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.

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.

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.

A study of two statistical methods as applied to shuttle solid rocket booster expenditures

NASA Technical Reports Server (NTRS)

Perlmutter, M.; Huang, Y.; Graves, M.

1974-01-01

The state probability technique and the Monte Carlo technique are applied to finding shuttle solid rocket booster expenditure statistics. For a given attrition rate per launch, the probable number of boosters needed for a given mission of 440 launches is calculated. Several cases are considered, including the elimination of the booster after a maximum of 20 consecutive launches. Also considered is the case where the booster is composed of replaceable components with independent attrition rates. A simple cost analysis is carried out to indicate the number of boosters to build initially, depending on booster costs. Two statistical methods were applied in the analysis: (1) state probability method which consists of defining an appropriate state space for the outcome of the random trials, and (2) model simulation method or the Monte Carlo technique. It was found that the model simulation method was easier to formulate while the state probability method required less computing time and was more accurate.

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…

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.

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.

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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2001-06-01

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

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).

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'...

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.

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.

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.

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.

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

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.

A CUMULATIVE MIGRATION METHOD FOR COMPUTING RIGOROUS TRANSPORT CROSS SECTIONS AND DIFFUSION COEFFICIENTS FOR LWR LATTICES WITH MONTE CARLO

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

Zhaoyuan Liu; Kord Smith; Benoit Forget

2016-05-01

A new method for computing homogenized assembly neutron transport cross sections and dif- fusion coefficients that is both rigorous and computationally efficient is proposed in this paper. In the limit of a homogeneous hydrogen slab, the new method is equivalent to the long-used, and only-recently-published CASMO transport method. The rigorous method is used to demonstrate the sources of inaccuracy in the commonly applied “out-scatter” transport correction. It is also demonstrated that the newly developed method is directly applicable to lattice calculations per- formed by Monte Carlo and is capable of computing rigorous homogenized transport cross sections for arbitrarily heterogeneous lattices.more » Comparisons of several common transport cross section ap- proximations are presented for a simple problem of infinite medium hydrogen. The new method has also been applied in computing 2-group diffusion data for an actual PWR lattice from BEAVRS benchmark.« 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.

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.

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Verification

NASA Technical Reports Server (NTRS)

Hanson, John M.; Beard, Bernard B.

2010-01-01

This paper is focused on applying Monte Carlo simulation to probabilistic launch vehicle design and requirements verification. The approaches developed in this paper can be applied to other complex design efforts as well. Typically the verification must show that requirement "x" is met for at least "y" % of cases, with, say, 10% consumer risk or 90% confidence. Two particular aspects of making these runs for requirements verification will be explored in this paper. First, there are several types of uncertainties that should be handled in different ways, depending on when they become known (or not). The paper describes how to handle different types of uncertainties and how to develop vehicle models that can be used to examine their characteristics. This includes items that are not known exactly during the design phase but that will be known for each assembled vehicle (can be used to determine the payload capability and overall behavior of that vehicle), other items that become known before or on flight day (can be used for flight day trajectory design and go/no go decision), and items that remain unknown on flight day. Second, this paper explains a method (order statistics) for determining whether certain probabilistic requirements are met or not and enables the user to determine how many Monte Carlo samples are required. Order statistics is not new, but may not be known in general to the GN&C community. The methods also apply to determining the design values of parameters of interest in driving the vehicle design. The paper briefly discusses when it is desirable to fit a distribution to the experimental Monte Carlo results rather than using order statistics.

Failure Bounding And Sensitivity Analysis Applied To Monte Carlo Entry, Descent, And Landing Simulations

NASA Technical Reports Server (NTRS)

Gaebler, John A.; Tolson, Robert H.

2010-01-01

In the study of entry, descent, and landing, Monte Carlo sampling methods are often employed to study the uncertainty in the designed trajectory. The large number of uncertain inputs and outputs, coupled with complicated non-linear models, can make interpretation of the results difficult. Three methods that provide statistical insights are applied to an entry, descent, and landing simulation. The advantages and disadvantages of each method are discussed in terms of the insights gained versus the computational cost. The first method investigated was failure domain bounding which aims to reduce the computational cost of assessing the failure probability. Next a variance-based sensitivity analysis was studied for the ability to identify which input variable uncertainty has the greatest impact on the uncertainty of an output. Finally, probabilistic sensitivity analysis is used to calculate certain sensitivities at a reduced computational cost. These methods produce valuable information that identifies critical mission parameters and needs for new technology, but generally at a significant computational cost.

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

PubMed

Herbei, Radu; Kubatko, Laura

2013-03-26

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

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.

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.

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Calculation of absorbed fractions to human skeletal tissues due to alpha particles using the Monte Carlo and 3-D chord-based transport techniques.

PubMed

Hunt, J G; Watchman, C J; Bolch, W E

2007-01-01

Absorbed fraction (AF) calculations to the human skeletal tissues due to alpha particles are of interest to the internal dosimetry of occupationally exposed workers and members of the public. The transport of alpha particles through the skeletal tissue is complicated by the detailed and complex microscopic histology of the skeleton. In this study, both Monte Carlo and chord-based techniques were applied to the transport of alpha particles through 3-D microCT images of the skeletal microstructure of trabecular spongiosa. The Monte Carlo program used was 'Visual Monte Carlo--VMC'. VMC simulates the emission of the alpha particles and their subsequent energy deposition track. The second method applied to alpha transport is the chord-based technique, which randomly generates chord lengths across bone trabeculae and the marrow cavities via alternate and uniform sampling of their cumulative density functions. This paper compares the AF of energy to two radiosensitive skeletal tissues, active marrow and shallow active marrow, obtained with these two techniques.

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

A general solution strategy of modified power method for higher mode solutions

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

Zhang, Peng; Lee, Hyunsuk; Lee, Deokjung, E-mail: deokjung@unist.ac.kr

2016-01-15

A general solution strategy of the modified power iteration method for calculating higher eigenmodes has been developed and applied in continuous energy Monte Carlo simulation. The new approach adopts four features: 1) the eigen decomposition of transfer matrix, 2) weight cancellation for higher modes, 3) population control with higher mode weights, and 4) stabilization technique of statistical fluctuations using multi-cycle accumulations. The numerical tests of neutron transport eigenvalue problems successfully demonstrate that the new strategy can significantly accelerate the fission source convergence with stable convergence behavior while obtaining multiple higher eigenmodes at the same time. The advantages of the newmore » strategy can be summarized as 1) the replacement of the cumbersome solution step of high order polynomial equations required by Booth's original method with the simple matrix eigen decomposition, 2) faster fission source convergence in inactive cycles, 3) more stable behaviors in both inactive and active cycles, and 4) smaller variances in active cycles. Advantages 3 and 4 can be attributed to the lower sensitivity of the new strategy to statistical fluctuations due to the multi-cycle accumulations. The application of the modified power method to continuous energy Monte Carlo simulation and the higher eigenmodes up to 4th order are reported for the first time in this paper. -- Graphical abstract: -- Highlights: •Modified power method is applied to continuous energy Monte Carlo simulation. •Transfer matrix is introduced to generalize the modified power method. •All mode based population control is applied to get the higher eigenmodes. •Statistic fluctuation can be greatly reduced using accumulated tally results. •Fission source convergence is accelerated with higher mode solutions.« less

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.

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.

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

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.

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.

Building proteins from C alpha coordinates using the dihedral probability grid Monte Carlo method.

PubMed Central

Mathiowetz, A. M.; Goddard, W. A.

1995-01-01

Dihedral probability grid Monte Carlo (DPG-MC) is a general-purpose method of conformational sampling that can be applied to many problems in peptide and protein modeling. Here we present the DPG-MC method and apply it to predicting complete protein structures from C alpha coordinates. This is useful in such endeavors as homology modeling, protein structure prediction from lattice simulations, or fitting protein structures to X-ray crystallographic data. It also serves as an example of how DPG-MC can be applied to systems with geometric constraints. The conformational propensities for individual residues are used to guide conformational searches as the protein is built from the amino-terminus to the carboxyl-terminus. Results for a number of proteins show that both the backbone and side chain can be accurately modeled using DPG-MC. Backbone atoms are generally predicted with RMS errors of about 0.5 A (compared to X-ray crystal structure coordinates) and all atoms are predicted to an RMS error of 1.7 A or better. PMID:7549885

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Analysis

NASA Technical Reports Server (NTRS)

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

2010-01-01

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

Structured filtering

NASA Astrophysics Data System (ADS)

Granade, Christopher; Wiebe, Nathan

2017-08-01

A major challenge facing existing sequential Monte Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results with equivalent probability. We address this problem here by proposing a form of particle filtering that clusters the particles that comprise the sequential Monte Carlo approximation to the posterior before applying a resampler. Through a new graphical approach to thinking about such models, we are able to devise an artificial-intelligence based strategy that automatically learns the shape and number of the clusters in the support of the posterior. We demonstrate the power of our approach by applying it to randomized gap estimation and a form of low circuit-depth phase estimation where existing methods from the physics literature either exhibit much worse performance or even fail completely.

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.

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.

Recent advances in PDF modeling of turbulent reacting flows

NASA Technical Reports Server (NTRS)

Leonard, Andrew D.; Dai, F.

1995-01-01

This viewgraph presentation concludes that a Monte Carlo probability density function (PDF) solution successfully couples with an existing finite volume code; PDF solution method applied to turbulent reacting flows shows good agreement with data; and PDF methods must be run on parallel machines for practical use.

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.

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.

Molecular gas dynamics applied to low-thrust propulsion

NASA Astrophysics Data System (ADS)

Zelesnik, Donna; Penko, Paul F.; Boyd, Iain D.

1993-11-01

The Direct Simulation Monte Carlo method is currently being applied to study flowfields of small thrusters, including both the internal nozzle and the external plume flow. The DSMC method is employed because of its inherent ability to capture nonequilibrium effects and proper boundary physics in low-density flow that are not readily obtained by continuum methods. Accurate prediction of both the internal and external nozzle flow is important in determining plume expansion which, in turn, bears directly on impingement and contamination effects.

Molecular gas dynamics applied to low-thrust propulsion

NASA Technical Reports Server (NTRS)

Zelesnik, Donna; Penko, Paul F.; Boyd, Iain D.

1993-01-01

The Direct Simulation Monte Carlo method is currently being applied to study flowfields of small thrusters, including both the internal nozzle and the external plume flow. The DSMC method is employed because of its inherent ability to capture nonequilibrium effects and proper boundary physics in low-density flow that are not readily obtained by continuum methods. Accurate prediction of both the internal and external nozzle flow is important in determining plume expansion which, in turn, bears directly on impingement and contamination effects.

Verification of unfold error estimates in the UFO code

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

Fehl, D.L.; Biggs, F.

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

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.

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.

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

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.

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.

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.

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.

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.

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

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

Restricted random search method based on taboo search in the multiple minima problem

NASA Astrophysics Data System (ADS)

Hong, Seung Do; Jhon, Mu Shik

1997-03-01

The restricted random search method is proposed as a simple Monte Carlo sampling method to search minima fast in the multiple minima problem. This method is based on taboo search applied recently to continuous test functions. The concept of the taboo region instead of the taboo list is used and therefore the sampling of a region near an old configuration is restricted in this method. This method is applied to 2-dimensional test functions and the argon clusters. This method is found to be a practical and efficient method to search near-global configurations of test functions and the argon clusters.

Power Analysis for Complex Mediational Designs Using Monte Carlo Methods

ERIC Educational Resources Information Center

Thoemmes, Felix; MacKinnon, David P.; Reiser, Mark R.

2010-01-01

Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex…

Optimization and benchmarking of a perturbative Metropolis Monte Carlo quantum mechanics/molecular mechanics program

NASA Astrophysics Data System (ADS)

Feldt, Jonas; Miranda, Sebastião; Pratas, Frederico; Roma, Nuno; Tomás, Pedro; Mata, Ricardo A.

2017-12-01

In this work, we present an optimized perturbative quantum mechanics/molecular mechanics (QM/MM) method for use in Metropolis Monte Carlo simulations. The model adopted is particularly tailored for the simulation of molecular systems in solution but can be readily extended to other applications, such as catalysis in enzymatic environments. The electrostatic coupling between the QM and MM systems is simplified by applying perturbation theory to estimate the energy changes caused by a movement in the MM system. This approximation, together with the effective use of GPU acceleration, leads to a negligible added computational cost for the sampling of the environment. Benchmark calculations are carried out to evaluate the impact of the approximations applied and the overall computational performance.

Optimization and benchmarking of a perturbative Metropolis Monte Carlo quantum mechanics/molecular mechanics program.

PubMed

Feldt, Jonas; Miranda, Sebastião; Pratas, Frederico; Roma, Nuno; Tomás, Pedro; Mata, Ricardo A

2017-12-28

In this work, we present an optimized perturbative quantum mechanics/molecular mechanics (QM/MM) method for use in Metropolis Monte Carlo simulations. The model adopted is particularly tailored for the simulation of molecular systems in solution but can be readily extended to other applications, such as catalysis in enzymatic environments. The electrostatic coupling between the QM and MM systems is simplified by applying perturbation theory to estimate the energy changes caused by a movement in the MM system. This approximation, together with the effective use of GPU acceleration, leads to a negligible added computational cost for the sampling of the environment. Benchmark calculations are carried out to evaluate the impact of the approximations applied and the overall computational performance.

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.

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.

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

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

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.

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.

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

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.

Probabilistic calibration of the distributed hydrological model RIBS applied to real-time flood forecasting: the Harod river basin case study (Israel)

NASA Astrophysics Data System (ADS)

Nesti, Alice; Mediero, Luis; Garrote, Luis; Caporali, Enrica

2010-05-01

An automatic probabilistic calibration method for distributed rainfall-runoff models is presented. The high number of parameters in hydrologic distributed models makes special demands on the optimization procedure to estimate model parameters. With the proposed technique it is possible to reduce the complexity of calibration while maintaining adequate model predictions. The first step of the calibration procedure of the main model parameters is done manually with the aim to identify their variation range. Afterwards a Monte-Carlo technique is applied, which consists on repetitive model simulations with randomly generated parameters. The Monte Carlo Analysis Toolbox (MCAT) includes a number of analysis methods to evaluate the results of these Monte Carlo parameter sampling experiments. The study investigates the use of a global sensitivity analysis as a screening tool to reduce the parametric dimensionality of multi-objective hydrological model calibration problems, while maximizing the information extracted from hydrological response data. The method is applied to the calibration of the RIBS flood forecasting model in the Harod river basin, placed on Israel. The Harod basin has an extension of 180 km2. The catchment has a Mediterranean climate and it is mainly characterized by a desert landscape, with a soil that is able to absorb large quantities of rainfall and at the same time is capable to generate high peaks of discharge. Radar rainfall data with 6 minute temporal resolution are available as input to the model. The aim of the study is the validation of the model for real-time flood forecasting, in order to evaluate the benefits of improved precipitation forecasting within the FLASH European project.

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

PubMed Central

Müller, Eike H.; Scheichl, Rob; Shardlow, Tony

2015-01-01

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy. PMID:27547075

Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

PubMed

Müller, Eike H; Scheichl, Rob; Shardlow, Tony

2015-04-08

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

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

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

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

New approach to description of (d,xn) spectra at energies below 50 MeV in Monte Carlo simulation by intra-nuclear cascade code with Distorted Wave Born Approximation

NASA Astrophysics Data System (ADS)

Hashimoto, S.; Iwamoto, Y.; Sato, T.; Niita, K.; Boudard, A.; Cugnon, J.; David, J.-C.; Leray, S.; Mancusi, D.

2014-08-01

A new approach to describing neutron spectra of deuteron-induced reactions in the Monte Carlo simulation for particle transport has been developed by combining the Intra-Nuclear Cascade of Liège (INCL) and the Distorted Wave Born Approximation (DWBA) calculation. We incorporated this combined method into the Particle and Heavy Ion Transport code System (PHITS) and applied it to estimate (d,xn) spectra on natLi, 9Be, and natC targets at incident energies ranging from 10 to 40 MeV. Double differential cross sections obtained by INCL and DWBA successfully reproduced broad peaks and discrete peaks, respectively, at the same energies as those observed in experimental data. Furthermore, an excellent agreement was observed between experimental data and PHITS-derived results using the combined method in thick target neutron yields over a wide range of neutron emission angles in the reactions. We also applied the new method to estimate (d,xp) spectra in the reactions, and discussed the validity for the proton emission spectra.

Calculating phase equilibrium properties of plasma pseudopotential model using hybrid Gibbs statistical ensemble Monte-Carlo technique

NASA Astrophysics Data System (ADS)

Butlitsky, M. A.; Zelener, B. B.; Zelener, B. V.

2015-11-01

Earlier a two-component pseudopotential plasma model, which we called a “shelf Coulomb” model has been developed. A Monte-Carlo study of canonical NVT ensemble with periodic boundary conditions has been undertaken to calculate equations of state, pair distribution functions, internal energies and other thermodynamics properties of the model. In present work, an attempt is made to apply so-called hybrid Gibbs statistical ensemble Monte-Carlo technique to this model. First simulation results data show qualitatively similar results for critical point region for both methods. Gibbs ensemble technique let us to estimate the melting curve position and a triple point of the model (in reduced temperature and specific volume coordinates): T* ≈ 0.0476, v* ≈ 6 × 10-4.

Monitoring the distribution of prompt gamma rays in boron neutron capture therapy using a multiple-scattering Compton camera: A Monte Carlo simulation study

NASA Astrophysics Data System (ADS)

Lee, Taewoong; Lee, Hyounggun; Lee, Wonho

2015-10-01

This study evaluated the use of Compton imaging technology to monitor prompt gamma rays emitted by 10B in boron neutron capture therapy (BNCT) applied to a computerized human phantom. The Monte Carlo method, including particle-tracking techniques, was used for simulation. The distribution of prompt gamma rays emitted by the phantom during irradiation with neutron beams is closely associated with the distribution of the boron in the phantom. Maximum likelihood expectation maximization (MLEM) method was applied to the information obtained from the detected prompt gamma rays to reconstruct the distribution of the tumor including the boron uptake regions (BURs). The reconstructed Compton images of the prompt gamma rays were combined with the cross-sectional images of the human phantom. Quantitative analysis of the intensity curves showed that all combined images matched the predetermined conditions of the simulation. The tumors including the BURs were distinguishable if they were more than 2 cm apart.

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.

Dosimetric verification of IMRT treatment planning using Monte Carlo simulations for prostate cancer

NASA Astrophysics Data System (ADS)

Yang, J.; Li, J.; Chen, L.; Price, R.; McNeeley, S.; Qin, L.; Wang, L.; Xiong, W.; Ma, C.-M.

2005-03-01

The purpose of this work is to investigate the accuracy of dose calculation of a commercial treatment planning system (Corvus, Normos Corp., Sewickley, PA). In this study, 30 prostate intensity-modulated radiotherapy (IMRT) treatment plans from the commercial treatment planning system were recalculated using the Monte Carlo method. Dose-volume histograms and isodose distributions were compared. Other quantities such as minimum dose to the target (Dmin), the dose received by 98% of the target volume (D98), dose at the isocentre (Diso), mean target dose (Dmean) and the maximum critical structure dose (Dmax) were also evaluated based on our clinical criteria. For coplanar plans, the dose differences between Monte Carlo and the commercial treatment planning system with and without heterogeneity correction were not significant. The differences in the isocentre dose between the commercial treatment planning system and Monte Carlo simulations were less than 3% for all coplanar cases. The differences on D98 were less than 2% on average. The differences in the mean dose to the target between the commercial system and Monte Carlo results were within 3%. The differences in the maximum bladder dose were within 3% for most cases. The maximum dose differences for the rectum were less than 4% for all the cases. For non-coplanar plans, the difference in the minimum target dose between the treatment planning system and Monte Carlo calculations was up to 9% if the heterogeneity correction was not applied in Corvus. This was caused by the excessive attenuation of the non-coplanar beams by the femurs. When the heterogeneity correction was applied in Corvus, the differences were reduced significantly. These results suggest that heterogeneity correction should be used in dose calculation for prostate cancer with non-coplanar beam arrangements.

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

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.

Spectroscopic characterization of low dose rate brachytherapy sources

NASA Astrophysics Data System (ADS)

Beach, Stephen M.

The low dose rate (LDR) brachytherapy seeds employed in permanent radioactive-source implant treatments usually use one of two radionuclides, 125I or 103Pd. The theoretically expected source spectroscopic output from these sources can be obtained via Monte Carlo calculation based upon seed dimensions and materials as well as the bare-source photon emissions for that specific radionuclide. However the discrepancies resulting from inconsistent manufacturing of sources in comparison to each other within model groups and simplified Monte Carlo calculational geometries ultimately result in undesirably large uncertainties in the Monte Carlo calculated values. This dissertation describes experimentally attained spectroscopic outputs of the clinically used brachytherapy sources in air and in liquid water. Such knowledge can then be applied to characterize these sources by a more fundamental and metro logically-pure classification, that of energy-based dosimetry. The spectroscopic results contained within this dissertation can be utilized in the verification and benchmarking of Monte Carlo calculational models of these brachytherapy sources. This body of work was undertaken to establish a usable spectroscopy system and analysis methods for the meaningful study of LDR brachytherapy seeds. The development of a correction algorithm and the analysis of the resultant spectroscopic measurements are presented. The characterization of the spectrometer and the subsequent deconvolution of the measured spectrum to obtain the true spectrum free of any perturbations caused by the spectrometer itself is an important contribution of this work. The approach of spectroscopic deconvolution that was applied in this work is derived in detail and it is applied to the physical measurements. In addition, the spectroscopically based analogs to the LDR dosimetry parameters that are currently employed are detailed, as well as the development of the theory and measurement methods to arrive at these analogs. Several dosimetrically-relevant water-equivalent plastics were also investigated for their transmission properties within a liquid water environment, as well as in air. The framework for the accurate spectrometry of LDR sources is established as a result of this dissertation work. In addition to the measurement and analysis methods, this work presents the basic measured spectroscopic characteristics of each LDR seed currently in use in the clinic today.

Self-Learning Off-Lattice Kinetic Monte Carlo method as applied to growth on metal surfaces

NASA Astrophysics Data System (ADS)

Trushin, Oleg; Kara, Abdelkader; Rahman, Talat

2007-03-01

We propose a new development in the Self-Learning Kinetic Monte Carlo (SLKMC) method with the goal of improving the accuracy with which atomic mechanisms controlling diffusive processes on metal surfaces may be identified. This is important for diffusion of small clusters (2 - 20 atoms) in which atoms may occupy Off-Lattice positions. Such a procedure is also necessary for consideration of heteroepitaxial growth. The new technique combines an earlier version of SLKMC [1] with the inclusion of off-lattice occupancy. This allows us to include arbitrary positions of adatoms in the modeling and makes the simulations more realistic and reliable. We have tested this new approach for the case of the diffusion of small 2D Cu clusters diffusion on Cu(111) and found good performance and satisfactory agreement with results obtained from previous version of SLKMC. The new method also helped reveal a novel atomic mechanism contributing to cluster migration. We have also applied this method to study the diffusion of Cu clusters on Ag(111), and find that Cu atoms generally prefer to occupy off-lattice sites. [1] O. Trushin, A. Kara, A. Karim, T.S. Rahman Phys. Rev B 2005

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.

Theory of melting at high pressures: Amending density functional theory with quantum Monte Carlo

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

Shulenburger, L.; Desjarlais, M. P.; Mattsson, T. R.

We present an improved first-principles description of melting under pressure based on thermodynamic integration comparing Density Functional Theory (DFT) and quantum Monte Carlo (QMC) treatments of the system. The method is applied to address the longstanding discrepancy between density functional theory (DFT) calculations and diamond anvil cell (DAC) experiments on the melting curve of xenon, a noble gas solid where van der Waals binding is challenging for traditional DFT methods. The calculations show excellent agreement with data below 20 GPa and that the high-pressure melt curve is well described by a Lindemann behavior up to at least 80 GPa, amore » finding in stark contrast to DAC data.« less

Phase Transition between Black and Blue Phosphorenes: A Quantum Monte Carlo Study

NASA Astrophysics Data System (ADS)

Li, Lesheng; Yao, Yi; Reeves, Kyle; Kanai, Yosuke

Phase transition of the more common black phosphorene to blue phosphorene is of great interest because they are predicted to exhibit unique electronic and optical properties. However, these two phases are predicted to be separated by a rather large energy barrier. In this work, we study the transition pathway between black and blue phosphorenes by using the variable cell nudge elastic band method combined with density functional theory calculation. We show how diffusion quantum Monte Carlo method can be used for determining the energetics of the phase transition and demonstrate the use of two approaches for removing finite-size errors. Finally, we predict how applied stress can be used to control the energetic balance between these two different phases of phosphorene.

Theory of melting at high pressures: Amending density functional theory with quantum Monte Carlo

DOE PAGES

Shulenburger, L.; Desjarlais, M. P.; Mattsson, T. R.

2014-10-01

We present an improved first-principles description of melting under pressure based on thermodynamic integration comparing Density Functional Theory (DFT) and quantum Monte Carlo (QMC) treatments of the system. The method is applied to address the longstanding discrepancy between density functional theory (DFT) calculations and diamond anvil cell (DAC) experiments on the melting curve of xenon, a noble gas solid where van der Waals binding is challenging for traditional DFT methods. The calculations show excellent agreement with data below 20 GPa and that the high-pressure melt curve is well described by a Lindemann behavior up to at least 80 GPa, amore » finding in stark contrast to DAC data.« less

Frequency-resolved Monte Carlo.

PubMed

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

2018-05-03

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

The effect of finite geometry on the three-dimensional transfer of solar irradiance in clouds

NASA Technical Reports Server (NTRS)

Davies, R.

1978-01-01

Results are presented for a Monte Carlo model applied to a wide range of cloud widths and heights, and for an analytical model restricted in its application to cuboidally shaped clouds whose length, breadth, and depth may be varied independently; the clouds must be internally homogeneous with respect to their intrinsic radiative properties. Comparative results from the Monte Carlo method and the derived analytical model are presented for a wide range of cloud sizes, with special emphasis on the effects of varying the single scatter albedo, the solar zenith angle, and the scattering phase angle.

Hybrid computer optimization of systems with random parameters

NASA Technical Reports Server (NTRS)

White, R. C., Jr.

1972-01-01

A hybrid computer Monte Carlo technique for the simulation and optimization of systems with random parameters is presented. The method is applied to the simultaneous optimization of the means and variances of two parameters in the radar-homing missile problem treated by McGhee and Levine.

Adaptive Stress Testing of Airborne Collision Avoidance Systems

NASA Technical Reports Server (NTRS)

Lee, Ritchie; Kochenderfer, Mykel J.; Mengshoel, Ole J.; Brat, Guillaume P.; Owen, Michael P.

2015-01-01

This paper presents a scalable method to efficiently search for the most likely state trajectory leading to an event given only a simulator of a system. Our approach uses a reinforcement learning formulation and solves it using Monte Carlo Tree Search (MCTS). The approach places very few requirements on the underlying system, requiring only that the simulator provide some basic controls, the ability to evaluate certain conditions, and a mechanism to control the stochasticity in the system. Access to the system state is not required, allowing the method to support systems with hidden state. The method is applied to stress test a prototype aircraft collision avoidance system to identify trajectories that are likely to lead to near mid-air collisions. We present results for both single and multi-threat encounters and discuss their relevance. Compared with direct Monte Carlo search, this MCTS method performs significantly better both in finding events and in maximizing their likelihood.

Uncertainty Analysis of the NASA Glenn 8x6 Supersonic Wind Tunnel

NASA Technical Reports Server (NTRS)

Stephens, Julia; Hubbard, Erin; Walter, Joel; McElroy, Tyler

2016-01-01

This paper presents methods and results of a detailed measurement uncertainty analysis that was performed for the 8- by 6-foot Supersonic Wind Tunnel located at the NASA Glenn Research Center. The statistical methods and engineering judgments used to estimate elemental uncertainties are described. The Monte Carlo method of propagating uncertainty was selected to determine the uncertainty of calculated variables of interest. A detailed description of the Monte Carlo method as applied for this analysis is provided. Detailed uncertainty results for the uncertainty in average free stream Mach number as well as other variables of interest are provided. All results are presented as random (variation in observed values about a true value), systematic (potential offset between observed and true value), and total (random and systematic combined) uncertainty. The largest sources contributing to uncertainty are determined and potential improvement opportunities for the facility are investigated.

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.

Thermodynamics of Ising spins on the triangular kagome lattice: Exact analytical method and Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Loh, Y. L.; Yao, D. X.; Carlson, E. W.

2008-04-01

A new class of two-dimensional magnetic materials Cu9X2(cpa)6ṡxH2O ( cpa=2 -carboxypentonic acid; X=F,Cl,Br ) was recently fabricated in which Cu sites form a triangular kagome lattice (TKL). As the simplest model of geometric frustration in such a system, we study the thermodynamics of Ising spins on the TKL using exact analytic method as well as Monte Carlo simulations. We present the free energy, internal energy, specific heat, entropy, sublattice magnetizations, and susceptibility. We describe the rich phase diagram of the model as a function of coupling constants, temperature, and applied magnetic field. For frustrated interactions in the absence of applied field, the ground state is a spin liquid phase with residual entropy per spin s0/kB=(1)/(9)ln72≈0.4752… . In weak applied field, the system maps to the dimer model on a honeycomb lattice, with residual entropy 0.0359 per spin and quasi-long-range order with power-law spin-spin correlations that should be detectable by neutron scattering. The power-law correlations become exponential at finite temperatures, but the correlation length may still be long.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

Nonequilibrium hypersonic flows simulations with asymptotic-preserving Monte Carlo methods

NASA Astrophysics Data System (ADS)

Ren, Wei; Liu, Hong; Jin, Shi

2014-12-01

In the rarefied gas dynamics, the DSMC method is one of the most popular numerical tools. It performs satisfactorily in simulating hypersonic flows surrounding re-entry vehicles and micro-/nano- flows. However, the computational cost is expensive, especially when Kn → 0. Even for flows in the near-continuum regime, pure DSMC simulations require a number of computational efforts for most cases. Albeit several DSMC/NS hybrid methods are proposed to deal with this, those methods still suffer from the boundary treatment, which may cause nonphysical solutions. Filbet and Jin [1] proposed a framework of new numerical methods of Boltzmann equation, called asymptotic preserving schemes, whose computational costs are affordable as Kn → 0. Recently, Ren et al. [2] realized the AP schemes with Monte Carlo methods (AP-DSMC), which have better performance than counterpart methods. In this paper, AP-DSMC is applied in simulating nonequilibrium hypersonic flows. Several numerical results are computed and analyzed to study the efficiency and capability of capturing complicated flow characteristics.

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

Path Integral Monte Carlo Simulations of Warm Dense Matter and Plasmas

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

Militzer, Burkhard

2018-01-13

New path integral Monte Carlo simulation (PIMC) techniques will be developed and applied to derive the equation of state (EOS) for the regime of warm dense matter and dense plasmas where existing first-principles methods cannot be applied. While standard density functional theory has been used to accurately predict the structure of many solids and liquids up to temperatures on the order of 10,000 K, this method is not applicable at much higher temperature where electronic excitations become important because the number of partially occupied electronic orbitals reaches intractably large numbers and, more importantly, the use of zero-temperature exchange-correlation functionals introducesmore » an uncontrolled approximation. Here we focus on PIMC methods that become more and more efficient with increasing temperatures and still include all electronic correlation effects. In this approach, electronic excitations increase the efficiency rather than reduce it. While it has commonly been assumed such methods can only be applied to elements without core electrons like hydrogen and helium, we recently showed how to extend PIMC to heavier elements by performing the first PIMC simulations of carbon and water plasmas [Driver, Militzer, Phys. Rev. Lett. 108 (2012) 115502]. Here we propose to continue this important development to extend the reach of PIMC simulations to yet heavier elements and also lower temperatures. The goal is to provide a robust first-principles simulation method that can accurately and efficiently study materials with excited electrons at solid-state densities in order to access parts of the phase diagram such the regime of warm dense matter and plasmas where so far only more approximate, semi-analytical methods could be applied.« 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

Extended time-interval analysis

NASA Astrophysics Data System (ADS)

Fynbo, H. O. U.; Riisager, K.

2014-01-01

Several extensions of the halflife analysis method recently suggested by Horvat and Hardy are put forward. Goodness-of-fit testing is included, and the method is extended to cases where more information is available for each decay event which allows applications also for e.g. γ decay data. The results are tested with Monte Carlo simulations and are applied to the decays of 64Cu and 56Mn.

A method of using cluster analysis to study statistical dependence in multivariate data

NASA Technical Reports Server (NTRS)

Borucki, W. J.; Card, D. H.; Lyle, G. C.

1975-01-01

A technique is presented that uses both cluster analysis and a Monte Carlo significance test of clusters to discover associations between variables in multidimensional data. The method is applied to an example of a noisy function in three-dimensional space, to a sample from a mixture of three bivariate normal distributions, and to the well-known Fisher's Iris data.

Statistical Analysis of the Uncertainty in Pre-Flight Aerodynamic Database of a Hypersonic Vehicle

NASA Astrophysics Data System (ADS)

Huh, Lynn

The objective of the present research was to develop a new method to derive the aerodynamic coefficients and the associated uncertainties for flight vehicles via post- flight inertial navigation analysis using data from the inertial measurement unit. Statistical estimates of vehicle state and aerodynamic coefficients are derived using Monte Carlo simulation. Trajectory reconstruction using the inertial navigation system (INS) is a simple and well used method. However, deriving realistic uncertainties in the reconstructed state and any associated parameters is not so straight forward. Extended Kalman filters, batch minimum variance estimation and other approaches have been used. However, these methods generally depend on assumed physical models, assumed statistical distributions (usually Gaussian) or have convergence issues for non-linear problems. The approach here assumes no physical models, is applicable to any statistical distribution, and does not have any convergence issues. The new approach obtains the statistics directly from a sufficient number of Monte Carlo samples using only the generally well known gyro and accelerometer specifications and could be applied to the systems of non-linear form and non-Gaussian distribution. When redundant data are available, the set of Monte Carlo simulations are constrained to satisfy the redundant data within the uncertainties specified for the additional data. The proposed method was applied to validate the uncertainty in the pre-flight aerodynamic database of the X-43A Hyper-X research vehicle. In addition to gyro and acceleration data, the actual flight data include redundant measurements of position and velocity from the global positioning system (GPS). The criteria derived from the blend of the GPS and INS accuracy was used to select valid trajectories for statistical analysis. The aerodynamic coefficients were derived from the selected trajectories by either direct extraction method based on the equations in dynamics, or by the inquiry of the pre-flight aerodynamic database. After the application of the proposed method to the case of the X-43A Hyper-X research vehicle, it was found that 1) there were consistent differences in the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis, 2) the pre-flight estimation of the pitching moment coefficients was significantly different from the post-flight analysis, 3) the type of distribution of the states from the Monte Carlo simulation were affected by that of the perturbation parameters, 4) the uncertainties in the pre-flight model were overestimated, 5) the range where the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis are in closest agreement is between Mach *.* and *.* and more data points may be needed between Mach * and ** in the pre-flight aerodynamic database, 6) selection criterion for valid trajectories from the Monte Carlo simulations was mostly driven by the horizontal velocity error, 7) the selection criterion must be based on reasonable model to ensure the validity of the statistics from the proposed method, and 8) the results from the proposed method applied to the two different flights with the identical geometry and similar flight profile were consistent.

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.

Petit and grand ensemble Monte Carlo calculations of the thermodynamics of the lattice gas

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

Murch, G.E.; Thorn, R.J.

1978-11-01

A direct Monte Carlo method for estimating the chemical potential in the petit canonical ensemble was applied to the simple cubic Ising-like lattice gas. The method is based on a simple relationship between the chemical potential and the potential energy distribution in a lattice gas at equilibrium as derived independently by Widom, and Jackson and Klein. Results are presented here for the chemical potential at various compositions and temperatures above and below the zero field ferromagnetic and antiferromagnetic critical points. The same lattice gas model was reconstructed in the form of a restricted grand canonical ensemble and results at severalmore » temperatures were compared with those from the petit canonical ensemble. The agreement was excellent in these cases.« less

Application analysis of Monte Carlo to estimate the capacity of geothermal resources in Lawu Mount

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

Supriyadi, E-mail: supriyadi-uno@yahoo.co.nz; Srigutomo, Wahyu; Munandar, Arif

2014-03-24

Monte Carlo analysis has been applied in calculation of geothermal resource capacity based on volumetric method issued by Standar Nasional Indonesia (SNI). A deterministic formula is converted into a stochastic formula to take into account the nature of uncertainties in input parameters. The method yields a range of potential power probability stored beneath Lawu Mount geothermal area. For 10,000 iterations, the capacity of geothermal resources is in the range of 139.30-218.24 MWe with the most likely value is 177.77 MWe. The risk of resource capacity above 196.19 MWe is less than 10%. The power density of the prospect area coveringmore » 17 km{sup 2} is 9.41 MWe/km{sup 2} with probability 80%.« less

(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.

Probability of misclassifying biological elements in surface waters.

PubMed

Loga, Małgorzata; Wierzchołowska-Dziedzic, Anna

2017-11-24

Measurement uncertainties are inherent to assessment of biological indices of water bodies. The effect of these uncertainties on the probability of misclassification of ecological status is the subject of this paper. Four Monte-Carlo (M-C) models were applied to simulate the occurrence of random errors in the measurements of metrics corresponding to four biological elements of surface waters: macrophytes, phytoplankton, phytobenthos, and benthic macroinvertebrates. Long series of error-prone measurement values of these metrics, generated by M-C models, were used to identify cases in which values of any of the four biological indices lay outside of the "true" water body class, i.e., outside the class assigned from the actual physical measurements. Fraction of such cases in the M-C generated series was used to estimate the probability of misclassification. The method is particularly useful for estimating the probability of misclassification of the ecological status of surface water bodies in the case of short sequences of measurements of biological indices. The results of the Monte-Carlo simulations show a relatively high sensitivity of this probability to measurement errors of the river macrophyte index (MIR) and high robustness to measurement errors of the benthic macroinvertebrate index (MMI). The proposed method of using Monte-Carlo models to estimate the probability of misclassification has significant potential for assessing the uncertainty of water body status reported to the EC by the EU member countries according to WFD. The method can be readily applied also in risk assessment of water management decisions before adopting the status dependent corrective actions.

Image-guided spatial localization of heterogeneous compartments for magnetic resonance

PubMed Central

An, Li; Shen, Jun

2015-01-01

Purpose: Image-guided localization SPectral Localization Achieved by Sensitivity Heterogeneity (SPLASH) allows rapid measurement of signals from irregularly shaped anatomical compartments without using phase encoding gradients. Here, the authors propose a novel method to address the issue of heterogeneous signal distribution within the localized compartments. Methods: Each compartment was subdivided into multiple subcompartments and their spectra were solved by Tikhonov regularization to enforce smoothness within each compartment. The spectrum of a given compartment was generated by combining the spectra of the components of that compartment. The proposed method was first tested using Monte Carlo simulations and then applied to reconstructing in vivo spectra from irregularly shaped ischemic stroke and normal tissue compartments. Results: Monte Carlo simulations demonstrate that the proposed regularized SPLASH method significantly reduces localization and metabolite quantification errors. In vivo results show that the intracompartment regularization results in ∼40% reduction of error in metabolite quantification. Conclusions: The proposed method significantly reduces localization errors and metabolite quantification errors caused by intracompartment heterogeneous signal distribution. PMID:26328977

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

NASA Astrophysics Data System (ADS)

Kamibayashi, Yuki; Miura, Shinichi

2016-08-01

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

Application of genetic algorithms to focal mechanism determination

NASA Astrophysics Data System (ADS)

Kobayashi, Reiji; Nakanishi, Ichiro

1994-04-01

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

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.

A Measurement of the Top Quark Mass with the D0 Detector at s**(1/2) = 1.96-TeV using the Matrix Element Method

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

Kroeninger, Kevin Alexander; /Bonn U.

2004-04-01

Using a data set of 158 and 169 pb{sup -1} of D0 Run-II data in the electron and muon plus jets channel, respectively, the top quark mass has been measured using the Matrix Element Method. The method and its implementation are described. Its performance is studied in Monte Carlo using ensemble tests and the method is applied to the Moriond 2004 data set.

Monte Carlo simulations of neutron-scattering instruments using McStas

NASA Astrophysics Data System (ADS)

Nielsen, K.; Lefmann, K.

2000-06-01

Monte Carlo simulations have become an essential tool for improving the performance of neutron-scattering instruments, since the level of sophistication in the design of instruments is defeating purely analytical methods. The program McStas, being developed at Risø National Laboratory, includes an extension language that makes it easy to adapt it to the particular requirements of individual instruments, and thus provides a powerful and flexible tool for constructing such simulations. McStas has been successfully applied in such areas as neutron guide design, flux optimization, non-Gaussian resolution functions of triple-axis spectrometers, and time-focusing in time-of-flight instruments.

Applying Monte-Carlo simulations to optimize an inelastic neutron scattering system for soil carbon analysis

USDA-ARS?s Scientific Manuscript database

Computer Monte-Carlo (MC) simulations (Geant4) of neutron propagation and acquisition of gamma response from soil samples was applied to evaluate INS system performance characteristic [sensitivity, minimal detectable level (MDL)] for soil carbon measurement. The INS system model with best performanc...

Time Domain Estimation of Arterial Parameters using the Windkessel Model and the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gostuski, Vladimir; Pastore, Ignacio; Rodriguez Palacios, Gaspar; Vaca Diez, Gustavo; Moscoso-Vasquez, H. Marcela; Risk, Marcelo

2016-04-01

Numerous parameter estimation techniques exist for characterizing the arterial system using electrical circuit analogs. However, they are often limited by their requirements and usually high computational burdain. Therefore, a new method for estimating arterial parameters based on Monte Carlo simulation is proposed. A three element Windkessel model was used to represent the arterial system. The approach was to reduce the error between the calculated and physiological aortic pressure by randomly generating arterial parameter values, while keeping constant the arterial resistance. This last value was obtained for each subject using the arterial flow, and was a necessary consideration in order to obtain a unique set of values for the arterial compliance and peripheral resistance. The estimation technique was applied to in vivo data containing steady beats in mongrel dogs, and it reliably estimated Windkessel arterial parameters. Further, this method appears to be computationally efficient for on-line time-domain estimation of these parameters.

Application of Enhanced Sampling Monte Carlo Methods for High-Resolution Protein-Protein Docking in Rosetta

PubMed Central

Zhang, Zhe; Schindler, Christina E. M.; Lange, Oliver F.; Zacharias, Martin

2015-01-01

The high-resolution refinement of docked protein-protein complexes can provide valuable structural and mechanistic insight into protein complex formation complementing experiment. Monte Carlo (MC) based approaches are frequently applied to sample putative interaction geometries of proteins including also possible conformational changes of the binding partners. In order to explore efficiency improvements of the MC sampling, several enhanced sampling techniques, including temperature or Hamiltonian replica exchange and well-tempered ensemble approaches, have been combined with the MC method and were evaluated on 20 protein complexes using unbound partner structures. The well-tempered ensemble method combined with a 2-dimensional temperature and Hamiltonian replica exchange scheme (WTE-H-REMC) was identified as the most efficient search strategy. Comparison with prolonged MC searches indicates that the WTE-H-REMC approach requires approximately 5 times fewer MC steps to identify near native docking geometries compared to conventional MC searches. PMID:26053419

Towards the reliable calculation of residence time for off-lattice kinetic Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Alexander, Kathleen C.; Schuh, Christopher A.

2016-08-01

Kinetic Monte Carlo (KMC) methods have the potential to extend the accessible timescales of off-lattice atomistic simulations beyond the limits of molecular dynamics by making use of transition state theory and parallelization. However, it is a challenge to identify a complete catalog of events accessible to an off-lattice system in order to accurately calculate the residence time for KMC. Here we describe possible approaches to some of the key steps needed to address this problem. These include methods to compare and distinguish individual kinetic events, to deterministically search an energy landscape, and to define local atomic environments. When applied to the ground state  ∑5(2 1 0) grain boundary in copper, these methods achieve a converged residence time, accounting for the full set of kinetically relevant events for this off-lattice system, with calculable uncertainty.

Application of the Monte Carlo method to the analysis of doses and shielding around an X-ray fluorescence equipment

NASA Astrophysics Data System (ADS)

Ródenas, José; Juste, Belén; Gallardo, Sergio; Querol, Andrea

2017-09-01

An X-ray fluorescence equipment is used for practical exercises in the laboratory of Nuclear Engineering of the Polytechnic University of Valencia (Spain). This equipment includes a compact X-ray tube, ECLIPSE-III, and a Si-PIN XR-100T detector. The voltage (30 kV), and the current (100 μA) of the tube are low enough so that expected doses around the tube do not represent a risk for students working in the laboratory. Nevertheless, doses and shielding should be evaluated to accomplish the ALARA criterion. The Monte Carlo method has been applied to evaluate the dose rate around the installation provided with a shielding composed by a box of methacrylate. Dose rates calculated are compared with experimental measurements to validate the model. Obtained results show that doses are below allowable limits. Hence, no extra shielding is required for the X-ray beam. A previous Monte Carlo model was also developed to obtain the tube spectrum and validated by comparison with data from manufacturer.

Conditional Monte Carlo randomization tests for regression models.

PubMed

Parhat, Parwen; Rosenberger, William F; Diao, Guoqing

2014-08-15

We discuss the computation of randomization tests for clinical trials of two treatments when the primary outcome is based on a regression model. We begin by revisiting the seminal paper of Gail, Tan, and Piantadosi (1988), and then describe a method based on Monte Carlo generation of randomization sequences. The tests based on this Monte Carlo procedure are design based, in that they incorporate the particular randomization procedure used. We discuss permuted block designs, complete randomization, and biased coin designs. We also use a new technique by Plamadeala and Rosenberger (2012) for simple computation of conditional randomization tests. Like Gail, Tan, and Piantadosi, we focus on residuals from generalized linear models and martingale residuals from survival models. Such techniques do not apply to longitudinal data analysis, and we introduce a method for computation of randomization tests based on the predicted rate of change from a generalized linear mixed model when outcomes are longitudinal. We show, by simulation, that these randomization tests preserve the size and power well under model misspecification. Copyright © 2014 John Wiley & Sons, Ltd.

Statistical Inference and Patterns of Inequality in the Global North

ERIC Educational Resources Information Center

Moran, Timothy Patrick

2006-01-01

Cross-national inequality trends have historically been a crucial field of inquiry across the social sciences, and new methodological techniques of statistical inference have recently improved the ability to analyze these trends over time. This paper applies Monte Carlo, bootstrap inference methods to the income surveys of the Luxembourg Income…

Risk analysis of gravity dam instability using credibility theory Monte Carlo simulation model.

PubMed

Xin, Cao; Chongshi, Gu

2016-01-01

Risk analysis of gravity dam stability involves complicated uncertainty in many design parameters and measured data. Stability failure risk ratio described jointly by probability and possibility has deficiency in characterization of influence of fuzzy factors and representation of the likelihood of risk occurrence in practical engineering. In this article, credibility theory is applied into stability failure risk analysis of gravity dam. Stability of gravity dam is viewed as a hybrid event considering both fuzziness and randomness of failure criterion, design parameters and measured data. Credibility distribution function is conducted as a novel way to represent uncertainty of influence factors of gravity dam stability. And combining with Monte Carlo simulation, corresponding calculation method and procedure are proposed. Based on a dam section, a detailed application of the modeling approach on risk calculation of both dam foundation and double sliding surfaces is provided. The results show that, the present method is feasible to be applied on analysis of stability failure risk for gravity dams. The risk assessment obtained can reflect influence of both sorts of uncertainty, and is suitable as an index value.

Acceleration and sensitivity analysis of lattice kinetic Monte Carlo simulations using parallel processing and rate constant rescaling

NASA Astrophysics Data System (ADS)

Núñez, M.; Robie, T.; Vlachos, D. G.

2017-10-01

Kinetic Monte Carlo (KMC) simulation provides insights into catalytic reactions unobtainable with either experiments or mean-field microkinetic models. Sensitivity analysis of KMC models assesses the robustness of the predictions to parametric perturbations and identifies rate determining steps in a chemical reaction network. Stiffness in the chemical reaction network, a ubiquitous feature, demands lengthy run times for KMC models and renders efficient sensitivity analysis based on the likelihood ratio method unusable. We address the challenge of efficiently conducting KMC simulations and performing accurate sensitivity analysis in systems with unknown time scales by employing two acceleration techniques: rate constant rescaling and parallel processing. We develop statistical criteria that ensure sufficient sampling of non-equilibrium steady state conditions. Our approach provides the twofold benefit of accelerating the simulation itself and enabling likelihood ratio sensitivity analysis, which provides further speedup relative to finite difference sensitivity analysis. As a result, the likelihood ratio method can be applied to real chemistry. We apply our methodology to the water-gas shift reaction on Pt(111).

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.

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.

Temperature scaling method for Markov chains.

PubMed

Crosby, Lonnie D; Windus, Theresa L

2009-01-22

The use of ab initio potentials in Monte Carlo simulations aimed at investigating the nucleation kinetics of water clusters is complicated by the computational expense of the potential energy determinations. Furthermore, the common desire to investigate the temperature dependence of kinetic properties leads to an urgent need to reduce the expense of performing simulations at many different temperatures. A method is detailed that allows a Markov chain (obtained via Monte Carlo) at one temperature to be scaled to other temperatures of interest without the need to perform additional large simulations. This Markov chain temperature-scaling (TeS) can be generally applied to simulations geared for numerous applications. This paper shows the quality of results which can be obtained by TeS and the possible quantities which may be extracted from scaled Markov chains. Results are obtained for a 1-D analytical potential for which the exact solutions are known. Also, this method is applied to water clusters consisting of between 2 and 5 monomers, using Dynamical Nucleation Theory to determine the evaporation rate constant for monomer loss. Although ab initio potentials are not utilized in this paper, the benefit of this method is made apparent by using the Dang-Chang polarizable classical potential for water to obtain statistical properties at various temperatures.

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

PubMed

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

2018-03-01

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

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

Binding Modes of Ligands Using Enhanced Sampling (BLUES): Rapid Decorrelation of Ligand Binding Modes via Nonequilibrium Candidate Monte Carlo.

PubMed

Gill, Samuel C; Lim, Nathan M; Grinaway, Patrick B; Rustenburg, Ariën S; Fass, Josh; Ross, Gregory A; Chodera, John D; Mobley, David L

2018-05-31

Accurately predicting protein-ligand binding affinities and binding modes is a major goal in computational chemistry, but even the prediction of ligand binding modes in proteins poses major challenges. Here, we focus on solving the binding mode prediction problem for rigid fragments. That is, we focus on computing the dominant placement, conformation, and orientations of a relatively rigid, fragment-like ligand in a receptor, and the populations of the multiple binding modes which may be relevant. This problem is important in its own right, but is even more timely given the recent success of alchemical free energy calculations. Alchemical calculations are increasingly used to predict binding free energies of ligands to receptors. However, the accuracy of these calculations is dependent on proper sampling of the relevant ligand binding modes. Unfortunately, ligand binding modes may often be uncertain, hard to predict, and/or slow to interconvert on simulation time scales, so proper sampling with current techniques can require prohibitively long simulations. We need new methods which dramatically improve sampling of ligand binding modes. Here, we develop and apply a nonequilibrium candidate Monte Carlo (NCMC) method to improve sampling of ligand binding modes. In this technique, the ligand is rotated and subsequently allowed to relax in its new position through alchemical perturbation before accepting or rejecting the rotation and relaxation as a nonequilibrium Monte Carlo move. When applied to a T4 lysozyme model binding system, this NCMC method shows over 2 orders of magnitude improvement in binding mode sampling efficiency compared to a brute force molecular dynamics simulation. This is a first step toward applying this methodology to pharmaceutically relevant binding of fragments and, eventually, drug-like molecules. We are making this approach available via our new Binding modes of ligands using enhanced sampling (BLUES) package which is freely available on GitHub.

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

Evaluating marginal likelihood with thermodynamic integration method and comparison with several other numerical methods

DOE PAGES

Liu, Peigui; Elshall, Ahmed S.; Ye, Ming; ...

2016-02-05

Evaluating marginal likelihood is the most critical and computationally expensive task, when conducting Bayesian model averaging to quantify parametric and model uncertainties. The evaluation is commonly done by using Laplace approximations to evaluate semianalytical expressions of the marginal likelihood or by using Monte Carlo (MC) methods to evaluate arithmetic or harmonic mean of a joint likelihood function. This study introduces a new MC method, i.e., thermodynamic integration, which has not been attempted in environmental modeling. Instead of using samples only from prior parameter space (as in arithmetic mean evaluation) or posterior parameter space (as in harmonic mean evaluation), the thermodynamicmore » integration method uses samples generated gradually from the prior to posterior parameter space. This is done through a path sampling that conducts Markov chain Monte Carlo simulation with different power coefficient values applied to the joint likelihood function. The thermodynamic integration method is evaluated using three analytical functions by comparing the method with two variants of the Laplace approximation method and three MC methods, including the nested sampling method that is recently introduced into environmental modeling. The thermodynamic integration method outperforms the other methods in terms of their accuracy, convergence, and consistency. The thermodynamic integration method is also applied to a synthetic case of groundwater modeling with four alternative models. The application shows that model probabilities obtained using the thermodynamic integration method improves predictive performance of Bayesian model averaging. As a result, the thermodynamic integration method is mathematically rigorous, and its MC implementation is computationally general for a wide range of environmental problems.« less

Verification of unfold error estimates in the unfold operator code

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

Fehl, D.L.; Biggs, F.

Spectral unfolding is an inverse mathematical operation that attempts to obtain spectral source information from a set of response functions and data measurements. Several unfold algorithms have appeared over the past 30 years; among them is the unfold operator (UFO) code written at Sandia National Laboratories. In addition to an unfolded spectrum, the UFO code also estimates the unfold uncertainty (error) induced by estimated random uncertainties in the data. In UFO the unfold uncertainty is obtained from the error matrix. This built-in estimate has now been compared to error estimates obtained by running the code in a Monte Carlo fashionmore » with prescribed data distributions (Gaussian deviates). In the test problem studied, data were simulated from an arbitrarily chosen blackbody spectrum (10 keV) and a set of overlapping response functions. The data were assumed to have an imprecision of 5{percent} (standard deviation). One hundred random data sets were generated. The built-in estimate of unfold uncertainty agreed with the Monte Carlo estimate to within the statistical resolution of this relatively small sample size (95{percent} confidence level). A possible 10{percent} bias between the two methods was unresolved. The Monte Carlo technique is also useful in underdetermined problems, for which the error matrix method does not apply. UFO has been applied to the diagnosis of low energy x rays emitted by Z-pinch and ion-beam driven hohlraums. {copyright} {ital 1997 American Institute of Physics.}« less

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

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

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

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

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

2016-12-19

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

Least squares polynomial chaos expansion: A review of sampling strategies

NASA Astrophysics Data System (ADS)

Hadigol, Mohammad; Doostan, Alireza

2018-04-01

As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling methods, such as Monte Carlo, Latin hypercube, quasi-Monte Carlo, optimal design of experiments (ODE), Gaussian quadratures, as well as more recent techniques, such as coherence-optimal and randomized quadratures are discussed. We also propose a hybrid sampling method, dubbed alphabetic-coherence-optimal, that employs the so-called alphabetic optimality criteria used in the context of ODE in conjunction with coherence-optimal samples. A comparison between the empirical performance of the selected sampling methods applied to three numerical examples, including high-order PCE's, high-dimensional problems, and low oversampling ratios, is presented to provide a road map for practitioners seeking the most suitable sampling technique for a problem at hand. We observed that the alphabetic-coherence-optimal technique outperforms other sampling methods, specially when high-order ODE are employed and/or the oversampling ratio is low.

Kinetic Monte Carlo and cellular particle dynamics simulations of multicellular systems

NASA Astrophysics Data System (ADS)

Flenner, Elijah; Janosi, Lorant; Barz, Bogdan; Neagu, Adrian; Forgacs, Gabor; Kosztin, Ioan

2012-03-01

Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of cell aggregates as bioink particles. Here we formulate two computer simulation methods: (1) a kinetic Monte Carlo (KMC) and (2) a cellular particle dynamics (CPD) method, which are capable of describing and predicting the shape evolution in time of three-dimensional multicellular systems during their biomechanical relaxation. Our work is motivated by the need of developing quantitative methods for optimizing postprinting structure formation in bioprinting-assisted tissue engineering. The KMC and CPD model parameters are determined and calibrated by using an original computational-theoretical-experimental framework applied to the fusion of two spherical cell aggregates. The two methods are used to predict the (1) formation of a toroidal structure through fusion of spherical aggregates and (2) cell sorting within an aggregate formed by two types of cells with different adhesivities.

Investigation of Kp- and Kd-atom formation and their collisional processes with hydrogen and deuterium targets by the classical-trajectory Monte Carlo method

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

Raeisi, G. M.; Department of Physics, Shahrekord University, Shahrekord 115; Kalantari, S. Z.

The classical-trajectory Monte Carlo method has been used to study the capture of negative kaons by hydrogen and deuterium atoms; subsequently, the elastic scattering, Stark mixing, and Coulomb deexcitation cross sections of Kp and Kd atoms have been determined. The results for kaonic atom formation confirm the initial conditions that have been parametrically applied by most atomic cascade models. Our results show that Coulomb deexcitation in Kp and Kd atoms with {Delta}n>1 is important in addition to n=1. We have shown that the contribution of molecular structure effects to the cross sections of the collisional processes is larger than themore » isotopic effects of the targets. We have also compared our results with the semiclassical approaches.« less

Simulation of loss mechanisms in organic solar cells: A description of the mesoscopic Monte Carlo technique and an evaluation of the first reaction method.

PubMed

Groves, Chris; Kimber, Robin G E; Walker, Alison B

2010-10-14

In this letter we evaluate the accuracy of the first reaction method (FRM) as commonly used to reduce the computational complexity of mesoscale Monte Carlo simulations of geminate recombination and the performance of organic photovoltaic devices. A wide range of carrier mobilities, degrees of energetic disorder, and applied electric field are considered. For the ranges of energetic disorder relevant for most polyfluorene, polythiophene, and alkoxy poly(phenylene vinylene) materials used in organic photovoltaics, the geminate separation efficiency predicted by the FRM agrees with the exact model to better than 2%. We additionally comment on the effects of equilibration on low-field geminate separation efficiency, and in doing so emphasize the importance of the energy at which geminate carriers are created upon their subsequent behavior.

Distributional Monte Carlo Methods for the Boltzmann Equation

DTIC Science & Technology

2013-03-01

Presented to the Faculty Graduate School of Engineering and Management Air Force Institute of Technology Air University Air Education and Training Command...Interim Dean, Graduate School of Engineering and Management 8 Mar 2013 Date AFIT-ENC-DS-13-M-06 Abstract Stochastic particle methods (SPMs) for the...applied to the well-studied Bobylev-Krook-Wu solution as a numerical test case. Accuracy and variance of the solutions are examined as functions of various

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

Modeling Latent Interactions at Level 2 in Multilevel Structural Equation Models: An Evaluation of Mean-Centered and Residual-Centered Unconstrained Approaches

ERIC Educational Resources Information Center

Leite, Walter L.; Zuo, Youzhen

2011-01-01

Among the many methods currently available for estimating latent variable interactions, the unconstrained approach is attractive to applied researchers because of its relatively easy implementation with any structural equation modeling (SEM) software. Using a Monte Carlo simulation study, we extended and evaluated the unconstrained approach to…

Computation of Neutral Gas Flow from a Hall Thruster into a Vacuum Chamber

DTIC Science & Technology

2002-10-18

try to quantify these effects, the direct simulation Monte Carlo method is applied to model a cold flow of xenon gas expanding from a Hall thruster into...a vacuum chamber. The simulations are performed for the P5 Hall thruster operating in a large vacuum tank at the University of Michigan. Comparison

Classifying and quantifying basins of attraction

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

Sprott, J. C.; Xiong, Anda

2015-08-15

A scheme is proposed to classify the basins for attractors of dynamical systems in arbitrary dimensions. There are four basic classes depending on their size and extent, and each class can be further quantified to facilitate comparisons. The calculation uses a Monte Carlo method and is applied to numerous common dissipative chaotic maps and flows in various dimensions.

Bold Diagrammatic Monte Carlo Method Applied to Fermionized Frustrated Spins

NASA Astrophysics Data System (ADS)

Kulagin, S. A.; Prokof'ev, N.; Starykh, O. A.; Svistunov, B.; Varney, C. N.

2013-02-01

We demonstrate, by considering the triangular lattice spin-1/2 Heisenberg model, that Monte Carlo sampling of skeleton Feynman diagrams within the fermionization framework offers a universal first-principles tool for strongly correlated lattice quantum systems. We observe the fermionic sign blessing—cancellation of higher order diagrams leading to a finite convergence radius of the series. We calculate the magnetic susceptibility of the triangular-lattice quantum antiferromagnet in the correlated paramagnet regime and reveal a surprisingly accurate microscopic correspondence with its classical counterpart at all accessible temperatures. The extrapolation of the observed relation to zero temperature suggests the absence of the magnetic order in the ground state. We critically examine the implications of this unusual scenario.

Computer program for prediction of fuel consumption statistical data for an upper stage three-axes stabilized on-off control system

NASA Technical Reports Server (NTRS)

1982-01-01

A FORTRAN coded computer program and method to predict the reaction control fuel consumption statistics for a three axis stabilized rocket vehicle upper stage is described. A Monte Carlo approach is used which is more efficient by using closed form estimates of impulses. The effects of rocket motor thrust misalignment, static unbalance, aerodynamic disturbances, and deviations in trajectory, mass properties and control system characteristics are included. This routine can be applied to many types of on-off reaction controlled vehicles. The pseudorandom number generation and statistical analyses subroutines including the output histograms can be used for other Monte Carlo analyses problems.

An unbiased Hessian representation for Monte Carlo PDFs.

PubMed

Carrazza, Stefano; Forte, Stefano; Kassabov, Zahari; Latorre, José Ignacio; Rojo, Juan

We develop a methodology for the construction of a Hessian representation of Monte Carlo sets of parton distributions, based on the use of a subset of the Monte Carlo PDF replicas as an unbiased linear basis, and of a genetic algorithm for the determination of the optimal basis. We validate the methodology by first showing that it faithfully reproduces a native Monte Carlo PDF set (NNPDF3.0), and then, that if applied to Hessian PDF set (MMHT14) which was transformed into a Monte Carlo set, it gives back the starting PDFs with minimal information loss. We then show that, when applied to a large Monte Carlo PDF set obtained as combination of several underlying sets, the methodology leads to a Hessian representation in terms of a rather smaller set of parameters (MC-H PDFs), thereby providing an alternative implementation of the recently suggested Meta-PDF idea and a Hessian version of the recently suggested PDF compression algorithm (CMC-PDFs). The mc2hessian conversion code is made publicly available together with (through LHAPDF6) a Hessian representations of the NNPDF3.0 set, and the MC-H PDF set.

Anthology of the Development of Radiation Transport Tools as Applied to Single Event Effects

NASA Astrophysics Data System (ADS)

Reed, R. A.; Weller, R. A.; Akkerman, A.; Barak, J.; Culpepper, W.; Duzellier, S.; Foster, C.; Gaillardin, M.; Hubert, G.; Jordan, T.; Jun, I.; Koontz, S.; Lei, F.; McNulty, P.; Mendenhall, M. H.; Murat, M.; Nieminen, P.; O'Neill, P.; Raine, M.; Reddell, B.; Saigné, F.; Santin, G.; Sihver, L.; Tang, H. H. K.; Truscott, P. R.; Wrobel, F.

2013-06-01

This anthology contains contributions from eleven different groups, each developing and/or applying Monte Carlo-based radiation transport tools to simulate a variety of effects that result from energy transferred to a semiconductor material by a single particle event. The topics span from basic mechanisms for single-particle induced failures to applied tasks like developing websites to predict on-orbit single event failure rates using Monte Carlo radiation transport tools.

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.

Sensitivity analysis in practice: providing an uncertainty budget when applying supplement 1 to the GUM

NASA Astrophysics Data System (ADS)

Allard, Alexandre; Fischer, Nicolas

2018-06-01

Sensitivity analysis associated with the evaluation of measurement uncertainty is a very important tool for the metrologist, enabling them to provide an uncertainty budget and to gain a better understanding of the measurand and the underlying measurement process. Using the GUM uncertainty framework, the contribution of an input quantity to the variance of the output quantity is obtained through so-called ‘sensitivity coefficients’. In contrast, such coefficients are no longer computed in cases where a Monte-Carlo method is used. In such a case, supplement 1 to the GUM suggests varying the input quantities one at a time, which is not an efficient method and may provide incorrect contributions to the variance in cases where significant interactions arise. This paper proposes different methods for the elaboration of the uncertainty budget associated with a Monte Carlo method. An application to the mass calibration example described in supplement 1 to the GUM is performed with the corresponding R code for implementation. Finally, guidance is given for choosing a method, including suggestions for a future revision of supplement 1 to the GUM.

The Application of the Monte Carlo Approach to Cognitive Diagnostic Computerized Adaptive Testing With Content Constraints

ERIC Educational Resources Information Center

Mao, Xiuzhen; Xin, Tao

2013-01-01

The Monte Carlo approach which has previously been implemented in traditional computerized adaptive testing (CAT) is applied here to cognitive diagnostic CAT to test the ability of this approach to address multiple content constraints. The performance of the Monte Carlo approach is compared with the performance of the modified maximum global…

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

ERIC Educational Resources Information Center

Simonson, Shawn R.

2017-01-01

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

Local normalization: Uncovering correlations in non-stationary financial time series

NASA Astrophysics Data System (ADS)

Schäfer, Rudi; Guhr, Thomas

2010-09-01

The measurement of correlations between financial time series is of vital importance for risk management. In this paper we address an estimation error that stems from the non-stationarity of the time series. We put forward a method to rid the time series of local trends and variable volatility, while preserving cross-correlations. We test this method in a Monte Carlo simulation, and apply it to empirical data for the S&P 500 stocks.

SU-E-T-469: A Practical Approach for the Determination of Small Field Output Factors Using Published Monte Carlo Derived Correction Factors

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

Calderon, E; Siergiej, D

2014-06-01

Purpose: Output factor determination for small fields (less than 20 mm) presents significant challenges due to ion chamber volume averaging and diode over-response. Measured output factor values between detectors are known to have large deviations as field sizes are decreased. No set standard to resolve this difference in measurement exists. We observed differences between measured output factors of up to 14% using two different detectors. Published Monte Carlo derived correction factors were used to address this challenge and decrease the output factor deviation between detectors. Methods: Output factors for Elekta's linac-based stereotactic cone system were measured using the EDGE detectormore » (Sun Nuclear) and the A16 ion chamber (Standard Imaging). Measurements conditions were 100 cm SSD (source to surface distance) and 1.5 cm depth. Output factors were first normalized to a 10.4 cm × 10.4 cm field size using a daisy-chaining technique to minimize the dependence of field size on detector response. An equation expressing the relation between published Monte Carlo correction factors as a function of field size for each detector was derived. The measured output factors were then multiplied by the calculated correction factors. EBT3 gafchromic film dosimetry was used to independently validate the corrected output factors. Results: Without correction, the deviation in output factors between the EDGE and A16 detectors ranged from 1.3 to 14.8%, depending on cone size. After applying the calculated correction factors, this deviation fell to 0 to 3.4%. Output factors determined with film agree within 3.5% of the corrected output factors. Conclusion: We present a practical approach to applying published Monte Carlo derived correction factors to measured small field output factors for the EDGE and A16 detectors. Using this method, we were able to decrease the percent deviation between both detectors from 14.8% to 3.4% agreement.« less

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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

PubMed

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

2014-01-01

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

Massively parallel multicanonical simulations

NASA Astrophysics Data System (ADS)

Gross, Jonathan; Zierenberg, Johannes; Weigel, Martin; Janke, Wolfhard

2018-03-01

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free-energy landscapes. As Markov chain methods, they are inherently serial computationally. It was demonstrated recently, however, that a combination of independent simulations that communicate weight updates at variable intervals allows for the efficient utilization of parallel computational resources for multicanonical simulations. Implementing this approach for the many-thread architecture provided by current generations of graphics processing units (GPUs), we show how it can be efficiently employed with of the order of 104 parallel walkers and beyond, thus constituting a versatile tool for Monte Carlo simulations in the era of massively parallel computing. We provide the fully documented source code for the approach applied to the paradigmatic example of the two-dimensional Ising model as starting point and reference for practitioners in the field.

An Efficient Monte Carlo Method for Modeling Radiative Transfer in Protoplanetary Disks

NASA Technical Reports Server (NTRS)

Kim, Stacy

2011-01-01

Monte Carlo methods have been shown to be effective and versatile in modeling radiative transfer processes to calculate model temperature profiles for protoplanetary disks. Temperatures profiles are important for connecting physical structure to observation and for understanding the conditions for planet formation and migration. However, certain areas of the disk such as the optically thick disk interior are under-sampled, or are of particular interest such as the snow line (where water vapor condenses into ice) and the area surrounding a protoplanet. To improve the sampling, photon packets can be preferentially scattered and reemitted toward the preferred locations at the cost of weighting packet energies to conserve the average energy flux. Here I report on the weighting schemes developed, how they can be applied to various models, and how they affect simulation mechanics and results. We find that improvements in sampling do not always imply similar improvements in temperature accuracies and calculation speeds.

POWER ANALYSIS FOR COMPLEX MEDIATIONAL DESIGNS USING MONTE CARLO METHODS

PubMed Central

Thoemmes, Felix; MacKinnon, David P.; Reiser, Mark R.

2013-01-01

Applied researchers often include mediation effects in applications of advanced methods such as latent variable models and linear growth curve models. Guidance on how to estimate statistical power to detect mediation for these models has not yet been addressed in the literature. We describe a general framework for power analyses for complex mediational models. The approach is based on the well known technique of generating a large number of samples in a Monte Carlo study, and estimating power as the percentage of cases in which an estimate of interest is significantly different from zero. Examples of power calculation for commonly used mediational models are provided. Power analyses for the single mediator, multiple mediators, three-path mediation, mediation with latent variables, moderated mediation, and mediation in longitudinal designs are described. Annotated sample syntax for Mplus is appended and tabled values of required sample sizes are shown for some models. PMID:23935262

Examples of measurement uncertainty evaluations in accordance with the revised GUM

NASA Astrophysics Data System (ADS)

Runje, B.; Horvatic, A.; Alar, V.; Medic, S.; Bosnjakovic, A.

2016-11-01

The paper presents examples of the evaluation of uncertainty components in accordance with the current and revised Guide to the expression of uncertainty in measurement (GUM). In accordance with the proposed revision of the GUM a Bayesian approach was conducted for both type A and type B evaluations.The law of propagation of uncertainty (LPU) and the law of propagation of distribution applied through the Monte Carlo method, (MCM) were used to evaluate associated standard uncertainties, expanded uncertainties and coverage intervals. Furthermore, the influence of the non-Gaussian dominant input quantity and asymmetric distribution of the output quantity y on the evaluation of measurement uncertainty was analyzed. In the case when the probabilistically coverage interval is not symmetric, the coverage interval for the probability P is estimated from the experimental probability density function using the Monte Carlo method. Key highlights of the proposed revision of the GUM were analyzed through a set of examples.

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

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

Reboredo, Fernando A.

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

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

NASA Astrophysics Data System (ADS)

De Lucas, Javier

2015-03-01

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

A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application

NASA Astrophysics Data System (ADS)

He, Ling-Yun; Qian, Wen-Bin

2012-07-01

A correct or precise estimation of the Hurst exponent is one of the fundamentally important problems in the financial economics literature. There are three widely used tools to estimate the Hurst exponent, the canonical rescaled range (R/S), the variance rescaled statistic (V/S) and the Modified rescaled range (Modified R/S). To clarify their performance, we compare them by Monte Carlo simulations; we generate many time-series of a fractal Brownian motion, of a Weierstrass-Mandelbrot cosine fractal function and of a fractionally integrated process, whose theoretical Hurst exponents are known, to compare the Hurst exponents estimated by the three methods. To better understand their pragmatic performance, we further apply all of these methods empirically in real-world applications. Our results imply it is not appropriate to conclude simply which method is better as V/S performs better when the analyzed market is anti-persistent while R/S seems to be a reliable tool used in persistent market.

Study on method to simulate light propagation on tissue with characteristics of radial-beam LED based on Monte-Carlo method.

PubMed

Song, Sangha; Elgezua, Inko; Kobayashi, Yo; Fujie, Masakatsu G

2013-01-01

In biomedical, Monte-carlo simulation is commonly used for simulation of light diffusion in tissue. But, most of previous studies did not consider a radial beam LED as light source. Therefore, we considered characteristics of a radial beam LED and applied them on MC simulation as light source. In this paper, we consider 3 characteristics of radial beam LED. The first is an initial launch area of photons. The second is an incident angle of a photon at an initial photon launching area. The third is the refraction effect according to contact area between LED and a turbid medium. For the verification of the MC simulation, we compared simulation and experimental results. The average of the correlation coefficient between simulation and experimental results is 0.9954. Through this study, we show an effective method to simulate light diffusion on tissue with characteristics for radial beam LED based on MC simulation.

Monte Carlo simulation studies on scintillation detectors and image reconstruction of brain-phantom tumors in TOFPET

PubMed Central

Mondal, Nagendra Nath

2009-01-01

This study presents Monte Carlo Simulation (MCS) results of detection efficiencies, spatial resolutions and resolving powers of a time-of-flight (TOF) PET detector systems. Cerium activated Lutetium Oxyorthosilicate (Lu2SiO5: Ce in short LSO), Barium Fluoride (BaF2) and BriLanCe 380 (Cerium doped Lanthanum tri-Bromide, in short LaBr3) scintillation crystals are studied in view of their good time and energy resolutions and shorter decay times. The results of MCS based on GEANT show that spatial resolution, detection efficiency and resolving power of LSO are better than those of BaF2 and LaBr3, although it possesses inferior time and energy resolutions. Instead of the conventional position reconstruction method, newly established image reconstruction (talked about in the previous work) method is applied to produce high-tech images. Validation is a momentous step to ensure that this imaging method fulfills all purposes of motivation discussed by reconstructing images of two tumors in a brain phantom. PMID:20098551

Evaluation of Hamaker coefficients using Diffusion Monte Carlo method

NASA Astrophysics Data System (ADS)

Maezono, Ryo; Hongo, Kenta

We evaluated the Hamaker's constant for Cyclohexasilane to investigate its wettability, which is used as an ink of 'liquid silicon' in 'printed electronics'. Taking three representative geometries of the dimer coalescence (parallel, lined, and T-shaped), we evaluated these binding curves using diffusion Monte Carlo method. The parallel geometry gave the most long-ranged exponent, ~ 1 /r6 , in its asymptotic behavior. Evaluated binding lengths are fairly consistent with the experimental density of the molecule. The fitting of the asymptotic curve gave an estimation of Hamaker's constant being around 100 [zJ]. We also performed a CCSD(T) evaluation and got almost similar result. To check its justification, we applied the same scheme to Benzene and compared the estimation with those by other established methods, Lifshitz theory and SAPT (Symmetry-adopted perturbation theory). The result by the fitting scheme turned to be twice larger than those by Lifshitz and SAPT, both of which coincide with each other. It is hence implied that the present evaluation for Cyclohexasilane would be overestimated.

Measurement Uncertainty of Dew-Point Temperature in a Two-Pressure Humidity Generator

NASA Astrophysics Data System (ADS)

Martins, L. Lages; Ribeiro, A. Silva; Alves e Sousa, J.; Forbes, Alistair B.

2012-09-01

This article describes the measurement uncertainty evaluation of the dew-point temperature when using a two-pressure humidity generator as a reference standard. The estimation of the dew-point temperature involves the solution of a non-linear equation for which iterative solution techniques, such as the Newton-Raphson method, are required. Previous studies have already been carried out using the GUM method and the Monte Carlo method but have not discussed the impact of the approximate numerical method used to provide the temperature estimation. One of the aims of this article is to take this approximation into account. Following the guidelines presented in the GUM Supplement 1, two alternative approaches can be developed: the forward measurement uncertainty propagation by the Monte Carlo method when using the Newton-Raphson numerical procedure; and the inverse measurement uncertainty propagation by Bayesian inference, based on prior available information regarding the usual dispersion of values obtained by the calibration process. The measurement uncertainties obtained using these two methods can be compared with previous results. Other relevant issues concerning this research are the broad application to measurements that require hygrometric conditions obtained from two-pressure humidity generators and, also, the ability to provide a solution that can be applied to similar iterative models. The research also studied the factors influencing both the use of the Monte Carlo method (such as the seed value and the convergence parameter) and the inverse uncertainty propagation using Bayesian inference (such as the pre-assigned tolerance, prior estimate, and standard deviation) in terms of their accuracy and adequacy.

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.

Different methodologies to quantify uncertainties of air emissions.

PubMed

Romano, Daniela; Bernetti, Antonella; De Lauretis, Riccardo

2004-10-01

Characterization of the uncertainty associated with air emission estimates is of critical importance especially in the compilation of air emission inventories. In this paper, two different theories are discussed and applied to evaluate air emissions uncertainty. In addition to numerical analysis, which is also recommended in the framework of the United Nation Convention on Climate Change guidelines with reference to Monte Carlo and Bootstrap simulation models, fuzzy analysis is also proposed. The methodologies are discussed and applied to an Italian example case study. Air concentration values are measured from two electric power plants: a coal plant, consisting of two boilers and a fuel oil plant, of four boilers; the pollutants considered are sulphur dioxide (SO(2)), nitrogen oxides (NO(X)), carbon monoxide (CO) and particulate matter (PM). Monte Carlo, Bootstrap and fuzzy methods have been applied to estimate uncertainty of these data. Regarding Monte Carlo, the most accurate results apply to Gaussian distributions; a good approximation is also observed for other distributions with almost regular features either positive asymmetrical or negative asymmetrical. Bootstrap, on the other hand, gives a good uncertainty estimation for irregular and asymmetrical distributions. The logic of fuzzy analysis, where data are represented as vague and indefinite in opposition to the traditional conception of neatness, certain classification and exactness of the data, follows a different description. In addition to randomness (stochastic variability) only, fuzzy theory deals with imprecision (vagueness) of data. Fuzzy variance of the data set was calculated; the results cannot be directly compared with empirical data but the overall performance of the theory is analysed. Fuzzy theory may appear more suitable for qualitative reasoning than for a quantitative estimation of uncertainty, but it suits well when little information and few measurements are available and when distributions of data are not properly known.

Simulation of gas adsorption on a surface and in slit pores with grand canonical and canonical kinetic Monte Carlo methods.

PubMed

Ustinov, E A; Do, D D

2012-08-21

We present for the first time in the literature a new scheme of kinetic Monte Carlo method applied on a grand canonical ensemble, which we call hereafter GC-kMC. It was shown recently that the kinetic Monte Carlo (kMC) scheme is a very effective tool for the analysis of equilibrium systems. It had been applied in a canonical ensemble to describe vapor-liquid equilibrium of argon over a wide range of temperatures, gas adsorption on a graphite open surface and in graphitic slit pores. However, in spite of the conformity of canonical and grand canonical ensembles, the latter is more relevant in the correct description of open systems; for example, the hysteresis loop observed in adsorption of gases in pores under sub-critical conditions can only be described with a grand canonical ensemble. Therefore, the present paper is aimed at an extension of the kMC to open systems. The developed GC-kMC was proved to be consistent with the results obtained with the canonical kMC (C-kMC) for argon adsorption on a graphite surface at 77 K and in graphitic slit pores at 87.3 K. We showed that in slit micropores the hexagonal packing in the layers adjacent to the pore walls is observed at high loadings even at temperatures above the triple point of the bulk phase. The potential and applicability of the GC-kMC are further shown with the correct description of the heat of adsorption and the pressure tensor of the adsorbed phase.

The Multiple-Minima Problem in Protein Folding

NASA Astrophysics Data System (ADS)

Scheraga, Harold A.

1991-10-01

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

Monte-Carlo background simulations of present and future detectors in x-ray astronomy

NASA Astrophysics Data System (ADS)

Tenzer, C.; Kendziorra, E.; Santangelo, A.

2008-07-01

Reaching a low-level and well understood internal instrumental background is crucial for the scientific performance of an X-ray detector and, therefore, a main objective of the instrument designers. Monte-Carlo simulations of the physics processes and interactions taking place in a space-based X-ray detector as a result of its orbital environment can be applied to explain the measured background of existing missions. They are thus an excellent tool to predict and optimize the background of future observatories. Weak points of a design and the main sources of the background can be identified and methods to reduce them can be implemented and studied within the simulations. Using the Geant4 Monte-Carlo toolkit, we have created a simulation environment for space-based detectors and we present results of such background simulations for XMM-Newton's EPIC pn-CCD camera. The environment is also currently used to estimate and optimize the background of the future instruments Simbol-X and eRosita.

Modeling of multi-band drift in nanowires using a full band Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Hathwar, Raghuraj; Saraniti, Marco; Goodnick, Stephen M.

2016-07-01

We report on a new numerical approach for multi-band drift within the context of full band Monte Carlo (FBMC) simulation and apply this to Si and InAs nanowires. The approach is based on the solution of the Krieger and Iafrate (KI) equations [J. B. Krieger and G. J. Iafrate, Phys. Rev. B 33, 5494 (1986)], which gives the probability of carriers undergoing interband transitions subject to an applied electric field. The KI equations are based on the solution of the time-dependent Schrödinger equation, and previous solutions of these equations have used Runge-Kutta (RK) methods to numerically solve the KI equations. This approach made the solution of the KI equations numerically expensive and was therefore only applied to a small part of the Brillouin zone (BZ). Here we discuss an alternate approach to the solution of the KI equations using the Magnus expansion (also known as "exponential perturbation theory"). This method is more accurate than the RK method as the solution lies on the exponential map and shares important qualitative properties with the exact solution such as the preservation of the unitary character of the time evolution operator. The solution of the KI equations is then incorporated through a modified FBMC free-flight drift routine and applied throughout the nanowire BZ. The importance of the multi-band drift model is then demonstrated for the case of Si and InAs nanowires by simulating a uniform field FBMC and analyzing the average carrier energies and carrier populations under high electric fields. Numerical simulations show that the average energy of the carriers under high electric field is significantly higher when multi-band drift is taken into consideration, due to the interband transitions allowing carriers to achieve higher energies.

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

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

Mashouf, S; Lai, P; Karotki, A

2014-06-01

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

Bayesian Exploratory Factor Analysis

PubMed Central

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi

2014-01-01

This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates from a high dimensional set of psychological measurements. PMID:25431517

Monte Carlo study of electron relaxation in graphene with spin polarized, degenerate electron gas in presence of electron-electron scattering

NASA Astrophysics Data System (ADS)

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

2017-12-01

The Monte Carlo simulation method is applied to study the relaxation of excited electrons in monolayer graphene. The presence of spin polarized background electrons population, with density corresponding to highly degenerate conditions is assumed. Formulas of electron-electron scattering rates, which properly account for electrons presence in two energetically degenerate, inequivalent valleys in this material are presented. The electron relaxation process can be divided into two phases: thermalization and cooling, which can be clearly distinguished when examining the standard deviation of electron energy distribution. The influence of the exchange effect in interactions between electrons with parallel spins is shown to be important only in transient conditions, especially during the thermalization phase.

Application of the Probabilistic Dynamic Synthesis Method to Realistic Structures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1998-01-01

The Probabilistic Dynamic Synthesis method is a technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. In previous work, the feasibility of the PDS method applied to a simple seven degree-of-freedom spring-mass system was verified. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.

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.

DNA strand breaks induced by electrons simulated with Nanodosimetry Monte Carlo Simulation Code: NASIC.

PubMed

Li, Junli; Li, Chunyan; Qiu, Rui; Yan, Congchong; Xie, Wenzhang; Wu, Zhen; Zeng, Zhi; Tung, Chuanjong

2015-09-01

The method of Monte Carlo simulation is a powerful tool to investigate the details of radiation biological damage at the molecular level. In this paper, a Monte Carlo code called NASIC (Nanodosimetry Monte Carlo Simulation Code) was developed. It includes physical module, pre-chemical module, chemical module, geometric module and DNA damage module. The physical module can simulate physical tracks of low-energy electrons in the liquid water event-by-event. More than one set of inelastic cross sections were calculated by applying the dielectric function method of Emfietzoglou's optical-data treatments, with different optical data sets and dispersion models. In the pre-chemical module, the ionised and excited water molecules undergo dissociation processes. In the chemical module, the produced radiolytic chemical species diffuse and react. In the geometric module, an atomic model of 46 chromatin fibres in a spherical nucleus of human lymphocyte was established. In the DNA damage module, the direct damages induced by the energy depositions of the electrons and the indirect damages induced by the radiolytic chemical species were calculated. The parameters should be adjusted to make the simulation results be agreed with the experimental results. In this paper, the influence study of the inelastic cross sections and vibrational excitation reaction on the parameters and the DNA strand break yields were studied. Further work of NASIC is underway. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

DOE PAGES

Lu, Dan; Zhang, Guannan; Webster, Clayton G.; ...

2016-12-30

In this paper, we develop an improved multilevel Monte Carlo (MLMC) method for estimating cumulative distribution functions (CDFs) of a quantity of interest, coming from numerical approximation of large-scale stochastic subsurface simulations. Compared with Monte Carlo (MC) methods, that require a significantly large number of high-fidelity model executions to achieve a prescribed accuracy when computing statistical expectations, MLMC methods were originally proposed to significantly reduce the computational cost with the use of multifidelity approximations. The improved performance of the MLMC methods depends strongly on the decay of the variance of the integrand as the level increases. However, the main challengemore » in estimating CDFs is that the integrand is a discontinuous indicator function whose variance decays slowly. To address this difficult task, we approximate the integrand using a smoothing function that accelerates the decay of the variance. In addition, we design a novel a posteriori optimization strategy to calibrate the smoothing function, so as to balance the computational gain and the approximation error. The combined proposed techniques are integrated into a very general and practical algorithm that can be applied to a wide range of subsurface problems for high-dimensional uncertainty quantification, such as a fine-grid oil reservoir model considered in this effort. The numerical results reveal that with the use of the calibrated smoothing function, the improved MLMC technique significantly reduces the computational complexity compared to the standard MC approach. Finally, we discuss several factors that affect the performance of the MLMC method and provide guidance for effective and efficient usage in practice.« less

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

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

Matuttis, Hans-Georg; Wang, Xiaoxing

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

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.

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

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

Accelerated Monte Carlo Methods for Coulomb Collisions

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Modelling of electronic excitation and radiation in the Direct Simulation Monte Carlo Macroscopic Chemistry Method

NASA Astrophysics Data System (ADS)

Goldsworthy, M. J.

2012-10-01

One of the most useful tools for modelling rarefied hypersonic flows is the Direct Simulation Monte Carlo (DSMC) method. Simulator particle movement and collision calculations are combined with statistical procedures to model thermal non-equilibrium flow-fields described by the Boltzmann equation. The Macroscopic Chemistry Method for DSMC simulations was developed to simplify the inclusion of complex thermal non-equilibrium chemistry. The macroscopic approach uses statistical information which is calculated during the DSMC solution process in the modelling procedures. Here it is shown how inclusion of macroscopic information in models of chemical kinetics, electronic excitation, ionization, and radiation can enhance the capabilities of DSMC to model flow-fields where a range of physical processes occur. The approach is applied to the modelling of a 6.4 km/s nitrogen shock wave and results are compared with those from existing shock-tube experiments and continuum calculations. Reasonable agreement between the methods is obtained. The quality of the comparison is highly dependent on the set of vibrational relaxation and chemical kinetic parameters employed.

Markov Chain Monte Carlo Joint Analysis of Chandra X-Ray Imaging Spectroscopy and Sunyaev-Zel'dovich Effect Data

NASA Technical Reports Server (NTRS)

Bonamente, Massimillano; Joy, Marshall K.; Carlstrom, John E.; Reese, Erik D.; LaRoque, Samuel J.

2004-01-01

X-ray and Sunyaev-Zel'dovich effect data can be combined to determine the distance to galaxy clusters. High-resolution X-ray data are now available from Chandra, which provides both spatial and spectral information, and Sunyaev-Zel'dovich effect data were obtained from the BIMA and Owens Valley Radio Observatory (OVRO) arrays. We introduce a Markov Chain Monte Carlo procedure for the joint analysis of X-ray and Sunyaev- Zel'dovich effect data. The advantages of this method are the high computational efficiency and the ability to measure simultaneously the probability distribution of all parameters of interest, such as the spatial and spectral properties of the cluster gas and also for derivative quantities such as the distance to the cluster. We demonstrate this technique by applying it to the Chandra X-ray data and the OVRO radio data for the galaxy cluster A611. Comparisons with traditional likelihood ratio methods reveal the robustness of the method. This method will be used in follow-up paper to determine the distances to a large sample of galaxy cluster.

An investigation into exoplanet transits and uncertainties

NASA Astrophysics Data System (ADS)

Ji, Y.; Banks, T.; Budding, E.; Rhodes, M. D.

2017-06-01

A simple transit model is described along with tests of this model against published results for 4 exoplanet systems (Kepler-1, 2, 8, and 77). Data from the Kepler mission are used. The Markov Chain Monte Carlo (MCMC) method is applied to obtain realistic error estimates. Optimisation of limb darkening coefficients is subject to data quality. It is more likely for MCMC to derive an empirical limb darkening coefficient for light curves with S/N (signal to noise) above 15. Finally, the model is applied to Kepler data for 4 Kepler candidate systems (KOI 760.01, 767.01, 802.01, and 824.01) with previously unpublished results. Error estimates for these systems are obtained via the MCMC method.

A method to deconvolve stellar rotational velocities II. The probability distribution function via Tikhonov regularization

NASA Astrophysics Data System (ADS)

Christen, Alejandra; Escarate, Pedro; Curé, Michel; Rial, Diego F.; Cassetti, Julia

2016-10-01

Aims: Knowing the distribution of stellar rotational velocities is essential for understanding stellar evolution. Because we measure the projected rotational speed v sin I, we need to solve an ill-posed problem given by a Fredholm integral of the first kind to recover the "true" rotational velocity distribution. Methods: After discretization of the Fredholm integral we apply the Tikhonov regularization method to obtain directly the probability distribution function for stellar rotational velocities. We propose a simple and straightforward procedure to determine the Tikhonov parameter. We applied Monte Carlo simulations to prove that the Tikhonov method is a consistent estimator and asymptotically unbiased. Results: This method is applied to a sample of cluster stars. We obtain confidence intervals using a bootstrap method. Our results are in close agreement with those obtained using the Lucy method for recovering the probability density distribution of rotational velocities. Furthermore, Lucy estimation lies inside our confidence interval. Conclusions: Tikhonov regularization is a highly robust method that deconvolves the rotational velocity probability density function from a sample of v sin I data directly without the need for any convergence criteria.

Review of Hybrid (Deterministic/Monte Carlo) Radiation Transport Methods, Codes, and Applications at Oak Ridge National Laboratory

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

Wagner, John C; Peplow, Douglas E.; Mosher, Scott W

2011-01-01

This paper provides a review of the hybrid (Monte Carlo/deterministic) radiation transport methods and codes used at the Oak Ridge National Laboratory and examples of their application for increasing the efficiency of real-world, fixed-source Monte Carlo analyses. The two principal hybrid methods are (1) Consistent Adjoint Driven Importance Sampling (CADIS) for optimization of a localized detector (tally) region (e.g., flux, dose, or reaction rate at a particular location) and (2) Forward Weighted CADIS (FW-CADIS) for optimizing distributions (e.g., mesh tallies over all or part of the problem space) or multiple localized detector regions (e.g., simultaneous optimization of two or moremore » localized tally regions). The two methods have been implemented and automated in both the MAVRIC sequence of SCALE 6 and ADVANTG, a code that works with the MCNP code. As implemented, the methods utilize the results of approximate, fast-running 3-D discrete ordinates transport calculations (with the Denovo code) to generate consistent space- and energy-dependent source and transport (weight windows) biasing parameters. These methods and codes have been applied to many relevant and challenging problems, including calculations of PWR ex-core thermal detector response, dose rates throughout an entire PWR facility, site boundary dose from arrays of commercial spent fuel storage casks, radiation fields for criticality accident alarm system placement, and detector response for special nuclear material detection scenarios and nuclear well-logging tools. Substantial computational speed-ups, generally O(102-4), have been realized for all applications to date. This paper provides a brief review of the methods, their implementation, results of their application, and current development activities, as well as a considerable list of references for readers seeking more information about the methods and/or their applications.« less

Applying Massively Parallel Kinetic Monte Carlo Methods to Simulate Grain Growth and Sintering in Powdered Metals

DTIC Science & Technology

2011-09-01

Structure Evolution During Sintering From [19]. ...................................20 Figure 10. Ising Model Configuration With Eight Nearest Neighbors...INTRODUCTION A. MOTIVATION The ability to fabricate structural components from metals with a fine (micron- sized), controlled grain size is one of the...hallmarks of modern, structural metallurgy. Powder metallurgy, in particular, consists of powder manufacture, powder blending, compacting, and sintering

Theoretical Analysis of Penalized Maximum-Likelihood Patlak Parametric Image Reconstruction in Dynamic PET for Lesion Detection.

PubMed

Yang, Li; Wang, Guobao; Qi, Jinyi

2016-04-01

Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.

Monte Carlo simulation of random, porous (foam) structures for neutron detection

NASA Astrophysics Data System (ADS)

Reichenberger, Michael A.; Fronk, Ryan G.; Shultis, J. Kenneth; Roberts, Jeremy A.; Edwards, Nathaniel S.; Stevenson, Sarah R.; Tiner, Christopher N.; McGregor, Douglas S.

2017-01-01

Porous media incorporating highly neutron-sensitive materials are of interest for use in the development of neutron detectors. Previous studies have shown experimentally the feasibility of 6LiF-saturated, multi-layered detectors; however, the random geometry of porous materials has limited the effectiveness of simulation efforts. The results of scatterless neutron transport and subsequent charged reaction product ion energy deposition are reported here using a novel Monte Carlo method and compared to results obtained by MCNP6. This new Dynamic Path Generation (DPG) Monte Carlo method was developed in order to overcome the complexities of modeling a random porous geometry in MCNP6. The DPG method is then applied to determine the optimal coating thickness for 10B4C-coated reticulated vitreous-carbon (RVC) foams. The optimal coating thickness for 4.1275 cm-thick 10B4C-coated reticulated vitreous carbon foams with porosities of 5, 10, 20, 30, 45, and 80 pores per inch (PPI) were determined for ionizing gas pressures of 1.0 and 2.8 atm. A simulated, maximum, intrinsic thermal-neutron detection efficiency of 62.8±0.25% was predicted for an 80 PPI RVC foam with a 0.2 μm thick coating of 10B4C, for a lower level discriminator setting of 75 keV and an argon pressure of 2.8 atm.

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…

Considerations of MCNP Monte Carlo code to be used as a radiotherapy treatment planning tool.

PubMed

Juste, B; Miro, R; Gallardo, S; Verdu, G; Santos, A

2005-01-01

The present work has simulated the photon and electron transport in a Theratron 780® (MDS Nordion)⁶⁰Co radiotherapy unit, using the Monte Carlo transport code, MCNP (Monte Carlo N-Particle). This project explains mainly the different methodologies carried out to speedup calculations in order to apply this code efficiently in radiotherapy treatment planning.

Probabilistic Methods for Uncertainty Propagation Applied to Aircraft Design

NASA Technical Reports Server (NTRS)

Green, Lawrence L.; Lin, Hong-Zong; Khalessi, Mohammad R.

2002-01-01

Three methods of probabilistic uncertainty propagation and quantification (the method of moments, Monte Carlo simulation, and a nongradient simulation search method) are applied to an aircraft analysis and conceptual design program to demonstrate design under uncertainty. The chosen example problems appear to have discontinuous design spaces and thus these examples pose difficulties for many popular methods of uncertainty propagation and quantification. However, specific implementation features of the first and third methods chosen for use in this study enable successful propagation of small uncertainties through the program. Input uncertainties in two configuration design variables are considered. Uncertainties in aircraft weight are computed. The effects of specifying required levels of constraint satisfaction with specified levels of input uncertainty are also demonstrated. The results show, as expected, that the designs under uncertainty are typically heavier and more conservative than those in which no input uncertainties exist.

Estimation of distributional parameters for censored trace level water quality data: 2. Verification and applications

USGS Publications Warehouse

Helsel, Dennis R.; Gilliom, Robert J.

1986-01-01

Estimates of distributional parameters (mean, standard deviation, median, interquartile range) are often desired for data sets containing censored observations. Eight methods for estimating these parameters have been evaluated by R. J. Gilliom and D. R. Helsel (this issue) using Monte Carlo simulations. To verify those findings, the same methods are now applied to actual water quality data. The best method (lowest root-mean-squared error (rmse)) over all parameters, sample sizes, and censoring levels is log probability regression (LR), the method found best in the Monte Carlo simulations. Best methods for estimating moment or percentile parameters separately are also identical to the simulations. Reliability of these estimates can be expressed as confidence intervals using rmse and bias values taken from the simulation results. Finally, a new simulation study shows that best methods for estimating uncensored sample statistics from censored data sets are identical to those for estimating population parameters. Thus this study and the companion study by Gilliom and Helsel form the basis for making the best possible estimates of either population parameters or sample statistics from censored water quality data, and for assessments of their reliability.

On the simulation of indistinguishable fermions in the many-body Wigner formalism

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

Sellier, J.M., E-mail: jeanmichel.sellier@gmail.com; Dimov, I.

2015-01-01

The simulation of quantum systems consisting of interacting, indistinguishable fermions is an incredible mathematical problem which poses formidable numerical challenges. Many sophisticated methods addressing this problem are available which are based on the many-body Schrödinger formalism. Recently a Monte Carlo technique for the resolution of the many-body Wigner equation has been introduced and successfully applied to the simulation of distinguishable, spinless particles. This numerical approach presents several advantages over other methods. Indeed, it is based on an intuitive formalism in which quantum systems are described in terms of a quasi-distribution function, and highly scalable due to its Monte Carlo nature.more » In this work, we extend the many-body Wigner Monte Carlo method to the simulation of indistinguishable fermions. To this end, we first show how fermions are incorporated into the Wigner formalism. Then we demonstrate that the Pauli exclusion principle is intrinsic to the formalism. As a matter of fact, a numerical simulation of two strongly interacting fermions (electrons) is performed which clearly shows the appearance of a Fermi (or exchange–correlation) hole in the phase-space, a clear signature of the presence of the Pauli principle. To conclude, we simulate 4, 8 and 16 non-interacting fermions, isolated in a closed box, and show that, as the number of fermions increases, we gradually recover the Fermi–Dirac statistics, a clear proof of the reliability of our proposed method for the treatment of indistinguishable particles.« less

Monte Carlo simulations of GeoPET experiments: 3D images of tracer distributions (18F, 124I and 58Co) in Opalinus clay, anhydrite and quartz

NASA Astrophysics Data System (ADS)

Zakhnini, Abdelhamid; Kulenkampff, Johannes; Sauerzapf, Sophie; Pietrzyk, Uwe; Lippmann-Pipke, Johanna

2013-08-01

Understanding conservative fluid flow and reactive tracer transport in soils and rock formations requires quantitative transport visualization methods in 3D+t. After a decade of research and development we established the GeoPET as a non-destructive method with unrivalled sensitivity and selectivity, with due spatial and temporal resolution by applying Positron Emission Tomography (PET), a nuclear medicine imaging method, to dense rock material. Requirements for reaching the physical limit of image resolution of nearly 1 mm are (a) a high-resolution PET-camera, like our ClearPET scanner (Raytest), and (b) appropriate correction methods for scatter and attenuation of 511 keV—photons in the dense geological material. The latter are by far more significant in dense geological material than in human and small animal body tissue (water). Here we present data from Monte Carlo simulations (MCS) reflecting selected GeoPET experiments. The MCS consider all involved nuclear physical processes of the measurement with the ClearPET-system and allow us to quantify the sensitivity of the method and the scatter fractions in geological media as function of material (quartz, Opalinus clay and anhydrite compared to water), PET isotope (18F, 58Co and 124I), and geometric system parameters. The synthetic data sets obtained by MCS are the basis for detailed performance assessment studies allowing for image quality improvements. A scatter correction method is applied exemplarily by subtracting projections of simulated scattered coincidences from experimental data sets prior to image reconstruction with an iterative reconstruction process.

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

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

PubMed Central

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

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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…

Implementation of Monte Carlo Dose calculation for CyberKnife treatment planning

NASA Astrophysics Data System (ADS)

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

2008-02-01

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

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

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

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

2010-02-28

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

25 CFR 183.3 - Does the American Indian Trust Fund Management Reform Act of 1994 apply to this part?

Code of Federal Regulations, 2010 CFR

2010-04-01

... 25 Indians 1 2010-04-01 2010-04-01 false Does the American Indian Trust Fund Management Reform Act of 1994 apply to this part? 183.3 Section 183.3 Indians BUREAU OF INDIAN AFFAIRS, DEPARTMENT OF THE INTERIOR LAND AND WATER USE AND DISTRIBUTION OF THE SAN CARLOS APACHE TRIBE DEVELOPMENT TRUST FUND AND SAN CARLOS APACHE TRIBE LEASE FUND...

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.

An efficient Monte Carlo-based algorithm for scatter correction in keV cone-beam CT

NASA Astrophysics Data System (ADS)

Poludniowski, G.; Evans, P. M.; Hansen, V. N.; Webb, S.

2009-06-01

A new method is proposed for scatter-correction of cone-beam CT images. A coarse reconstruction is used in initial iteration steps. Modelling of the x-ray tube spectra and detector response are included in the algorithm. Photon diffusion inside the imaging subject is calculated using the Monte Carlo method. Photon scoring at the detector is calculated using forced detection to a fixed set of node points. The scatter profiles are then obtained by linear interpolation. The algorithm is referred to as the coarse reconstruction and fixed detection (CRFD) technique. Scatter predictions are quantitatively validated against a widely used general-purpose Monte Carlo code: BEAMnrc/EGSnrc (NRCC, Canada). Agreement is excellent. The CRFD algorithm was applied to projection data acquired with a Synergy XVI CBCT unit (Elekta Limited, Crawley, UK), using RANDO and Catphan phantoms (The Phantom Laboratory, Salem NY, USA). The algorithm was shown to be effective in removing scatter-induced artefacts from CBCT images, and took as little as 2 min on a desktop PC. Image uniformity was greatly improved as was CT-number accuracy in reconstructions. This latter improvement was less marked where the expected CT-number of a material was very different to the background material in which it was embedded.

Fermi gases with imaginary mass imbalance and the sign problem in Monte-Carlo calculations

NASA Astrophysics Data System (ADS)

Roscher, Dietrich; Braun, Jens; Chen, Jiunn-Wei; Drut, Joaquín E.

2014-05-01

Fermi gases in strongly coupled regimes are inherently challenging for many-body methods. Although progress has been made analytically, quantitative results require ab initio numerical approaches, such as Monte-Carlo (MC) calculations. However, mass-imbalanced and spin-imbalanced gases are not accessible to MC calculations due to the infamous sign problem. For finite spin imbalance, the problem can be circumvented using imaginary polarizations and analytic continuation, and large parts of the phase diagram then become accessible. We propose to apply this strategy to the mass-imbalanced case, which opens up the possibility to study the associated phase diagram with MC calculations. We perform a first mean-field analysis which suggests that zero-temperature studies, as well as detecting a potential (tri)critical point, are feasible.

FW/CADIS-O: An Angle-Informed Hybrid Method for Neutron Transport

NASA Astrophysics Data System (ADS)

Munk, Madicken

The development of methods for deep-penetration radiation transport is of continued importance for radiation shielding, nonproliferation, nuclear threat reduction, and medical applications. As these applications become more ubiquitous, the need for transport methods that can accurately and reliably model the systems' behavior will persist. For these types of systems, hybrid methods are often the best choice to obtain a reliable answer in a short amount of time. Hybrid methods leverage the speed and uniform uncertainty distribution of a deterministic solution to bias Monte Carlo transport to reduce the variance in the solution. At present, the Consistent Adjoint-Driven Importance Sampling (CADIS) and Forward-Weighted CADIS (FW-CADIS) hybrid methods are the gold standard by which to model systems that have deeply-penetrating radiation. They use an adjoint scalar flux to generate variance reduction parameters for Monte Carlo. However, in problems where there exists strong anisotropy in the flux, CADIS and FW-CADIS are not as effective at reducing the problem variance as isotropic problems. This dissertation covers the theoretical background, implementation of, and characteri- zation of a set of angle-informed hybrid methods that can be applied to strongly anisotropic deep-penetration radiation transport problems. These methods use a forward-weighted adjoint angular flux to generate variance reduction parameters for Monte Carlo. As a result, they leverage both adjoint and contributon theory for variance reduction. They have been named CADIS-O and FW-CADIS-O. To characterize CADIS-O, several characterization problems with flux anisotropies were devised. These problems contain different physical mechanisms by which flux anisotropy is induced. Additionally, a series of novel anisotropy metrics by which to quantify flux anisotropy are used to characterize the methods beyond standard Figure of Merit (FOM) and relative error metrics. As a result, a more thorough investigation into the effects of anisotropy and the degree of anisotropy on Monte Carlo convergence is possible. The results from the characterization of CADIS-O show that it performs best in strongly anisotropic problems that have preferential particle flowpaths, but only if the flowpaths are not comprised of air. Further, the characterization of the method's sensitivity to deterministic angular discretization showed that CADIS-O has less sensitivity to discretization than CADIS for both quadrature order and PN order. However, more variation in the results were observed in response to changing quadrature order than PN order. Further, as a result of the forward-normalization in the O-methods, ray effect mitigation was observed in many of the characterization problems. The characterization of the CADIS-O-method in this dissertation serves to outline a path forward for further hybrid methods development. In particular, the response that the O-method has with changes in quadrature order, PN order, and on ray effect mitigation are strong indicators that the method is more resilient than its predecessors to strong anisotropies in the flux. With further method characterization, the full potential of the O-methods can be realized. The method can then be applied to geometrically complex, materially diverse problems and help to advance system modelling in deep-penetration radiation transport problems with strong anisotropies in the flux.

Whole Brain Networks for Treatment for Epilepsy

DTIC Science & Technology

2012-07-01

target. For the numerical approach, we applied both a simultaneous over- relaxation method (e.g. Gauss - Seidel ) and a biconjugate gradient...with b=1000sec/mm 2 and 7 b=0 acquisitions) was acquired on a Siemens TIM Trio (Siemens Medical Solutions, Erlangen) followed by iterative motion...partly from the difficulty with which the Monte Carlo approach is able to determine track densities at regions distal to the seed. Much iteration is

Game of Life on the Equal Degree Random Lattice

NASA Astrophysics Data System (ADS)

Shao, Zhi-Gang; Chen, Tao

2010-12-01

An effective matrix method is performed to build the equal degree random (EDR) lattice, and then a cellular automaton game of life on the EDR lattice is studied by Monte Carlo (MC) simulation. The standard mean field approximation (MFA) is applied, and then the density of live cells is given ρ=0.37017 by MFA, which is consistent with the result ρ=0.37±0.003 by MC simulation.

Application of the Monte Carlo method to estimate doses due to neutron activation of different materials in a nuclear reactor

NASA Astrophysics Data System (ADS)

Ródenas, José

2017-11-01

All materials exposed to some neutron flux can be activated independently of the kind of the neutron source. In this study, a nuclear reactor has been considered as neutron source. In particular, the activation of control rods in a BWR is studied to obtain the doses produced around the storage pool for irradiated fuel of the plant when control rods are withdrawn from the reactor and installed into this pool. It is very important to calculate these doses because they can affect to plant workers in the area. The MCNP code based on the Monte Carlo method has been applied to simulate activation reactions produced in the control rods inserted into the reactor. Obtained activities are introduced as input into another MC model to estimate doses produced by them. The comparison of simulation results with experimental measurements allows the validation of developed models. The developed MC models have been also applied to simulate the activation of other materials, such as components of a stainless steel sample introduced into a training reactors. These models, once validated, can be applied to other situations and materials where a neutron flux can be found, not only nuclear reactors. For instance, activation analysis with an Am-Be source, neutrography techniques in both medical applications and non-destructive analysis of materials, civil engineering applications using a Troxler, analysis of materials in decommissioning of nuclear power plants, etc.

THE DYNAMICS OF MERGING CLUSTERS: A MONTE CARLO SOLUTION APPLIED TO THE BULLET AND MUSKET BALL CLUSTERS

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

Dawson, William A., E-mail: wadawson@ucdavis.edu

2013-08-01

Merging galaxy clusters have become one of the most important probes of dark matter, providing evidence for dark matter over modified gravity and even constraints on the dark matter self-interaction cross-section. To properly constrain the dark matter cross-section it is necessary to understand the dynamics of the merger, as the inferred cross-section is a function of both the velocity of the collision and the observed time since collision. While the best understanding of merging system dynamics comes from N-body simulations, these are computationally intensive and often explore only a limited volume of the merger phase space allowed by observed parametermore » uncertainty. Simple analytic models exist but the assumptions of these methods invalidate their results near the collision time, plus error propagation of the highly correlated merger parameters is unfeasible. To address these weaknesses I develop a Monte Carlo method to discern the properties of dissociative mergers and propagate the uncertainty of the measured cluster parameters in an accurate and Bayesian manner. I introduce this method, verify it against an existing hydrodynamic N-body simulation, and apply it to two known dissociative mergers: 1ES 0657-558 (Bullet Cluster) and DLSCL J0916.2+2951 (Musket Ball Cluster). I find that this method surpasses existing analytic models-providing accurate (10% level) dynamic parameter and uncertainty estimates throughout the merger history. This, coupled with minimal required a priori information (subcluster mass, redshift, and projected separation) and relatively fast computation ({approx}6 CPU hours), makes this method ideal for large samples of dissociative merging clusters.« less

multiUQ: An intrusive uncertainty quantification tool for gas-liquid multiphase flows

NASA Astrophysics Data System (ADS)

Turnquist, Brian; Owkes, Mark

2017-11-01

Uncertainty quantification (UQ) can improve our understanding of the sensitivity of gas-liquid multiphase flows to variability about inflow conditions and fluid properties, creating a valuable tool for engineers. While non-intrusive UQ methods (e.g., Monte Carlo) are simple and robust, the cost associated with these techniques can render them unrealistic. In contrast, intrusive UQ techniques modify the governing equations by replacing deterministic variables with stochastic variables, adding complexity, but making UQ cost effective. Our numerical framework, called multiUQ, introduces an intrusive UQ approach for gas-liquid flows, leveraging a polynomial chaos expansion of the stochastic variables: density, momentum, pressure, viscosity, and surface tension. The gas-liquid interface is captured using a conservative level set approach, including a modified reinitialization equation which is robust and quadrature free. A least-squares method is leveraged to compute the stochastic interface normal and curvature needed in the continuum surface force method for surface tension. The solver is tested by applying uncertainty to one or two variables and verifying results against the Monte Carlo approach. NSF Grant #1511325.

Particle in cell/Monte Carlo collision analysis of the problem of identification of impurities in the gas by the plasma electron spectroscopy method

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

Kusoglu Sarikaya, C.; Rafatov, I., E-mail: rafatov@metu.edu.tr; Kudryavtsev, A. A.

2016-06-15

The work deals with the Particle in Cell/Monte Carlo Collision (PIC/MCC) analysis of the problem of detection and identification of impurities in the nonlocal plasma of gas discharge using the Plasma Electron Spectroscopy (PLES) method. For this purpose, 1d3v PIC/MCC code for numerical simulation of glow discharge with nonlocal electron energy distribution function is developed. The elastic, excitation, and ionization collisions between electron-neutral pairs and isotropic scattering and charge exchange collisions between ion-neutral pairs and Penning ionizations are taken into account. Applicability of the numerical code is verified under the Radio-Frequency capacitively coupled discharge conditions. The efficiency of the codemore » is increased by its parallelization using Open Message Passing Interface. As a demonstration of the PLES method, parallel PIC/MCC code is applied to the direct current glow discharge in helium doped with a small amount of argon. Numerical results are consistent with the theoretical analysis of formation of nonlocal EEDF and existing experimental data.« less

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

A Monte-Carlo game theoretic approach for Multi-Criteria Decision Making under uncertainty

NASA Astrophysics Data System (ADS)

Madani, Kaveh; Lund, Jay R.

2011-05-01

Game theory provides a useful framework for studying Multi-Criteria Decision Making problems. This paper suggests modeling Multi-Criteria Decision Making problems as strategic games and solving them using non-cooperative game theory concepts. The suggested method can be used to prescribe non-dominated solutions and also can be used as a method to predict the outcome of a decision making problem. Non-cooperative stability definitions for solving the games allow consideration of non-cooperative behaviors, often neglected by other methods which assume perfect cooperation among decision makers. To deal with the uncertainty in input variables a Monte-Carlo Game Theory (MCGT) approach is suggested which maps the stochastic problem into many deterministic strategic games. The games are solved using non-cooperative stability definitions and the results include possible effects of uncertainty in input variables on outcomes. The method can handle multi-criteria multi-decision-maker problems with uncertainty. The suggested method does not require criteria weighting, developing a compound decision objective, and accurate quantitative (cardinal) information as it simplifies the decision analysis by solving problems based on qualitative (ordinal) information, reducing the computational burden substantially. The MCGT method is applied to analyze California's Sacramento-San Joaquin Delta problem. The suggested method provides insights, identifies non-dominated alternatives, and predicts likely decision outcomes.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

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

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

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

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Monte Carlo simulations for 20 MV X-ray spectrum reconstruction of a linear induction accelerator

NASA Astrophysics Data System (ADS)

Wang, Yi; Li, Qin; Jiang, Xiao-Guo

2012-09-01

To study the spectrum reconstruction of the 20 MV X-ray generated by the Dragon-I linear induction accelerator, the Monte Carlo method is applied to simulate the attenuations of the X-ray in the attenuators of different thicknesses and thus provide the transmission data. As is known, the spectrum estimation from transmission data is an ill-conditioned problem. The method based on iterative perturbations is employed to derive the X-ray spectra, where initial guesses are used to start the process. This algorithm takes into account not only the minimization of the differences between the measured and the calculated transmissions but also the smoothness feature of the spectrum function. In this work, various filter materials are put to use as the attenuator, and the condition for an accurate and robust solution of the X-ray spectrum calculation is demonstrated. The influences of the scattering photons within different intervals of emergence angle on the X-ray spectrum reconstruction are also analyzed.

Clinical implementation of a GPU-based simplified Monte Carlo method for a treatment planning system of proton beam therapy.

PubMed

Kohno, R; Hotta, K; Nishioka, S; Matsubara, K; Tansho, R; Suzuki, T

2011-11-21

We implemented the simplified Monte Carlo (SMC) method on graphics processing unit (GPU) architecture under the computer-unified device architecture platform developed by NVIDIA. The GPU-based SMC was clinically applied for four patients with head and neck, lung, or prostate cancer. The results were compared to those obtained by a traditional CPU-based SMC with respect to the computation time and discrepancy. In the CPU- and GPU-based SMC calculations, the estimated mean statistical errors of the calculated doses in the planning target volume region were within 0.5% rms. The dose distributions calculated by the GPU- and CPU-based SMCs were similar, within statistical errors. The GPU-based SMC showed 12.30-16.00 times faster performance than the CPU-based SMC. The computation time per beam arrangement using the GPU-based SMC for the clinical cases ranged 9-67 s. The results demonstrate the successful application of the GPU-based SMC to a clinical proton treatment planning.

James Webb Space Telescope Initial Mid-Course Correction Monte Carlo Implementation using Task Parallelism

NASA Technical Reports Server (NTRS)

Petersen, Jeremy; Tichy, Jason; Wawrzyniak, Geoffrey; Richon, Karen

2014-01-01

The James Webb Space Telescope will be launched into a highly elliptical orbit that does not possess sufficient energy to achieve a proper Sun-Earth L2 libration point orbit. Three mid-course correction (MCC) maneuvers are planned to rectify the energy deficit: MCC-1a, MCC-1b, and MCC-2. To validate the propellant budget and trajectory design methods, a set of Monte Carlo analyses that incorporate MCC maneuver modeling and execution are employed. The first analysis focuses on the effects of launch vehicle injection errors on the magnitude of MCC-1a. The second on the spread of potential V based on the performance of the propulsion system as applied to all three MCC maneuvers. The final highlights the slight, but notable, contribution of the attitude thrusters during each MCC maneuver. Given the possible variations in these three scenarios, the trajectory design methods are determined to be robust to errors in the modeling of the flight system.

Quantum Monte Carlo Studies of Bulk and Few- or Single-Layer Black Phosphorus

NASA Astrophysics Data System (ADS)

Shulenburger, Luke; Baczewski, Andrew; Zhu, Zhen; Guan, Jie; Tomanek, David

2015-03-01

The electronic and optical properties of phosphorus depend strongly on the structural properties of the material. Given the limited experimental information on the structure of phosphorene, it is natural to turn to electronic structure calculations to provide this information. Unfortunately, given phosphorus' propensity to form layered structures bound by van der Waals interactions, standard density functional theory methods provide results of uncertain accuracy. Recently, it has been demonstrated that Quantum Monte Carlo (QMC) methods achieve high accuracy when applied to solids in which van der Waals forces play a significant role. In this talk, we will present QMC results from our recent calculations on black phosphorus, focusing on the structural and energetic properties of monolayers, bilayers and bulk structures. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. DOE's National Nuclear Security Administration under Contract DE-AC04-94AL85000.

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

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

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

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

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

DOE PAGES

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

2017-06-22

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

James Webb Space Telescope Initial Mid-Course Correction Monte Carlo Implementation using Task Parallelism

NASA Technical Reports Server (NTRS)

Petersen, Jeremy; Tichy, Jason; Wawrzyniak, Geoffrey; Richon, Karen

2014-01-01

The James Webb Space Telescope will be launched into a highly elliptical orbit that does not possess sufficient energy to achieve a proper Sun-Earth/Moon L2 libration point orbit. Three mid-course correction (MCC) maneuvers are planned to rectify the energy deficit: MCC-1a, MCC-1b, and MCC-2. To validate the propellant budget and trajectory design methods, a set of Monte Carlo analyses that incorporate MCC maneuver modeling and execution are employed. The first analysis focuses on the effects of launch vehicle injection errors on the magnitude of MCC-1a. The second on the spread of potential V based on the performance of the propulsion system as applied to all three MCC maneuvers. The final highlights the slight, but notable, contribution of the attitude thrusters during each MCC maneuver. Given the possible variations in these three scenarios, the trajectory design methods are determined to be robust to errors in the modeling of the flight system.

Mechanism of Kinetically Controlled Capillary Condensation in Nanopores: A Combined Experimental and Monte Carlo Approach.

PubMed

Hiratsuka, Tatsumasa; Tanaka, Hideki; Miyahara, Minoru T

2017-01-24

We find the rule of capillary condensation from the metastable state in nanoscale pores based on the transition state theory. The conventional thermodynamic theories cannot achieve it because the metastable capillary condensation inherently includes an activated process. We thus compute argon adsorption isotherms on cylindrical pore models and atomistic silica pore models mimicking the MCM-41 materials by the grand canonical Monte Carlo and the gauge cell Monte Carlo methods and evaluate the rate constant for the capillary condensation by the transition state theory. The results reveal that the rate drastically increases with a small increase in the chemical potential of the system, and the metastable capillary condensation occurs for any mesopores when the rate constant reaches a universal critical value. Furthermore, a careful comparison between experimental adsorption isotherms and the simulated ones on the atomistic silica pore models reveals that the rate constant of the real system also has a universal value. With this finding, we can successfully estimate the experimental capillary condensation pressure over a wide range of temperatures and pore sizes by simply applying the critical rate constant.

Monte Carlo simulation of the radiant field produced by a multiple-lamp quartz heating system

NASA Technical Reports Server (NTRS)

Turner, Travis L.

1991-01-01

A method is developed for predicting the radiant heat flux distribution produced by a reflected bank of tungsten-filament tubular-quartz radiant heaters. The method is correlated with experimental results from two cases, one consisting of a single lamp and a flat reflector and the other consisting of a single lamp and a parabolic reflector. The simulation methodology, computer implementation, and experimental procedures are discussed. Analytical refinements necessary for comparison with experiment are discussed and applied to a multilamp, common reflector heating system.

Epistemic uncertainty propagation in energy flows between structural vibrating systems

NASA Astrophysics Data System (ADS)

Xu, Menghui; Du, Xiaoping; Qiu, Zhiping; Wang, Chong

2016-03-01

A dimension-wise method for predicting fuzzy energy flows between structural vibrating systems coupled by joints with epistemic uncertainties is established. Based on its Legendre polynomial approximation at α=0, both the minimum and maximum point vectors of the energy flow of interest are calculated dimension by dimension within the space spanned by the interval parameters determined by fuzzy those at α=0 and the resulted interval bounds are used to assemble the concerned fuzzy energy flows. Besides the proposed method, vertex method as well as two current methods is also applied. Comparisons among results by different methods are accomplished by two numerical examples and the accuracy of all methods is simultaneously verified by Monte Carlo simulation.

Dynamic evolution of nearby galaxy clusters

NASA Astrophysics Data System (ADS)

Biernacka, M.; Flin, P.

2011-06-01

A study of the evolution of 377 rich ACO clusters with redshift z<0.2 is presented. The data concerning galaxies in the investigated clusters were obtained using FOCAS packages applied to Digital Sky Survey I. The 377 galaxy clusters constitute a statistically uniform sample to which visual galaxy/star reclassifications were applied. Cluster shape within 2.0 h-1 Mpc from the adopted cluster centre (the mean and the median of all galaxy coordinates, the position of the brightest and of the third brightest galaxy in the cluster) was determined through its ellipticity calculated using two methods: the covariance ellipse method (hereafter CEM) and the method based on Minkowski functionals (hereafter MFM). We investigated ellipticity dependence on the radius of circular annuli, in which ellipticity was calculated. This was realized by varying the radius from 0.5 to 2 Mpc in steps of 0.25 Mpc. By performing Monte Carlo simulations, we generated clusters to which the two ellipticity methods were applied. We found that the covariance ellipse method works better than the method based on Minkowski functionals. We also found that ellipticity distributions are different for different methods used. Using the ellipticity-redshift relation, we investigated the possibility of cluster evolution in the low-redshift Universe. The correlation of cluster ellipticities with redshifts is undoubtly an indicator of structural evolution. Using the t-Student statistics, we found a statistically significant correlation between ellipticity and redshift at the significance level of α = 0.95. In one of the two shape determination methods we found that ellipticity grew with redshift, while the other method gave opposite results. Monte Carlo simulations showed that only ellipticities calculated at the distance of 1.5 Mpc from cluster centre in the Minkowski functional method are robust enough to be taken into account, but for that radius we did not find any relation between e and z. Since CEM pointed towards the existence of the e(z) relation, we conclude that such an effect is real though rather weak. A detailed study of the e(z) relation showed that the observed relation is nonlinear, and the number of elongated structures grows rapidly for z>0.14.

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.

Progress in the Modeling of NiAl-Based Alloys Using the BFS Method

NASA Technical Reports Server (NTRS)

Bozzolo, Guillermo; Noebe, Ronald D.; Ferrante, John; Garg, Anita

1997-01-01

The BFS method has been applied to the study of NiAl-based materials to assess the effect of alloying additions on structure. Ternary, quaternary and even pent-alloys based on Ni-rich NiAl with additions of Ti, Cr and Cu were studied. Two approaches were used, Monte Carlo simulations to determine ground state structures and analytical calculations of high symmetry configurations which give physical insight into preferred bonding. Site occupancy energetics for ternary and the more complicated case of quaternary additions were determined, and solubility limits and precipitate formation with corresponding information concerning structure and lattice parameter were also 'observed' computationally. The method was also applied to determine the composition of alloy surfaces and interfaces. Overall, the results demonstrate that the BFS method for alloys is a powerful tool for alloy design and with its simplicity and obvious advantages can be used to complement any experimental alloy design program.

Physical Principle for Generation of Randomness

NASA Technical Reports Server (NTRS)

Zak, Michail

2009-01-01

A physical principle (more precisely, a principle that incorporates mathematical models used in physics) has been conceived as the basis of a method of generating randomness in Monte Carlo simulations. The principle eliminates the need for conventional random-number generators. The Monte Carlo simulation method is among the most powerful computational methods for solving high-dimensional problems in physics, chemistry, economics, and information processing. The Monte Carlo simulation method is especially effective for solving problems in which computational complexity increases exponentially with dimensionality. The main advantage of the Monte Carlo simulation method over other methods is that the demand on computational resources becomes independent of dimensionality. As augmented by the present principle, the Monte Carlo simulation method becomes an even more powerful computational method that is especially useful for solving problems associated with dynamics of fluids, planning, scheduling, and combinatorial optimization. The present principle is based on coupling of dynamical equations with the corresponding Liouville equation. The randomness is generated by non-Lipschitz instability of dynamics triggered and controlled by feedback from the Liouville equation. (In non-Lipschitz dynamics, the derivatives of solutions of the dynamical equations are not required to be bounded.)

Fixed-Node Diffusion Quantum Monte Carlo Method on Dissociation Energies and Their Trends for R-X Bonds (R = Me, Et, i-Pr, t-Bu).

PubMed

Hou, Aiqiang; Zhou, Xiaojun; Wang, Ting; Wang, Fan

2018-05-15

Achieving both bond dissociation energies (BDEs) and their trends for the R-X bonds with R = Me, Et, i-Pr, and t-Bu reliably is nontrivial. Density functional theory (DFT) methods with traditional exchange-correlation functionals usually have large error on both the BDEs and their trends. The M06-2X functional gives rise to reliable BDEs, but the relative BDEs are determined not as accurately. More demanding approaches such as some double-hybrid functionals, for example, G4 and CCSD(T), are generally required to achieve the BDEs and their trends reliably. The fixed-node diffusion quantum Monte Carlo method (FN-DMC) is employed to calculated BDEs of these R-X bonds with X = H, CH 3 , OCH 3 , OH, and F in this work. The single Slater-Jastrow wave function is adopted as trial wave function, and pseudopotentials (PPs) developed for quantum Monte Carlo calculations are chosen. Error of these PPs is modest in wave function methods, while it is more pronounced in DFT calculations. Our results show that accuracy of BDEs with FN-DMC is similar to that of M06-2X and G4, and trends in BDEs are calculated more reliably than M06-2X. Both BDEs and trends in BDEs of these bonds are reproduced reasonably with FN-DMC. FN-DMC using PPs can thus be applied to BDEs and their trends of similar chemical bonds in larger molecules reliably and provide valuable information on properties of these molecules.

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

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

Reconstruction method for fluorescent X-ray computed tomography by least-squares method using singular value decomposition

NASA Astrophysics Data System (ADS)

Yuasa, T.; Akiba, M.; Takeda, T.; Kazama, M.; Hoshino, A.; Watanabe, Y.; Hyodo, K.; Dilmanian, F. A.; Akatsuka, T.; Itai, Y.

1997-02-01

We describe a new attenuation correction method for fluorescent X-ray computed tomography (FXCT) applied to image nonradioactive contrast materials in vivo. The principle of the FXCT imaging is that of computed tomography of the first generation. Using monochromatized synchrotron radiation from the BLNE-5A bending-magnet beam line of Tristan Accumulation Ring in KEK, Japan, we studied phantoms with the FXCT method, and we succeeded in delineating a 4-mm-diameter channel filled with a 500 /spl mu/g I/ml iodine solution in a 20-mm-diameter acrylic cylindrical phantom. However, to detect smaller iodine concentrations, attenuation correction is needed. We present a correction method based on the equation representing the measurement process. The discretized equation system is solved by the least-squares method using the singular value decomposition. The attenuation correction method is applied to the projections by the Monte Carlo simulation and the experiment to confirm its effectiveness.

New Quantum Diffusion Monte Carlo Method for strong field time dependent problems

NASA Astrophysics Data System (ADS)

Kalinski, Matt

2017-04-01

We have recently formulated the Quantum Diffusion Quantum Monte Carlo (QDMC) method for the solution of the time-dependent Schrödinger equation when it is equivalent to the reaction-diffusion system coupled by the highly nonlinear potentials of the type of Shay. Here we formulate a new Time Dependent QDMC method free of the nonlinearities described by the constant stochastic process of the coupled diffusion with transmutation. As before two kinds of diffusing particles (color walkers) are considered but which can further also transmute one into the other. Each of the species undergoes the hypothetical Einstein random walk progression with transmutation. The progressed particles transmute into the particles of the other kind before contributing to or annihilating the other particles density. This fully emulates the Time Dependent Schrödinger equation for any number of quantum particles. The negative sign of the real and the imaginary parts of the wave function is handled by the ``spinor'' densities carrying the sign as the degree of freedom. We apply the method for the exact time-dependent observation of our discovered two-electron Langmuir configurations in the magnetic and circularly polarized fields.

Monte Carlo-based fluorescence molecular tomography reconstruction method accelerated by a cluster of graphic processing units.

PubMed

Quan, Guotao; Gong, Hui; Deng, Yong; Fu, Jianwei; Luo, Qingming

2011-02-01

High-speed fluorescence molecular tomography (FMT) reconstruction for 3-D heterogeneous media is still one of the most challenging problems in diffusive optical fluorescence imaging. In this paper, we propose a fast FMT reconstruction method that is based on Monte Carlo (MC) simulation and accelerated by a cluster of graphics processing units (GPUs). Based on the Message Passing Interface standard, we modified the MC code for fast FMT reconstruction, and different Green's functions representing the flux distribution in media are calculated simultaneously by different GPUs in the cluster. A load-balancing method was also developed to increase the computational efficiency. By applying the Fréchet derivative, a Jacobian matrix is formed to reconstruct the distribution of the fluorochromes using the calculated Green's functions. Phantom experiments have shown that only 10 min are required to get reconstruction results with a cluster of 6 GPUs, rather than 6 h with a cluster of multiple dual opteron CPU nodes. Because of the advantages of high accuracy and suitability for 3-D heterogeneity media with refractive-index-unmatched boundaries from the MC simulation, the GPU cluster-accelerated method provides a reliable approach to high-speed reconstruction for FMT imaging.

Cohesive energy and structural parameters of binary oxides of groups IIA and IIIB from diffusion quantum Monte Carlo

DOE PAGES

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

2016-05-03

We have applied the diffusion quantum Monte Carlo (DMC) method to calculate the cohesive energy and the structural parameters of the binary oxides CaO, SrO, BaO, Sc 2O 3, Y 2O 3 and La 2O 3. The aim of our calculations is to systematically quantify the accuracy of the DMC method to study this type of metal oxides. The DMC results were compared with local and semi-local Density Functional Theory (DFT) approximations as well as with experimental measurements. The DMC method yields cohesive energies for these oxides with a mean absolute deviation from experimental measurements of 0.18(2) eV, while withmore » local and semi-local DFT approximations the deviation is 3.06 and 0.94 eV, respectively. For lattice constants, the mean absolute deviation in DMC, local and semi-local DFT approximations, are 0.017(1), 0.07 and 0.05 , respectively. In conclusion, DMC is highly accurate method, outperforming the local and semi-local DFT approximations in describing the cohesive energies and structural parameters of these binary oxides.« less

First principles statistical mechanics of alloys and magnetism

NASA Astrophysics Data System (ADS)

Eisenbach, Markus; Khan, Suffian N.; Li, Ying Wai

Modern high performance computing resources are enabling the exploration of the statistical physics of phase spaces with increasing size and higher fidelity of the Hamiltonian of the systems. For selected systems, this now allows the combination of Density Functional based first principles calculations with classical Monte Carlo methods for parameter free, predictive thermodynamics of materials. We combine our locally selfconsistent real space multiple scattering method for solving the Kohn-Sham equation with Wang-Landau Monte-Carlo calculations (WL-LSMS). In the past we have applied this method to the calculation of Curie temperatures in magnetic materials. Here we will present direct calculations of the chemical order - disorder transitions in alloys. We present our calculated transition temperature for the chemical ordering in CuZn and the temperature dependence of the short-range order parameter and specific heat. Finally we will present the extension of the WL-LSMS method to magnetic alloys, thus allowing the investigation of the interplay of magnetism, structure and chemical order in ferrous alloys. This research was supported by the U.S. Department of Energy, Office of Science, Basic Energy Sciences, Materials Science and Engineering Division and it used Oak Ridge Leadership Computing Facility resources at Oak Ridge National Laboratory.

A Numerical Method for Obtaining Monoenergetic Neutron Flux Distributions and Transmissions in Multiple-Region Slabs

NASA Technical Reports Server (NTRS)

Schneider, Harold

1959-01-01

This method is investigated for semi-infinite multiple-slab configurations of arbitrary width, composition, and source distribution. Isotropic scattering in the laboratory system is assumed. Isotropic scattering implies that the fraction of neutrons scattered in the i(sup th) volume element or subregion that will make their next collision in the j(sup th) volume element or subregion is the same for all collisions. These so-called "transfer probabilities" between subregions are calculated and used to obtain successive-collision densities from which the flux and transmission probabilities directly follow. For a thick slab with little or no absorption, a successive-collisions technique proves impractical because an unreasonably large number of collisions must be followed in order to obtain the flux. Here the appropriate integral equation is converted into a set of linear simultaneous algebraic equations that are solved for the average total flux in each subregion. When ordinary diffusion theory applies with satisfactory precision in a portion of the multiple-slab configuration, the problem is solved by ordinary diffusion theory, but the flux is plotted only in the region of validity. The angular distribution of neutrons entering the remaining portion is determined from the known diffusion flux and the remaining region is solved by higher order theory. Several procedures for applying the numerical method are presented and discussed. To illustrate the calculational procedure, a symmetrical slab ia vacuum is worked by the numerical, Monte Carlo, and P(sub 3) spherical harmonics methods. In addition, an unsymmetrical double-slab problem is solved by the numerical and Monte Carlo methods. The numerical approach proved faster and more accurate in these examples. Adaptation of the method to anisotropic scattering in slabs is indicated, although no example is included in this paper.

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.

Advanced Monte Carlo methods for thermal radiation transport

NASA Astrophysics Data System (ADS)

Wollaber, Allan B.

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

Markov-chain model of classified atomistic transition states for discrete kinetic Monte Carlo simulations.

PubMed

Numazawa, Satoshi; Smith, Roger

2011-10-01

Classical harmonic transition state theory is considered and applied in discrete lattice cells with hierarchical transition levels. The scheme is then used to determine transitions that can be applied in a lattice-based kinetic Monte Carlo (KMC) atomistic simulation model. The model results in an effective reduction of KMC simulation steps by utilizing a classification scheme of transition levels for thermally activated atomistic diffusion processes. Thermally activated atomistic movements are considered as local transition events constrained in potential energy wells over certain local time periods. These processes are represented by Markov chains of multidimensional Boolean valued functions in three-dimensional lattice space. The events inhibited by the barriers under a certain level are regarded as thermal fluctuations of the canonical ensemble and accepted freely. Consequently, the fluctuating system evolution process is implemented as a Markov chain of equivalence class objects. It is shown that the process can be characterized by the acceptance of metastable local transitions. The method is applied to a problem of Au and Ag cluster growth on a rippled surface. The simulation predicts the existence of a morphology-dependent transition time limit from a local metastable to stable state for subsequent cluster growth by accretion. Excellent agreement with observed experimental results is obtained.

Monte Carlo simulations of {sup 3}He ion physical characteristics in a water phantom and evaluation of radiobiological effectiveness

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

Taleei, Reza; Guan, Fada; Peeler, Chris

Purpose: {sup 3}He ions may hold great potential for clinical therapy because of both their physical and biological properties. In this study, the authors investigated the physical properties, i.e., the depth-dose curves from primary and secondary particles, and the energy distributions of helium ({sup 3}He) ions. A relative biological effectiveness (RBE) model was applied to assess the biological effectiveness on survival of multiple cell lines. Methods: In light of the lack of experimental measurements and cross sections, the authors used Monte Carlo methods to study the energy deposition of {sup 3}He ions. The transport of {sup 3}He ions in watermore » was simulated by using three Monte Carlo codes—FLUKA, GEANT4, and MCNPX—for incident beams with Gaussian energy distributions with average energies of 527 and 699 MeV and a full width at half maximum of 3.3 MeV in both cases. The RBE of each was evaluated by using the repair-misrepair-fixation model. In all of the simulations with each of the three Monte Carlo codes, the same geometry and primary beam parameters were used. Results: Energy deposition as a function of depth and energy spectra with high resolution was calculated on the central axis of the beam. Secondary proton dose from the primary {sup 3}He beams was predicted quite differently by the three Monte Carlo systems. The predictions differed by as much as a factor of 2. Microdosimetric parameters such as dose mean lineal energy (y{sub D}), frequency mean lineal energy (y{sub F}), and frequency mean specific energy (z{sub F}) were used to characterize the radiation beam quality at four depths of the Bragg curve. Calculated RBE values were close to 1 at the entrance, reached on average 1.8 and 1.6 for prostate and head and neck cancer cell lines at the Bragg peak for both energies, but showed some variations between the different Monte Carlo codes. Conclusions: Although the Monte Carlo codes provided different results in energy deposition and especially in secondary particle production (most of the differences between the three codes were observed close to the Bragg peak, where the energy spectrum broadens), the results in terms of RBE were generally similar.« less

Hybrid Monte Carlo/Deterministic Methods for Accelerating Active Interrogation Modeling

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

Peplow, Douglas E.; Miller, Thomas Martin; Patton, Bruce W

2013-01-01

The potential for smuggling special nuclear material (SNM) into the United States is a major concern to homeland security, so federal agencies are investigating a variety of preventive measures, including detection and interdiction of SNM during transport. One approach for SNM detection, called active interrogation, uses a radiation source, such as a beam of neutrons or photons, to scan cargo containers and detect the products of induced fissions. In realistic cargo transport scenarios, the process of inducing and detecting fissions in SNM is difficult due to the presence of various and potentially thick materials between the radiation source and themore » SNM, and the practical limitations on radiation source strength and detection capabilities. Therefore, computer simulations are being used, along with experimental measurements, in efforts to design effective active interrogation detection systems. The computer simulations mostly consist of simulating radiation transport from the source to the detector region(s). Although the Monte Carlo method is predominantly used for these simulations, difficulties persist related to calculating statistically meaningful detector responses in practical computing times, thereby limiting their usefulness for design and evaluation of practical active interrogation systems. In previous work, the benefits of hybrid methods that use the results of approximate deterministic transport calculations to accelerate high-fidelity Monte Carlo simulations have been demonstrated for source-detector type problems. In this work, the hybrid methods are applied and evaluated for three example active interrogation problems. Additionally, a new approach is presented that uses multiple goal-based importance functions depending on a particle s relevance to the ultimate goal of the simulation. Results from the examples demonstrate that the application of hybrid methods to active interrogation problems dramatically increases their calculational efficiency.« less

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.

Markov chain Monte Carlo estimation of quantum states

NASA Astrophysics Data System (ADS)

Diguglielmo, James; Messenger, Chris; Fiurášek, Jaromír; Hage, Boris; Samblowski, Aiko; Schmidt, Tabea; Schnabel, Roman

2009-03-01

We apply a Bayesian data analysis scheme known as the Markov chain Monte Carlo to the tomographic reconstruction of quantum states. This method yields a vector, known as the Markov chain, which contains the full statistical information concerning all reconstruction parameters including their statistical correlations with no a priori assumptions as to the form of the distribution from which it has been obtained. From this vector we can derive, e.g., the marginal distributions and uncertainties of all model parameters, and also of other quantities such as the purity of the reconstructed state. We demonstrate the utility of this scheme by reconstructing the Wigner function of phase-diffused squeezed states. These states possess non-Gaussian statistics and therefore represent a nontrivial case of tomographic reconstruction. We compare our results to those obtained through pure maximum-likelihood and Fisher information approaches.

Combined Effect of Random Transmit Power Control and Inter-Path Interference Cancellation on DS-CDMA Packet Mobile Communications

NASA Astrophysics Data System (ADS)

Kudoh, Eisuke; Ito, Haruki; Wang, Zhisen; Adachi, Fumiyuki

In mobile communication systems, high speed packet data services are demanded. In the high speed data transmission, throughput degrades severely due to severe inter-path interference (IPI). Recently, we proposed a random transmit power control (TPC) to increase the uplink throughput of DS-CDMA packet mobile communications. In this paper, we apply IPI cancellation in addition to the random TPC. We derive the numerical expression of the received signal-to-interference plus noise power ratio (SINR) and introduce IPI cancellation factor. We also derive the numerical expression of system throughput when IPI is cancelled ideally to compare with the Monte Carlo numerically evaluated system throughput. Then we evaluate, by Monte-Carlo numerical computation method, the combined effect of random TPC and IPI cancellation on the uplink throughput of DS-CDMA packet mobile communications.

Nuclear deformation in the laboratory frame

NASA Astrophysics Data System (ADS)

Gilbreth, C. N.; Alhassid, Y.; Bertsch, G. F.

2018-01-01

We develop a formalism for calculating the distribution of the axial quadrupole operator in the laboratory frame within the rotationally invariant framework of the configuration-interaction shell model. The calculation is carried out using a finite-temperature auxiliary-field quantum Monte Carlo method. We apply this formalism to isotope chains of even-mass samarium and neodymium nuclei and show that the quadrupole distribution provides a model-independent signature of nuclear deformation. Two technical advances are described that greatly facilitate the calculations. The first is to exploit the rotational invariance of the underlying Hamiltonian to reduce the statistical fluctuations in the Monte Carlo calculations. The second is to determine quadruple invariants from the distribution of the axial quadrupole operator in the laboratory frame. This allows us to extract effective values of the intrinsic quadrupole shape parameters without invoking an intrinsic frame or a mean-field approximation.

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.

Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

EPA Science Inventory

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

Monte Carlo-based searching as a tool to study carbohydrate structure

USDA-ARS?s Scientific Manuscript database

A torsion angle-based Monte-Carlo searching routine was developed and applied to several carbohydrate modeling problems. The routine was developed as a Unix shell script that calls several programs, which allows it to be interfaced with multiple potential functions and various functions for evaluat...

Efficient, graph-based white matter connectivity from orientation distribution functions via multi-directional graph propagation

NASA Astrophysics Data System (ADS)

Boucharin, Alexis; Oguz, Ipek; Vachet, Clement; Shi, Yundi; Sanchez, Mar; Styner, Martin

2011-03-01

The use of regional connectivity measurements derived from diffusion imaging datasets has become of considerable interest in the neuroimaging community in order to better understand cortical and subcortical white matter connectivity. Current connectivity assessment methods are based on streamline fiber tractography, usually applied in a Monte-Carlo fashion. In this work we present a novel, graph-based method that performs a fully deterministic, efficient and stable connectivity computation. The method handles crossing fibers and deals well with multiple seed regions. The computation is based on a multi-directional graph propagation method applied to sampled orientation distribution function (ODF), which can be computed directly from the original diffusion imaging data. We show early results of our method on synthetic and real datasets. The results illustrate the potential of our method towards subjectspecific connectivity measurements that are performed in an efficient, stable and reproducible manner. Such individual connectivity measurements would be well suited for application in population studies of neuropathology, such as Autism, Huntington's Disease, Multiple Sclerosis or leukodystrophies. The proposed method is generic and could easily be applied to non-diffusion data as long as local directional data can be derived.

GUINEVERE experiment: Kinetic analysis of some reactivity measurement methods by deterministic and Monte Carlo codes

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

Bianchini, G.; Burgio, N.; Carta, M.

The GUINEVERE experiment (Generation of Uninterrupted Intense Neutrons at the lead Venus Reactor) is an experimental program in support of the ADS technology presently carried out at SCK-CEN in Mol (Belgium). In the experiment a modified lay-out of the original thermal VENUS critical facility is coupled to an accelerator, built by the French body CNRS in Grenoble, working in both continuous and pulsed mode and delivering 14 MeV neutrons by bombardment of deuterons on a tritium-target. The modified lay-out of the facility consists of a fast subcritical core made of 30% U-235 enriched metallic Uranium in a lead matrix. Severalmore » off-line and on-line reactivity measurement techniques will be investigated during the experimental campaign. This report is focused on the simulation by deterministic (ERANOS French code) and Monte Carlo (MCNPX US code) calculations of three reactivity measurement techniques, Slope ({alpha}-fitting), Area-ratio and Source-jerk, applied to a GUINEVERE subcritical configuration (namely SC1). The inferred reactivity, in dollar units, by the Area-ratio method shows an overall agreement between the two deterministic and Monte Carlo computational approaches, whereas the MCNPX Source-jerk results are affected by large uncertainties and allow only partial conclusions about the comparison. Finally, no particular spatial dependence of the results is observed in the case of the GUINEVERE SC1 subcritical configuration. (authors)« less

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

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

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

2014-11-21

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

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

Langan, Roisin T.; Archibald, Richard K.; Lamberti, Vincent

We have applied a new imputation-based method for analyzing incomplete data, called Monte Carlo Bayesian Database Generation (MCBDG), to the Spent Fuel Isotopic Composition (SFCOMPO) database. About 60% of the entries are absent for SFCOMPO. The method estimates missing values of a property from a probability distribution created from the existing data for the property, and then generates multiple instances of the completed database for training a machine learning algorithm. Uncertainty in the data is represented by an empirical or an assumed error distribution. The method makes few assumptions about the underlying data, and compares favorably against results obtained bymore » replacing missing information with constant values.« less

A scan statistic for binary outcome based on hypergeometric probability model, with an application to detecting spatial clusters of Japanese encephalitis.

PubMed

Zhao, Xing; Zhou, Xiao-Hua; Feng, Zijian; Guo, Pengfei; He, Hongyan; Zhang, Tao; Duan, Lei; Li, Xiaosong

2013-01-01

As a useful tool for geographical cluster detection of events, the spatial scan statistic is widely applied in many fields and plays an increasingly important role. The classic version of the spatial scan statistic for the binary outcome is developed by Kulldorff, based on the Bernoulli or the Poisson probability model. In this paper, we apply the Hypergeometric probability model to construct the likelihood function under the null hypothesis. Compared with existing methods, the likelihood function under the null hypothesis is an alternative and indirect method to identify the potential cluster, and the test statistic is the extreme value of the likelihood function. Similar with Kulldorff's methods, we adopt Monte Carlo test for the test of significance. Both methods are applied for detecting spatial clusters of Japanese encephalitis in Sichuan province, China, in 2009, and the detected clusters are identical. Through a simulation to independent benchmark data, it is indicated that the test statistic based on the Hypergeometric model outweighs Kulldorff's statistics for clusters of high population density or large size; otherwise Kulldorff's statistics are superior.

Development and validation of MCNPX-based Monte Carlo treatment plan verification system

PubMed Central

Jabbari, Iraj; Monadi, Shahram

2015-01-01

A Monte Carlo treatment plan verification (MCTPV) system was developed for clinical treatment plan verification (TPV), especially for the conformal and intensity-modulated radiotherapy (IMRT) plans. In the MCTPV, the MCNPX code was used for particle transport through the accelerator head and the patient body. MCTPV has an interface with TiGRT planning system and reads the information which is needed for Monte Carlo calculation transferred in digital image communications in medicine-radiation therapy (DICOM-RT) format. In MCTPV several methods were applied in order to reduce the simulation time. The relative dose distribution of a clinical prostate conformal plan calculated by the MCTPV was compared with that of TiGRT planning system. The results showed well implementation of the beams configuration and patient information in this system. For quantitative evaluation of MCTPV a two-dimensional (2D) diode array (MapCHECK2) and gamma index analysis were used. The gamma passing rate (3%/3 mm) of an IMRT plan was found to be 98.5% for total beams. Also, comparison of the measured and Monte Carlo calculated doses at several points inside an inhomogeneous phantom for 6- and 18-MV photon beams showed a good agreement (within 1.5%). The accuracy and timing results of MCTPV showed that MCTPV could be used very efficiently for additional assessment of complicated plans such as IMRT plan. PMID:26170554

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.

Kinematic Distances: A Monte Carlo Method

NASA Astrophysics Data System (ADS)

Wenger, Trey V.; Balser, Dana S.; Anderson, L. D.; Bania, T. M.

2018-03-01

Distances to high-mass star-forming regions (HMSFRs) in the Milky Way are a crucial constraint on the structure of the Galaxy. Only kinematic distances are available for a majority of the HMSFRs in the Milky Way. Here, we compare the kinematic and parallax distances of 75 Galactic HMSFRs to assess the accuracy of kinematic distances. We derive the kinematic distances using three different methods: the traditional method using the Brand & Blitz rotation curve (Method A), the traditional method using the Reid et al. rotation curve and updated solar motion parameters (Method B), and a Monte Carlo technique (Method C). Methods B and C produce kinematic distances closest to the parallax distances, with median differences of 13% (0.43 {kpc}) and 17% (0.42 {kpc}), respectively. Except in the vicinity of the tangent point, the kinematic distance uncertainties derived by Method C are smaller than those of Methods A and B. In a large region of the Galaxy, the Method C kinematic distances constrain both the distances and the Galactocentric positions of HMSFRs more accurately than parallax distances. Beyond the tangent point along ℓ = 30°, for example, the Method C kinematic distance uncertainties reach a minimum of 10% of the parallax distance uncertainty at a distance of 14 {kpc}. We develop a prescription for deriving and applying the Method C kinematic distances and distance uncertainties. The code to generate the Method C kinematic distances is publicly available and may be utilized through an online tool.

Statistical analysis of flight times for space shuttle ferry flights

NASA Technical Reports Server (NTRS)

Graves, M. E.; Perlmutter, M.

1974-01-01

Markov chain and Monte Carlo analysis techniques are applied to the simulated Space Shuttle Orbiter Ferry flights to obtain statistical distributions of flight time duration between Edwards Air Force Base and Kennedy Space Center. The two methods are compared, and are found to be in excellent agreement. The flights are subjected to certain operational and meteorological requirements, or constraints, which cause eastbound and westbound trips to yield different results. Persistence of events theory is applied to the occurrence of inclement conditions to find their effect upon the statistical flight time distribution. In a sensitivity test, some of the constraints are varied to observe the corresponding changes in the results.

Density-based empirical likelihood procedures for testing symmetry of data distributions and K-sample comparisons.

PubMed

Vexler, Albert; Tanajian, Hovig; Hutson, Alan D

In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.

SU-E-T-455: Characterization of 3D Printed Materials for Proton Beam Therapy

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

Zou, W; Siderits, R; McKenna, M

2014-06-01

Purpose: The widespread availability of low cost 3D printing technologies provides an alternative fabrication method for customized proton range modifying accessories such as compensators and boluses. However the material properties of the printed object are dependent on the printing technology used. In order to facilitate the application of 3D printing in proton therapy, this study investigated the stopping power of several printed materials using both proton pencil beam measurements and Monte Carlo simulations. Methods: Five 3–4 cm cubes fabricated using three 3D printing technologies (selective laser sintering, fused-deposition modeling and stereolithography) from five printers were investigated. The cubes were scannedmore » on a CT scanner and the depth dose curves for a mono-energetic pencil beam passing through the material were measured using a large parallel plate ion chamber in a water tank. Each cube was measured from two directions (perpendicular and parallel to printing plane) to evaluate the effects of the anisotropic material layout. The results were compared with GEANT4 Monte Carlo simulation using the manufacturer specified material density and chemical composition data. Results: Compared with water, the differences from the range pull back by the printed blocks varied and corresponded well with the material CT Hounsfield unit. The measurement results were in agreement with Monte Carlo simulation. However, depending on the technology, inhomogeneity existed in the printed cubes evidenced from CT images. The effect of such inhomogeneity on the proton beam is to be investigated. Conclusion: Printed blocks by three different 3D printing technologies were characterized for proton beam with measurements and Monte Carlo simulation. The effects of the printing technologies in proton range and stopping power were studied. The derived results can be applied when specific devices are used in proton radiotherapy.« less

Review of Hybrid (Deterministic/Monte Carlo) Radiation Transport Methods, Codes, and Applications at Oak Ridge National Laboratory

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

Wagner, John C; Peplow, Douglas E.; Mosher, Scott W

2010-01-01

This paper provides a review of the hybrid (Monte Carlo/deterministic) radiation transport methods and codes used at the Oak Ridge National Laboratory and examples of their application for increasing the efficiency of real-world, fixed-source Monte Carlo analyses. The two principal hybrid methods are (1) Consistent Adjoint Driven Importance Sampling (CADIS) for optimization of a localized detector (tally) region (e.g., flux, dose, or reaction rate at a particular location) and (2) Forward Weighted CADIS (FW-CADIS) for optimizing distributions (e.g., mesh tallies over all or part of the problem space) or multiple localized detector regions (e.g., simultaneous optimization of two or moremore » localized tally regions). The two methods have been implemented and automated in both the MAVRIC sequence of SCALE 6 and ADVANTG, a code that works with the MCNP code. As implemented, the methods utilize the results of approximate, fast-running 3-D discrete ordinates transport calculations (with the Denovo code) to generate consistent space- and energy-dependent source and transport (weight windows) biasing parameters. These methods and codes have been applied to many relevant and challenging problems, including calculations of PWR ex-core thermal detector response, dose rates throughout an entire PWR facility, site boundary dose from arrays of commercial spent fuel storage casks, radiation fields for criticality accident alarm system placement, and detector response for special nuclear material detection scenarios and nuclear well-logging tools. Substantial computational speed-ups, generally O(10{sup 2-4}), have been realized for all applications to date. This paper provides a brief review of the methods, their implementation, results of their application, and current development activities, as well as a considerable list of references for readers seeking more information about the methods and/or their applications.« less

An equation-free probabilistic steady-state approximation: dynamic application to the stochastic simulation of biochemical reaction networks.

PubMed

Salis, Howard; Kaznessis, Yiannis N

2005-12-01

Stochastic chemical kinetics more accurately describes the dynamics of "small" chemical systems, such as biological cells. Many real systems contain dynamical stiffness, which causes the exact stochastic simulation algorithm or other kinetic Monte Carlo methods to spend the majority of their time executing frequently occurring reaction events. Previous methods have successfully applied a type of probabilistic steady-state approximation by deriving an evolution equation, such as the chemical master equation, for the relaxed fast dynamics and using the solution of that equation to determine the slow dynamics. However, because the solution of the chemical master equation is limited to small, carefully selected, or linear reaction networks, an alternate equation-free method would be highly useful. We present a probabilistic steady-state approximation that separates the time scales of an arbitrary reaction network, detects the convergence of a marginal distribution to a quasi-steady-state, directly samples the underlying distribution, and uses those samples to accurately predict the state of the system, including the effects of the slow dynamics, at future times. The numerical method produces an accurate solution of both the fast and slow reaction dynamics while, for stiff systems, reducing the computational time by orders of magnitude. The developed theory makes no approximations on the shape or form of the underlying steady-state distribution and only assumes that it is ergodic. We demonstrate the accuracy and efficiency of the method using multiple interesting examples, including a highly nonlinear protein-protein interaction network. The developed theory may be applied to any type of kinetic Monte Carlo simulation to more efficiently simulate dynamically stiff systems, including existing exact, approximate, or hybrid stochastic simulation techniques.

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…

Molecular-level simulations of turbulence and its decay

DOE PAGES

Gallis, M. A.; Bitter, N. P.; Koehler, T. P.; ...

2017-02-08

Here, we provide the first demonstration that molecular-level methods based on gas kinetic theory and molecular chaos can simulate turbulence and its decay. The direct simulation Monte Carlo (DSMC) method, a molecular-level technique for simulating gas flows that resolves phenomena from molecular to hydrodynamic (continuum) length scales, is applied to simulate the Taylor-Green vortex flow. The DSMC simulations reproduce the Kolmogorov –5/3 law and agree well with the turbulent kinetic energy and energy dissipation rate obtained from direct numerical simulation of the Navier-Stokes equations using a spectral method. This agreement provides strong evidence that molecular-level methods for gases can bemore » used to investigate turbulent flows quantitatively.« less

Monte Carlo role in radiobiological modelling of radiotherapy outcomes

NASA Astrophysics Data System (ADS)

El Naqa, Issam; Pater, Piotr; Seuntjens, Jan

2012-06-01

Radiobiological models are essential components of modern radiotherapy. They are increasingly applied to optimize and evaluate the quality of different treatment planning modalities. They are frequently used in designing new radiotherapy clinical trials by estimating the expected therapeutic ratio of new protocols. In radiobiology, the therapeutic ratio is estimated from the expected gain in tumour control probability (TCP) to the risk of normal tissue complication probability (NTCP). However, estimates of TCP/NTCP are currently based on the deterministic and simplistic linear-quadratic formalism with limited prediction power when applied prospectively. Given the complex and stochastic nature of the physical, chemical and biological interactions associated with spatial and temporal radiation induced effects in living tissues, it is conjectured that methods based on Monte Carlo (MC) analysis may provide better estimates of TCP/NTCP for radiotherapy treatment planning and trial design. Indeed, over the past few decades, methods based on MC have demonstrated superior performance for accurate simulation of radiation transport, tumour growth and particle track structures; however, successful application of modelling radiobiological response and outcomes in radiotherapy is still hampered with several challenges. In this review, we provide an overview of some of the main techniques used in radiobiological modelling for radiotherapy, with focus on the MC role as a promising computational vehicle. We highlight the current challenges, issues and future potentials of the MC approach towards a comprehensive systems-based framework in radiobiological modelling for radiotherapy.

Parallel tempering Monte Carlo simulations of lysozyme orientation on charged surfaces

NASA Astrophysics Data System (ADS)

Xie, Yun; Zhou, Jian; Jiang, Shaoyi

2010-02-01

In this work, the parallel tempering Monte Carlo (PTMC) algorithm is applied to accurately and efficiently identify the global-minimum-energy orientation of a protein adsorbed on a surface in a single simulation. When applying the PTMC method to simulate lysozyme orientation on charged surfaces, it is found that lysozyme could easily be adsorbed on negatively charged surfaces with "side-on" and "back-on" orientations. When driven by dominant electrostatic interactions, lysozyme tends to be adsorbed on negatively charged surfaces with the side-on orientation for which the active site of lysozyme faces sideways. The side-on orientation agrees well with the experimental results where the adsorbed orientation of lysozyme is determined by electrostatic interactions. As the contribution from van der Waals interactions gradually dominates, the back-on orientation becomes the preferred one. For this orientation, the active site of lysozyme faces outward, which conforms to the experimental results where the orientation of adsorbed lysozyme is co-determined by electrostatic interactions and van der Waals interactions. It is also found that despite of its net positive charge, lysozyme could be adsorbed on positively charged surfaces with both "end-on" and back-on orientations owing to the nonuniform charge distribution over lysozyme surface and the screening effect from ions in solution. The PTMC simulation method provides a way to determine the preferred orientation of proteins on surfaces for biosensor and biomaterial applications.

Vertical Photon Transport in Cloud Remote Sensing Problems

NASA Technical Reports Server (NTRS)

Platnick, S.

1999-01-01

Photon transport in plane-parallel, vertically inhomogeneous clouds is investigated and applied to cloud remote sensing techniques that use solar reflectance or transmittance measurements for retrieving droplet effective radius. Transport is couched in terms of weighting functions which approximate the relative contribution of individual layers to the overall retrieval. Two vertical weightings are investigated, including one based on the average number of scatterings encountered by reflected and transmitted photons in any given layer. A simpler vertical weighting based on the maximum penetration of reflected photons proves useful for solar reflectance measurements. These weighting functions are highly dependent on droplet absorption and solar/viewing geometry. A superposition technique, using adding/doubling radiative transfer procedures, is derived to accurately determine both weightings, avoiding time consuming Monte Carlo methods. Superposition calculations are made for a variety of geometries and cloud models, and selected results are compared with Monte Carlo calculations. Effective radius retrievals from modeled vertically inhomogeneous liquid water clouds are then made using the standard near-infrared bands, and compared with size estimates based on the proposed weighting functions. Agreement between the two methods is generally within several tenths of a micrometer, much better than expected retrieval accuracy. Though the emphasis is on photon transport in clouds, the derived weightings can be applied to any multiple scattering plane-parallel radiative transfer problem, including arbitrary combinations of cloud, aerosol, and gas layers.

Automatic Implementation of Prony Analysis for Electromechanical Mode Identification from Phasor Measurements

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

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

2010-07-31

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

A 3-D Coupled CFD-DSMC Solution Method With Application to the Mars Sample Return Orbiter

NASA Technical Reports Server (NTRS)

Glass, Christopher E.; Gnoffo, Peter A.

2000-01-01

A method to obtain coupled Computational Fluid Dynamics-Direct Simulation Monte Carlo (CFD-DSMC), 3-D flow field solutions for highly blunt bodies at low incidence is presented and applied to one concept of the Mars Sample Return Orbiter vehicle as a demonstration of the technique. CFD is used to solve the high-density blunt forebody flow defining an inflow boundary condition for a DSMC solution of the afterbody wake flow. By combining the two techniques in flow regions where most applicable, the entire mixed flow field is modeled in an appropriate manner.

The ensemble switch method for computing interfacial tensions

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

Schmitz, Fabian; Virnau, Peter

2015-04-14

We present a systematic thermodynamic integration approach to compute interfacial tensions for solid-liquid interfaces, which is based on the ensemble switch method. Applying Monte Carlo simulations and finite-size scaling techniques, we obtain results for hard spheres, which are in agreement with previous computations. The case of solid-liquid interfaces in a variant of the effective Asakura-Oosawa model and of liquid-vapor interfaces in the Lennard-Jones model are discussed as well. We demonstrate that a thorough finite-size analysis of the simulation data is required to obtain precise results for the interfacial tension.

Calibration of a portable HPGe detector using MCNP code for the determination of 137Cs in soils.

PubMed

Gutiérrez-Villanueva, J L; Martín-Martín, A; Peña, V; Iniguez, M P; de Celis, B; de la Fuente, R

2008-10-01

In situ gamma spectrometry provides a fast method to determine (137)Cs inventories in soils. To improve the accuracy of the estimates, one can use not only the information on the photopeak count rates but also on the peak to forward-scatter ratios. Before applying this procedure to field measurements, a calibration including several experimental simulations must be carried out in the laboratory. In this paper it is shown that Monte Carlo methods are a valuable tool to minimize the number of experimental measurements needed for the calibration.

Kernel and divergence techniques in high energy physics separations

NASA Astrophysics Data System (ADS)

Bouř, Petr; Kůs, Václav; Franc, Jiří

2017-10-01

Binary decision trees under the Bayesian decision technique are used for supervised classification of high-dimensional data. We present a great potential of adaptive kernel density estimation as the nested separation method of the supervised binary divergence decision tree. Also, we provide a proof of alternative computing approach for kernel estimates utilizing Fourier transform. Further, we apply our method to Monte Carlo data set from the particle accelerator Tevatron at DØ experiment in Fermilab and provide final top-antitop signal separation results. We have achieved up to 82 % AUC while using the restricted feature selection entering the signal separation procedure.

A new irradiation method with a neutron filter for silicon neutron transmutation doping at the Japan research reactor no. 3 (JRR-3).

PubMed

Komeda, Masao; Kawasaki, Kozo; Obara, Toru

2013-04-01

We studied a new silicon irradiation holder with a neutron filter designed to make the vertical neutron flux profile uniform. Since an irradiation holder has to be made of a low activation material, we applied aluminum blended with B4C as the holder material. Irradiation methods to achieve uniform flux with a filter are discussed using Monte-Carlo calculation code MVP. Validation of the use of the MVP code for the holder's analyses is also discussed via characteristic experiments. Copyright © 2013 Elsevier Ltd. All rights reserved.

Direct Simulation of Reentry Flows with Ionization

NASA Technical Reports Server (NTRS)

Carlson, Ann B.; Hassan, H. A.

1989-01-01

The Direct Simulation Monte Carlo (DSMC) method is applied in this paper to the study of rarefied, hypersonic, reentry flows. The assumptions and simplifications involved with the treatment of ionization, free electrons and the electric field are investigated. A new method is presented for the calculation of the electric field and handling of charged particles with DSMC. In addition, a two-step model for electron impact ionization is implemented. The flow field representing a 10 km/sec shock at an altitude of 65 km is calculated. The effects of the new modeling techniques on the calculation results are presented and discussed.

Boundary Electron and Beta Dosimetry-Quantification of the Effects of Dissimilar Media on Absorbed Dose

NASA Astrophysics Data System (ADS)

Nunes, Josane C.

1991-02-01

This work quantifies the changes effected in electron absorbed dose to a soft-tissue equivalent medium when part of this medium is replaced by a material that is not soft -tissue equivalent. That is, heterogeneous dosimetry is addressed. Radionuclides which emit beta particles are the electron sources of primary interest. They are used in brachytherapy and in nuclear medicine: for example, beta -ray applicators made with strontium-90 are employed in certain ophthalmic treatments and iodine-131 is used to test thyroid function. More recent medical procedures under development and which involve beta radionuclides include radioimmunotherapy and radiation synovectomy; the first is a cancer modality and the second deals with the treatment of rheumatoid arthritis. In addition, the possibility of skin surface contamination exists whenever there is handling of radioactive material. Determination of absorbed doses in the examples of the preceding paragraph requires considering boundaries of interfaces. Whilst the Monte Carlo method can be applied to boundary calculations, for routine work such as in clinical situations, or in other circumstances where doses need to be determined quickly, analytical dosimetry would be invaluable. Unfortunately, few analytical methods for boundary beta dosimetry exist. Furthermore, the accuracy of results from both Monte Carlo and analytical methods has to be assessed. Although restricted to one radionuclide, phosphorus -32, the experimental data obtained in this work serve several purposes, one of which is to provide standards against which calculated results can be tested. The experimental data also contribute to the relatively sparse set of published boundary dosimetry data. At the same time, they may be useful in developing analytical boundary dosimetry methodology. The first application of the experimental data is demonstrated. Results from two Monte Carlo codes and two analytical methods, which were developed elsewhere, are compared with experimental data. Monte Carlo results compare satisfactory with experimental results for the boundaries considered. The agreement with experimental results for air interfaces is of particular interest because of discrepancies reported previously by another investigator who used data obtained from a different experimental technique. Results from one of the analytical methods differ significantly from the experimental data obtained here. The second analytical method provided data which approximate experimental results to within 30%. This is encouraging but it remains to be determined whether this method performs equally well for other source energies.

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

PubMed

Fuchs, Sebastian; Pruschke, Thomas; Jarrell, Mark

2010-05-01

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

Thermodynamics and simulation of hard-sphere fluid and solid: Kinetic Monte Carlo method versus standard Metropolis scheme

NASA Astrophysics Data System (ADS)

Ustinov, E. A.

2017-01-01

The paper aims at a comparison of techniques based on the kinetic Monte Carlo (kMC) and the conventional Metropolis Monte Carlo (MC) methods as applied to the hard-sphere (HS) fluid and solid. In the case of the kMC, an alternative representation of the chemical potential is explored [E. A. Ustinov and D. D. Do, J. Colloid Interface Sci. 366, 216 (2012)], which does not require any external procedure like the Widom test particle insertion method. A direct evaluation of the chemical potential of the fluid and solid without thermodynamic integration is achieved by molecular simulation in an elongated box with an external potential imposed on the system in order to reduce the particle density in the vicinity of the box ends. The existence of rarefied zones allows one to determine the chemical potential of the crystalline phase and substantially increases its accuracy for the disordered dense phase in the central zone of the simulation box. This method is applicable to both the Metropolis MC and the kMC, but in the latter case, the chemical potential is determined with higher accuracy at the same conditions and the number of MC steps. Thermodynamic functions of the disordered fluid and crystalline face-centered cubic (FCC) phase for the hard-sphere system have been evaluated with the kinetic MC and the standard MC coupled with the Widom procedure over a wide range of density. The melting transition parameters have been determined by the point of intersection of the pressure-chemical potential curves for the disordered HS fluid and FCC crystal using the Gibbs-Duhem equation as a constraint. A detailed thermodynamic analysis of the hard-sphere fluid has provided a rigorous verification of the approach, which can be extended to more complex systems.

Monte Carlo simulations in X-ray imaging

NASA Astrophysics Data System (ADS)

Giersch, Jürgen; Durst, Jürgen

2008-06-01

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

Proposal of a method for evaluating tsunami risk using response-surface methodology

NASA Astrophysics Data System (ADS)

Fukutani, Y.

2017-12-01

Information on probabilistic tsunami inundation hazards is needed to define and evaluate tsunami risk. Several methods for calculating these hazards have been proposed (e.g. Løvholt et al. (2012), Thio (2012), Fukutani et al. (2014), Goda et al. (2015)). However, these methods are inefficient, and their calculation cost is high, since they require multiple tsunami numerical simulations, therefore lacking versatility. In this study, we proposed a simpler method for tsunami risk evaluation using response-surface methodology. Kotani et al. (2016) proposed an evaluation method for the probabilistic distribution of tsunami wave-height using a response-surface methodology. We expanded their study and developed a probabilistic distribution of tsunami inundation depth. We set the depth (x1) and the slip (x2) of an earthquake fault as explanatory variables and tsunami inundation depth (y) as an object variable. Subsequently, tsunami risk could be evaluated by conducting a Monte Carlo simulation, assuming that the generation probability of an earthquake follows a Poisson distribution, the probability distribution of tsunami inundation depth follows the distribution derived from a response-surface, and the damage probability of a target follows a log normal distribution. We applied the proposed method to a wood building located on the coast of Tokyo Bay. We implemented a regression analysis based on the results of 25 tsunami numerical calculations and developed a response-surface, which was defined as y=ax1+bx2+c (a:0.2615, b:3.1763, c=-1.1802). We assumed proper probabilistic distribution for earthquake generation, inundation height, and vulnerability. Based on these probabilistic distributions, we conducted Monte Carlo simulations of 1,000,000 years. We clarified that the expected damage probability of the studied wood building is 22.5%, assuming that an earthquake occurs. The proposed method is therefore a useful and simple way to evaluate tsunami risk using a response-surface and Monte Carlo simulation without conducting multiple tsunami numerical simulations.

Comparison of different statistical methods for estimation of extreme sea levels with wave set-up contribution

NASA Astrophysics Data System (ADS)

Kergadallan, Xavier; Bernardara, Pietro; Benoit, Michel; Andreewsky, Marc; Weiss, Jérôme

2013-04-01

Estimating the probability of occurrence of extreme sea levels is a central issue for the protection of the coast. Return periods of sea level with wave set-up contribution are estimated here in one site : Cherbourg in France in the English Channel. The methodology follows two steps : the first one is computation of joint probability of simultaneous wave height and still sea level, the second one is interpretation of that joint probabilities to assess a sea level for a given return period. Two different approaches were evaluated to compute joint probability of simultaneous wave height and still sea level : the first one is multivariate extreme values distributions of logistic type in which all components of the variables become large simultaneously, the second one is conditional approach for multivariate extreme values in which only one component of the variables have to be large. Two different methods were applied to estimate sea level with wave set-up contribution for a given return period : Monte-Carlo simulation in which estimation is more accurate but needs higher calculation time and classical ocean engineering design contours of type inverse-FORM in which the method is simpler and allows more complex estimation of wave setup part (wave propagation to the coast for example). We compare results from the two different approaches with the two different methods. To be able to use both Monte-Carlo simulation and design contours methods, wave setup is estimated with an simple empirical formula. We show advantages of the conditional approach compared to the multivariate extreme values approach when extreme sea-level occurs when either surge or wave height is large. We discuss the validity of the ocean engineering design contours method which is an alternative when computation of sea levels is too complex to use Monte-Carlo simulation method.

Monte Carlo simulation of parameter confidence intervals for non-linear regression analysis of biological data using Microsoft Excel.

PubMed

Lambert, Ronald J W; Mytilinaios, Ioannis; Maitland, Luke; Brown, Angus M

2012-08-01

This study describes a method to obtain parameter confidence intervals from the fitting of non-linear functions to experimental data, using the SOLVER and Analysis ToolPaK Add-In of the Microsoft Excel spreadsheet. Previously we have shown that Excel can fit complex multiple functions to biological data, obtaining values equivalent to those returned by more specialized statistical or mathematical software. However, a disadvantage of using the Excel method was the inability to return confidence intervals for the computed parameters or the correlations between them. Using a simple Monte-Carlo procedure within the Excel spreadsheet (without recourse to programming), SOLVER can provide parameter estimates (up to 200 at a time) for multiple 'virtual' data sets, from which the required confidence intervals and correlation coefficients can be obtained. The general utility of the method is exemplified by applying it to the analysis of the growth of Listeria monocytogenes, the growth inhibition of Pseudomonas aeruginosa by chlorhexidine and the further analysis of the electrophysiological data from the compound action potential of the rodent optic nerve. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Multiscale modeling of a rectifying bipolar nanopore: Comparing Poisson-Nernst-Planck to Monte Carlo

NASA Astrophysics Data System (ADS)

Matejczyk, Bartłomiej; Valiskó, Mónika; Wolfram, Marie-Therese; Pietschmann, Jan-Frederik; Boda, Dezső

2017-03-01

In the framework of a multiscale modeling approach, we present a systematic study of a bipolar rectifying nanopore using a continuum and a particle simulation method. The common ground in the two methods is the application of the Nernst-Planck (NP) equation to compute ion transport in the framework of the implicit-water electrolyte model. The difference is that the Poisson-Boltzmann theory is used in the Poisson-Nernst-Planck (PNP) approach, while the Local Equilibrium Monte Carlo (LEMC) method is used in the particle simulation approach (NP+LEMC) to relate the concentration profile to the electrochemical potential profile. Since we consider a bipolar pore which is short and narrow, we perform simulations using two-dimensional PNP. In addition, results of a non-linear version of PNP that takes crowding of ions into account are shown. We observe that the mean field approximation applied in PNP is appropriate to reproduce the basic behavior of the bipolar nanopore (e.g., rectification) for varying parameters of the system (voltage, surface charge, electrolyte concentration, and pore radius). We present current data that characterize the nanopore's behavior as a device, as well as concentration, electrical potential, and electrochemical potential profiles.

Multiscale modeling of a rectifying bipolar nanopore: Comparing Poisson-Nernst-Planck to Monte Carlo.

PubMed

Matejczyk, Bartłomiej; Valiskó, Mónika; Wolfram, Marie-Therese; Pietschmann, Jan-Frederik; Boda, Dezső

2017-03-28

In the framework of a multiscale modeling approach, we present a systematic study of a bipolar rectifying nanopore using a continuum and a particle simulation method. The common ground in the two methods is the application of the Nernst-Planck (NP) equation to compute ion transport in the framework of the implicit-water electrolytemodel. The difference is that the Poisson-Boltzmann theory is used in the Poisson-Nernst-Planck (PNP) approach, while the Local Equilibrium Monte Carlo (LEMC) method is used in the particle simulation approach (NP+LEMC) to relate the concentration profile to the electrochemical potential profile. Since we consider a bipolar pore which is short and narrow, we perform simulations using two-dimensional PNP. In addition, results of a non-linear version of PNP that takes crowding of ions into account are shown. We observe that the mean field approximation applied in PNP is appropriate to reproduce the basic behavior of the bipolar nanopore (e.g., rectification) for varying parameters of the system (voltage, surface charge,electrolyte concentration, and pore radius). We present current data that characterize the nanopore's behavior as a device, as well as concentration, electrical potential, and electrochemical potential profiles.

Specific and Non-Specific Protein Association in Solution: Computation of Solvent Effects and Prediction of First-Encounter Modes for Efficient Configurational Bias Monte Carlo Simulations

PubMed Central

Cardone, Antonio; Pant, Harish; Hassan, Sergio A.

2013-01-01

Weak and ultra-weak protein-protein association play a role in molecular recognition, and can drive spontaneous self-assembly and aggregation. Such interactions are difficult to detect experimentally, and are a challenge to the force field and sampling technique. A method is proposed to identify low-population protein-protein binding modes in aqueous solution. The method is designed to identify preferential first-encounter complexes from which the final complex(es) at equilibrium evolves. A continuum model is used to represent the effects of the solvent, which accounts for short- and long-range effects of water exclusion and for liquid-structure forces at protein/liquid interfaces. These effects control the behavior of proteins in close proximity and are optimized based on binding enthalpy data and simulations. An algorithm is described to construct a biasing function for self-adaptive configurational-bias Monte Carlo of a set of interacting proteins. The function allows mixing large and local changes in the spatial distribution of proteins, thereby enhancing sampling of relevant microstates. The method is applied to three binary systems. Generalization to multiprotein complexes is discussed. PMID:24044772

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

Kinetic Monte Carlo simulations of the effect of the exchange control layer thickness in CoPtCrB/CoPtCrSiO granular media

NASA Astrophysics Data System (ADS)

Almudallal, Ahmad M.; Mercer, J. I.; Whitehead, J. P.; Plumer, M. L.; van Ek, J.

2018-05-01

A hybrid Landau Lifshitz Gilbert/kinetic Monte Carlo algorithm is used to simulate experimental magnetic hysteresis loops for dual layer exchange coupled composite media. The calculation of the rate coefficients and difficulties arising from low energy barriers, a fundamental problem of the kinetic Monte Carlo method, are discussed and the methodology used to treat them in the present work is described. The results from simulations are compared with experimental vibrating sample magnetometer measurements on dual layer CoPtCrB/CoPtCrSiO media and a quantitative relationship between the thickness of the exchange control layer separating the layers and the effective exchange constant between the layers is obtained. Estimates of the energy barriers separating magnetically reversed states of the individual grains in zero applied field as well as the saturation field at sweep rates relevant to the bit write speeds in magnetic recording are also presented. The significance of this comparison between simulations and experiment and the estimates of the material parameters obtained from it are discussed in relation to optimizing the performance of magnetic storage media.

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

PubMed

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

2015-04-14

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

Design Optimization Method for Composite Components Based on Moment Reliability-Sensitivity Criteria

NASA Astrophysics Data System (ADS)

Sun, Zhigang; Wang, Changxi; Niu, Xuming; Song, Yingdong

2017-08-01

In this paper, a Reliability-Sensitivity Based Design Optimization (RSBDO) methodology for the design of the ceramic matrix composites (CMCs) components has been proposed. A practical and efficient method for reliability analysis and sensitivity analysis of complex components with arbitrary distribution parameters are investigated by using the perturbation method, the respond surface method, the Edgeworth series and the sensitivity analysis approach. The RSBDO methodology is then established by incorporating sensitivity calculation model into RBDO methodology. Finally, the proposed RSBDO methodology is applied to the design of the CMCs components. By comparing with Monte Carlo simulation, the numerical results demonstrate that the proposed methodology provides an accurate, convergent and computationally efficient method for reliability-analysis based finite element modeling engineering practice.

Quantum Monte Carlo: Faster, More Reliable, And More Accurate

NASA Astrophysics Data System (ADS)

Anderson, Amos Gerald

2010-06-01

The Schrodinger Equation has been available for about 83 years, but today, we still strain to apply it accurately to molecules of interest. The difficulty is not theoretical in nature, but practical, since we're held back by lack of sufficient computing power. Consequently, effort is applied to find acceptable approximations to facilitate real time solutions. In the meantime, computer technology has begun rapidly advancing and changing the way we think about efficient algorithms. For those who can reorganize their formulas to take advantage of these changes and thereby lift some approximations, incredible new opportunities await. Over the last decade, we've seen the emergence of a new kind of computer processor, the graphics card. Designed to accelerate computer games by optimizing quantity instead of quality in processor, they have become of sufficient quality to be useful to some scientists. In this thesis, we explore the first known use of a graphics card to computational chemistry by rewriting our Quantum Monte Carlo software into the requisite "data parallel" formalism. We find that notwithstanding precision considerations, we are able to speed up our software by about a factor of 6. The success of a Quantum Monte Carlo calculation depends on more than just processing power. It also requires the scientist to carefully design the trial wavefunction used to guide simulated electrons. We have studied the use of Generalized Valence Bond wavefunctions to simply, and yet effectively, captured the essential static correlation in atoms and molecules. Furthermore, we have developed significantly improved two particle correlation functions, designed with both flexibility and simplicity considerations, representing an effective and reliable way to add the necessary dynamic correlation. Lastly, we present our method for stabilizing the statistical nature of the calculation, by manipulating configuration weights, thus facilitating efficient and robust calculations. Our combination of Generalized Valence Bond wavefunctions, improved correlation functions, and stabilized weighting techniques for calculations run on graphics cards, represents a new way for using Quantum Monte Carlo to study arbitrarily sized molecules.

Structural health monitoring using DOG multi-scale space: an approach for analyzing damage characteristics

NASA Astrophysics Data System (ADS)

Guo, Tian; Xu, Zili

2018-03-01

Measurement noise is inevitable in practice; thus, it is difficult to identify defects, cracks or damage in a structure while suppressing noise simultaneously. In this work, a novel method is introduced to detect multiple damage in noisy environments. Based on multi-scale space analysis for discrete signals, a method for extracting damage characteristics from the measured displacement mode shape is illustrated. Moreover, the proposed method incorporates a data fusion algorithm to further eliminate measurement noise-based interference. The effectiveness of the method is verified by numerical and experimental methods applied to different structural types. The results demonstrate that there are two advantages to the proposed method. First, damage features are extracted by the difference of the multi-scale representation; this step is taken such that the interference of noise amplification can be avoided. Second, a data fusion technique applied to the proposed method provides a global decision, which retains the damage features while maximally eliminating the uncertainty. Monte Carlo simulations are utilized to validate that the proposed method has a higher accuracy in damage detection.

Tally and geometry definition influence on the computing time in radiotherapy treatment planning with MCNP Monte Carlo code.

PubMed

Juste, B; Miro, R; Gallardo, S; Santos, A; Verdu, G

2006-01-01

The present work has simulated the photon and electron transport in a Theratron 780 (MDS Nordion) (60)Co radiotherapy unit, using the Monte Carlo transport code, MCNP (Monte Carlo N-Particle), version 5. In order to become computationally more efficient in view of taking part in the practical field of radiotherapy treatment planning, this work is focused mainly on the analysis of dose results and on the required computing time of different tallies applied in the model to speed up calculations.

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

Meeks, Kelsey; Pantoya, Michelle L.; Green, Micah

For dispersions containing a single type of particle, it has been observed that the onset of percolation coincides with a critical value of volume fraction. When the volume fraction is calculated based on excluded volume, this critical percolation threshold is nearly invariant to particle shape. The critical threshold has been calculated to high precision for simple geometries using Monte Carlo simulations, but this method is slow at best, and infeasible for complex geometries. This article explores an analytical approach to the prediction of percolation threshold in polydisperse mixtures. Specifically, this paper suggests an extension of the concept of excluded volume,more » and applies that extension to the 2D binary disk system. The simple analytical expression obtained is compared to Monte Carlo results from the literature. In conclusion, the result may be computed extremely rapidly and matches key parameters closely enough to be useful for composite material design.« less

Binding energies from diffusion Monte Carlo for the MB-pol H{sub 2}O and D{sub 2}O dimer: A comparison to experimental values

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

Mallory, Joel D.; Mandelshtam, Vladimir A.

2015-10-14

The diffusion Monte Carlo (DMC) method is applied to compute the ground state energies of the water monomer and dimer and their D{sub 2}O isotopomers using MB-pol; the most recent and most accurate ab inito-based potential energy surface (PES). MB-pol has already demonstrated excellent agreement with high level electronic structure data, as well as agreement with some experimental, spectroscopic, and thermodynamic data. Here, the DMC binding energies of (H{sub 2}O){sub 2} and (D{sub 2}O){sub 2} agree with the corresponding values obtained from velocity map imaging within, respectively, 0.01 and 0.02 kcal/mol. This work adds two more valuable data points thatmore » highlight the accuracy of the MB-pol PES.« less

Monte Carlo simulation for Neptun 10 PC medical linear accelerator and calculations of output factor for electron beam

PubMed Central

Bahreyni Toossi, Mohammad Taghi; Momennezhad, Mehdi; Hashemi, Seyed Mohammad

2012-01-01

Aim Exact knowledge of dosimetric parameters is an essential pre-requisite of an effective treatment in radiotherapy. In order to fulfill this consideration, different techniques have been used, one of which is Monte Carlo simulation. Materials and methods This study used the MCNP-4Cb to simulate electron beams from Neptun 10 PC medical linear accelerator. Output factors for 6, 8 and 10 MeV electrons applied to eleven different conventional fields were both measured and calculated. Results The measurements were carried out by a Wellhofler-Scanditronix dose scanning system. Our findings revealed that output factors acquired by MCNP-4C simulation and the corresponding values obtained by direct measurements are in a very good agreement. Conclusion In general, very good consistency of simulated and measured results is a good proof that the goal of this work has been accomplished. PMID:24377010

Theoretical Studies of Liquid He-4 Near the Superfluid Transition

NASA Technical Reports Server (NTRS)

Manousakis, Efstratios

2002-01-01

We performed theoretical studies of liquid helium by applying state of the art simulation and finite-size scaling techniques. We calculated universal scaling functions for the specific heat and superfluid density for various confining geometries relevant for experiments such as the confined helium experiment and other ground based studies. We also studied microscopically how the substrate imposes a boundary condition on the superfluid order parameter as the superfluid film grows layer by layer. Using path-integral Monte Carlo, a quantum Monte Carlo simulation method, we investigated the rich phase diagram of helium monolayer, bilayer and multilayer on a substrate such as graphite. We find excellent agreement with the experimental results using no free parameters. Finally, we carried out preliminary calculations of transport coefficients such as the thermal conductivity for bulk or confined helium systems and of their scaling properties. All our studies provide theoretical support for various experimental studies in microgravity.

Estimation of absorbed doses from paediatric cone-beam CT scans: MOSFET measurements and Monte Carlo simulations.

PubMed

Kim, Sangroh; Yoshizumi, Terry T; Toncheva, Greta; Frush, Donald P; Yin, Fang-Fang

2010-03-01

The purpose of this study was to establish a dose estimation tool with Monte Carlo (MC) simulations. A 5-y-old paediatric anthropomorphic phantom was computed tomography (CT) scanned to create a voxelised phantom and used as an input for the abdominal cone-beam CT in a BEAMnrc/EGSnrc MC system. An X-ray tube model of the Varian On-Board Imager((R)) was built in the MC system. To validate the model, the absorbed doses at each organ location for standard-dose and low-dose modes were measured in the physical phantom with MOSFET detectors; effective doses were also calculated. In the results, the MC simulations were comparable to the MOSFET measurements. This voxelised phantom approach could produce a more accurate dose estimation than the stylised phantom method. This model can be easily applied to multi-detector CT dosimetry.

Jet energy calibration at the LHC

DOE PAGES

Schwartzman, Ariel

2015-11-10

In this study, jets are one of the most prominent physics signatures of high energy proton–proton (p–p) collisions at the Large Hadron Collider (LHC). They are key physics objects for precision measurements and searches for new phenomena. This review provides an overview of the reconstruction and calibration of jets at the LHC during its first Run. ATLAS and CMS developed different approaches for the reconstruction of jets, but use similar methods for the energy calibration. ATLAS reconstructs jets utilizing input signals from their calorimeters and use charged particle tracks to refine their energy measurement and suppress the effects of multiplemore » p–p interactions ( pileup). CMS, instead, combines calorimeter and tracking information to build jets from particle flow objects. Jets are calibrated using Monte Carlo (MC) simulations and a residual in situ calibration derived from collision data is applied to correct for the differences in jet response between data and Monte Carlo.« less

Stochastic study of solute transport in a nonstationary medium.

PubMed

Hu, Bill X

2006-01-01

A Lagrangian stochastic approach is applied to develop a method of moment for solute transport in a physically and chemically nonstationary medium. Stochastic governing equations for mean solute flux and solute covariance are analytically obtained in the first-order accuracy of log conductivity and/or chemical sorption variances and solved numerically using the finite-difference method. The developed method, the numerical method of moments (NMM), is used to predict radionuclide solute transport processes in the saturated zone below the Yucca Mountain project area. The mean, variance, and upper bound of the radionuclide mass flux through a control plane 5 km downstream of the footprint of the repository are calculated. According to their chemical sorption capacities, the various radionuclear chemicals are grouped as nonreactive, weakly sorbing, and strongly sorbing chemicals. The NMM method is used to study their transport processes and influence factors. To verify the method of moments, a Monte Carlo simulation is conducted for nonreactive chemical transport. Results indicate the results from the two methods are consistent, but the NMM method is computationally more efficient than the Monte Carlo method. This study adds to the ongoing debate in the literature on the effect of heterogeneity on solute transport prediction, especially on prediction uncertainty, by showing that the standard derivation of solute flux is larger than the mean solute flux even when the hydraulic conductivity within each geological layer is mild. This study provides a method that may become an efficient calculation tool for many environmental projects.

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.

On uncertainty quantification in hydrogeology and hydrogeophysics

NASA Astrophysics Data System (ADS)

Linde, Niklas; Ginsbourger, David; Irving, James; Nobile, Fabio; Doucet, Arnaud

2017-12-01

Recent advances in sensor technologies, field methodologies, numerical modeling, and inversion approaches have contributed to unprecedented imaging of hydrogeological properties and detailed predictions at multiple temporal and spatial scales. Nevertheless, imaging results and predictions will always remain imprecise, which calls for appropriate uncertainty quantification (UQ). In this paper, we outline selected methodological developments together with pioneering UQ applications in hydrogeology and hydrogeophysics. The applied mathematics and statistics literature is not easy to penetrate and this review aims at helping hydrogeologists and hydrogeophysicists to identify suitable approaches for UQ that can be applied and further developed to their specific needs. To bypass the tremendous computational costs associated with forward UQ based on full-physics simulations, we discuss proxy-modeling strategies and multi-resolution (Multi-level Monte Carlo) methods. We consider Bayesian inversion for non-linear and non-Gaussian state-space problems and discuss how Sequential Monte Carlo may become a practical alternative. We also describe strategies to account for forward modeling errors in Bayesian inversion. Finally, we consider hydrogeophysical inversion, where petrophysical uncertainty is often ignored leading to overconfident parameter estimation. The high parameter and data dimensions encountered in hydrogeological and geophysical problems make UQ a complicated and important challenge that has only been partially addressed to date.

Resonance line transfer calculations by doubling thin layers. I - Comparison with other techniques. II - The use of the R-parallel redistribution function. [planetary atmospheres

NASA Technical Reports Server (NTRS)

Yelle, Roger V.; Wallace, Lloyd

1989-01-01

A versatile and efficient technique for the solution of the resonance line scattering problem with frequency redistribution in planetary atmospheres is introduced. Similar to the doubling approach commonly used in monochromatic scattering problems, the technique has been extended to include the frequency dependence of the radiation field. Methods for solving problems with external or internal sources and coupled spectral lines are presented, along with comparison of some sample calculations with results from Monte Carlo and Feautrier techniques. The doubling technique has also been applied to the solution of resonance line scattering problems where the R-parallel redistribution function is appropriate, both neglecting and including polarization as developed by Yelle and Wallace (1989). With the constraint that the atmosphere is illuminated from the zenith, the only difficulty of consequence is that of performing precise frequency integrations over the line profiles. With that problem solved, it is no longer necessary to use the Monte Carlo method to solve this class of problem.

A spectral analysis of the domain decomposed Monte Carlo method for linear systems

DOE PAGES

Slattery, Stuart R.; Evans, Thomas M.; Wilson, Paul P. H.

2015-09-08

The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear oper- ator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approxi- mation and the mean chord approximation are applied to estimate the leakagemore » frac- tion of random walks from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem in numerical experiments to test the models for symmetric operators with spectral qualities similar to light water reactor problems. We find, in general, the derived approximations show good agreement with random walk lengths and leakage fractions computed by the numerical experiments.« less

Numerical integration of detector response functions via Monte Carlo simulations

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

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

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

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

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

NASA Astrophysics Data System (ADS)

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

2013-11-01

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

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

ERIC Educational Resources Information Center

Sinharay, Sandip

2004-01-01

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

Investigation of the SCS-CN initial abstraction ratio using a Monte Carlo simulation for the derived flood frequency curves

NASA Astrophysics Data System (ADS)

Caporali, E.; Chiarello, V.; Galeati, G.

2014-12-01

Peak discharges estimates for a given return period are of primary importance in engineering practice for risk assessment and hydraulic structure design. Different statistical methods are chosen here for the assessment of flood frequency curve: one indirect technique based on the extreme rainfall event analysis, the Peak Over Threshold (POT) model and the Annual Maxima approach as direct techniques using river discharge data. In the framework of the indirect method, a Monte Carlo simulation approach is adopted to determine a derived frequency distribution of peak runoff using a probabilistic formulation of the SCS-CN method as stochastic rainfall-runoff model. A Monte Carlo simulation is used to generate a sample of different runoff events from different stochastic combination of rainfall depth, storm duration, and initial loss inputs. The distribution of the rainfall storm events is assumed to follow the GP law whose parameters are estimated through GEV's parameters of annual maximum data. The evaluation of the initial abstraction ratio is investigated since it is one of the most questionable assumption in the SCS-CN model and plays a key role in river basin characterized by high-permeability soils, mainly governed by infiltration excess mechanism. In order to take into account the uncertainty of the model parameters, this modified approach, that is able to revise and re-evaluate the original value of the initial abstraction ratio, is implemented. In the POT model the choice of the threshold has been an essential issue, mainly based on a compromise between bias and variance. The Generalized Extreme Value (GEV) distribution fitted to the annual maxima discharges is therefore compared with the Pareto distributed peaks to check the suitability of the frequency of occurrence representation. The methodology is applied to a large dam in the Serchio river basin, located in the Tuscany Region. The application has shown as Monte Carlo simulation technique can be a useful tool to provide more robust estimation of the results obtained by direct statistical methods.

Exploring the Dynamics of Cell Processes through Simulations of Fluorescence Microscopy Experiments

PubMed Central

Angiolini, Juan; Plachta, Nicolas; Mocskos, Esteban; Levi, Valeria

2015-01-01

Fluorescence correlation spectroscopy (FCS) methods are powerful tools for unveiling the dynamical organization of cells. For simple cases, such as molecules passively moving in a homogeneous media, FCS analysis yields analytical functions that can be fitted to the experimental data to recover the phenomenological rate parameters. Unfortunately, many dynamical processes in cells do not follow these simple models, and in many instances it is not possible to obtain an analytical function through a theoretical analysis of a more complex model. In such cases, experimental analysis can be combined with Monte Carlo simulations to aid in interpretation of the data. In response to this need, we developed a method called FERNET (Fluorescence Emission Recipes and Numerical routines Toolkit) based on Monte Carlo simulations and the MCell-Blender platform, which was designed to treat the reaction-diffusion problem under realistic scenarios. This method enables us to set complex geometries of the simulation space, distribute molecules among different compartments, and define interspecies reactions with selected kinetic constants, diffusion coefficients, and species brightness. We apply this method to simulate single- and multiple-point FCS, photon-counting histogram analysis, raster image correlation spectroscopy, and two-color fluorescence cross-correlation spectroscopy. We believe that this new program could be very useful for predicting and understanding the output of fluorescence microscopy experiments. PMID:26039162

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

Liemert, André, E-mail: andre.liemert@ilm.uni-ulm.de; Kienle, Alwin

Purpose: Explicit solutions of the monoenergetic radiative transport equation in the P{sub 3} approximation have been derived which can be evaluated with nearly the same computational effort as needed for solving the standard diffusion equation (DE). In detail, the authors considered the important case of a semi-infinite medium which is illuminated by a collimated beam of light. Methods: A combination of the classic spherical harmonics method and the recently developed method of rotated reference frames is used for solving the P{sub 3} equations in closed form. Results: The derived solutions are illustrated and compared to exact solutions of the radiativemore » transport equation obtained via the Monte Carlo (MC) method as well as with other approximated analytical solutions. It is shown that for the considered cases which are relevant for biomedical optics applications, the P{sub 3} approximation is close to the exact solution of the radiative transport equation. Conclusions: The authors derived exact analytical solutions of the P{sub 3} equations under consideration of boundary conditions for defining a semi-infinite medium. The good agreement to Monte Carlo simulations in the investigated domains, for example, in the steady-state and time domains, as well as the short evaluation time needed suggests that the derived equations can replace the often applied solutions of the diffusion equation for the homogeneous semi-infinite medium.« less

Monte Carlo study for physiological interference reduction in near-infrared spectroscopy based on empirical mode decomposition

NASA Astrophysics Data System (ADS)

Zhang, Yan; Sun, JinWei; Rolfe, Peter

2010-12-01

Near-infrared spectroscopy (NIRS) can be used as the basis of non-invasive neuroimaging that may allow the measurement of haemodynamic changes in the human brain evoked by applied stimuli. Since this technique is very sensitive, physiological interference arising from the cardiac cycle and breathing can significantly affect the signal quality. Such interference is difficult to remove by conventional techniques because it occurs not only in the extracerebral layer but also in the brain tissue itself. Previous work on this problem employing temporal filtering, spatial filtering, and adaptive filtering have exhibited good performance for recovering brain activity data in evoked response studies. However, in this study, we present a time-frequency adaptive method for physiological interference reduction based on the combination of empirical mode decomposition (EMD) and Hilbert spectral analysis (HSA). Monte Carlo simulations based on a five-layered slab model of a human adult head were implemented to evaluate our methodology. We applied an EMD algorithm to decompose the NIRS time series derived from Monte Carlo simulations into a series of intrinsic mode functions (IMFs). In order to identify the IMFs associated with symmetric interference, the extracted components were then Hilbert transformed from which the instantaneous frequencies could be acquired. By reconstructing the NIRS signal by properly selecting IMFs, we determined that the evoked brain response is effectively filtered out with even higher signal-to-noise ratio (SNR). The results obtained demonstrated that EMD, combined with HSA, can effectively separate, identify and remove the contamination from the evoked brain response obtained with NIRS using a simple single source-detector pair.

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

PubMed

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

2016-02-26

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

Results of EAS characteristics calculations in the framework of the universal hadronic interaction model NEXUS

NASA Astrophysics Data System (ADS)

Kalmykov, N. N.; Ostapchenko, S. S.; Werner, K.

An extensive air shower (EAS) calculation scheme based on cascade equations and some EAS characteristics for energies 1014 -1017 eV are presented. The universal hadronic interaction model NEXUS is employed to provide the necessary data concerning hadron-air collisions. The influence of model assumptions on the longitudinal EAS development is discussed in the framework of the NEXUS and QGSJET models. Applied to EAS simulations, perspectives of combined Monte Carlo and numerical methods are considered.

Theoretical calculations of the self-reflection coefficients for some species of ions

NASA Astrophysics Data System (ADS)

Luo, Z. M.; Gou, C.; Hou, Q.

2002-06-01

The bipartition model of ion transport has been applied to study the self-reflection coefficients of some species of ion beams which are normally incident to a surface. The computational results has been compared with the results taken from Eckstein and Biersack and the compilation data given by Thomas, Janev and Smith. It was found that there are in reasonable agreement between the results given by the bipartition model and the results given by Monte Carlo method.

Development of a new multi-modal Monte-Carlo radiotherapy planning system.

PubMed

Kumada, H; Nakamura, T; Komeda, M; Matsumura, A

2009-07-01

A new multi-modal Monte-Carlo radiotherapy planning system (developing code: JCDS-FX) is under development at Japan Atomic Energy Agency. This system builds on fundamental technologies of JCDS applied to actual boron neutron capture therapy (BNCT) trials in JRR-4. One of features of the JCDS-FX is that PHITS has been applied to particle transport calculation. PHITS is a multi-purpose particle Monte-Carlo transport code. Hence application of PHITS enables to evaluate total doses given to a patient by a combined modality therapy. Moreover, JCDS-FX with PHITS can be used for the study of accelerator based BNCT. To verify calculation accuracy of the JCDS-FX, dose evaluations for neutron irradiation of a cylindrical water phantom and for an actual clinical trial were performed, then the results were compared with calculations by JCDS with MCNP. The verification results demonstrated that JCDS-FX is applicable to BNCT treatment planning in practical use.

Cross-correlation of point series using a new method

NASA Technical Reports Server (NTRS)

Strothers, Richard B.

1994-01-01

Traditional methods of cross-correlation of two time series do not apply to point time series. Here, a new method, devised specifically for point series, utilizes a correlation measure that is based in the rms difference (or, alternatively, the median absolute difference) between nearest neightbors in overlapped segments of the two series. Error estimates for the observed locations of the points, as well as a systematic shift of one series with respect to the other to accommodate a constant, but unknown, lead or lag, are easily incorporated into the analysis using Monte Carlo techniques. A methodological restriction adopted here is that one series be treated as a template series against which the other, called the target series, is cross-correlated. To estimate a significance level for the correlation measure, the adopted alternative (null) hypothesis is that the target series arises from a homogeneous Poisson process. The new method is applied to cross-correlating the times of the greatest geomagnetic storms with the times of maximum in the undecennial solar activity cycle.

Quantification of sewer system infiltration using delta(18)O hydrograph separation.

PubMed

Prigiobbe, V; Giulianelli, M

2009-01-01

The infiltration of parasitical water into two sewer systems in Rome (Italy) was quantified during a dry weather period. Infiltration was estimated using the hydrograph separation method with two water components and delta(18)O as a conservative tracer. The two water components were groundwater, the possible source of parasitical water within the sewer, and drinking water discharged into the sewer system. This method was applied at an urban catchment scale in order to test the effective water-tightness of two different sewer networks. The sampling strategy was based on an uncertainty analysis and the errors have been propagated using Monte Carlo random sampling. Our field applications showed that the method can be applied easily and quickly, but the error in the estimated infiltration rate can be up to 20%. The estimated infiltration into the recent sewer in Torraccia is 14% and can be considered negligible given the precision of the method, while the old sewer in Infernetto has an estimated infiltration of 50%.

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.

Determination of the Kwall correction factor for a cylindrical ionization chamber to measure air-kerma in 60Co gamma beams.

PubMed

Laitano, R F; Toni, M P; Pimpinella, M; Bovi, M

2002-07-21

The factor Kwall to correct for photon attenuation and scatter in the wall of ionization chambers for 60Co air-kerma measurement has been traditionally determined by a procedure based on a linear extrapolation of the chamber current to zero wall thickness. Monte Carlo calculations by Rogers and Bielajew (1990 Phys. Med. Biol. 35 1065-78) provided evidence, mostly for chambers of cylindrical and spherical geometry, of appreciable deviations between the calculated values of Kwall and those obtained by the traditional extrapolation procedure. In the present work an experimental method other than the traditional extrapolation procedure was used to determine the Kwall factor. In this method the dependence of the ionization current in a cylindrical chamber was analysed as a function of an effective wall thickness in place of the physical (radial) wall thickness traditionally considered in this type of measurement. To this end the chamber wall was ideally divided into distinct regions and for each region an effective thickness to which the chamber current correlates was determined. A Monte Carlo calculation of attenuation and scatter effects in the different regions of the chamber wall was also made to compare calculation to measurement results. The Kwall values experimentally determined in this work agree within 0.2% with the Monte Carlo calculation. The agreement between these independent methods and the appreciable deviation (up to about 1%) between the results of both these methods and those obtained by the traditional extrapolation procedure support the conclusion that the two independent methods providing comparable results are correct and the traditional extrapolation procedure is likely to be wrong. The numerical results of the present study refer to a cylindrical cavity chamber like that adopted as the Italian national air-kerma standard at INMRI-ENEA (Italy). The method used in this study applies, however, to any other chamber of the same type.

An Energy-Dispersive X-Ray Fluorescence Spectrometry and Monte Carlo simulation study of Iron-Age Nuragic small bronzes ("Navicelle") from Sardinia, Italy

NASA Astrophysics Data System (ADS)

Schiavon, Nick; de Palmas, Anna; Bulla, Claudio; Piga, Giampaolo; Brunetti, Antonio

2016-09-01

A spectrometric protocol combining Energy Dispersive X-Ray Fluorescence Spectrometry with Monte Carlo simulations of experimental spectra using the XRMC code package has been applied for the first time to characterize the elemental composition of a series of famous Iron Age small scale archaeological bronze replicas of ships (known as the ;Navicelle;) from the Nuragic civilization in Sardinia, Italy. The proposed protocol is a useful, nondestructive and fast analytical tool for Cultural Heritage sample. In Monte Carlo simulations, each sample was modeled as a multilayered object composed by two or three layers depending on the sample: when all present, the three layers are the original bronze substrate, the surface corrosion patina and an outermost protective layer (Paraloid) applied during past restorations. Monte Carlo simulations were able to account for the presence of the patina/corrosion layer as well as the presence of the Paraloid protective layer. It also accounted for the roughness effect commonly found at the surface of corroded metal archaeological artifacts. In this respect, the Monte Carlo simulation approach adopted here was, to the best of our knowledge, unique and enabled to determine the bronze alloy composition together with the thickness of the surface layers without the need for previously removing the surface patinas, a process potentially threatening preservation of precious archaeological/artistic artifacts for future generations.

Statistical methods for launch vehicle guidance, navigation, and control (GN&C) system design and analysis

NASA Astrophysics Data System (ADS)

Rose, Michael Benjamin

A novel trajectory and attitude control and navigation analysis tool for powered ascent is developed. The tool is capable of rapid trade-space analysis and is designed to ultimately reduce turnaround time for launch vehicle design, mission planning, and redesign work. It is streamlined to quickly determine trajectory and attitude control dispersions, propellant dispersions, orbit insertion dispersions, and navigation errors and their sensitivities to sensor errors, actuator execution uncertainties, and random disturbances. The tool is developed by applying both Monte Carlo and linear covariance analysis techniques to a closed-loop, launch vehicle guidance, navigation, and control (GN&C) system. The nonlinear dynamics and flight GN&C software models of a closed-loop, six-degree-of-freedom (6-DOF), Monte Carlo simulation are formulated and developed. The nominal reference trajectory (NRT) for the proposed lunar ascent trajectory is defined and generated. The Monte Carlo truth models and GN&C algorithms are linearized about the NRT, the linear covariance equations are formulated, and the linear covariance simulation is developed. The performance of the launch vehicle GN&C system is evaluated using both Monte Carlo and linear covariance techniques and their trajectory and attitude control dispersion, propellant dispersion, orbit insertion dispersion, and navigation error results are validated and compared. Statistical results from linear covariance analysis are generally within 10% of Monte Carlo results, and in most cases the differences are less than 5%. This is an excellent result given the many complex nonlinearities that are embedded in the ascent GN&C problem. Moreover, the real value of this tool lies in its speed, where the linear covariance simulation is 1036.62 times faster than the Monte Carlo simulation. Although the application and results presented are for a lunar, single-stage-to-orbit (SSTO), ascent vehicle, the tools, techniques, and mathematical formulations that are discussed are applicable to ascent on Earth or other planets as well as other rocket-powered systems such as sounding rockets and ballistic missiles.

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.

Nuclear Forensics Analysis with Missing and Uncertain Data

DOE PAGES

Langan, Roisin T.; Archibald, Richard K.; Lamberti, Vincent

2015-10-05

We have applied a new imputation-based method for analyzing incomplete data, called Monte Carlo Bayesian Database Generation (MCBDG), to the Spent Fuel Isotopic Composition (SFCOMPO) database. About 60% of the entries are absent for SFCOMPO. The method estimates missing values of a property from a probability distribution created from the existing data for the property, and then generates multiple instances of the completed database for training a machine learning algorithm. Uncertainty in the data is represented by an empirical or an assumed error distribution. The method makes few assumptions about the underlying data, and compares favorably against results obtained bymore » replacing missing information with constant values.« less

Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales

NASA Astrophysics Data System (ADS)

Kristoufek, Ladislav

2015-02-01

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and under potential nonstationarity and power-law correlations. The former feature allows for distinguishing between effects for a pair of variables from different temporal perspectives. The latter ones make the method a significant improvement over the standard least squares estimation. Theoretical claims are supported by Monte Carlo simulations. The method is then applied on selected examples from physics, finance, environmental science, and epidemiology. For most of the studied cases, the relationship between variables of interest varies strongly across scales.

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…

Analysis of thermal effects in endoscopic nanocarriers-based photodynamic therapy applied to esophageal diseases

NASA Astrophysics Data System (ADS)

Salas-García, I.; Fanjul-Vélez, F.; Ortega-Quijano, N.; Wilfert, O.; Hudcova, L.; Poliak, J.; Barcik, P.; Arce-Diego, J. L.

2014-02-01

In this work we propose a predictive model that allows the study of thermal effects produced when the optical radiation interacts with an esophageal or stomach disease with gold nanoparticles embedded. The model takes into account light distribution in the tumor tissue by means of a Monte Carlo method. Mie theory is used to obtain the gold nanoparticles optical properties and the thermal model employed is based on the bio-heat equation. The complete model was applied to two types of tumoral tissue (squamous cell carcinoma located in the esophagus and adenocarcinoma in the stomach) in order to study the thermal effects induced by the inclusion of gold nanoparticles.

Generalised Pareto distribution: impact of rounding on parameter estimation

NASA Astrophysics Data System (ADS)

Pasarić, Z.; Cindrić, K.

2018-05-01

Problems that occur when common methods (e.g. maximum likelihood and L-moments) for fitting a generalised Pareto (GP) distribution are applied to discrete (rounded) data sets are revealed by analysing the real, dry spell duration series. The analysis is subsequently performed on generalised Pareto time series obtained by systematic Monte Carlo (MC) simulations. The solution depends on the following: (1) the actual amount of rounding, as determined by the actual data range (measured by the scale parameter, σ) vs. the rounding increment (Δx), combined with; (2) applying a certain (sufficiently high) threshold and considering the series of excesses instead of the original series. For a moderate amount of rounding (e.g. σ/Δx ≥ 4), which is commonly met in practice (at least regarding the dry spell data), and where no threshold is applied, the classical methods work reasonably well. If cutting at the threshold is applied to rounded data—which is actually essential when dealing with a GP distribution—then classical methods applied in a standard way can lead to erroneous estimates, even if the rounding itself is moderate. In this case, it is necessary to adjust the theoretical location parameter for the series of excesses. The other solution is to add an appropriate uniform noise to the rounded data ("so-called" jittering). This, in a sense, reverses the process of rounding; and thereafter, it is straightforward to apply the common methods. Finally, if the rounding is too coarse (e.g. σ/Δx 1), then none of the above recipes would work; and thus, specific methods for rounded data should be applied.

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.

Public green areas and urban environmental quality of the city of São Carlos, São Paulo, Brazil.

PubMed

Bertini, M A; Rufino, R R; Fushita, A T; Lima, M I S

2016-04-19

Assess the state of public green areas, their importance and influence on environmental quality and living in urban centers is an arduous task considering the conceptual and scientific regarding quantification and data analysis methods divergence. In this study, we aimed to determine two indicators of public green areas relative to the percentage of public green areas (PPGA) and the public green areas index (PGAI) in the urban area of São Carlos, SP. The study area was organized into administrative regions (ARs), using satellite images, topographical maps of 1:10,000 Geographic and Cartographic Institute (1990) and data provided by the Municipality of São Carlos. The results show that public green areas comprise 6.55% of the municipality, with a public green areas index (PGAI) of 18.85 m2/inhabitant, indicating good urban environmental quality when compared to rates of 15 m2/capita for public green areas for recreation, suggested by the Brazilian Society of Urban Forestry. The differences between the administrative regions are concern with situations from 4.16 to 36.30 m2/inhabitant. In this context, it is recommend specific public policies and popular participation in the process of continuous improvement for increasing public green areas in the less favored regions. The Genebrino method applied to indicators of public green areas (GPGA - amount of public green areas divided by population density), showed a commendable goal above 40% for urban environmental quality.

Relaxation mode analysis of a peptide system: comparison with principal component analysis.

PubMed

Mitsutake, Ayori; Iijima, Hiromitsu; Takano, Hiroshi

2011-10-28

This article reports the first attempt to apply the relaxation mode analysis method to a simulation of a biomolecular system. In biomolecular systems, the principal component analysis is a well-known method for analyzing the static properties of fluctuations of structures obtained by a simulation and classifying the structures into some groups. On the other hand, the relaxation mode analysis has been used to analyze the dynamic properties of homopolymer systems. In this article, a long Monte Carlo simulation of Met-enkephalin in gas phase has been performed. The results are analyzed by the principal component analysis and relaxation mode analysis methods. We compare the results of both methods and show the effectiveness of the relaxation mode analysis.

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

Probabilistic framework for product design optimization and risk management

NASA Astrophysics Data System (ADS)

Keski-Rahkonen, J. K.

2018-05-01

Probabilistic methods have gradually gained ground within engineering practices but currently it is still the industry standard to use deterministic safety margin approaches to dimensioning components and qualitative methods to manage product risks. These methods are suitable for baseline design work but quantitative risk management and product reliability optimization require more advanced predictive approaches. Ample research has been published on how to predict failure probabilities for mechanical components and furthermore to optimize reliability through life cycle cost analysis. This paper reviews the literature for existing methods and tries to harness their best features and simplify the process to be applicable in practical engineering work. Recommended process applies Monte Carlo method on top of load-resistance models to estimate failure probabilities. Furthermore, it adds on existing literature by introducing a practical framework to use probabilistic models in quantitative risk management and product life cycle costs optimization. The main focus is on mechanical failure modes due to the well-developed methods used to predict these types of failures. However, the same framework can be applied on any type of failure mode as long as predictive models can be developed.

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.

Numerical and experimental analyses of the radiant heat flux produced by quartz heating systems

NASA Technical Reports Server (NTRS)

Turner, Travis L.; Ash, Robert L.

1994-01-01

A method is developed for predicting the radiant heat flux distribution produced by tungsten filament, tubular fused-quartz envelope heating systems with reflectors. The method is an application of Monte Carlo simulation, which takes the form of a random walk or ray tracing scheme. The method is applied to four systems of increasing complexity, including a single lamp without a reflector, a single lamp with a Hat reflector, a single lamp with a parabolic reflector, and up to six lamps in a six-lamp contoured-reflector heating unit. The application of the Monte Carlo method to the simulation of the thermal radiation generated by these systems is discussed. The procedures for numerical implementation are also presented. Experiments were conducted to study these quartz heating systems and to acquire measurements of the corresponding empirical heat flux distributions for correlation with analysis. The experiments were conducted such that several complicating factors could be isolated and studied sequentially. Comparisons of the experimental results with analysis are presented and discussed. Good agreement between the experimental and simulated results was obtained in all cases. This study shows that this method can be used to analyze very complicated quartz heating systems and can account for factors such as spectral properties, specular reflection from curved surfaces, source enhancement due to reflectors and/or adjacent sources, and interaction with a participating medium in a straightforward manner.

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.

Monte Carlo Simulation of Nonlinear Radiation Induced Plasmas. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Wang, B. S.

1972-01-01

A Monte Carlo simulation model for radiation induced plasmas with nonlinear properties due to recombination was, employing a piecewise linearized predict-correct iterative technique. Several important variance reduction techniques were developed and incorporated into the model, including an antithetic variates technique. This approach is especially efficient for plasma systems with inhomogeneous media, multidimensions, and irregular boundaries. The Monte Carlo code developed has been applied to the determination of the electron energy distribution function and related parameters for a noble gas plasma created by alpha-particle irradiation. The characteristics of the radiation induced plasma involved are given.

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.

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

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

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

2014-01-15

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

Methods for calculating the absolute entropy and free energy of biological systems based on ideas from polymer physics.

PubMed

Meirovitch, Hagai

2010-01-01

The commonly used simulation techniques, Metropolis Monte Carlo (MC) and molecular dynamics (MD) are of a dynamical type which enables one to sample system configurations i correctly with the Boltzmann probability, P(i)(B), while the value of P(i)(B) is not provided directly; therefore, it is difficult to obtain the absolute entropy, S approximately -ln P(i)(B), and the Helmholtz free energy, F. With a different simulation approach developed in polymer physics, a chain is grown step-by-step with transition probabilities (TPs), and thus their product is the value of the construction probability; therefore, the entropy is known. Because all exact simulation methods are equivalent, i.e. they lead to the same averages and fluctuations of physical properties, one can treat an MC or MD sample as if its members have rather been generated step-by-step. Thus, each configuration i of the sample can be reconstructed (from nothing) by calculating the TPs with which it could have been constructed. This idea applies also to bulk systems such as fluids or magnets. This approach has led earlier to the "local states" (LS) and the "hypothetical scanning" (HS) methods, which are approximate in nature. A recent development is the hypothetical scanning Monte Carlo (HSMC) (or molecular dynamics, HSMD) method which is based on stochastic TPs where all interactions are taken into account. In this respect, HSMC(D) can be viewed as exact and the only approximation involved is due to insufficient MC(MD) sampling for calculating the TPs. The validity of HSMC has been established by applying it first to liquid argon, TIP3P water, self-avoiding walks (SAW), and polyglycine models, where the results for F were found to agree with those obtained by other methods. Subsequently, HSMD was applied to mobile loops of the enzymes porcine pancreatic alpha-amylase and acetylcholinesterase in explicit water, where the difference in F between the bound and free states of the loop was calculated. Currently, HSMD is being extended for calculating the absolute and relative free energies of ligand-enzyme binding. We describe the whole approach and discuss future directions. 2009 John Wiley & Sons, Ltd.

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.

Nuclear Deformation at Finite Temperature

NASA Astrophysics Data System (ADS)

Alhassid, Y.; Gilbreth, C. N.; Bertsch, G. F.

2014-12-01

Deformation, a key concept in our understanding of heavy nuclei, is based on a mean-field description that breaks the rotational invariance of the nuclear many-body Hamiltonian. We present a method to analyze nuclear deformations at finite temperature in a framework that preserves rotational invariance. The auxiliary-field Monte Carlo method is used to generate a statistical ensemble and calculate the probability distribution associated with the quadrupole operator. Applying the technique to nuclei in the rare-earth region, we identify model-independent signatures of deformation and find that deformation effects persist to temperatures higher than the spherical-to-deformed shape phase-transition temperature of mean-field theory.

Charge order-superfluidity transition in a two-dimensional system of hard-core bosons and emerging domain structures

NASA Astrophysics Data System (ADS)

Moskvin, A. S.; Panov, Yu. D.; Rybakov, F. N.; Borisov, A. B.

2017-11-01

We have used high-performance parallel computations by NVIDIA graphics cards applying the method of nonlinear conjugate gradients and Monte Carlo method to observe directly the developing ground state configuration of a two-dimensional hard-core boson system with decrease in temperature, and its evolution with deviation from a half-filling. This has allowed us to explore unconventional features of a charge order—superfluidity phase transition, specifically, formation of an irregular domain structure, emergence of a filamentary superfluid structure that condenses within of the charge-ordered phase domain antiphase boundaries, and formation and evolution of various topological structures.

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

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

Use of the Box-Cox Transformation in Detecting Changepoints in Daily Precipitation Data Series

NASA Astrophysics Data System (ADS)

Wang, X. L.; Chen, H.; Wu, Y.; Pu, Q.

2009-04-01

This study integrates a Box-Cox power transformation procedure into two statistical tests for detecting changepoints in Gaussian data series, to make the changepoint detection methods applicable to non-Gaussian data series, such as daily precipitation amounts. The detection power aspects of transformed methods in a common trend two-phase regression setting are assessed by Monte Carlo simulations for data of a log-normal or Gamma distribution. The results show that the transformed methods have increased the power of detection, in comparison with the corresponding original (untransformed) methods. The transformed data much better approximate to a Gaussian distribution. As an example of application, the new methods are applied to a series of daily precipitation amounts recorded at a station in Canada, showing satisfactory detection power.

Predicting protein concentrations with ELISA microarray assays, monotonic splines and Monte Carlo simulation

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

Daly, Don S.; Anderson, Kevin K.; White, Amanda M.

Background: A microarray of enzyme-linked immunosorbent assays, or ELISA microarray, predicts simultaneously the concentrations of numerous proteins in a small sample. These predictions, however, are uncertain due to processing error and biological variability. Making sound biological inferences as well as improving the ELISA microarray process require require both concentration predictions and creditable estimates of their errors. Methods: We present a statistical method based on monotonic spline statistical models, penalized constrained least squares fitting (PCLS) and Monte Carlo simulation (MC) to predict concentrations and estimate prediction errors in ELISA microarray. PCLS restrains the flexible spline to a fit of assay intensitymore » that is a monotone function of protein concentration. With MC, both modeling and measurement errors are combined to estimate prediction error. The spline/PCLS/MC method is compared to a common method using simulated and real ELISA microarray data sets. Results: In contrast to the rigid logistic model, the flexible spline model gave credible fits in almost all test cases including troublesome cases with left and/or right censoring, or other asymmetries. For the real data sets, 61% of the spline predictions were more accurate than their comparable logistic predictions; especially the spline predictions at the extremes of the prediction curve. The relative errors of 50% of comparable spline and logistic predictions differed by less than 20%. Monte Carlo simulation rendered acceptable asymmetric prediction intervals for both spline and logistic models while propagation of error produced symmetric intervals that diverged unrealistically as the standard curves approached horizontal asymptotes. Conclusions: The spline/PCLS/MC method is a flexible, robust alternative to a logistic/NLS/propagation-of-error method to reliably predict protein concentrations and estimate their errors. The spline method simplifies model selection and fitting, and reliably estimates believable prediction errors. For the 50% of the real data sets fit well by both methods, spline and logistic predictions are practically indistinguishable, varying in accuracy by less than 15%. The spline method may be useful when automated prediction across simultaneous assays of numerous proteins must be applied routinely with minimal user intervention.« less

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

Impact of Uncertainties in Exposure Assessment on Thyroid Cancer Risk among Persons in Belarus Exposed as Children or Adolescents Due to the Chernobyl Accident.

PubMed

Little, Mark P; Kwon, Deukwoo; Zablotska, Lydia B; Brenner, Alina V; Cahoon, Elizabeth K; Rozhko, Alexander V; Polyanskaya, Olga N; Minenko, Victor F; Golovanov, Ivan; Bouville, André; Drozdovitch, Vladimir

2015-01-01

The excess incidence of thyroid cancer in Ukraine and Belarus observed a few years after the Chernobyl accident is considered to be largely the result of 131I released from the reactor. Although the Belarus thyroid cancer prevalence data has been previously analyzed, no account was taken of dose measurement error. We examined dose-response patterns in a thyroid screening prevalence cohort of 11,732 persons aged under 18 at the time of the accident, diagnosed during 1996-2004, who had direct thyroid 131I activity measurement, and were resident in the most radio-actively contaminated regions of Belarus. Three methods of dose-error correction (regression calibration, Monte Carlo maximum likelihood, Bayesian Markov Chain Monte Carlo) were applied. There was a statistically significant (p<0.001) increasing dose-response for prevalent thyroid cancer, irrespective of regression-adjustment method used. Without adjustment for dose errors the excess odds ratio was 1.51 Gy- (95% CI 0.53, 3.86), which was reduced by 13% when regression-calibration adjustment was used, 1.31 Gy- (95% CI 0.47, 3.31). A Monte Carlo maximum likelihood method yielded an excess odds ratio of 1.48 Gy- (95% CI 0.53, 3.87), about 2% lower than the unadjusted analysis. The Bayesian method yielded a maximum posterior excess odds ratio of 1.16 Gy- (95% BCI 0.20, 4.32), 23% lower than the unadjusted analysis. There were borderline significant (p = 0.053-0.078) indications of downward curvature in the dose response, depending on the adjustment methods used. There were also borderline significant (p = 0.102) modifying effects of gender on the radiation dose trend, but no significant modifying effects of age at time of accident, or age at screening as modifiers of dose response (p>0.2). In summary, the relatively small contribution of unshared classical dose error in the current study results in comparatively modest effects on the regression parameters.

A Validation Summary of the NCC Turbulent Reacting/non-reacting Spray Computations

NASA Technical Reports Server (NTRS)

Raju, M. S.; Liu, N.-S. (Technical Monitor)

2000-01-01

This pper provides a validation summary of the spray computations performed as a part of the NCC (National Combustion Code) development activity. NCC is being developed with the aim of advancing the current prediction tools used in the design of advanced technology combustors based on the multidimensional computational methods. The solution procedure combines the novelty of the application of the scalar Monte Carlo PDF (Probability Density Function) method to the modeling of turbulent spray flames with the ability to perform the computations on unstructured grids with parallel computing. The calculation procedure was applied to predict the flow properties of three different spray cases. One is a nonswirling unconfined reacting spray, the second is a nonswirling unconfined nonreacting spray, and the third is a confined swirl-stabilized spray flame. The comparisons involving both gas-phase and droplet velocities, droplet size distributions, and gas-phase temperatures show reasonable agreement with the available experimental data. The comparisons involve both the results obtained from the use of the Monte Carlo PDF method as well as those obtained from the conventional computational fluid dynamics (CFD) solution. Detailed comparisons in the case of a reacting nonswirling spray clearly highlight the importance of chemistry/turbulence interactions in the modeling of reacting sprays. The results from the PDF and non-PDF methods were found to be markedly different and the PDF solution is closer to the reported experimental data. The PDF computations predict that most of the combustion occurs in a predominantly diffusion-flame environment. However, the non-PDF solution predicts incorrectly that the combustion occurs in a predominantly vaporization-controlled regime. The Monte Carlo temperature distribution shows that the functional form of the PDF for the temperature fluctuations varies substantially from point to point. The results also bring to the fore some of the deficiencies associated with the use of assumed-shape PDF methods in spray computations.

Efficient Application of Continuous Fractional Component Monte Carlo in the Reaction Ensemble

PubMed Central

2017-01-01

A new formulation of the Reaction Ensemble Monte Carlo technique (RxMC) combined with the Continuous Fractional Component Monte Carlo method is presented. This method is denoted by serial Rx/CFC. The key ingredient is that fractional molecules of either reactants or reaction products are present and that chemical reactions always involve fractional molecules. Serial Rx/CFC has the following advantages compared to other approaches: (1) One directly obtains chemical potentials of all reactants and reaction products. Obtained chemical potentials can be used directly as an independent check to ensure that chemical equilibrium is achieved. (2) Independent biasing is applied to the fractional molecules of reactants and reaction products. Therefore, the efficiency of the algorithm is significantly increased, compared to the other approaches. (3) Changes in the maximum scaling parameter of intermolecular interactions can be chosen differently for reactants and reaction products. (4) The number of fractional molecules is reduced. As a proof of principle, our method is tested for Lennard-Jones systems at various pressures and for various chemical reactions. Excellent agreement was found both for average densities and equilibrium mixture compositions computed using serial Rx/CFC, RxMC/CFCMC previously introduced by Rosch and Maginn (Journal of Chemical Theory and Computation, 2011, 7, 269–279), and the conventional RxMC approach. The serial Rx/CFC approach is also tested for the reaction of ammonia synthesis at various temperatures and pressures. Excellent agreement was found between results obtained from serial Rx/CFC, experimental results from literature, and thermodynamic modeling using the Peng–Robinson equation of state. The efficiency of reaction trial moves is improved by a factor of 2 to 3 (depending on the system) compared to the RxMC/CFCMC formulation by Rosch and Maginn. PMID:28737933

Theory and computation of non-RRKM lifetime distributions and rates in chemical systems with three or more degrees of freedom

NASA Astrophysics Data System (ADS)

Gabern, Frederic; Koon, Wang S.; Marsden, Jerrold E.; Ross, Shane D.

2005-11-01

The computation, starting from basic principles, of chemical reaction rates in realistic systems (with three or more degrees of freedom) has been a longstanding goal of the chemistry community. Our current work, which merges tube dynamics with Monte Carlo methods provides some key theoretical and computational tools for achieving this goal. We use basic tools of dynamical systems theory, merging the ideas of Koon et al. [W.S. Koon, M.W. Lo, J.E. Marsden, S.D. Ross, Heteroclinic connections between periodic orbits and resonance transitions in celestial mechanics, Chaos 10 (2000) 427-469.] and De Leon et al. [N. De Leon, M.A. Mehta, R.Q. Topper, Cylindrical manifolds in phase space as mediators of chemical reaction dynamics and kinetics. I. Theory, J. Chem. Phys. 94 (1991) 8310-8328.], particularly the use of invariant manifold tubes that mediate the reaction, into a tool for the computation of lifetime distributions and rates of chemical reactions and scattering phenomena, even in systems that exhibit non-statistical behavior. Previously, the main problem with the application of tube dynamics has been with the computation of volumes in phase spaces of high dimension. The present work provides a starting point for overcoming this hurdle with some new ideas and implements them numerically. Specifically, an algorithm that uses tube dynamics to provide the initial bounding box for a Monte Carlo volume determination is used. The combination of a fine scale method for determining the phase space structure (invariant manifold theory) with statistical methods for volume computations (Monte Carlo) is the main contribution of this paper. The methodology is applied here to a three degree of freedom model problem and may be useful for higher degree of freedom systems as well.

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.

SU-E-T-292: Sensitivity of Fractionated Lung IMPT Treatments to Setup Uncertainties and Motion Effects

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

Dowdell, S; Grassberger, C; Paganetti, H

2014-06-01

Purpose: Evaluate the sensitivity of intensity-modulated proton therapy (IMPT) lung treatments to systematic and random setup uncertainties combined with motion effects. Methods: Treatment plans with single-field homogeneity restricted to ±20% (IMPT-20%) were compared to plans with no restriction (IMPT-full). 4D Monte Carlo simulations were performed for 10 lung patients using the patient CT geometry with either ±5mm systematic or random setup uncertainties applied over a 35 × 2.5Gy(RBE) fractionated treatment course. Intra-fraction, inter-field and inter-fraction motions were investigated. 50 fractionated treatments with systematic or random setup uncertainties applied to each fraction were generated for both IMPT delivery methods and threemore » energy-dependent spot sizes (big spots - BS σ=18-9mm, intermediate spots - IS σ=11-5mm, small spots - SS σ=4-2mm). These results were compared to a Monte Carlo recalculation of the original treatment plan, with results presented as the difference in EUD (ΔEUD), V{sub 95} (ΔV{sub 95}) and target homogeneity (ΔD{sub 1}–D{sub 99}) between the 4D simulations and the Monte Carlo calculation on the planning CT. Results: The standard deviations in the ΔEUD were 1.95±0.47(BS), 1.85±0.66(IS) and 1.31±0.35(SS) times higher in IMPT-full compared to IMPT-20% when ±5mm systematic setup uncertainties were applied. The ΔV{sub 95} variations were also 1.53±0.26(BS), 1.60±0.50(IS) and 1.38±0.38(SS) times higher for IMPT-full. For random setup uncertainties, the standard deviations of the ΔEUD from 50 simulated fractionated treatments were 1.94±0.90(BS), 2.13±1.08(IS) and 1.45±0.57(SS) times higher in IMPTfull compared to IMPT-20%. For all spot sizes considered, the ΔD{sub 1}-D{sub 99} coincided within the uncertainty limits for the two IMPT delivery methods, with the mean value always higher for IMPT-full. Statistical analysis showed significant differences between the IMPT-full and IMPT-20% dose distributions for the majority of scenarios studied. Conclusion: Lung IMPT-full treatments are more sensitive to both systematic and random setup uncertainties compared to IMPT-20%. This work was supported by the NIH R01 CA111590.« less

E Pluribus Analysis: Applying a Superforecasting Methodology to the Detection of Homegrown Violence

DTIC Science & Technology

2018-03-01

actor violence and a set of predefined decision-making protocols. This research included running four simulations using the Monte Carlo technique, which...actor violence and a set of predefined decision-making protocols. This research included running four simulations using the Monte Carlo technique...PREDICTING RANDOMNESS.............................................................24 1. Using a “ Runs Test” to Determine a Temporal Pattern in Lone

Applying Bayesian Neural Network to determine neutrino incoming direction in reactor neutrino experiments and supernova explosion location by scintillator detectors

NASA Astrophysics Data System (ADS)

Xu, W. W.; Xu, Y.; Meng, Y. X.; Wu, B.

2009-01-01

In the paper, it is discussed by using Monte-Carlo simulation that the Bayesian Neural Network (BNN) is applied to determine neutrino incoming direction in reactor neutrino experiments and supernova explosion location by scintillator detectors. As a result, compared to the method in ref. [1], the uncertainty on the measurement of the neutrino direction using BNN is significantly improved. The uncertainty on the measurement of the reactor neutrino direction is about 1.0° at the 68.3% C.L., and the one in the case of supernova neutrino is about 0.6° at the 68.3% C.L. . Compared to the method in ref. [1], the uncertainty attainable by using BNN reduces by a factor of about 20. And compared to the Super-Kamiokande experiment (SK), it reduces by a factor of about 8.

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

Hybrid parallel code acceleration methods in full-core reactor physics calculations

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

Courau, T.; Plagne, L.; Ponicot, A.

2012-07-01

When dealing with nuclear reactor calculation schemes, the need for three dimensional (3D) transport-based reference solutions is essential for both validation and optimization purposes. Considering a benchmark problem, this work investigates the potential of discrete ordinates (Sn) transport methods applied to 3D pressurized water reactor (PWR) full-core calculations. First, the benchmark problem is described. It involves a pin-by-pin description of a 3D PWR first core, and uses a 8-group cross-section library prepared with the DRAGON cell code. Then, a convergence analysis is performed using the PENTRAN parallel Sn Cartesian code. It discusses the spatial refinement and the associated angular quadraturemore » required to properly describe the problem physics. It also shows that initializing the Sn solution with the EDF SPN solver COCAGNE reduces the number of iterations required to converge by nearly a factor of 6. Using a best estimate model, PENTRAN results are then compared to multigroup Monte Carlo results obtained with the MCNP5 code. Good consistency is observed between the two methods (Sn and Monte Carlo), with discrepancies that are less than 25 pcm for the k{sub eff}, and less than 2.1% and 1.6% for the flux at the pin-cell level and for the pin-power distribution, respectively. (authors)« less

Comparing the landcapes of common retroviral insertion sites across tumor models

NASA Astrophysics Data System (ADS)

Weishaupt, Holger; Čančer, Matko; Engström, Cristopher; Silvestrov, Sergei; Swartling, Fredrik J.

2017-01-01

Retroviral tagging represents an important technique, which allows researchers to screen for candidate cancer genes. The technique is based on the integration of retroviral sequences into the genome of a host organism, which might then lead to the artificial inhibition or expression of proximal genetic elements. The identification of potential cancer genes in this framework involves the detection of genomic regions (common insertion sites; CIS) which contain a number of such viral integration sites that is greater than expected by chance. During the last two decades, a number of different methods have been discussed for the identification of such loci and the respective techniques have been applied to a variety of different retroviruses and/or tumor models. We have previously established a retrovirus driven brain tumor model and reported the CISs which were found based on a Monte Carlo statistics derived detection paradigm. In this study, we consider a recently proposed alternative graph theory based method for identifying CISs and compare the resulting CIS landscape in our brain tumor dataset to those obtained when using the Monte Carlo approach. Finally, we also employ the graph-based method to compare the CIS landscape in our brain tumor model with those of other published retroviral tumor models.

Self-Diffusion of small Ag and Ni islands on Ag(111) and Ni(111) using the self-learning kinetic Monte Carlo method

NASA Astrophysics Data System (ADS)

Islamuddin Shah, Syed; Nandipati, Giridhar; Kara, Abdelkader; Rahman, Talat S.

2012-02-01

We have applied a modified Self-Learning Kinetic Monte Carlo (SLKMC) method [1] to examine the self-diffusion of small Ag and Ni islands, containing up to 10 atom, on the (111) surface of the respective metal. The pattern recognition scheme in this new SLKMC method allows occupancy of the fcc, hcp and top sites on the fcc(111) surface and employs them to identify the local neighborhood around a central atom. Molecular static calculations with semi empirical interatomic potential and reliable techniques for saddle point search revealed several new diffusion mechanisms that contribute to the diffusion of small islands. For comparison we have also evaluated the diffusion characteristics of Cu clusters on Cu(111) and compared results with previous findings [2]. Our results show a linear increase in effective energy barriers scaling almost as 0.043, 0.051 and 0.064 eV/atom for the Cu/Cu(111), Ag/Ag(111), and Ni/Ni(111) systems, respectively. For all three systems, diffusion of small islands proceeds mainly through concerted motion, although several multiple and single atom processes also contribute. [1] Oleg Trushin et al. Phys. Rev. B 72, 115401 (2005) [2] Altaf Karim et al. Phys. Rev. B 73, 165411 (2006)

Fast CPU-based Monte Carlo simulation for radiotherapy dose calculation.

PubMed

Ziegenhein, Peter; Pirner, Sven; Ph Kamerling, Cornelis; Oelfke, Uwe

2015-08-07

Monte-Carlo (MC) simulations are considered to be the most accurate method for calculating dose distributions in radiotherapy. Its clinical application, however, still is limited by the long runtimes conventional implementations of MC algorithms require to deliver sufficiently accurate results on high resolution imaging data. In order to overcome this obstacle we developed the software-package PhiMC, which is capable of computing precise dose distributions in a sub-minute time-frame by leveraging the potential of modern many- and multi-core CPU-based computers. PhiMC is based on the well verified dose planning method (DPM). We could demonstrate that PhiMC delivers dose distributions which are in excellent agreement to DPM. The multi-core implementation of PhiMC scales well between different computer architectures and achieves a speed-up of up to 37[Formula: see text] compared to the original DPM code executed on a modern system. Furthermore, we could show that our CPU-based implementation on a modern workstation is between 1.25[Formula: see text] and 1.95[Formula: see text] faster than a well-known GPU implementation of the same simulation method on a NVIDIA Tesla C2050. Since CPUs work on several hundreds of GB RAM the typical GPU memory limitation does not apply for our implementation and high resolution clinical plans can be calculated.

Isotopic composition analysis and age dating of uranium samples by high resolution gamma ray spectrometry

NASA Astrophysics Data System (ADS)

Apostol, A. I.; Pantelica, A.; Sima, O.; Fugaru, V.

2016-09-01

Non-destructive methods were applied to determine the isotopic composition and the time elapsed since last chemical purification of nine uranium samples. The applied methods are based on measuring gamma and X radiations of uranium samples by high resolution low energy gamma spectrometric system with planar high purity germanium detector and low background gamma spectrometric system with coaxial high purity germanium detector. The ;Multigroup γ-ray Analysis Method for Uranium; (MGAU) code was used for the precise determination of samples' isotopic composition. The age of the samples was determined from the isotopic ratio 214Bi/234U. This ratio was calculated from the analyzed spectra of each uranium sample, using relative detection efficiency. Special attention is paid to the coincidence summing corrections that have to be taken into account when performing this type of analysis. In addition, an alternative approach for the age determination using full energy peak efficiencies obtained by Monte Carlo simulations with the GESPECOR code is described.

A line transect model for aerial surveys

USGS Publications Warehouse

Quang, Pham Xuan; Lanctot, Richard B.

1991-01-01

We employ a line transect method to estimate the density of the common and Pacific loon in the Yukon Flats National Wildlife Refuge from aerial survey data. Line transect methods have the advantage of automatically taking into account “visibility bias” due to detectability difference of animals at different distances from the transect line. However, line transect methods must overcome two difficulties when applied to inaccurate recording of sighting distances due to high travel speeds, so that in fact only a few reliable distance class counts are available. We propose a unimodal detection function that provides an estimate of the effective area lost due to the blind strip, under the assumption that a line of perfect detection exists parallel to the transect line. The unimodal detection function can also be applied when a blind strip is absent, and in certain instances when the maximum probability of detection is less than 100%. A simple bootstrap procedure to estimate standard error is illustrated. Finally, we present results from a small set of Monte Carlo experiments.

A Review of Methods Applied by the U.S. Geological Survey in the Assessment of Identified Geothermal Resources

USGS Publications Warehouse

Williams, Colin F.; Reed, Marshall J.; Mariner, Robert H.

2008-01-01

The U. S. Geological Survey (USGS) is conducting an updated assessment of geothermal resources in the United States. The primary method applied in assessments of identified geothermal systems by the USGS and other organizations is the volume method, in which the recoverable heat is estimated from the thermal energy available in a reservoir. An important focus in the assessment project is on the development of geothermal resource models consistent with the production histories and observed characteristics of exploited geothermal fields. The new assessment will incorporate some changes in the models for temperature and depth ranges for electric power production, preferred chemical geothermometers for estimates of reservoir temperatures, estimates of reservoir volumes, and geothermal energy recovery factors. Monte Carlo simulations are used to characterize uncertainties in the estimates of electric power generation. These new models for the recovery of heat from heterogeneous, fractured reservoirs provide a physically realistic basis for evaluating the production potential of natural geothermal reservoirs.

Complex Langevin analysis of the spontaneous symmetry breaking in dimensionally reduced super Yang-Mills models

NASA Astrophysics Data System (ADS)

Anagnostopoulos, Konstantinos N.; Azuma, Takehiro; Ito, Yuta; Nishimura, Jun; Papadoudis, Stratos Kovalkov

2018-02-01

In recent years the complex Langevin method (CLM) has proven a powerful method in studying statistical systems which suffer from the sign problem. Here we show that it can also be applied to an important problem concerning why we live in four-dimensional spacetime. Our target system is the type IIB matrix model, which is conjectured to be a nonperturbative definition of type IIB superstring theory in ten dimensions. The fermion determinant of the model becomes complex upon Euclideanization, which causes a severe sign problem in its Monte Carlo studies. It is speculated that the phase of the fermion determinant actually induces the spontaneous breaking of the SO(10) rotational symmetry, which has direct consequences on the aforementioned question. In this paper, we apply the CLM to the 6D version of the type IIB matrix model and show clear evidence that the SO(6) symmetry is broken down to SO(3). Our results are consistent with those obtained previously by the Gaussian expansion method.

Mixed linear-non-linear inversion of crustal deformation data: Bayesian inference of model, weighting and regularization parameters

NASA Astrophysics Data System (ADS)

Fukuda, Jun'ichi; Johnson, Kaj M.

2010-06-01

We present a unified theoretical framework and solution method for probabilistic, Bayesian inversions of crustal deformation data. The inversions involve multiple data sets with unknown relative weights, model parameters that are related linearly or non-linearly through theoretic models to observations, prior information on model parameters and regularization priors to stabilize underdetermined problems. To efficiently handle non-linear inversions in which some of the model parameters are linearly related to the observations, this method combines both analytical least-squares solutions and a Monte Carlo sampling technique. In this method, model parameters that are linearly and non-linearly related to observations, relative weights of multiple data sets and relative weights of prior information and regularization priors are determined in a unified Bayesian framework. In this paper, we define the mixed linear-non-linear inverse problem, outline the theoretical basis for the method, provide a step-by-step algorithm for the inversion, validate the inversion method using synthetic data and apply the method to two real data sets. We apply the method to inversions of multiple geodetic data sets with unknown relative data weights for interseismic fault slip and locking depth. We also apply the method to the problem of estimating the spatial distribution of coseismic slip on faults with unknown fault geometry, relative data weights and smoothing regularization weight.

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.

Radiative Transfer Modeling of a Large Pool Fire by Discrete Ordinates, Discrete Transfer, Ray Tracing, Monte Carlo and Moment Methods

NASA Technical Reports Server (NTRS)

Jensen, K. A.; Ripoll, J.-F.; Wray, A. A.; Joseph, D.; ElHafi, M.

2004-01-01

Five computational methods for solution of the radiative transfer equation in an absorbing-emitting and non-scattering gray medium were compared on a 2 m JP-8 pool fire. The temperature and absorption coefficient fields were taken from a synthetic fire due to the lack of a complete set of experimental data for fires of this size. These quantities were generated by a code that has been shown to agree well with the limited quantity of relevant data in the literature. Reference solutions to the governing equation were determined using the Monte Carlo method and a ray tracing scheme with high angular resolution. Solutions using the discrete transfer method, the discrete ordinate method (DOM) with both S(sub 4) and LC(sub 11) quadratures, and moment model using the M(sub 1) closure were compared to the reference solutions in both isotropic and anisotropic regions of the computational domain. DOM LC(sub 11) is shown to be the more accurate than the commonly used S(sub 4) quadrature technique, especially in anisotropic regions of the fire domain. This represents the first study where the M(sub 1) method was applied to a combustion problem occurring in a complex three-dimensional geometry. The M(sub 1) results agree well with other solution techniques, which is encouraging for future applications to similar problems since it is computationally the least expensive solution technique. Moreover, M(sub 1) results are comparable to DOM S(sub 4).

A method of improving sensitivity of carbon/oxygen well logging for low porosity formation

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

Liu, Juntao; Zhang, Feng; Zhang, Quanying

Carbon/Oxygen (C/O) spectral logging technique has been widely used to determine residual oil saturation and the evaluation of water flooded layer. In order to improve the sensitivity of the technique for low – porosity formation, Gaussian and linear models are applied to fit the peaks of measured spectra to obtain the characteristic coefficients. Standard spectra of carbon and oxygen are combined to establish a new carbon /oxygen value calculation method, and the robustness of the new method is cross – validated with known mixed gamma ray spectrum. Formation models for different porosities and saturations are built using Monte Carlo method.more » The responses of carbon/oxygen which are calculated by conventional energy window method, and the new method is applied to oil saturation under low porosity conditions. The results show the new method can reduce the effects of gamma rays contaminated by the interaction between neutrons and other elements on carbon/oxygen ratio, and therefore can significantly improve the response sensitivity of carbon/oxygen well logging to oil saturation. The new method improves greatly carbon/oxygen well logging in low porosity conditions.« less

A method of improving sensitivity of carbon/oxygen well logging for low porosity formation

DOE PAGES

Liu, Juntao; Zhang, Feng; Zhang, Quanying; ...

2016-12-01

Carbon/Oxygen (C/O) spectral logging technique has been widely used to determine residual oil saturation and the evaluation of water flooded layer. In order to improve the sensitivity of the technique for low – porosity formation, Gaussian and linear models are applied to fit the peaks of measured spectra to obtain the characteristic coefficients. Standard spectra of carbon and oxygen are combined to establish a new carbon /oxygen value calculation method, and the robustness of the new method is cross – validated with known mixed gamma ray spectrum. Formation models for different porosities and saturations are built using Monte Carlo method.more » The responses of carbon/oxygen which are calculated by conventional energy window method, and the new method is applied to oil saturation under low porosity conditions. The results show the new method can reduce the effects of gamma rays contaminated by the interaction between neutrons and other elements on carbon/oxygen ratio, and therefore can significantly improve the response sensitivity of carbon/oxygen well logging to oil saturation. The new method improves greatly carbon/oxygen well logging in low porosity conditions.« less

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

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

Quon, Eliot; Platt, Andrew; Yu, Yi-Hsiang

Extreme loads are often a key cost driver for wave energy converters (WECs). As an alternative to exhaustive Monte Carlo or long-term simulations, the most likely extreme response (MLER) method allows mid- and high-fidelity simulations to be used more efficiently in evaluating WEC response to events at the edges of the design envelope, and is therefore applicable to system design analysis. The study discussed in this paper applies the MLER method to investigate the maximum heave, pitch, and surge force of a point absorber WEC. Most likely extreme waves were obtained from a set of wave statistics data based onmore » spectral analysis and the response amplitude operators (RAOs) of the floating body; the RAOs were computed from a simple radiation-and-diffraction-theory-based numerical model. A weakly nonlinear numerical method and a computational fluid dynamics (CFD) method were then applied to compute the short-term response to the MLER wave. Effects of nonlinear wave and floating body interaction on the WEC under the anticipated 100-year waves were examined by comparing the results from the linearly superimposed RAOs, the weakly nonlinear model, and CFD simulations. Overall, the MLER method was successfully applied. In particular, when coupled to a high-fidelity CFD analysis, the nonlinear fluid dynamics can be readily captured.« less

A Brownian dynamics study on ferrofluid colloidal dispersions using an iterative constraint method to satisfy Maxwell’s equations

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

Dubina, Sean Hyun, E-mail: sdubin2@uic.edu; Wedgewood, Lewis Edward, E-mail: wedge@uic.edu

2016-07-15

Ferrofluids are often favored for their ability to be remotely positioned via external magnetic fields. The behavior of particles in ferromagnetic clusters under uniformly applied magnetic fields has been computationally simulated using the Brownian dynamics, Stokesian dynamics, and Monte Carlo methods. However, few methods have been established that effectively handle the basic principles of magnetic materials, namely, Maxwell’s equations. An iterative constraint method was developed to satisfy Maxwell’s equations when a uniform magnetic field is imposed on ferrofluids in a heterogeneous Brownian dynamics simulation that examines the impact of ferromagnetic clusters in a mesoscale particle collection. This was accomplished bymore » allowing a particulate system in a simple shear flow to advance by a time step under a uniformly applied magnetic field, then adjusting the ferroparticles via an iterative constraint method applied over sub-volume length scales until Maxwell’s equations were satisfied. The resultant ferrofluid model with constraints demonstrates that the magnetoviscosity contribution is not as substantial when compared to homogeneous simulations that assume the material’s magnetism is a direct response to the external magnetic field. This was detected across varying intensities of particle-particle interaction, Brownian motion, and shear flow. Ferroparticle aggregation was still extensively present but less so than typically observed.« less

Time-dependent importance sampling in semiclassical initial value representation calculations for time correlation functions.

PubMed

Tao, Guohua; Miller, William H

2011-07-14

An efficient time-dependent importance sampling method is developed for the Monte Carlo calculation of time correlation functions via the initial value representation (IVR) of semiclassical (SC) theory. A prefactor-free time-dependent sampling function weights the importance of a trajectory based on the magnitude of its contribution to the time correlation function, and global trial moves are used to facilitate the efficient sampling the phase space of initial conditions. The method can be generally applied to sampling rare events efficiently while avoiding being trapped in a local region of the phase space. Results presented in the paper for two system-bath models demonstrate the efficiency of this new importance sampling method for full SC-IVR calculations.

Target-depth estimation in active sonar: Cramer-Rao bounds for a bilinear sound-speed profile.

PubMed

Mours, Alexis; Ioana, Cornel; Mars, Jérôme I; Josso, Nicolas F; Doisy, Yves

2016-09-01

This paper develops a localization method to estimate the depth of a target in the context of active sonar, at long ranges. The target depth is tactical information for both strategy and classification purposes. The Cramer-Rao lower bounds for the target position as range and depth are derived for a bilinear profile. The influence of sonar parameters on the standard deviations of the target range and depth are studied. A localization method based on ray back-propagation with a probabilistic approach is then investigated. Monte-Carlo simulations applied to a summer Mediterranean sound-speed profile are performed to evaluate the efficiency of the estimator. This method is finally validated on data in an experimental tank.

Statistical differences between relative quantitative molecular fingerprints from microbial communities.

PubMed

Portillo, M C; Gonzalez, J M

2008-08-01

Molecular fingerprints of microbial communities are a common method for the analysis and comparison of environmental samples. The significance of differences between microbial community fingerprints was analyzed considering the presence of different phylotypes and their relative abundance. A method is proposed by simulating coverage of the analyzed communities as a function of sampling size applying a Cramér-von Mises statistic. Comparisons were performed by a Monte Carlo testing procedure. As an example, this procedure was used to compare several sediment samples from freshwater ponds using a relative quantitative PCR-DGGE profiling technique. The method was able to discriminate among different samples based on their molecular fingerprints, and confirmed the lack of differences between aliquots from a single sample.

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

2016-02-04

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Estimation of the Continuous and Discontinuous Leverage Effects

PubMed Central

Aït-Sahalia, Yacine; Fan, Jianqing; Laeven, Roger J. A.; Wang, Christina Dan; Yang, Xiye

2017-01-01

This paper examines the leverage effect, or the generally negative covariation between asset returns and their changes in volatility, under a general setup that allows the log-price and volatility processes to be Itô semimartingales. We decompose the leverage effect into continuous and discontinuous parts and develop statistical methods to estimate them. We establish the asymptotic properties of these estimators. We also extend our methods and results (for the continuous leverage) to the situation where there is market microstructure noise in the observed returns. We show in Monte Carlo simulations that our estimators have good finite sample performance. When applying our methods to real data, our empirical results provide convincing evidence of the presence of the two leverage effects, especially the discontinuous one. PMID:29606780

Bayesian methods for characterizing unknown parameters of material models

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

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Optimization of the design of Gas Cherenkov Detectors for ICF diagnosis

NASA Astrophysics Data System (ADS)

Liu, Bin; Hu, Huasi; Han, Hetong; Lv, Huanwen; Li, Lan

2018-07-01

A design method, which combines a genetic algorithm (GA) with Monte-Carlo simulation, is established and applied to two different types of Cherenkov detectors, namely, Gas Cherenkov Detector (GCD) and Gamma Reaction History (GRH). For accelerating the optimization program, open Message Passing Interface (MPI) is used in the Geant4 simulation. Compared with the traditional optical ray-tracing method, the performances of these detectors have been improved with the optimization method. The efficiency for GCD system, with a threshold of 6.3 MeV, is enhanced by ∼20% and time response improved by ∼7.2%. For the GRH system, with threshold of 10 MeV, the efficiency is enhanced by ∼76% in comparison with previously published results.

Potential, velocity, and density fields from sparse and noisy redshift-distance samples - Method

NASA Technical Reports Server (NTRS)

Dekel, Avishai; Bertschinger, Edmund; Faber, Sandra M.

1990-01-01

A method for recovering the three-dimensional potential, velocity, and density fields from large-scale redshift-distance samples is described. Galaxies are taken as tracers of the velocity field, not of the mass. The density field and the initial conditions are calculated using an iterative procedure that applies the no-vorticity assumption at an initial time and uses the Zel'dovich approximation to relate initial and final positions of particles on a grid. The method is tested using a cosmological N-body simulation 'observed' at the positions of real galaxies in a redshift-distance sample, taking into account their distance measurement errors. Malmquist bias and other systematic and statistical errors are extensively explored using both analytical techniques and Monte Carlo simulations.

In situ gamma-spectrometry several years after deposition of radiocesium. II. Peak-to-valley method.

PubMed

Gering, F; Hillmann, U; Jacob, P; Fehrenbacher, G

1998-12-01

A new method is introduced for deriving radiocesium soil contaminations and kerma rates in air from in situ gamma-ray spectrometric measurements. The approach makes use of additional information about gamma-ray attenuation given by the peak-to-valley ratio, which is the ratio of the count rates for primary and forward scattered photons. In situ measurements are evaluated by comparing the experimental data with the results of Monte Carlo simulations of photon transport and detector response. The influence of photons emitted by natural radionuclides on the calculation of the peak-to-valley ratio is carefully analysed. The new method has been applied to several post-Chernobyl measurements and the results agreed well with those of soil sampling.

Estimation of the Continuous and Discontinuous Leverage Effects.

PubMed

Aït-Sahalia, Yacine; Fan, Jianqing; Laeven, Roger J A; Wang, Christina Dan; Yang, Xiye

2017-01-01

This paper examines the leverage effect, or the generally negative covariation between asset returns and their changes in volatility, under a general setup that allows the log-price and volatility processes to be Itô semimartingales. We decompose the leverage effect into continuous and discontinuous parts and develop statistical methods to estimate them. We establish the asymptotic properties of these estimators. We also extend our methods and results (for the continuous leverage) to the situation where there is market microstructure noise in the observed returns. We show in Monte Carlo simulations that our estimators have good finite sample performance. When applying our methods to real data, our empirical results provide convincing evidence of the presence of the two leverage effects, especially the discontinuous one.

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.

Applying Multivariate Discrete Distributions to Genetically Informative Count Data.

PubMed

Kirkpatrick, Robert M; Neale, Michael C

2016-03-01

We present a novel method of conducting biometric analysis of twin data when the phenotypes are integer-valued counts, which often show an L-shaped distribution. Monte Carlo simulation is used to compare five likelihood-based approaches to modeling: our multivariate discrete method, when its distributional assumptions are correct, when they are incorrect, and three other methods in common use. With data simulated from a skewed discrete distribution, recovery of twin correlations and proportions of additive genetic and common environment variance was generally poor for the Normal, Lognormal and Ordinal models, but good for the two discrete models. Sex-separate applications to substance-use data from twins in the Minnesota Twin Family Study showed superior performance of two discrete models. The new methods are implemented using R and OpenMx and are freely available.

Simulation of dense amorphous polymers by generating representative atomistic models

NASA Astrophysics Data System (ADS)

Curcó, David; Alemán, Carlos

2003-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Can we approach the gas-liquid critical point using slab simulations of two coexisting phases?

PubMed

Goujon, Florent; Ghoufi, Aziz; Malfreyt, Patrice; Tildesley, Dominic J

2016-09-28

In this paper, we demonstrate that it is possible to approach the gas-liquid critical point of the Lennard-Jones fluid by performing simulations in a slab geometry using a cut-off potential. In the slab simulation geometry, it is essential to apply an accurate tail correction to the potential energy, applied during the course of the simulation, to study the properties of states close to the critical point. Using the Janeček slab-based method developed for two-phase Monte Carlo simulations [J. Janec̆ek, J. Chem. Phys. 131, 6264 (2006)], the coexisting densities and surface tension in the critical region are reported as a function of the cutoff distance in the intermolecular potential. The results obtained using slab simulations are compared with those obtained using grand canonical Monte Carlo simulations of isotropic systems and the finite-size scaling techniques. There is a good agreement between these two approaches. The two-phase simulations can be used in approaching the critical point for temperatures up to 0.97 T C ∗ (T ∗ = 1.26). The critical-point exponents describing the dependence of the density, surface tension, and interfacial thickness on the temperature are calculated near the critical point.

Numerical analysis of electromagnetic cascades in emulsion chambers

NASA Technical Reports Server (NTRS)

Plyasheshnikov, A. V.; Vorobyev, K. V.

1985-01-01

A new calculational scheme of the Monte Carlo method assigned for the investigation of the development of high and extremely high energy electromagnetic cascades (EMC) in the matter was elaborated. The scheme was applied to the analysis of angular and radial distributions of EMC electrons in the atmosphere. By means of this scheme the EMC development in dense medium is investigated and some preliminary data are presented on the behavior of EMC in emulsion chambers. The results of more detailed theoretical analysis of the EMC development in emulsion chambers are discussed.

Error modelling of quantum Hall array resistance standards

NASA Astrophysics Data System (ADS)

Marzano, Martina; Oe, Takehiko; Ortolano, Massimo; Callegaro, Luca; Kaneko, Nobu-Hisa

2018-04-01

Quantum Hall array resistance standards (QHARSs) are integrated circuits composed of interconnected quantum Hall effect elements that allow the realization of virtually arbitrary resistance values. In recent years, techniques were presented to efficiently design QHARS networks. An open problem is that of the evaluation of the accuracy of a QHARS, which is affected by contact and wire resistances. In this work, we present a general and systematic procedure for the error modelling of QHARSs, which is based on modern circuit analysis techniques and Monte Carlo evaluation of the uncertainty. As a practical example, this method of analysis is applied to the characterization of a 1 MΩ QHARS developed by the National Metrology Institute of Japan. Software tools are provided to apply the procedure to other arrays.

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

PubMed Central

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

2016-01-01

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

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.

Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

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

Compressible or incompressible blend of interacting monodisperse linear polymers near a surface.

PubMed

Batman, Richard; Gujrati, P D

2007-08-28

We consider a lattice model of a mixture of repulsive, attractive, or neutral monodisperse linear polymers of two species, A and B, with a third monomeric species C, which may be taken to represent free volume. The mixture is confined between two hard, parallel plates of variable separation whose interactions with A and C may be attractive, repulsive, or neutral, and may be different from each other. The interactions with A and C are all that are required to completely specify the effect of each surface on all three components. We numerically study various density profiles as we move away from the surface, by using the recursive method of Gujrati and Chhajer [J. Chem. Phys. 106, 5599 (1997)] that has already been previously applied to study polydisperse solutions and blends next to surfaces. The resulting density profiles show the oscillations that are seen in Monte Carlo simulations and the enrichment of the smaller species at a neutral surface. The method is computationally ultrafast and can be carried out on a personal computer (PC), even in the incompressible case, when Monte Carlo simulations are not feasible. The calculations of density profiles usually take less than 20 min on a PC.

Lattice Boltzmann accelerated direct simulation Monte Carlo for dilute gas flow simulations.

PubMed

Di Staso, G; Clercx, H J H; Succi, S; Toschi, F

2016-11-13

Hybrid particle-continuum computational frameworks permit the simulation of gas flows by locally adjusting the resolution to the degree of non-equilibrium displayed by the flow in different regions of space and time. In this work, we present a new scheme that couples the direct simulation Monte Carlo (DSMC) with the lattice Boltzmann (LB) method in the limit of isothermal flows. The former handles strong non-equilibrium effects, as they typically occur in the vicinity of solid boundaries, whereas the latter is in charge of the bulk flow, where non-equilibrium can be dealt with perturbatively, i.e. according to Navier-Stokes hydrodynamics. The proposed concurrent multiscale method is applied to the dilute gas Couette flow, showing major computational gains when compared with the full DSMC scenarios. In addition, it is shown that the coupling with LB in the bulk flow can speed up the DSMC treatment of the Knudsen layer with respect to the full DSMC case. In other words, LB acts as a DSMC accelerator.This article is part of the themed issue 'Multiscale modelling at the physics-chemistry-biology interface'. © 2016 The Author(s).

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Application of Distribution Transformer Thermal Life Models to Electrified Vehicle Charging Loads Using Monte-Carlo Method: Preprint

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

Kuss, M.; Markel, T.; Kramer, W.

Concentrated purchasing patterns of plug-in vehicles may result in localized distribution transformer overload scenarios. Prolonged periods of transformer overloading causes service life decrements, and in worst-case scenarios, results in tripped thermal relays and residential service outages. This analysis will review distribution transformer load models developed in the IEC 60076 standard, and apply the model to a neighborhood with plug-in hybrids. Residential distribution transformers are sized such that night-time cooling provides thermal recovery from heavy load conditions during the daytime utility peak. It is expected that PHEVs will primarily be charged at night in a residential setting. If not managed properly,more » some distribution transformers could become overloaded, leading to a reduction in transformer life expectancy, thus increasing costs to utilities and consumers. A Monte-Carlo scheme simulated each day of the year, evaluating 100 load scenarios as it swept through the following variables: number of vehicle per transformer, transformer size, and charging rate. A general method for determining expected transformer aging rate will be developed, based on the energy needs of plug-in vehicles loading a residential transformer.« less

Heat And Mass Transfer Analysis of a Film Evaporative MEMS Tunable Array

NASA Astrophysics Data System (ADS)

O'Neill, William J.

This thesis details the heat and mass transfer analysis of a MEMs microthruster designed to provide propulsive, attitude control and thermal control capabilities to a cubesat. This thruster is designed to function by retaining water as a propellant and applying resistive heating in order to increase the temperature of the liquid-vapor interface to either increase evaporation or induce boiling to regulate mass flow. The resulting vapor is then expanded out of a diverging nozzle to produce thrust. Because of the low operating pressure and small length scale of this thruster, unique forms of mass transfer analysis such as non-continuum gas flow were modeled using the Direct Simulation Monte Carlo method. Continuum fluid/thermal simulations using COMSOL Multiphysics have been applied to model heat and mass transfer in the solid and liquid portions of the thruster. The two methods were coupled through variables at the liquid-vapor interface and solved iteratively by the bisection method. The simulations presented in this thesis confirm the thermal valving concept. It is shown that when power is applied to the thruster there is a nearly linear increase in mass flow and thrust. Thus, mass flow can be regulated by regulating the applied power. This concept can also be used as a thermal control device for spacecraft.

Application of Diffusion Monte Carlo to Materials Dominated by van der Waals Interactions

DOE PAGES

Benali, Anouar; Shulenburger, Luke; Romero, Nichols A.; ...

2014-06-12

Van der Waals forces are notoriously difficult to account for from first principles. We perform extensive calculation to assess the usefulness and validity of diffusion quantum Monte Carlo when applied to van der Waals forces. We present results for noble gas solids and clusters - archetypical van der Waals dominated assemblies, as well as a relevant pi-pi stacking supramolecular complex: DNA + intercalating anti-cancer drug Ellipticine.

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.

Full System Model of Magnetron Sputter Chamber - Proof-of-Principle Study

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

Walton, C; Gilmer, G; Zepeda-Ruiz, L

2007-05-04

The lack of detailed knowledge of internal process conditions remains a key challenge in magnetron sputtering, both for chamber design and for process development. Fundamental information such as the pressure and temperature distribution of the sputter gas, and the energies and arrival angles of the sputtered atoms and other energetic species is often missing, or is only estimated from general formulas. However, open-source or low-cost tools are available for modeling most steps of the sputter process, which can give more accurate and complete data than textbook estimates, using only desktop computations. To get a better understanding of magnetron sputtering, wemore » have collected existing models for the 5 major process steps: the input and distribution of the neutral background gas using Direct Simulation Monte Carlo (DSMC), dynamics of the plasma using Particle In Cell-Monte Carlo Collision (PIC-MCC), impact of ions on the target using molecular dynamics (MD), transport of sputtered atoms to the substrate using DSMC, and growth of the film using hybrid Kinetic Monte Carlo (KMC) and MD methods. Models have been tested against experimental measurements. For example, gas rarefaction as observed by Rossnagel and others has been reproduced, and it is associated with a local pressure increase of {approx}50% which may strongly influence film properties such as stress. Results on energies and arrival angles of sputtered atoms and reflected gas neutrals are applied to the Kinetic Monte Carlo simulation of film growth. Model results and applications to growth of dense Cu and Be films are presented.« less

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.

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.

Simulating propagation of coherent light in random media using the Fredholm type integral equation

NASA Astrophysics Data System (ADS)

Kraszewski, Maciej; Pluciński, Jerzy

2017-06-01

Studying propagation of light in random scattering materials is important for both basic and applied research. Such studies often require usage of numerical method for simulating behavior of light beams in random media. However, if such simulations require consideration of coherence properties of light, they may become a complex numerical problems. There are well established methods for simulating multiple scattering of light (e.g. Radiative Transfer Theory and Monte Carlo methods) but they do not treat coherence properties of light directly. Some variations of these methods allows to predict behavior of coherent light but only for an averaged realization of the scattering medium. This limits their application in studying many physical phenomena connected to a specific distribution of scattering particles (e.g. laser speckle). In general, numerical simulation of coherent light propagation in a specific realization of random medium is a time- and memory-consuming problem. The goal of the presented research was to develop new efficient method for solving this problem. The method, presented in our earlier works, is based on solving the Fredholm type integral equation, which describes multiple light scattering process. This equation can be discretized and solved numerically using various algorithms e.g. by direct solving the corresponding linear equations system, as well as by using iterative or Monte Carlo solvers. Here we present recent development of this method including its comparison with well-known analytical results and a finite-difference type simulations. We also present extension of the method for problems of multiple scattering of a polarized light on large spherical particles that joins presented mathematical formalism with Mie theory.

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…

GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

NASA Astrophysics Data System (ADS)

Spiechowicz, J.; Kostur, M.; Machura, L.

2015-06-01

This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of about 3000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research in some cases.

Non-intrusive uncertainty quantification of computational fluid dynamics simulations: notes on the accuracy and efficiency

NASA Astrophysics Data System (ADS)

Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher

2017-11-01

Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.

A fully-implicit Particle-In-Cell Monte Carlo Collision code for the simulation of inductively coupled plasmas

NASA Astrophysics Data System (ADS)

Mattei, S.; Nishida, K.; Onai, M.; Lettry, J.; Tran, M. Q.; Hatayama, A.

2017-12-01

We present a fully-implicit electromagnetic Particle-In-Cell Monte Carlo collision code, called NINJA, written for the simulation of inductively coupled plasmas. NINJA employs a kinetic enslaved Jacobian-Free Newton Krylov method to solve self-consistently the interaction between the electromagnetic field generated by the radio-frequency coil and the plasma response. The simulated plasma includes a kinetic description of charged and neutral species as well as the collision processes between them. The algorithm allows simulations with cell sizes much larger than the Debye length and time steps in excess of the Courant-Friedrichs-Lewy condition whilst preserving the conservation of the total energy. The code is applied to the simulation of the plasma discharge of the Linac4 H- ion source at CERN. Simulation results of plasma density, temperature and EEDF are discussed and compared with optical emission spectroscopy measurements. A systematic study of the energy conservation as a function of the numerical parameters is presented.

Monte Carlo simulation of the transmission of measles: Beyond the mass action principle

NASA Astrophysics Data System (ADS)

Zekri, Nouredine; Clerc, Jean Pierre

2002-04-01

We present a Monte Carlo simulation of the transmission of measles within a population sample during its growing and equilibrium states by introducing two different vaccination schedules of one and two doses. We study the effects of the contact rate per unit time ξ as well as the initial conditions on the persistence of the disease. We found a weak effect of the initial conditions while the disease persists when ξ lies in the range 1/L-10/L (L being the latent period). Further comparison with existing data, prediction of future epidemics and other estimations of the vaccination efficiency are provided. Finally, we compare our approach to the models using the mass action principle in the first and another epidemic region and found the incidence independent of the number of susceptibles after the epidemic peak while it strongly fluctuates in its growing region. This method can be easily applied to other human, animal, and plant diseases and includes more complicated parameters.

3D Monte Carlo model with direct photon flux recording for optimal optogenetic light delivery

NASA Astrophysics Data System (ADS)

Shin, Younghoon; Kim, Dongmok; Lee, Jihoon; Kwon, Hyuk-Sang

2017-02-01

Configuring the light power emitted from the optical fiber is an essential first step in planning in-vivo optogenetic experiments. However, diffusion theory, which was adopted for optogenetic research, precluded accurate estimates of light intensity in the semi-diffusive region where the primary locus of the stimulation is located. We present a 3D Monte Carlo model that provides an accurate and direct solution for light distribution in this region. Our method directly records the photon trajectory in the separate volumetric grid planes for the near-source recording efficiency gain, and it incorporates a 3D brain mesh to support both homogeneous and heterogeneous brain tissue. We investigated the light emitted from optical fibers in brain tissue in 3D, and we applied the results to design optimal light delivery parameters for precise optogenetic manipulation by considering the fiber output power, wavelength, fiber-to-target distance, and the area of neural tissue activation.

Reentrant behavior in the nearest-neighbor Ising antiferromagnet in a magnetic field

NASA Astrophysics Data System (ADS)

Neto, Minos A.; de Sousa, J. Ricardo

2004-12-01

Motived by the H-T phase diagram in the bcc Ising antiferromagnetic with nearest-neighbor interactions obtained by Monte Carlo simulation [Landau, Phys. Rev. B 16, 4164 (1977)] that shows a reentrant behavior at low temperature, with two critical temperatures in magnetic field about 2% greater than the critical value Hc=8J , we apply the effective field renormalization group (EFRG) approach in this model on three-dimensional lattices (simple cubic-sc and body centered cubic-bcc). We find that the critical curve TN(H) exhibits a maximum point around of H≃Hc only in the bcc lattice case. We also discuss the critical behavior by the effective field theory in clusters with one (EFT-1) and two (EFT-2) spins, and a reentrant behavior is observed for the sc and bcc lattices. We have compared our results of EFRG in the bcc lattice with Monte Carlo and series expansion, and we observe a good accordance between the methods.

Efficient 3D kinetic Monte Carlo method for modeling of molecular structure and dynamics.

PubMed

Panshenskov, Mikhail; Solov'yov, Ilia A; Solov'yov, Andrey V

2014-06-30

Self-assembly of molecular systems is an important and general problem that intertwines physics, chemistry, biology, and material sciences. Through understanding of the physical principles of self-organization, it often becomes feasible to control the process and to obtain complex structures with tailored properties, for example, bacteria colonies of cells or nanodevices with desired properties. Theoretical studies and simulations provide an important tool for unraveling the principles of self-organization and, therefore, have recently gained an increasing interest. The present article features an extension of a popular code MBN EXPLORER (MesoBioNano Explorer) aiming to provide a universal approach to study self-assembly phenomena in biology and nanoscience. In particular, this extension involves a highly parallelized module of MBN EXPLORER that allows simulating stochastic processes using the kinetic Monte Carlo approach in a three-dimensional space. We describe the computational side of the developed code, discuss its efficiency, and apply it for studying an exemplary system. Copyright © 2014 Wiley Periodicals, Inc.

Approach for validating actinide and fission product compositions for burnup credit criticality safety analyses

DOE PAGES

Radulescu, Georgeta; Gauld, Ian C.; Ilas, Germina; ...

2014-11-01

This paper describes a depletion code validation approach for criticality safety analysis using burnup credit for actinide and fission product nuclides in spent nuclear fuel (SNF) compositions. The technical basis for determining the uncertainties in the calculated nuclide concentrations is comparison of calculations to available measurements obtained from destructive radiochemical assay of SNF samples. Probability distributions developed for the uncertainties in the calculated nuclide concentrations were applied to the SNF compositions of a criticality safety analysis model by the use of a Monte Carlo uncertainty sampling method to determine bias and bias uncertainty in effective neutron multiplication factor. Application ofmore » the Monte Carlo uncertainty sampling approach is demonstrated for representative criticality safety analysis models of pressurized water reactor spent fuel pool storage racks and transportation packages using burnup-dependent nuclide concentrations calculated with SCALE 6.1 and the ENDF/B-VII nuclear data. Furthermore, the validation approach and results support a recent revision of the U.S. Nuclear Regulatory Commission Interim Staff Guidance 8.« less

Critical Analysis of Dual-Probe Heat-Pulse Technique Applied to Measuring Thermal Diffusivity

NASA Astrophysics Data System (ADS)

Bovesecchi, G.; Coppa, P.; Corasaniti, S.; Potenza, M.

2018-07-01

The paper presents an analysis of the experimental parameters involved in application of the dual-probe heat pulse technique, followed by a critical review of methods for processing thermal response data (e.g., maximum detection and nonlinear least square regression) and the consequent obtainable uncertainty. Glycerol was selected as testing liquid, and its thermal diffusivity was evaluated over the temperature range from - 20 °C to 60 °C. In addition, Monte Carlo simulation was used to assess the uncertainty propagation for maximum detection. It was concluded that maximum detection approach to process thermal response data gives the closest results to the reference data inasmuch nonlinear regression results are affected by major uncertainties due to partial correlation between the evaluated parameters. Besides, the interpolation of temperature data with a polynomial to find the maximum leads to a systematic difference between measured and reference data, as put into evidence by the Monte Carlo simulations; through its correction, this systematic error can be reduced to a negligible value, about 0.8 %.

Using the Quantile Mapping to improve a weather generator

NASA Astrophysics Data System (ADS)

Chen, Y.; Themessl, M.; Gobiet, A.

2012-04-01

We developed a weather generator (WG) by using statistical and stochastic methods, among them are quantile mapping (QM), Monte-Carlo, auto-regression, empirical orthogonal function (EOF). One of the important steps in the WG is using QM, through which all the variables, no matter what distribution they originally are, are transformed into normal distributed variables. Therefore, the WG can work on normally distributed variables, which greatly facilitates the treatment of random numbers in the WG. Monte-Carlo and auto-regression are used to generate the realization; EOFs are employed for preserving spatial relationships and the relationships between different meteorological variables. We have established a complete model named WGQM (weather generator and quantile mapping), which can be applied flexibly to generate daily or hourly time series. For example, with 30-year daily (hourly) data and 100-year monthly (daily) data as input, the 100-year daily (hourly) data would be relatively reasonably produced. Some evaluation experiments with WGQM have been carried out in the area of Austria and the evaluation results will be presented.

Extending the excluded volume for percolation threshold estimates in polydisperse systems: The binary disk system

DOE PAGES

Meeks, Kelsey; Pantoya, Michelle L.; Green, Micah; ...

2017-06-01

For dispersions containing a single type of particle, it has been observed that the onset of percolation coincides with a critical value of volume fraction. When the volume fraction is calculated based on excluded volume, this critical percolation threshold is nearly invariant to particle shape. The critical threshold has been calculated to high precision for simple geometries using Monte Carlo simulations, but this method is slow at best, and infeasible for complex geometries. This article explores an analytical approach to the prediction of percolation threshold in polydisperse mixtures. Specifically, this paper suggests an extension of the concept of excluded volume,more » and applies that extension to the 2D binary disk system. The simple analytical expression obtained is compared to Monte Carlo results from the literature. In conclusion, the result may be computed extremely rapidly and matches key parameters closely enough to be useful for composite material design.« less

Efficient Data-Worth Analysis Using a Multilevel Monte Carlo Method Applied in Oil Reservoir Simulations

NASA Astrophysics Data System (ADS)

Lu, D.; Ricciuto, D. M.; Evans, K. J.

2017-12-01

Data-worth analysis plays an essential role in improving the understanding of the subsurface system, in developing and refining subsurface models, and in supporting rational water resources management. However, data-worth analysis is computationally expensive as it requires quantifying parameter uncertainty, prediction uncertainty, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface simulations using standard Monte Carlo (MC) sampling or advanced surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose efficient Bayesian analysis of data-worth using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce the computational cost with the use of multifidelity approximations. As the data-worth analysis involves a great deal of expectation estimations, the cost savings from MLMC in the assessment can be very outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it to a highly heterogeneous oil reservoir simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the estimation obtained from the standard MC. But compared to the standard MC, the MLMC greatly reduces the computational costs in the uncertainty reduction estimation, with up to 600 days cost savings when one processor is used.

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.

Uncertainty characterization and quantification in air pollution models. Application to the CHIMERE model

NASA Astrophysics Data System (ADS)

Debry, Edouard; Mallet, Vivien; Garaud, Damien; Malherbe, Laure; Bessagnet, Bertrand; Rouïl, Laurence

2010-05-01

Prev'Air is the French operational system for air pollution forecasting. It is developed and maintained by INERIS with financial support from the French Ministry for Environment. On a daily basis it delivers forecasts up to three days ahead for ozone, nitrogene dioxide and particles over France and Europe. Maps of concentration peaks and daily averages are freely available to the general public. More accurate data can be provided to customers and modelers. Prev'Air forecasts are based on the Chemical Transport Model CHIMERE. French authorities rely more and more on this platform to alert the general public in case of high pollution events and to assess the efficiency of regulation measures when such events occur. For example the road speed limit may be reduced in given areas when the ozone level exceeds one regulatory threshold. These operational applications require INERIS to assess the quality of its forecasts and to sensitize end users about the confidence level. Indeed concentrations always remain an approximation of the true concentrations because of the high uncertainty on input data, such as meteorological fields and emissions, because of incomplete or inaccurate representation of physical processes, and because of efficiencies in numerical integration [1]. We would like to present in this communication the uncertainty analysis of the CHIMERE model led in the framework of an INERIS research project aiming, on the one hand, to assess the uncertainty of several deterministic models and, on the other hand, to propose relevant indicators describing air quality forecast and their uncertainty. There exist several methods to assess the uncertainty of one model. Under given assumptions the model may be differentiated into an adjoint model which directly provides the concentrations sensitivity to given parameters. But so far Monte Carlo methods seem to be the most widely and oftenly used [2,3] as they are relatively easy to implement. In this framework one probability density function (PDF) is associated with an input parameter, according to its assumed uncertainty. Then the combined PDFs are propagated into the model, by means of several simulations with randomly perturbed input parameters. One may then obtain an approximation of the PDF of modeled concentrations, provided the Monte Carlo process has reasonably converged. The uncertainty analysis with CHIMERE has been led with a Monte Carlo method on the French domain and on two periods : 13 days during January 2009, with a focus on particles, and 28 days during August 2009, with a focus on ozone. The results show that for the summer period and 500 simulations, the time and space averaged standard deviation for ozone is 16 µg/m3, to be compared with an averaged concentration of 89 µg/m3. It is noteworthy that the space averaged standard deviation for ozone is relatively constant over time (the standard deviation of the timeseries itself is 1.6 µg/m3). The space variation of the ozone standard deviation seems to indicate that emissions have a significant impact, followed by western boundary conditions. Monte Carlo simulations are then post-processed by both ensemble [4] and Bayesian [5] methods in order to assess the quality of the uncertainty estimation. (1) Rao, K.S. Uncertainty Analysis in Atmospheric Dispersion Modeling, Pure and Applied Geophysics, 2005, 162, 1893-1917. (2) Beekmann, M. and Derognat, C. Monte Carlo uncertainty analysis of a regional-scale transport chemistry model constrained by measurements from the Atmospheric Pollution Over the Paris Area (ESQUIF) campaign, Journal of Geophysical Research, 2003, 108, 8559-8576. (3) Hanna, S.R. and Lu, Z. and Frey, H.C. and Wheeler, N. and Vukovich, J. and Arunachalam, S. and Fernau, M. and Hansen, D.A. Uncertainties in predicted ozone concentrations due to input uncertainties for the UAM-V photochemical grid model applied to the July 1995 OTAG domain, Atmospheric Environment, 2001, 35, 891-903. (4) Mallet, V., and B. Sportisse (2006), Uncertainty in a chemistry-transport model due to physical parameterizations and numerical approximations: An ensemble approach applied to ozone modeling, J. Geophys. Res., 111, D01302, doi:10.1029/2005JD006149. (5) Romanowicz, R. and Higson, H. and Teasdale, I. Bayesian uncertainty estimation methodology applied to air pollution modelling, Environmetrics, 2000, 11, 351-371.

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.

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

A GPU-accelerated Monte Carlo dose calculation platform and its application toward validating an MRI-guided radiation therapy beam model

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

Wang, Yuhe; Mazur, Thomas R.; Green, Olga

Purpose: The clinical commissioning of IMRT subject to a magnetic field is challenging. The purpose of this work is to develop a GPU-accelerated Monte Carlo dose calculation platform based on PENELOPE and then use the platform to validate a vendor-provided MRIdian head model toward quality assurance of clinical IMRT treatment plans subject to a 0.35 T magnetic field. Methods: PENELOPE was first translated from FORTRAN to C++ and the result was confirmed to produce equivalent results to the original code. The C++ code was then adapted to CUDA in a workflow optimized for GPU architecture. The original code was expandedmore » to include voxelized transport with Woodcock tracking, faster electron/positron propagation in a magnetic field, and several features that make gPENELOPE highly user-friendly. Moreover, the vendor-provided MRIdian head model was incorporated into the code in an effort to apply gPENELOPE as both an accurate and rapid dose validation system. A set of experimental measurements were performed on the MRIdian system to examine the accuracy of both the head model and gPENELOPE. Ultimately, gPENELOPE was applied toward independent validation of patient doses calculated by MRIdian’s KMC. Results: An acceleration factor of 152 was achieved in comparison to the original single-thread FORTRAN implementation with the original accuracy being preserved. For 16 treatment plans including stomach (4), lung (2), liver (3), adrenal gland (2), pancreas (2), spleen(1), mediastinum (1), and breast (1), the MRIdian dose calculation engine agrees with gPENELOPE with a mean gamma passing rate of 99.1% ± 0.6% (2%/2 mm). Conclusions: A Monte Carlo simulation platform was developed based on a GPU- accelerated version of PENELOPE. This platform was used to validate that both the vendor-provided head model and fast Monte Carlo engine used by the MRIdian system are accurate in modeling radiation transport in a patient using 2%/2 mm gamma criteria. Future applications of this platform will include dose validation and accumulation, IMRT optimization, and dosimetry system modeling for next generation MR-IGRT systems.« less

A GPU-accelerated Monte Carlo dose calculation platform and its application toward validating an MRI-guided radiation therapy beam model

PubMed Central

Wang, Yuhe; Mazur, Thomas R.; Green, Olga; Hu, Yanle; Li, Hua; Rodriguez, Vivian; Wooten, H. Omar; Yang, Deshan; Zhao, Tianyu; Mutic, Sasa; Li, H. Harold

2016-01-01

Purpose: The clinical commissioning of IMRT subject to a magnetic field is challenging. The purpose of this work is to develop a GPU-accelerated Monte Carlo dose calculation platform based on penelope and then use the platform to validate a vendor-provided MRIdian head model toward quality assurance of clinical IMRT treatment plans subject to a 0.35 T magnetic field. Methods: penelope was first translated from fortran to c++ and the result was confirmed to produce equivalent results to the original code. The c++ code was then adapted to cuda in a workflow optimized for GPU architecture. The original code was expanded to include voxelized transport with Woodcock tracking, faster electron/positron propagation in a magnetic field, and several features that make gpenelope highly user-friendly. Moreover, the vendor-provided MRIdian head model was incorporated into the code in an effort to apply gpenelope as both an accurate and rapid dose validation system. A set of experimental measurements were performed on the MRIdian system to examine the accuracy of both the head model and gpenelope. Ultimately, gpenelope was applied toward independent validation of patient doses calculated by MRIdian’s kmc. Results: An acceleration factor of 152 was achieved in comparison to the original single-thread fortran implementation with the original accuracy being preserved. For 16 treatment plans including stomach (4), lung (2), liver (3), adrenal gland (2), pancreas (2), spleen(1), mediastinum (1), and breast (1), the MRIdian dose calculation engine agrees with gpenelope with a mean gamma passing rate of 99.1% ± 0.6% (2%/2 mm). Conclusions: A Monte Carlo simulation platform was developed based on a GPU- accelerated version of penelope. This platform was used to validate that both the vendor-provided head model and fast Monte Carlo engine used by the MRIdian system are accurate in modeling radiation transport in a patient using 2%/2 mm gamma criteria. Future applications of this platform will include dose validation and accumulation, IMRT optimization, and dosimetry system modeling for next generation MR-IGRT systems. PMID:27370123

Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes

NASA Astrophysics Data System (ADS)

Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew

2018-03-01

We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.

Application of the Probabilistic Dynamic Synthesis Method to the Analysis of a Realistic Structure

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1998-01-01

The Probabilistic Dynamic Synthesis method is a new technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. A previous work verified the feasibility of the PDS method on a simple seven degree-of-freedom spring-mass system. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.

A biphasic parameter estimation method for quantitative analysis of dynamic renal scintigraphic data

NASA Astrophysics Data System (ADS)

Koh, T. S.; Zhang, Jeff L.; Ong, C. K.; Shuter, B.

2006-06-01

Dynamic renal scintigraphy is an established method in nuclear medicine, commonly used for the assessment of renal function. In this paper, a biphasic model fitting method is proposed for simultaneous estimation of both vascular and parenchymal parameters from renal scintigraphic data. These parameters include the renal plasma flow, vascular and parenchymal mean transit times, and the glomerular extraction rate. Monte Carlo simulation was used to evaluate the stability and confidence of the parameter estimates obtained by the proposed biphasic method, before applying the method on actual patient study cases to compare with the conventional fitting approach and other established renal indices. The various parameter estimates obtained using the proposed method were found to be consistent with the respective pathologies of the study cases. The renal plasma flow and extraction rate estimated by the proposed method were in good agreement with those previously obtained using dynamic computed tomography and magnetic resonance imaging.

High-efficiency wavefunction updates for large scale Quantum Monte Carlo

NASA Astrophysics Data System (ADS)

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

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

Statistical methods for astronomical data with upper limits. II - Correlation and regression

NASA Technical Reports Server (NTRS)

Isobe, T.; Feigelson, E. D.; Nelson, P. I.

1986-01-01

Statistical methods for calculating correlations and regressions in bivariate censored data where the dependent variable can have upper or lower limits are presented. Cox's regression and the generalization of Kendall's rank correlation coefficient provide significant levels of correlations, and the EM algorithm, under the assumption of normally distributed errors, and its nonparametric analog using the Kaplan-Meier estimator, give estimates for the slope of a regression line. Monte Carlo simulations demonstrate that survival analysis is reliable in determining correlations between luminosities at different bands. Survival analysis is applied to CO emission in infrared galaxies, X-ray emission in radio galaxies, H-alpha emission in cooling cluster cores, and radio emission in Seyfert galaxies.

Coulomb interactions in charged fluids.

PubMed

Vernizzi, Graziano; Guerrero-García, Guillermo Iván; de la Cruz, Monica Olvera

2011-07-01

The use of Ewald summation schemes for calculating long-range Coulomb interactions, originally applied to ionic crystalline solids, is a very common practice in molecular simulations of charged fluids at present. Such a choice imposes an artificial periodicity which is generally absent in the liquid state. In this paper we propose a simple analytical O(N(2)) method which is based on Gauss's law for computing exactly the Coulomb interaction between charged particles in a simulation box, when it is averaged over all possible orientations of a surrounding infinite lattice. This method mitigates the periodicity typical of crystalline systems and it is suitable for numerical studies of ionic liquids, charged molecular fluids, and colloidal systems with Monte Carlo and molecular dynamics simulations.

A Bayesian approach to identifying structural nonlinearity using free-decay response: Application to damage detection in composites

USGS Publications Warehouse

Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.

2010-01-01

This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.

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

Portal scatter to primary dose ratio of 4 to 18 MV photon spectra incident on heterogeneous phantoms

NASA Astrophysics Data System (ADS)

Ozard, Siobhan R.

Electronic portal imagers designed and used to verify the positioning of a cancer patient undergoing radiation treatment can also be employed to measure the in vivo dose received by the patient. This thesis investigates the ratio of the dose from patient-scattered particles to the dose from primary (unscattered) photons at the imaging plane, called the scatter to primary dose ratio (SPR). The composition of the SPR according to the origin of scatter is analyzed more thoroughly than in previous studies. A new analytical method for calculating the SPR is developed and experimentally verified for heterogeneous phantoms. A novel technique that applies the analytical SPR method for in vivo dosimetry with a portal imager is evaluated. Monte Carlo simulation was used to determine the imager dose from patient-generated electrons and photons that scatter one or more times within the object. The database of SPRs reported from this investigation is new since the contribution from patient-generated electrons was neglected by previous Monte Carlo studies. The SPR from patient-generated electrons was found here to be as large as 0.03. The analytical SPR method relies on the established result that the scatter dose is uniform for an air gap between the patient and the imager that is greater than 50 cm. This method also applies the hypothesis that first-order Compton scatter only, is sufficient for scatter estimation. A comparison of analytical and measured SPRs for neck, thorax, and pelvis phantoms showed that the maximum difference was within +/-0.03, and the mean difference was less than +/-0.01 for most cases. This accuracy was comparable to similar analytical approaches that are limited to homogeneous phantoms. The analytical SPR method could replace lookup tables of measured scatter doses that can require significant time to measure. In vivo doses were calculated by combining our analytical SPR method and the convolution/superposition algorithm. Our calculated in vivo doses agreed within +/-3% with the doses measured in the phantom. The present in vivo method was faster compared to other techniques that use convolution/superposition. Our method is a feasible and satisfactory approach that contributes to on-line patient dose monitoring.

Advanced Stochastic Collocation Methods for Polynomial Chaos in RAVEN

NASA Astrophysics Data System (ADS)

Talbot, Paul W.

As experiment complexity in fields such as nuclear engineering continually increases, so does the demand for robust computational methods to simulate them. In many simulations, input design parameters and intrinsic experiment properties are sources of uncertainty. Often small perturbations in uncertain parameters have significant impact on the experiment outcome. For instance, in nuclear fuel performance, small changes in fuel thermal conductivity can greatly affect maximum stress on the surrounding cladding. The difficulty quantifying input uncertainty impact in such systems has grown with the complexity of numerical models. Traditionally, uncertainty quantification has been approached using random sampling methods like Monte Carlo. For some models, the input parametric space and corresponding response output space is sufficiently explored with few low-cost calculations. For other models, it is computationally costly to obtain good understanding of the output space. To combat the expense of random sampling, this research explores the possibilities of using advanced methods in Stochastic Collocation for generalized Polynomial Chaos (SCgPC) as an alternative to traditional uncertainty quantification techniques such as Monte Carlo (MC) and Latin Hypercube Sampling (LHS) methods for applications in nuclear engineering. We consider traditional SCgPC construction strategies as well as truncated polynomial spaces using Total Degree and Hyperbolic Cross constructions. We also consider applying anisotropy (unequal treatment of different dimensions) to the polynomial space, and offer methods whereby optimal levels of anisotropy can be approximated. We contribute development to existing adaptive polynomial construction strategies. Finally, we consider High-Dimensional Model Reduction (HDMR) expansions, using SCgPC representations for the subspace terms, and contribute new adaptive methods to construct them. We apply these methods on a series of models of increasing complexity. We use analytic models of various levels of complexity, then demonstrate performance on two engineering-scale problems: a single-physics nuclear reactor neutronics problem, and a multiphysics fuel cell problem coupling fuels performance and neutronics. Lastly, we demonstrate sensitivity analysis for a time-dependent fuels performance problem. We demonstrate the application of all the algorithms in RAVEN, a production-level uncertainty quantification framework.

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.

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

PubMed

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

2012-01-01

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

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

Estimating air chemical emissions from research activities using stack measurement data.

PubMed

Ballinger, Marcel Y; Duchsherer, Cheryl J; Woodruff, Rodger K; Larson, Timothy V

2013-03-01

Current methods of estimating air emissions from research and development (R&D) activities use a wide range of release fractions or emission factors with bases ranging from empirical to semi-empirical. Although considered conservative, the uncertainties and confidence levels of the existing methods have not been reported. Chemical emissions were estimated from sampling data taken from four research facilities over 10 years. The approach was to use a Monte Carlo technique to create distributions of annual emission estimates for target compounds detected in source test samples. Distributions were created for each year and building sampled for compounds with sufficient detection frequency to qualify for the analysis. The results using the Monte Carlo technique without applying a filter to remove negative emission values showed almost all distributions spanning zero, and 40% of the distributions having a negative mean. This indicates that emissions are so low as to be indistinguishable from building background. Application of a filter to allow only positive values in the distribution provided a more realistic value for emissions and increased the distribution mean by an average of 16%. Release fractions were calculated by dividing the emission estimates by a building chemical inventory quantity. Two variations were used for this quantity: chemical usage, and chemical usage plus one-half standing inventory. Filters were applied so that only release fraction values from zero to one were included in the resulting distributions. Release fractions had a wide range among chemicals and among data sets for different buildings and/or years for a given chemical. Regressions of release fractions to molecular weight and vapor pressure showed weak correlations. Similarly, regressions of mean emissions to chemical usage, chemical inventory, molecular weight, and vapor pressure also gave weak correlations. These results highlight the difficulties in estimating emissions from R&D facilities using chemical inventory data. Air emissions from research operations are difficult to estimate because of the changing nature of research processes and the small quantity and wide variety of chemicals used. Analysis of stack measurements taken over multiple facilities and a 10-year period using a Monte Carlo technique provided a method to quantify the low emissions and to estimate release fractions based on chemical inventories. The variation in release fractions did not correlate well with factors investigated, confirming the complexities in estimating R&D emissions.

Monte Carlo modeling of atomic oxygen attack of polymers with protective coatings on LDEF

NASA Technical Reports Server (NTRS)

Banks, Bruce A.; Degroh, Kim K.; Sechkar, Edward A.

1992-01-01

Characterization of the behavior of atomic oxygen interaction with materials on the Long Duration Exposure Facility (LDEF) will assist in understanding the mechanisms involved, and will lead to improved reliability in predicting in-space durability of materials based on ground laboratory testing. A computational simulation of atomic oxygen interaction with protected polymers was developed using Monte Carlo techniques. Through the use of assumed mechanistic behavior of atomic oxygen and results of both ground laboratory and LDEF data, a predictive Monte Carlo model was developed which simulates the oxidation processes that occur on polymers with applied protective coatings that have defects. The use of high atomic oxygen fluence-directed ram LDEF results has enabled mechanistic implications to be made by adjusting Monte Carlo modeling assumptions to match observed results based on scanning electron microscopy. Modeling assumptions, implications, and predictions are presented, along with comparison of observed ground laboratory and LDEF results.

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

Gutzwiller Monte Carlo approach for a critical dissipative spin model

NASA Astrophysics Data System (ADS)

Casteels, Wim; Wilson, Ryan M.; Wouters, Michiel

2018-06-01

We use the Gutzwiller Monte Carlo approach to simulate the dissipative X Y Z model in the vicinity of a dissipative phase transition. This approach captures classical spatial correlations together with the full on-site quantum behavior while neglecting nonlocal quantum effects. By considering finite two-dimensional lattices of various sizes, we identify a ferromagnetic and two paramagnetic phases, in agreement with earlier studies. The greatly reduced numerical complexity of the Gutzwiller Monte Carlo approach facilitates efficient simulation of relatively large lattice sizes. The inclusion of the spatial correlations allows to capture parts of the phase diagram that are completely missed by the widely applied Gutzwiller decoupling of the density matrix.

Energy broadening in electron beams: A comparison of existing theories and Monte Carlo simulation

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

Jansen, G.H.; Groves, T.R.; Stickel, W.

1985-01-01

Different theories on the Boersch effect are applied to a simple beam geometry with one crossover in drift space.The results are compared with each other, with Monte Carlo simulations, and with the experiment. The most complete and accurate theory is given by van Leeuwen and Jansen. This theory predicts energy spreads within 10% of the Monte Carlo results for operating conditions usually given in systems with thermionic emission sources. No comprehensive theory, however, of energy broadening in electron guns has yet been presented. Nevertheless, the theory of van Leeuwen and Jansen was found to predict the experimental values by trendmore » and within a factor of 2.« less

Front panel engineering with CAD simulation tool

NASA Astrophysics Data System (ADS)

Delacour, Jacques; Ungar, Serge; Mathieu, Gilles; Hasna, Guenther; Martinez, Pascal; Roche, Jean-Christophe

1999-04-01

THe progress made recently in display technology covers many fields of application. The specification of radiance, colorimetry and lighting efficiency creates some new challenges for designers. Photometric design is limited by the capability of correctly predicting the result of a lighting system, to save on the costs and time taken to build multiple prototypes or bread board benches. The second step of the research carried out by company OPTIS is to propose an optimization method to be applied to the lighting system, developed in the software SPEOS. The main features of the tool requires include the CAD interface, to enable fast and efficient transfer between mechanical and light design software, the source modeling, the light transfer model and an optimization tool. The CAD interface is mainly a prototype of transfer, which is not the subjects here. Photometric simulation is efficiently achieved by using the measured source encoding and a simulation by the Monte Carlo method. Today, the advantages and the limitations of the Monte Carlo method are well known. The noise reduction requires a long calculation time, which increases with the complexity of the display panel. A successful optimization is difficult to achieve, due to the long calculation time required for each optimization pass including a Monte Carlo simulation. The problem was initially defined as an engineering method of study. The experience shows that good understanding and mastering of the phenomenon of light transfer is limited by the complexity of non sequential propagation. The engineer must call for the help of a simulation and optimization tool. The main point needed to be able to perform an efficient optimization is a quick method for simulating light transfer. Much work has been done in this area and some interesting results can be observed. It must be said that the Monte Carlo method wastes time calculating some results and information which are not required for the needs of the simulation. Low efficiency transfer system cost a lot of lost time. More generally, the light transfer simulation can be treated efficiently when the integrated result is composed of elementary sub results that include quick analytical calculated intersections. The first axis of research appear. The quick integration research and the quick calculation of geometric intersections. The first axis of research brings some general solutions also valid for multi-reflection systems. The second axis requires some deep thinking on the intersection calculation. An interesting way is the subdivision of space in VOXELS. This is an adapted method of 3D division of space according to the objects and their location. An experimental software has been developed to provide a validation of the method. The gain is particularly high in complex systems. An important reduction in the calculation time has been achieved.