The difference in the simulation results of the discrete ordinates method and those of the Monte Carlo methods was found to be small, with a root-mean-square difference of around 2.4%. It was found that the discrete ordinates method, with a higher order of Legendre polynomial expansions, underestimated the absorbed dose near the center of the phantom (i.e., low dose region). Simulations of the quadrature set 8 and the first order of the Legendre polynomial expansions proved to be the most efficient computation method in the authors’ study. The single-thread computation time of the deterministic simulation of the quadrature set 8 and the first order of the Legendre polynomial expansions was 21 min on a personal computer. Conclusions: The simulation results showed that the deterministic method can be effectively used to estimate the absorbed dose in a CTDI phantom. The accuracy of the discrete ordinates method was close to that of a Monte Carlo simulation, and the primary benefit of the discrete ordinates method lies in its rapid computation speed. It is expected that further optimization of this method in routine clinical CT dose estimation will improve its accuracy and speed.« less
Yang, Li; Wang, Guobao; Qi, Jinyi
2016-04-01
Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.
NASA Astrophysics Data System (ADS)
Abhinav, S.; Manohar, C. S.
2018-03-01
The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.
The development of GPU-based parallel PRNG for Monte Carlo applications in CUDA Fortran
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kargaran, Hamed, E-mail: h-kargaran@sbu.ac.ir; Minuchehr, Abdolhamid; Zolfaghari, Ahmad
The implementation of Monte Carlo simulation on the CUDA Fortran requires a fast random number generation with good statistical properties on GPU. In this study, a GPU-based parallel pseudo random number generator (GPPRNG) have been proposed to use in high performance computing systems. According to the type of GPU memory usage, GPU scheme is divided into two work modes including GLOBAL-MODE and SHARED-MODE. To generate parallel random numbers based on the independent sequence method, the combination of middle-square method and chaotic map along with the Xorshift PRNG have been employed. Implementation of our developed PPRNG on a single GPU showedmore » a speedup of 150x and 470x (with respect to the speed of PRNG on a single CPU core) for GLOBAL-MODE and SHARED-MODE, respectively. To evaluate the accuracy of our developed GPPRNG, its performance was compared to that of some other commercially available PPRNGs such as MATLAB, FORTRAN and Miller-Park algorithm through employing the specific standard tests. The results of this comparison showed that the developed GPPRNG in this study can be used as a fast and accurate tool for computational science applications.« less
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.
Monte Carlo modeling of spatial coherence: free-space diffraction
Fischer, David G.; Prahl, Scott A.; Duncan, Donald D.
2008-01-01
We present a Monte Carlo method for propagating partially coherent fields through complex deterministic optical systems. A Gaussian copula is used to synthesize a random source with an arbitrary spatial coherence function. Physical optics and Monte Carlo predictions of the first- and second-order statistics of the field are shown for coherent and partially coherent sources for free-space propagation, imaging using a binary Fresnel zone plate, and propagation through a limiting aperture. Excellent agreement between the physical optics and Monte Carlo predictions is demonstrated in all cases. Convergence criteria are presented for judging the quality of the Monte Carlo predictions. PMID:18830335
NASA Astrophysics Data System (ADS)
Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel
2018-05-01
We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.
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
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.
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.
Marathon: An Open Source Software Library for the Analysis of Markov-Chain Monte Carlo Algorithms
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
Polychromatic wave-optics models for image-plane speckle. 2. Unresolved objects.
Van Zandt, Noah R; Spencer, Mark F; Steinbock, Michael J; Anderson, Brian M; Hyde, Milo W; Fiorino, Steven T
2018-05-20
Polychromatic laser light can reduce speckle noise in many wavefront-sensing and imaging applications. To help quantify the achievable reduction in speckle noise, this study investigates the accuracy of three polychromatic wave-optics models under the specific conditions of an unresolved object. Because existing theory assumes a well-resolved object, laboratory experiments are used to evaluate model accuracy. The three models use Monte-Carlo averaging, depth slicing, and spectral slicing, respectively, to simulate the laser-object interaction. The experiments involve spoiling the temporal coherence of laser light via a fiber-based, electro-optic modulator. After the light scatters off of the rough object, speckle statistics are measured. The Monte-Carlo method is found to be highly inaccurate, while depth-slicing error peaks at 7.8% but is generally much lower in comparison. The spectral-slicing method is the most accurate, always producing results within the error bounds of the experiment.
POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS
Thoemmes, Felix; MacKinnon, David P.; Reiser, Mark R.
2013-01-01
Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex mediational models. The approach is based on the well known technique of generating a large number of samples in a Monte Carlo study, and estimating power as the percentage of cases in which an estimate of interest is significantly different from zero. Examples of power calculation for commonly used mediational models are provided. Power analyses for the single mediator, multiple mediators, three-path mediation, mediation with latent variables, moderated mediation, and mediation in longitudinal designs are described. Annotated sample syntax for Mplus is appended and tabled values of required sample sizes are shown for some models. PMID:23935262
Radiation Modeling with Direct Simulation Monte Carlo
NASA Technical Reports Server (NTRS)
Carlson, Ann B.; Hassan, H. A.
1991-01-01
Improvements in the modeling of radiation in low density shock waves with direct simulation Monte Carlo (DSMC) are the subject of this study. A new scheme to determine the relaxation collision numbers for excitation of electronic states is proposed. This scheme attempts to move the DSMC programs toward a more detailed modeling of the physics and more reliance on available rate data. The new method is compared with the current modeling technique and both techniques are compared with available experimental data. The differences in the results are evaluated. The test case is based on experimental measurements from the AVCO-Everett Research Laboratory electric arc-driven shock tube of a normal shock wave in air at 10 km/s and .1 Torr. The new method agrees with the available data as well as the results from the earlier scheme and is more easily extrapolated to di erent ow conditions.
High-Fidelity Coupled Monte-Carlo/Thermal-Hydraulics Calculations
NASA Astrophysics Data System (ADS)
Ivanov, Aleksandar; Sanchez, Victor; Ivanov, Kostadin
2014-06-01
Monte Carlo methods have been used as reference reactor physics calculation tools worldwide. The advance in computer technology allows the calculation of detailed flux distributions in both space and energy. In most of the cases however, those calculations are done under the assumption of homogeneous material density and temperature distributions. The aim of this work is to develop a consistent methodology for providing realistic three-dimensional thermal-hydraulic distributions by coupling the in-house developed sub-channel code SUBCHANFLOW with the standard Monte-Carlo transport code MCNP. In addition to the innovative technique of on-the fly material definition, a flux-based weight-window technique has been introduced to improve both the magnitude and the distribution of the relative errors. Finally, a coupled code system for the simulation of steady-state reactor physics problems has been developed. Besides the problem of effective feedback data interchange between the codes, the treatment of temperature dependence of the continuous energy nuclear data has been investigated.
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.
Comparison of UWCC MOX fuel measurements to MCNP-REN calculations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Abhold, M.; Baker, M.; Jie, R.
1998-12-31
The development of neutron coincidence counting has greatly improved the accuracy and versatility of neutron-based techniques to assay fissile materials. Today, the shift register analyzer connected to either a passive or active neutron detector is widely used by both domestic and international safeguards organizations. The continued development of these techniques and detectors makes extensive use of the predictions of detector response through the use of Monte Carlo techniques in conjunction with the point reactor model. Unfortunately, the point reactor model, as it is currently used, fails to accurately predict detector response in highly multiplying mediums such as mixed-oxide (MOX) lightmore » water reactor fuel assemblies. For this reason, efforts have been made to modify the currently used Monte Carlo codes and to develop new analytical methods so that this model is not required to predict detector response. The authors describe their efforts to modify a widely used Monte Carlo code for this purpose and also compare calculational results with experimental measurements.« less
Projecting insect voltinism under high and low greenhouse gas emission conditions
Shi Chen; Shelby J. Fleischer; Patrick C. Tobin; Michael C. Saunders
2011-01-01
We develop individual-based Monte Carlo methods to explore how climate change can alter insect voltinism under varying greenhouse gas emissions scenarios by using input distributions of diapause termination or spring emergence, development rate, and diapause initiation, linked to daily temperature and photoperiod. We show concurrence of these projections with a field...
Interactive Web-Based Pointillist Visualization of Hydrogenic Orbitals Using Jmol
ERIC Educational Resources Information Center
Tully, Shane P.; Stitt, Thomas M.; Caldwell, Robert D.; Hardock, Brian J.; Hanson, Robert M.; Maslak, Przemyslaw
2013-01-01
A Monte Carlo method is used to generate interactive pointillist displays of electron density in hydrogenic orbitals. The Web applet incorporating Jmol viewer allows for clear and accurate presentation of three-dimensional shapes and sizes of orbitals up to "n" = 5, where "n" is the principle quantum number. The obtained radial…
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.
Hongo, Kenta; Cuong, Nguyen Thanh; Maezono, Ryo
2013-02-12
We report fixed-node diffusion Monte Carlo (DMC) calculations of stacking interaction energy between two adenine(A)-thymine(T) base pairs in B-DNA (AA:TT), for which reference data are available, obtained from a complete basis set estimate of CCSD(T) (coupled-cluster with singles, doubles, and perturbative triples). We consider four sets of nodal surfaces obtained from self-consistent field calculations and examine how the different nodal surfaces affect the DMC potential energy curves of the AA:TT molecule and the resulting stacking energies. We find that the DMC potential energy curves using the different nodes look similar to each other as a whole. We also benchmark the performance of various quantum chemistry methods, including Hartree-Fock (HF) theory, second-order Møller-Plesset perturbation theory (MP2), and density functional theory (DFT). The DMC and recently developed DFT results of the stacking energy reasonably agree with the reference, while the HF, MP2, and conventional DFT methods give unsatisfactory results.
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
NASA Astrophysics Data System (ADS)
Li, Jiahao; Klee Barillas, Joaquin; Guenther, Clemens; Danzer, Michael A.
2014-02-01
Battery state monitoring is one of the key techniques in battery management systems e.g. in electric vehicles. An accurate estimation can help to improve the system performance and to prolong the battery remaining useful life. Main challenges for the state estimation for LiFePO4 batteries are the flat characteristic of open-circuit-voltage over battery state of charge (SOC) and the existence of hysteresis phenomena. Classical estimation approaches like Kalman filtering show limitations to handle nonlinear and non-Gaussian error distribution problems. In addition, uncertainties in the battery model parameters must be taken into account to describe the battery degradation. In this paper, a novel model-based method combining a Sequential Monte Carlo filter with adaptive control to determine the cell SOC and its electric impedance is presented. The applicability of this dual estimator is verified using measurement data acquired from a commercial LiFePO4 cell. Due to a better handling of the hysteresis problem, results show the benefits of the proposed method against the estimation with an Extended Kalman filter.
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.
NASA Technical Reports Server (NTRS)
Pinckney, John
2010-01-01
With the advent of high speed computing Monte Carlo ray tracing techniques has become the preferred method for evaluating spacecraft orbital heats. Monte Carlo has its greatest advantage where there are many interacting surfaces. However Monte Carlo programs are specialized programs that suffer from some inaccuracy, long calculation times and high purchase cost. A general orbital heating integral is presented here that is accurate, fast and runs on MathCad, a generally available engineering mathematics program. The integral is easy to read, understand and alter. The integral can be applied to unshaded primitive surfaces at any orientation. The method is limited to direct heating calculations. This integral formulation can be used for quick orbit evaluations and spot checking Monte Carlo results.
Verleker, Akshay Prabhu; Shaffer, Michael; Fang, Qianqian; Choi, Mi-Ran; Clare, Susan; Stantz, Keith M
2016-12-01
A three-dimensional photon dosimetry in tissues is critical in designing optical therapeutic protocols to trigger light-activated drug release. The objective of this study is to investigate the feasibility of a Monte Carlo-based optical therapy planning software by developing dosimetry tools to characterize and cross-validate the local photon fluence in brain tissue, as part of a long-term strategy to quantify the effects of photoactivated drug release in brain tumors. An existing GPU-based 3D Monte Carlo (MC) code was modified to simulate near-infrared photon transport with differing laser beam profiles within phantoms of skull bone (B), white matter (WM), and gray matter (GM). A novel titanium-based optical dosimetry probe with isotropic acceptance was used to validate the local photon fluence, and an empirical model of photon transport was developed to significantly decrease execution time for clinical application. Comparisons between the MC and the dosimetry probe measurements were on an average 11.27%, 13.25%, and 11.81% along the illumination beam axis, and 9.4%, 12.06%, 8.91% perpendicular to the beam axis for WM, GM, and B phantoms, respectively. For a heterogeneous head phantom, the measured % errors were 17.71% and 18.04% along and perpendicular to beam axis. The empirical algorithm was validated by probe measurements and matched the MC results (R20.99), with average % error of 10.1%, 45.2%, and 22.1% relative to probe measurements, and 22.6%, 35.8%, and 21.9% relative to the MC, for WM, GM, and B phantoms, respectively. The simulation time for the empirical model was 6 s versus 8 h for the GPU-based Monte Carlo for a head phantom simulation. These tools provide the capability to develop and optimize treatment plans for optimal release of pharmaceuticals in the treatment of cancer. Future work will test and validate these novel delivery and release mechanisms in vivo.
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
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
Earl, David J; Deem, Michael W
2005-04-14
Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated density distribution. In convergent cases, our result implies that the balance condition need only be satisfied asymptotically. As an example, we show that the adaptive integration method converges.
Many-body optimization using an ab initio monte carlo method.
Haubein, Ned C; McMillan, Scott A; Broadbelt, Linda J
2003-01-01
Advances in computing power have made it possible to study solvated molecules using ab initio quantum chemistry. Inclusion of discrete solvent molecules is required to determine geometric information about solute/solvent clusters. Monte Carlo methods are well suited to finding minima in many-body systems, and ab initio methods are applicable to the widest range of systems. A first principles Monte Carlo (FPMC) method was developed to find minima in many-body systems, and emphasis was placed on implementing moves that increase the likelihood of finding minimum energy structures. Partial optimization and molecular interchange moves aid in finding minima and overcome the incomplete sampling that is unavoidable when using ab initio methods. FPMC was validated by studying the boron trifluoride-water system, and then the method was used to examine the methyl carbenium ion in water to demonstrate its application to solvation problems.
Statistical Analysis of the Uncertainty in Pre-Flight Aerodynamic Database of a Hypersonic Vehicle
NASA Astrophysics Data System (ADS)
Huh, Lynn
The objective of the present research was to develop a new method to derive the aerodynamic coefficients and the associated uncertainties for flight vehicles via post- flight inertial navigation analysis using data from the inertial measurement unit. Statistical estimates of vehicle state and aerodynamic coefficients are derived using Monte Carlo simulation. Trajectory reconstruction using the inertial navigation system (INS) is a simple and well used method. However, deriving realistic uncertainties in the reconstructed state and any associated parameters is not so straight forward. Extended Kalman filters, batch minimum variance estimation and other approaches have been used. However, these methods generally depend on assumed physical models, assumed statistical distributions (usually Gaussian) or have convergence issues for non-linear problems. The approach here assumes no physical models, is applicable to any statistical distribution, and does not have any convergence issues. The new approach obtains the statistics directly from a sufficient number of Monte Carlo samples using only the generally well known gyro and accelerometer specifications and could be applied to the systems of non-linear form and non-Gaussian distribution. When redundant data are available, the set of Monte Carlo simulations are constrained to satisfy the redundant data within the uncertainties specified for the additional data. The proposed method was applied to validate the uncertainty in the pre-flight aerodynamic database of the X-43A Hyper-X research vehicle. In addition to gyro and acceleration data, the actual flight data include redundant measurements of position and velocity from the global positioning system (GPS). The criteria derived from the blend of the GPS and INS accuracy was used to select valid trajectories for statistical analysis. The aerodynamic coefficients were derived from the selected trajectories by either direct extraction method based on the equations in dynamics, or by the inquiry of the pre-flight aerodynamic database. After the application of the proposed method to the case of the X-43A Hyper-X research vehicle, it was found that 1) there were consistent differences in the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis, 2) the pre-flight estimation of the pitching moment coefficients was significantly different from the post-flight analysis, 3) the type of distribution of the states from the Monte Carlo simulation were affected by that of the perturbation parameters, 4) the uncertainties in the pre-flight model were overestimated, 5) the range where the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis are in closest agreement is between Mach *.* and *.* and more data points may be needed between Mach * and ** in the pre-flight aerodynamic database, 6) selection criterion for valid trajectories from the Monte Carlo simulations was mostly driven by the horizontal velocity error, 7) the selection criterion must be based on reasonable model to ensure the validity of the statistics from the proposed method, and 8) the results from the proposed method applied to the two different flights with the identical geometry and similar flight profile were consistent.
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.
Quantum Monte Carlo Methods for First Principles Simulation of Liquid Water
ERIC Educational Resources Information Center
Gergely, John Robert
2009-01-01
Obtaining an accurate microscopic description of water structure and dynamics is of great interest to molecular biology researchers and in the physics and quantum chemistry simulation communities. This dissertation describes efforts to apply quantum Monte Carlo methods to this problem with the goal of making progress toward a fully "ab initio"…
Variational Approach to Monte Carlo Renormalization Group
NASA Astrophysics Data System (ADS)
Wu, Yantao; Car, Roberto
2017-12-01
We present a Monte Carlo method for computing the renormalized coupling constants and the critical exponents within renormalization theory. The scheme, which derives from a variational principle, overcomes critical slowing down, by means of a bias potential that renders the coarse grained variables uncorrelated. The two-dimensional Ising model is used to illustrate the method.
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.
“Skin-Core-Skin” Structure of Polymer Crystallization Investigated by Multiscale Simulation
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
Temporal acceleration of spatially distributed kinetic Monte Carlo simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chatterjee, Abhijit; Vlachos, Dionisios G.
The computational intensity of kinetic Monte Carlo (KMC) simulation is a major impediment in simulating large length and time scales. In recent work, an approximate method for KMC simulation of spatially uniform systems, termed the binomial {tau}-leap method, was introduced [A. Chatterjee, D.G. Vlachos, M.A. Katsoulakis, Binomial distribution based {tau}-leap accelerated stochastic simulation, J. Chem. Phys. 122 (2005) 024112], where molecular bundles instead of individual processes are executed over coarse-grained time increments. This temporal coarse-graining can lead to significant computational savings but its generalization to spatially lattice KMC simulation has not been realized yet. Here we extend the binomial {tau}-leapmore » method to lattice KMC simulations by combining it with spatially adaptive coarse-graining. Absolute stability and computational speed-up analyses for spatial systems along with simulations provide insights into the conditions where accuracy and substantial acceleration of the new spatio-temporal coarse-graining method are ensured. Model systems demonstrate that the r-time increment criterion of Chatterjee et al. obeys the absolute stability limit for values of r up to near 1.« less
Determination of correction factors in beta radiation beams using Monte Carlo method.
Polo, Ivón Oramas; Santos, William de Souza; Caldas, Linda V E
2018-06-15
The absorbed dose rate is the main characterization quantity for beta radiation. The extrapolation chamber is considered the primary standard instrument. To determine absorbed dose rates in beta radiation beams, it is necessary to establish several correction factors. In this work, the correction factors for the backscatter due to the collecting electrode and to the guard ring, and the correction factor for Bremsstrahlung in beta secondary standard radiation beams are presented. For this purpose, the Monte Carlo method was applied. The results obtained are considered acceptable, and they agree within the uncertainties. The differences between the backscatter factors determined by the Monte Carlo method and those of the ISO standard were 0.6%, 0.9% and 2.04% for 90 Sr/ 90 Y, 85 Kr and 147 Pm sources respectively. The differences between the Bremsstrahlung factors determined by the Monte Carlo method and those of the ISO were 0.25%, 0.6% and 1% for 90 Sr/ 90 Y, 85 Kr and 147 Pm sources respectively. Copyright © 2018 Elsevier Ltd. All rights reserved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Armas-Perez, Julio C.; Londono-Hurtado, Alejandro; Guzman, Orlando
2015-07-27
A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Armas-Pérez, Julio C.; Londono-Hurtado, Alejandro; Guzmán, Orlando
2015-07-28
A theoretically informed coarse-grained Monte Carlo method is proposed for studying liquid crystals. The free energy functional of the system is described in the framework of the Landau-de Gennes formalism. The alignment field and its gradients are approximated by finite differences, and the free energy is minimized through a stochastic sampling technique. The validity of the proposed method is established by comparing the results of the proposed approach to those of traditional free energy minimization techniques. Its usefulness is illustrated in the context of three systems, namely, a nematic liquid crystal confined in a slit channel, a nematic liquid crystalmore » droplet, and a chiral liquid crystal in the bulk. It is found that for systems that exhibit multiple metastable morphologies, the proposed Monte Carlo method is generally able to identify lower free energy states that are often missed by traditional approaches. Importantly, the Monte Carlo method identifies such states from random initial configurations, thereby obviating the need for educated initial guesses that can be difficult to formulate.« less
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
Self-optimizing Monte Carlo method for nuclear well logging simulation
NASA Astrophysics Data System (ADS)
Liu, Lianyan
1997-09-01
In order to increase the efficiency of Monte Carlo simulation for nuclear well logging problems, a new method has been developed for variance reduction. With this method, an importance map is generated in the regular Monte Carlo calculation as a by-product, and the importance map is later used to conduct the splitting and Russian roulette for particle population control. By adopting a spatial mesh system, which is independent of physical geometrical configuration, the method allows superior user-friendliness. This new method is incorporated into the general purpose Monte Carlo code MCNP4A through a patch file. Two nuclear well logging problems, a neutron porosity tool and a gamma-ray lithology density tool are used to test the performance of this new method. The calculations are sped up over analog simulation by 120 and 2600 times, for the neutron porosity tool and for the gamma-ray lithology density log, respectively. The new method enjoys better performance by a factor of 4~6 times than that of MCNP's cell-based weight window, as per the converged figure-of-merits. An indirect comparison indicates that the new method also outperforms the AVATAR process for gamma-ray density tool problems. Even though it takes quite some time to generate a reasonable importance map from an analog run, a good initial map can create significant CPU time savings. This makes the method especially suitable for nuclear well logging problems, since one or several reference importance maps are usually available for a given tool. Study shows that the spatial mesh sizes should be chosen according to the mean-free-path. The overhead of the importance map generator is 6% and 14% for neutron and gamma-ray cases. The learning ability towards a correct importance map is also demonstrated. Although false-learning may happen, physical judgement can help diagnose with contributon maps. Calibration and analysis are performed for the neutron tool and the gamma-ray tool. Due to the fact that a very good initial importance map is always available after the first point has been calculated, high computing efficiency is maintained. The availability of contributon maps provides an easy way of understanding the logging measurement and analyzing for the depth of investigation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jin, L; Fan, J; Eldib, A
Purpose: Treating nose skin with an electron beam is of a substantial challenge due to uneven nose surfaces and tissue heterogeneity, and consequently could have a great uncertainty of dose accuracy on the target. This work explored the method using Monte Carlo (MC)-based energy and intensity modulated electron radiotherapy (MERT), which would be delivered with a photon MLC in a standard medical linac (Artiste). Methods: The traditional treatment on the nose skin involves the usage of a bolus, often with a single energy electron beam. This work avoided using the bolus, and utilized mixed energies of electron beams. An in-housemore » developed Monte Carlo (MC)-based dose calculation/optimization planning system was employed for treatment planning. Phase space data (6, 9, 12 and 15 MeV) were used as an input source for MC dose calculations for the linac. To reduce the scatter-caused penumbra, a short SSD (61 cm) was used. A clinical case of the nose skin, which was previously treated with a single 9 MeV electron beam, was replanned with the MERT method. The resultant dose distributions were compared with the plan previously clinically used. The dose volume histogram of the MERT plan is calculated to examine the coverage of the planning target volume (PTV) and critical structure doses. Results: The target coverage and conformality in the MERT plan are improved as compared to the conventional plan. The MERT can provide more sufficient target coverage and less normal tissue dose underneath the nose skin. Conclusion: Compared to the conventional treatment technique, using MERT for the nose skin treatment has shown the dosimetric advantages in the PTV coverage and conformality. In addition, this technique eliminates the necessity of the cutout and bolus, which makes the treatment more efficient and accurate.« less
A general solution strategy of modified power method for higher mode solutions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Peng; Lee, Hyunsuk; Lee, Deokjung, E-mail: deokjung@unist.ac.kr
2016-01-15
A general solution strategy of the modified power iteration method for calculating higher eigenmodes has been developed and applied in continuous energy Monte Carlo simulation. The new approach adopts four features: 1) the eigen decomposition of transfer matrix, 2) weight cancellation for higher modes, 3) population control with higher mode weights, and 4) stabilization technique of statistical fluctuations using multi-cycle accumulations. The numerical tests of neutron transport eigenvalue problems successfully demonstrate that the new strategy can significantly accelerate the fission source convergence with stable convergence behavior while obtaining multiple higher eigenmodes at the same time. The advantages of the newmore » strategy can be summarized as 1) the replacement of the cumbersome solution step of high order polynomial equations required by Booth's original method with the simple matrix eigen decomposition, 2) faster fission source convergence in inactive cycles, 3) more stable behaviors in both inactive and active cycles, and 4) smaller variances in active cycles. Advantages 3 and 4 can be attributed to the lower sensitivity of the new strategy to statistical fluctuations due to the multi-cycle accumulations. The application of the modified power method to continuous energy Monte Carlo simulation and the higher eigenmodes up to 4th order are reported for the first time in this paper. -- Graphical abstract: -- Highlights: •Modified power method is applied to continuous energy Monte Carlo simulation. •Transfer matrix is introduced to generalize the modified power method. •All mode based population control is applied to get the higher eigenmodes. •Statistic fluctuation can be greatly reduced using accumulated tally results. •Fission source convergence is accelerated with higher mode solutions.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Utsunomiya, S; Kushima, N; Katsura, K
Purpose: To establish a simple relation of backscatter dose enhancement around a high-Z dental alloy in head and neck radiation therapy to its average atomic number based on Monte Carlo calculations. Methods: The PHITS Monte Carlo code was used to calculate dose enhancement, which is quantified by the backscatter dose factor (BSDF). The accuracy of the beam modeling with PHITS was verified by comparing with basic measured data namely PDDs and dose profiles. In the simulation, a high-Z alloy of 1 cm cube was embedded into a tough water phantom irradiated by a 6-MV (nominal) X-ray beam of 10 cmmore » × 10 cm field size of Novalis TX (Brainlab). The ten different materials of high-Z alloys (Al, Ti, Cu, Ag, Au-Pd-Ag, I, Ba, W, Au, Pb) were considered. The accuracy of calculated BSDF was verified by comparing with measured data by Gafchromic EBT3 films placed at from 0 to 10 mm away from a high-Z alloy (Au-Pd-Ag). We derived an approximate equation to determine the relation of BSDF and range of backscatter to average atomic number of high-Z alloy. Results: The calculated BSDF showed excellent agreement with measured one by Gafchromic EBT3 films at from 0 to 10 mm away from the high-Z alloy. We found the simple linear relation of BSDF and range of backscatter to average atomic number of dental alloys. The latter relation was proven by the fact that energy spectrum of backscatter electrons strongly depend on average atomic number. Conclusion: We found a simple relation of backscatter dose enhancement around high-Z alloys to its average atomic number based on Monte Carlo calculations. This work provides a simple and useful method to estimate backscatter dose enhancement from dental alloys and corresponding optimal thickness of dental spacer to prevent mucositis effectively.« less
Optimized Vertex Method and Hybrid Reliability
NASA Technical Reports Server (NTRS)
Smith, Steven A.; Krishnamurthy, T.; Mason, B. H.
2002-01-01
A method of calculating the fuzzy response of a system is presented. This method, called the Optimized Vertex Method (OVM), is based upon the vertex method but requires considerably fewer function evaluations. The method is demonstrated by calculating the response membership function of strain-energy release rate for a bonded joint with a crack. The possibility of failure of the bonded joint was determined over a range of loads. After completing the possibilistic analysis, the possibilistic (fuzzy) membership functions were transformed to probability density functions and the probability of failure of the bonded joint was calculated. This approach is called a possibility-based hybrid reliability assessment. The possibility and probability of failure are presented and compared to a Monte Carlo Simulation (MCS) of the bonded joint.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zou Yu, E-mail: yzou@Princeton.ED; Kavousanakis, Michail E., E-mail: mkavousa@Princeton.ED; Kevrekidis, Ioannis G., E-mail: yannis@Princeton.ED
2010-07-20
The study of particle coagulation and sintering processes is important in a variety of research studies ranging from cell fusion and dust motion to aerosol formation applications. These processes are traditionally simulated using either Monte-Carlo methods or integro-differential equations for particle number density functions. In this paper, we present a computational technique for cases where we believe that accurate closed evolution equations for a finite number of moments of the density function exist in principle, but are not explicitly available. The so-called equation-free computational framework is then employed to numerically obtain the solution of these unavailable closed moment equations bymore » exploiting (through intelligent design of computational experiments) the corresponding fine-scale (here, Monte-Carlo) simulation. We illustrate the use of this method by accelerating the computation of evolving moments of uni- and bivariate particle coagulation and sintering through short simulation bursts of a constant-number Monte-Carlo scheme.« less
Using hybrid implicit Monte Carlo diffusion to simulate gray radiation hydrodynamics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cleveland, Mathew A., E-mail: cleveland7@llnl.gov; Gentile, Nick
This work describes how to couple a hybrid Implicit Monte Carlo Diffusion (HIMCD) method with a Lagrangian hydrodynamics code to evaluate the coupled radiation hydrodynamics equations. This HIMCD method dynamically applies Implicit Monte Carlo Diffusion (IMD) [1] to regions of a problem that are opaque and diffusive while applying standard Implicit Monte Carlo (IMC) [2] to regions where the diffusion approximation is invalid. We show that this method significantly improves the computational efficiency as compared to a standard IMC/Hydrodynamics solver, when optically thick diffusive material is present, while maintaining accuracy. Two test cases are used to demonstrate the accuracy andmore » performance of HIMCD as compared to IMC and IMD. The first is the Lowrie semi-analytic diffusive shock [3]. The second is a simple test case where the source radiation streams through optically thin material and heats a thick diffusive region of material causing it to rapidly expand. We found that HIMCD proves to be accurate, robust, and computationally efficient for these test problems.« less
A method for the quantification of biased signalling at constitutively active receptors.
Hall, David A; Giraldo, Jesús
2018-06-01
Biased agonism, the ability of an agonist to differentially activate one of several signal transduction pathways when acting at a given receptor, is an increasingly recognized phenomenon at many receptors. The Black and Leff operational model lacks a way to describe constitutive receptor activity and hence inverse agonism. Thus, it is impossible to analyse the biased signalling of inverse agonists using this model. In this theoretical work, we develop and illustrate methods for the analysis of biased inverse agonism. Methods were derived for quantifying biased signalling in systems that demonstrate constitutive activity using the modified operational model proposed by Slack and Hall. The methods were illustrated using Monte Carlo simulations. The Monte Carlo simulations demonstrated that, with an appropriate experimental design, the model parameters are 'identifiable'. The method is consistent with methods based on the measurement of intrinsic relative activity (RA i ) (ΔΔlogR or ΔΔlog(τ/K a )) proposed by Ehlert and Kenakin and their co-workers but has some advantages. In particular, it allows the quantification of ligand bias independently of 'system bias' removing the requirement to normalize to a standard ligand. In systems with constitutive activity, the Slack and Hall model provides methods for quantifying the absolute bias of agonists and inverse agonists. This provides an alternative to methods based on RA i and is complementary to the ΔΔlog(τ/K a ) method of Kenakin et al. in systems where use of that method is inappropriate due to the presence of constitutive activity. © 2018 The British Pharmacological Society.
Physics of epi-thermal boron neutron capture therapy (epi-thermal BNCT).
Seki, Ryoichi; Wakisaka, Yushi; Morimoto, Nami; Takashina, Masaaki; Koizumi, Masahiko; Toki, Hiroshi; Fukuda, Mitsuhiro
2017-12-01
The physics of epi-thermal neutrons in the human body is discussed in the effort to clarify the nature of the unique radiologic properties of boron neutron capture therapy (BNCT). This discussion leads to the computational method of Monte Carlo simulation in BNCT. The method is discussed through two examples based on model phantoms. The physics is kept at an introductory level in the discussion in this tutorial review.
Dynamic Modeling of Cell-Free Biochemical Networks Using Effective Kinetic Models
2015-03-16
sensitivity value was the maximum uncertainty in that value estimated by the Sobol method. 2.4. Global Sensitivity Analysis of the Reduced Order Coagulation...sensitivity analysis, using the variance-based method of Sobol , to estimate which parameters controlled the performance of the reduced order model [69]. We...Environment. Comput. Sci. Eng. 2007, 9, 90–95. 69. Sobol , I. Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
MO-FG-BRA-01: 4D Monte Carlo Simulations for Verification of Dose Delivered to a Moving Anatomy
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gholampourkashi, S; Cygler, J E.; The Ottawa Hospital Cancer Centre, Ottawa, ON
Purpose: To validate 4D Monte Carlo (MC) simulations of dose delivery by an Elekta Agility linear accelerator to a moving phantom. Methods: Monte Carlo simulations were performed using the 4DdefDOSXYZnrc/EGSnrc user code which samples a new geometry for each incident particle and calculates the dose in a continuously moving anatomy. A Quasar respiratory motion phantom with a lung insert containing a 3 cm diameter tumor was used for dose measurements on an Elekta Agility linac with the phantom in stationary and moving states. Dose to the center of tumor was measured using calibrated EBT3 film and the RADPOS 4D dosimetrymore » system. A VMAT plan covering the tumor was created on the static CT scan of the phantom using Monaco V.5.10.02. A validated BEAMnrc model of our Elekta Agility linac was used for Monte Carlo simulations on stationary and moving anatomies. To compare the planned and delivered doses, linac log files recorded during measurements were used for the simulations. For 4D simulations, deformation vectors that modeled the rigid translation of the lung insert were generated as input to the 4DdefDOSXYZnrc code as well as the phantom motion trace recorded with RADPOS during the measurements. Results: Monte Carlo simulations and film measurements were found to agree within 2mm/2% for 97.7% of points in the film in the static phantom and 95.5% in the moving phantom. Dose values based on film and RADPOS measurements are within 2% of each other and within 2σ of experimental uncertainties with respect to simulations. Conclusion: Our 4D Monte Carlo simulation using the defDOSXYZnrc code accurately calculates dose delivered to a moving anatomy. Future work will focus on more investigation of VMAT delivery on a moving phantom to improve the agreement between simulation and measurements, as well as establishing the accuracy of our method in a deforming anatomy. This work was supported by the Ontario Consortium of Adaptive Interventions in Radiation Oncology (OCAIRO), funded by the Ontario Research Fund Research Excellence program.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, T; Lin, H; Gao, Y
Purpose: Dynamic bowtie filter is an innovative design capable of modulating the X-ray and balancing the flux in the detectors, and it introduces a new way of patient-specific CT scan optimizations. This study demonstrates the feasibility of performing fast Monte Carlo dose calculation for a type of dynamic bowtie filter for cone-beam CT (Liu et al. 2014 9(7) PloS one) using MIC coprocessors. Methods: The dynamic bowtie filter in question consists of a highly attenuating bowtie component (HB) and a weakly attenuating bowtie (WB). The HB is filled with CeCl3 solution and its surface is defined by a transcendental equation.more » The WB is an elliptical cylinder filled with air and immersed in the HB. As the scanner rotates, the orientation of WB remains the same with the static patient. In our Monte Carlo simulation, the HB was approximated by 576 boxes. The phantom was a voxelized elliptical cylinder composed of PMMA and surrounded by air (44cm×44cm×40cm, 1000×1000×1 voxels). The dose to the PMMA phantom was tallied with 0.15% statistical uncertainty under 100 kVp source. Two Monte Carlo codes ARCHER and MCNP-6.1 were compared. Both used double-precision. Compiler flags that may trade accuracy for speed were avoided. Results: The wall time of the simulation was 25.4 seconds by ARCHER on a 5110P MIC, 40 seconds on a X5650 CPU, and 523 seconds by the multithreaded MCNP on the same CPU. The high performance of ARCHER is attributed to the parameterized geometry and vectorization of the program hotspots. Conclusion: The dynamic bowtie filter modeled in this study is able to effectively reduce the dynamic range of the detected signals for the photon-counting detectors. With appropriate software optimization methods, the accelerator-based (MIC and GPU) Monte Carlo dose engines have shown good performance and can contribute to patient-specific CT scan optimizations.« less
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.
New Approaches and Applications for Monte Carlo Perturbation Theory
DOE Office of Scientific and Technical Information (OSTI.GOV)
Aufiero, Manuele; Bidaud, Adrien; Kotlyar, Dan
2017-02-01
This paper presents some of the recent and new advancements in the extension of Monte Carlo Perturbation Theory methodologies and application. In particular, the discussed problems involve Brunup calculation, perturbation calculation based on continuous energy functions, and Monte Carlo Perturbation Theory in loosely coupled systems.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gelß, Patrick, E-mail: p.gelss@fu-berlin.de; Matera, Sebastian, E-mail: matera@math.fu-berlin.de; Schütte, Christof, E-mail: schuette@mi.fu-berlin.de
2016-06-01
In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface.more » We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.« less
Tafen, De Nyago
2015-02-14
The diffusion of dilute hydrogen in fcc Ni–Al and Ni–Fe binary alloys was examined using kinetic Monte Carlo method with input kinetic parameters obtained from first-principles density functional theory. The simulation involves the implementation of computationally efficient energy barrier model that describes the configuration dependence of the hydrogen hopping. The predicted hydrogen diffusion coefficients in Ni and Ni 89.4Fe 10.6 are compared well with the available experimental data. In Ni–Al, the model predicts lower hydrogen diffusivity compared to that in Ni. Overall, diffusion prefactors and the effective activation energies of H in Ni–Fe and Ni–Al are concentration dependent of themore » alloying element. Furthermore, the changes in their values are the results of the short-range order (nearest-neighbor) effect on the interstitial diffusion of hydrogen in fcc Ni-based alloys.« less
Neural network simulation of the atmospheric point spread function for the adjacency effect research
NASA Astrophysics Data System (ADS)
Ma, Xiaoshan; Wang, Haidong; Li, Ligang; Yang, Zhen; Meng, Xin
2016-10-01
Adjacency effect could be regarded as the convolution of the atmospheric point spread function (PSF) and the surface leaving radiance. Monte Carlo is a common method to simulate the atmospheric PSF. But it can't obtain analytic expression and the meaningful results can be only acquired by statistical analysis of millions of data. A backward Monte Carlo algorithm was employed to simulate photon emitting and propagating in the atmosphere under different conditions. The PSF was determined by recording the photon-receiving numbers in fixed bin at different position. A multilayer feed-forward neural network with a single hidden layer was designed to learn the relationship between the PSF's and the input condition parameters. The neural network used the back-propagation learning rule for training. Its input parameters involved atmosphere condition, spectrum range, observing geometry. The outputs of the network were photon-receiving numbers in the corresponding bin. Because the output units were too many to be allowed by neural network, the large network was divided into a collection of smaller ones. These small networks could be ran simultaneously on many workstations and/or PCs to speed up the training. It is important to note that the simulated PSF's by Monte Carlo technique in non-nadir viewing angles are more complicated than that in nadir conditions which brings difficulties in the design of the neural network. The results obtained show that the neural network approach could be very useful to compute the atmospheric PSF based on the simulated data generated by Monte Carlo method.
A Monte Carlo exploration of threefold base geometries for 4d F-theory vacua
NASA Astrophysics Data System (ADS)
Taylor, Washington; Wang, Yi-Nan
2016-01-01
We use Monte Carlo methods to explore the set of toric threefold bases that support elliptic Calabi-Yau fourfolds for F-theory compactifications to four dimensions, and study the distribution of geometrically non-Higgsable gauge groups, matter, and quiver structure. We estimate the number of distinct threefold bases in the connected set studied to be ˜ 1048. The distribution of bases peaks around h 1,1 ˜ 82. All bases encountered after "thermalization" have some geometric non-Higgsable structure. We find that the number of non-Higgsable gauge group factors grows roughly linearly in h 1,1 of the threefold base. Typical bases have ˜ 6 isolated gauge factors as well as several larger connected clusters of gauge factors with jointly charged matter. Approximately 76% of the bases sampled contain connected two-factor gauge group products of the form SU(3) × SU(2), which may act as the non-Abelian part of the standard model gauge group. SU(3) × SU(2) is the third most common connected two-factor product group, following SU(2) × SU(2) and G 2 × SU(2), which arise more frequently.
NASA Astrophysics Data System (ADS)
Pan, J.; Durand, M. T.; Vanderjagt, B. J.
2015-12-01
Markov Chain Monte Carlo (MCMC) method is a retrieval algorithm based on Bayes' rule, which starts from an initial state of snow/soil parameters, and updates it to a series of new states by comparing the posterior probability of simulated snow microwave signals before and after each time of random walk. It is a realization of the Bayes' rule, which gives an approximation to the probability of the snow/soil parameters in condition of the measured microwave TB signals at different bands. Although this method could solve all snow parameters including depth, density, snow grain size and temperature at the same time, it still needs prior information of these parameters for posterior probability calculation. How the priors will influence the SWE retrieval is a big concern. Therefore, in this paper at first, a sensitivity test will be carried out to study how accurate the snow emission models and how explicit the snow priors need to be to maintain the SWE error within certain amount. The synthetic TB simulated from the measured snow properties plus a 2-K observation error will be used for this purpose. It aims to provide a guidance on the MCMC application under different circumstances. Later, the method will be used for the snowpits at different sites, including Sodankyla, Finland, Churchill, Canada and Colorado, USA, using the measured TB from ground-based radiometers at different bands. Based on the previous work, the error in these practical cases will be studied, and the error sources will be separated and quantified.
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
Frequency analysis of uncertain structures using imprecise probability
DOE Office of Scientific and Technical Information (OSTI.GOV)
Modares, Mehdi; Bergerson, Joshua
2015-01-01
Two new methods for finite element based frequency analysis of a structure with uncertainty are developed. An imprecise probability formulation based on enveloping p-boxes is used to quantify the uncertainty present in the mechanical characteristics of the structure. For each element, independent variations are considered. Using the two developed methods, P-box Frequency Analysis (PFA) and Interval Monte-Carlo Frequency Analysis (IMFA), sharp bounds on natural circular frequencies at different probability levels are obtained. These methods establish a framework for handling incomplete information in structural dynamics. Numerical example problems are presented that illustrate the capabilities of the new methods along with discussionsmore » on their computational efficiency.« less
Delving Into Dissipative Quantum Dynamics: From Approximate to Numerically Exact Approaches
NASA Astrophysics Data System (ADS)
Chen, Hsing-Ta
In this thesis, I explore dissipative quantum dynamics of several prototypical model systems via various approaches, ranging from approximate to numerically exact schemes. In particular, in the realm of the approximate I explore the accuracy of Pade-resummed master equations and the fewest switches surface hopping (FSSH) algorithm for the spin-boson model, and non-crossing approximations (NCA) for the Anderson-Holstein model. Next, I develop new and exact Monte Carlo approaches and test them on the spin-boson model. I propose well-defined criteria for assessing the accuracy of Pade-resummed quantum master equations, which correctly demarcate the regions of parameter space where the Pade approximation is reliable. I continue the investigation of spin-boson dynamics by benchmark comparisons of the semiclassical FSSH algorithm to exact dynamics over a wide range of parameters. Despite small deviations from golden-rule scaling in the Marcus regime, standard surface hopping algorithm is found to be accurate over a large portion of parameter space. The inclusion of decoherence corrections via the augmented FSSH algorithm improves the accuracy of dynamical behavior compared to exact simulations, but the effects are generally not dramatic for the cases I consider. Next, I introduce new methods for numerically exact real-time simulation based on real-time diagrammatic Quantum Monte Carlo (dQMC) and the inchworm algorithm. These methods optimally recycle Monte Carlo information from earlier times to greatly suppress the dynamical sign problem. In the context of the spin-boson model, I formulate the inchworm expansion in two distinct ways: the first with respect to an expansion in the system-bath coupling and the second as an expansion in the diabatic coupling. In addition, a cumulant version of the inchworm Monte Carlo method is motivated by the latter expansion, which allows for further suppression of the growth of the sign error. I provide a comprehensive comparison of the performance of the inchworm Monte Carlo algorithms to other exact methodologies as well as a discussion of the relative advantages and disadvantages of each. Finally, I investigate the dynamical interplay between the electron-electron interaction and the electron-phonon coupling within the Anderson-Holstein model via two complementary NCAs: the first is constructed around the weak-coupling limit and the second around the polaron limit. The influence of phonons on spectral and transport properties is explored in equilibrium, for non-equilibrium steady state and for transient dynamics after a quench. I find the two NCAs disagree in nontrivial ways, indicating that more reliable approaches to the problem are needed. The complementary frameworks used here pave the way for numerically exact methods based on inchworm dQMC algorithms capable of treating open systems simultaneously coupled to multiple fermionic and bosonic baths.
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.
Schauberger, Günther; Piringer, Martin; Baumann-Stanzer, Kathrin; Knauder, Werner; Petz, Erwin
2013-12-15
The impact of ambient concentrations in the vicinity of a plant can only be assessed if the emission rate is known. In this study, based on measurements of ambient H2S concentrations and meteorological parameters, the a priori unknown emission rates of a tannery wastewater treatment plant are calculated by an inverse dispersion technique. The calculations are determined using the Gaussian Austrian regulatory dispersion model. Following this method, emission data can be obtained, though only for a measurement station that is positioned such that the wind direction at the measurement station is leeward of the plant. Using the inverse transform sampling, which is a Monte Carlo technique, the dataset can also be completed for those wind directions for which no ambient concentration measurements are available. For the model validation, the measured ambient concentrations are compared with the calculated ambient concentrations obtained from the synthetic emission data of the Monte Carlo model. The cumulative frequency distribution of this new dataset agrees well with the empirical data. This inverse transform sampling method is thus a useful supplement for calculating emission rates using the inverse dispersion technique. Copyright © 2013 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Golosio, Bruno; Schoonjans, Tom; Brunetti, Antonio; Oliva, Piernicola; Masala, Giovanni Luca
2014-03-01
The simulation of X-ray imaging experiments is often performed using deterministic codes, which can be relatively fast and easy to use. However, such codes are generally not suitable for the simulation of even slightly more complex experimental conditions, involving, for instance, first-order or higher-order scattering, X-ray fluorescence emissions, or more complex geometries, particularly for experiments that combine spatial resolution with spectral information. In such cases, simulations are often performed using codes based on the Monte Carlo method. In a simple Monte Carlo approach, the interaction position of an X-ray photon and the state of the photon after an interaction are obtained simply according to the theoretical probability distributions. This approach may be quite inefficient because the final channels of interest may include only a limited region of space or photons produced by a rare interaction, e.g., fluorescent emission from elements with very low concentrations. In the field of X-ray fluorescence spectroscopy, this problem has been solved by combining the Monte Carlo method with variance reduction techniques, which can reduce the computation time by several orders of magnitude. In this work, we present a C++ code for the general simulation of X-ray imaging and spectroscopy experiments, based on the application of the Monte Carlo method in combination with variance reduction techniques, with a description of sample geometry based on quadric surfaces. We describe the benefits of the object-oriented approach in terms of code maintenance, the flexibility of the program for the simulation of different experimental conditions and the possibility of easily adding new modules. Sample applications in the fields of X-ray imaging and X-ray spectroscopy are discussed. Catalogue identifier: AERO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERO_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: GNU General Public License version 3 No. of lines in distributed program, including test data, etc.: 83617 No. of bytes in distributed program, including test data, etc.: 1038160 Distribution format: tar.gz Programming language: C++. Computer: Tested on several PCs and on Mac. Operating system: Linux, Mac OS X, Windows (native and cygwin). RAM: It is dependent on the input data but usually between 1 and 10 MB. Classification: 2.5, 21.1. External routines: XrayLib (https://github.com/tschoonj/xraylib/wiki) Nature of problem: Simulation of a wide range of X-ray imaging and spectroscopy experiments using different types of sources and detectors. Solution method: XRMC is a versatile program that is useful for the simulation of a wide range of X-ray imaging and spectroscopy experiments. It enables the simulation of monochromatic and polychromatic X-ray sources, with unpolarised or partially/completely polarised radiation. Single-element detectors as well as two-dimensional pixel detectors can be used in the simulations, with several acquisition options. In the current version of the program, the sample is modelled by combining convex three-dimensional objects demarcated by quadric surfaces, such as planes, ellipsoids and cylinders. The Monte Carlo approach makes XRMC able to accurately simulate X-ray photon transport and interactions with matter up to any order of interaction. The differential cross-sections and all other quantities related to the interaction processes (photoelectric absorption, fluorescence emission, elastic and inelastic scattering) are computed using the xraylib software library, which is currently the most complete and up-to-date software library for X-ray parameters. The use of variance reduction techniques makes XRMC able to reduce the simulation time by several orders of magnitude compared to other general-purpose Monte Carlo simulation programs. Running time: It is dependent on the complexity of the simulation. For the examples distributed with the code, it ranges from less than 1 s to a few minutes.
Dosimetric verification of IMRT treatment planning using Monte Carlo simulations for prostate cancer
NASA Astrophysics Data System (ADS)
Yang, J.; Li, J.; Chen, L.; Price, R.; McNeeley, S.; Qin, L.; Wang, L.; Xiong, W.; Ma, C.-M.
2005-03-01
The purpose of this work is to investigate the accuracy of dose calculation of a commercial treatment planning system (Corvus, Normos Corp., Sewickley, PA). In this study, 30 prostate intensity-modulated radiotherapy (IMRT) treatment plans from the commercial treatment planning system were recalculated using the Monte Carlo method. Dose-volume histograms and isodose distributions were compared. Other quantities such as minimum dose to the target (Dmin), the dose received by 98% of the target volume (D98), dose at the isocentre (Diso), mean target dose (Dmean) and the maximum critical structure dose (Dmax) were also evaluated based on our clinical criteria. For coplanar plans, the dose differences between Monte Carlo and the commercial treatment planning system with and without heterogeneity correction were not significant. The differences in the isocentre dose between the commercial treatment planning system and Monte Carlo simulations were less than 3% for all coplanar cases. The differences on D98 were less than 2% on average. The differences in the mean dose to the target between the commercial system and Monte Carlo results were within 3%. The differences in the maximum bladder dose were within 3% for most cases. The maximum dose differences for the rectum were less than 4% for all the cases. For non-coplanar plans, the difference in the minimum target dose between the treatment planning system and Monte Carlo calculations was up to 9% if the heterogeneity correction was not applied in Corvus. This was caused by the excessive attenuation of the non-coplanar beams by the femurs. When the heterogeneity correction was applied in Corvus, the differences were reduced significantly. These results suggest that heterogeneity correction should be used in dose calculation for prostate cancer with non-coplanar beam arrangements.
NRMC - A GPU code for N-Reverse Monte Carlo modeling of fluids in confined media
NASA Astrophysics Data System (ADS)
Sánchez-Gil, Vicente; Noya, Eva G.; Lomba, Enrique
2017-08-01
NRMC is a parallel code for performing N-Reverse Monte Carlo modeling of fluids in confined media [V. Sánchez-Gil, E.G. Noya, E. Lomba, J. Chem. Phys. 140 (2014) 024504]. This method is an extension of the usual Reverse Monte Carlo method to obtain structural models of confined fluids compatible with experimental diffraction patterns, specifically designed to overcome the problem of slow diffusion that can appear under conditions of tight confinement. Most of the computational time in N-Reverse Monte Carlo modeling is spent in the evaluation of the structure factor for each trial configuration, a calculation that can be easily parallelized. Implementation of the structure factor evaluation in NVIDIA® CUDA so that the code can be run on GPUs leads to a speed up of up to two orders of magnitude.
A Monte Carlo Simulation of Brownian Motion in the Freshman Laboratory
ERIC Educational Resources Information Center
Anger, C. D.; Prescott, J. R.
1970-01-01
Describes a dry- lab" experiment for the college freshman laboratory, in which the essential features of Browian motion are given principles, using the Monte Carlo technique. Calculations principles, using the Monte Carlo technique. Calculations are carried out by a computation sheme based on computer language. Bibliography. (LC)
Monte Carlo 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.
USDA-ARS?s Scientific Manuscript database
We developed a sequential Monte Carlo filter to estimate the states and the parameters in a stochastic model of Japanese Encephalitis (JE) spread in the Philippines. This method is particularly important for its adaptability to the availability of new incidence data. This method can also capture the...
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hiller, Mauritius M.; Veinot, Kenneth G.; Easterly, Clay E.
In this study, methods are addressed to reduce the computational time to compute organ-dose rate coefficients using Monte Carlo techniques. Several variance reduction techniques are compared including the reciprocity method, importance sampling, weight windows and the use of the ADVANTG software package. For low-energy photons, the runtime was reduced by a factor of 10 5 when using the reciprocity method for kerma computation for immersion of a phantom in contaminated water. This is particularly significant since impractically long simulation times are required to achieve reasonable statistical uncertainties in organ dose for low-energy photons in this source medium and geometry. Althoughmore » the MCNP Monte Carlo code is used in this paper, the reciprocity technique can be used equally well with other Monte Carlo codes.« less
Teaching Ionic Solvation Structure with a Monte Carlo Liquid Simulation Program
ERIC Educational Resources Information Center
Serrano, Agostinho; Santos, Flavia M. T.; Greca, Ileana M.
2004-01-01
The use of molecular dynamics and Monte Carlo methods has provided efficient means to stimulate the behavior of molecular liquids and solutions. A Monte Carlo simulation program is used to compute the structure of liquid water and of water as a solvent to Na(super +), Cl(super -), and Ar on a personal computer to show that it is easily feasible to…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Patriarca, Riccardo, E-mail: riccardo.patriarca@uniroma1.it; Di Gravio, Giulio; Costantino, Francesco
Environmental auditing is a main issue for any production plant and assessing environmental performance is crucial to identify risks factors. The complexity of current plants arises from interactions among technological, human and organizational system components, which are often transient and not easily detectable. The auditing thus requires a systemic perspective, rather than focusing on individual behaviors, as emerged in recent research in the safety domain for socio-technical systems. We explore the significance of modeling the interactions of system components in everyday work, by the application of a recent systemic method, i.e. the Functional Resonance Analysis Method (FRAM), in order tomore » define dynamically the system structure. We present also an innovative evolution of traditional FRAM following a semi-quantitative approach based on Monte Carlo simulation. This paper represents the first contribution related to the application of FRAM in the environmental context, moreover considering a consistent evolution based on Monte Carlo simulation. The case study of an environmental risk auditing in a sinter plant validates the research, showing the benefits in terms of identifying potential critical activities, related mitigating actions and comprehensive environmental monitoring indicators. - Highlights: • We discuss the relevance of a systemic risk based environmental audit. • We present FRAM to represent functional interactions of the system. • We develop a semi-quantitative FRAM framework to assess environmental risks. • We apply the semi-quantitative FRAM framework to build a model for a sinter plant.« less
NASA Astrophysics Data System (ADS)
Wang, Zhen; Cui, Shengcheng; Yang, Jun; Gao, Haiyang; Liu, Chao; Zhang, Zhibo
2017-03-01
We present a novel hybrid scattering order-dependent variance reduction method to accelerate the convergence rate in both forward and backward Monte Carlo radiative transfer simulations involving highly forward-peaked scattering phase function. This method is built upon a newly developed theoretical framework that not only unifies both forward and backward radiative transfer in scattering-order-dependent integral equation, but also generalizes the variance reduction formalism in a wide range of simulation scenarios. In previous studies, variance reduction is achieved either by using the scattering phase function forward truncation technique or the target directional importance sampling technique. Our method combines both of them. A novel feature of our method is that all the tuning parameters used for phase function truncation and importance sampling techniques at each order of scattering are automatically optimized by the scattering order-dependent numerical evaluation experiments. To make such experiments feasible, we present a new scattering order sampling algorithm by remodeling integral radiative transfer kernel for the phase function truncation method. The presented method has been implemented in our Multiple-Scaling-based Cloudy Atmospheric Radiative Transfer (MSCART) model for validation and evaluation. The main advantage of the method is that it greatly improves the trade-off between numerical efficiency and accuracy order by order.
Fixed-node quantum Monte Carlo
NASA Astrophysics Data System (ADS)
Anderson, James B.
Quantum Monte Carlo methods cannot at present provide exact solutions of the Schrödinger equation for systems with more than a few electrons. But, quantum Monte Carlo calculations can provide very low energy, highly accurate solutions for many systems ranging up to several hundred electrons. These systems include atoms such as Be and Fe, molecules such as H2O, CH4, and HF, and condensed materials such as solid N2 and solid silicon. The quantum Monte Carlo predictions of their energies and structures may not be `exact', but they are the best available. Most of the Monte Carlo calculations for these systems have been carried out using approximately correct fixed nodal hypersurfaces and they have come to be known as `fixed-node quantum Monte Carlo' calculations. In this paper we review these `fixed node' calculations and the accuracies they yield.
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
NASA Astrophysics Data System (ADS)
Chen, Tzikang J.; Shiao, Michael
2016-04-01
This paper verified a generic and efficient assessment concept for probabilistic fatigue life management. The concept is developed based on an integration of damage tolerance methodology, simulations methods1, 2, and a probabilistic algorithm RPI (recursive probability integration)3-9 considering maintenance for damage tolerance and risk-based fatigue life management. RPI is an efficient semi-analytical probabilistic method for risk assessment subjected to various uncertainties such as the variability in material properties including crack growth rate, initial flaw size, repair quality, random process modeling of flight loads for failure analysis, and inspection reliability represented by probability of detection (POD). In addition, unlike traditional Monte Carlo simulations (MCS) which requires a rerun of MCS when maintenance plan is changed, RPI can repeatedly use a small set of baseline random crack growth histories excluding maintenance related parameters from a single MCS for various maintenance plans. In order to fully appreciate the RPI method, a verification procedure was performed. In this study, MC simulations in the orders of several hundred billions were conducted for various flight conditions, material properties, and inspection scheduling, POD and repair/replacement strategies. Since the MC simulations are time-consuming methods, the simulations were conducted parallelly on DoD High Performance Computers (HPC) using a specialized random number generator for parallel computing. The study has shown that RPI method is several orders of magnitude more efficient than traditional Monte Carlo simulations.
Evaluation of air quality zone classification methods based on ambient air concentration exposure.
Freeman, Brian; McBean, Ed; Gharabaghi, Bahram; Thé, Jesse
2017-05-01
Air quality zones are used by regulatory authorities to implement ambient air standards in order to protect human health. Air quality measurements at discrete air monitoring stations are critical tools to determine whether an air quality zone complies with local air quality standards or is noncompliant. This study presents a novel approach for evaluation of air quality zone classification methods by breaking the concentration distribution of a pollutant measured at an air monitoring station into compliance and exceedance probability density functions (PDFs) and then using Monte Carlo analysis with the Central Limit Theorem to estimate long-term exposure. The purpose of this paper is to compare the risk associated with selecting one ambient air classification approach over another by testing the possible exposure an individual living within a zone may face. The chronic daily intake (CDI) is utilized to compare different pollutant exposures over the classification duration of 3 years between two classification methods. Historical data collected from air monitoring stations in Kuwait are used to build representative models of 1-hr NO 2 and 8-hr O 3 within a zone that meets the compliance requirements of each method. The first method, the "3 Strike" method, is a conservative approach based on a winner-take-all approach common with most compliance classification methods, while the second, the 99% Rule method, allows for more robust analyses and incorporates long-term trends. A Monte Carlo analysis is used to model the CDI for each pollutant and each method with the zone at a single station and with multiple stations. The model assumes that the zone is already in compliance with air quality standards over the 3 years under the different classification methodologies. The model shows that while the CDI of the two methods differs by 2.7% over the exposure period for the single station case, the large number of samples taken over the duration period impacts the sensitivity of the statistical tests, causing the null hypothesis to fail. Local air quality managers can use either methodology to classify the compliance of an air zone, but must accept that the 99% Rule method may cause exposures that are statistically more significant than the 3 Strike method. A novel method using the Central Limit Theorem and Monte Carlo analysis is used to directly compare different air standard compliance classification methods by estimating the chronic daily intake of pollutants. This method allows air quality managers to rapidly see how individual classification methods may impact individual population groups, as well as to evaluate different pollutants based on dosage and exposure when complete health impacts are not known.
Beigi, Manije; Afarande, Fatemeh; Ghiasi, Hosein
2016-01-01
The aim of this study was to compare two bunkers designed by only protocols recommendations and Monte Carlo (MC) based upon data derived for an 18 MV Varian 2100Clinac accelerator. High energy radiation therapy is associated with fast and thermal photoneutrons. Adequate shielding against the contaminant neutron has been recommended by IAEA and NCRP new protocols. The latest protocols released by the IAEA (safety report No. 47) and NCRP report No. 151 were used for the bunker designing calculations. MC method based upon data was also derived. Two bunkers using protocols and MC upon data were designed and discussed. From designed door's thickness, the door designed by the MC simulation and Wu-McGinley analytical method was closer in both BPE and lead thickness. In the case of the primary and secondary barriers, MC simulation resulted in 440.11 mm for the ordinary concrete, total concrete thickness of 1709 mm was required. Calculating the same parameters value with the recommended analytical methods resulted in 1762 mm for the required thickness using 445 mm as recommended by TVL for the concrete. Additionally, for the secondary barrier the thickness of 752.05 mm was obtained. Our results showed MC simulation and the followed protocols recommendations in dose calculation are in good agreement in the radiation contamination dose calculation. Difference between the two analytical and MC simulation methods revealed that the application of only one method for the bunker design may lead to underestimation or overestimation in dose and shielding calculations.
A new concept of pencil beam dose calculation for 40-200 keV photons using analytical dose kernels.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chow, J
Purpose: This study evaluated the efficiency of 4D lung radiation treatment planning using Monte Carlo simulation on the cloud. The EGSnrc Monte Carlo code was used in dose calculation on the 4D-CT image set. Methods: 4D lung radiation treatment plan was created by the DOSCTP linked to the cloud, based on the Amazon elastic compute cloud platform. Dose calculation was carried out by Monte Carlo simulation on the 4D-CT image set on the cloud, and results were sent to the FFD4D image deformation program for dose reconstruction. The dependence of computing time for treatment plan on the number of computemore » node was optimized with variations of the number of CT image set in the breathing cycle and dose reconstruction time of the FFD4D. Results: It is found that the dependence of computing time on the number of compute node was affected by the diminishing return of the number of node used in Monte Carlo simulation. Moreover, the performance of the 4D treatment planning could be optimized by using smaller than 10 compute nodes on the cloud. The effects of the number of image set and dose reconstruction time on the dependence of computing time on the number of node were not significant, as more than 15 compute nodes were used in Monte Carlo simulations. Conclusion: The issue of long computing time in 4D treatment plan, requiring Monte Carlo dose calculations in all CT image sets in the breathing cycle, can be solved using the cloud computing technology. It is concluded that the optimized number of compute node selected in simulation should be between 5 and 15, as the dependence of computing time on the number of node is significant.« less
NASA Astrophysics Data System (ADS)
Hilburn, Guy Louis
Results from several studies are presented which detail explorations of the physical and spectral properties of low luminosity active galactic nuclei. An initial Sagittarius A* general relativistic magnetohydrodynamic simulation and Monte Carlo radiation transport model suggests accretion rate changes as the dominant flaring method. A similar study on M87 introduces new methods to the Monte Carlo model for increased consistency in highly energetic sources. Again, accretion rate variation seems most appropriate to explain spectral transients. To more closely resolve the methods of particle energization in active galactic nuclei accretion disks, a series of localized shearing box simulations explores the effect of numerical resolution on the development of current sheets. A particular focus on numerically describing converged current sheet formation will provide new methods for consideration of turbulence in accretion disks.
NASA Astrophysics Data System (ADS)
Wilson, Robert H.; Vishwanath, Karthik; Mycek, Mary-Ann
2009-02-01
Monte Carlo (MC) simulations are considered the "gold standard" for mathematical description of photon transport in tissue, but they can require large computation times. Therefore, it is important to develop simple and efficient methods for accelerating MC simulations, especially when a large "library" of related simulations is needed. A semi-analytical method involving MC simulations and a path-integral (PI) based scaling technique generated time-resolved reflectance curves from layered tissue models. First, a zero-absorption MC simulation was run for a tissue model with fixed scattering properties in each layer. Then, a closed-form expression for the average classical path of a photon in tissue was used to determine the percentage of time that the photon spent in each layer, to create a weighted Beer-Lambert factor to scale the time-resolved reflectance of the simulated zero-absorption tissue model. This method is a unique alternative to other scaling techniques in that it does not require the path length or number of collisions of each photon to be stored during the initial simulation. Effects of various layer thicknesses and absorption and scattering coefficients on the accuracy of the method will be discussed.
Investigation of laser Doppler techniques using the Monte Carlo method
NASA Astrophysics Data System (ADS)
Ruetten, Walter; Gellekum, Thomas; Jessen, Katrin
1995-01-01
Laser Doppler techniques are increasingly used in research and clinical applications to study perfusion phenomena in the skin, yet the influences of changing scattering parameters and geometry on the measure of perfusion are not well explored. To investigate these influences, a simulation program based on the Monte Carlo method was developed, which is capable of determining the Doppler spectra caused by moving red blood cells. The simulation model allows for the definition of arbitrary networks of blood vessels with individual velocities. The volume is represented by a voxel tree with adaptive spatial resolution which contains references to the optical properties and is used to store the location dependent photon fluence determined during the simulation. Two evaluation methods for Doppler spectra from biological tissue described in the literate were investigated with the simulation program. The results obtained suggest that both methods give a measure of perfusion nearly proportional to the velocity of the red blood cells. However, simulations done with different geometries of the blood vessels seem to indicate a nonlinear behavior concerning the concentration of red blood cells in the measurement volume. Nevertheless these simulation results may help in the interpretation of measurements obtained from devices using the investigated evaluation methods.