Markov chain aggregation and its applications to combinatorial reaction networks.

PubMed

Ganguly, Arnab; Petrov, Tatjana; Koeppl, Heinz

2014-09-01

We consider a continuous-time Markov chain (CTMC) whose state space is partitioned into aggregates, and each aggregate is assigned a probability measure. A sufficient condition for defining a CTMC over the aggregates is presented as a variant of weak lumpability, which also characterizes that the measure over the original process can be recovered from that of the aggregated one. We show how the applicability of de-aggregation depends on the initial distribution. The application section is devoted to illustrate how the developed theory aids in reducing CTMC models of biochemical systems particularly in connection to protein-protein interactions. We assume that the model is written by a biologist in form of site-graph-rewrite rules. Site-graph-rewrite rules compactly express that, often, only a local context of a protein (instead of a full molecular species) needs to be in a certain configuration in order to trigger a reaction event. This observation leads to suitable aggregate Markov chains with smaller state spaces, thereby providing sufficient reduction in computational complexity. This is further exemplified in two case studies: simple unbounded polymerization and early EGFR/insulin crosstalk.

Ultraviolet and Visible Emission Mechanisms in Astrophysics

NASA Technical Reports Server (NTRS)

Stancil, Phillip C.; Schultz, David R.

2003-01-01

The project involved the study of ultraviolet (UV) and visible emission mechanisms in astrophysical and atmospheric environments. In many situations, the emission is a direct consequence of a charge transferring collision of an ion with a neutral with capture of an electron to an excited state of the product ion. The process is also important in establishing the ionization and thermal balance of an astrophysical plasma. As little of the necessary collision data are available, the main thrust of the project was the calculation of total and state-selective charge transfer cross sections and rate coefficients for a very large number of collision systems. The data was computed using modern explicit techniques including the molecular-orbital close-coupling (MOCC), classical trajectory Monte Carlo (CTMC), and continuum distorted wave (CDW) methods. Estimates were also made in some instances using the multichannel Landau-Zener (MCLZ) and classical over-the-barrier (COB) models. Much of the data which has been computed has been formatted for inclusion in a charge transfer database on the World Wide Web (cfadc.phy.ornl.gov/astro/ps/data/). A considerable amount of data has been generated during the lifetime of the grant. Some of it has not been analyzed, but it will be as soon as possible, the data placed on our website, and papers ultimately written.

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

Zika infection is one of the most important mosquito-borne diseases in the world. Zika virus (ZIKV) is transmitted by many Aedes-type mosquitoes including Aedes aegypti. Pregnant women with the Zika virus are at risk of having a fetus or infant with a congenital defect and suffering from microcephaly. Here, we formulate a Zika disease transmission model using two approaches, a deterministic model and a continuous-time Markov chain stochastic model. The basic reproduction ratio is constructed from a deterministic model. Meanwhile, the CTMC stochastic model yields an estimate of the probability of extinction and outbreaks of Zika disease. Dynamical simulations and analysis of the disease transmission are shown for the deterministic and stochastic models.

Induction of mast cell proliferation, maturation, and heparin synthesis by the rat c-kit ligand, stem cell factor

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

Tsai, M.; Takeishi, Takashi; Geissler, E.N.

1991-07-15

The authors investigated the effects of a newly recognized multifunctional growth factor, the c-kit ligand stem cell factor (SCF), on mouse mast cell proliferation and phenotype. Recombinant rat SCF{sup 164} (rrSCF{sup 164}) induced the development of large numbers of dermal mast cells in normal mice in vivo. Many of these mast cells had features of connective tissue-type mast cells (CTMC), in that they were reactive both with the heparin-binding fluorescent dye berberine sulfate and with safranin. In vitro, rrSCF{sup 164} induced the proliferation of cloned interleukin 3 (IL-3)-dependent mouse mast cells and primary populations of IL-3-dependent, bone marrow-derived cultured mastmore » cells (BMCMC), which represent immature mast cells, and purified peritoneal mast cells, which represent a type of mature CTMC> BMCMC maintained in rrSCF{sup 164} not only proliferated but also matured. These findings identify SCF as a single cytokine that can induce immature, IL-3-dependent mast cells to mature and to acquire multiple characteristics of CTMC. These findings also directly demonstrate that SCF can regulate the development of a cellular lineage expressing c-kit through effects on both proliferation and maturation.« less

Reliability Evaluation for Clustered WSNs under Malware Propagation

PubMed Central

Shen, Shigen; Huang, Longjun; Liu, Jianhua; Champion, Adam C.; Yu, Shui; Cao, Qiying

2016-01-01

We consider a clustered wireless sensor network (WSN) under epidemic-malware propagation conditions and solve the problem of how to evaluate its reliability so as to ensure efficient, continuous, and dependable transmission of sensed data from sensor nodes to the sink. Facing the contradiction between malware intention and continuous-time Markov chain (CTMC) randomness, we introduce a strategic game that can predict malware infection in order to model a successful infection as a CTMC state transition. Next, we devise a novel measure to compute the Mean Time to Failure (MTTF) of a sensor node, which represents the reliability of a sensor node continuously performing tasks such as sensing, transmitting, and fusing data. Since clustered WSNs can be regarded as parallel-serial-parallel systems, the reliability of a clustered WSN can be evaluated via classical reliability theory. Numerical results show the influence of parameters such as the true positive rate and the false positive rate on a sensor node’s MTTF. Furthermore, we validate the method of reliability evaluation for a clustered WSN according to the number of sensor nodes in a cluster, the number of clusters in a route, and the number of routes in the WSN. PMID:27294934

Reliability Evaluation for Clustered WSNs under Malware Propagation.

PubMed

Shen, Shigen; Huang, Longjun; Liu, Jianhua; Champion, Adam C; Yu, Shui; Cao, Qiying

2016-06-10

We consider a clustered wireless sensor network (WSN) under epidemic-malware propagation conditions and solve the problem of how to evaluate its reliability so as to ensure efficient, continuous, and dependable transmission of sensed data from sensor nodes to the sink. Facing the contradiction between malware intention and continuous-time Markov chain (CTMC) randomness, we introduce a strategic game that can predict malware infection in order to model a successful infection as a CTMC state transition. Next, we devise a novel measure to compute the Mean Time to Failure (MTTF) of a sensor node, which represents the reliability of a sensor node continuously performing tasks such as sensing, transmitting, and fusing data. Since clustered WSNs can be regarded as parallel-serial-parallel systems, the reliability of a clustered WSN can be evaluated via classical reliability theory. Numerical results show the influence of parameters such as the true positive rate and the false positive rate on a sensor node's MTTF. Furthermore, we validate the method of reliability evaluation for a clustered WSN according to the number of sensor nodes in a cluster, the number of clusters in a route, and the number of routes in the WSN.

Measurements of C V flows from thermal charge-exchange excitation in divertor plasmas

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

Zaniol, B.; Isler, R. C.; Brooks, N. H.

2001-10-01

Certain transitions of C IV (C{sup 3+}) from n=7 to n=6 ({approx}7226 {angstrom}) and from n=6 to n=5 ({approx}4660 {angstrom}) sometimes appear much brighter in tokamak divertors than expected for electron-impact excitation from the ground state. This situation occurs because of charge exchange between C V (C{sup 4+}) and recycling thermal deuterium atoms in the n=2 level. As a result, it is possible to extend parallel flow measurements of carbon, which have previously been performed on C II--C IV ions using Doppler shift spectroscopy, to include flows of the He-like C V ions. The work described here includes modeling ofmore » the spectral features, correlation of state populations with classical Monte Carlo trajectory (CTMC) predictions, and applications to flow measurements in the DIII-D divertor [Plasma Physics Controlled Nuclear Fusion Research 1986 (International Atomic Energy Agency, Vienna, 1987), Vol. I, p. 159; Proceedings of the 18th IEEE/NPSS Symposium on Fusion Engineering, Albuquerque (Institute of Electrical and Electronic Engineers, Piscataway, 1999), p. 515].« less

Measurements of C V flows from thermal charge-exchange excitation in divertor plasmas

NASA Astrophysics Data System (ADS)

Zaniol, B.; Isler, R. C.; Brooks, N. H.; West, W. P.; Olson, R. E.

2001-10-01

Certain transitions of C IV (C3+) from n=7 to n=6 (≈7226 Å) and from n=6 to n=5 (≈4660 Å) sometimes appear much brighter in tokamak divertors than expected for electron-impact excitation from the ground state. This situation occurs because of charge exchange between C V (C4+) and recycling thermal deuterium atoms in the n=2 level. As a result, it is possible to extend parallel flow measurements of carbon, which have previously been performed on C II-C IV ions using Doppler shift spectroscopy, to include flows of the He-like C V ions. The work described here includes modeling of the spectral features, correlation of state populations with classical Monte Carlo trajectory (CTMC) predictions, and applications to flow measurements in the DIII-D divertor [Plasma Physics Controlled Nuclear Fusion Research 1986 (International Atomic Energy Agency, Vienna, 1987), Vol. I, p. 159; Proceedings of the 18th IEEE/NPSS Symposium on Fusion Engineering, Albuquerque (Institute of Electrical and Electronic Engineers, Piscataway, 1999), p. 515].

Liouville master equation for multi-electron dynamics during ion-surface interactions

NASA Astrophysics Data System (ADS)

Wirtz, L.; Reinhold, C. O.; Lemell, C.; Burgdorfer, J.

2003-05-01

We present a simulation of the neutralization of highly charged ions in front of a LiF(100) surface including the close-collision regime above the surface. Our approach employs a Monte-Carlo solution of the Liouville master equation for the joint probability density of the ionic motion and the electronic population of the projectile and the target surface. It includes single as well as double particle-hole (de)excitation processes and incorporates electron correlation effects through the conditional dynamics of population strings. The input in terms of elementary one- and two-electron transfer rates is determined from CTMC calculations as well as quantum mechanical Auger calculations. For slow projectiles and normal incidence, the ionic motion depends sensitively on the interplay between image acceleration towards the surface and repulsion by an ensemble of positive hole charges in the surface (``trampoline effect"). For Ne10+ ions we find that image acceleration dominates and no collective backscattering high above the surface takes place. For grazing incidence, our simulation delineates the pathways to complete neutralization. In accordance with recent experimental observations, most ions are reflected as neutrals or even as singly charged negative particles, irrespective of the charge state of the incoming ion.

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing.

PubMed

Xu, Jason; Minin, Vladimir N

2015-07-01

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the discrete state space is large or uncountable. Classical methods such as matrix exponentiation are infeasible for large or countably infinite state spaces, and sampling-based alternatives are computationally intensive, requiring integration over all possible hidden events. Recent work has successfully applied generating function techniques to computing transition probabilities for linear multi-type branching processes. While these techniques often require significantly fewer computations than matrix exponentiation, they also become prohibitive in applications with large populations. We propose a compressed sensing framework that significantly accelerates the generating function method, decreasing computational cost up to a logarithmic factor by only assuming the probability mass of transitions is sparse. We demonstrate accurate and efficient transition probability computations in branching process models for blood cell formation and evolution of self-replicating transposable elements in bacterial genomes.

Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing

PubMed Central

Xu, Jason; Minin, Vladimir N.

2016-01-01

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the discrete state space is large or uncountable. Classical methods such as matrix exponentiation are infeasible for large or countably infinite state spaces, and sampling-based alternatives are computationally intensive, requiring integration over all possible hidden events. Recent work has successfully applied generating function techniques to computing transition probabilities for linear multi-type branching processes. While these techniques often require significantly fewer computations than matrix exponentiation, they also become prohibitive in applications with large populations. We propose a compressed sensing framework that significantly accelerates the generating function method, decreasing computational cost up to a logarithmic factor by only assuming the probability mass of transitions is sparse. We demonstrate accurate and efficient transition probability computations in branching process models for blood cell formation and evolution of self-replicating transposable elements in bacterial genomes. PMID:26949377

Multiple bidirectional alterations of phenotype and changes in proliferative potential during the in vitro and in vivo passage of clonal mast cell populations derived from mouse peritoneal mast cells

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

Kanakura, Y.; Thompson, H.; Nakano, T.

1988-09-01

Mouse peritoneal mast cells (PMC) express a connective tissue-type mast cell (CTMC) phenotype, including reactivity with the heparin-binding fluorescent dye berberine sulfate and incorporation of (35S) sulfate predominantly into heparin proteoglycans. When PMC purified to greater than 99% purity were cultured in methylcellulose with IL-3 and IL-4, approximately 25% of the PMC formed colonies, all of which contained both berberine sulfate-positive and berberine sulfate-negative mast cells. When these mast cells were transferred to suspension culture, they generated populations that were 100% berberine sulfate-negative, a characteristic similar to that of mucosal mast cells (MMC), and that synthesized predominantly chondroitin sulfate (35S)more » proteoglycans. When ''MMC-like'' cultured mast cells derived from WBB6F1-+/+ PMC were injected into the peritoneal cavities of mast cell-deficient WBB6F1-W/Wv mice, the adoptively transferred mast cell population became 100% berberine sulfate-positive. In methylcellulose culture, these ''second generation PMC'' formed clonal colonies containing both berberine sulfate-positive and berberine sulfate-negative cells, but exhibited significantly less proliferative ability than did normal +/+ PMC. Thus, clonal mast cell populations initially derived from single PMC exhibited multiple and bidirectional alterations between CTMC-like and MMC-like phenotypes. However, this process was associated with a progressive diminution of the mast cells' proliferative ability.« less

Charge Exchange: Velocity Dependent X-ray Emission Modeling

NASA Astrophysics Data System (ADS)

Cumbee, Renata

2017-06-01

Atomic collisions play a fundamental role in astrophysics, plasma physics, and fusion physics. Here, we focus on charge exchange (CX) between hot ions and neutral atoms and molecules. Even though charge exchange calculations can provide vital information, including neutral and ion density distributions, ion temperatures, elemental abundances, and ion charge state distributions in the environments considered, both theoretical calculations and laboratory studies of these processes lack the necessary reliability and/or coverage. In order to better understand the spectra we observe in astrophysical environments in which both hot plasma and neutral gas are present, including comets, the heliosphere, supernova remnants, galaxy clusters, star forming galaxies, the outflows of starburst galaxies, and cooling flows of hot gas in the intracluster medium, a thorough CX X-ray model is needed. Included in this model should be a complete set of X-ray line ratios for relevant ion and neutral interactions for a range of energies.In this work, theoretical charge exchange emission spectra are produced using cross sections calculated with widely applied approaches including the quantum mechanical molecular orbital close coupling (QMOCC), atomic orbital close coupling (AOCC), classical trajectory Monte Carlo (CTMC), and the multichannel Landau-Zener (MCLZ) methods. When possible, theoretical data are benchmarked to experiments. Using a comprehensive, but still far from complete, CX database, new models are performed for a variety of X-ray emitting environments. In an attempt to describe the excess emission in X-rays of the starburst galaxy M82, Ne X CX line ratios are compared to line ratios observed in the region. A more complete XSPEC X-ray emission model is produced for H-like and He-like C-Al ions colliding with H and He for a range of energies; 200 to 5000 eV/u. This model is applied to the northeast rim of the Cygnus Loop supernova remnant in an attempt to determine the contribution of CX within that region.This work was partially supported by NASA grants NNX09AC46G and NNG09WF24I and accomplished with the help of many collaborators including Phillip C. Stancil, David Lyons, Patrick Mullen, and Robin L. Shelton.

Eotaxin/CCL11 levels correlate with myocardial fibrosis and mast cell density in native and transplanted rat hearts.

PubMed

Zweifel, M; Matozan, K; Dahinden, C; Schaffner, T; Mohacsi, P

2010-09-01

Myocardial fibrosis contributes to hemodynamic and cardiac functional alterations commonly observed posttransplantation. Cardiac mast cells (MC) have been linked to fibrosis in posttransplantation hearts. Eotaxin, which has been shown to be involved in fibrogenesis, has been demonstrated to be increased in production in cardiac macrophages. The aim of our study was to correlate myocardial fibrosis during heart transplant rejection in the rat with eotaxin/chemokine [c-c motif] ligand 11 (CCL11) expression, and with various subtypes of infiltrating cardiac MC, namely connective-type MC (CTMC) and mucosa-type MC (MMC). We used tissues from 2 previous studies of ongoing acute rejection in allogeneic Brown-Norway to Lewis rat and an isogeneic Brown-Norway to Brown-Norway heterotopic heart transplantation models under cyclosporin/prednisolone immunosuppression. Collagen fibrils were stained with Masson's trichrome with myocardial fibrosis expressed as percent fibrotic area per total section area. Eotaxin/CCL11 previously measured in heart tissue using enzyme-linked immunosorbent assay (ELISA) was correlated with the extent of myocardial fibrosis. We compared values from native hearts (n = 4) as well as transplants on days 5, 16, and 28 (n = 4 in each group). The area of myocardial fibrosis was significantly increased in the allogeneic compared with the isogeneic group at day 16 (38% vs 21%) and at day 28 (49% vs 22%) after transplantation. Myocardial fibrosis correlated significantly with eotaxin/CCL11 concentrations and the density of MMC, but not with CTMC in heart tissue. Eotaxin-triggered MC infiltration of the heart may contribute to myocardial fibrosis after transplantation. Targeting eotaxin/CCL11 with monoclonal antibodies, such as bertilimumab, could reduce MC infiltration, possibly resulting in decreased myocardial fibrosis and improved contractile function after heart transplantation. 2010 Elsevier Inc. All rights reserved.

Dependability and performability analysis

NASA Technical Reports Server (NTRS)

Trivedi, Kishor S.; Ciardo, Gianfranco; Malhotra, Manish; Sahner, Robin A.

1993-01-01

Several practical issues regarding specifications and solution of dependability and performability models are discussed. Model types with and without rewards are compared. Continuous-time Markov chains (CTMC's) are compared with (continuous-time) Markov reward models (MRM's) and generalized stochastic Petri nets (GSPN's) are compared with stochastic reward nets (SRN's). It is shown that reward-based models could lead to more concise model specifications and solution of a variety of new measures. With respect to the solution of dependability and performability models, three practical issues were identified: largeness, stiffness, and non-exponentiality, and a variety of approaches are discussed to deal with them, including some of the latest research efforts.

(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.

From allosteric drugs to allo-network drugs: state of the art and trends of design, synthesis and computational methods.

PubMed

Csermely, Peter; Nussinov, Ruth; Szilágyi, András

2013-01-01

Allosteric drugs bind to sites which are usually less conserved evolutionarily as compared to orthosteric sites. As such, they can discriminate between closely related proteins, have fewer side effects, and a consequent lower concentration can convey a lesser likelihood of receptor desensitization. However, an allosteric mode of action may also make the results of preclinical and animal experiments less predictive. The sensitivity of the allosteric consequences to the environment further increases the importance of accounting for patient population diversity. Even subtle differences in protein sequence, in cellular metabolic states or in target tissues, can result in different outcomes. This mini-hot-topic issue of CTMC showcases some successes and challenges of allosteric drug development through the examples of seventransmembrane (GPCR), AMPA, NMDA and metabotropic glutamate receptors, as well as the morpheein model of allosterism involved in inherent metabolic errors. Finally, the development of allo-network drugs, which are allosteric drugs acting indirectly on the neighborhood of the pharmacological target in protein-protein interaction or signaling networks, is described.

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.

Ovarian mast cells migrate toward ovary-fimbria connection in neonatal MRL/MpJ mice.

PubMed

Nakamura, Teppei; Chihara, Masataka; Ichii, Osamu; Otsuka-Kanazawa, Saori; Nagasaki, Ken-Ichi; Elewa, Yaser Hosny Ali; Tatsumi, Osamu; Kon, Yasuhiro

2018-01-01

MRL/MpJ mice have abundant ovarian mast cells (MCs) as compared with other strains at postnatal day 0 (P0); however, they sharply decrease after birth. These ovarian MCs, particularly beneath the ovarian surface epithelium (SE), which express mucosal MC (MMC) marker, might participate in early follicular development. This study investigated the changes in spatiotemporal distribution of MCs in the perinatal MRL/MpJ mouse ovaries. At P0 to P7, the MCs were densely localized to the ovary, especially their caudomedial region around the ovary-fimbria connection. The neonatal ovarian MCs showed intermediate characteristics of MMC and connective tissue MC (CTMC), and the latter phenotype became evident with aging. However, the expression ratio of the MMC to CTMC marker increased from P0 to P4 in the MRL/MpJ mouse ovary. Similarly, the ratio of MCs facing SE to total MC number increased with aging, although the number of ovarian MCs decreased, indicating the relative increase in MMC phenotypes in the early neonatal ovary. Neither proliferating nor apoptotic MCs were found in the MRL/MpJ mouse ovaries. The parenchymal cells surrounding MCs at ovary-fimbria connection showed similar molecular expression patterns (E-cadherin+/Foxl2-/Gata4+) as that of the ovarian surface epithelial cells. At P2, around the ovary-fimbria connection, c-kit- immature oocytes formed clusters called nests, and some MCs localized adjacent to c-kit- oocytes within the nests. These results indicated that in postnatal MRL/MpJ mice, ovarian MCs changed their distribution by migrating toward the parenchymal cells composing ovary-fimbria connection, which possessed similar characteristics to the ovarian surface epithelium. Thus, we elucidated the spatiotemporal alterations of the ovarian MCs in MRL/MpJ mice, and suggested their importance during the early follicular development by migrating toward the ovary-fimbria connection. MRL/MpJ mice would be useful to elucidate the relationship between neonatal immunity and reproductive systems.

Ovarian mast cells migrate toward ovary-fimbria connection in neonatal MRL/MpJ mice

PubMed Central

Chihara, Masataka; Ichii, Osamu; Otsuka-Kanazawa, Saori; Nagasaki, Ken-ichi; Elewa, Yaser Hosny Ali; Tatsumi, Osamu; Kon, Yasuhiro

2018-01-01

MRL/MpJ mice have abundant ovarian mast cells (MCs) as compared with other strains at postnatal day 0 (P0); however, they sharply decrease after birth. These ovarian MCs, particularly beneath the ovarian surface epithelium (SE), which express mucosal MC (MMC) marker, might participate in early follicular development. This study investigated the changes in spatiotemporal distribution of MCs in the perinatal MRL/MpJ mouse ovaries. At P0 to P7, the MCs were densely localized to the ovary, especially their caudomedial region around the ovary-fimbria connection. The neonatal ovarian MCs showed intermediate characteristics of MMC and connective tissue MC (CTMC), and the latter phenotype became evident with aging. However, the expression ratio of the MMC to CTMC marker increased from P0 to P4 in the MRL/MpJ mouse ovary. Similarly, the ratio of MCs facing SE to total MC number increased with aging, although the number of ovarian MCs decreased, indicating the relative increase in MMC phenotypes in the early neonatal ovary. Neither proliferating nor apoptotic MCs were found in the MRL/MpJ mouse ovaries. The parenchymal cells surrounding MCs at ovary-fimbria connection showed similar molecular expression patterns (E-cadherin+/Foxl2-/Gata4+) as that of the ovarian surface epithelial cells. At P2, around the ovary-fimbria connection, c-kit- immature oocytes formed clusters called nests, and some MCs localized adjacent to c-kit- oocytes within the nests. These results indicated that in postnatal MRL/MpJ mice, ovarian MCs changed their distribution by migrating toward the parenchymal cells composing ovary-fimbria connection, which possessed similar characteristics to the ovarian surface epithelium. Thus, we elucidated the spatiotemporal alterations of the ovarian MCs in MRL/MpJ mice, and suggested their importance during the early follicular development by migrating toward the ovary-fimbria connection. MRL/MpJ mice would be useful to elucidate the relationship between neonatal immunity and reproductive systems. PMID:29684078

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.

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

PubMed

Beentjes, Casper H L; Baker, Ruth E

2018-05-25

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

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

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.

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.

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…

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

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.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media.

PubMed

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.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

PubMed Central

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

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

Statistical Analysis of a Class: Monte Carlo and Multiple Imputation Spreadsheet Methods for Estimation and Extrapolation

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…

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

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

Perfetti, Christopher M; Rearden, Bradley T

2014-01-01

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

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.

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

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.

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.

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.)

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.

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.

Radiative transfer modelling inside thermal protection system using hybrid homogenization method for a backward Monte Carlo method coupled with Mie theory

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.

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.

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.

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.

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.

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.

PubMed

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.

Monte Carlo Simulation for Perusal and Practice.

ERIC Educational Resources Information Center

Brooks, Gordon P.; Barcikowski, Robert S.; Robey, Randall R.

The meaningful investigation of many problems in statistics can be solved through Monte Carlo methods. Monte Carlo studies can help solve problems that are mathematically intractable through the analysis of random samples from populations whose characteristics are known to the researcher. Using Monte Carlo simulation, the values of a statistic are…

Monte Carlo 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

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.

FW-CADIS Method for Global and Semi-Global Variance Reduction of Monte Carlo Radiation Transport Calculations

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

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

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.

Numerical integration of detector response functions via Monte Carlo simulations

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Numerical integration of detector response functions via Monte Carlo simulations

DOE PAGES

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

2017-06-13

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

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.

Estimation of the four-wave mixing noise probability-density function by the multicanonical Monte Carlo method.

PubMed

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.

Accurate quantification of fluorescent targets within turbid media based on a decoupled fluorescence Monte Carlo model.

PubMed

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.

Sample Size and Power Estimates for a Confirmatory Factor Analytic Model in Exercise and Sport: A Monte Carlo Approach

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…

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.

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).

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

PubMed Central

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

2011-01-01

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

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

PubMed

Wang, Lei; Troyer, Matthias

2014-09-12

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

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.

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.

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

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

PubMed

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

2005-10-01

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

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.

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.

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

PubMed

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

2012-01-01

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

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

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

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

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

Nested Interrupt Analysis of Low Cost and High Performance Embedded Systems Using GSPN Framework

NASA Astrophysics Data System (ADS)

Lin, Cheng-Min

Interrupt service routines are a key technology for embedded systems. In this paper, we introduce the standard approach for using Generalized Stochastic Petri Nets (GSPNs) as a high-level model for generating CTMC Continuous-Time Markov Chains (CTMCs) and then use Markov Reward Models (MRMs) to compute the performance for embedded systems. This framework is employed to analyze two embedded controllers with low cost and high performance, ARM7 and Cortex-M3. Cortex-M3 is designed with a tail-chaining mechanism to improve the performance of ARM7 when a nested interrupt occurs on an embedded controller. The Platform Independent Petri net Editor 2 (PIPE2) tool is used to model and evaluate the controllers in terms of power consumption and interrupt overhead performance. Using numerical results, in spite of the power consumption or interrupt overhead, Cortex-M3 performs better than ARM7.

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

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.

Verification and Validation of Monte Carlo N-Particle 6 for Computing Gamma Protection Factors

DTIC Science & Technology

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

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.

Comparison of internal dose estimates obtained using organ-level, voxel S value, and Monte Carlo techniques

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

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

Massively parallelized Monte Carlo software to calculate the light propagation in arbitrarily shaped 3D turbid media

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.

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

Baseball Monte Carlo Style.

ERIC Educational Resources Information Center

Houser, Larry L.

1981-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

Integration of Monte-Carlo ray tracing with a stochastic optimisation method: application to the design of solar receiver geometry.

PubMed

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.

Self-learning Monte Carlo method

DOE PAGES

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

2017-01-04

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

Time-dependent integral equations of neutron transport for calculating the kinetics of nuclear reactors by the Monte Carlo method

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.

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

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

2018-05-16

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

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.

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.

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

Backward and forward Monte Carlo method for vector radiative transfer in a two-dimensional graded index medium

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.

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

NASA Astrophysics Data System (ADS)

Schröder, Markus; Meyer, Hans-Dieter

2017-08-01

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

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…

Depletion Calculations Based on Perturbations. Application to the Study of a Rep-Like Assembly at Beginning of Cycle with TRIPOLI-4®.

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.

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.

Light propagation along the pericardium meridian at human wrist as evidenced by the optical experiment and Monte Carlo method.

PubMed

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.

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.

Off-diagonal expansion quantum Monte Carlo.

PubMed

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.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024

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.

A comparative study of Conroy and Monte Carlo methods applied to multiple quadratures and multiple scattering

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.

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

Multilevel sequential Monte Carlo samplers

DOE PAGES

Beskos, Alexandros; Jasra, Ajay; Law, Kody; ...

2016-08-24

Here, we study the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods and leading to a discretisation bias, with the step-size level h L. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretisation levelsmore » $${\\infty}$$ >h 0>h 1 ...>h L. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence of probability distributions. A sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. In conclusion, it is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context.« less

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.

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.

Evaluation of an analytic linear Boltzmann transport equation solver for high-density inhomogeneities

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

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

Monte Carlo modeling of spatial coherence: free-space diffraction

PubMed Central

Fischer, David G.; Prahl, Scott A.; Duncan, Donald D.

2008-01-01

We present a Monte Carlo method for propagating partially coherent fields through complex deterministic optical systems. A Gaussian copula is used to synthesize a random source with an arbitrary spatial coherence function. Physical optics and Monte Carlo predictions of the first- and second-order statistics of the field are shown for coherent and partially coherent sources for free-space propagation, imaging using a binary Fresnel zone plate, and propagation through a limiting aperture. Excellent agreement between the physical optics and Monte Carlo predictions is demonstrated in all cases. Convergence criteria are presented for judging the quality of the Monte Carlo predictions. PMID:18830335

A path integral methodology for obtaining thermodynamic properties of nonadiabatic systems using Gaussian mixture distributions

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

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

DOE PAGES

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

2017-03-05

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

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.

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.

Using MathCad to Evaluate Exact Integral Formulations of Spacecraft Orbital Heats for Primitive Surfaces at Any Orientation

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.

Fixed forced detection for fast SPECT Monte-Carlo simulation.

PubMed

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

2018-03-02

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

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

DOE PAGES

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

2018-04-19

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

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

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

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

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

Multistep Lattice-Voxel method utilizing lattice function for Monte-Carlo treatment planning with pixel based voxel model.

PubMed

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.

Markov chains of infinite order and asymptotic satisfaction of balance: application to the adaptive integration method.

PubMed

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.

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

Many-body optimization using an ab initio monte carlo method.

PubMed

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.

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.

Experimental and Monte Carlo evaluation of Eclipse treatment planning system for effects on dose distribution of the hip prostheses

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

Determination of correction factors in beta radiation beams using Monte Carlo method.

PubMed

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.

Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields.

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

Theoretically informed Monte Carlo simulation of liquid crystals by sampling of alignment-tensor fields

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

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

NASA Astrophysics Data System (ADS)

Sundqvist, Kyle

2010-03-01

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

Performance of quantum Monte Carlo for calculating molecular bond lengths

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

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

2016-03-28

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

Towards predicting the encoding capability of MR fingerprinting sequences.

PubMed

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.

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.

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

PubMed

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

2015-02-01

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

Coarse-grained computation for particle coagulation and sintering processes by linking Quadrature Method of Moments with Monte-Carlo

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

Experimental verification of a CT-based Monte Carlo dose-calculation method in heterogeneous phantoms.

PubMed

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.

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.

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.

Estimation of parameters and basic reproduction ratio for Japanese encephalitis transmission in the Philippines using sequential Monte Carlo filter

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…

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.

Studies of Low Luminosity Active Galactic Nuclei with Monte Carlo and Magnetohydrodynamic Simulations

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.

Exact Dynamics via Poisson Process: a unifying Monte Carlo paradigm

NASA Astrophysics Data System (ADS)

Gubernatis, James

2014-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

SU-E-T-569: Neutron Shielding Calculation Using Analytical and Multi-Monte Carlo Method for Proton Therapy Facility

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

Cho, S; Shin, E H; Kim, J

2015-06-15

Purpose: To evaluate the shielding wall design to protect patients, staff and member of the general public for secondary neutron using a simply analytic solution, multi-Monte Carlo code MCNPX, ANISN and FLUKA. Methods: An analytical and multi-Monte Carlo method were calculated for proton facility (Sumitomo Heavy Industry Ltd.) at Samsung Medical Center in Korea. The NCRP-144 analytical evaluation methods, which produced conservative estimates on the dose equivalent values for the shielding, were used for analytical evaluations. Then, the radiation transport was simulated with the multi-Monte Carlo code. The neutron dose at evaluation point is got by the value using themore » production of the simulation value and the neutron dose coefficient introduced in ICRP-74. Results: The evaluation points of accelerator control room and control room entrance are mainly influenced by the point of the proton beam loss. So the neutron dose equivalent of accelerator control room for evaluation point is 0.651, 1.530, 0.912, 0.943 mSv/yr and the entrance of cyclotron room is 0.465, 0.790, 0.522, 0.453 mSv/yr with calculation by the method of NCRP-144 formalism, ANISN, FLUKA and MCNP, respectively. The most of Result of MCNPX and FLUKA using the complicated geometry showed smaller values than Result of ANISN. Conclusion: The neutron shielding for a proton therapy facility has been evaluated by the analytic model and multi-Monte Carlo methods. We confirmed that the setting of shielding was located in well accessible area to people when the proton facility is operated.« less

A Machine Learning Method for the Prediction of Receptor Activation in the Simulation of Synapses

PubMed Central

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

Light-transmittance predictions under multiple-light-scattering conditions. I. Direct problem: hybrid-method approximation.

PubMed

Czerwiński, M; Mroczka, J; Girasole, T; Gouesbet, G; Gréhan, G

2001-03-20

Our aim is to present a method of predicting light transmittances through dense three-dimensional layered media. A hybrid method is introduced as a combination of the four-flux method with coefficients predicted from a Monte Carlo statistical model to take into account the actual three-dimensional geometry of the problem under study. We present the principles of the hybrid method, some exemplifying results of numerical simulations, and their comparison with results obtained from Bouguer-Lambert-Beer law and from Monte Carlo simulations.

MR Imaging Based Treatment Planning for Radiotherapy of Prostate Cancer

DTIC Science & Technology

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

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

DOE PAGES

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

2017-08-12

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

An Educational MONTE CARLO Simulation/Animation Program for the Cosmic Rays Muons and a Prototype Computer-Driven Hardware Display.

ERIC Educational Resources Information Center

Kalkanis, G.; Sarris, M. M.

1999-01-01

Describes an educational software program for the study of and detection methods for the cosmic ray muons passing through several light transparent materials (i.e., water, air, etc.). Simulates muons and Cherenkov photons' paths and interactions and visualizes/animates them on the computer screen using Monte Carlo methods/techniques which employ…

Monte Carlo method for magnetic impurities in metals

NASA Technical Reports Server (NTRS)

Hirsch, J. E.; Fye, R. M.

1986-01-01

The paper discusses a Monte Carlo algorithm to study properties of dilute magnetic alloys; the method can treat a small number of magnetic impurities interacting wiith the conduction electrons in a metal. Results for the susceptibility of a single Anderson impurity in the symmetric case show the expected universal behavior at low temperatures. Some results for two Anderson impurities are also discussed.

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

ERIC Educational Resources Information Center

Kim, Jee-Seon; Bolt, Daniel M.

2007-01-01

The purpose of this ITEMS module is to provide an introduction to Markov chain Monte Carlo (MCMC) estimation for item response models. A brief description of Bayesian inference is followed by an overview of the various facets of MCMC algorithms, including discussion of prior specification, sampling procedures, and methods for evaluating chain…

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.

Monte Carlo Techniques for Nuclear Systems - Theory Lectures

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

Brown, Forrest B.

These are lecture notes for a Monte Carlo class given at the University of New Mexico. The following topics are covered: course information; nuclear eng. review & MC; random numbers and sampling; computational geometry; collision physics; tallies and statistics; eigenvalue calculations I; eigenvalue calculations II; eigenvalue calculations III; variance reduction; parallel Monte Carlo; parameter studies; fission matrix and higher eigenmodes; doppler broadening; Monte Carlo depletion; HTGR modeling; coupled MC and T/H calculations; fission energy deposition. Solving particle transport problems with the Monte Carlo method is simple - just simulate the particle behavior. The devil is in the details, however. Thesemore » lectures provide a balanced approach to the theory and practice of Monte Carlo simulation codes. The first lectures provide an overview of Monte Carlo simulation methods, covering the transport equation, random sampling, computational geometry, collision physics, and statistics. The next lectures focus on the state-of-the-art in Monte Carlo criticality simulations, covering the theory of eigenvalue calculations, convergence analysis, dominance ratio calculations, bias in Keff and tallies, bias in uncertainties, a case study of a realistic calculation, and Wielandt acceleration techniques. The remaining lectures cover advanced topics, including HTGR modeling and stochastic geometry, temperature dependence, fission energy deposition, depletion calculations, parallel calculations, and parameter studies. This portion of the class focuses on using MCNP to perform criticality calculations for reactor physics and criticality safety applications. It is an intermediate level class, intended for those with at least some familiarity with MCNP. Class examples provide hands-on experience at running the code, plotting both geometry and results, and understanding the code output. The class includes lectures & hands-on computer use for a variety of Monte Carlo calculations. Beginning MCNP users are encouraged to review LA-UR-09-00380, "Criticality Calculations with MCNP: A Primer (3nd Edition)" (available at http:// mcnp.lanl.gov under "Reference Collection") prior to the class. No Monte Carlo class can be complete without having students write their own simple Monte Carlo routines for basic random sampling, use of the random number generator, and simplified particle transport simulation.« less

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

DOE PAGES

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

2015-12-14

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

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

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

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

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

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

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

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

MCMC multilocus lod scores: application of a new approach.

PubMed

George, Andrew W; Wijsman, Ellen M; Thompson, Elizabeth A

2005-01-01

On extended pedigrees with extensive missing data, the calculation of multilocus likelihoods for linkage analysis is often beyond the computational bounds of exact methods. Growing interest therefore surrounds the implementation of Monte Carlo estimation methods. In this paper, we demonstrate the speed and accuracy of a new Markov chain Monte Carlo method for the estimation of linkage likelihoods through an analysis of real data from a study of early-onset Alzheimer's disease. For those data sets where comparison with exact analysis is possible, we achieved up to a 100-fold increase in speed. Our approach is implemented in the program lm_bayes within the framework of the freely available MORGAN 2.6 package for Monte Carlo genetic analysis (http://www.stat.washington.edu/thompson/Genepi/MORGAN/Morgan.shtml).

Reducing statistical uncertainties in simulated organ doses of phantoms immersed in water

DOE PAGES

Hiller, Mauritius M.; Veinot, Kenneth G.; Easterly, Clay E.; ...

2016-08-13

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

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

NASA Astrophysics Data System (ADS)

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

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

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

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.

Application of dynamic Monte Carlo technique in proton beam radiotherapy using Geant4 simulation toolkit

NASA Astrophysics Data System (ADS)

Guan, Fada

Monte Carlo method has been successfully applied in simulating the particles transport problems. Most of the Monte Carlo simulation tools are static and they can only be used to perform the static simulations for the problems with fixed physics and geometry settings. Proton therapy is a dynamic treatment technique in the clinical application. In this research, we developed a method to perform the dynamic Monte Carlo simulation of proton therapy using Geant4 simulation toolkit. A passive-scattering treatment nozzle equipped with a rotating range modulation wheel was modeled in this research. One important application of the Monte Carlo simulation is to predict the spatial dose distribution in the target geometry. For simplification, a mathematical model of a human body is usually used as the target, but only the average dose over the whole organ or tissue can be obtained rather than the accurate spatial dose distribution. In this research, we developed a method using MATLAB to convert the medical images of a patient from CT scanning into the patient voxel geometry. Hence, if the patient voxel geometry is used as the target in the Monte Carlo simulation, the accurate spatial dose distribution in the target can be obtained. A data analysis tool---root was used to score the simulation results during a Geant4 simulation and to analyze the data and plot results after simulation. Finally, we successfully obtained the accurate spatial dose distribution in part of a human body after treating a patient with prostate cancer using proton therapy.

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

NASA Technical Reports Server (NTRS)

Thanedar, B. D.

1972-01-01

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

Fast Monte Carlo-assisted simulation of cloudy Earth backgrounds

NASA Astrophysics Data System (ADS)

Adler-Golden, Steven; Richtsmeier, Steven C.; Berk, Alexander; Duff, James W.

2012-11-01

A calculation method has been developed for rapidly synthesizing radiometrically accurate ultraviolet through longwavelengthinfrared spectral imagery of the Earth for arbitrary locations and cloud fields. The method combines cloudfree surface reflectance imagery with cloud radiance images calculated from a first-principles 3-D radiation transport model. The MCScene Monte Carlo code [1-4] is used to build a cloud image library; a data fusion method is incorporated to speed convergence. The surface and cloud images are combined with an upper atmospheric description with the aid of solar and thermal radiation transport equations that account for atmospheric inhomogeneity. The method enables a wide variety of sensor and sun locations, cloud fields, and surfaces to be combined on-the-fly, and provides hyperspectral wavelength resolution with minimal computational effort. The simulations agree very well with much more time-consuming direct Monte Carlo calculations of the same scene.

Chemical accuracy from quantum Monte Carlo for the benzene dimer.

PubMed

Azadi, Sam; Cohen, R E

2015-09-14

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

Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

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.

Path integral Monte Carlo and the electron gas

NASA Astrophysics Data System (ADS)

Brown, Ethan W.

Path integral Monte Carlo is a proven method for accurately simulating quantum mechanical systems at finite-temperature. By stochastically sampling Feynman's path integral representation of the quantum many-body density matrix, path integral Monte Carlo includes non-perturbative effects like thermal fluctuations and particle correlations in a natural way. Over the past 30 years, path integral Monte Carlo has been successfully employed to study the low density electron gas, high-pressure hydrogen, and superfluid helium. For systems where the role of Fermi statistics is important, however, traditional path integral Monte Carlo simulations have an exponentially decreasing efficiency with decreased temperature and increased system size. In this thesis, we work towards improving this efficiency, both through approximate and exact methods, as specifically applied to the homogeneous electron gas. We begin with a brief overview of the current state of atomic simulations at finite-temperature before we delve into a pedagogical review of the path integral Monte Carlo method. We then spend some time discussing the one major issue preventing exact simulation of Fermi systems, the sign problem. Afterwards, we introduce a way to circumvent the sign problem in PIMC simulations through a fixed-node constraint. We then apply this method to the homogeneous electron gas at a large swatch of densities and temperatures in order to map out the warm-dense matter regime. The electron gas can be a representative model for a host of real systems, from simple medals to stellar interiors. However, its most common use is as input into density functional theory. To this end, we aim to build an accurate representation of the electron gas from the ground state to the classical limit and examine its use in finite-temperature density functional formulations. The latter half of this thesis focuses on possible routes beyond the fixed-node approximation. As a first step, we utilize the variational principle inherent in the path integral Monte Carlo method to optimize the nodal surface. By using a ansatz resembling a free particle density matrix, we make a unique connection between a nodal effective mass and the traditional effective mass of many-body quantum theory. We then propose and test several alternate nodal ansatzes and apply them to single atomic systems. Finally, we propose a method to tackle the sign problem head on, by leveraging the relatively simple structure of permutation space. Using this method, we find we can perform exact simulations this of the electron gas and 3He that were previously impossible.

The unbiasedness of a generalized mirage boundary correction method for Monte Carlo integration estimators of volume

Treesearch

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...

Integer lattice gas with Monte Carlo collision operator recovers the lattice Boltzmann method with Poisson-distributed fluctuations

NASA Astrophysics Data System (ADS)

Blommel, Thomas; Wagner, Alexander J.

2018-02-01

We examine a new kind of lattice gas that closely resembles modern lattice Boltzmann methods. This new kind of lattice gas, which we call a Monte Carlo lattice gas, has interesting properties that shed light on the origin of the multirelaxation time collision operator, and it derives the equilibrium distribution for an entropic lattice Boltzmann. Furthermore these lattice gas methods have Galilean invariant fluctuations given by a Poisson statistics, giving further insight into the properties that we should expect for fluctuating lattice Boltzmann methods.

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

DOE PAGES

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

2015-01-29

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

OBJECT KINETIC MONTE CARLO SIMULATIONS OF CASCADE ANNEALING IN TUNGSTEN

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

Nandipati, Giridhar; Setyawan, Wahyu; Heinisch, Howard L.

2014-03-31

The objective of this work is to study the annealing of primary cascade damage created by primary knock-on atoms (PKAs) of various energies, at various temperatures in bulk tungsten using the object kinetic Monte Carlo (OKMC) method.

Analysis and modeling of localized heat generation by tumor-targeted nanoparticles (Monte Carlo methods)

NASA Astrophysics Data System (ADS)

Sanattalab, Ehsan; SalmanOgli, Ahmad; Piskin, Erhan

2016-04-01

We investigated the tumor-targeted nanoparticles that influence heat generation. We suppose that all nanoparticles are fully functionalized and can find the target using active targeting methods. Unlike the commonly used methods, such as chemotherapy and radiotherapy, the treatment procedure proposed in this study is purely noninvasive, which is considered to be a significant merit. It is found that the localized heat generation due to targeted nanoparticles is significantly higher than other areas. By engineering the optical properties of nanoparticles, including scattering, absorption coefficients, and asymmetry factor (cosine scattering angle), the heat generated in the tumor's area reaches to such critical state that can burn the targeted tumor. The amount of heat generated by inserting smart agents, due to the surface Plasmon resonance, will be remarkably high. The light-matter interactions and trajectory of incident photon upon targeted tissues are simulated by MIE theory and Monte Carlo method, respectively. Monte Carlo method is a statistical one by which we can accurately probe the photon trajectories into a simulation area.

A collision history-based approach to Sensitivity/Perturbation calculations in the continuous energy Monte Carlo code SERPENT

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.

Monte Carlo simulation to investigate the formation of molecular hydrogen and its deuterated forms

NASA Astrophysics Data System (ADS)

Sahu, Dipen; Das, Ankan; Majumdar, Liton; Chakrabarti, Sandip K.

2015-07-01

H2 is the most abundant interstellar species, and its deuterated forms (HD and D2) are also present in high abundance. The high abundance of these molecules could be explained by considering the chemistry that occurs on interstellar dust. Because of its simplicity, the rate equation method is widely used to study the formation of grain-surface species. However, because the recombination efficiency for the formation of any surface species is highly dependent on various physical and chemical parameters, the Monte Carlo method is best suited for addressing the randomness of the processes. We perform Monte Carlo simulations to study the formation of H2, HD and D2 on interstellar ice. The adsorption energies of surface species are the key inputs for the formation of any species on interstellar dusts, but the binding energies of deuterated species have yet to be determined with certainty. A zero-point energy correction exists between hydrogenated and deuterated species, which should be considered during modeling of the chemistry on interstellar dusts. Following some previous studies, we consider various sets of adsorption energies to investigate the formation of these species under diverse physical conditions. As expected, notable differences in these two approaches (rate equation method and Monte Carlo method) are observed for the production of these simple molecules on interstellar ice. We introduce two factors, namely, Sf and β , to explain these discrepancies: Sf is a scaling factor, which can be used to correlate the discrepancies between the rate equation and Monte Carlo methods, and β indicates the formation efficiency under various conditions. Higher values of β indicate a lower production efficiency. We observed that β increases with a decrease in the rate of accretion from the gas phase to the grain phase.

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.

Hierarchical multistage MCMC follow-up of continuous gravitational wave candidates

NASA Astrophysics Data System (ADS)

Ashton, G.; Prix, R.

2018-05-01

Leveraging Markov chain Monte Carlo optimization of the F statistic, we introduce a method for the hierarchical follow-up of continuous gravitational wave candidates identified by wide-parameter space semicoherent searches. We demonstrate parameter estimation for continuous wave sources and develop a framework and tools to understand and control the effective size of the parameter space, critical to the success of the method. Monte Carlo tests of simulated signals in noise demonstrate that this method is close to the theoretical optimal performance.

Improving the Ar I and II branching ratio calibration method: Monte Carlo simulations of effects from photon scattering/reflecting in hollow cathodes

NASA Astrophysics Data System (ADS)

Lawler, J. E.; Den Hartog, E. A.

2018-03-01

The Ar I and II branching ratio calibration method is discussed with the goal of improving the technique. This method of establishing a relative radiometric calibration is important in ongoing research to improve atomic transition probabilities for quantitative spectroscopy in astrophysics and other fields. Specific suggestions are presented along with Monte Carlo simulations of wavelength dependent effects from scattering/reflecting of photons in a hollow cathode.

Monte Carlo sampling in diffusive dynamical systems

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Probability techniques for reliability analysis of composite materials

NASA Technical Reports Server (NTRS)

Wetherhold, Robert C.; Ucci, Anthony M.

1994-01-01

Traditional design approaches for composite materials have employed deterministic criteria for failure analysis. New approaches are required to predict the reliability of composite structures since strengths and stresses may be random variables. This report will examine and compare methods used to evaluate the reliability of composite laminae. The two types of methods that will be evaluated are fast probability integration (FPI) methods and Monte Carlo methods. In these methods, reliability is formulated as the probability that an explicit function of random variables is less than a given constant. Using failure criteria developed for composite materials, a function of design variables can be generated which defines a 'failure surface' in probability space. A number of methods are available to evaluate the integration over the probability space bounded by this surface; this integration delivers the required reliability. The methods which will be evaluated are: the first order, second moment FPI methods; second order, second moment FPI methods; the simple Monte Carlo; and an advanced Monte Carlo technique which utilizes importance sampling. The methods are compared for accuracy, efficiency, and for the conservativism of the reliability estimation. The methodology involved in determining the sensitivity of the reliability estimate to the design variables (strength distributions) and importance factors is also presented.

High-order Path Integral Monte Carlo methods for solving strongly correlated fermion problems

NASA Astrophysics Data System (ADS)

Chin, Siu A.

2015-03-01

In solving for the ground state of a strongly correlated many-fermion system, the conventional second-order Path Integral Monte Carlo method is plagued with the sign problem. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the square of the ground state wave function at large imaginary time. In this work, I show that optimized fourth-order Path Integral Monte Carlo methods, which uses no more than 5 free-fermion propagators, in conjunction with the use of the Hamiltonian energy estimator, can yield accurate ground state energies for quantum dots with up to 20 polarized electrons. The correlations are directly built-in and no explicit wave functions are needed. This work is supported by the Qatar National Research Fund NPRP GRANT #5-674-1-114.

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.

Monte Carlo simulation of aorta autofluorescence

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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

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

Matthew Ellis; Derek Gaston; Benoit Forget

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

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

PubMed

Lecca, Paola

2018-01-01

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

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

DOE PAGES

Hoffmann, Max J.; Bligaard, Thomas

2018-01-22

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

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

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

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

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

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

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

Hoffmann, Max J.; Bligaard, Thomas

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

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

PubMed

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

2011-10-11

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

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

MODELING LEACHING OF VIRUSES BY THE MONTE CARLO METHOD

EPA Science Inventory

A predictive screening model was developed for fate and transport
of viruses in the unsaturated zone. A database of input parameters
allowed Monte Carlo analysis with the model. The resulting kernel
densities of predicted attenuation during percolation indicated very ...

Evaluation of gamma-ray attenuation properties of bismuth borate glass systems using Monte Carlo method

NASA Astrophysics Data System (ADS)

Tarim, Urkiye Akar; Ozmutlu, Emin N.; Yalcin, Sezai; Gundogdu, Ozcan; Bradley, D. A.; Gurler, Orhan

2017-11-01

A Monte Carlo method was developed to investigate radiation shielding properties of bismuth borate glass. The mass attenuation coefficients and half-value layer parameters were determined for different fractional amounts of Bi2O3 in the glass samples for the 356, 662, 1173 and 1332 keV photon energies. A comparison of the theoretical and experimental attenuation coefficients is presented.

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.

MONTE CARLO METHODS. A Bibliography covering the Period 1949 to June 1961

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

Kraft, R.; Wensrich, C.J.

1961-09-11

A partially annotated bibliography is presented containing 508 references to Monte Carlo methods, covering the period from 1947 to June 1961. The references are arranged alphabetically by author. The sources consulted include: Abstracts of Classified Reports; Applied Science and Technology Index; Armed Services Technical Information Agency; Bibliographic Index; Bibliographie der Fremsprachigen Zeitschrifften Literatur; Mathematical Reviews; Nuclear Science Abstracts; and Operations Research, an Annotated Bibliography. (T.F.H.)

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

NASA Astrophysics Data System (ADS)

Fredriksson, Ingemar; Larsson, Marcus; Strömberg, Tomas

2012-04-01

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

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

PubMed

Reboredo, Fernando A; Kim, Jeongnim

2014-02-21

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

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

NASA Astrophysics Data System (ADS)

Reboredo, Fernando A.; Kim, Jeongnim

2014-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Coupling of kinetic Monte Carlo simulations of surface reactions to transport in a fluid for heterogeneous catalytic reactor modeling.

PubMed

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.

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

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

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

A 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

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

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

Souris, Kevin, E-mail: kevin.souris@uclouvain.be; Lee, John Aldo; Sterpin, Edmond

2016-04-15

Purpose: Accuracy in proton therapy treatment planning can be improved using Monte Carlo (MC) simulations. However the long computation time of such methods hinders their use in clinical routine. This work aims to develop a fast multipurpose Monte Carlo simulation tool for proton therapy using massively parallel central processing unit (CPU) architectures. Methods: A new Monte Carlo, called MCsquare (many-core Monte Carlo), has been designed and optimized for the last generation of Intel Xeon processors and Intel Xeon Phi coprocessors. These massively parallel architectures offer the flexibility and the computational power suitable to MC methods. The class-II condensed history algorithmmore » of MCsquare provides a fast and yet accurate method of simulating heavy charged particles such as protons, deuterons, and alphas inside voxelized geometries. Hard ionizations, with energy losses above a user-specified threshold, are simulated individually while soft events are regrouped in a multiple scattering theory. Elastic and inelastic nuclear interactions are sampled from ICRU 63 differential cross sections, thereby allowing for the computation of prompt gamma emission profiles. MCsquare has been benchmarked with the GATE/GEANT4 Monte Carlo application for homogeneous and heterogeneous geometries. Results: Comparisons with GATE/GEANT4 for various geometries show deviations within 2%–1 mm. In spite of the limited memory bandwidth of the coprocessor simulation time is below 25 s for 10{sup 7} primary 200 MeV protons in average soft tissues using all Xeon Phi and CPU resources embedded in a single desktop unit. Conclusions: MCsquare exploits the flexibility of CPU architectures to provide a multipurpose MC simulation tool. Optimized code enables the use of accurate MC calculation within a reasonable computation time, adequate for clinical practice. MCsquare also simulates prompt gamma emission and can thus be used also for in vivo range verification.« less

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.

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

PubMed

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

2016-04-01

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

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

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

Liu, T; Lin, H; Xu, X

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

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

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

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

2016-06-15

Purpose: This study will use Monte Carlo to simulate the Cyberknife system, and intend to develop the third-party tool to evaluate the dose verification of specific patient plans in TPS. Methods: By simulating the treatment head using the BEAMnrc and DOSXYZnrc software, the comparison between the calculated and measured data will be done to determine the beam parameters. The dose distribution calculated in the Raytracing, Monte Carlo algorithms of TPS (Multiplan Ver4.0.2) and in-house Monte Carlo simulation method for 30 patient plans, which included 10 head, lung and liver cases in each, were analyzed. The γ analysis with the combinedmore » 3mm/3% criteria would be introduced to quantitatively evaluate the difference of the accuracy between three algorithms. Results: More than 90% of the global error points were less than 2% for the comparison of the PDD and OAR curves after determining the mean energy and FWHM.The relative ideal Monte Carlo beam model had been established. Based on the quantitative evaluation of dose accuracy for three algorithms, the results of γ analysis shows that the passing rates (84.88±9.67% for head,98.83±1.05% for liver,98.26±1.87% for lung) of PTV in 30 plans between Monte Carlo simulation and TPS Monte Carlo algorithms were good. And the passing rates (95.93±3.12%,99.84±0.33% in each) of PTV in head and liver plans between Monte Carlo simulation and TPS Ray-tracing algorithms were also good. But the difference of DVHs in lung plans between Monte Carlo simulation and Ray-tracing algorithms was obvious, and the passing rate (51.263±38.964%) of γ criteria was not good. It is feasible that Monte Carlo simulation was used for verifying the dose distribution of patient plans. Conclusion: Monte Carlo simulation algorithm developed in the CyberKnife system of this study can be used as a reference tool for the third-party tool, which plays an important role in dose verification of patient plans. This work was supported in part by the grant from Chinese Natural Science Foundation (Grant No. 11275105). Thanks for the support from Accuray Corp.« less

A Large-Particle Monte Carlo Code for Simulating Non-Linear High-Energy Processes Near Compact Objects

NASA Technical Reports Server (NTRS)

Stern, Boris E.; Svensson, Roland; Begelman, Mitchell C.; Sikora, Marek

1995-01-01

High-energy radiation processes in compact cosmic objects are often expected to have a strongly non-linear behavior. Such behavior is shown, for example, by electron-positron pair cascades and the time evolution of relativistic proton distributions in dense radiation fields. Three independent techniques have been developed to simulate these non-linear problems: the kinetic equation approach; the phase-space density (PSD) Monte Carlo method; and the large-particle (LP) Monte Carlo method. In this paper, we present the latest version of the LP method and compare it with the other methods. The efficiency of the method in treating geometrically complex problems is illustrated by showing results of simulations of 1D, 2D and 3D systems. The method is shown to be powerful enough to treat non-spherical geometries, including such effects as bulk motion of the background plasma, reflection of radiation from cold matter, and anisotropic distributions of radiating particles. It can therefore be applied to simulate high-energy processes in such astrophysical systems as accretion discs with coronae, relativistic jets, pulsar magnetospheres and gamma-ray bursts.

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

NASA Astrophysics Data System (ADS)

Koreň, Milan; Mokroš, Martin; Bucha, Tomáš

2017-12-01

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

Comparison of Three Methods of Calculation, Experimental and Monte Carlo Simulation in Investigation of Organ Doses (Thyroid, Sternum, Cervical Vertebra) in Radioiodine Therapy

PubMed Central

Shahbazi-Gahrouei, Daryoush; Ayat, Saba

2012-01-01

Radioiodine therapy is an effective method for treating thyroid cancer carcinoma, but it has some affects on normal tissues, hence dosimetry of vital organs is important to weigh the risks and benefits of this method. The aim of this study is to measure the absorbed doses of important organs by Monte Carlo N Particle (MCNP) simulation and comparing the results of different methods of dosimetry by performing a t-paired test. To calculate the absorbed dose of thyroid, sternum, and cervical vertebra using the MCNP code, *F8 tally was used. Organs were simulated by using a neck phantom and Medical Internal Radiation Dosimetry (MIRD) method. Finally, the results of MCNP, MIRD, and Thermoluminescent dosimeter (TLD) measurements were compared by SPSS software. The absorbed dose obtained by Monte Carlo simulations for 100, 150, and 175 mCi administered 131I was found to be 388.0, 427.9, and 444.8 cGy for thyroid, 208.7, 230.1, and 239.3 cGy for sternum and 272.1, 299.9, and 312.1 cGy for cervical vertebra. The results of paired t-test were 0.24 for comparing TLD dosimetry and MIRD calculation, 0.80 for MCNP simulation and MIRD, and 0.19 for TLD and MCNP. The results showed no significant differences among three methods of Monte Carlo simulations, MIRD calculation and direct experimental dosimetry using TLD. PMID:23717806

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.

Semi-stochastic full configuration interaction quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

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

NASA Astrophysics Data System (ADS)

Willow, Soohaeng Yoo; Hirata, So

2014-01-01

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

Monte-Carlo-based phase retardation estimator for polarization sensitive optical coherence tomography

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.

Multiscale Monte Carlo equilibration: Pure Yang-Mills theory

DOE PAGES

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

2015-12-29

In this study, we present a multiscale thermalization algorithm for lattice gauge theory, which enables efficient parallel generation of uncorrelated gauge field configurations. The algorithm combines standard Monte Carlo techniques with ideas drawn from real space renormalization group and multigrid methods. We demonstrate the viability of the algorithm for pure Yang-Mills gauge theory for both heat bath and hybrid Monte Carlo evolution, and show that it ameliorates the problem of topological freezing up to controllable lattice spacing artifacts.

Using the Reliability Theory for Assessing the Decision Confidence Probability for Comparative Life Cycle Assessments.

PubMed

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.

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

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

Peplow, Douglas E.; Mosher, Scott W; Evans, Thomas M

2012-08-01

For challenging radiation transport problems, hybrid methods combine the accuracy of Monte Carlo methods with the global information present in deterministic methods. One of the most successful hybrid methods is CADIS Consistent Adjoint Driven Importance Sampling. This method uses a deterministic adjoint solution to construct a biased source distribution and consistent weight windows to optimize a specific tally in a Monte Carlo calculation. The method has been implemented into transport codes using just the spatial and energy information from the deterministic adjoint and has been used in many applications to compute tallies with much higher figures-of-merit than analog calculations. CADISmore » also outperforms user-supplied importance values, which usually take long periods of user time to develop. This work extends CADIS to develop weight windows that are a function of the position, energy, and direction of the Monte Carlo particle. Two types of consistent source biasing are presented: one method that biases the source in space and energy while preserving the original directional distribution and one method that biases the source in space, energy, and direction. Seven simple example problems are presented which compare the use of the standard space/energy CADIS with the new space/energy/angle treatments.« less

Monte Carlo simulations of coherent backscatter for identification of the optical coefficients of biological tissues in vivo

NASA Astrophysics Data System (ADS)

Eddowes, M. H.; Mills, T. N.; Delpy, D. T.

1995-05-01

A Monte Carlo model of light backscattered from turbid media has been used to simulate the effects of weak localization in biological tissues. A validation technique is used that implies that for the scattering and absorption coefficients and for refractive index mismatches found in tissues, the Monte Carlo method is likely to provide more accurate results than the methods previously used. The model also has the ability to simulate the effects of various illumination profiles and other laboratory-imposed conditions. A curve-fitting routine has been developed that might be used to extract the optical coefficients from the angular intensity profiles seen in experiments on turbid biological tissues, data that could be obtained in vivo.

Comparison of doses calculated by the Monte Carlo method and measured by LiF TLD in the buildup region for a 60Co photon beam.

PubMed

Budanec, M; Knezević, Z; Bokulić, T; Mrcela, I; Vrtar, M; Vekić, B; Kusić, Z

2008-12-01

This work studied the percent depth doses of (60)Co photon beams in the buildup region of a plastic phantom by LiF TLD measurements and by Monte Carlo calculations. An agreement within +/-1.5% was found between PDDs measured by TLD and calculated by the Monte Carlo method with the TLD in a plastic phantom. The dose in the plastic phantom was scored in voxels, with thickness scaled by physical and electron density. PDDs calculated by electron density scaling showed a better match with PDD(TLD)(MC); the difference is within +/-1.5% in the buildup region for square and rectangular field sizes.

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.

Online sequential Monte Carlo smoother for partially observed diffusion processes

NASA Astrophysics Data System (ADS)

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

2018-12-01

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

Monte Carlo method for photon heating using temperature-dependent optical properties.

PubMed

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.

Measurement of Thermal Conductivity of Porcine Liver in the Temperature Range of Cryotherapy and Hyperthermia (250~315k) by A Thermal Sensor Made of A Micron-Scale Enameled Copper Wire.

PubMed

Jiang, Z D; Zhao, G; Lu, G R

　　BACKGROUND: Cryotherapy and hyperthermia are effective treatments for several diseases, especially for liver cancers. Thermal conductivity is a significant thermal property for the prediction and guidance of surgical procedure. However, the thermal conductivities of organs and tissues, especially over the temperature range of both cryotherapy and hyperthermia are scarce. To provide comprehensive thermal conductivity of liver for both cryotherapy and hyperthermia. A hot probe made of stain steel needle and micron-sized copper wire is used for measurement. To verify data processing, both the least square method and the Monte Carlo inversion method are used to determine the hot probe constants, respectively, with reference materials of water and 29.9 % Ca 2 Cl aqueous solution. Then the thermal conductivities of Hanks solution and pork liver bathed in Hanks solution are measured. The effective length for two methods is nearly the same, but the heat capacity of probe calibrated by the Monte Carlo inversion is temperature dependent. Fairly comprehensive thermal conductivity of porcine liver measured with these two methods in the target temperature range is verified to be similar. We provide an integrated thermal conductivity of liver for cryotherapy and hyperthermia in two methods, and make more accurate predictions possible for surgery. The least square method and the Monte Carlo inversion method have their advantages and disadvantages. The least square method is available for measurement of liquids that not prone to convection or solids in a wide temperature range, while the Monte Carlo inversion method is available for accurate and rapid measurement.

An Analysis of Polynomial Chaos Approximations for Modeling Single-Fluid-Phase Flow in Porous Medium Systems

PubMed Central

Rupert, C.P.; Miller, C.T.

2008-01-01

We examine a variety of polynomial-chaos-motivated approximations to a stochastic form of a steady state groundwater flow model. We consider approaches for truncating the infinite dimensional problem and producing decoupled systems. We discuss conditions under which such decoupling is possible and show that to generalize the known decoupling by numerical cubature, it would be necessary to find new multivariate cubature rules. Finally, we use the acceleration of Monte Carlo to compare the quality of polynomial models obtained for all approaches and find that in general the methods considered are more efficient than Monte Carlo for the relatively small domains considered in this work. A curse of dimensionality in the series expansion of the log-normal stochastic random field used to represent hydraulic conductivity provides a significant impediment to efficient approximations for large domains for all methods considered in this work, other than the Monte Carlo method. PMID:18836519

CO oxidation reaction on Pt(111) studied by the dynamic Monte Carlo method including lateral interactions of adsorbates.

PubMed

Nagasaka, Masanari; Kondoh, Hiroshi; Nakai, Ikuyo; Ohta, Toshiaki

2007-01-28

The dynamics of adsorbate structures during CO oxidation on Pt(111) surfaces and its effects on the reaction were studied by the dynamic Monte Carlo method including lateral interactions of adsorbates. The lateral interaction energies between adsorbed species were calculated by the density functional theory method. Dynamic Monte Carlo simulations were performed for the oxidation reaction over a mesoscopic scale, where the experimentally determined activation energies of elementary paths were altered by the calculated lateral interaction energies. The simulated results reproduced the characteristics of the microscopic and mesoscopic scale adsorbate structures formed during the reaction, and revealed that the complicated reaction kinetics is comprehensively explained by a single reaction path affected by the surrounding adsorbates. We also propose from the simulations that weakly adsorbed CO molecules at domain boundaries promote the island-periphery specific reaction.

Thermal helium clusters at 3.2 Kelvin in classical and semiclassical simulations

NASA Astrophysics Data System (ADS)

Schulte, J.

1993-03-01

The thermodynamic stability of4He4-13 at 3.2 K is investigated with the classical Monte Carlo method, with the semiclassical path-integral Monte Carlo (PIMC) method, and with the semiclassical all-order many-body method. In the all-order many-body simulation the dipole-dipole approximation including short-range correction is used. The resulting stability plots are discussed and related to recent TOF experiments by Stephens and King. It is found that with classical Monte Carlo of course the characteristics of the measured mass spectrum cannot be resolved. With PIMC, switching on more and more quantum mechanics. by raising the number of virtual time steps results in more structure in the stability plot, but this did not lead to sufficient agreement with the TOF experiment. Only the all-order many-body method resolved the characteristic structures of the measured mass spectrum, including magic numbers. The result shows the influence of quantum statistics and quantum mechanics on the stability of small neutral helium clusters.

Hybrid Monte Carlo approach to the entanglement entropy of interacting fermions

NASA Astrophysics Data System (ADS)

Drut, Joaquín E.; Porter, William J.

2015-09-01

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

The Use of Monte Carlo Techniques to Teach Probability.

ERIC Educational Resources Information Center

Newell, G. J.; MacFarlane, J. D.

1985-01-01

Presents sports-oriented examples (cricket and football) in which Monte Carlo methods are used on microcomputers to teach probability concepts. Both examples include computer programs (with listings) which utilize the microcomputer's random number generator. Instructional strategies, with further challenges to help students understand the role of…

Monte Carlo Simulation of Microscopic Stock Market Models

NASA Astrophysics Data System (ADS)

Stauffer, Dietrich

Computer simulations with random numbers, that is, Monte Carlo methods, have been considerably applied in recent years to model the fluctuations of stock market or currency exchange rates. Here we concentrate on the percolation model of Cont and Bouchaud, to simulate, not to predict, the market behavior.

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

NASA Astrophysics Data System (ADS)

Šantić, Branko; Gracin, Davor

2017-12-01

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

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

PubMed

Renner, Franziska

2016-09-01

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

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

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

Enright, S; Asprinio, A; Lu, L

2014-06-01

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

Correlated uncertainties in Monte Carlo reaction rate calculations

NASA Astrophysics Data System (ADS)

Longland, Richard

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A modified Monte Carlo model for the ionospheric heating rates

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Improved first-order uncertainty method for water-quality modeling

USGS Publications Warehouse

Melching, C.S.; Anmangandla, S.

1992-01-01

Uncertainties are unavoidable in water-quality modeling and subsequent management decisions. Monte Carlo simulation and first-order uncertainty analysis (involving linearization at central values of the uncertain variables) have been frequently used to estimate probability distributions for water-quality model output due to their simplicity. Each method has its drawbacks: Monte Carlo simulation's is mainly computational time; and first-order analysis are mainly questions of accuracy and representativeness, especially for nonlinear systems and extreme conditions. An improved (advanced) first-order method is presented, where the linearization point varies to match the output level whose exceedance probability is sought. The advanced first-order method is tested on the Streeter-Phelps equation to estimate the probability distribution of critical dissolved-oxygen deficit and critical dissolved oxygen using two hypothetical examples from the literature. The advanced first-order method provides a close approximation of the exceedance probability for the Streeter-Phelps model output estimated by Monte Carlo simulation using less computer time - by two orders of magnitude - regardless of the probability distributions assumed for the uncertain model parameters.

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

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

Application of Monte Carlo Method for Evaluation of Uncertainties of ITS-90 by Standard Platinum Resistance Thermometer

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.

Calculation of out-of-field dose distribution in carbon-ion radiotherapy by Monte Carlo simulation.

PubMed

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.

OBJECT KINETIC MONTE CARLO SIMULATIONS OF RADIATION DAMAGE ACCUMULATION IN TUNGSTEN

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

Nandipati, Giridhar; Setyawan, Wahyu; Roche, Kenneth J.

2016-09-01

The objective of this work is to understand the accumulation of radiation damage created by primary knock-on atoms (PKAs) of various energies, at 300 K and for a dose rate of 10-4 dpa/s in bulk tungsten using the object kinetic Monte Carlo (OKMC) method.

Play It Again: Teaching Statistics with Monte Carlo Simulation

ERIC Educational Resources Information Center

Sigal, Matthew J.; Chalmers, R. Philip

2016-01-01

Monte Carlo simulations (MCSs) provide important information about statistical phenomena that would be impossible to assess otherwise. This article introduces MCS methods and their applications to research and statistical pedagogy using a novel software package for the R Project for Statistical Computing constructed to lessen the often steep…

SIMCA T 1.0: A SAS Computer Program for Simulating Computer Adaptive Testing

ERIC Educational Resources Information Center

Raiche, Gilles; Blais, Jean-Guy

2006-01-01

Monte Carlo methodologies are frequently applied to study the sampling distribution of the estimated proficiency level in adaptive testing. These methods eliminate real situational constraints. However, these Monte Carlo methodologies are not currently supported by the available software programs, and when these programs are available, their…

Monte Carlo simulation of photon migration in a cloud computing environment with MapReduce

PubMed Central

Pratx, Guillem; Xing, Lei

2011-01-01

Monte Carlo simulation is considered the most reliable method for modeling photon migration in heterogeneous media. However, its widespread use is hindered by the high computational cost. The purpose of this work is to report on our implementation of a simple MapReduce method for performing fault-tolerant Monte Carlo computations in a massively-parallel cloud computing environment. We ported the MC321 Monte Carlo package to Hadoop, an open-source MapReduce framework. In this implementation, Map tasks compute photon histories in parallel while a Reduce task scores photon absorption. The distributed implementation was evaluated on a commercial compute cloud. The simulation time was found to be linearly dependent on the number of photons and inversely proportional to the number of nodes. For a cluster size of 240 nodes, the simulation of 100 billion photon histories took 22 min, a 1258 × speed-up compared to the single-threaded Monte Carlo program. The overall computational throughput was 85,178 photon histories per node per second, with a latency of 100 s. The distributed simulation produced the same output as the original implementation and was resilient to hardware failure: the correctness of the simulation was unaffected by the shutdown of 50% of the nodes. PMID:22191916

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.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Thermal Characterization of the Air Force Institute of Technology Solar Simulation Thermal Vacuum Chamber

DTIC Science & Technology

2014-03-27

mass and surface area, Equation 12 demonstrates an energy balance for the material, assuming the rest of the surfaces of the material are isothermal...radiation in order to dissipate heat from 18 the spacecraft [8]. As discussed in the system thermal energy balance defined previously, emission of IR... energy balance calculations will be utilized. The Monte Carlo/Ray Trace Radiation Method The Monte Carlo/Ray Trace method is utilized in order to

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

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

Reboredo, Fernando A.; Kim, Jeongnim

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

A linear stability analysis for nonlinear, grey, thermal radiative transfer problems

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

Wollaber, Allan B., E-mail: wollaber@lanl.go; Larsen, Edward W., E-mail: edlarsen@umich.ed

2011-02-20

We present a new linear stability analysis of three time discretizations and Monte Carlo interpretations of the nonlinear, grey thermal radiative transfer (TRT) equations: the widely used 'Implicit Monte Carlo' (IMC) equations, the Carter Forest (CF) equations, and the Ahrens-Larsen or 'Semi-Analog Monte Carlo' (SMC) equations. Using a spatial Fourier analysis of the 1-D Implicit Monte Carlo (IMC) equations that are linearized about an equilibrium solution, we show that the IMC equations are unconditionally stable (undamped perturbations do not exist) if {alpha}, the IMC time-discretization parameter, satisfies 0.5 < {alpha} {<=} 1. This is consistent with conventional wisdom. However, wemore » also show that for sufficiently large time steps, unphysical damped oscillations can exist that correspond to the lowest-frequency Fourier modes. After numerically confirming this result, we develop a method to assess the stability of any time discretization of the 0-D, nonlinear, grey, thermal radiative transfer problem. Subsequent analyses of the CF and SMC methods then demonstrate that the CF method is unconditionally stable and monotonic, but the SMC method is conditionally stable and permits unphysical oscillatory solutions that can prevent it from reaching equilibrium. This stability theory provides new conditions on the time step to guarantee monotonicity of the IMC solution, although they are likely too conservative to be used in practice. Theoretical predictions are tested and confirmed with numerical experiments.« 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.

Immune Reactions in Mucous Membranes

PubMed Central

Miller, H. R. P.; Walshaw, R.

1972-01-01

The histochemistry of intestinal (IMC) and connective tissue mast cells (CTMC) in the normal rat is compared. Acid mucopolysaccharide appears to be less strongly sulfated and the granule content of monoamines is lower in IMC. After infection with the intestinal helminth, Nippostrongylus brasiliensis, the mucosal content of IMC is altered. During the early phase of immunologic expulsion of this parasite (self-cure) the IMC proliferate and differentiate; the histochemical properties of the granules appear to reflect this process. Very large numbers of mature IMC are found in the mucosa during the later, rapid phase of worm expulsion. Both acid mucopolysaccharide and monoamines are depleted from the granules of these cells; this is consistent with previous studies suggesting that IMC discharge occurs at this stage. These findings lend further support to the hypothesis that the biogenic products of IMC discharge are responsible for the increase in mucosal permeability which occurs during self-cure and which may facilitate the rapid translocation of antiworm antibody into the intestinal lumen. ImagesFigs 1 and 2Fig 3Fig 4Fig 5Fig 6 PMID:4117026

Rapid Monte Carlo Simulation of Gravitational Wave Galaxies

NASA Astrophysics Data System (ADS)

Breivik, Katelyn; Larson, Shane L.

2015-01-01

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

Steady-State Electrodiffusion from the Nernst-Planck Equation Coupled to Local Equilibrium Monte Carlo Simulations.

PubMed

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.

A Christoffel function weighted least squares algorithm for collocation approximations

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

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

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

A Christoffel function weighted least squares algorithm for collocation approximations

DOE PAGES

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

2016-11-28

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

Monte Carlo Simulation of a Segmented Detector for Low-Energy Electron Antineutrinos

NASA Astrophysics Data System (ADS)

Qomi, H. Akhtari; Safari, M. J.; Davani, F. Abbasi

2017-11-01

Detection of low-energy electron antineutrinos is of importance for several purposes, such as ex-vessel reactor monitoring, neutrino oscillation studies, etc. The inverse beta decay (IBD) is the interaction that is responsible for detection mechanism in (organic) plastic scintillation detectors. Here, a detailed study will be presented dealing with the radiation and optical transport simulation of a typical segmented antineutrino detector withMonte Carlo method using MCNPX and FLUKA codes. This study shows different aspects of the detector, benefiting from inherent capabilities of the Monte Carlo simulation codes.

Proceedings of the Nuclear Criticality Technology Safety Workshop

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

Rene G. Sanchez

1998-04-01

This document contains summaries of most of the papers presented at the 1995 Nuclear Criticality Technology Safety Project (NCTSP) meeting, which was held May 16 and 17 at San Diego, Ca. The meeting was broken up into seven sessions, which covered the following topics: (1) Criticality Safety of Project Sapphire; (2) Relevant Experiments For Criticality Safety; (3) Interactions with the Former Soviet Union; (4) Misapplications and Limitations of Monte Carlo Methods Directed Toward Criticality Safety Analyses; (5) Monte Carlo Vulnerabilities of Execution and Interpretation; (6) Monte Carlo Vulnerabilities of Representation; and (7) Benchmark Comparisons.

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

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.

Simulation of Satellite, Airborne and Terrestrial LiDAR with DART (I):Waveform Simulation with Quasi-Monte Carlo Ray Tracing

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

Part I presented a Monte Carlo Bayesian method for constraining a complex statistical model of GCM sub-gridcolumn moisture variability using high-resolution MODIS cloud data, thereby permitting large-scale model parameter estimation and cloud data assimilation. This part performs some basic testing of this new approach, verifying that it does indeed significantly reduce mean and standard deviation biases with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud top pressure, and that it also improves the simulated rotational-Ramman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the OMI instrument. Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows finite jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. This paper also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in the cloud observables on cloud vertical structure, beyond cloud top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard (1998) provides some help in this respect, by better honoring inversion structures in the background state.

Validation of a personalized dosimetric evaluation tool (Oedipe) for targeted radiotherapy based on the Monte Carlo MCNPX code

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.

Theoretical Grounds for the Propagation of Uncertainties in Monte Carlo Particle Transport

NASA Astrophysics Data System (ADS)

Saracco, Paolo; Pia, Maria Grazia; Batic, Matej

2014-04-01

We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical developments are complemented by a heuristic application, which illustrates the method of calculation in a streamlined simulation environment.

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…

Testing the Intervention Effect in Single-Case Experiments: A Monte Carlo Simulation Study

ERIC Educational Resources Information Center

Heyvaert, Mieke; Moeyaert, Mariola; Verkempynck, Paul; Van den Noortgate, Wim; Vervloet, Marlies; Ugille, Maaike; Onghena, Patrick

2017-01-01

This article reports on a Monte Carlo simulation study, evaluating two approaches for testing the intervention effect in replicated randomized AB designs: two-level hierarchical linear modeling (HLM) and using the additive method to combine randomization test "p" values (RTcombiP). Four factors were manipulated: mean intervention effect,…

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.

Multi-Photon Absorption Spectra: A Comparison Between Transmittance Change and Fluorescence Methods

DTIC Science & Technology

2015-05-21

AFRL-OSR-VA-TR-2015-0134 multi-photon absorption spectra Cleber Mendonca INSTITUTO DE FISICA DE SAO CARLOS Final Report 05/21/2015 DISTRIBUTION A...5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Instituto de Fisica de Sao Carlos - Universidade de Sao Paulo Av

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Monte Carlo Methodology Serves Up a Software Success

NASA Technical Reports Server (NTRS)

2003-01-01

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

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

NASA Astrophysics Data System (ADS)

Alexander, Andrew William

Within the field of medical physics, Monte Carlo radiation transport simulations are considered to be the most accurate method for the determination of dose distributions in patients. The McGill Monte Carlo treatment planning system (MMCTP), provides a flexible software environment to integrate Monte Carlo simulations with current and new treatment modalities. A developing treatment modality called energy and intensity modulated electron radiotherapy (MERT) is a promising modality, which has the fundamental capabilities to enhance the dosimetry of superficial targets. An objective of this work is to advance the research and development of MERT with the end goal of clinical use. To this end, we present the MMCTP system with an integrated toolkit for MERT planning and delivery of MERT fields. Delivery is achieved using an automated "few leaf electron collimator" (FLEC) and a controller. Aside from the MERT planning toolkit, the MMCTP system required numerous add-ons to perform the complex task of large-scale autonomous Monte Carlo simulations. The first was a DICOM import filter, followed by the implementation of DOSXYZnrc as a dose calculation engine and by logic methods for submitting and updating the status of Monte Carlo simulations. Within this work we validated the MMCTP system with a head and neck Monte Carlo recalculation study performed by a medical dosimetrist. The impact of MMCTP lies in the fact that it allows for systematic and platform independent large-scale Monte Carlo dose calculations for different treatment sites and treatment modalities. In addition to the MERT planning tools, various optimization algorithms were created external to MMCTP. The algorithms produced MERT treatment plans based on dose volume constraints that employ Monte Carlo pre-generated patient-specific kernels. The Monte Carlo kernels are generated from patient-specific Monte Carlo dose distributions within MMCTP. The structure of the MERT planning toolkit software and optimization algorithms are demonstrated. We investigated the clinical significance of MERT on spinal irradiation, breast boost irradiation, and a head and neck sarcoma cancer site using several parameters to analyze the treatment plans. Finally, we investigated the idea of mixed beam photon and electron treatment planning. Photon optimization treatment planning tools were included within the MERT planning toolkit for the purpose of mixed beam optimization. In conclusion, this thesis work has resulted in the development of an advanced framework for photon and electron Monte Carlo treatment planning studies and the development of an inverse planning system for photon, electron or mixed beam radiotherapy (MBRT). The justification and validation of this work is found within the results of the planning studies, which have demonstrated dosimetric advantages to using MERT or MBRT in comparison to clinical treatment alternatives.

Monte Carlo renormalization-group study of the Baxter-Wu model

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

Novotny, M.A.; Landau, D.P.; Swendsen, R.H.

1982-07-01

The effectiveness of a Monte Carlo renormalization-group method is studied by applying it to the Baxter-Wu model (Ising spins on a triangular lattice with three-spin interactions). The calculations yield three relevent eigenvalues in good agreement with exact or conjectured results. We demonstrate that the method is capable of distinguishing between models expected to be in the same universality class, when one of them (four-state Potts) exhibits logarithmic corrections to the usual power-law singularities and the other (Baxter-Wu) does not.

Using the Monte Carlo method for assessing the tissue and organ doses of patients in dental radiography

NASA Astrophysics Data System (ADS)

Makarevich, K. O.; Minenko, V. F.; Verenich, K. A.; Kuten, S. A.

2016-05-01

This work is dedicated to modeling dental radiographic examinations to assess the absorbed doses of patients and effective doses. For simulating X-ray spectra, the TASMIP empirical model is used. Doses are assessed on the basis of the Monte Carlo method by using MCNP code for voxel phantoms of ICRP. The results of the assessment of doses to individual organs and effective doses for different types of dental examinations and features of X-ray tube are presented.

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

Kalugin, A. V., E-mail: Kalugin-AV@nrcki.ru; Tebin, V. V.

The specific features of calculation of the effective multiplication factor using the Monte Carlo method for weakly coupled and non-asymptotic multiplying systems are discussed. Particular examples are considered and practical recommendations on detection and Monte Carlo calculation of systems typical in numerical substantiation of nuclear safety for VVER fuel management problems are given. In particular, the problems of the choice of parameters for the batch mode and the method for normalization of the neutron batch, as well as finding and interpretation of the eigenvalue spectrum for the integral fission matrix, are discussed.

Development of the MCNPX depletion capability: A Monte Carlo linked depletion method that automates the coupling between MCNPX and CINDER90 for high fidelity burnup calculations

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.

Radial secondary electron dose profiles and biological effects in light-ion beams based on analytical and Monte Carlo calculations using distorted wave cross sections.

PubMed

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.

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

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

Brown, Forrest B.

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

Parallelized Stochastic Cutoff Method for Long-Range Interacting Systems

NASA Astrophysics Data System (ADS)

Endo, Eishin; Toga, Yuta; Sasaki, Munetaka

2015-07-01

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

Quantum Monte Carlo methods for nuclear physics

DOE PAGES

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

DOE PAGES

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

Discrete range clustering using Monte Carlo methods

NASA Technical Reports Server (NTRS)

Chatterji, G. B.; Sridhar, B.

1993-01-01

For automatic obstacle avoidance guidance during rotorcraft low altitude flight, a reliable model of the nearby environment is needed. Such a model may be constructed by applying surface fitting techniques to the dense range map obtained by active sensing using radars. However, for covertness, passive sensing techniques using electro-optic sensors are desirable. As opposed to the dense range map obtained via active sensing, passive sensing algorithms produce reliable range at sparse locations, and therefore, surface fitting techniques to fill the gaps in the range measurement are not directly applicable. Both for automatic guidance and as a display for aiding the pilot, these discrete ranges need to be grouped into sets which correspond to objects in the nearby environment. The focus of this paper is on using Monte Carlo methods for clustering range points into meaningful groups. One of the aims of the paper is to explore whether simulated annealing methods offer significant advantage over the basic Monte Carlo method for this class of problems. We compare three different approaches and present application results of these algorithms to a laboratory image sequence and a helicopter flight sequence.

Puzzle of magnetic moments of Ni clusters revisited using quantum Monte Carlo method.

PubMed

Lee, Hung-Wen; Chang, Chun-Ming; Hsing, Cheng-Rong

2017-02-28

The puzzle of the magnetic moments of small nickel clusters arises from the discrepancy between values predicted using density functional theory (DFT) and experimental measurements. Traditional DFT approaches underestimate the magnetic moments of nickel clusters. Two fundamental problems are associated with this puzzle, namely, calculating the exchange-correlation interaction accurately and determining the global minimum structures of the clusters. Theoretically, the two problems can be solved using quantum Monte Carlo (QMC) calculations and the ab initio random structure searching (AIRSS) method correspondingly. Therefore, we combined the fixed-moment AIRSS and QMC methods to investigate the magnetic properties of Ni n (n = 5-9) clusters. The spin moments of the diffusion Monte Carlo (DMC) ground states are higher than those of the Perdew-Burke-Ernzerhof ground states and, in the case of Ni 8-9 , two new ground-state structures have been discovered using the DMC calculations. The predicted results are closer to the experimental findings, unlike the results predicted in previous standard DFT studies.

Monte Carlo-based interval transformation analysis for multi-criteria decision analysis of groundwater management strategies under uncertain naphthalene concentrations and health risks

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.

Monte Carlo based method for fluorescence tomographic imaging with lifetime multiplexing using time gates

PubMed Central

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

Subtle Monte Carlo Updates in Dense Molecular Systems.

PubMed

Bottaro, Sandro; Boomsma, Wouter; E Johansson, Kristoffer; Andreetta, Christian; Hamelryck, Thomas; Ferkinghoff-Borg, Jesper

2012-02-14

Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce a kinetic algorithm, CRISP, that greatly enhances the sampling efficiency in all-atom MC simulations of dense systems. The algorithm is based on an exact analytical solution to the classic chain-closure problem, making it possible to express the interdependencies among degrees of freedom in the molecule as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions.

Calculating Launch Vehicle Flight Performance Reserve

NASA Technical Reports Server (NTRS)

Hanson, John M.; Pinson, Robin M.; Beard, Bernard B.

2011-01-01

This paper addresses different methods for determining the amount of extra propellant (flight performance reserve or FPR) that is necessary to reach orbit with a high probability of success. One approach involves assuming that the various influential parameters are independent and that the result behaves as a Gaussian. Alternatively, probabilistic models may be used to determine the vehicle and environmental models that will be available (estimated) for a launch day go/no go decision. High-fidelity closed-loop Monte Carlo simulation determines the amount of propellant used with each random combination of parameters that are still unknown at the time of launch. Using the results of the Monte Carlo simulation, several methods were used to calculate the FPR. The final chosen solution involves determining distributions for the pertinent outputs and running a separate Monte Carlo simulation to obtain a best estimate of the required FPR. This result differs from the result obtained using the other methods sufficiently that the higher fidelity is warranted.

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

Azadi, Sam, E-mail: s.azadi@ucl.ac.uk; Cohen, R. E.

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

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

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

1999-01-01

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

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

Calculation of radiation therapy dose using all particle Monte Carlo transport

DOEpatents

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

1999-02-09

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

A 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.

Modeling the reflectance of the lunar regolith by a new method combining Monte Carlo Ray tracing and Hapke's model with application to Chang'E-1 IIM data.

PubMed

Wong, Un-Hong; Wu, Yunzhao; Wong, Hon-Cheng; Liang, Yanyan; Tang, Zesheng

2014-01-01

In this paper, we model the reflectance of the lunar regolith by a new method combining Monte Carlo ray tracing and Hapke's model. The existing modeling methods exploit either a radiative transfer model or a geometric optical model. However, the measured data from an Interference Imaging spectrometer (IIM) on an orbiter were affected not only by the composition of minerals but also by the environmental factors. These factors cannot be well addressed by a single model alone. Our method implemented Monte Carlo ray tracing for simulating the large-scale effects such as the reflection of topography of the lunar soil and Hapke's model for calculating the reflection intensity of the internal scattering effects of particles of the lunar soil. Therefore, both the large-scale and microscale effects are considered in our method, providing a more accurate modeling of the reflectance of the lunar regolith. Simulation results using the Lunar Soil Characterization Consortium (LSCC) data and Chang'E-1 elevation map show that our method is effective and useful. We have also applied our method to Chang'E-1 IIM data for removing the influence of lunar topography to the reflectance of the lunar soil and to generate more realistic visualizations of the lunar surface.

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

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

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

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.

Integration within the Felsenstein equation for improved Markov chain Monte Carlo methods in population genetics

PubMed Central

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

Hamiltonian Markov Chain Monte Carlo Methods for the CUORE Neutrinoless Double Beta Decay Sensitivity

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.

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.

Quantum Monte Carlo calculations of light nuclei with local chiral two- and three-nucleon interactions

DOE PAGES

Lynn, J. E.; Tews, I.; Carlson, J.; ...

2017-11-30

Local chiral effective field theory interactions have recently been developed and used in the context of quantum Monte Carlo few- and many-body methods for nuclear physics. In this paper, we go over detailed features of local chiral nucleon-nucleon interactions and examine their effect on properties of the deuteron, paying special attention to the perturbativeness of the expansion. We then turn to three-nucleon interactions, focusing on operator ambiguities and their interplay with regulator effects. We then discuss the nuclear Green's function Monte Carlo method, going over both wave-function correlations and approximations for the two- and three-body propagators. Finally, following this, wemore » present a range of results on light nuclei: Binding energies and distribution functions are contrasted and compared, starting from several different microscopic interactions.« less

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

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.

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

Generating moment matching scenarios using optimization techniques

DOE PAGES

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

Can the prevalence of high blood drug concentrations in a population be estimated by analysing oral fluid? A study of tetrahydrocannabinol and amphetamine.

PubMed

Gjerde, Hallvard; Verstraete, Alain

2010-02-25

To study several methods for estimating the prevalence of high blood concentrations of tetrahydrocannabinol and amphetamine in a population of drug users by analysing oral fluid (saliva). Five methods were compared, including simple calculation procedures dividing the drug concentrations in oral fluid by average or median oral fluid/blood (OF/B) drug concentration ratios or linear regression coefficients, and more complex Monte Carlo simulations. Populations of 311 cannabis users and 197 amphetamine users from the Rosita-2 Project were studied. The results of a feasibility study suggested that the Monte Carlo simulations might give better accuracies than simple calculations if good data on OF/B ratios is available. If using only 20 randomly selected OF/B ratios, a Monte Carlo simulation gave the best accuracy but not the best precision. Dividing by the OF/B regression coefficient gave acceptable accuracy and precision, and was therefore the best method. None of the methods gave acceptable accuracy if the prevalence of high blood drug concentrations was less than 15%. Dividing the drug concentration in oral fluid by the OF/B regression coefficient gave an acceptable estimation of high blood drug concentrations in a population, and may therefore give valuable additional information on possible drug impairment, e.g. in roadside surveys of drugs and driving. If good data on the distribution of OF/B ratios are available, a Monte Carlo simulation may give better accuracy. 2009 Elsevier Ireland Ltd. All rights reserved.

The anesthetic action of some polyhalogenated ethers-Monte Carlo method based QSAR study.

PubMed

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.

Efficient Geometry and Data Handling for Large-Scale Monte Carlo - Thermal-Hydraulics Coupling

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard

2014-06-01

Detailed coupling of thermal-hydraulics calculations to Monte Carlo reactor criticality calculations requires each axial layer of each fuel pin to be defined separately in the input to the Monte Carlo code in order to assign to each volume the temperature according to the result of the TH calculation, and if the volume contains coolant, also the density of the coolant. This leads to huge input files for even small systems. In this paper a methodology for dynamical assignment of temperatures with respect to cross section data is demonstrated to overcome this problem. The method is implemented in MCNP5. The method is verified for an infinite lattice with 3x3 BWR-type fuel pins with fuel, cladding and moderator/coolant explicitly modeled. For each pin 60 axial zones are considered with different temperatures and coolant densities. The results of the axial power distribution per fuel pin are compared to a standard MCNP5 run in which all 9x60 cells for fuel, cladding and coolant are explicitly defined and their respective temperatures determined from the TH calculation. Full agreement is obtained. For large-scale application the method is demonstrated for an infinite lattice with 17x17 PWR-type fuel assemblies with 25 rods replaced by guide tubes. Again all geometrical detailed is retained. The method was used in a procedure for coupled Monte Carlo and thermal-hydraulics iterations. Using an optimised iteration technique, convergence was obtained in 11 iteration steps.

Propagating probability distributions of stand variables using sequential Monte Carlo methods

Treesearch

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'...

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

A systematic framework for Monte Carlo simulation of remote sensing errors map in carbon assessments

Treesearch

S. Healey; P. Patterson; S. Urbanski

2014-01-01

Remotely sensed observations can provide unique perspective on how management and natural disturbance affect carbon stocks in forests. However, integration of these observations into formal decision support will rely upon improved uncertainty accounting. Monte Carlo (MC) simulations offer a practical, empirical method of accounting for potential remote sensing errors...

OBJECT KINETIC MONTE CARLO SIMULATIONS OF RADIATION DAMAGE IN TUNGSTEN SUBJECTED TO NEUTRON FLUX WITH PKA SPECTRUM CORRESPONDING TO THE HFIR

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

Nandipati, Giridhar; Setyawan, Wahyu; Heinisch, Howard L.

2015-12-31

The objective of this work is to study the damage accumulation in pure tungsten (W) subjected to neutron bombardment with a primary knock-on atom (PKA) spectrum corresponding to the High Flux Isotope Reactor (HFIR), using the object kinetic Monte Carlo (OKMC) method.

A variational Monte Carlo study of different spin configurations of electron-hole bilayer

NASA Astrophysics Data System (ADS)

Sharma, Rajesh O.; Saini, L. K.; Bahuguna, Bhagwati Prasad

2018-05-01

We report quantum Monte Carlo results for mass-asymmetric electron-hole bilayer (EHBL) system with different-different spin configurations. Particularly, we apply a variational Monte Carlo method to estimate the ground-state energy, condensate fraction and pair-correlations function at fixed density rs = 5 and interlayer distance d = 1 a.u. We find that spin-configuration of EHBL system, which consists of only up-electrons in one layer and down-holes in other i.e. ferromagnetic arrangement within layers and anti-ferromagnetic across the layers, is more stable than the other spin-configurations considered in this study.

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.

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.

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.

PubMed

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.

Kinetic Monte Carlo Method for Rule-based Modeling of Biochemical Networks

PubMed Central

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

Nuclear reactor transient analysis via a quasi-static kinetics Monte Carlo method

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

Jo, YuGwon; Cho, Bumhee; Cho, Nam Zin, E-mail: nzcho@kaist.ac.kr

2015-12-31

The predictor-corrector quasi-static (PCQS) method is applied to the Monte Carlo (MC) calculation for reactor transient analysis. To solve the transient fixed-source problem of the PCQS method, fission source iteration is used and a linear approximation of fission source distributions during a macro-time step is introduced to provide delayed neutron source. The conventional particle-tracking procedure is modified to solve the transient fixed-source problem via MC calculation. The PCQS method with MC calculation is compared with the direct time-dependent method of characteristics (MOC) on a TWIGL two-group problem for verification of the computer code. Then, the results on a continuous-energy problemmore » are presented.« less

Propagation of uncertainty in nasal spray in vitro performance models using Monte Carlo simulation: Part II. Error propagation during product performance modeling.

PubMed

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

Molecular dynamics simulation of a piston driven shock wave in a hard sphere gas. Final Contractor ReportPh.D. Thesis

NASA Technical Reports Server (NTRS)

Woo, Myeung-Jouh; Greber, Isaac

1995-01-01

Molecular dynamics simulation is used to study the piston driven shock wave at Mach 1.5, 3, and 10. A shock tube, whose shape is a circular cylinder, is filled with hard sphere molecules having a Maxwellian thermal velocity distribution and zero mean velocity. The piston moves and a shock wave is generated. All collisions are specular, including those between the molecules and the computational boundaries, so that the shock development is entirely causal, with no imposed statistics. The structure of the generated shock is examined in detail, and the wave speed; profiles of density, velocity, and temperature; and shock thickness are determined. The results are compared with published results of other methods, especially the direct simulation Monte-Carlo method. Property profiles are similar to those generated by direct simulation Monte-Carlo method. The shock wave thicknesses are smaller than the direct simulation Monte-Carlo results, but larger than those of the other methods. Simulation of a shock wave, which is one-dimensional, is a severe test of the molecular dynamics method, which is always three-dimensional. A major challenge of the thesis is to examine the capability of the molecular dynamics methods by choosing a difficult task.

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.

Minimal model for the secondary structures and conformational conversions in proteins

NASA Astrophysics Data System (ADS)

Imamura, Hideo

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

LMC: Logarithmantic Monte Carlo

NASA Astrophysics Data System (ADS)

Mantz, Adam B.

2017-06-01

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

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

DOE PAGES

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.

Radiation shielding evaluation of the BNCT treatment room at THOR: a TORT-coupled MCNP Monte Carlo simulation study.

PubMed

Chen, A Y; Liu, Y-W H; Sheu, R J

2008-01-01

This study investigates the radiation shielding design of the treatment room for boron neutron capture therapy at Tsing Hua Open-pool Reactor using "TORT-coupled MCNP" method. With this method, the computational efficiency is improved significantly by two to three orders of magnitude compared to the analog Monte Carlo MCNP calculation. This makes the calculation feasible using a single CPU in less than 1 day. Further optimization of the photon weight windows leads to additional 50-75% improvement in the overall computational efficiency.

Preliminary results of 3D dose calculations with MCNP-4B code from a SPECT image.

PubMed

Rodríguez Gual, M; Lima, F F; Sospedra Alfonso, R; González González, J; Calderón Marín, C

2004-01-01

Interface software was developed to generate the input file to run Monte Carlo MCNP-4B code from medical image in Interfile format version 3.3. The software was tested using a spherical phantom of tomography slides with known cumulated activity distribution in Interfile format generated with IMAGAMMA medical image processing system. The 3D dose calculation obtained with Monte Carlo MCNP-4B code was compared with the voxel S factor method. The results show a relative error between both methods less than 1 %.

Application of the Monte Carlo method for building up models for octanol-water partition coefficient of platinum complexes

NASA Astrophysics Data System (ADS)

Toropov, Andrey A.; Toropova, Alla P.

2018-06-01

Predictive model of logP for Pt(II) and Pt(IV) complexes built up with the Monte Carlo method using the CORAL software has been validated with six different splits into the training and validation sets. The improving of the predictive potential of models for six different splits has been obtained using so-called index of ideality of correlation. The suggested models give possibility to extract molecular features, which cause the increase or vice versa decrease of the logP.

LP-search and its use in analysis of the accuracy of control systems with acoustical models

NASA Technical Reports Server (NTRS)

Sergeyev, V. I.; Sobol, I. M.; Statnikov, R. B.; Statnikov, I. N.

1973-01-01

The LP-search is proposed as an analog of the Monte Carlo method for finding values in nonlinear statistical systems. It is concluded that: To attain the required accuracy in solution to the problem of control for a statistical system in the LP-search, a considerably smaller number of tests is required than in the Monte Carlo method. The LP-search allows the possibility of multiple repetitions of tests under identical conditions and observability of the output variables of the system.

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

Stopping power and dose calculations with analytical and Monte Carlo methods for protons and prompt gamma range verification

NASA Astrophysics Data System (ADS)

Usta, Metin; Tufan, Mustafa Çağatay; Aydın, Güral; Bozkurt, Ahmet

2018-07-01

In this study, we have performed the calculations stopping power, depth dose, and range verification for proton beams using dielectric and Bethe-Bloch theories and FLUKA, Geant4 and MCNPX Monte Carlo codes. In the framework, as analytical studies, Drude model was applied for dielectric theory and effective charge approach with Roothaan-Hartree-Fock charge densities was used in Bethe theory. In the simulations different setup parameters were selected to evaluate the performance of three distinct Monte Carlo codes. The lung and breast tissues were investigated are considered to be related to the most common types of cancer throughout the world. The results were compared with each other and the available data in literature. In addition, the obtained results were verified with prompt gamma range data. In both stopping power values and depth-dose distributions, it was found that the Monte Carlo values give better results compared with the analytical ones while the results that agree best with ICRU data in terms of stopping power are those of the effective charge approach between the analytical methods and of the FLUKA code among the MC packages. In the depth dose distributions of the examined tissues, although the Bragg curves for Monte Carlo almost overlap, the analytical ones show significant deviations that become more pronounce with increasing energy. Verifications with the results of prompt gamma photons were attempted for 100-200 MeV protons which are regarded important for proton therapy. The analytical results are within 2%-5% and the Monte Carlo values are within 0%-2% as compared with those of the prompt gammas.

Finite element model updating using the shadow hybrid Monte Carlo technique

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

A 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

Multi-Conformation Monte Carlo: A Method for Introducing Flexibility in Efficient Simulations of Many-Protein Systems.

PubMed

Prytkova, Vera; Heyden, Matthias; Khago, Domarin; Freites, J Alfredo; Butts, Carter T; Martin, Rachel W; Tobias, Douglas J

2016-08-25

We present a novel multi-conformation Monte Carlo simulation method that enables the modeling of protein-protein interactions and aggregation in crowded protein solutions. This approach is relevant to a molecular-scale description of realistic biological environments, including the cytoplasm and the extracellular matrix, which are characterized by high concentrations of biomolecular solutes (e.g., 300-400 mg/mL for proteins and nucleic acids in the cytoplasm of Escherichia coli). Simulation of such environments necessitates the inclusion of a large number of protein molecules. Therefore, computationally inexpensive methods, such as rigid-body Brownian dynamics (BD) or Monte Carlo simulations, can be particularly useful. However, as we demonstrate herein, the rigid-body representation typically employed in simulations of many-protein systems gives rise to certain artifacts in protein-protein interactions. Our approach allows us to incorporate molecular flexibility in Monte Carlo simulations at low computational cost, thereby eliminating ambiguities arising from structure selection in rigid-body simulations. We benchmark and validate the methodology using simulations of hen egg white lysozyme in solution, a well-studied system for which extensive experimental data, including osmotic second virial coefficients, small-angle scattering structure factors, and multiple structures determined by X-ray and neutron crystallography and solution NMR, as well as rigid-body BD simulation results, are available for comparison.

Path-integral Monte Carlo method for Rényi entanglement entropies.

PubMed

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

2014-07-01

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

Intrinsic fluorescence of protein in turbid media using empirical relation based on Monte Carlo lookup table

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.

Investigation of electronic and magnetic properties of FeS: First principle and Monte Carlo simulations

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.

Methodology of full-core Monte Carlo calculations with leakage parameter evaluations for benchmark critical experiment analysis

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.

A comparison of maximum likelihood and other estimators of eigenvalues from several correlated Monte Carlo samples

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

Beer, M.

1980-12-01

The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that themore » use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates.« less

The effect of carrier gas flow rate and source cell temperature on low pressure organic vapor phase deposition simulation by direct simulation Monte Carlo method

PubMed Central

Wada, Takao; Ueda, Noriaki

2013-01-01

The process of low pressure organic vapor phase deposition (LP-OVPD) controls the growth of amorphous organic thin films, where the source gases (Alq3 molecule, etc.) are introduced into a hot wall reactor via an injection barrel using an inert carrier gas (N2 molecule). It is possible to control well the following substrate properties such as dopant concentration, deposition rate, and thickness uniformity of the thin film. In this paper, we present LP-OVPD simulation results using direct simulation Monte Carlo-Neutrals (Particle-PLUS neutral module) which is commercial software adopting direct simulation Monte Carlo method. By estimating properly the evaporation rate with experimental vaporization enthalpies, the calculated deposition rates on the substrate agree well with the experimental results that depend on carrier gas flow rate and source cell temperature. PMID:23674843

Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media

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

McSnow: A Monte-Carlo Particle Model for Riming and Aggregation of Ice Particles in a Multidimensional Microphysical Phase Space

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

DOE PAGES

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

Monte Carlo method for computing density of states and quench probability of potential energy and enthalpy landscapes.

PubMed

Mauro, John C; Loucks, Roger J; Balakrishnan, Jitendra; Raghavan, Srikanth

2007-05-21

The thermodynamics and kinetics of a many-body system can be described in terms of a potential energy landscape in multidimensional configuration space. The partition function of such a landscape can be written in terms of a density of states, which can be computed using a variety of Monte Carlo techniques. In this paper, a new self-consistent Monte Carlo method for computing density of states is described that uses importance sampling and a multiplicative update factor to achieve rapid convergence. The technique is then applied to compute the equilibrium quench probability of the various inherent structures (minima) in the landscape. The quench probability depends on both the potential energy of the inherent structure and the volume of its corresponding basin in configuration space. Finally, the methodology is extended to the isothermal-isobaric ensemble in order to compute inherent structure quench probabilities in an enthalpy landscape.

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

PubMed

Prokhorov, Alexander; Prokhorova, Nina I

2012-11-20

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

Study of optical and electronic properties of nickel from reflection electron energy loss spectra

NASA Astrophysics Data System (ADS)

Xu, H.; Yang, L. H.; Da, B.; Tóth, J.; Tőkési, K.; Ding, Z. J.

2017-09-01

We use the classical Monte Carlo transport model of electrons moving near the surface and inside solids to reproduce the measured reflection electron energy-loss spectroscopy (REELS) spectra. With the combination of the classical transport model and the Markov chain Monte Carlo (MCMC) sampling of oscillator parameters the so-called reverse Monte Carlo (RMC) method was developed, and used to obtain optical constants of Ni in this work. A systematic study of the electronic and optical properties of Ni has been performed in an energy loss range of 0-200 eV from the measured REELS spectra at primary energies of 1000 eV, 2000 eV and 3000 eV. The reliability of our method was tested by comparing our results with the previous data. Moreover, the accuracy of our optical data has been confirmed by applying oscillator strength-sum rule and perfect-screening-sum rule.

The difference between LSMC and replicating portfolio in insurance liability modeling.

PubMed

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.

An Evaluation of a Markov Chain Monte Carlo Method for the Two-Parameter Logistic Model.

ERIC Educational Resources Information Center

Kim, Seock-Ho; Cohen, Allan S.

The accuracy of the Markov Chain Monte Carlo (MCMC) procedure Gibbs sampling was considered for estimation of item parameters of the two-parameter logistic model. Data for the Law School Admission Test (LSAT) Section 6 were analyzed to illustrate the MCMC procedure. In addition, simulated data sets were analyzed using the MCMC, marginal Bayesian…

Shielding analyses: the rabbit vs the turtle?

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

Broadhead, B.L.

1996-12-31

This paper compares solutions using Monte Carlo and discrete- ordinates methods applied to two actual shielding situations in order to make some general observations concerning the efficiency and advantages/disadvantages of the two approaches. The discrete- ordinates solutions are performed using two-dimensional geometries, while the Monte Carlo approaches utilize three-dimensional geometries with both multigroup and point cross-section data.

Direct Simulation Monte Carlo Calculations in Support of the Columbia Shuttle Orbiter Accident Investigation

NASA Technical Reports Server (NTRS)

Gallis, Michael A.; LeBeau, Gerald J.; Boyles, Katie A.

2003-01-01

The Direct Simulation Monte Carlo method was used to provide 3-D simulations of the early entry phase of the Shuttle Orbiter. Undamaged and damaged scenarios were modeled to provide calibration points for engineering "bridging function" type of analysis. Currently the simulation technology (software and hardware) are mature enough to allow realistic simulations of three dimensional vehicles.

Recovery of Item Parameters in the Nominal Response Model: A Comparison of Marginal Maximum Likelihood Estimation and Markov Chain Monte Carlo Estimation.

ERIC Educational Resources Information Center

Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun

2002-01-01

Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)

Modeling 2D and 3D diffusion.

PubMed

Saxton, Michael J

2007-01-01

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

A New Approach to Monte Carlo Simulations in Statistical Physics

NASA Astrophysics Data System (ADS)

Landau, David P.

2002-08-01

Monte Carlo simulations [1] have become a powerful tool for the study of diverse problems in statistical/condensed matter physics. Standard methods sample the probability distribution for the states of the system, most often in the canonical ensemble, and over the past several decades enormous improvements have been made in performance. Nonetheless, difficulties arise near phase transitions-due to critical slowing down near 2nd order transitions and to metastability near 1st order transitions, and these complications limit the applicability of the method. We shall describe a new Monte Carlo approach [2] that uses a random walk in energy space to determine the density of states directly. Once the density of states is known, all thermodynamic properties can be calculated. This approach can be extended to multi-dimensional parameter spaces and should be effective for systems with complex energy landscapes, e.g., spin glasses, protein folding models, etc. Generalizations should produce a broadly applicable optimization tool. 1. A Guide to Monte Carlo Simulations in Statistical Physics, D. P. Landau and K. Binder (Cambridge U. Press, Cambridge, 2000). 2. Fugao Wang and D. P. Landau, Phys. Rev. Lett. 86, 2050 (2001); Phys. Rev. E64, 056101-1 (2001).

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

NASA Astrophysics Data System (ADS)

Ma, C.-M.; Li, Jinsheng

2011-05-01

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

NMR diffusion simulation based on conditional random walk.

PubMed

Gudbjartsson, H; Patz, S

1995-01-01

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

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

Sudhyadhom, A; McGuinness, C; Descovich, M

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

Modeling the Reflectance of the Lunar Regolith by a New Method Combining Monte Carlo Ray Tracing and Hapke's Model with Application to Chang'E-1 IIM Data

PubMed Central

Wu, Yunzhao; Tang, Zesheng

2014-01-01

In this paper, we model the reflectance of the lunar regolith by a new method combining Monte Carlo ray tracing and Hapke's model. The existing modeling methods exploit either a radiative transfer model or a geometric optical model. However, the measured data from an Interference Imaging spectrometer (IIM) on an orbiter were affected not only by the composition of minerals but also by the environmental factors. These factors cannot be well addressed by a single model alone. Our method implemented Monte Carlo ray tracing for simulating the large-scale effects such as the reflection of topography of the lunar soil and Hapke's model for calculating the reflection intensity of the internal scattering effects of particles of the lunar soil. Therefore, both the large-scale and microscale effects are considered in our method, providing a more accurate modeling of the reflectance of the lunar regolith. Simulation results using the Lunar Soil Characterization Consortium (LSCC) data and Chang'E-1 elevation map show that our method is effective and useful. We have also applied our method to Chang'E-1 IIM data for removing the influence of lunar topography to the reflectance of the lunar soil and to generate more realistic visualizations of the lunar surface. PMID:24526892

Fast quantum Monte Carlo on a GPU

NASA Astrophysics Data System (ADS)

Lutsyshyn, Y.

2015-02-01

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

Heterogeneous Hardware Parallelism Review of the IN2P3 2016 Computing School

NASA Astrophysics Data System (ADS)

Lafage, Vincent

2017-11-01

Parallel and hybrid Monte Carlo computation. The Monte Carlo method is the main workhorse for computation of particle physics observables. This paper provides an overview of various HPC technologies that can be used today: multicore (OpenMP, HPX), manycore (OpenCL). The rewrite of a twenty years old Fortran 77 Monte Carlo will illustrate the various programming paradigms in use beyond language implementation. The problem of parallel random number generator will be addressed. We will give a short report of the one week school dedicated to these recent approaches, that took place in École Polytechnique in May 2016.

Discrete ordinates-Monte Carlo coupling: A comparison of techniques in NERVA radiation analysis

NASA Technical Reports Server (NTRS)

Lindstrom, D. G.; Normand, E.; Wilcox, A. D.

1972-01-01

In the radiation analysis of the NERVA nuclear rocket system, two-dimensional discrete ordinates calculations are sufficient to provide detail in the pressure vessel and reactor assembly. Other parts of the system, however, require three-dimensional Monte Carlo analyses. To use these two methods in a single analysis, a means of coupling was developed whereby the results of a discrete ordinates calculation can be used to produce source data for a Monte Carlo calculation. Several techniques for producing source detail were investigated. Results of calculations on the NERVA system are compared and limitations and advantages of the coupling techniques discussed.

Neoclassical toroidal viscosity calculations in tokamaks using a δf Monte Carlo simulation and their verifications.

PubMed

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.

Monte Carlo simulation of cutaneous absorption and reflectance for clear, matt and dark biological tissue with varicosities: an investigation for dermatological laser

NASA Astrophysics Data System (ADS)

Klouch, Nawel; Riane, Houaria; Hamdache, Fatima; Addi, Djamel

2013-05-01

We are interested in modeling the interaction between light and biological tissue from the Monte Carlo method which is an approach used to solve modeling problems in different physical domains. Through the Monte Carlo approach we are going to try to interpret the spectral response absorption, reflectance, transmittance of normal human tissue under its three dominant tints in the visible range (350-700) nm. Then we will focus on the spectral response of the human tissue with varicosities in order to determinate the optimal conditions of operating the semiconductor laser for esthetic aim.

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

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

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

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

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

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

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

Implementation of the direct S ( α , β ) method in the KENO Monte Carlo code

DOE PAGES

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.

PubMed

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

2011-11-07

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

A Multi-Objective Optimization Technique to Model the Pareto Front of Organic Dielectric Polymers

NASA Astrophysics Data System (ADS)

Gubernatis, J. E.; Mannodi-Kanakkithodi, A.; Ramprasad, R.; Pilania, G.; Lookman, T.

Multi-objective optimization is an area of decision making that is concerned with mathematical optimization problems involving more than one objective simultaneously. Here we describe two new Monte Carlo methods for this type of optimization in the context of their application to the problem of designing polymers with more desirable dielectric and optical properties. We present results of applying these Monte Carlo methods to a two-objective problem (maximizing the total static band dielectric constant and energy gap) and a three objective problem (maximizing the ionic and electronic contributions to the static band dielectric constant and energy gap) of a 6-block organic polymer. Our objective functions were constructed from high throughput DFT calculations of 4-block polymers, following the method of Sharma et al., Nature Communications 5, 4845 (2014) and Mannodi-Kanakkithodi et al., Scientific Reports, submitted. Our high throughput and Monte Carlo methods of analysis extend to general N-block organic polymers. This work was supported in part by the LDRD DR program of the Los Alamos National Laboratory and in part by a Multidisciplinary University Research Initiative (MURI) Grant from the Office of Naval Research.

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

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

Kim, Jeongnim; Reboredo, Fernando A.

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

Polarized radiative transfer considering thermal emission in semitransparent media

NASA Astrophysics Data System (ADS)

Ben, Xun; Yi, Hong-Liang; Tan, He-Ping

2014-09-01

The characteristics of the polarization must be considered for a complete and correct description of radiation transfer in a scattering medium. Observing and identifying the polarizition characteristics of the thermal emission of a hot semitransparent medium have a major significance to analyze the optical responses of the medium for different temperatures. In this paper, a Monte Carlo method is developed for polarzied radiative transfer in a semitransparent medium. There are mainly two kinds of mechanisms leading to polarization of light: specular reflection on the Fresnel boundary and scattering by particles. The determination of scattering direction is the key to solve polarized radiative transfer problem using the Monte Carlo method. An optimized rejection method is used to calculate the scattering angles. In the model, the treatment of specular reflection is also considered, and in the process of tracing photons, the normalization must be applied to the Stokes vector when scattering, reflection, or transmission occurs. The vector radiative transfer matrix (VRTM) is defined and solved using Monte Carlo strategy, by which all four Stokes elements can be determined. Our results for Rayleigh scattering and Mie scattering are compared well with published data. The accuracy of the developed Monte Carlo method is shown to be good enough for the solution to vector radiative transfer. Polarization characteristics of thermal emission in a hot semitransparent medium is investigated, and results show that the U and V parameters of Stokes vector are equal to zero, an obvious peak always appear in the Q curve instead of the I curve, and refractive index has a completely different effect on I from Q.

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

PubMed Central

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

2018-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational–Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state. PMID:29618848

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

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

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

Hybrid transport and diffusion modeling using electron thermal transport Monte Carlo SNB in DRACO

NASA Astrophysics Data System (ADS)

Chenhall, Jeffrey; Moses, Gregory

2017-10-01

The iSNB (implicit Schurtz Nicolai Busquet) multigroup diffusion electron thermal transport method is adapted into an Electron Thermal Transport Monte Carlo (ETTMC) transport method to better model angular and long mean free path non-local effects. Previously, the ETTMC model had been implemented in the 2D DRACO multiphysics code and found to produce consistent results with the iSNB method. Current work is focused on a hybridization of the computationally slower but higher fidelity ETTMC transport method with the computationally faster iSNB diffusion method in order to maximize computational efficiency. Furthermore, effects on the energy distribution of the heat flux divergence are studied. Work to date on the hybrid method will be presented. This work was supported by Sandia National Laboratories and the Univ. of Rochester Laboratory for Laser Energetics.

Efficient global biopolymer sampling with end-transfer configurational bias Monte Carlo

NASA Astrophysics Data System (ADS)

Arya, Gaurav; Schlick, Tamar

2007-01-01

We develop an "end-transfer configurational bias Monte Carlo" method for efficient thermodynamic sampling of complex biopolymers and assess its performance on a mesoscale model of chromatin (oligonucleosome) at different salt conditions compared to other Monte Carlo moves. Our method extends traditional configurational bias by deleting a repeating motif (monomer) from one end of the biopolymer and regrowing it at the opposite end using the standard Rosenbluth scheme. The method's sampling efficiency compared to local moves, pivot rotations, and standard configurational bias is assessed by parameters relating to translational, rotational, and internal degrees of freedom of the oligonucleosome. Our results show that the end-transfer method is superior in sampling every degree of freedom of the oligonucleosomes over other methods at high salt concentrations (weak electrostatics) but worse than the pivot rotations in terms of sampling internal and rotational sampling at low-to-moderate salt concentrations (strong electrostatics). Under all conditions investigated, however, the end-transfer method is several orders of magnitude more efficient than the standard configurational bias approach. This is because the characteristic sampling time of the innermost oligonucleosome motif scales quadratically with the length of the oligonucleosomes for the end-transfer method while it scales exponentially for the traditional configurational-bias method. Thus, the method we propose can significantly improve performance for global biomolecular applications, especially in condensed systems with weak nonbonded interactions and may be combined with local enhancements to improve local sampling.

Nanoshells for photothermal therapy: a Monte-Carlo based numerical study of their design tolerance

PubMed Central

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

Metallic lithium by quantum Monte Carlo

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

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

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

Simulating the reactions of CO2 in aqueous monoethanolamine solution by reaction ensemble Monte Carlo using the continuous fractional component method.

PubMed

Balaji, Sayee Prasaad; Gangarapu, Satesh; Ramdin, Mahinder; Torres-Knoop, Ariana; Zuilhof, Han; Goetheer, Earl L V; Dubbeldam, David; Vlugt, Thijs J H

2015-06-09

Molecular simulations were used to compute the equilibrium concentrations of the different species in CO2/monoethanolamine solutions for different CO2 loadings. Simulations were performed in the Reaction Ensemble using the continuous fractional component Monte Carlo method at temperatures of 293, 333, and 353 K. The resulting computed equilibrium concentrations are in excellent agreement with experimental data. The effect of different reaction pathways was investigated. For a complete understanding of the equilibrium speciation, it is essential to take all elementary reactions into account because considering only the overall reaction of CO2 with MEA is insufficient. The effects of electrostatics and intermolecular van der Waals interactions were also studied, clearly showing that solvation of reactants and products is essential for the reaction. The Reaction Ensemble Monte Carlo using the continuous fractional component method opens the possibility of investigating the effects of the solvent on CO2 chemisorption by eliminating the need to study different reaction pathways and concentrate only on the thermodynamics of the system.

Adapting phase-switch Monte Carlo method for flexible organic molecules

NASA Astrophysics Data System (ADS)

Bridgwater, Sally; Quigley, David

2014-03-01

The role of cholesterol in lipid bilayers has been widely studied via molecular simulation, however, there has been relatively little work on crystalline cholesterol in biological environments. Recent work has linked the crystallisation of cholesterol in the body with heart attacks and strokes. Any attempt to model this process will require new models and advanced sampling methods to capture and quantify the subtle polymorphism of solid cholesterol, in which two crystalline phases are separated by a phase transition close to body temperature. To this end, we have adapted phase-switch Monte Carlo for use with flexible molecules, to calculate the free energy between crystal polymorphs to a high degree of accuracy. The method samples an order parameter , which divides a displacement space for the N molecules, into regions energetically favourable for each polymorph; which is traversed using biased Monte Carlo. Results for a simple model of butane will be presented, demonstrating that conformational flexibility can be correctly incorporated within a phase-switching scheme. Extension to a coarse grained model of cholesterol and the resulting free energies will be discussed.

Radiative transfer calculated from a Markov chain formalism

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

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

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

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

Implementation and testing of the on-the-fly thermal scattering Monte Carlo sampling method for graphite and light water in MCNP6

DOE PAGES

Pavlou, Andrew T.; Ji, Wei; Brown, Forrest B.

2016-01-23

Here, a proper treatment of thermal neutron scattering requires accounting for chemical binding through a scattering law S(α,β,T). Monte Carlo codes sample the secondary neutron energy and angle after a thermal scattering event from probability tables generated from S(α,β,T) tables at discrete temperatures, requiring a large amount of data for multiscale and multiphysics problems with detailed temperature gradients. We have previously developed a method to handle this temperature dependence on-the-fly during the Monte Carlo random walk using polynomial expansions in 1/T to directly sample the secondary energy and angle. In this paper, the on-the-fly method is implemented into MCNP6 andmore » tested in both graphite-moderated and light water-moderated systems. The on-the-fly method is compared with the thermal ACE libraries that come standard with MCNP6, yielding good agreement with integral reactor quantities like k-eigenvalue and differential quantities like single-scatter secondary energy and angle distributions. The simulation runtimes are comparable between the two methods (on the order of 5–15% difference for the problems tested) and the on-the-fly fit coefficients only require 5–15 MB of total data storage.« less

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

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

PubMed Central

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

2018-01-01

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

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

Neutron track length estimator for GATE Monte Carlo dose calculation in radiotherapy.

PubMed

Elazhar, H; Deschler, T; Létang, J M; Nourreddine, A; Arbor, N

2018-06-20

The out-of-field dose in radiation therapy is a growing concern in regards to the late side-effects and secondary cancer induction. In high-energy x-ray therapy, the secondary neutrons generated through photonuclear reactions in the accelerator are part of this secondary dose. The neutron dose is currently not estimated by the treatment planning system while it appears to be preponderant for distances greater than 50 cm from the isocenter. Monte Carlo simulation has become the gold standard for accurately calculating the neutron dose under specific treatment conditions but the method is also known for having a slow statistical convergence, which makes it difficult to be used on a clinical basis. The neutron track length estimator, a neutron variance reduction technique inspired by the track length estimator method has thus been developped for the first time in the Monte Carlo code GATE to allow a fast computation of the neutron dose in radiotherapy. The details of its implementation, as well as the comparison of its performances against the analog MC method, are presented here. A gain of time from 15 to 400 can be obtained by our method, with a mean difference in the dose calculation of about 1% in comparison with the analog MC method.

[The highest proportion of tobacco materials in the blend analysis using PPF projection method for the near-infrared spectrum and Monte Carlo method].

PubMed

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.

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.

Latin hypercube sampling and geostatistical modeling of spatial uncertainty in a spatially explicit forest landscape model simulation

Treesearch

Chonggang Xu; Hong S. He; Yuanman Hu; Yu Chang; Xiuzhen Li; Rencang Bu

2005-01-01

Geostatistical stochastic simulation is always combined with Monte Carlo method to quantify the uncertainty in spatial model simulations. However, due to the relatively long running time of spatially explicit forest models as a result of their complexity, it is always infeasible to generate hundreds or thousands of Monte Carlo simulations. Thus, it is of great...

Accurate Theoretical Predictions of the Properties of Energetic Materials

DTIC Science & Technology

2008-09-18

decomposition, Monte Carlo, molecular dynamics, supercritical fluids, solvation and separation, quantum Monte Carlo, potential energy surfaces, RDX , TNAZ...labs, who are contributing to the theoretical efforts, providing data for testing of the models, or aiding in the transition of the methods, models...and results to DoD applications. The major goals of the project are: • Models that describe phase transitions and chemical reactions in

McStas 1.1: a tool for building neutron Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Lefmann, K.; Nielsen, K.; Tennant, A.; Lake, B.

2000-03-01

McStas is a project to develop general tools for the creation of simulations of neutron scattering experiments. In this paper, we briefly introduce McStas and describe a particular application of the program: the Monte Carlo calculation of the resolution function of a standard triple-axis neutron scattering instrument. The method compares well with the analytical calculations of Popovici.

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.

Monte Carlo derivation of filtered tungsten anode X-ray spectra for dose computation in digital mammography*

PubMed Central

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

Monte Carlo methods to calculate impact probabilities

NASA Astrophysics Data System (ADS)

Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.

2014-09-01

Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward infinity, while the Hill sphere method results in a severely underestimated probability. We provide a discussion of the reasons for these differences, and we finally present the results of the MOID method in the form of probability maps for the Earth and Mars on their current orbits. These maps show a relatively flat probability distribution, except for the occurrence of two ridges found at small inclinations and for coinciding projectile/target perihelion distances. Conclusions: Our results verify the standard formulae in the general case, away from the singularities. In fact, severe shortcomings are limited to the immediate vicinity of those extreme orbits. On the other hand, the new Monte Carlo methods can be used without excessive consumption of computer time, and the MOID method avoids the problems associated with the other methods. Appendices are available in electronic form at http://www.aanda.org

Efficiencies of joint non-local update moves in Monte Carlo simulations of coarse-grained polymers

NASA Astrophysics Data System (ADS)

Austin, Kieran S.; Marenz, Martin; Janke, Wolfhard

2018-03-01

In this study four update methods are compared in their performance in a Monte Carlo simulation of polymers in continuum space. The efficiencies of the update methods and combinations thereof are compared with the aid of the autocorrelation time with a fixed (optimal) acceptance ratio. Results are obtained for polymer lengths N = 14, 28 and 42 and temperatures below, at and above the collapse transition. In terms of autocorrelation, the optimal acceptance ratio is approximately 0.4. Furthermore, an overview of the step sizes of the update methods that correspond to this optimal acceptance ratio is given. This shall serve as a guide for future studies that rely on efficient computer simulations.

A Method for Decentralised Optimisation in Networks

NASA Astrophysics Data System (ADS)

Saramäki, Jari

2005-06-01

We outline a method for distributed Monte Carlo optimisation of computational problems in networks of agents, such as peer-to-peer networks of computers. The optimisation and messaging procedures are inspired by gossip protocols and epidemic data dissemination, and are decentralised, i.e. no central overseer is required. In the outlined method, each agent follows simple local rules and seeks for better solutions to the optimisation problem by Monte Carlo trials, as well as by querying other agents in its local neighbourhood. With proper network topology, good solutions spread rapidly through the network for further improvement. Furthermore, the system retains its functionality even in realistic settings where agents are randomly switched on and off.

Hedged Monte-Carlo: low variance derivative pricing with objective probabilities

NASA Astrophysics Data System (ADS)

Potters, Marc; Bouchaud, Jean-Philippe; Sestovic, Dragan

2001-01-01

We propose a new ‘hedged’ Monte-Carlo ( HMC) method to price financial derivatives, which allows to determine simultaneously the optimal hedge. The inclusion of the optimal hedging strategy allows one to reduce the financial risk associated with option trading, and for the very same reason reduces considerably the variance of our HMC scheme as compared to previous methods. The explicit accounting of the hedging cost naturally converts the objective probability into the ‘risk-neutral’ one. This allows a consistent use of purely historical time series to price derivatives and obtain their residual risk. The method can be used to price a large class of exotic options, including those with path dependent and early exercise features.

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

NASA Astrophysics Data System (ADS)

Schwarz, Karsten; Rieger, Heiko

2013-03-01

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

Prognostics of lithium-ion batteries based on Dempster-Shafer theory and the Bayesian Monte Carlo method

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.

Monte Carlo errors with less errors

NASA Astrophysics Data System (ADS)

Wolff, Ulli; Alpha Collaboration

2004-01-01

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

Replica-exchange Wang Landau sampling: pushing the limits of Monte Carlo simulations in materials sciences

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

Perera, Meewanage Dilina N; Li, Ying Wai; Eisenbach, Markus

We describe the study of thermodynamics of materials using replica-exchange Wang Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang Landau Monte Carlo method. To evaluate the performance and scalability of the method, we investigate the magnetic phase transition in body-centered cubic (bcc) iron using the classical Heisenberg model parameterized with first principles calculations. We demonstrate that our framework leads to a significant speedup without compromising the accuracy and precision and facilitates the study of much larger systems than is possible with its serial counterpart.

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

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

Charge-transfer excited states: Seeking a balanced and efficient wave function ansatz in variational Monte Carlo

DOE PAGES

Blunt, Nick S.; Neuscamman, Eric

2017-11-16

We present a simple and efficient wave function ansatz for the treatment of excited charge-transfer states in real-space quantum Monte Carlo methods. Using the recently-introduced variation-after-response method, this ansatz allows a crucial orbital optimization step to be performed beyond a configuration interaction singles expansion, while only requiring calculation of two Slater determinant objects. As a result, we demonstrate this ansatz for the illustrative example of the stretched LiF molecule, for a range of excited states of formaldehyde, and finally for the more challenging ethylene-tetrafluoroethylene molecule.

Development of a Method to Determine the Audiogram of the Guinea Pig for Threshold Shift Studies,

DTIC Science & Technology

1984-01-01

AD-A139 717 DEVELOPENI OF A MEHO 10O DEUUUINE tHE AU0IOOGAB Of II THE GUINEA PIG FP0.6 I ARM AEOICAL RESEARCH LAO FORT RUICKER AL. C COMPEIIAIOAE It...tS4 USAARL REPORT NO. 84 - 4 RESU DEVELOPMENT OF A METHOD TO DETERMINE THE AUDIOGRAM OF THE GUINEA PIG FOR THRESHOLD SHIFT STUDIES By Carlos Comperatore...Determine the Audiogram of the Guinea Pig for Threshold Shift Studies G. PERFORMING ORo. REPORT MummaR 7. AUTHOR(e) S. CONTRACT OR GRANT NUMSERa) Carlos

A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model.

PubMed

Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin

2016-09-28

Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.

A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model

PubMed Central

Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin

2016-01-01

Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained. PMID:27690042

Data collection strategies for time-resolved X-ray free-electron laser diffraction, and 2-color methods

PubMed Central

Li, Chufeng; Schmidt, Kevin; Spence, John C.

2015-01-01

We compare three schemes for time-resolved X-ray diffraction from protein nanocrystals using an X-ray free-electron laser. We find expressions for the errors in structure factor measurement using the Monte Carlo pump-probe method of data analysis with a liquid jet, the fixed sample pump-probe (goniometer) method (both diffract-and-destroy, and below the safe damage dose), and a proposed two-color method. Here, an optical pump pulse arrives between X-ray pulses of slightly different energies which hit the same nanocrystal, using a weak first X-ray pulse which does not damage the sample. (Radiation damage is outrun in the other cases.) This two-color method, in which separated Bragg spots are impressed on the same detector readout, eliminates stochastic fluctuations in crystal size, shape, and orientation and is found to require two orders of magnitude fewer diffraction patterns than the currently used Monte Carlo liquid jet method, for 1% accuracy. Expressions are given for errors in structure factor measurement for the four approaches, and detailed simulations provided for cathepsin B and IC3 crystals. While the error is independent of the number of shots for the dose-limited goniometer method, it falls off inversely as the square root of the number of shots for the two-color and Monte Carlo methods, with a much smaller pre-factor for the two-color mode, when the first shot is below the damage threshold. PMID:26798813

Dosimetry of gamma chamber blood irradiator using PAGAT gel dosimeter and Monte Carlo simulations

PubMed Central

Mohammadyari, Parvin; Zehtabian, Mehdi; Sina, Sedigheh; Tavasoli, Ali Reza

2014-01-01

Currently, the use of blood irradiation for inactivating pathogenic microbes in infected blood products and preventing graft‐versus‐host disease (GVHD) in immune suppressed patients is greater than ever before. In these systems, dose distribution and uniformity are two important concepts that should be checked. In this study, dosimetry of the gamma chamber blood irradiator model Gammacell 3000 Elan was performed by several dosimeter methods including thermoluminescence dosimeters (TLD), PAGAT gel dosimetry, and Monte Carlo simulations using MCNP4C code. The gel dosimeter was put inside a glass phantom and the TL dosimeters were placed on its surface, and the phantom was then irradiated for 5 min and 27 sec. The dose values at each point inside the vials were obtained from the magnetic resonance imaging of the phantom. For Monte Carlo simulations, all components of the irradiator were simulated and the dose values in a fine cubical lattice were calculated using tally F6. This study shows that PAGAT gel dosimetry results are in close agreement with the results of TL dosimetry, Monte Carlo simulations, and the results given by the vendor, and the percentage difference between the different methods is less than 4% at different points inside the phantom. According to the results obtained in this study, PAGAT gel dosimetry is a reliable method for dosimetry of the blood irradiator. The major advantage of this kind of dosimetry is that it is capable of 3D dose calculation. PACS number: 87.53.Bn PMID:24423829

Molecular Properties by Quantum Monte Carlo: An Investigation on the Role of the Wave Function Ansatz and the Basis Set in the Water Molecule

PubMed Central

Zen, Andrea; Luo, Ye; Sorella, Sandro; Guidoni, Leonardo

2014-01-01

Quantum Monte Carlo methods are accurate and promising many body techniques for electronic structure calculations which, in the last years, are encountering a growing interest thanks to their favorable scaling with the system size and their efficient parallelization, particularly suited for the modern high performance computing facilities. The ansatz of the wave function and its variational flexibility are crucial points for both the accurate description of molecular properties and the capabilities of the method to tackle large systems. In this paper, we extensively analyze, using different variational ansatzes, several properties of the water molecule, namely, the total energy, the dipole and quadrupole momenta, the ionization and atomization energies, the equilibrium configuration, and the harmonic and fundamental frequencies of vibration. The investigation mainly focuses on variational Monte Carlo calculations, although several lattice regularized diffusion Monte Carlo calculations are also reported. Through a systematic study, we provide a useful guide to the choice of the wave function, the pseudopotential, and the basis set for QMC calculations. We also introduce a new method for the computation of forces with finite variance on open systems and a new strategy for the definition of the atomic orbitals involved in the Jastrow-Antisymmetrised Geminal power wave function, in order to drastically reduce the number of variational parameters. This scheme significantly improves the efficiency of QMC energy minimization in case of large basis sets. PMID:24526929

Data Analysis Recipes: Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Hogg, David W.; Foreman-Mackey, Daniel

2018-05-01

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems. We give advice on method choice, tuning for performance, methods for initialization, tests of convergence, troubleshooting, and use of the chain output to produce or report parameter estimates with associated uncertainties. We argue that autocorrelation time is the most important test for convergence, as it directly connects to the uncertainty on the sampling estimate of any quantity of interest. We emphasize that sampling is a method for doing integrals; this guides our thinking about how MCMC output is best used. .

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Improved Convergence Rate of Multi-Group Scattering Moment Tallies for Monte Carlo Neutron Transport Codes

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.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Combined Monte Carlo/torsion-angle molecular dynamics for ensemble modeling of proteins, nucleic acids and carbohydrates.

PubMed

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.

An analysis on the theory of pulse oximetry by Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Fan, Shangchun; Cai, Rui; Xing, Weiwei; Liu, Changting; Chen, Guangfei; Wang, Junfeng

2008-10-01

The pulse oximetry is a kind of electronic instrument that measures the oxygen saturation of arterial blood and pulse rate by non-invasive techniques. It enables prompt recognition of hypoxemia. In a conventional transmittance type pulse oximeter, the absorption of light by oxygenated and reduced hemoglobin is measured at two wavelength 660nm and 940nm. But the accuracy and measuring range of the pulse oximeter can not meet the requirement of clinical application. There are limitations in the theory of pulse oximetry, which is proved by Monte Carlo method. The mean paths are calculated in the Monte Carlo simulation. The results prove that the mean paths are not the same between the different wavelengths.

Monte Carlo simulations of the properties and structure of hexadecyltrimethylammonium chloride micelles of various shapes in aqueous-salt solutions

NASA Astrophysics Data System (ADS)

Burov, S. V.; Piotrovskaya, E. M.

2006-08-01

The thermodynamic and structural properties of spherical and cylindrical hexadecyltrimethylammonium chloride micelles in water and a solution of sodium benzoate were studied by the Monte Carlo method. The local densities of particles in the systems, orientations of benzoate ions, two-particle distribution functions, and the influence of sodium benzoate admixtures on the properties and structure of micellar solutions were studied.

Monte Carlo simulation of Alaska wolf survival

NASA Astrophysics Data System (ADS)

Feingold, S. J.

1996-02-01

Alaskan wolves live in a harsh climate and are hunted intensively. Penna's biological aging code, using Monte Carlo methods, has been adapted to simulate wolf survival. It was run on the case in which hunting causes the disruption of wolves' social structure. Social disruption was shown to increase the number of deaths occurring at a given level of hunting. For high levels of social disruption, the population did not survive.

Procedure for Adapting Direct Simulation Monte Carlo Meshes

NASA Technical Reports Server (NTRS)

Woronowicz, Michael S.; Wilmoth, Richard G.; Carlson, Ann B.; Rault, Didier F. G.

1992-01-01

A technique is presented for adapting computational meshes used in the G2 version of the direct simulation Monte Carlo method. The physical ideas underlying the technique are discussed, and adaptation formulas are developed for use on solutions generated from an initial mesh. The effect of statistical scatter on adaptation is addressed, and results demonstrate the ability of this technique to achieve more accurate results without increasing necessary computational resources.

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

PubMed

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

2013-09-21

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

Efficient Monte Carlo Methods for Biomolecular Simulations.

NASA Astrophysics Data System (ADS)

Bouzida, Djamal

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

High-resolution Monte Carlo simulation of flow and conservative transport in heterogeneous porous media: 2. Transport results

USGS Publications Warehouse

Naff, R.L.; Haley, D.F.; Sudicky, E.A.

1998-01-01

In this, the second of two papers concerned with the use of numerical simulation to examine flow and transport parameters in heterogeneous porous media via Monte Carlo methods, results from the transport aspect of these simulations are reported on. Transport simulations contained herein assume a finite pulse input of conservative tracer, and the numerical technique endeavors to realistically simulate tracer spreading as the cloud moves through a heterogeneous medium. Medium heterogeneity is limited to the hydraulic conductivity field, and generation of this field assumes that the hydraulic-conductivity process is second-order stationary. Methods of estimating cloud moments, and the interpretation of these moments, are discussed. Techniques for estimation of large-time macrodispersivities from cloud second-moment data, and for the approximation of the standard errors associated with these macrodispersivities, are also presented. These moment and macrodispersivity estimation techniques were applied to tracer clouds resulting from transport scenarios generated by specific Monte Carlo simulations. Where feasible, moments and macrodispersivities resulting from the Monte Carlo simulations are compared with first- and second-order perturbation analyses. Some limited results concerning the possible ergodic nature of these simulations, and the presence of non-Gaussian behavior of the mean cloud, are reported on as well.

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

NASA Astrophysics Data System (ADS)

Volkov, Sergey

2017-11-01

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

Extensions of the MCNP5 and TRIPOLI4 Monte Carlo Codes for Transient Reactor Analysis

NASA Astrophysics Data System (ADS)

Hoogenboom, J. Eduard; Sjenitzer, Bart L.

2014-06-01

To simulate reactor transients for safety analysis with the Monte Carlo method the generation and decay of delayed neutron precursors is implemented in the MCNP5 and TRIPOLI4 general purpose Monte Carlo codes. Important new variance reduction techniques like forced decay of precursors in each time interval and the branchless collision method are included to obtain reasonable statistics for the power production per time interval. For simulation of practical reactor transients also the feedback effect from the thermal-hydraulics must be included. This requires coupling of the Monte Carlo code with a thermal-hydraulics (TH) code, providing the temperature distribution in the reactor, which affects the neutron transport via the cross section data. The TH code also provides the coolant density distribution in the reactor, directly influencing the neutron transport. Different techniques for this coupling are discussed. As a demonstration a 3x3 mini fuel assembly with a moving control rod is considered for MCNP5 and a mini core existing of 3x3 PWR fuel assemblies with control rods and burnable poisons for TRIPOLI4. Results are shown for reactor transients due to control rod movement or withdrawal. The TRIPOLI4 transient calculation is started at low power and includes thermal-hydraulic feedback. The power rises about 10 decades and finally stabilises the reactor power at a much higher level than initial. The examples demonstrate that the modified Monte Carlo codes are capable of performing correct transient calculations, taking into account all geometrical and cross section detail.

Poster — Thur Eve — 45: Comparison of different Monte Carlo methods of scoring linear energy transfer in modulated proton therapy beams

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

Granville, DA; Sawakuchi, GO

2014-08-15

In this work, we demonstrate inconsistencies in commonly used Monte Carlo methods of scoring linear energy transfer (LET) in proton therapy beams. In particle therapy beams, the LET is an important parameter because the relative biological effectiveness (RBE) depends on it. LET is often determined using Monte Carlo techniques. We used a realistic Monte Carlo model of a proton therapy nozzle to score proton LET in spread-out Bragg peak (SOBP) depth-dose distributions. We used three different scoring and calculation techniques to determine average LET at varying depths within a 140 MeV beam with a 4 cm SOBP and a 250more » MeV beam with a 10 cm SOBP. These techniques included fluence-weighted (Φ-LET) and dose-weighted average (D-LET) LET calculations from: 1) scored energy spectra converted to LET spectra through a lookup table, 2) directly scored LET spectra and 3) accumulated LET scored ‘on-the-fly’ during simulations. All protons (primary and secondary) were included in the scoring. Φ-LET was found to be less sensitive to changes in scoring technique than D-LET. In addition, the spectral scoring methods were sensitive to low-energy (high-LET) cutoff values in the averaging. Using cutoff parameters chosen carefully for consistency between techniques, we found variations in Φ-LET values of up to 1.6% and variations in D-LET values of up to 11.2% for the same irradiation conditions, depending on the method used to score LET. Variations were largest near the end of the SOBP, where the LET and energy spectra are broader.« less

A Monte Carlo Simulation for Understanding Energy Measurements of Beta Particles Detected by the UCNb Experiment

NASA Astrophysics Data System (ADS)

Feng, Chi; UCNb Collaboration

2011-10-01

It is theorized that contributions to the Fierz interference term from scalar interaction beyond the Standard Model could be detectable in the spectrum of neutron beta-decay. The UCNb experiment run at the Los Alamos Neutron Science Center aims to accurately measure the neutron beta-decay energy spectrum to detect a nonzero interference term. The instrument consists of a cubic ``integrating sphere'' calorimeter attached with up to 4 photomultiplier tubes. The inside of the calorimeter is coated with white paint and a thin UV scintillating layer made of deuterated polystyrene to contain the ultracold neutrons. A Monte Carlo simulation using the Geant4 toolkit is developed in order to provide an accurate method of energy reconstruction. Offline calibration with the Kellogg Radiation Laboratory 140 keV electron gun and conversion electron sources will be used to validate the Monte Carlo simulation to give confidence in the energy reconstruction methods and to better understand systematics in the experiment data.

Simulation of phase equilibria

NASA Astrophysics Data System (ADS)

Martin, Marcus Gary

The focus of this thesis is on the use of configurational bias Monte Carlo in the Gibbs ensemble. Unlike Metropolis Monte Carlo, which is reviewed in chapter I, configurational bias Monte Carlo uses an underlying Markov chain transition matrix which is asymmetric in such a way that it is more likely to attempt to move to a molecular conformation which has a lower energy than to one with a higher energy. Chapter II explains how this enables efficient simulation of molecules with complex architectures (long chains and branched molecules) for coexisting fluid phases (liquid, vapor, or supercritical), and also presents several of our recent extensions to this method. In chapter III we discuss the development of the Transferable Potentials for Phase Equilibria United Atom (TraPPE-UA) force field which accurately describes the fluid phase coexistence for linear and branched alkanes. Finally, in the fourth chapter the methods and the force field are applied to systems ranging from supercritical extraction to gas chromatography to illustrate the power and versatility of our approach.

Direct calculation of liquid-vapor phase equilibria from transition matrix Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Errington, Jeffrey R.

2003-06-01

An approach for directly determining the liquid-vapor phase equilibrium of a model system at any temperature along the coexistence line is described. The method relies on transition matrix Monte Carlo ideas developed by Fitzgerald, Picard, and Silver [Europhys. Lett. 46, 282 (1999)]. During a Monte Carlo simulation attempted transitions between states along the Markov chain are monitored as opposed to tracking the number of times the chain visits a given state as is done in conventional simulations. Data collection is highly efficient and very precise results are obtained. The method is implemented in both the grand canonical and isothermal-isobaric ensemble. The main result from a simulation conducted at a given temperature is a density probability distribution for a range of densities that includes both liquid and vapor states. Vapor pressures and coexisting densities are calculated in a straightforward manner from the probability distribution. The approach is demonstrated with the Lennard-Jones fluid. Coexistence properties are directly calculated at temperatures spanning from the triple point to the critical point.

An atomic and molecular fluid model for efficient edge-plasma transport simulations at high densities

NASA Astrophysics Data System (ADS)

Rognlien, Thomas; Rensink, Marvin

2016-10-01

Transport simulations for the edge plasma of tokamaks and other magnetic fusion devices requires the coupling of plasma and recycling or injected neutral gas. There are various neutral models used for this purpose, e.g., atomic fluid model, a Monte Carlo particle models, transition/escape probability methods, and semi-analytic models. While the Monte Carlo method is generally viewed as the most accurate, it is time consuming, which becomes even more demanding for device simulations of high densities and size typical of fusion power plants because the neutral collisional mean-free path becomes very small. Here we examine the behavior of an extended fluid neutral model for hydrogen that includes both atoms and molecules, which easily includes nonlinear neutral-neutral collision effects. In addition to the strong charge-exchange between hydrogen atoms and ions, elastic scattering is included among all species. Comparisons are made with the DEGAS 2 Monte Carlo code. Work performed for U.S. DoE by LLNL under Contract DE-AC52-07NA27344.

Constant-pressure nested sampling with atomistic dynamics

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

[Evaluation of Organ Dose Estimation from Indices of CT Dose Using Dose Index Registry].

PubMed

Iriuchijima, Akiko; Fukushima, Yasuhiro; Ogura, Akio

Direct measurement of each patient organ dose from computed tomography (CT) is not possible. Most methods to estimate patient organ dose is using Monte Carlo simulation with dedicated software. However, dedicated software is too expensive for small scale hospitals. Not every hospital can estimate organ dose with dedicated software. The purpose of this study was to evaluate the simple method of organ dose estimation using some common indices of CT dose. The Monte Carlo simulation software Radimetrics (Bayer) was used for calculating organ dose and analysis relationship between indices of CT dose and organ dose. Multidetector CT scanners were compared with those from two manufactures (LightSpeed VCT, GE Healthcare; SOMATOM Definition Flash, Siemens Healthcare). Using stored patient data from Radimetrics, the relationships between indices of CT dose and organ dose were indicated as each formula for estimating organ dose. The accuracy of estimation method of organ dose was compared with the results of Monte Carlo simulation using the Bland-Altman plots. In the results, SSDE was the feasible index for estimation organ dose in almost organs because it reflected each patient size. The differences of organ dose between estimation and simulation were within 23%. In conclusion, our estimation method of organ dose using indices of CT dose is convenient for clinical with accuracy.

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

PubMed

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

2015-01-01

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

The Transcorrelated Method Combined with the Variational Monte Carlo Calculation: Application to Atoms

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).

Bayes factors for the linear ballistic accumulator model of decision-making.

PubMed

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.

Improvement and performance evaluation of the perturbation source method for an exact Monte Carlo perturbation calculation in fixed source problems

NASA Astrophysics Data System (ADS)

Sakamoto, Hiroki; Yamamoto, Toshihiro

2017-09-01

This paper presents improvement and performance evaluation of the "perturbation source method", which is one of the Monte Carlo perturbation techniques. The formerly proposed perturbation source method was first-order accurate, although it is known that the method can be easily extended to an exact perturbation method. A transport equation for calculating an exact flux difference caused by a perturbation is solved. A perturbation particle representing a flux difference is explicitly transported in the perturbed system, instead of in the unperturbed system. The source term of the transport equation is defined by the unperturbed flux and the cross section (or optical parameter) changes. The unperturbed flux is provided by an "on-the-fly" technique during the course of the ordinary fixed source calculation for the unperturbed system. A set of perturbation particle is started at the collision point in the perturbed region and tracked until death. For a perturbation in a smaller portion of the whole domain, the efficiency of the perturbation source method can be improved by using a virtual scattering coefficient or cross section in the perturbed region, forcing collisions. Performance is evaluated by comparing the proposed method to other Monte Carlo perturbation methods. Numerical tests performed for a particle transport in a two-dimensional geometry reveal that the perturbation source method is less effective than the correlated sampling method for a perturbation in a larger portion of the whole domain. However, for a perturbation in a smaller portion, the perturbation source method outperforms the correlated sampling method. The efficiency depends strongly on the adjustment of the new virtual scattering coefficient or cross section.

Improving multivariate Horner schemes with Monte Carlo tree search

NASA Astrophysics Data System (ADS)

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

2013-11-01

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

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.

Three-Dimensional General Relativistic Monte Carlo Neutrino Transport in Neutron Star Mergers

NASA Astrophysics Data System (ADS)

Richers, Sherwood; Radice, David

2018-06-01

How neutrinos interact with the debris ejected from merging neutron stars determines how much matter escapes, how hot the matter is, and the relative amounts of neutrons and protons. This makes understanding neutrino irradiation of ejected matter a necessary part of interpreting recent and future observations of so-called "kilonovae" to determine whether neutron star mergers can be the origin of heavy elements in the universe. I will discuss a new Monte Carlo method for simulating neutrino transport in these highly relativistic, multi-dimensional environments. I will use this tool to estimate how well approximate transport methods capture the neutrino irradiation and propose improvements to approximate methods that will aid in accurate modeling and interpretation of kilonovae.

Estimation of pressure-particle velocity impedance measurement uncertainty using the Monte Carlo method.

PubMed

Brandão, Eric; Flesch, Rodolfo C C; Lenzi, Arcanjo; Flesch, Carlos A

2011-07-01

The pressure-particle velocity (PU) impedance measurement technique is an experimental method used to measure the surface impedance and the absorption coefficient of acoustic samples in situ or under free-field conditions. In this paper, the measurement uncertainty of the the absorption coefficient determined using the PU technique is explored applying the Monte Carlo method. It is shown that because of the uncertainty, it is particularly difficult to measure samples with low absorption and that difficulties associated with the localization of the acoustic centers of the sound source and the PU sensor affect the quality of the measurement roughly to the same extent as the errors in the transfer function between pressure and particle velocity do. © 2011 Acoustical Society of America

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Feasibility of antihydrogen atom containment in helium: a problem of electron-positron correlation investigated by the Monte Carol method

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

Jackman, T.M.

1987-01-01

A theoretical investigation of the interaction potential between the helium atom and the antihydrogen atom was performed for the purpose of determining the feasibility of antihydrogen atom containment. The interaction potential showed an energy barrier to collapse of this system. A variational estimate of the height of this energy barrier and estimates of lifetime with respect to electron-positron annihilation were determined by the Variational Monte Carlo method. This calculation allowed for an improvement over an SCF result through the inclusion of explicit correlation factors in the trial wave function. An estimate of the correlation energy of this system was determinedmore » by the Green's Function Monte Carlo (GFMC) method.« less

Model-Averaged ℓ1 Regularization using Markov Chain Monte Carlo Model Composition

PubMed Central

Fraley, Chris; Percival, Daniel

2014-01-01

Bayesian Model Averaging (BMA) is an effective technique for addressing model uncertainty in variable selection problems. However, current BMA approaches have computational difficulty dealing with data in which there are many more measurements (variables) than samples. This paper presents a method for combining ℓ1 regularization and Markov chain Monte Carlo model composition techniques for BMA. By treating the ℓ1 regularization path as a model space, we propose a method to resolve the model uncertainty issues arising in model averaging from solution path point selection. We show that this method is computationally and empirically effective for regression and classification in high-dimensional datasets. We apply our technique in simulations, as well as to some applications that arise in genomics. PMID:25642001

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

NASA Astrophysics Data System (ADS)

Nieciąg, Halina

2015-10-01

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

Application of the Bootstrap Methods in Factor Analysis.

ERIC Educational Resources Information Center

Ichikawa, Masanori; Konishi, Sadanori

1995-01-01

A Monte Carlo experiment was conducted to investigate the performance of bootstrap methods in normal theory maximum likelihood factor analysis when the distributional assumption was satisfied or unsatisfied. Problems arising with the use of bootstrap methods are highlighted. (SLD)

SU-F-T-111: Investigation of the Attila Deterministic Solver as a Supplement to Monte Carlo for Calculating Out-Of-Field Radiotherapy Dose

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

Mille, M; Lee, C; Failla, G

Purpose: To use the Attila deterministic solver as a supplement to Monte Carlo for calculating out-of-field organ dose in support of epidemiological studies looking at the risks of second cancers. Supplemental dosimetry tools are needed to speed up dose calculations for studies involving large-scale patient cohorts. Methods: Attila is a multi-group discrete ordinates code which can solve the 3D photon-electron coupled linear Boltzmann radiation transport equation on a finite-element mesh. Dose is computed by multiplying the calculated particle flux in each mesh element by a medium-specific energy deposition cross-section. The out-of-field dosimetry capability of Attila is investigated by comparing averagemore » organ dose to that which is calculated by Monte Carlo simulation. The test scenario consists of a 6 MV external beam treatment of a female patient with a tumor in the left breast. The patient is simulated by a whole-body adult reference female computational phantom. Monte Carlo simulations were performed using MCNP6 and XVMC. Attila can export a tetrahedral mesh for MCNP6, allowing for a direct comparison between the two codes. The Attila and Monte Carlo methods were also compared in terms of calculation speed and complexity of simulation setup. A key perquisite for this work was the modeling of a Varian Clinac 2100 linear accelerator. Results: The solid mesh of the torso part of the adult female phantom for the Attila calculation was prepared using the CAD software SpaceClaim. Preliminary calculations suggest that Attila is a user-friendly software which shows great promise for our intended application. Computational performance is related to the number of tetrahedral elements included in the Attila calculation. Conclusion: Attila is being explored as a supplement to the conventional Monte Carlo radiation transport approach for performing retrospective patient dosimetry. The goal is for the dosimetry to be sufficiently accurate for use in retrospective epidemiological investigations.« less

SU-E-T-586: Field Size Dependence of Output Factor for Uniform Scanning Proton Beams: A Comparison of TPS Calculation, Measurement and Monte Carlo Simulation

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

WARP

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

Bergmann, Ryan M.; Rowland, Kelly L.

2017-04-12

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

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.

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

PubMed

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

2018-01-01

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

Monte Carlo simulation of depth-dose distributions in TLD-100 under 90Sr-90Y irradiation.

PubMed

Rodríguez-Villafuerte, M; Gamboa-deBuen, I; Brandan, M E

1997-04-01

In this work the depth-dose distribution in TLD-100 dosimeters under beta irradiation from a 90Sr-90Y source was investigated using the Monte Carlo method. Comparisons between the simulated data and experimental results showed that the depth-dose distribution is strongly affected by the different components of both the source and dosimeter holders due to the large number of electron scattering events.

Detector Design Considerations in High-Dimensional Artificial Immune Systems

DTIC Science & Technology

2012-03-22

a method known as randomized RNS [15]. In this approach, Monte Carlo integration is used to determine the size of self and non-self within the given...feature space, then a number of randomly placed detectors are chosen according to Monte Carlo integration calculations. Simulated annealing is then...detector is only counted once). This value is termed ‘actual content’ because it does not including overlapping content, but only that content that is

Coefficient Alpha Bootstrap Confidence Interval under Nonnormality

ERIC Educational Resources Information Center

Padilla, Miguel A.; Divers, Jasmin; Newton, Matthew

2012-01-01

Three different bootstrap methods for estimating confidence intervals (CIs) for coefficient alpha were investigated. In addition, the bootstrap methods were compared with the most promising coefficient alpha CI estimation methods reported in the literature. The CI methods were assessed through a Monte Carlo simulation utilizing conditions…

Measuring and monitoring KIPT Neutron Source Facility Reactivity

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

Cao, Yan; Gohar, Yousry; Zhong, Zhaopeng

2015-08-01

Argonne National Laboratory (ANL) of USA and Kharkov Institute of Physics and Technology (KIPT) of Ukraine have been collaborating on developing and constructing a neutron source facility at Kharkov, Ukraine. The facility consists of an accelerator-driven subcritical system. The accelerator has a 100 kW electron beam using 100 MeV electrons. The subcritical assembly has k eff less than 0.98. To ensure the safe operation of this neutron source facility, the reactivity of the subcritical core has to be accurately determined and continuously monitored. A technique which combines the area-ratio method and the flux-to-current ratio method is purposed to determine themore » reactivity of the KIPT subcritical assembly at various conditions. In particular, the area-ratio method can determine the absolute reactivity of the subcritical assembly in units of dollars by performing pulsed-neutron experiments. It provides reference reactivities for the flux-to-current ratio method to track and monitor the reactivity deviations from the reference state while the facility is at other operation modes. Monte Carlo simulations are performed to simulate both methods using the numerical model of the KIPT subcritical assembly. It is found that the reactivities obtained from both the area-ratio method and the flux-to-current ratio method are spatially dependent on the neutron detector locations and types. Numerical simulations also suggest optimal neutron detector locations to minimize the spatial effects in the flux-to-current ratio method. The spatial correction factors are calculated using Monte Carlo methods for both measuring methods at the selected neutron detector locations. Monte Carlo simulations are also performed to verify the accuracy of the flux-to-current ratio method in monitoring the reactivity swing during a fuel burnup cycle.« less

Calculating Relativistic Transition Matrix Elements for Hydrogenic Atoms Using Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Alexander, Steven; Coldwell, R. L.

2015-03-01

The nonrelativistic transition matrix elements for hydrogen atoms can be computed exactly and these expressions are given in a number of classic textbooks. The relativistic counterparts of these equations can also be computed exactly but these expressions have been described in only a few places in the literature. In part, this is because the relativistic equations lack the elegant simplicity of the nonrelativistic equations. In this poster I will describe how variational Monte Carlo methods can be used to calculate the energy and properties of relativistic hydrogen atoms and how the wavefunctions for these systems can be used to calculate transition matrix elements.

Grand canonical ensemble Monte Carlo simulation of the dCpG/proflavine crystal hydrate.

PubMed

Resat, H; Mezei, M

1996-09-01

The grand canonical ensemble Monte Carlo molecular simulation method is used to investigate hydration patterns in the crystal hydrate structure of the dCpG/proflavine intercalated complex. The objective of this study is to show by example that the recently advocated grand canonical ensemble simulation is a computationally efficient method for determining the positions of the hydrating water molecules in protein and nucleic acid structures. A detailed molecular simulation convergence analysis and an analogous comparison of the theoretical results with experiments clearly show that the grand ensemble simulations can be far more advantageous than the comparable canonical ensemble simulations.

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

PubMed

Prokhorov, Alexander

2012-05-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Structural, electronic and magnetic properties of LaCr2Si2C: Ab initio calculation, mean field approximation and Monte-Carlo simulation

NASA Astrophysics Data System (ADS)

Endichi, A.; Zaari, H.; Benyoussef, A.; El Kenz, A.

2018-06-01

The magnetic behavior of LaCr2Si2C compound is investigated in this work, using first principle methods, Monte Carlo simulation (MCS) and mean field approximation (MFA). The structural, electronic and magnetic properties are described using ab initio method in the framework of the Generalized Gradient Approximation (GGA), and the Full Potential-Linearized Augmented Plane Wave (FP-LAPW) method implemented in the WIEN2K packages. We have also computed the coupling terms between magnetic atoms which are used in Hamiltonian model. A theoretical study realized by mean field approximation and Monte Carlo Simulation within the Ising model is used to more understand the magnetic properties of this compound. Thereby, our results showed a ferromagnetic ordering of the Cr magnetic moments below the Curie temperature of 30 K (Tc < 30 K) in LaCr2Si2C. Other parameters are also computed as: the magnetization, the energy, the specific heat and the susceptibility. This material shows the small sign of supra-conductivity; and future researches could be focused to enhance the transport and magnetic properties of this system.

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

DOE PAGES

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

2017-04-05

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

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

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

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

2013-07-01

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

Adjoint Fokker-Planck equation and runaway electron dynamics

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

Liu, Chang; Brennan, Dylan P.; Bhattacharjee, Amitava

2016-01-15

The adjoint Fokker-Planck equation method is applied to study the runaway probability function and the expected slowing-down time for highly relativistic runaway electrons, including the loss of energy due to synchrotron radiation. In direct correspondence to Monte Carlo simulation methods, the runaway probability function has a smooth transition across the runaway separatrix, which can be attributed to effect of the pitch angle scattering term in the kinetic equation. However, for the same numerical accuracy, the adjoint method is more efficient than the Monte Carlo method. The expected slowing-down time gives a novel method to estimate the runaway current decay timemore » in experiments. A new result from this work is that the decay rate of high energy electrons is very slow when E is close to the critical electric field. This effect contributes further to a hysteresis previously found in the runaway electron population.« less

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

Denbleyker, Alan; Liu, Yuzhi; Meurice, Y.

We consider the sign problem for classical spin models at complexmore » $$\\beta =1/g_0^2$$ on $$L\\times L$$ lattices. We show that the tensor renormalization group method allows reliable calculations for larger Im$$\\beta$$ than the reweighting Monte Carlo method. For the Ising model with complex $$\\beta$$ we compare our results with the exact Onsager-Kaufman solution at finite volume. The Fisher zeros can be determined precisely with the TRG method. We check the convergence of the TRG method for the O(2) model on $$L\\times L$$ lattices when the number of states $$D_s$$ increases. We show that the finite size scaling of the calculated Fisher zeros agrees very well with the Kosterlitz-Thouless transition assumption and predict the locations for larger volume. The location of these zeros agree with Monte Carlo reweighting calculation for small volume. The application of the method for the O(2) model with a chemical potential is briefly discussed.« less

SCALE 6.2 Continuous-Energy TSUNAMI-3D Capabilities

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

Perfetti, Christopher M; Rearden, Bradley T

2015-01-01

The TSUNAMI (Tools for Sensitivity and UNcertainty Analysis Methodology Implementation) capabilities within the SCALE code system make use of sensitivity coefficients for an extensive number of criticality safety applications, such as quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different systems, quantifying computational biases, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved ease of use and fidelity and the desire to extend TSUNAMI analysis to advanced applications have motivated the development of a SCALE 6.2 module for calculating sensitivity coefficients using three-dimensional (3D) continuous-energy (CE) Montemore » Carlo methods: CE TSUNAMI-3D. This paper provides an overview of the theory, implementation, and capabilities of the CE TSUNAMI-3D sensitivity analysis methods. CE TSUNAMI contains two methods for calculating sensitivity coefficients in eigenvalue sensitivity applications: (1) the Iterated Fission Probability (IFP) method and (2) the Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Track length importance CHaracterization (CLUTCH) method. This work also presents the GEneralized Adjoint Response in Monte Carlo method (GEAR-MC), a first-of-its-kind approach for calculating adjoint-weighted, generalized response sensitivity coefficients—such as flux responses or reaction rate ratios—in CE Monte Carlo applications. The accuracy and efficiency of the CE TSUNAMI-3D eigenvalue sensitivity methods are assessed from a user perspective in a companion publication, and the accuracy and features of the CE TSUNAMI-3D GEAR-MC methods are detailed in this paper.« less

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.

Development of a generalized perturbation theory method for sensitivity analysis using continuous-energy Monte Carlo methods

DOE PAGES

Perfetti, Christopher M.; Rearden, Bradley T.

2016-03-01

The sensitivity and uncertainty analysis tools of the ORNL SCALE nuclear modeling and simulation code system that have been developed over the last decade have proven indispensable for numerous application and design studies for nuclear criticality safety and reactor physics. SCALE contains tools for analyzing the uncertainty in the eigenvalue of critical systems, but cannot quantify uncertainty in important neutronic parameters such as multigroup cross sections, fuel fission rates, activation rates, and neutron fluence rates with realistic three-dimensional Monte Carlo simulations. A more complete understanding of the sources of uncertainty in these design-limiting parameters could lead to improvements in processmore » optimization, reactor safety, and help inform regulators when setting operational safety margins. A novel approach for calculating eigenvalue sensitivity coefficients, known as the CLUTCH method, was recently explored as academic research and has been found to accurately and rapidly calculate sensitivity coefficients in criticality safety applications. The work presented here describes a new method, known as the GEAR-MC method, which extends the CLUTCH theory for calculating eigenvalue sensitivity coefficients to enable sensitivity coefficient calculations and uncertainty analysis for a generalized set of neutronic responses using high-fidelity continuous-energy Monte Carlo calculations. Here, several criticality safety systems were examined to demonstrate proof of principle for the GEAR-MC method, and GEAR-MC was seen to produce response sensitivity coefficients that agreed well with reference direct perturbation sensitivity coefficients.« less

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

NASA Astrophysics Data System (ADS)

Freitag, Marc Dewi

2013-02-01

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

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

PubMed

Guan, Fada; Johns, Jesse M; Vasudevan, Latha; Zhang, Guoqing; Tang, Xiaobin; Poston, John W; Braby, Leslie A

2015-06-01

Coincident counts can be observed in experimental radiation spectroscopy. Accurate quantification of the radiation source requires the detection efficiency of the spectrometer, which is often experimentally determined. However, Monte Carlo analysis can be used to supplement experimental approaches to determine the detection efficiency a priori. The traditional Monte Carlo method overestimates the detection efficiency as a result of omitting coincident counts caused mainly by multiple cascade source particles. In this study, a novel "multi-primary coincident counting" algorithm was developed using the Geant4 Monte Carlo simulation toolkit. A high-purity Germanium detector for ⁶⁰Co gamma-ray spectroscopy problems was accurately modeled to validate the developed algorithm. The simulated pulse height spectrum agreed well qualitatively with the measured spectrum obtained using the high-purity Germanium detector. The developed algorithm can be extended to other applications, with a particular emphasis on challenging radiation fields, such as counting multiple types of coincident radiations released from nuclear fission or used nuclear fuel.

Neutrality and evolvability of designed protein sequences

NASA Astrophysics Data System (ADS)

Bhattacherjee, Arnab; Biswas, Parbati

2010-07-01

The effect of foldability on protein’s evolvability is analyzed by a two-prong approach consisting of a self-consistent mean-field theory and Monte Carlo simulations. Theory and simulation models representing protein sequences with binary patterning of amino acid residues compatible with a particular foldability criteria are used. This generalized foldability criterion is derived using the high temperature cumulant expansion approximating the free energy of folding. The effect of cumulative point mutations on these designed proteins is studied under neutral condition. The robustness, protein’s ability to tolerate random point mutations is determined with a selective pressure of stability (ΔΔG) for the theory designed sequences, which are found to be more robust than that of Monte Carlo and mean-field-biased Monte Carlo generated sequences. The results show that this foldability criterion selects viable protein sequences more effectively compared to the Monte Carlo method, which has a marked effect on how the selective pressure shapes the evolutionary sequence space. These observations may impact de novo sequence design and its applications in protein engineering.

VARIAN CLINAC 6 MeV Photon Spectra Unfolding using a Monte Carlo Meshed Model

NASA Astrophysics Data System (ADS)

Morató, S.; Juste, B.; Miró, R.; Verdú, G.

2017-09-01

Energy spectrum is the best descriptive function to determine photon beam quality of a Medical Linear Accelerator (LinAc). The use of realistic photon spectra in Monte Carlo simulations has a great importance to obtain precise dose calculations in Radiotherapy Treatment Planning (RTP). Reconstruction of photon spectra emitted by medical accelerators from measured depth dose distributions in a water cube is an important tool for commissioning a Monte Carlo treatment planning system. Regarding this, the reconstruction problem is an inverse radiation transport function which is ill conditioned and its solution may become unstable due to small perturbations in the input data. This paper presents a more stable spectral reconstruction method which can be used to provide an independent confirmation of source models for a given machine without any prior knowledge of the spectral distribution. Monte Carlo models used in this work are built with unstructured meshes to simulate with realism the linear accelerator head geometry.

Hypothesis testing of scientific Monte Carlo calculations.

PubMed

Wallerberger, Markus; Gull, Emanuel

2017-11-01

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

Monte Carlo source simulation technique for solution of interference reactions in INAA experiments: a preliminary report

NASA Astrophysics Data System (ADS)

Allaf, M. Athari; Shahriari, M.; Sohrabpour, M.

2004-04-01

A new method using Monte Carlo source simulation of interference reactions in neutron activation analysis experiments has been developed. The neutron spectrum at the sample location has been simulated using the Monte Carlo code MCNP and the contributions of different elements to produce a specified gamma line have been determined. The produced response matrix has been used to measure peak areas and the sample masses of the elements of interest. A number of benchmark experiments have been performed and the calculated results verified against known values. The good agreement obtained between the calculated and known values suggests that this technique may be useful for the elimination of interference reactions in neutron activation analysis.